Stochastic B-series and order conditions for exponential integrators
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🧮 math.NA
cs.NA
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stochasticexponentialintegratorsorderb-seriesconditionsapproximateapproximation
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We discuss stochastic differential equations with a stiff linear part and their approximation by stochastic exponential integrators. Representing the exact and approximate solutions using B-series and rooted trees, we derive the order conditions for stochastic exponential integrators. The resulting general order theory covers both It\^{o} and Stratonovich integration.
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