Blar i NTNU Open på tidsskrift "Lecture Notes in Computational Science and Engineering"

Viser treff 1-3 av 3

    • On non-commutative stochastic exponentials 

      Curry, Charles Henry Alexander; Ebrahimi-Fard, Kurusch; Patras, Frederic (Journal article; Peer reviewed, 2019)
      Using non-commutative shuffle algebra, we outline how the Magnus expansion allows to define explicit stochastic exponentials for matrix-valued continuous semimartingales and Stratonovich integrals.

    • 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 ...

    • What is a post-Lie algebra and why is useful in geometric integration 

      Curry, Charles Henry Alexander; Ebrahimi-Fard, Kurusch; Munthe-Kaas, Hans (Journal article; Peer reviewed, 2018)
      We explain the notion of a post-Lie algebra and outline its role in the theory of Lie group integrators.