Kristian Debrabant

According to our database, Kristian Debrabant authored at least 14 papers between 2008 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2023

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

Alemayehu Adugna Arara, Kristian Debrabant, Anne Kværnø

CoRR, 2023

Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise.

Nahid Jamshidi, Minoo Kamrani, Kristian Debrabant

CoRR, 2023

2022

Dynamic Origin-Destination Matrix Estimation in Urban Traffic Networks.

Nicklas Sindlev Andersen, Marco Chiarandini, Kristian Debrabant

CoRR, 2022

2020

High order numerical integrators for single integrand SDEs.

David Cohen, Kristian Debrabant, Andreas Rößler

CoRR, 2020

2019

Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants.

Kristian Debrabant, Anne Kværnø, Nicky Cordua Mattsson

CoRR, 2019

Runge-Kutta Lawson schemes for stochastic differential equations.

Kristian Debrabant, Anne Kværnø, Nicky Cordua Mattsson

CoRR, 2019

Weak antithetic MLMC estimation of SDEs with the Milstein scheme for low-dimensional Wiener processes.

Kristian Debrabant, Azadeh Ghasemifard, Nicky C. Mattsson

Appl. Math. Lett., 2019

2017

A Micro-Macro Acceleration Method for the Monte Carlo Simulation of Stochastic Differential Equations.

Kristian Debrabant, Giovanni Samaey, Przemyslaw Zielinski

SIAM J. Numer. Anal., 2017

2016

Robust optimization of robotic pick and place operations for deformable objects through simulation.

Troels Bo Jørgensen, Kristian Debrabant, Norbert Krüger

Proceedings of the 2016 IEEE International Conference on Robotics and Automation, 2016

2015

On the Acceleration of the Multi-Level Monte Carlo Method.

Kristian Debrabant, Andreas Rößler

J. Appl. Probab., 2015

On the global error of special Runge-Kutta methods applied to linear Differential Algebraic Equations.

Kristian Debrabant, Severiano González-Pinto, Domingo Hernández-Abreu

Appl. Math. Lett., 2015

2013

Semi-Lagrangian schemes for linear and fully non-linear diffusion equations.

Kristian Debrabant, Espen R. Jakobsen

Math. Comput., 2013

2008

B-Series Analysis of Stochastic Runge-Kutta Methods That Use an Iterative Scheme to Compute Their Internal Stage Values.

Kristian Debrabant, Anne Kværnø

SIAM J. Numer. Anal., 2008

Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations.

Kristian Debrabant, Andreas Rößler

Math. Comput. Simul., 2008