Cover Image

Derivation of optimal stochastic Runge-Kutta methods with exotic and decorated Butcher series for the weak integration of stochastic dynamics

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Laurent, Adrien Busnot, Debrabant, Kristian, Kværnø, Anne
Format:	Preprint
Published:	2026
Subjects:	Numerical Analysis Combinatorics Probability Rings and Algebras 60H35, 65L06, 41A58, 16T05
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Butcher series for Hamiltonian Poisson integrators through symplectic groupoids
by: Laurent, Adrien Busnot, et al.
Published: (2025)

High order integration of stochastic dynamics on Riemannian manifolds with frozen flow methods
by: Bronasco, Eugen, et al.
Published: (2025)

Post-Hopf algebroids, post-Lie-Rinehart algebras and geometric numerical integration
by: Laurent, Adrien Busnot, et al.
Published: (2025)

The free tracial post-Lie-Rinehart algebra of planar aromatic trees for the design of divergence-free Lie-group methods
by: Laurent, Adrien Busnot, et al.
Published: (2026)

Hopf algebra structures for the backward error analysis of ergodic stochastic differential equations
by: Bronasco, Eugen, et al.
Published: (2024)

Original energy dissipation preserving corrections of integrating factor Runge-Kutta methods for gradient flow problems
by: Liao, Hong-lin, et al.
Published: (2024)

A new weak approximation scheme of stochastic differential equations and the Runge-Kutta method
by: Ninomiya, Mariko, et al.
Published: (2007)

Average energy dissipation rates of explicit exponential Runge-Kutta methods for gradient flow problems
by: Liao, Hong-lin, et al.
Published: (2024)

Average energy dissipation rates of additive implicit-explicit Runge-Kutta methods for gradient flow problems
by: Liao, Hong-lin, et al.
Published: (2024)

A class of refined implicit-explicit Runge-Kutta methods with robust time adaptability and unconditional convergence for the Cahn-Hilliard model
by: Liao, Hong-lin, et al.
Published: (2024)

The universal equivariance properties of exotic aromatic B-series
by: Laurent, Adrien, et al.
Published: (2023)

B-series for SDEs with application to exponential integrators for non-autonomous semi-linear problems
by: Arara, Alemayehu Adugna, et al.
Published: (2023)

Explicit and Effectively Symmetric Runge-Kutta Methods
by: Shmelev, Daniil, et al.
Published: (2025)

Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants
by: Debrabant, Kristian, et al.
Published: (2019)

Runge-Kutta methods, trees, and Mathematica
by: Bornemann, Folkmar
Published: (2002)

On Runge-Kutta methods of order 10
by: Stepanov, Misha
Published: (2025)

A new way of deriving implicit Runge-Kutta methods based on repeated integrals
by: Mizerová, Hana, et al.
Published: (2024)

Performance evaluation of mixed-precision Runge-Kutta methods for the solution of partial differential equations
by: Dravins, Ivo, et al.
Published: (2024)

Nonsmooth data error estimates for exponential Runge-Kutta methods and applications to split exponential integrators
by: Huang, Qiumei, et al.
Published: (2025)

Spectral Deferred Corrections in the framework of Runge-Kutta methods
by: Bronasco, Eugen, et al.
Published: (2026)

Multivariate Data-dependent Partition of Unity based on Moving Least Squares method
by: Garcés, Inmaculada, et al.
Published: (2026)

Exponential Runge-Kutta methods for parabolic equations with state-dependent delay
by: Huang, Qiumei, et al.
Published: (2025)

Integrating Moving Least Squares with non-linear WENO method: A novel Partition of Unity approach in 1D
by: Garcés, Inmaculada, et al.
Published: (2025)

Eight-stage pseudo-symplectic Runge-Kutta methods of order (4, 8)
by: Stepanov, Misha
Published: (2023)

Stability theory of TASE-Runge-Kutta methods with inexact Jacobian
by: Conte, D., et al.
Published: (2024)

Exponential Runge-Kutta methods of collocation type for parabolic equations with time-dependent delay
by: Huang, Qiumei, et al.
Published: (2025)

The Runge--Kutta discontinuous Galerkin method with compact stencils for hyperbolic conservation laws
by: Chen, Qifan, et al.
Published: (2023)

Multirate Runge-Kutta for Nonlinearly Partitioned Systems
by: Buvoli, Tommaso, et al.
Published: (2025)

Extending Irksome: improvements in automated Runge--Kutta time stepping for finite element methods
by: Kirby, Robert C., et al.
Published: (2024)

Embedded (4, 5) pairs of explicit 7-stage Runge-Kutta methods with FSAL property
by: Stepanov, Misha
Published: (2021)

Explicit Runge-Kutta-Chebyshev methods of second order with monotonic stability polynomial
by: Faleichik, Boris, et al.
Published: (2025)

The Lie derivative and Noether's theorem on the aromatic bicomplex for the study of volume-preserving numerical integrators
by: Laurent, Adrien
Published: (2023)

The Runge--Kutta discontinuous Galerkin method with stage-dependent polynomial spaces for hyperbolic conservation laws
by: Chen, Qifan, et al.
Published: (2024)

A New Class of Runge-Kutta Methods for Nonlinearly Partitioned Systems
by: Buvoli, Tommaso, et al.
Published: (2024)

Fourth-Order Paired-Explicit Runge-Kutta Methods
by: Doehring, Daniel, et al.
Published: (2024)

Runge--Kutta numerical methods for ruin probabilities in classical risk model
by: Kanakoudis, George, et al.
Published: (2026)

Zero testing and equation solving for sparse polynomials on rectangular domains
by: Aichinger, Erhard, et al.
Published: (2023)

Adaptive Multiquadratic Radial Basis Function-based Explicit Runge--Kutta Methods
by: Yadav, Rajesh, et al.
Published: (2025)

Explicit Runge-Kutta Methods with Multiquadric and Inverse Multiquadric Radial Basis Functions
by: Mahata, Shipra, et al.
Published: (2025)

Convergence and stability of randomized implicit two-stage Runge-Kutta schemes
by: Bochacik, Tomasz, et al.
Published: (2024)