Edit Profile (opens in new tab) Rößler, Andreas Co-Author Distance Author ID: rossler.andreas Published as: Rößler, Andreas; Rössler, Andreas; Rössler, A.; Rößler, A. more...less Homepage: http://www.math.uni-luebeck.de/mitarbeiter/roessler/index.php External Links: MGP · ORCID · dblp · GND Documents Indexed: 41 Publications since 2000, including 1 Book Co-Authors: 22 Co-Authors with 27 Joint Publications 871 Co-Co-Authors all top 5 Co-Authors 14 single-authored 9 Debrabant, Kristian 3 Küpper, Dominique 3 von Hallern, Claudine 2 Haghighi, Amir 2 Kropat, Erik 2 Kvaerno, Anne 2 Lehn, Jürgen 2 Pickl, Stefan Wolfgang 2 Seaïd, Mohammed 2 Weber, Gerhard-Wilhelm 2 Zahri, Mostafa 1 Buckwar, Evelyn 1 Giles, Michael B. 1 Hosseini, Seyed Mohammad 1 Kastner, Felix 1 Kloeden, Peter Eris 1 Mrongowius, Jan 1 Neuenkirch, Andreas 1 Nourdin, Ivan 1 Schein, Oliver 1 Tindel, Samy 1 Winkler, Renate all top 5 Serials 5 Journal of Computational and Applied Mathematics 4 Stochastic Analysis and Applications 4 Applied Numerical Mathematics 4 PAMM. Proceedings in Applied Mathematics and Mechanics 3 BIT 3 SIAM Journal on Numerical Analysis 2 Mathematics and Computers in Simulation 2 Numerical Algorithms 2 Vychislitel’nye Tekhnologii 1 Applied Mathematics and Computation 1 Journal of Applied Probability 1 International Journal of Computer Mathematics 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 SIAM Journal on Scientific Computing 1 Discrete and Continuous Dynamical Systems. Series B 1 Stochastic and Partial Differential Equations. Analysis and Computations 1 Berichte aus der Mathematik all top 5 Fields 36 Numerical analysis (65-XX) 31 Probability theory and stochastic processes (60-XX) 14 Ordinary differential equations (34-XX) 3 Partial differential equations (35-XX) 2 Approximations and expansions (41-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Operations research, mathematical programming (90-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Combinatorics (05-XX) 1 Computer science (68-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 39 Publications have been cited 443 times in 224 Documents Cited by ▼ Year ▼ Runge-Kutta methods for the strong approximation of solutions of stochastic differential equations. Zbl 1231.65015Rößler, Andreas 57 2010 Rooted tree analysis for order conditions of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations. Zbl 1094.65008Rößler, Andreas 50 2006 Second order Runge-Kutta methods for Itô stochastic differential equations. Zbl 1193.65006Rößler, Andreas 30 2009 Runge-Kutta methods for Itô stochastic differential equations with scalar noise. Zbl 1091.65004Rößler, Andreas 28 2006 Stochastic Taylor expansions for the expectation of functionals of diffusion processes. Zbl 1065.60068Rößler, Andreas 27 2004 Second order Runge-Kutta methods for Stratonovich stochastic differential equations. Zbl 1127.65007Rößler, Andreas 19 2007 Trees and asymptotic expansions for fractional stochastic differential equations. Zbl 1172.60017Neuenkirch, 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 1166.65303Debrabant, Kristian; Rößler, Andreas 18 2009 Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis. Zbl 1166.65304Debrabant, Kristian; Rößler, Andreas 18 2009 Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. Zbl 1038.65003Rößler, Andreas 16 2004 Method of lines for stochastic boundary-value problems with additive noise. Zbl 1142.65007Rößler, Andreas; Seaïd, Mohammed; Zahri, Mostafa 15 2008 Stochastic Runge-Kutta methods for Itô sodes with small noise. Zbl 1215.65013Buckwar, Evelyn; Rößler, Andreas; Winkler, Renate 14 2010 Strong and weak approximation methods for stochastic differential equations – some recent developments. Zbl 1210.60073Rößler, Andreas 14 2010 Runge-Kutta methods for the numerical