Exotic B-series and S-series: algebraic structures and order conditions for invariant measure sampling

DOI10.1007/S10208-023-09638-3MaRDI QIDQ7025993zbMATH OpenFDO

Authors Eugen Bronasco

Publication date 18 February 2025

Published in Foundations of Computational Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10208-023-09638-3

zbMATH Keywords

composition lawergodicityexotic aromatic forestsexotic aromatic treesinvariant measureorder conditionsstochastic differential equations

Mathematics Subject Classification ID

Trees (05C05) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) 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) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

Cites work

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• The number of conditions for a Runge-Kutta method to have effective order \(p\)

Cited in

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• Hopf algebra structures for the backward error analysis of ergodic stochastic differential equations

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