dr hab. Paweł Przybyłowicz, prof. AGH, MBA’s Post

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AGH University of Krakow, Faculty of Applied Mathematics

📢 On the occasion of may 1st and labor day below you can find a free access link to my recent preprint (written together with Tomasz Bochacik) on convergence and stability of randomized implicit two-stage Runge-Kutta schemes for approximate solving of ODEs 😊 https://lnkd.in/d-AQSm9C In aprticular, comparing to the deterministic schemes, we observed a new interesting phenomenon: the two-stage randomized RK scheme is A-stable asymptotically and in probability but not in the mean-square sense. 

Convergence and stability of randomized implicit two-stage Runge-Kutta schemes

Convergence and stability of randomized implicit two-stage Runge-Kutta schemes

arxiv.org

Philippe De Brouwer

Leader in banking. I care, empower and deliver. Experienced professional in banking and asset management, solid foundations in data science, models and risk management. I wrote books, but remain an eternal student.

3mo

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