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researcher

K. Debrabant

27 papers hereh-index 13634 citations64 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author17
  • middle author5
  • last author3

Across the 26 of 27 papers where every author was matched, so the position is known.

fields
  • math.NA24
  • math.OC1
  • math.PR1
  • q-fin.CP1

identity via Semantic Scholar / OpenAlex

activity
20092026
most citedSemi-Lagrangian schemes for linear and fully non-linear diffusion equations

104 citations · 382 across the 27 of their papers we have counts for

collaborators
Showing 2019 · math.NAShow all

1 paper · 2 filters

math.NA2019★ 7 cited

Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants

Kristian Debrabant, Anne Kværnø, Nicky Cordua Mattsson

In this paper, we consider a class of stochastic midpoint and trapezoidal Lawson schemes for the numerical discretization of highly oscillatory stochastic differential equations. T…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.