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Author ID: rossler.andreas Recent zbMATH articles by "Rößler, Andreas"
Published as: Rößler, Andreas; Rössler, Andreas; Rössler, A.; Rößler, A.
Homepage: http://www.math.uni-luebeck.de/mitarbeiter/roessler/index.php
External Links: MGP · ORCID · dblp · GND
Documents Indexed: 44 Publications since 2000, including 1 Book and 2 Additional arXiv Preprints
Co-Authors: 22 Co-Authors with 29 Joint Publications
895 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

40 Publications have been cited 461 times in 230 Documents Cited by Year
Runge-Kutta methods for the strong approximation of solutions of stochastic differential equations. Zbl 1231.65015
Rößler, Andreas
59
2010
Rooted tree analysis for order conditions of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations. Zbl 1094.65008
Rößler, Andreas
50
2006
Second order Runge-Kutta methods for Itô stochastic differential equations. Zbl 1193.65006
Rößler, Andreas
32
2009
Runge-Kutta methods for Itô stochastic differential equations with scalar noise. Zbl 1091.65004
Rößler, Andreas
28
2006
Stochastic Taylor expansions for the expectation of functionals of diffusion processes. Zbl 1065.60068
Rößler, Andreas
27
2004
Second order Runge-Kutta methods for Stratonovich stochastic differential equations. Zbl 1127.65007
Rößler, Andreas
20
2007
Trees and asymptotic expansions for fractional stochastic differential equations. Zbl 1172.60017
Neuenkirch, A.; Nourdin, I.; Rößler, A.; Tindel, S.
19
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
18
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
18
2009
Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. Zbl 1038.65003
Rößler, Andreas
16
2004
Method of lines for stochastic boundary-value problems with additive noise. Zbl 1142.65007
Rößler, Andreas; Seaïd, Mohammed; Zahri, Mostafa
15
2008
Strong and weak approximation methods for stochastic differential equations – some recent developments. Zbl 1210.60073
Rößler, Andreas
14
2010
Stochastic Runge-Kutta methods for Itô sodes with small noise. Zbl 1215.65013
Buckwar, Evelyn; Rößler, Andreas; Winkler, Renate
14
2010
Runge-Kutta methods for the numerical solution of stochastic differential equations (Diss.). Zbl 1017.65002
Rößler, Andreas
11
2003
Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations. Zbl 1139.65005
Debrabant, Kristian; Rößler, Andreas
10
2008
Adaptive schemes for the numerical solution of SDEs – a comparison. Zbl 0993.65011
Lehn, J.; Rößler, A.; Schein, O.
8
2002
Iterated stochastic integrals in infinite dimensions: approximation and error estimates. Zbl 1457.60083
Leonhard, Claudine; Rößler, Andreas
8
2019
On the acceleration of the multi-level Monte Carlo method. Zbl 1331.65013
Debrabant, Kristian; Rössler, Andreas
8
2015
Stochastic Taylor expansions for functionals of diffusion processes. Zbl 1208.60069
Rößler, Andreas
7
2010
A step size control algorithm for the weak approximation of stochastic differential equations. Zbl 1124.65010
Küpper, Dominique; Lehn, Jürgen; Rößler, Andreas
7
2007
Enhancing the order of the Milstein scheme for stochastic partial differential equations with commutative noise. Zbl 1432.65161
Leonhard, Claudine; Rößler, Andreas
6
2018
A Runge-Kutta method for index 1 stochastic differential-algebraic equations with scalar noise. Zbl 1247.65006
Küpper, Dominique; Kværnø, Anne; Rößler, Andreas
6
2012
Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems. Zbl 1329.65014
Haghighi, Amir; Hosseini, Seyed Mohammad; Rößler, Andreas
6
2016
Explicit order 1.5 schemes for the strong approximation of Itô stochastic differential equations. Zbl 1391.65028
Rößler, Andreas
6
2005
Runge-Kutta methods for affinely controlled nonlinear systems. Zbl 1167.65401
Kloeden, Peter E.; Rößler, Andreas
5
2007
A new algorithm from semi-infinite optimization for a problem of time-minimum control. Zbl 1022.49024
Kropat, E.; Pickl, St.; Rössler, A.; Weber, G.-W.
