arXiv subjects

Alemayehu Adugna Arara

Publications and source records attributed to Alemayehu Adugna Arara.

2 recordsLinked to original sources

arXiv2024

B-series for SDEs with application to exponential integrators for non-autonomous semi-linear problems

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.

math.NA↗

arXiv2018

Stochastic B-series and order conditions for exponential integrators

We discuss stochastic differential equations with a stiff linear part and their approximation by stochastic exponential integrators. Representing the exact and approximate solutions using B-series and rooted trees, we derive the order conditions for stochastic exponential integrators. The resulting general order theory covers both Itô and Stratonovich integration.

math.NA↗