Blar i Publikasjoner fra CRIStin - NTNU på tidsskrift "Lecture Notes in Computational Science and Engineering"
Viser treff 1-3 av 3
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On non-commutative stochastic exponentials
(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
(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
(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.