Publications
A. A. Arara, K. Debrabant, and A. Kværnø
B-series for SDEs with application to exponential integrators for
non-autonomous semi-linear problems
Journal of Computational Dynamics (Accepted for publication)
download arXiv version download from publisher
M. Kamrani, K. Debrabant, and N. Jamshidi
Exponential Euler method for stiff stochastic differential
equations with additive fractional Brownian noise
International Journal of Computer Mathematics 101, no. 3 (2024), 357 –
371
download arXiv version download from publisher
A. Rathinasamy, K. Debrabant, and P. Nair
Weak convergence of balanced stochastic Runge–Kutta methods
for stochastic differential equations
Research in Mathematics 10, no. 1 (2023), ed. by A. Rasila, p. 2163546
free download from publisher
P. B. Christensen, B. Debrabant, S. Cowan, K. Debrabant, A. Øvrehus,
and A.-S. Duberg
Hepatitis C time trends in reported cases and estimates of the
hidden population born prior to 1965, Denmark and Sweden,
1990 to 2020
Eurosurveillance 27, no. 50 (2022)
free download from publisher
K. Debrabant, A. Kværnø, and N. C. Mattsson
Lawson schemes for highly oscillatory stochastic differential
equations and conservation of invariants
BIT 62 (2022), pp. 1121–1147
free download from publisher
O. Bokanowski and K. Debrabant
Backward differentiation formula finite difference schemes for
diffusion equations with an obstacle term
IMA J. Numer. Anal. 41, no. 2 (2021), pp. 900–934
download arXiv version download from publisher
K. Debrabant, L. Grønbæk, and C. Kronborg
The cost-effectiveness of a COVID-19 vaccine in a Danish context
Clinical Drug Investigation 41 (2021), pp. 975–988
free view-only version from publisher download from publisher
K. Debrabant, A. Kværnø, and N. C. Mattsson
Runge–Kutta Lawson schemes for stochastic differential
equations
BIT 61, no. 2 (2021), pp. 381–409
download arXiv version free view-only version from publisher download
from publisher
D. Cohen, K. Debrabant, and A. Rößler
High order numerical integrators for single integrand
Stratonovich SDEs
Appl. Numer. Math. 158 (2020), pp. 264–270
free download from publisher
K. Debrabant, G. Samaey, and P. Zieliński
Study of micro-macro acceleration schemes for linear slow-fast
stochastic differential equations with additive noise
BIT 60, no. 4 (2020), pp. 959–998
download arXiv version free view-only version from publisher download
from publisher
A. A. Arara, K. Debrabant, and A. Kværnø
Stochastic B-series and order conditions for exponential
integrators
Numerical Mathematics and Advanced Applications, ENUMATH 2017,
vol. 126, Lecture Notes in Computational Science and Engineering,
Springer, 2019, pp. 419–427
download arXiv version download from publisher
K. Debrabant, A. Ghasemifard, and N. C. Mattsson
Weak antithetic MLMC estimation of SDEs with the Milstein
scheme for low-dimensional Wiener processes
Appl. Math. Lett. 91 (2019), pp. 22–27
download arXiv version download from publisher
M. B. Giles, K. Debrabant, and A. Rößler
Analysis of multilevel Monte Carlo using the Milstein
discretisation
Discrete and Continuous Dynamical Systems - Series B 24, no. 8 (2019),
pp. 3881–3903
download arXiv version download from publisher
R. Zimmermann and K. Debrabant
Parametric model reduction via interpolating orthonormal bases
Numerical Mathematics and Advanced Applications, ENUMATH 2017,
Lecture Notes in Computational Science and Engineering, Springer, 2019,
pp. 683–691
download from publisher
S. Anmarkrud, K. Debrabant, and A. Kværnø
General order conditions for stochastic partitioned Runge-Kutta
methods
BIT 58, no. 2 (2018), pp. 257–280
