| dc.contributor.author | Arara, Alemayehu Adugna | |
| dc.contributor.author | Kværnø, Anne | |
| dc.contributor.author | Debrabant, Kristian | |
| dc.date.accessioned | 2019-04-03T07:58:58Z | |
| dc.date.available | 2019-04-03T07:58:58Z | |
| dc.date.created | 2019-03-04T08:33:46Z | |
| dc.date.issued | 2019 | |
| dc.identifier.citation | Lecture Notes in Computational Science and Engineering. 2019, 126 419-427. | nb_NO |
| dc.identifier.issn | 1439-7358 | |
| dc.identifier.uri | http://hdl.handle.net/11250/2593051 | |
| dc.description.abstract | 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 trees, we derive the order conditions for stochastic exponential Runge–Kutta integrators. The resulting general order theory covers both Itô and Stratonovich integration. | nb_NO |
| dc.language.iso | eng | nb_NO |
| dc.publisher | Springer Verlag | nb_NO |
| dc.relation.uri | https://arxiv.org/pdf/1801.02051.pdf | |
| dc.title | Stochastic B-series and order conditions for exponential integrators | nb_NO |
| dc.type | Journal article | nb_NO |
| dc.type | Peer reviewed | nb_NO |
| dc.description.version | acceptedVersion | nb_NO |
| dc.source.pagenumber | 419-427 | nb_NO |
| dc.source.volume | 126 | nb_NO |
| dc.source.journal | Lecture Notes in Computational Science and Engineering | nb_NO |
| dc.identifier.doi | 10.1007/978-3-319-96415-7_37 | |
| dc.identifier.cristin | 1681998 | |
| dc.description.localcode | This is a post-peer-review, pre-copyedit version of an article published in Cellulose. The final authenticated version is available online at: https://doi.org/10.1007/s10570-018-1715-5 | nb_NO |
| cristin.unitcode | 194,63,15,0 | |
| cristin.unitname | Institutt for matematiske fag | |
| cristin.ispublished | true | |
| cristin.fulltext | postprint | |
| cristin.qualitycode | 1 | |
