Stochastic B-Series and Order Conditions for Exponential Integrators

Autor:	Kristian Debrabant, Alemayehu Adugna Arara, Anne Kværnø
Rok vydání:	2019
Předmět:	Physics::Computational Physics Stochastic differential equation Order theory Integrator Order (group theory) Applied mathematics B series Exponential integrator Computer Science::Numerical Analysis Mathematics::Numerical Analysis Exponential function Mathematics
Zdroj:	Lecture Notes in Computational Science and Engineering ISBN: 9783319964140
Popis:	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 Ito and Stratonovich integration.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::1d1100581183f405fdeae9043e233060 https://doi.org/10.1007/978-3-319-96415-7_37 Zobrazit plný text záznamu