Session A5 - Geometric Integration and Computational Mechanics
July 11, 18:30 ~ 19:00 - Room 111
Analyzing splitting stochastic integrators using word series
Universidad de Valladolid e IMUVA, Spain - email@example.com
Recently, word series expansion have been suggested as an alternative to B-series. Word series are similar to, but simpler than, the B-series used to analyze Runge-Kutta and other one-step integrators, although its scope of applicability is narrower than that of B-series. We shall show how to extend them to the stochastic case in which word series turn out to be again an extremely useful tool for the analysis of split-step integradors, yielding a systematic way to obtain, for example, modified equations and order conditions.
Joint work with J.M. Sanz-Serna (Departamento de Matemáticas, Universidad Carlos III de Madrid, Spain. Email: firstname.lastname@example.org).