Error analysis of randomized Runge-Kutta methods for differential equations with time-irregular coefficients

Publication
Computational Methods in Applied Mathematics, vol. 17(3), 479-498
Raphael Kruse
Raphael Kruse
Professor

Prof. Dr. Raphael Kruse is the head of the working group “Numerik stochastischer Differentialgleichungen” at Martin-Luther-University Halle-Wittenberg. His research interests include numerical methods and stochastic analysis for stochastic evolution equations and Monte Carlo methods.