We investigate error of the Euler scheme in the case when the right-hand side function of the underlying ODE satisfies nonstandard assumptions such as local one-side Lipschitz condition and local H\"older continuity. Moreover, we assume two cases in regards to information availability: exact and noisy with respect to the right-hand side function. Optimality analysis of the Euler scheme is also provided. Lastly, we present the results of some numerical experiments.
翻译:当基本ODE的右侧功能满足非标准假设,如当地单方Lipschitz条件和当地H\'older连续性等非标准假设时,我们调查Euler制度的错误。此外,我们假设在信息提供方面有两个案例:右侧功能的确切和吵闹。还提供了对Euler计划的优化分析。最后,我们介绍了一些数字实验的结果。