2 citations · 3 across the 2 of their papers we have counts for
2 papers
math.NA2018★ 1 cited
Word combinatorics for stochastic differential equations: splitting integrators
A. Alamo, J. M. Sanz-Serna
We present an analysis based on word combinatorics of splitting integrators for Ito or Stratonovich systems of stochastic differential equations. In particular we present a techniq…
math.NA2016★ 2 cited
A technique for studying strong and weak local errors of splitting stochastic integrators
A. Alamo, J. M. Sanz-Serna
We present a technique, based on so-called word series, to write down in a systematic way expansions of the strong and weak local errors of splitting algorithms for the integration…