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most citedNinomiya-Victoir scheme : strong convergence properties and discretization of the involved Ordinary Differential Equations

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math.PR2016★ 1 cited

Ninomiya-Victoir scheme : strong convergence properties and discretization of the involved Ordinary Differential Equations

Anis Al Gerbi, Benjamin Jourdain, Emmanuelle Clément

In this paper, we summarize the results about the strong convergence rate of the Ninomiya-Victoir scheme and the stable convergence in law of its normalized error that we obtained…