Error Bound and Stability Analysis for a Randomized Singly Diagonally Implicit Runge-Kutta Method

Monika Eisenmann, Marvin Jans, Raphael Kruse +1

A randomized Singly Diagonally Implicit Runge-Kutta (SDIRK) method, based on the randomized trapezoidal rule as the underlying quadrature scheme, is proposed. Every realization of…