Kristian Debrabant

Search results

• 2024

  B-series for SDEs with application to exponential integrators for non-autonomous semi-linear problems

  Arara, A. A., Debrabant, K. & Kværnø, A., 2024, (E-pub ahead of print) In: Journal of Computational Dynamics. 14 p.

  Research output: Contribution to journal › Journal article › Research › peer-review

  • Applicability 100%
  • Stochastic Differential 100%
  • Kutta Method 100%
  • Broader Class 100%
  • Stochastic Differential Equation 100%

• Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise

  Kamrani, M., Debrabant, K. & Jamshidi, N., 2024, In: International Journal of Computer Mathematics. 101, 3, p. 357-371

  Research output: Contribution to journal › Journal article › Research › peer-review

  • Stochastic Differential Equation 100%
  • Euler Method 100%
  • Hurst Parameter 100%
  • Additive Noise 100%
  • Euler Scheme 100%
• 2023

  Weak convergence of balanced stochastic Runge-Kutta methods for stochastic differential equations

  Rathinasamy, A., Debrabant, K. & Nair, P., 2023, In: Research in Mathematics. 10, 1, 2163546.

  Research output: Contribution to journal › Journal article › Research › peer-review

  Open Access

  File

  • Stochastics 100%
  • Stochastic Differential Equation 100%
  • Runge-Kutta Method 100%
  • Weak Convergence 100%
  • Convergence Order 25%
  44 Downloads (Pure)
• 2022

  A Comparison of Different Approaches to Dynamic Origin-Destination Matrix Estimation in Urban Traffic

  Andersen, N. S., Chiarandini, M. & Debrabant, K., 31. May 2022, arXiv.

  Research output: Other contribution › Net publication - Internet publication › Research

  File

  • Optimization Problem 100%
  • Origin-Destination Matrix 100%
  • Matrix (Mathematics) 100%
  • Objective Function 66%
  • Assignment Problem 66%
  10 Downloads (Pure)

• Hepatitis C time trends in reported cases and estimates of the hidden population born before 1965, Denmark and Sweden, 1990 to 2020

  Christensen, P. B., Debrabant, B., Cowan, S., Debrabant, K., Øvrehus, A. L. H. & Duberg, A.-S., 15. Dec 2022, In: Eurosurveillance. 27, 50, 9 p., 2200243.

  Research output: Contribution to journal › Journal article › Research › peer-review

  Open Access

  File

  • Hepatitis C 100%
  • Hepatitis C Virus 100%
  • Childbirth 50%
  • Clinician 50%
  • Confidence Interval 33%
  32 Downloads (Pure)

• Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants

  Debrabant, K., Kværnø, A. & Mattsson, N. C., 2022, In: BIT Numerical Mathematics. 62, p. 1121–1147

  Research output: Contribution to journal › Journal article › Research › peer-review

  Open Access

  File

  • Stochastic Differential Equation 100%
  • Stochastics 50%
  • Numerical Experiment 50%
  • Discretization 50%
  • Exponential Operator 50%
  33 Downloads (Pure)
• 2021

  Backward Differentiation Formula finite difference schemes for diffusion equations with an obstacle term

  Bokanowski, O. & Debrabant, K., Apr 2021, In: IMA Journal of Numerical Analysis. 41, 2, p. 900-934

  Research output: Contribution to journal › Journal article › Research › peer-review

  • Diffusion Equation 100%
  • Difference Scheme 100%
  • Differentiation Formula 100%
  • Error Estimate 33%
  • Parabolic Equation 33%

• En uoverskuelig pris

  Debrabant, K., Grønbæk, L. & Kronborg, C., 10. Feb 2021, In: Weekendavisen.

  Research output: Contribution to journal › Contribution to newspaper - Newspaper article

• Runge–Kutta Lawson schemes for stochastic differential equations

  Debrabant, K., Kværnø, A. & Mattsson, N. C., 2021, In: BIT Numerical Mathematics. 61, 2, p. 381-409

  Research output: Contribution to journal › Journal article › Research › peer-review

  • Stochastics 100%
  • Stochastic Differential Equation 100%
  • Convergence Property 100%
  • Numerical Experiment 100%

• The cost-effectiveness of a COVID-19 vaccine in a Danish context

  Debrabant, K., Grønbæk, L. & Kronborg, C., 31. Jan 2021, Syddansk Universitet, (Discussion Papers on Business and Economics; No. 2, Vol. 2021).

