Andreas Rößler

922 total citations
37 papers, 579 citations indexed

About

Andreas Rößler is a scholar working on Finance, Numerical Analysis and Computational Theory and Mathematics. According to data from OpenAlex, Andreas Rößler has authored 37 papers receiving a total of 579 indexed citations (citations by other indexed papers that have themselves been cited), including 26 papers in Finance, 10 papers in Numerical Analysis and 8 papers in Computational Theory and Mathematics. Recurrent topics in Andreas Rößler's work include Stochastic processes and financial applications (26 papers), Numerical methods for differential equations (9 papers) and Matrix Theory and Algorithms (8 papers). Andreas Rößler is often cited by papers focused on Stochastic processes and financial applications (26 papers), Numerical methods for differential equations (9 papers) and Matrix Theory and Algorithms (8 papers). Andreas Rößler collaborates with scholars based in Germany, United Kingdom and Denmark. Andreas Rößler's co-authors include Kristian Debrabant, Mohammed Seaı̈d, Mostafa Zahri, Jürgen Lehn, Renate Winkler, Evelyn Buckwar, Samy Tindel, Andreas Neuenkirch, Ivan Nourdin and Anne Kværnø and has published in prestigious journals such as SIAM Journal on Numerical Analysis, Obesity and Applied Mathematics and Computation.

In The Last Decade

Andreas Rößler

36 papers receiving 533 citations

Peers

Andreas Rößler

FINAN

CTM

SNP

J. G. Gaines United Kingdom

Taketomo Mitsui Japan

Gilles Vilmart Switzerland

G.N. Mil'shtein Russia

Dror Givon Israel

Mireille Bossy France

Dirk Blömker Germany

Pao–Liu Chow United States

Tomasz Komorowski Poland

Gisirô Maruyama Ghana

J. G. Gaines United Kingdom

Andreas Rößler

258 ×0.8

FINAN

81 ×0.4

80 ×0.8

CTM

63 ×0.7

SNP

43 ×0.6

Citations per year, relative to Andreas Rößler Andreas Rößler (= 1×) peers J. G. Gaines

Countries citing papers authored by Andreas Rößler

Since Specialization

Citations

This map shows the geographic impact of Andreas Rößler's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Andreas Rößler with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Andreas Rößler more than expected).

Fields of papers citing papers by Andreas Rößler

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Andreas Rößler. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Andreas Rößler. The network helps show where Andreas Rößler may publish in the future.

Co-authorship network of co-authors of Andreas Rößler

This figure shows the co-authorship network connecting the top 25 collaborators of Andreas Rößler. A scholar is included among the top collaborators of Andreas Rößler based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Andreas Rößler. Andreas Rößler is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Cohen, David, Kristian Debrabant, & Andreas Rößler. (2020). High order numerical integrators for single integrand Stratonovich SDEs. Applied Numerical Mathematics. 158. 264–270. 3 indexed citations

Giles, Michael B., Kristian Debrabant, & Andreas Rößler. (2018). Analysis of multilevel Monte Carlo using the Milstein discretisation. Discrete and Continuous Dynamical Systems - B. 1 indexed citations

Rößler, Andreas, et al.. (2018). Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise. SIAM Journal on Numerical Analysis. 56(4). 2585–2622. 4 indexed citations

Hosseini, S. Mohammad, et al.. (2015). Diagonally drift-implicit Runge–Kutta methods of strong order one for stiff stochastic differential systems. Journal of Computational and Applied Mathematics. 293. 82–93. 5 indexed citations

Rößler, Andreas, et al.. (2011). Wirkenergieüberlagertes Fräsen in Bearbeitungszentren. Zeitschrift für wirtschaftlichen Fabrikbetrieb. 106(7-8). 527–530. 1 indexed citations

Buckwar, Evelyn, Andreas Rößler, & Renate Winkler. (2010). Stochastic Runge–Kutta Methods for Itô SODEs with Small Noise. SIAM Journal on Scientific Computing. 32(4). 1789–1808. 19 indexed citations

Rößler, Andreas. (2010). Stochastic Taylor Expansions for Functionals of Diffusion Processes. Stochastic Analysis and Applications. 28(3). 415–429. 8 indexed citations

Neuenkirch, Andreas, Ivan Nourdin, Andreas Rößler, & Samy Tindel. (2009). Trees and asymptotic expansions for fractional stochastic differential equations. Annales de l Institut Henri Poincaré Probabilités et Statistiques. 45(1). 19 indexed citations

Rößler, Andreas, Mohammed Seaı̈d, & Mostafa Zahri. (2009). Numerical simulation of stochastic replicator models in catalyzed RNA-like polymers. Mathematics and Computers in Simulation. 79(12). 3577–3586. 5 indexed citations

10.

Debrabant, Kristian & Andreas Rößler. (2008). Families of efficient second order Runge–Kutta methods for the weak approximation of Itô stochastic differential equations. Applied Numerical Mathematics. 59(3-4). 582–594. 24 indexed citations

11.

Debrabant, Kristian & Andreas Rößler. (2008). Diagonally drift-implicit Runge–Kutta methods of weak order one and two for Itô SDEs and stability analysis. Applied Numerical Mathematics. 59(3-4). 595–607. 21 indexed citations

12.

Debrabant, Kristian & Andreas Rößler. (2007). Continuous weak approximation for stochastic differential equations. Journal of Computational and Applied Mathematics. 214(1). 259–273. 4 indexed citations

13.

Lehn, Jürgen, et al.. (2007). A step size control algorithm for the weak approximation of stochastic differential equations. Numerical Algorithms. 44(4). 335–346. 9 indexed citations

14.

Rößler, Andreas, Mohammed Seaı̈d, & Mostafa Zahri. (2007). Method of lines for stochastic boundary-value problems with additive noise. Applied Mathematics and Computation. 199(1). 301–314. 18 indexed citations

15.

Kloeden, Peter E. & Andreas Rößler. (2006). Runge–Kutta methods for affinely controlled nonlinear systems. Journal of Computational and Applied Mathematics. 205(2). 957–968. 7 indexed citations

16.

Rößler, Andreas. (2005). Explicit Order 1.5 Schemes for the Strong Approximation of Itô Stochastic Differential Equations. PAMM. 5(1). 817–818. 7 indexed citations

17.

Rößler, Andreas. (2003). Runge–Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. Journal of Computational and Applied Mathematics. 164-165. 613–627. 27 indexed citations

18.

Rößler, Andreas. (2003). Runge-Kutta Methods for the Numerical Solution of Stochastic Differential Equations. 29 indexed citations

19.

Rößler, Andreas. (2003). Coefficients of Runge‐Kutta Schemes for Itô Stochastic Differential Equations. PAMM. 3(1). 571–572. 1 indexed citations

20.

Lehn, Jürgen, et al.. (2002). Adaptive schemes for the numerical solution of SDEs—a comparison. Journal of Computational and Applied Mathematics. 138(2). 297–308. 15 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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