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Debrabant, Kristian

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Author ID: debrabant.kristian Recent zbMATH articles by "Debrabant, Kristian"
Published as: Debrabant, Kristian; Debrabant, K.
External Links: MGP · ORCID
Documents Indexed: 28 Publications since 2002

Publications by Year

Citations contained in zbMATH Open

22 Publications have been cited 174 times in 124 Documents Cited by Year
Semi-Lagrangian schemes for linear and fully non-linear diffusion equations. Zbl 1276.65050
Debrabant, Kristian; Jakobsen, Espen R.
44
2013
B-series analysis of stochastic Runge-Kutta methods that use an iterative scheme to compute their internal stage values. Zbl 1188.65006
Debrabant, Kristian; Kværnø, Anne
27
2009
Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis. Zbl 1166.65304
Debrabant, Kristian; Rößler, Andreas
17
2009
Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations. Zbl 1166.65303
Debrabant, Kristian; Rößler, Andreas
15
2009
Convergence of Runge-Kutta methods applied to linear partial differential-algebraic equations. Zbl 1072.65122
Debrabant, K.; Strehmel, K.
12
2005
Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise. Zbl 1211.65004
Debrabant, Kristian
7
2010
Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations. Zbl 1139.65005
Debrabant, Kristian; Rößler, Andreas
7
2008
On quasi-linear PDAEs with convection: Applications, indices, numerical solution. Zbl 1003.65095
Lucht, W.; Debrabant, K.
6
2002
Cheap arbitrary high order methods for single integrand SDEs. Zbl 1364.65012
Debrabant, Kristian; Kværnø, Anne
5
2017
A micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations. Zbl 1378.65031
Debrabant, Kristian; Samaey, Giovanni; Zieliński, Przemysław
5
2017
Composition of stochastic B-series with applications to implicit Taylor methods. Zbl 1208.65014
Debrabant, Kristian; Kværnø, Anne
4
2011
Stochastic Taylor expansions: Weight functions of B-series expressed as multiple integrals. Zbl 1188.65005
Debrabant, Kristian; Kværnø, Anne
4
2010
On the acceleration of the multi-level Monte Carlo method. Zbl 1331.65013
Debrabant, Kristian; Rössler, Andreas
4
2015
B-series analysis of iterated Taylor methods. Zbl 1234.65018
Debrabant, Kristian; Kværnø, Anne
4
2011
Semi-Lagrangian schemes for parabolic equations. Zbl 1273.65110
Debrabant, Kristian; Jakobsen, Espen Robstad
3
2013
General order conditions for stochastic partitioned Runge-Kutta methods. Zbl 1394.65005
Anmarkrud, Sverre; Debrabant, Kristian; Kværnø, Anne
2
2018
Continuous weak approximation for stochastic differential equations. Zbl 1151.65009
Debrabant, Kristian; Rößler, Andreas
2
2008
Continuous Runge-Kutta methods for Stratonovich stochastic differential equations. Zbl 1141.65003
Debrabant, Kristian; Rößler, Andreas
2
2008
Stochastic B-series and order conditions for exponential integrators. Zbl 1431.65106
Arara, Alemayehu Adugna; Debrabant, Kristian; Kværnø, Anne
1
2018
Parametric model reduction via interpolating orthonormal bases. Zbl 1427.65274
Zimmermann, Ralf; Debrabant, Kristian
1
2018
Study of micro-macro acceleration schemes for linear slow-fast stochastic differential equations with additive noise. Zbl 1455.65015