  Research output: Working paper › Research

  Open Access

  • Cost Effectiveness Analysis 100%
  • Vaccine Efficacy 100%
  • Vaccination Policy 100%
  • COVID-19 Vaccine 100%
  • Infection 25%

• The Cost-Effectiveness of a COVID-19 Vaccine in a Danish Context

  Debrabant, K., Grønbæk, L. & Kronborg, C., Nov 2021, In: Clinical Drug Investigation. 41, 11, p. 975-988

  Research output: Contribution to journal › Journal article › Research › peer-review

  Open Access

  • Vaccination Policy 100%
  • COVID-19 Vaccine 100%
  • Health Care Cost 100%
• 2020

  High order numerical integrators for single integrand Stratonovich SDEs

  Cohen, D., Debrabant, K. & Rößler, A., Dec 2020, In: Applied Numerical Mathematics. 158, p. 264-270

  Research output: Contribution to journal › Journal article › Research › peer-review

  Open Access

  File

  • Integrand 100%
  • Numerical Order 100%
  • Stochastics 50%
  • Wide Class 50%
  • Numerical Methods 50%
  45 Downloads (Pure)

• Study of micro-macro acceleration schemes for linear slow-fast stochastic differential equations with additive noise

  Debrabant, K., Samaey, G. & Zieliński, P., 2020, In: BIT Numerical Mathematics. 60, p. 959–998

  Research output: Contribution to journal › Journal article › Research › peer-review

  • Stochastic Differential Equation 100%
  • Timescale 100%
  • Additive Noise 100%
  • Variance 33%
  • Statistics 33%
• 2019

  Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation

  Giles, M., Debrabant, K. & Rößler, A., 2019, In: Discrete and Continuous Dynamical Systems - Series B. 24, 8, p. 3881-3903

  Research output: Contribution to journal › Journal article › Research › peer-review

  • Monte Carlo 100%
  • Discretization 100%
  • Strong Convergence 100%
  • Operations Research 100%
  • Variance 50%

• Parametric model reduction via interpolating orthonormal bases

  Zimmermann, R. & Debrabant, K., 5. Jan 2019, Numerical Mathematics and Advanced Applications: ENUMATH 2017. Radu, F. A., Kumar, K., Berre, I., Nordbotten, J. M. & Pop, I. S. (eds.). Springer, p. 683-691 (Lecture Notes in Computational Science and Engineering, Vol. 126).

  Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

  Open Access

  File

  • Coordinate System 100%
  • Parametric Model 100%
  • Orthonormal Basis 100%
  • Model Reduction 100%
  • Operating Condition 66%
  234 Downloads (Pure)

• Stochastic B-series and order conditions for exponential integrators

  Arara, A. A., Debrabant, K. & Kværnø, A., 5. Jan 2019, Numerical Mathematics and Advanced Applications: ENUMATH 2017. Radu, F. A., Kumar, K., Berre, I., Nordbotten, J. M. & Pop, I. S. (eds.). Springer, p. 419-427 (Lecture Notes in Computational Science and Engineering, Vol. 126).

  Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

  File

  • Stochastics 100%
  • Exponential Integrators 100%
  • Stochastic Differential Equation 33%
  • Order Theory 33%
  • Approximate Solution 33%
  71 Downloads (Pure)

• Weak antithetic MLMC estimation of SDEs with the Milstein scheme for low-dimensional Wiener processes

  Debrabant, K., Ghasemifard, A. & Mattsson, N. C., May 2019, In: Applied Mathematics Letters. 91, p. 22-27 6 p.

  Research output: Contribution to journal › Journal article › Research › peer-review

  Open Access

  • Monte Carlo 100%
  • Stochastic Differential Equation 100%
  • Wiener Process 100%
  • Approximation Method 40%
  • Functionals 20%
  42 Downloads (Pure)
• 2018

  Carbon oxidation and bioirrigation in sediments along a Skagerrak−Kattegat−Belt Sea depth transect

  Kristensen, E., Røy, H., Debrabant, K. & Valdemarsen, T., Oct 2018, In: Marine Ecology Progress Series. 604, p. 33-50

  Research output: Contribution to journal › Journal article › Research › peer-review

  Open Access

  File

  • Shallow Water 100%
  • Dissolved Inorganic Carbon 66%
  • Benthic Fauna 66%
  • Bottom Water 33%
  • Porewater 33%
  106 Downloads (Pure)

• General order conditions for stochastic partitioned Runge-Kutta methods

  Anmarkrud, S., Debrabant, K. & Kværnø, A., 2018, In: BIT Numerical Mathematics. 58, 2, p. 257–280

  Research output: Contribution to journal › Journal article › Research › peer-review

  Open Access

  File

  • Stochastics 100%
  • Runge-Kutta Method 100%
  • Order Theory 25%
  214 Downloads (Pure)

• Robust optimization with applications to design of context specific robot solutions

  Jørgensen, T. B., Wolniakowski, A., Petersen, H. G., Debrabant, K. & Krüger, N., 2018, In: Robotics and Computer-Integrated Manufacturing. 53, p. 162–177

  Research output: Contribution to journal › Journal article › Research › peer-review

