Blar i NTNU Open på forfatter "Debrabant, Kristian"

Viser treff 1-3 av 3

    • General order conditions for stochastic partitioned Runge–Kutta methods 

      Anmarkrud, Sverre; Debrabant, Kristian; Kværnø, Anne (Journal article; Peer reviewed, 2017)
      In this paper stochastic partitioned Runge–Kutta (SPRK) methods are considered. A general order theory for SPRK methods based on stochastic B-series and multicolored, multishaped rooted trees is developed. The theory is ...

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

      Debrabant, Kristian; Kværnø, Anne; Mattson, Nicky Cordua (Peer reviewed; Journal article, 2022)
      In this paper, we consider a class of stochastic midpoint and trapezoidal Lawson schemes for the numerical discretization of highly oscillatory stochastic differen- tial equations. These Lawson schemes incorporate both the ...

    • Stochastic B-series and order conditions for exponential integrators 

      Arara, Alemayehu Adugna; Kværnø, Anne; Debrabant, Kristian (Journal article; Peer reviewed, 2019)
      We discuss stochastic differential equations with a stiff linear part and their approximation by stochastic exponential Runge–Kutta integrators. Representing the exact and approximate solutions using B-series and rooted ...