English

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

Numerical Analysis 2023-10-17 v2 Numerical Analysis

Abstract

B-series and generalizations are a powerful tool for the analysis of numerical integrators. An extension named exotic aromatic B-series was introduced to study the order conditions for sampling the invariant measure of ergodic SDEs. Introducing a new symmetry normalization coefficient, we analyze the algebraic structures related to exotic B-series and S-series. Precisely, we prove the relationship between the Grossman-Larson algebras over exotic and grafted forests and the corresponding duals to the Connes-Kreimer coalgebras and use it to study the natural composition laws on exotic S-series. Applying this algebraic framework to the derivation of order conditions for a class of stochastic Runge-Kutta methods, we present a multiplicative property that ensures some order conditions to be satisfied automatically.

Keywords

Cite

@article{arxiv.2209.11046,
  title  = {Exotic B-series and S-series: algebraic structures and order conditions for invariant measure sampling},
  author = {Eugen Bronasco},
  journal= {arXiv preprint arXiv:2209.11046},
  year   = {2023}
}

Comments

30 pages, to appear in Foundations of Computational Mathematics