Andreas Rößler

Publication Activity (10 Years)

Years Active: 2000-2024
Publications (10 Years): 11

Top Topics

Approximation Algorithms

Stochastic Differential Equations

Top Venues

J. Appl. Probab.

SIAM J. Numer. Anal.

J. Comput. Appl. Math.

Publications

Jonathan Weyl, Andreas Rößler, Mario Rossdeutscher
Selbsteinschätzung digitaler Kompetenzen bei Studierenden. HMD Prax. Wirtsch. 61 (1) (2024)
Felix Kastner, Andreas Rößler
An analysis of approximation algorithms for iterated stochastic integrals and a Julia and Matlab simulation toolbox. Numer. Algorithms 93 (1) (2023)
Felix Kastner, Andreas Rößler
An Analysis of Approximation Algorithms for Iterated Stochastic Integrals and a Julia and MATLAB Simulation Toolbox. CoRR (2022)
Jan Mrongowius, Andreas Rößler
On the Approximation and Simulation of Iterated Stochastic Integrals and the Corresponding Lévy Areas in Terms of a Multidimensional Brownian Motion. CoRR (2021)
David Cohen, Kristian Debrabant, Andreas Rößler
High order numerical integrators for single integrand SDEs. CoRR (2020)
Claudine von Hallern, Andreas Rößler
A Derivative-Free Milstein Type Approximation Method for SPDEs covering the Non-Commutative Noise case. CoRR (2020)
Amir Haghighi, Andreas Rößler
Split-step double balanced approximation methods for stiff stochastic differential equations. Int. J. Comput. Math. 96 (5) (2019)
Claudine von Hallern, Andreas Rößler
An Analysis of the Milstein Scheme for SPDEs without a Commutative Noise Condition. CoRR (2019)
Claudine Leonhard, Andreas Rößler
Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise. SIAM J. Numer. Anal. 56 (4) (2018)
Amir Haghighi, Seyed Mohammad Hosseini, Andreas Rößler
Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems. J. Comput. Appl. Math. 293 (2016)
Kristian Debrabant, Andreas Rößler
On the Acceleration of the Multi-Level Monte Carlo Method. J. Appl. Probab. 52 (2) (2015)
Andreas Rößler
Runge-Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations. SIAM J. Numer. Anal. 48 (3) (2010)
Evelyn Buckwar, Andreas Rößler, Renate Winkler
Stochastic Runge--Kutta Methods for It[o-circumflex] SODEs with Small Noise. SIAM J. Sci. Comput. 32 (4) (2010)
Andreas Rößler
Second Order Runge-Kutta Methods for Itô Stochastic Differential Equations. SIAM J. Numer. Anal. 47 (3) (2009)
Andreas Rößler, Mohammed Seaïd, Mostafa Zahri
Numerical simulation of stochastic replicator models in catalyzed RNA-like polymers. Math. Comput. Simul. 79 (12) (2009)
Andreas Rößler, Mohammed Seaïd, Mostafa Zahri
Method of lines for stochastic boundary-value problems with additive noise. Appl. Math. Comput. 199 (1) (2008)
Kristian Debrabant, Andreas Rößler
Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations. Math. Comput. Simul. 77 (4) (2008)
Dominique Küpper, Jürgen Lehn, Andreas Rößler
A step size control algorithm for the weak approximation of stochastic differential equations. Numer. Algorithms 44 (4) (2007)
Joachim Deisinger, Ralf Breining, Andreas Rößler
ERGONAUT: A Tool for Ergonomic Analyses in Virtual Environments. EGVE (2000)