Blar i NTNU Open på forfatter "Arara, Alemayehu Adugna"
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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 ...