4
2000
On theoretical and practical relations between discrete optimization and nonlinear optimization. Zbl 1033.90136
Kropat, E.; Rössler, A.; Pickl, St. W.; Weber, G.-W.
4
2002
An adaptive discretization algorithm for the weak approximation of stochastic differential equations. Zbl 1354.60079
Rößler, Andreas
4
2004
Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation. Zbl 1420.60063
B. Giles, Michael; Debrabant, Kristian; Rössler, Andreas
4
2019
Embedded stochastic Runge-Kutta methods. Zbl 1201.65125
Rößler, Andreas
3
2003
Split-step double balanced approximation methods for stiff stochastic differential equations. Zbl 1499.65012
Haghighi, Amir; Rößler, Andreas
3
2019
On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion. Zbl 1491.60076
Mrongowius, Jan; Rößler, Andreas
3
2022
Continuous weak approximation for stochastic differential equations. Zbl 1151.65009
Debrabant, Kristian; Rößler, Andreas
3
2008
An analysis of the Milstein scheme for SPDEs without a commutative noise condition. Zbl 07240111
von Hallern, Claudine; Rößler, Andreas
3
2020
High order numerical integrators for single integrand Stratonovich SDEs. Zbl 1452.65120
Cohen, David; Debrabant, Kristian; Rößler, Andreas
3
2020
Stability analysis and classification of Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise. Zbl 1321.65013
Küpper, Dominique; Kværnø, Anne; Rößler, Andreas
3
2015
Numerical simulation of stochastic replicator models in catalyzed RNA-like polymers. Zbl 1173.82387
Rößler, Andreas; Seaïd, Mohammed; Zahri, Mostafa
2
2009
Continuous Runge-Kutta methods for Stratonovich stochastic differential equations. Zbl 1141.65003
Debrabant, Kristian; Rößler, Andreas
2
2008
Coefficients of Runge-Kutta schemes for Itô stochastic differential equations. Zbl 1354.65149
Rössler, Andreas
1
2003
An analysis of approximation algorithms for iterated stochastic integrals and a Julia and Matlab simulation toolbox. Zbl 07676509
Kastner, Felix; Rößler, Andreas
1
2023
An analysis of approximation algorithms for iterated stochastic integrals and a Julia and Matlab simulation toolbox. Zbl 07676509
Kastner, Felix; Rößler, Andreas
1
2023
On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion. Zbl 1491.60076
Mrongowius, Jan; Rößler, Andreas
3
2022
An analysis of the Milstein scheme for SPDEs without a commutative noise condition. Zbl 07240111
von Hallern, Claudine; Rößler, Andreas
3
2020
High order numerical integrators for single integrand Stratonovich SDEs. Zbl 1452.65120
Cohen, David; Debrabant, Kristian; Rößler, Andreas
3
2020
Iterated stochastic integrals in infinite dimensions: approximation and error estimates. Zbl 1457.60083
Leonhard, Claudine; Rößler, Andreas
8
2019
Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation. Zbl 1420.60063
B. Giles, Michael; Debrabant, Kristian; Rössler, Andreas
4
2019
Split-step double balanced approximation methods for stiff stochastic differential equations. Zbl 1499.65012
Haghighi, Amir; Rößler, Andreas
3
2019
Enhancing the order of the Milstein scheme for stochastic partial differential equations with commutative noise. Zbl 1432.65161
Leonhard, Claudine; Rößler, Andreas
6
2018
Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems. Zbl 1329.65014
Haghighi, Amir; Hosseini, Seyed Mohammad; Rößler, Andreas
6
2016
On the acceleration of the multi-level Monte Carlo method. Zbl 1331.65013
Debrabant, Kristian; Rössler, Andreas
8
2015
Stability analysis and classification of Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise. Zbl 1321.65013
