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.NA2024
B-series for SDEs with application to exponential integrators for non-autonomous semi-linear problems
Alemayehu Adugna Arara, Kristian Debrabant, Anne Kværnø
In this paper a set of previous general results for the development of B--series for a broad class of stochastic differential equations has been collected. The applicability of the…