Complexity of Initial Value Problems in Banach Spaces

We study the complexity of initial value problems for Banach space valued ordinary differential equations in the randomized setting. The right- hand side is assumed to be r-smooth, the r-th derivatives being ϱ-Hölder continuous. We develop and analyze a randomized algorithm. Furthermore, we prove lo...

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Bibliographic Details
Date:2013
Main Author: Heinrich, S.
Format: Article
Language:English
Published: Фізико-технічний інститут низьких температур ім. Б.І. Вєркіна НАН України 2013
Series:Журнал математической физики, анализа, геометрии
Online Access:https://nasplib.isofts.kiev.ua/handle/123456789/106738
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Journal Title:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:Complexity of Initial Value Problems in Banach Spaces / S. Heinrich // Журнал математической физики, анализа, геометрии. — 2013. — Т. 9, № 1. — С. 73-101. — Бібліогр.: 18 назв. — англ.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine
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Summary:We study the complexity of initial value problems for Banach space valued ordinary differential equations in the randomized setting. The right- hand side is assumed to be r-smooth, the r-th derivatives being ϱ-Hölder continuous. We develop and analyze a randomized algorithm. Furthermore, we prove lower bounds and thus obtain complexity estimates. They are related to the type of the underlying Banach space. We also consider the deterministic setting. The results extend previous ones for the finite dimensional case from [2, 9, 10].