solution of stochastic differential equations (Diss.). Zbl 1017.65002Rößler, Andreas 11 2003 Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations. Zbl 1139.65005Debrabant, Kristian; Rößler, Andreas 10 2008 Adaptive schemes for the numerical solution of SDEs – a comparison. Zbl 0993.65011Lehn, J.; Rößler, A.; Schein, O. 8 2002 On the acceleration of the multi-level Monte Carlo method. Zbl 1331.65013Debrabant, Kristian; Rössler, Andreas 8 2015 Stochastic Taylor expansions for functionals of diffusion processes. Zbl 1208.60069Rößler, Andreas 7 2010 A step size control algorithm for the weak approximation of stochastic differential equations. Zbl 1124.65010Küpper, Dominique; Lehn, Jürgen; Rößler, Andreas 7 2007 A Runge-Kutta method for index 1 stochastic differential-algebraic equations with scalar noise. Zbl 1247.65006Küpper, Dominique; Kværnø, Anne; Rößler, Andreas 6 2012 Iterated stochastic integrals in infinite dimensions: approximation and error estimates. Zbl 1457.60083Leonhard, Claudine; Rößler, Andreas 6 2019 Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems. Zbl 1329.65014Haghighi, Amir; Hosseini, Seyed Mohammad; Rößler, Andreas 5 2016 Runge-Kutta methods for affinely controlled nonlinear systems. Zbl 1167.65401Kloeden, Peter E.; Rößler, Andreas 5 2007 An adaptive discretization algorithm for the weak approximation of stochastic differential equations. Zbl 1354.60079Rößler, Andreas 4 2004 Explicit order 1.5 schemes for the strong approximation of Itô stochastic differential equations. Zbl 1391.65028Rößler, Andreas 4 2005 Enhancing the order of the Milstein scheme for stochastic partial differential equations with commutative noise. Zbl 1432.65161Leonhard, Claudine; Rößler, Andreas 4 2018 A new algorithm from semi-infinite optimization for a problem of time-minimum control. Zbl 1022.49024Kropat, E.; Pickl, St.; Rössler, A.; Weber, G.-W. 4 2000 On theoretical and practical relations between discrete optimization and nonlinear optimization. Zbl 1033.90136Kropat, E.; Rössler, A.; Pickl, St. W.; Weber, G.-W. 4 2002 Stability analysis and classification of Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise. Zbl 1321.65013Küpper, Dominique; Kværnø, Anne; Rößler, Andreas 3 2015 Embedded stochastic Runge-Kutta methods. Zbl 1201.65125Rößler, Andreas 3 2003 Continuous weak approximation for stochastic differential equations. Zbl 1151.65009Debrabant, Kristian; Rößler, Andreas 3 2008 Split-step double balanced approximation methods for stiff stochastic differential equations. Zbl 1499.65012Haghighi, Amir; Rößler, Andreas 3 2019 Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation. Zbl 1420.60063B. Giles, Michael; Debrabant, Kristian; 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 1491.60076Mrongowius, Jan; Rößler, Andreas 2 2022 Continuous Runge-Kutta methods for Stratonovich stochastic differential equations. Zbl 1141.65003Debrabant, Kristian; Rößler, Andreas 2 2008 An analysis of the Milstein scheme for SPDEs without a commutative noise condition. Zbl 07240111von Hallern, Claudine; Rößler, Andreas 2 2020 High order numerical integrators for single integrand Stratonovich SDEs. Zbl 1452.65120Cohen, David; Debrabant, Kristian; Rößler, Andreas 2 2020 Coefficients of Runge-Kutta schemes for Itô stochastic differential equations. Zbl 1354.65149Rössler, Andreas 1 2003 Numerical simulation of stochastic replicator models in catalyzed RNA-like polymers. Zbl 1173.82387Rößler, Andreas; Seaïd, Mohammed; Zahri, Mostafa 1 2009 On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion. Zbl 1491.60076Mrongowius, Jan; Rößler, Andreas 2 2022 An analysis of the Milstein scheme for SPDEs without a commutative noise condition. Zbl 07240111von Hallern, Claudine; Rößler, Andreas 2 2020 High order numerical integrators