| Publication | Date of Publication | Type |
|---|
| The regularised inertial Dean–Kawasaki equation: discontinuous Galerkin approximation and modelling for low-density regime | 2024-01-12 | Paper |
| Deep Surrogate Accelerated Delayed-Acceptance Hamiltonian Monte Carlo for Bayesian Inference of Spatio-Temporal Heat Fluxes in Rotating Disc Systems | 2023-11-30 | Paper |
| Mathematical modelling of adjuvant-enhanced active ingredient leaf uptake of pesticides | 2022-10-20 | Paper |
| Well-posedness for a regularised inertial Dean-Kawasaki model for slender particles in several space dimensions | 2021-04-01 | Paper |
| From weakly interacting particles to a regularised Dean–Kawasaki model | 2020-01-13 | Paper |
| A deep surrogate approach to efficient Bayesian inversion in PDE and integral equation models | 2019-10-03 | Paper |
| A Walk Outside Spheres for the fractional Laplacian: Fields and first eigenvalue | 2019-08-01 | Paper |
| A Regularized Dean--Kawasaki Model: Derivation and Analysis | 2019-04-18 | Paper |
| Unbiased ‘walk-on-spheres’ Monte Carlo methods for the fractional Laplacian | 2018-11-23 | Paper |
| Langevin Equations for Landmark Image Registration with Uncertainty | 2018-10-17 | Paper |
| Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling | 2018-02-22 | Paper |
| Gauss-Quadrature Method for One-Dimensional Mean-Field SDEs | 2017-12-06 | Paper |
| Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation | 2017-09-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3178778 | 2016-12-20 | Paper |
| On the pathwise approximation of stochastic differential equations | 2016-10-21 | Paper |
| An Introduction to Computational Stochastic PDEs | 2014-10-22 | Paper |
| Improved Simulation Techniques for First Exit Time of Neural Diffusion Models | 2014-08-18 | Paper |
| Interaction of waves in a one dimensional stochastic PDE model of excitable media | 2013-11-12 | Paper |
| The Milstein Scheme for Stochastic Delay Differential Equations Without Using Anticipative Calculus | 2012-04-18 | Paper |
| Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations | 2011-09-15 | Paper |
| The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds | 2010-11-30 | Paper |
| Analysis of the geodesic interpolating spline | 2008-10-13 | Paper |
| Postprocessing for Stochastic Parabolic Partial Differential Equations | 2008-04-22 | Paper |
| SDELab: A package for solving stochastic differential equations in MATLAB | 2007-06-14 | Paper |
| Modified equations for stochastic differential equations | 2006-06-14 | Paper |
| GEOMETRIC ERGODICITY FOR DISSIPATIVE PARTICLE DYNAMICS | 2006-05-03 | Paper |
| Weak approximation of stochastic differential delay equations | 2005-03-21 | Paper |
| Nucleation of Waves in Excitable Media by Noise | 2005-03-01 | Paper |
| Numerical simulation of stochastic PDEs for excitable media | 2005-02-23 | Paper |
| Splitting for Dissipative Particle Dynamics | 2004-01-20 | Paper |
| Weak convergence of a numerical method for a stochastic heat equation | 2003-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3149643 | 2002-09-26 | Paper |
| A Perturbation Theory for Ergodic Markov Chains and Application to Numerical Approximations | 2000-10-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4492808 | 2000-09-21 | Paper |
| Geometric ergodicity for stochastic pdes | 2000-04-04 | Paper |
| Numerical methods for stochastic parabolic PDEs | 1999-08-23 | Paper |
| Inertial manifolds and linear multi-step methods | 1998-06-02 | Paper |
| Periodic orbits and unstable manifolds for ordinary differential equations | 1998-03-12 | Paper |
| The Multiplicity of Bifurcations for Area-Preserving Maps | 1995-11-30 | Paper |
