论文标题

通过屠夫系列的蒙特卡洛枚举对ODE溶液的数值评估

Numerical evaluation of ODE solutions by Monte Carlo enumeration of Butcher series

论文作者

Penent, Guillaume, Privault, Nicolas

论文摘要

我们通过随机枚举在Runge-kutta方法实现中使用的屠夫树,为普通微分方程的数值解提供了一种算法。我们的Monte Carlo方案允许在一定时间间隔内的任何给定时间进行直接对ODE解决方案的数值评估,而无需通过多个时间步骤进行迭代。特别是,这种方法不涉及离散的步长大小,并且不需要泰勒系列的截断。

We present an algorithm for the numerical solution of ordinary differential equations by random enumeration of the Butcher trees used in the implementation of the Runge-Kutta method. Our Monte Carlo scheme allows for the direct numerical evaluation of an ODE solution at any given time within a certain interval, without iteration through multiple time steps. In particular, this approach does not involve a discretization step size, and it does not require the truncation of Taylor series.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源