for single integrand Stratonovich SDEs. Zbl 1452.65120Cohen, David; Debrabant, Kristian; Rößler, Andreas 2 2020 Iterated stochastic integrals in infinite dimensions: approximation and error estimates. Zbl 1457.60083Leonhard, Claudine; Rößler, Andreas 6 2019 Split-step double balanced approximation methods for stiff stochastic differential equations. Zbl 1499.65012Haghighi, Amir; Rößler, Andreas 3 2019 Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation. Zbl 1420.60063B. Giles, Michael; Debrabant, Kristian; Rössler, Andreas 3 2019 Enhancing the order of the Milstein scheme for stochastic partial differential equations with commutative noise. Zbl 1432.65161Leonhard, Claudine; Rößler, Andreas 4 2018 Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems. Zbl 1329.65014Haghighi, Amir; Hosseini, Seyed Mohammad; Rößler, Andreas 5 2016 On the acceleration of the multi-level Monte Carlo method. Zbl 1331.65013Debrabant, Kristian; Rössler, Andreas 8 2015 Stability analysis and classification of Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise. Zbl 1321.65013Küpper, Dominique; Kværnø, Anne; Rößler, Andreas 3 2015 A Runge-Kutta method for index 1 stochastic differential-algebraic equations with scalar noise. Zbl 1247.65006Küpper, Dominique; Kværnø, Anne; Rößler, Andreas 6 2012 Runge-Kutta methods for the strong approximation of solutions of stochastic differential equations. Zbl 1231.65015Rößler, Andreas 57 2010 Stochastic Runge-Kutta methods for Itô sodes with small noise. Zbl 1215.65013Buckwar, Evelyn; Rößler, Andreas; Winkler, Renate 14 2010 Strong and weak approximation methods for stochastic differential equations – some recent developments. Zbl 1210.60073Rößler, Andreas 14 2010 Stochastic Taylor expansions for functionals of diffusion processes. Zbl 1208.60069Rößler, Andreas 7 2010 Second order Runge-Kutta methods for Itô stochastic differential equations. Zbl 1193.65006Rößler, Andreas 30 2009 Trees and asymptotic expansions for fractional stochastic differential equations. Zbl 1172.60017Neuenkirch, 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 1166.65303Debrabant, Kristian; Rößler, Andreas 18 2009 Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis. Zbl 1166.65304Debrabant, Kristian; Rößler, Andreas 18 2009 Numerical simulation of stochastic replicator models in catalyzed RNA-like polymers. Zbl 1173.82387Rößler, Andreas; Seaïd, Mohammed; Zahri, Mostafa 1 2009 Method of lines for stochastic boundary-value problems with additive noise. Zbl 1142.65007Rößler, Andreas; Seaïd, Mohammed; Zahri, Mostafa 15 2008 Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations. Zbl 1139.65005Debrabant, Kristian; Rößler, Andreas 10 2008 Continuous weak approximation for stochastic differential equations. Zbl 1151.65009Debrabant, Kristian; Rößler, Andreas 3 2008 Continuous Runge-Kutta methods for Stratonovich stochastic differential equations. Zbl 1141.65003Debrabant, Kristian; Rößler, Andreas 2 2008 Second order Runge-Kutta methods for Stratonovich stochastic differential equations. Zbl 1127.65007Rößler, Andreas 19 2007 A step size control algorithm for the weak approximation of stochastic differential equations. Zbl 1124.65010Küpper, Dominique; Lehn, Jürgen; Rößler, Andreas 7 2007 Runge-Kutta methods for affinely controlled nonlinear systems. Zbl 1167.65401Kloeden, 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 1094.65008Rößler, Andreas 50 2006 Runge-Kutta methods for Itô stochastic differential equations with scalar noise. Zbl 1091.65004Rößler, Andreas 28 2006 Explicit order 1.5 schemes for the strong approximation of Itô stochastic differential equations. Zbl 1391.65028Rößler, Andreas 4 2005 Stochastic Taylor expansions for the expectation of functionals of diffusion processes. Zbl 1065.60068Rößler, Andreas 27 