download arXiv version free view-only version from publisher download
from publisher
T. B. Jørgensen, A. Wolniakowski, H. G. Petersen, K. Debrabant, and N.
Krüger
Robust optimization with applications to design of context
specific robot solutions
Robotics and Computer-Integrated Manufacturing 53 (2018), pp. 162 –177
download from publisher
E. Kristensen, H. Røy, K. Debrabant, and T. Valdemarsen
Carbon oxidation and bioirrigation in sediments along a
Skagerrak-Kattegat-Belt sea depth transect
Marine Ecology Progress Series (MEPS) 604 (2018), pp. 33–50
free download from publisher
K. Debrabant and A. Kværnø
Cheap arbitrary high order methods for single integrand SDEs
BIT 57, no. 1 (2017), pp. 153–168
download arXiv version free view-only version from publisher download
from publisher
K. Debrabant, G. Samaey, and P. Zieliński
A micro-macro acceleration method for the Monte Carlo
simulation of stochastic differential equations
SIAM J. Numer. Anal. 55, no. 6 (2017), pp. 2745–2786
free download
T. B. Jørgensen, K. Debrabant, and N. Krüger
Robust optimization of robotic pick and place operations for
deformable objects through simulation
Proceedings of the 2016 IEEE International Conference on Robotics and
Automation, May 16-21, 2016, Stockholm, Sweden, 2016, pp. 3863–3870
download from publisher
K. Debrabant, S. González-Pinto, and D. Hernández-Abreu
On the global error of special Runge–Kutta methods applied to
linear Differential Algebraic Equations
Appl. Math. Lett. 39 (2015), pp. 53–59
download from publisher
K. Debrabant and J. Lang
On asymptotic global error estimation and control of finite
difference solutions for semilinear parabolic equations
Comput. Methods Appl. Mech. Engrg. 288 (2015), pp. 110–126
download arXiv version download from publisher
K. Debrabant and A. Rößler
On the acceleration of the multilevel Monte Carlo method
J. Appl. Probab. 52, no. 2 (2015), pp. 307–322
download arXiv version download from publisher
K. Debrabant and E. R. Jakobsen
Semi-Lagrangian schemes for linear and fully non-linear
Hamilton-Jacobi-Bellman equations
Hyperbolic Problems: Theory, Numerics, Applications, Proceedings of
the Fourteenth International Conference on Hyperbolic Problems held in
Padova, June 25-29, 2012, ed. by F. Ancona, A. Bressan, P. Marcati,
and A. Marson, vol. 8, AIMS Series on Applied Mathematics, American
Institute of Mathematical Sciences (AIMS), Springfield, MO, 2014,
pp. 483–490
free download from publisher
K. Debrabant and E. R. Jakobsen
Semi-Lagrangian schemes for linear and fully non-linear diffusion
equations
Math. Comp. 82, no. 283 (2013), pp. 1433–1462
download arXiv version download from publisher
K. Debrabant and A. Kværnø
B-series analysis of iterated Taylor methods
BIT 51, no. 3 (2011), pp. 529–553
free download from publisher
K. Debrabant and A. Kværnø
Composition of stochastic B-series with applications to implicit
Taylor methods
Appl. Numer. Math. 61, no. 4 (2011), pp. 501–511
download arXiv version download from publisher
K. Debrabant
Runge-Kutta methods for third order weak approximation of
SDEs with multidimensional additive noise
BIT 50, no. 3 (2010), pp. 541–558
download arXiv version free view-only version from publisher download
from publisher
K. Debrabant and A. Kværnø
Stochastic Taylor expansions: Weight functions of B-series
expressed as multiple integrals
Stoch. Anal. Appl. 28, no. 2 (2010), pp. 293–302
download from publisher
K. Debrabant and A. Rößler
Diagonally drift-implicit Runge-Kutta methods of weak order
one and two for Itô SDEs and stability analysis
Appl. Numer. Math. 59, no. 3-4 (2009), pp. 595–607
