Kristian Debrabant

16 papers A* 1Journal 15
YearRankTypeTitle / Venue / Authors
2026 J jnl
Derivation of optimal stochastic Runge-Kutta methods with exotic and decorated Butcher series for the weak integration of stochastic dynamics.
CoRR
Adrien Busnot Laurent, Kristian Debrabant, Anne Kværnø
2024 J jnl
Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise.
Int. J. Comput. Math.
Minoo Kamrani, Kristian Debrabant, Nahid Jamshidi
2023 J jnl
B-series for SDEs with application to exponential integrators for non-autonomous semi-linear problems.
CoRR
Alemayehu Adugna Arara, Kristian Debrabant, Anne Kværnø
2023 J jnl
Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise.
CoRR
Nahid Jamshidi, Minoo Kamrani, Kristian Debrabant
2022 J jnl
Dynamic Origin-Destination Matrix Estimation in Urban Traffic Networks.
CoRR
Nicklas Sindlev Andersen, Marco Chiarandini, Kristian Debrabant
2020 J jnl
High order numerical integrators for single integrand SDEs.
CoRR
David Cohen, Kristian Debrabant, Andreas Rößler
2019 J jnl
Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants.
CoRR
Kristian Debrabant, Anne Kværnø, Nicky Cordua Mattsson
2019 J jnl
Runge-Kutta Lawson schemes for stochastic differential equations.
CoRR
Kristian Debrabant, Anne Kværnø, Nicky Cordua Mattsson
2019 J jnl
Weak antithetic MLMC estimation of SDEs with the Milstein scheme for low-dimensional Wiener processes.
Appl. Math. Lett.
Kristian Debrabant, Azadeh Ghasemifard, Nicky C. Mattsson
2017 J jnl
A Micro-Macro Acceleration Method for the Monte Carlo Simulation of Stochastic Differential Equations.
SIAM J. Numer. Anal.
Kristian Debrabant, Giovanni Samaey, Przemyslaw Zielinski
2016 A* conf
Robust optimization of robotic pick and place operations for deformable objects through simulation.
ICRA
Troels Bo Jørgensen, Kristian Debrabant, Norbert Krüger
2015 J jnl
On the Acceleration of the Multi-Level Monte Carlo Method.
J. Appl. Probab.
Kristian Debrabant, Andreas Rößler
2015 J jnl
On the global error of special Runge-Kutta methods applied to linear Differential Algebraic Equations.
Appl. Math. Lett.
Kristian Debrabant, Severiano González-Pinto, Domingo Hernández-Abreu
2013 J jnl
Semi-Lagrangian schemes for linear and fully non-linear diffusion equations.
Math. Comput.
Kristian Debrabant, Espen R. Jakobsen
2008 J jnl
B-Series Analysis of Stochastic Runge-Kutta Methods That Use an Iterative Scheme to Compute Their Internal Stage Values.
SIAM J. Numer. Anal.
Kristian Debrabant, Anne Kværnø
2008 J jnl
Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations.
Math. Comput. Simul.
Kristian Debrabant, Andreas Rößler