2004 Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. Zbl 1038.65003Rößler, Andreas 16 2004 An adaptive discretization algorithm for the weak approximation of stochastic differential equations. Zbl 1354.60079Rößler, Andreas 4 2004 Runge-Kutta methods for the numerical solution of stochastic differential equations (Diss.). Zbl 1017.65002Rößler, Andreas 11 2003 Embedded stochastic Runge-Kutta methods. Zbl 1201.65125Rößler, Andreas 3 2003 Coefficients of Runge-Kutta schemes for Itô stochastic differential equations. Zbl 1354.65149Rössler, Andreas 1 2003 Adaptive schemes for the numerical solution of SDEs – a comparison. Zbl 0993.65011Lehn, J.; Rößler, A.; Schein, O. 8 2002 On theoretical and practical relations between discrete optimization and nonlinear optimization. Zbl 1033.90136Kropat, 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 1022.49024Kropat, E.; Pickl, St.; Rössler, A.; Weber, G.-W. 4 2000 all cited Publications top 5 cited Publications all top 5 Cited by 284 Authors 26 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 Tang, Xiao 5 Xiao, Aiguo 4 Abdulle, Assyr 4 D’Ambrosio, Raffaele 4 Ding, Xiaohua 4 Kuznetsov, Dmitriĭ Feliksovich 4 Ouyang, Cheng 3 Ahmadian, Davood 3 Amiri, Sadegh 3 Bakan, Hacer Öz 3 Baudoin, Fabrice 3 Dehghan Takht Fooladi, Mehdi 3 Di Giovacchino, Stefano 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 von Hallern, Claudine 3 Winkler, Renate 3 Yang, Guoguo 3 Yilmaz, Fikriye Nuray 3 Zahri, Mostafa 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 Akhmet, Marat Ubaydulla 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 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. 1 Chatrabgoun, Omid 1 Chen, Boxiong 1 Chen, Chuchu 1 Chronopoulou, Alexandra ...and 184 more Authors all top 5 Cited in 84 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 4 The Annals of Probability 4 International Journal of Computer Mathematics 4 Stochastic Processes and their Applications 4 Engineering Analysis with Boundary Elements 4 Differentsial’nye Uravneniya i Protsessy Upravleniya 3 Mathematics of Computation 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 Vestnik Samarskogo Universiteta. Estestvennonauchnaya Seriya 1 Computers and Fluids 1 Discrete Applied Mathematics 1 Journal of Mathematical Analysis and Applications 1 Physica A 1 Collectanea Mathematica 1 Czechoslovak Mathematical Journal 1 International Journal for Numerical Methods in Engineering 1 Journal of Optimization Theory and Applications 1 Numerische Mathematik 1 Systems & Control Letters 1 Numerical Methods for Partial Differential Equations 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 Stochastic and Partial Differential Equations. Analysis and Computations 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 all top 5 Cited in 26 Fields 171 Probability theory and stochastic processes (60-XX) 169 Numerical analysis (65-XX) 52 Ordinary differential equations (34-XX) 26 Partial differential equations (35-XX) 10 Systems theory; control (93-XX) 9 Dynamical systems and ergodic theory (37-XX) 8 Operations research, mathematical programming (90-XX) 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Biology and other natural sciences (92-XX) 6 Fluid mechanics (76-XX) 5 Statistics (62-XX) 5 Statistical mechanics, structure of matter (82-XX) 4 Approximations and expansions (41-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 3 Computer science (68-XX) 3 Mechanics of particles and systems (70-XX) 3 Quantum theory (81-XX) 2 Combinatorics (05-XX) 2 Classical thermodynamics, heat transfer (80-XX) 1 Number theory (11-XX) 1 Associative rings and algebras (16-XX) 1 Real functions (26-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of deformable solids (74-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year