5 citations · 8 across the 4 of their papers we have counts for
4 papers
Convergence and stability of randomized implicit two-stage Runge-Kutta schemes
Tomasz Bochacik, Paweł Przybyłowicz
We randomize the implicit two-stage Runge-Kutta scheme in order to improve the rate of convergence (with respect to a deterministic scheme) and stability of the approximate solutio…
Adaptive step-size control for global approximation of SDEs driven by countably dimensional Wiener process
Łukasz Stępień
In this paper we deal with global approximation of solutions of stochastic differential equations (SDEs) driven by countably dimensional Wiener process. Under certain regularity co…
Monte Carlo integration of functions with adaptive variance reduction: an asymptotic analysis
Leszek Plaskota, Paweł Przybyłowicz, Łukasz Stępień
The theme of the present paper is numerical integration of functions using randomized methods. We consider variance reduction methods that consist in two steps. First the ini…
Long time, large scale limit of the Wigner transform for a system of linear oscillators in one dimension
Tomasz Komorowski, Łukasz Stȩpień
We consider the long time, large scale behavior of the Wigner transform $W_\eps(t,x,k)$ of the wave function corresponding to a discrete wave equation on a 1-d integer lattice, wit…