The following pages link to Kevin Burrage (Q195085):
Displaying 50 items.
- Modelling biochemical reaction systems by stochastic differential equations with reflection (Q306774) (← links)
- Corrigendum for ``Modelling biochemical reaction systems by stochastic differential equations with reflection'' (Q306791) (← links)
- (Q349927) (redirect page) (← links)
- A semi-alternating direction method for a 2-D fractional Fitzhugh-Nagumo monodomain model on an approximate irregular domain (Q349928) (← links)
- Numerical methods and analysis for a class of fractional advection-dispersion models (Q356288) (← links)
- Weak convergence of finite element method for stochastic elastic equation driven by additive noise (Q368100) (← links)
- Nonconforming finite element method for stochastic Stokes equations (Q380143) (← links)
- Transportation cost inequalities for neutral functional stochastic equations (Q380261) (← links)
- Weak second order S-ROCK methods for Stratonovich stochastic differential equations (Q413734) (← links)
- A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems (Q421807) (← links)
- Piecewise polynomial collocation for linear boundary value problems of fractional differential equations (Q421848) (← links)
- Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise (Q433932) (← links)
- Eigenvalues in spectral gaps of differential operators (Q442470) (← links)
- The ``phase function'' method to solve second-order asymptotically polynomial differential equations (Q443850) (← links)
- Stability analysis of the Crank-Nicolson-leapfrog method with the Robert-Asselin-Williams time filter (Q486708) (← links)
- A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems (Q486711) (← links)
- Accurate stationary densities with partitioned numerical methods for stochastic partial differential equations (Q487672) (← links)
- Propagation of chaos for a subcritical Keller-Segel model (Q500802) (← links)
- \(\varepsilon\)-strong simulation for multidimensional stochastic differential equations via rough path analysis (Q525298) (← links)
- Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps (Q534217) (← links)
- Spatial approximation of stochastic convolutions (Q534239) (← links)
- Partitioned Runge-Kutta methods with stiffness detection and stepsize control (Q579857) (← links)
- \(A_ 0\)-stable linear multistep formulas of the \(\alpha\)-type (Q580911) (← links)
- Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation (Q596201) (← links)
- Adaptive stepsize based on control theory for stochastic differential equations (Q596212) (← links)
- Preservation of stability under discretization of systems of ordinary differential equations (Q606038) (← links)
- The iterative solutions of \(2n\)th-order nonlinear multi-point boundary value problems (Q606761) (← links)
- Successively iterative method of nonlinear Neumann boundary value problems (Q606773) (← links)
- On the derivation of explicit two-step peer methods (Q623259) (← links)
- Dissipativity of Runge-Kutta methods for Volterra functional differential equations (Q624986) (← links)
- Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations (Q633989) (← links)
- Numerical analysis for a variable-order nonlinear cable equation (Q645704) (← links)
- Novel techniques in parameter estimation for fractional dynamical models arising from biological systems (Q651564) (← links)
- On implicit Runge-Kutta methods with high stage order (Q678227) (← links)
- Parallel methods for initial value problems (Q686538) (← links)
- The search for the Holy Grail, or: Predictor-corrector methods for solving ODEIVPs (Q686548) (← links)
- On smoothing and order reduction effects for implicit Runge-Kutta formulae (Q688019) (← links)
- Efficient block predictor-corrector methods with a small number of corrections (Q688031) (← links)
- High order optimized geometric integrators for linear differential equations (Q698563) (← links)
- Solving implicit equations arising from Adams-Moulton methods (Q698570) (← links)
- Linear vs standard information for scalar stochastic differential equations (Q700169) (← links)
- MS-stability of the Euler--Maruyama method for stochastic differential delay equations (Q702586) (← links)
- Simulation of forward-reverse stochastic representations for conditional diffusions (Q744383) (← links)
- Time discretization of FBSDE with polynomial growth drivers and reaction-diffusion PDEs (Q748315) (← links)
- An adaptive numerical integration code for a chain of transputers (Q750084) (← links)
- Stability of multistep-methods on variable grids (Q760181) (← links)
- On the zero-stability of the 3-step BDF-formula on nonuniform grids (Q760182) (← links)
- Embedded SDIRK-methods of basic order three (Q760184) (← links)
- (Q796268) (redirect page) (← links)
- Order and stepsize control in extrapolation methods (Q796269) (← links)