  • Robot 100%
  • Use Case 100%
  • Robust Optimization 100%
  • Optimization Algorithm 66%
  • Robust Solution 66%
• 2017

  A micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations

  Debrabant, K., Samaey, G. & Zieliński, P., 2017, In: SIAM Journal on Numerical Analysis. 55, 6, p. 2745-2786

  Research output: Contribution to journal › Journal article › Research › peer-review

  Open Access

  File

  • Monte Carlo 100%
  • Stochastic Differential Equation 100%
  • Minimizes 50%
  • Probability Measure 50%
  • Statistical Error 50%
  176 Downloads (Pure)

• Cheap arbitrary high order methods for single integrand SDEs

  Debrabant, K. & Kværnø, A., 2017, In: BIT Numerical Mathematics. 57, 1, p. 153-168

  Research output: Contribution to journal › Journal article › Research › peer-review

  Open Access

  • Integrand 100%
  • Ordinary Differential Equation 25%
  • Calculus 25%
  • Mean Square 25%
  • Numerical Approximation 25%
  93 Downloads (Pure)
• 2016

  Robust optimization of robotic pick and place operations for deformable objects through simulation

  Bo Jorgensen, T., Debrabant, K. & Kruger, N., 2016, Proceeding of the IEEE International Conference on Robotics and Automation. IEEE Press, p. 3863-3870

  Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

  • Deformable Object 100%
  • Robust Optimization 100%
  • Tasks 100%
  • Robot 50%
  • Optimization Problem 50%
• 2015

  On Asymptotic Global Error Estimation and Control of Finite Difference Solutions for Semilinear Parabolic Equations

  Debrabant, K. & Lang, J., 2015, In: Computer Methods in Applied Mechanics and Engineering. 288, p. 110-126

  Research output: Contribution to journal › Journal article › Research › peer-review

  • Asymptotics 100%
  • Parabolic Equation 100%
  • Global Error 100%
  • Semilinear 100%
  • Partial Differential Equation 66%

• On the acceleration of the multi-level Monte Carlo method

  Debrabant, K. & Rößler, A., 1. Jun 2015, In: Journal of Applied Probability. 52, 2, p. 307-322

  Research output: Contribution to journal › Journal article › Research › peer-review

  • Computational Cost 100%
  • Monte Carlo 100%
  • Variance 33%
  • Approximates 33%
  • Functionals 33%

• On the global error of special Runge–Kutta methods applied to linear Differential Algebraic Equations

  Debrabant, K., González-Pinto, S. & Hernández-Abreu, D., Jan 2015, In: Applied Mathematics Letters. 39, p. 53-59

  Research output: Contribution to journal › Journal article › Research › peer-review

  • Global Error 100%
  • Algebraic Differential Equations 100%
  • Constant Coefficient 66%
  • Main Result 33%
  • Parameter Family 33%
• 2014

  Semi-Lagrangian schemes for linear and fully non-linear Hamilton-Jacobi-Bellman equations

  Debrabant, K. & Jakobsen, E. R., 2014, Hyperbolic Problems: Theory, Numerics, Applications: Proceedings of the Fourteenth International Conference on Hyperbolic Problems held in Padova, June 25-29, 2012. Ancona, F., Bressan, A., Marcati, P. & Marson, A. (eds.). Springfield, MO: American Institute of Mathematical Sciences (AIMS), p. 483-490 (Applied Mathematics, Vol. 8).

  Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review
• 2013

  Derivative-free weak approximation methods for stochastic differential equations in finance

  Debrabant, K. & Rößler, A., 2013, Recent Developments in Computational Finance: Foundations, Algorithms and Applications. Gerstner, T. & Kloeden, P. (eds.). World Scientific, p. 299-316 (Interdisciplinary Mathematical Sciences, Vol. 14).

  Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review

• On global error estimation and control of finite difference solutions for parabolic equations

  Debrabant, K., 2013, Adaptive Modeling and Simulation 2013. Moitinho de Almeida, J. P., Díez, P., Tiago, C. & Parés, N. (eds.). Barcelona, Spain: International Center for Numerical Methods in Engineering, p. 187-198

  Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

  • Partial Differential Equation 100%
  • Parabolic Equation 100%
  • Global Error 100%
  • Ordinary Differential Equation 50%
  • Initial-Value Problem 50%

• Semi-Lagrangian schemes for linear and fully non-linear diffusion equations

  Debrabant, K. & Jakobsen, E. R., 2013, In: Mathematics of Computation. 82, 283, p. 1433-1462

  Research output: Contribution to journal › Journal article › Research › peer-review

  • Lagrangian 100%
  • Nonlinear 100%
  • Diffusion Equation 100%
  • Coefficient Matrix 50%
  • Error Estimate 50%

• Semi-Lagrangian schemes for parabolic equations

  Debrabant, K. & Jakobsen, E. R., 2013, Recent developments in computational finance: Foundations, Algorithms and Applications. Gerstner, T. & Kloeden, P. (eds.). World Scientific, p. 279-298 (Interdisciplinary Mathematical Sciences, Vol. 14).

  Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
• 2011

  B-series analysis of iterated Taylor methods

  Debrabant, K. & Kværnø, A., 2011, In: BIT Numerical Mathematics. 51, 3, p. 529-553 25 p.

  Research output: Contribution to journal › Journal article › Research › peer-review

• Composition of stochastic B-series with applications to implicit Taylor methods

  Debrabant, K. & Kværnø, A., 2011, In: Applied Numerical Mathematics. 61, 4, p. 501-511 11 p.

  Research output: Contribution to journal › Journal article › Research › peer-review
• 2010

  Consistency analysis of stochastic Runge-Kutta and Taylor methods

  Debrabant, K., 2010, Darmstadt.

  Research output: Thesis › Doctoral Thesis

• Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise

  Debrabant, K., 2010, In: BIT Numerical Mathematics. 50, 3, p. 541-558 18 p.

  Research output: Contribution to journal › Journal article › Research › peer-review

• Stochastic Taylor expansions: Weight functions of B-series expressed as multiple integrals

  Debrabant, K. & Kværnø, A., 2010, In: Stochastic Analysis and Applications. 28, 2, p. 293 - 302

  Research output: Contribution to journal › Journal article › Research › peer-review
• 2009

  Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis

  Debrabant, K. & Rößler, A., 2009, In: Applied Numerical Mathematics. 59, 3-4, p. 595-607 13 p.

  Research output: Contribution to journal › Journal article › Research › peer-review

• Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations

  Debrabant, K. & Rößler, A., 2009, In: Applied Numerical Mathematics. 59, 3-4, p. 582-594 13 p.

  Research output: Contribution to journal › Journal article › Research › peer-review
• 2008

  B-series analysis of stochastic Runge-Kutta methods that use an iterative scheme to compute their internal stage values

  Debrabant, K. & Kværnø, A., 2008, In: SIAM Journal on Numerical Analysis. 47, 1, p. 181-203 23 p.

  Research output: Contribution to journal › Journal article › Research › peer-review

• Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations

  Debrabant, K. & Rößler, A., 2008, In: Mathematics and Computers in Simulation. 77, 4, p. 408-420 13 p.

  Research output: Contribution to journal › Journal article › Research › peer-review

• Continuous Runge-Kutta methods for Stratonovich stochastic differential equations

  Debrabant, K. & Rößler, A., 2008, Monte Carlo and quasi-Monte Carlo methods 2006. p. 237-250 14 p.

  Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

• Continuous weak approximation for stochastic differential equations

  Debrabant, K. & Rößler, A., 2008, In: Journal of Computational and Applied Mathematics. 214, 1, p. 259-273 15 p.

  Research output: Contribution to journal › Journal article › Research › peer-review

• Der mathematisch simulierte virtuelle Artikulator und seine Anwendung zur Korrektur virtueller Kauflächen

  Szentpétery, A., Debrabant, K. & Riquier, R., 2008, In: Quintessenz der Zahntechnik. 34, 2, p. 152-160 9 p.

  Research output: Contribution to journal › Journal article › Research › peer-review
• 2007

  On global error control for parabolic PDEs

  Lang, J., Debrabant, K. & Verwer, J., 2007, In: Oberwolfach Reports. 4, p. 1702-1704 3 p.

  Research output: Contribution to journal › Conference article › Research
• 2005

  Convergence of Runge-Kutta methods applied to linear partial differential-algebraic equations

  Debrabant, K. & Strehmel, K., 2005, In: Applied Numerical Mathematics. 53, 2-4, p. 213-229 17 p.

  Research output: Contribution to journal › Journal article › Research › peer-review
• 2004

  Numerische Behandlung linearer und semilinearer partieller differentiell-algebraischer Systeme mit Runge-Kutta-Methoden

  Translated title of the contribution: Numerical solution of linear and semilinear partial differential equations with Runge-Kutta methodsDebrabant, K., Oct 2004

  Research output: Thesis › Doctoral Thesis

• Statik eines Flachdaches

  Debrabant, K. & Kiehl, M., 2004, Mathematische Modellierung mit Schülern.

  Research output: Chapter in Book/Report/Conference proceeding › Compendium/lecture notes chapter
• 2002

  On quasi-linear PDAEs with convection: applications, indices, numerical solution

  Lucht, W. & Debrabant, K., 2002, In: Applied Numerical Mathematics. 42, 1-3, p. 297-314 18 p.

  Research output: Contribution to journal › Journal article › Research › peer-review