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Exotic B-Series and S-Series: Algebraic Structures and Order Conditions for Invariant Measure Sampling

ContributorsBronasco, Eugen
Published inFoundations of computational mathematics, vol. 25, no. 1, p. 271-301
Publication date2025-02
First online date2024-01-19
Abstract

B-Series and generalizations are a powerful tool for the analysis of numerical integrators. An extension named exotic aromatic B-Series was introduced to study the order conditions for sampling the invariant measure of ergodic SDEs. Introducing a new symmetry normalization coefficient, we analyze the algebraic structures related to exotic B-Series and S-Series. Precisely, we prove the relationship between the Grossman–Larson algebras over exotic and grafted forests and the corresponding duals to the Connes–Kreimer coalgebras and use it to study the natural composition laws on exotic S-Series. Applying this algebraic framework to the derivation of order conditions for a class of stochastic Runge–Kutta methods, we present a multiplicative property that ensures some order conditions to be satisfied automatically.

Citation (ISO format)
BRONASCO, Eugen. Exotic B-Series and S-Series: Algebraic Structures and Order Conditions for Invariant Measure Sampling. In: Foundations of computational mathematics, 2025, vol. 25, n° 1, p. 271–301. doi: 10.1007/s10208-023-09638-3
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Additional URL for this publicationhttps://link.springer.com/10.1007/s10208-023-09638-3
Journal ISSN1615-3375
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