Kristian Debrabant

Publication Activity (10 Years)

Years Active: 2008-2024
Publications (10 Years): 10

Top Topics

Deformable Objects

Maximum A Posteriori Estimation

Stochastic Differential Equations

Top Venues

Appl. Math. Lett.

J. Appl. Probab.

Publications

Minoo Kamrani, Kristian Debrabant, Nahid Jamshidi
Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise. Int. J. Comput. Math. 101 (3) (2024)
Nahid Jamshidi, Minoo Kamrani, Kristian Debrabant
Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise. CoRR (2023)
Alemayehu Adugna Arara, Kristian Debrabant, Anne Kværnø
B-series for SDEs with application to exponential integrators for non-autonomous semi-linear problems. CoRR (2023)
Nicklas Sindlev Andersen, Marco Chiarandini, Kristian Debrabant
Dynamic Origin-Destination Matrix Estimation in Urban Traffic Networks. CoRR (2022)
David Cohen, Kristian Debrabant, Andreas Rößler
High order numerical integrators for single integrand SDEs. CoRR (2020)
Kristian Debrabant, Anne Kværnø, Nicky Cordua Mattsson
Runge-Kutta Lawson schemes for stochastic differential equations. CoRR (2019)
Kristian Debrabant, Anne Kværnø, Nicky Cordua Mattsson
Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants. CoRR (2019)
Kristian Debrabant, Azadeh Ghasemifard, Nicky C. Mattsson
Weak antithetic MLMC estimation of SDEs with the Milstein scheme for low-dimensional Wiener processes. Appl. Math. Lett. 91 (2019)
Kristian Debrabant, Giovanni Samaey, Przemyslaw Zielinski
A Micro-Macro Acceleration Method for the Monte Carlo Simulation of Stochastic Differential Equations. SIAM J. Numer. Anal. 55 (6) (2017)
Troels Bo Jørgensen, Kristian Debrabant, Norbert Krüger
Robust optimization of robotic pick and place operations for deformable objects through simulation. ICRA (2016)
Kristian Debrabant, Andreas Rößler
On the Acceleration of the Multi-Level Monte Carlo Method. J. Appl. Probab. 52 (2) (2015)
Kristian Debrabant, Severiano González-Pinto, Domingo Hernández-Abreu
On the global error of special Runge-Kutta methods applied to linear Differential Algebraic Equations. Appl. Math. Lett. 39 (2015)
Kristian Debrabant, Espen R. Jakobsen
Semi-Lagrangian schemes for linear and fully non-linear diffusion equations. Math. Comput. 82 (283) (2013)
Kristian Debrabant, Anne Kværnø
B-Series Analysis of Stochastic Runge-Kutta Methods That Use an Iterative Scheme to Compute Their Internal Stage Values. SIAM J. Numer. Anal. 47 (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)