Debrabant, Kristian; Samaey, Giovanni; Zieliński, Przemysław
1
2020
Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation. Zbl 1420.60063
B. Giles, Michael; Debrabant, Kristian; Rössler, Andreas
1
2019
Study of micro-macro acceleration schemes for linear slow-fast stochastic differential equations with additive noise. Zbl 1455.65015
Debrabant, Kristian; Samaey, Giovanni; Zieliński, Przemysław
1
2020
Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation. Zbl 1420.60063
B. Giles, Michael; Debrabant, Kristian; Rössler, Andreas
1
2019
General order conditions for stochastic partitioned Runge-Kutta methods. Zbl 1394.65005
Anmarkrud, Sverre; Debrabant, Kristian; Kværnø, Anne
2
2018
Stochastic B-series and order conditions for exponential integrators. Zbl 1431.65106
Arara, Alemayehu Adugna; Debrabant, Kristian; Kværnø, Anne
1
2018
Parametric model reduction via interpolating orthonormal bases. Zbl 1427.65274
Zimmermann, Ralf; Debrabant, Kristian
1
2018
Cheap arbitrary high order methods for single integrand SDEs. Zbl 1364.65012
Debrabant, Kristian; Kværnø, Anne
5
2017
A micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations. Zbl 1378.65031
Debrabant, Kristian; Samaey, Giovanni; Zieliński, Przemysław
5
2017
On the acceleration of the multi-level Monte Carlo method. Zbl 1331.65013
Debrabant, Kristian; Rössler, Andreas
4
2015
Semi-Lagrangian schemes for linear and fully non-linear diffusion equations. Zbl 1276.65050
Debrabant, Kristian; Jakobsen, Espen R.
44
2013
Semi-Lagrangian schemes for parabolic equations. Zbl 1273.65110
Debrabant, Kristian; Jakobsen, Espen Robstad
3
2013
Composition of stochastic B-series with applications to implicit Taylor methods. Zbl 1208.65014
Debrabant, Kristian; Kværnø, Anne
4
2011
B-series analysis of iterated Taylor methods. Zbl 1234.65018
Debrabant, Kristian; Kværnø, Anne
4
2011
Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise. Zbl 1211.65004
Debrabant, Kristian
7
2010
Stochastic Taylor expansions: Weight functions of B-series expressed as multiple integrals. Zbl 1188.65005
Debrabant, Kristian; Kværnø, Anne
4
2010
B-series analysis of stochastic Runge-Kutta methods that use an iterative scheme to compute their internal stage values. Zbl 1188.65006
Debrabant, Kristian; Kværnø, Anne
27
2009
Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis. Zbl 1166.65304
Debrabant, Kristian; Rößler, Andreas
17
2009
Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations. Zbl 1166.65303
Debrabant, Kristian; Rößler, Andreas
15
2009
Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations. Zbl 1139.65005
Debrabant, Kristian; Rößler, Andreas
7
2008
Continuous weak approximation for stochastic differential equations. Zbl 1151.65009
Debrabant, Kristian; Rößler, Andreas
2
2008
Continuous Runge-Kutta methods for Stratonovich stochastic differential equations. Zbl 1141.65003
Debrabant, Kristian; Rößler, Andreas
2
2008
Convergence of Runge-Kutta methods applied to linear partial differential-algebraic equations. Zbl 1072.65122
Debrabant, K.; Strehmel, K.
12
2005
On quasi-linear PDAEs with convection: Applications, indices, numerical solution. Zbl 1003.65095
Lucht, W.; Debrabant, K.
6
2002
all top 5

