Kristian Debrabant

Available identifiers

zbMath Open debrabant.kristianMaRDI QIDQ512851

List of research outcomes

Publication	Date of Publication	Type
B-series for SDEs with application to exponential integrators for non-autonomous semi-linear problems	2024-10-09	Paper
B-series for SDEs with application to exponential integrators for non-autonomous semi-linear problems	2023-10-13	Paper
Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise	2023-08-25	Paper
Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants	2022-11-22	Paper
Backward differentiation formula finite difference schemes for diffusion equations with an obstacle term	2022-05-17	Paper
Runge-Kutta Lawson schemes for stochastic differential equations	2021-05-19	Paper
Study of micro-macro acceleration schemes for linear slow-fast stochastic differential equations with additive noise	2020-12-16	Paper
Stochastic B-series and order conditions for exponential integrators	2019-11-26	Paper
Parametric model reduction via interpolating orthonormal bases	2019-11-26	Paper
Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation	2019-08-28	Paper
On asymptotic global error estimation and control of finite difference solutions for semilinear parabolic equations	2019-03-26	Paper
Weak antithetic MLMC estimation of SDEs with the milstein scheme for low-dimensional Wiener processes	2019-02-20	Paper
Weak Antithetic MLMC Estimation of SDEs with the Milstein scheme for Low-Dimensional Wiener Processes	2018-11-22	Paper
General order conditions for stochastic partitioned Runge-Kutta methods	2018-06-26	Paper
A micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations	2017-11-27	Paper
Cheap arbitrary high order methods for single integrand SDEs	2017-03-02	Paper
On the acceleration of the multi-level Monte Carlo method	2015-10-02	Paper
On the global error of special Runge-Kutta methods applied to linear differential algebraic equations	2015-05-06	Paper
Semi-Lagrangian schemes for linear and fully non-linear Hamilton-Jacobi-Bellman equations	2014-03-05	Paper
Semi-Lagrangian schemes for parabolic equations	2013-09-24	Paper
Derivative-free weak approximation methods for stochastic differential equations in finance	2013-09-24	Paper
Semi-Lagrangian schemes for linear and fully non-linear diffusion equations	2013-07-23	Paper
B-series analysis of iterated Taylor methods	2011-10-11	Paper
Composition of stochastic B-series with applications to implicit Taylor methods	2011-02-14	Paper
Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise	2010-10-13	Paper
A micro/macro algorithm to accelerate Monte Carlo simulation of stochastic differential equations	2010-09-20	Paper
B–Series Analysis of Stochastic Runge–Kutta Methods That Use an Iterative Scheme to Compute Their Internal Stage Values	2010-03-24	Paper
Stochastic Taylor Expansions: Weight Functions of B-Series Expressed as Multiple Integrals	2010-03-19	Paper
Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis	2009-03-20	Paper
Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations	2009-03-20	Paper
Continuous Runge-Kutta Methods for Stratonovich Stochastic Differential Equations	2008-06-11	Paper
Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations	2008-04-28	Paper
Continuous weak approximation for stochastic differential equations	2008-03-26	Paper
Convergence of Runge-Kutta methods applied to linear partial differential-algebraic equations	2005-04-21	Paper

Research outcomes over time

This page was built for person: Kristian Debrabant