Andreas Rößler

22 papers C 1Journal 20Unranked 1
YearRankTypeTitle / Venue / Authors
2025 J jnl
A Class of Stochastic Runge-Kutta Methods for Stochastic Differential Equations Converging with Order 1 in L
CoRR
Andreas Rößler
2025 — conf
AI Regulates AI: An Artifact for Automated Risk Assessment.
INFORMATIK
Annette Kott, Andreas Rößler, Rainer Groß, Harald Kosch, Florian Ries
2024 J jnl
An Exponential Stochastic Runge-Kutta Type Method of Order up to 1.5 for SPDEs of Nemytskii-type.
CoRR
Claudine von Hallern, Ricarda Mißfeldt, Andreas Rößler
2024 J jnl
Selbsteinschätzung digitaler Kompetenzen bei Studierenden.
HMD Prax. Wirtsch.
Jonathan Weyl, Andreas Rößler, Mario Rossdeutscher
2023 J jnl
An analysis of approximation algorithms for iterated stochastic integrals and a Julia and Matlab simulation toolbox.
Numer. Algorithms
Felix Kastner, Andreas Rößler
2022 J jnl
An Analysis of Approximation Algorithms for Iterated Stochastic Integrals and a Julia and MATLAB Simulation Toolbox.
CoRR
Felix Kastner, Andreas Rößler
2021 J jnl
On the Approximation and Simulation of Iterated Stochastic Integrals and the Corresponding Lévy Areas in Terms of a Multidimensional Brownian Motion.
CoRR
Jan Mrongowius, Andreas Rößler
2020 J jnl
A Derivative-Free Milstein Type Approximation Method for SPDEs covering the Non-Commutative Noise case.
CoRR
Claudine von Hallern, Andreas Rößler
2020 J jnl
High order numerical integrators for single integrand SDEs.
CoRR
David Cohen, Kristian Debrabant, Andreas Rößler
2019 J jnl
An Analysis of the Milstein Scheme for SPDEs without a Commutative Noise Condition.
CoRR
Claudine von Hallern, Andreas Rößler
2019 J jnl
Split-step double balanced approximation methods for stiff stochastic differential equations.
Int. J. Comput. Math.
Amir Haghighi, Andreas Rößler
2018 J jnl
Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise.
SIAM J. Numer. Anal.
Claudine Leonhard, Andreas Rößler
2016 J jnl
Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems.
J. Comput. Appl. Math.
Amir Haghighi, Seyed Mohammad Hosseini, Andreas Rößler
2015 J jnl
On the Acceleration of the Multi-Level Monte Carlo Method.
J. Appl. Probab.
Kristian Debrabant, Andreas Rößler
2010 J jnl
Runge-Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations.
SIAM J. Numer. Anal.
Andreas Rößler
2010 J jnl
Stochastic Runge--Kutta Methods for It[o-circumflex] SODEs with Small Noise.
SIAM J. Sci. Comput.
Evelyn Buckwar, Andreas Rößler, Renate Winkler
2009 J jnl
Numerical simulation of stochastic replicator models in catalyzed RNA-like polymers.
Math. Comput. Simul.
Andreas Rößler, Mohammed Seaïd, Mostafa Zahri
2009 J jnl
Second Order Runge-Kutta Methods for Itô Stochastic Differential Equations.
SIAM J. Numer. Anal.
Andreas Rößler
2008 J jnl
Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations.
Math. Comput. Simul.
Kristian Debrabant, Andreas Rößler
2008 J jnl
Method of lines for stochastic boundary-value problems with additive noise.
Appl. Math. Comput.
Andreas Rößler, Mohammed Seaïd, Mostafa Zahri
2007 J jnl
A step size control algorithm for the weak approximation of stochastic differential equations.
Numer. Algorithms
Dominique Küpper, Jürgen Lehn, Andreas Rößler
2000 C conf
ERGONAUT: A Tool for Ergonomic Analyses in Virtual Environments.
EGVE
Joachim Deisinger, Ralf Breining, Andreas Rößler