Kristian Debrabant
Identifiers
- name variant Kristian Debrabant 0.60 · backfill
Papers (19)
- Weak Antithetic MLMC Estimation of SDEs with the Milstein scheme for Low-Dimensional Wiener Processes math.NA · 2018 · author #1
- Stochastic B-series and order conditions for exponential integrators math.NA · 2018 · author #2
- General order conditions for stochastic partitioned Runge-Kutta methods math.NA · 2017 · author #2
- Cheap arbitrary high order methods for single integrand SDEs math.NA · 2015 · author #1
- A micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations math.NA · 2015 · author #1
- Semi-Lagrangian schemes for linear and fully non-linear Hamilton-Jacobi-Bellman equations math.NA · 2014 · author #1
- Diagonally drift-implicit Runge-Kutta methods of weak order one and two for It\^o SDEs and stability analysis math.NA · 2013 · author #1
- Families of efficient second order Runge-Kutta methods for the weak approximation of It\^o stochastic differential equations math.NA · 2013 · author #1
- Classification of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations math.NA · 2013 · author #1
- Continuous Weak Approximation for Stochastic Differential Equations math.NA · 2013 · author #1
- Convergence of Runge-Kutta Methods Applied to Linear Partial Differential-Algebraic Equations math.NA · 2013 · author #1
- On quasi-linear PDAEs with convection: applications, indices, numerical solution math.NA · 2013 · author #2
- Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation q-fin.CP · 2013 · author #2
- A micro/macro algorithm to accelerate Monte Carlo simulation of stochastic differential equations math.NA · 2010 · author #1
- Stochastic B-series analysis of iterated Taylor methods math.NA · 2010 · author #1
- Composition of stochastic B-series with applications to implicit Taylor methods math.NA · 2010 · author #1
- On Asymptotic Global Error Estimation and Control of Finite Difference Solutions for Semilinear Parabolic Equations math.NA · 2009 · author #1
- Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise math.NA · 2009 · author #1
- Semi-Lagrangian schemes for linear and fully non-linear diffusion equations math.NA · 2009 · author #1
Mentions
- 1811.09316 #1 · arxiv_oai · confidence 0.70 Kristian Debrabant
- 1801.02051 #2 · arxiv_oai · confidence 0.70 Kristian Debrabant
- 1703.02067 #2 · arxiv_oai · confidence 0.70 Kristian Debrabant
- 1512.07342 #1 · arxiv_oai · confidence 0.70 Kristian Debrabant
- 1511.06171 #1 · arxiv_oai · confidence 0.70 Kristian Debrabant
- 1403.1217 #1 · arxiv_oai · confidence 0.70 Kristian Debrabant
- 1303.5104 #1 · arxiv_oai · confidence 0.70 Kristian Debrabant
- 1303.5103 #1 · arxiv_oai · confidence 0.70 Kristian Debrabant
- 1303.4510 #1 · arxiv_oai · confidence 0.70 Kristian Debrabant
- 1303.4223 #1 · arxiv_oai · confidence 0.70 Kristian Debrabant
- 1303.4116 #1 · arxiv_oai · confidence 0.70 Kristian Debrabant
- 1303.4115 #2 · arxiv_oai · confidence 0.70 Kristian Debrabant
- 1009.3767 #1 · arxiv_oai · confidence 0.70 Kristian Debrabant
- 1003.4398 #1 · arxiv_oai · confidence 0.70 Kristian Debrabant
- 1003.4397 #1 · arxiv_oai · confidence 0.70 Kristian Debrabant
- 0911.2656 #1 · arxiv_oai · confidence 0.70 Kristian Debrabant
- 0910.1078 #1 · arxiv_oai · confidence 0.70 Kristian Debrabant
- 0910.1046 #1 · arxiv_oai · confidence 0.70 Kristian Debrabant
- 1403.1217 #1 · backfill · confidence 0.70 Kristian Debrabant
- 1303.5104 #1 · backfill · confidence 0.70 Kristian Debrabant
- 1303.5103 #1 · backfill · confidence 0.70 Kristian Debrabant
- 1303.4510 #1 · backfill · confidence 0.70 Kristian Debrabant
- 1303.4223 #1 · backfill · confidence 0.70 Kristian Debrabant
- 1303.4116 #1 · backfill · confidence 0.70 Kristian Debrabant
- 1303.4115 #2 · backfill · confidence 0.70 Kristian Debrabant
- 1302.4676 #2 · backfill · confidence 0.70 Kristian Debrabant
- 1009.3767 #1 · backfill · confidence 0.70 Kristian Debrabant
- 1003.4398 #1 · backfill · confidence 0.70 Kristian Debrabant
- 1003.4397 #1 · backfill · confidence 0.70 Kristian Debrabant
- 0911.2656 #1 · backfill · confidence 0.70 Kristian Debrabant
- 0910.1078 #1 · backfill · confidence 0.70 Kristian Debrabant
- 0910.1046 #1 · backfill · confidence 0.70 Kristian Debrabant
Frequent Coauthors
- Andreas R\"o{\ss}ler 5 shared papers
- Anne Kv{\ae}rn{\o} 5 shared papers
- Espen R. Jakobsen 2 shared papers
- Giovanni Samaey 2 shared papers
- Alemayehu Adugna Arara 1 shared papers
- Azadeh Ghasemifard 1 shared papers
- Jens Lang 1 shared papers
- Karl Strehmel 1 shared papers
- Michael B. Giles 1 shared papers
- Nicky C. Mattsson 1 shared papers
- Przemys{\l}aw Zieli\'nski 1 shared papers
- Sverre Anmarkrud 1 shared papers
- Wenfried Lucht 1 shared papers