Randomized Runge–Kutta method — Stability and convergence under inexact information

Complexity of approximating Hölder classes from information with varying Gaussian noise

(2020) Paweł M. Morkisz et al.   JOURNAL OF COMPLEXITY

Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information

(2020) Paweł M. Morkisz et al.   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

Optimal approximation of stochastic integrals in analytic noise model

(2019) Andrzej Kałuża et al.   APPLIED MATHEMATICS AND COMPUTATION

Efficient finite-dimensional solution of initial value problems in infinite-dimensional Banach spaces

(2018) Bolesław Kacewicz et al.   JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

Optimal pointwise approximation of SDE’s from inexact information

(2017) Paweł M. Morkisz et al.   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

Error Analysis of Randomized Runge–Kutta Methods for Differential Equations with Time-Irregular Coefficients

(2017) Raphael Kruse et al.   Computational Methods in Applied Mathematics

Approximation of piecewise Hölder functions from inexact information

(2016) Paweł M. Morkisz et al.   JOURNAL OF COMPLEXITY

On the optimal robust solution of IVPs with noisy information

(2015) Bolesław Kacewicz et al.   NUMERICAL ALGORITHMS

On the randomized solution of initial value problems

(2010) Thomas Daun   JOURNAL OF COMPLEXITY

A random Euler scheme for Carathéodory differential equations

(2008) A. Jentzen et al.   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

The randomized complexity of initial value problems

(2007) Stefan Heinrich et al.   JOURNAL OF COMPLEXITY