7 citations · 7 across the 2 of their papers we have counts for
2 papers
math.NA2026
Derivation of optimal stochastic Runge-Kutta methods with exotic and decorated Butcher series for the weak integration of stochastic dynamics
Adrien Busnot Laurent, Kristian Debrabant, Anne Kværnø
The design of numerical integrators for solving stochastic dynamics with high weak order relies on tedious calculations and is subject to a high number of order conditions. The ori…
math.NA2015★ 7 cited
Cheap arbitrary high order methods for single integrand SDEs
Kristian Debrabant, Anne Kværnø
For a particular class of Stratonovich SDE problems, here denoted as single integrand SDEs, we prove that by applying a deterministic Runge-Kutta method of order we obtain me…