B-series for SDEs with application to exponential integrators for non-autonomous semi-linear problems
DOI10.3934/JCD.2024022zbMATH Open1548.65033MaRDI QIDQ6616293FDOQ6616293
Authors: Alemayehu Adugna Arara, Kristian Debrabant, Anne Kværnø 
Publication date: 9 October 2024
Published in: Journal of Computational Dynamics (Search for Journal in Brave)
Recommendations
stochastic differential equationsexponential integratorsstochastic B-seriescomposition of stochastic B-seriesstochastic rooted trees
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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