This paper presents a new discretization error quantification method for the numerical integration of ordinary differential equations. The error is modelled by using the Wishart distribution, which enables us to capture the correlation between variables. Error quantification is achieved by solving an optimization problem under the order constraints for the covariance matrices. An algorithm for the optimization problem is also established in a slightly broader context.

翻译：本文提出了一种新的量化常微分方程数值积分中离散化误差的方法。该误差通过Wishart分布进行建模，从而能够捕捉变量之间的相关性。误差的量化通过求解协方差矩阵满足序约束的优化问题来实现。本文还在一个稍广泛的背景下建立了该优化问题的求解算法。