B-series for SDEs with application to exponential integrators for non-autonomous semi-linear problems

DOI10.3934/JCD.2024022MaRDI QIDQ6616293zbMATH OpenFDO

Authors Alemayehu Adugna Arara, Kristian Debrabant, Anne Kværnø

Publication date 9 October 2024

Published in Journal of Computational Dynamics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsexponential integratorsstochastic B-seriescomposition of stochastic B-seriesstochastic rooted trees

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites work

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