Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations. - Kristian Debrabant; Andreas Rößler (Math. Comput. Simul., 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)

Semi-Lagrangian schemes for linear and fully non-linear diffusion equations. - Kristian Debrabant; Espen R. Jakobsen (Math. Comput., 2013)

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)

On the Acceleration of the Multi-Level Monte Carlo Method. - Kristian Debrabant; Andreas Rößler (J. Appl. Probab., 2015)

Robust optimization of robotic pick and place operations for deformable objects through simulation. - Troels Bo Jørgensen; Kristian Debrabant; Norbert Krüger (ICRA, 2016)

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)

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)

Runge-Kutta Lawson schemes for stochastic differential equations. - Kristian Debrabant; Anne Kværnø; Nicky Cordua Mattsson (CoRR, 2019)

Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants. - Kristian Debrabant; Anne Kværnø; Nicky Cordua Mattsson (CoRR, 2019)

High order numerical integrators for single integrand SDEs. - David Cohen; Kristian Debrabant; Andreas Rößler (CoRR, 2020)

Dynamic Origin-Destination Matrix Estimation in Urban Traffic Networks. - Nicklas Sindlev Andersen; Marco Chiarandini; Kristian Debrabant (CoRR, 2022)

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. - Minoo Kamrani; Kristian Debrabant; Nahid Jamshidi (Int. J. Comput. Math., 2024)