B-series for SDEs with application to exponential integrators for non-autonomous semi-linear problems
Numerical Analysis
2025-01-08 v2 Numerical Analysis
Probability
Abstract
In this paper a set of previous general results for the development of B--series for a broad class of stochastic differential equations has been collected. The applicability of these results is demonstrated by the derivation of B--series for non-autonomous semi-linear SDEs and exponential Runge-Kutta methods applied to this class of SDEs, which is a significant generalization of existing theory on such methods.
Cite
@article{arxiv.2310.09179,
title = {B-series for SDEs with application to exponential integrators for non-autonomous semi-linear problems},
author = {Alemayehu Adugna Arara and Kristian Debrabant and Anne Kværnø},
journal= {arXiv preprint arXiv:2310.09179},
year = {2025}
}