download arXiv version download from publisher
K. Debrabant and A. Rößler
Families of efficient second order Runge-Kutta methods for the
weak approximation of Itô stochastic differential equations
Appl. Numer. Math. 59, no. 3-4 (2009), pp. 582–594
download arXiv version download from publisher
K. Debrabant and A. 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, no. 1 (2008/09), pp. 181–203
free download
K. Debrabant and A. Rößler
Classification of stochastic Runge-Kutta methods for the weak
approximation of stochastic differential equations
Math. Comput. Simulation 77, no. 4 (2008), pp. 408–420
download arXiv version download from publisher
K. Debrabant and A. Rößler
Continuous Runge-Kutta methods for Stratonovich stochastic
differential equations
Monte Carlo and quasi-Monte Carlo methods 2006, Berlin: Springer, 2008,
pp. 237–250
download from publisher
K. Debrabant and A. Rößler
Continuous weak approximation for stochastic differential
equations
J. Comput. Appl. Math. 214, no. 1 (2008), pp. 259–273
free download from publisher
A. Szentpétery, K. Debrabant, and R. Riquier
Der mathematisch simulierte virtuelle Artikulator und seine
Anwendung zur Korrektur virtueller Kauflächen
Quintessenz Zahntechnik 34, no. 2 (2008), pp. 152–160
K. Debrabant and K. Strehmel
Convergence of Runge-Kutta methods applied to linear partial
differential-algebraic equations
Appl. Numer. Math. 53, no. 2-4 (2005), pp. 213–229
download arXiv version download from publisher
W. Lucht and K. Debrabant
On quasi-linear PDAEs with convection: applications, indices,
numerical solution
Appl. Numer. Math. 42, no. 1-3 (2002), pp. 297–314
download arXiv version download from publisher
K. Debrabant and E. R. Jakobsen
Semi-Lagrangian schemes for parabolic equations
Recent developments in computational finance, Foundations, algorithms
and applications, ed. by T. Gerstner and P. Kloeden, vol. 14,
Interdisciplinary Mathematical Sciences, World Scientific, 2013, chap. 6,
pp. 279–298
download from publisher
K. Debrabant and A. Rößler
Derivative-free weak approximation methods for stochastic
differential equations in finance
Recent developments in computational finance, Foundations, algorithms
and applications, ed. by T. Gerstner and P. Kloeden, vol. 14,
Interdisciplinary Mathematical Sciences, World Scientific, 2013, chap. 7,
pp. 299–316
download from publisher
K. Debrabant and J. Lang
On global error estimation and control of finite difference
solutions for parabolic equations
Adaptive Modeling and Simulation 2013, ed. by J. P. Moitinho de
Almeida, P. Díez, C. Tiago, and N. Parés, International Center for
Numerical Methods in Engineering (CIMNE), Barcelona, Spain, 2013,
pp. 187–198
free download from publisher
J. Lang, K. Debrabant, and J. Verwer
On global error control for parabolic PDEs
Oberwolfach reports 4 (2007), pp. 1702–1704
K. Debrabant and M. Kiehl
Statik eines Flachdaches
Mathematische Modellierung mit Schülern, Bensheim: Zentrum für
Mathematik (2004)
K. Debrabant
Consistency analysis of stochastic Runge-Kutta and Taylor
methods
Habilitation thesis, Technische Universität Darmstadt, 2010
K. Debrabant
Numerische Behandlung linearer und semilinearer partieller
differentiell-algebraischer Systeme mit Runge-Kutta-Methoden
Dissertation, Martin Luther University Halle-Wittenberg, Oct. 2004
K. Debrabant
Stringkompaktifizierung mit Termen höherer Ordnung
Diploma thesis, Martin Luther University Halle-Wittenberg, 2001
K. Debrabant
Theoretische und numerische Untersuchungen zu partiellen
differentiell-algebraischen Systemen
Diploma thesis, Martin Luther University Halle-Wittenberg, 2000