Küpper, Dominique; Kværnø, Anne; Rößler, Andreas
3
2015
A Runge-Kutta method for index 1 stochastic differential-algebraic equations with scalar noise. Zbl 1247.65006
Küpper, Dominique; Kværnø, Anne; Rößler, Andreas
6
2012
Runge-Kutta methods for the strong approximation of solutions of stochastic differential equations. Zbl 1231.65015
Rößler, Andreas
59
2010
Strong and weak approximation methods for stochastic differential equations – some recent developments. Zbl 1210.60073
Rößler, Andreas
14
2010
Stochastic Runge-Kutta methods for Itô sodes with small noise. Zbl 1215.65013
Buckwar, Evelyn; Rößler, Andreas; Winkler, Renate
14
2010
Stochastic Taylor expansions for functionals of diffusion processes. Zbl 1208.60069
Rößler, Andreas
7
2010
Second order Runge-Kutta methods for Itô stochastic differential equations. Zbl 1193.65006
Rößler, Andreas
32
2009
Trees and asymptotic expansions for fractional stochastic differential equations. Zbl 1172.60017
Neuenkirch, A.; Nourdin, I.; Rößler, A.; Tindel, S.
19
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
18
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
18
2009
Numerical simulation of stochastic replicator models in catalyzed RNA-like polymers. Zbl 1173.82387
Rößler, Andreas; Seaïd, Mohammed; Zahri, Mostafa
2
2009
Method of lines for stochastic boundary-value problems with additive noise. Zbl 1142.65007
Rößler, Andreas; Seaïd, Mohammed; Zahri, Mostafa
15
2008
Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations. Zbl 1139.65005
Debrabant, Kristian; Rößler, Andreas
10
2008
Continuous weak approximation for stochastic differential equations. Zbl 1151.65009
Debrabant, Kristian; Rößler, Andreas
3
2008
Continuous Runge-Kutta methods for Stratonovich stochastic differential equations. Zbl 1141.65003
Debrabant, Kristian; Rößler, Andreas
2
2008
Second order Runge-Kutta methods for Stratonovich stochastic differential equations. Zbl 1127.65007
Rößler, Andreas
20
2007
A step size control algorithm for the weak approximation of stochastic differential equations. Zbl 1124.65010
Küpper, Dominique; Lehn, Jürgen; Rößler, Andreas
7
2007
Runge-Kutta methods for affinely controlled nonlinear systems. Zbl 1167.65401
Kloeden, Peter E.; Rößler, Andreas
5
2007
Rooted tree analysis for order conditions of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations. Zbl 1094.65008
Rößler, Andreas
50
2006
Runge-Kutta methods for Itô stochastic differential equations with scalar noise. Zbl 1091.65004
Rößler, Andreas
28
2006
Explicit order 1.5 schemes for the strong approximation of Itô stochastic differential equations. Zbl 1391.65028
Rößler, Andreas
6
2005
Stochastic Taylor expansions for the expectation of functionals of diffusion processes. Zbl 1065.60068
Rößler, Andreas
27
2004
Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. Zbl 1038.65003
Rößler, Andreas
16
2004
An adaptive discretization algorithm for the weak approximation of stochastic differential equations. Zbl 1354.60079
Rößler, Andreas
4
2004
Runge-Kutta methods for the numerical solution of stochastic differential equations (Diss.). Zbl 1017.65002
Rößler, Andreas
11
2003
Embedded stochastic Runge-Kutta methods. Zbl 1201.65125
Rößler, Andreas
3
2003
Coefficients of Runge-Kutta schemes for Itô stochastic differential equations. Zbl 1354.65149
Rössler, Andreas
1
2003
Adaptive schemes for the numerical solution of SDEs – a comparison. Zbl 0993.65011
Lehn, J.; Rößler, A.; Schein, O.
