Browsing NTNU Open by Author "Debrabant, Kristian"
Now showing items 1-4 of 4
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B-series for SDEs with application to exponential integrators for non-autonomous semi-linear problems
Adugna Arara, Alemayehu; Debrabant, Kristian; Kværnø, Anne (Journal article; Peer reviewed, 2024)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 col- lected. The applicability of these results is demonstrated by the derivation ... -
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 ...