Cited by 153 Authors

15 Debrabant, Kristian
11 Reisinger, Christoph
9 Kvaerno, Anne
8 Picarelli, Athena
7 Rößler, Andreas
5 Bokanowski, Olivier
5 Hosseini, Seyed Mohammad
5 Samaey, Giovanni
5 Zielinski, Przemyslaw
4 Buckwar, Evelyn
4 Ding, Xiaohua
4 Komori, Yoshio
4 Ma, Qiang
4 Silva, Francisco J.
4 Tan, Xiaolu
4 Tang, Xiao
4 Xiao, Aiguo
3 Burrage, Kevin
3 Feng, Xiaobing
3 Jakobsen, Espen Robstad
3 Nakano, Yumiharu
3 Warin, Xavier
3 Zhang, Wujun
3 Zhang, Yufei
3 Zidani, Hasnaa
2 Al Gerbi, Anis
2 Amiri, Sadegh
2 Anmarkrud, Sverre
2 Carlini, Elisabetta
2 Clement, Emmanuelle
2 D’Ambrosio, Raffaele
2 del Teso, Félix
2 Di Giovacchino, Stefano
2 Endal, Jørgen
2 Forsyth, Peter A.
2 Gaidomak, Svetlana Valer’evna
2 Haghighi, Amir
2 Jourdain, Benjamin
2 Küpper, Dominique
2 Lewis, Thomas Lee
2 Li, Xiuyan
2 Nair, Priya
2 Rathinasamy, Anandaraman
2 Rotaetxe Arto, Julen
2 Salgado, Abner J.
2 Shamolin, Maksim Vladimirovich
2 Touzi, Nizar
2 Vandecasteele, Hannes
2 Vilmart, Gilles
2 Wan, Justin W. L.
1 Abdulle, Assyr
1 Ableidinger, Markus
1 Aghayeva, Charkaz
1 Ahmadian, Davood
1 Assellaou, Mohamed
1 Azimzadeh, Parsiad
1 Bakan, Hacer Öz
1 Barth, Andrea
1 Bayraktar, Erhan
1 Bayram, Mustafa
1 Benhammouda, Brahim
1 Bonnans, Joseph Frédéric
1 Cantó, Begoña
1 Çelik, Ercan
1 Chen, Yangang
1 Chudej, Kurt
1 Citro, Vincenzo
1 Coll, Carmen
1 Dana, Saswati
1 Dang, Duy Minh
1 Ding, Xaiohua
1 Dumitrescu, Roxana
1 Fahim, Arash
1 Fatemion Aghda, A. S.
1 Festa, Adriano
1 Foroush Bastani, Ali
1 Fuchs, Franz Georg
1 Gan, Siqing
1 Garcke, Jochen
1 Gianatti, Justina
1 González-Pinto, Severiano
1 Griebel, Michael
1 Guglielmi, Roberto
1 Guo, Daniel X.
1 Han, Minggang
1 He, Youzi
1 Henderson, Vicky
1 Hermosilla, Christopher
1 Hernandez-Abreu, Domingo
1 Hong, Jialin
1 Ibrahim, Rabha Waell
1 Jensen, Max
1 Jiang, Yushan
1 Kahale, Nabil
1 Kladívko, Kamil
1 Kloeden, Peter Eris
1 Klompmaker, Irene
1 Kröner, Axel
1 Kuhn, Karen
1 Labahn, George
...and 53 more Authors
all top 5

Cited in 57 Serials

12 Applied Numerical Mathematics
11 Journal of Computational and Applied Mathematics
10 BIT
7 SIAM Journal on Numerical Analysis
5 Journal of Scientific Computing
4 Numerical Algorithms
3 Applied Mathematics and Computation
3 Numerische Mathematik
3 SIAM Journal on Control and Optimization
3 The Annals of Applied Probability
3 SIAM Journal on Scientific Computing
3 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
2 Computers & Mathematics with Applications
2 Mathematics of Computation
2 Applied Mathematics and Optimization
2 Mathematics and Computers in Simulation
2 Applied Mathematics Letters
2 Stochastic Processes and their Applications
2 Discrete and Continuous Dynamical Systems
2 Communications in Nonlinear Science and Numerical Simulation
2 Advances in Difference Equations
2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
2 Vestnik Samarskogo Universiteta. Estestvennonauchnaya Seriya
1 Journal of Computational Physics
1 Zhurnal Vychislitel’noĭ Matematiki i Matematicheskoĭ Fiziki
1 The Annals of Probability
1 Automatica
1 Journal of Applied Probability
1 Journal of Differential Equations
1 Systems & Control Letters
1 Stochastic Analysis and Applications
1 Japan Journal of Industrial and Applied Mathematics
1 European Journal of Operational Research
1 Journal of Nonlinear Science
1 Computational and Applied Mathematics
1 Advances in Computational Mathematics
1 Monte Carlo Methods and Applications
1 Electronic Communications in Probability
1 Mathematical Problems in Engineering
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 Abstract and Applied Analysis
1 Taiwanese Journal of Mathematics
1 Journal of Inequalities and Applications
1 Mathematical and Computer Modelling of Dynamical Systems
1 Discrete Dynamics in Nature and Society
1 Differential Equations
1 Foundations of Computational Mathematics
1 Journal of Applied Mathematics
1 Stochastics and Dynamics
1 SIAM Journal on Applied Dynamical Systems
1 Multiscale Modeling & Simulation
1 Acta Numerica
1 Computational Management Science
1 Vestnik Samarskogo Gosudarstvennogo Tekhnicheskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki
1 SIAM Journal on Financial Mathematics
1 Afrika Matematika
1 East Asian Journal on Applied Mathematics

Citations by Year