8
2002
On theoretical and practical relations between discrete optimization and nonlinear optimization. Zbl 1033.90136
Kropat, E.; Rössler, A.; Pickl, St. W.; Weber, G.-W.
4
2002
A new algorithm from semi-infinite optimization for a problem of time-minimum control. Zbl 1022.49024
Kropat, E.; Pickl, St.; Rössler, A.; Weber, G.-W.
4
2000
all top 5

Cited by 293 Authors

27 Rößler, Andreas
16 Debrabant, Kristian
11 Komori, Yoshio
10 Kvaerno, Anne
9 Hosseini, Seyed Mohammad
9 Tindel, Samy
7 Buckwar, Evelyn
7 Weber, Gerhard-Wilhelm
6 Burrage, Kevin
5 Jentzen, Arnulf
5 Kloeden, Peter Eris
5 Kuznetsov, Dmitriĭ Feliksovich
5 Tang, Xiao
5 Xiao, Aiguo
4 Abdulle, Assyr
4 D’Ambrosio, Raffaele
4 Ding, Xiaohua
4 Ouyang, Cheng
4 von Hallern, Claudine
4 Zahri, Mostafa
3 Ahmadian, Davood
3 Amiri, Sadegh
3 Bakan, Hacer Öz
3 Baudoin, Fabrice
3 Dehghan Takht Fooladi, Mehdi
3 Di Giovacchino, Stefano
3 Ehrhardt, Matthias
3 Foroush Bastani, Ali
3 Günther, Michael
3 Haghighi, Amir
3 Hong, Jialin
3 Küpper, Dominique
3 Laurent, Adrien
3 Ma, Qiang
3 Muniz, Michelle
3 Nair, Priya
3 Neuenkirch, Andreas
3 Nourdin, Ivan
3 Rathinasamy, Anandaraman
3 Samaey, Giovanni
3 Shirzadi, Mohammad
3 Vas’kovskiĭ, Maksim Mikhaĭlovich
3 Vilmart, Gilles
3 Winkler, Renate
3 Yang, Guoguo
3 Yilmaz, Fikriye Nuray
3 Zielinski, Przemyslaw
2 Al Gerbi, Anis
2 Anmarkrud, Sverre
2 Clement, Emmanuelle
2 Guo, Qian
2 Jourdain, Benjamin
2 Kachan, Il’ya Vadimovich
2 Kurniawan, Ryan
2 Li, Xuan
2 Liu, Wei
2 Liu, Xianbin
2 Lubashevskiĭ, Igor’ A.
2 Mattsson, Nicky Cordua
2 Mirzaee, Farshid
2 Rezaei, Shadi
2 Riedler, Martin Georg
2 Samadyar, Nasrin
2 Saraev, Aleksandr Leonidovich
2 Saraev, Leonid Aleksandrovich
2 Seaïd, Mohammed
2 Shamolin, Maksim Vladimirovich
2 Sickenberger, Thorsten
2 Soheili, Ali Reza
2 Wang, Peng
2 Wang, Xiaojie
2 Yamada, Toshihiro
1 Ableidinger, Markus
1 Akdemir, Hande Günay
1 Akhmet, Marat Ubaydulla
1 Alahyane, Mohamed
1 Alaya, Mohamed Ben
1 Alòs, Elisa
1 Alvestad, Daniel
1 Ansmann, Gerrit
1 Anton, Cristina A.
1 Arezoomandan, Mahdieh
1 Augustin, Florian
1 Avaji, Mohsen
1 Ayoubi, Tawfiqullah
1 Bai, Huiqun
1 Balachandar, S. Raja
1 Bao, Haibo
1 Bardina, Xavier
1 Barth, Andrea
1 Belen, Selma
1 Biswas, Saranya
1 Blumenthal, Adrian
1 Bode, Tim
1 Born, Jan
1 Boyko, A. I.
1 Bréhier, Charles-Edouard
1 Bunder, J. E.
1 Cao, Wanrong
1 Chakravarty, Uttam K.
...and 193 more Authors
all top 5

Cited in 86 Serials

27 Journal of Computational and Applied Mathematics
19 Applied Numerical Mathematics
18 BIT
10 Numerical Algorithms
7 Applied Mathematics and Computation
6 Mathematics and Computers in Simulation
6 SIAM Journal on Numerical Analysis
5 Journal of Computational Physics
5 Stochastic Analysis and Applications
5 Differentsial’nye Uravneniya i Protsessy Upravleniya
4 The Annals of Probability
4 International Journal of Computer Mathematics
4 Stochastic Processes and their Applications
4 Engineering Analysis with Boundary Elements
3 Mathematics of Computation
3 Numerical Methods for Partial Differential Equations
3 European Journal of Operational Research
3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
3 SIAM Journal on Scientific Computing
3 Computational and Applied Mathematics
3 Communications in Nonlinear Science and Numerical Simulation
2 Chaos, Solitons and Fractals
2 Journal of Applied Probability
2 Journal of Differential Equations
2 Applied Mathematics Letters
2 The Annals of Applied Probability
2 Nonlinear Dynamics
2 Differential Equations
2 Quantitative Finance
2 Foundations of Computational Mathematics
2 The European Physical Journal B. Condensed Matter and Complex Systems
2 PAMM. Proceedings in Applied Mathematics and Mechanics
2 Vestnik Samarskogo Gosudarstvennogo Tekhnicheskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki
2 Advances in Applied Mathematics and Mechanics
2 Stochastic and Partial Differential Equations. Analysis and Computations
2 Vestnik Samarskogo Universiteta. Estestvennonauchnaya Seriya
1 Computers and Fluids
1 Discrete Applied Mathematics
1 Journal of Mathematical Analysis and Applications
1 Mathematical Methods in the Applied Sciences
1 Physica A
1 Collectanea Mathematica
1 Czechoslovak Mathematical Journal
1 International Journal for Numerical Methods in Engineering
1 Journal of Functional Analysis
1 Journal of Optimization Theory and Applications
1 Numerische Mathematik
1 Systems & Control Letters
1 Journal of Theoretical Probability
1 Applications of Mathematics
1 Journal of Global Optimization
1 Computational Mathematics and Mathematical Physics
1 YUJOR. Yugoslav Journal of Operations Research
1 Journal of Statistical Computation and Simulation
1 Journal of Nonlinear Science
1 Combinatorics, Probability and Computing
1 Advances in Computational Mathematics
1 Journal of Computational Neuroscience
1 Monte Carlo Methods and Applications
1 Bernoulli
1 Journal of Mathematical Chemistry
1 Chaos
1 Statistical Inference for Stochastic Processes
1 Journal of High Energy Physics
1 Matematicheskoe Modelirovanie
1 Discrete and Continuous Dynamical Systems. Series B
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Stochastics and Dynamics
1 Journal of Applied Mathematics and Computing
1 Milan Journal of Mathematics
1 Doklady Natsional’noĭ Akademii Nauk Belarusi
1 Computational Management Science
1 Advances in Difference Equations
1 Journal of Physics A: Mathematical and Theoretical
1 SIAM Journal on Financial Mathematics
1 Advances in Mathematical Physics
1 Statistics and Computing
1 S\(\vec{\text{e}}\)MA Journal
1 Forum of Mathematics, Sigma
1 Mathematical Sciences
1 SIAM/ASA Journal on Uncertainty Quantification
1 Journal of Mathematical Modeling
1 Iranian Journal of Numerical Analysis and Optimization
1 Computational Methods for Differential Equations
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
1 Results in Applied Mathematics

Citations by Year