| Publication | Date of Publication | Type |
|---|
Convergence analysis of a Magnus-Rosenbrock type method for semilinear non-autonomous parabolic PDEs
Journal of Computational and Applied Mathematics | 2025-09-23 | Paper |
Improved estimates for the sharp interface limit of the stochastic Cahn-Hilliard equation with space-time white noise
Interfaces and Free Boundaries | 2024-10-15 | Paper |
Weak convergence of the Rosenbrock semi-implicit method for semilinear parabolic SPDEs driven by additive noise
Computational Methods in Applied Mathematics | 2024-06-18 | Paper |
Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise
Results in Applied Mathematics | 2023-03-15 | Paper |
Higher order stable schemes for stochastic convection-reaction-diffusion equations driven by additive Wiener noise
Mathematical Methods in the Applied Sciences | 2021-12-09 | Paper |
Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure
Computers & Mathematics with Applications | 2020-10-02 | Paper |
| Convergence and stability of split-step-theta methods for stochastic differential equations with jumps under non-global Lipschitz drift coefficient | 2020-08-18 | Paper |
Optimal error estimate of the finite element approximation of second order semilinear non-autonomous parabolic PDEs
Indagationes Mathematicae. New Series | 2020-08-04 | Paper |
Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
Stochastic Processes and their Applications | 2020-06-09 | Paper |
Magnus-type integrator for non-autonomous SPDEs driven by multiplicative noise
Discrete and Continuous Dynamical Systems | 2020-06-03 | Paper |
| Strong convergence and stability of the semi-tamed and tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition | 2020-02-13 | Paper |
Strong convergence and stability of the semi-tamed and tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition
(available as arXiv preprint) | 2020-02-13 | Paper |
A note on exponential Rosenbrock-Euler method for the finite element discretization of a semilinear parabolic partial differential equation
Computers & Mathematics with Applications | 2020-02-05 | Paper |
| Strong convergence of the backward Euler approximation for the finite element discretization of semilinear parabolic SPDEs with non-global Lipschitz drift driven by additive noise | 2019-12-29 | Paper |
Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear non-autonomous SPDEs driven by multiplicative or additive noise
Applied Numerical Mathematics | 2019-11-27 | Paper |
Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise
Applied Mathematics and Computation | 2019-11-25 | Paper |
Strong Convergence of the Linear Implicit Euler Method for the Finite Element Discretization of Semilinear non-Autonomous SPDEs Driven by Multiplicative or Additive Noise
(available as arXiv preprint) | 2019-01-08 | Paper |
| Magnus-type integrator for the finite element discretization of semilinear parabolic non-autonomous SPDEs driven by additive noise | 2018-09-13 | Paper |
Magnus-type Integrator for the Finite Element Discretization of Semilinear Parabolic non-Autonomous SPDEs Driven by multiplicative noise
(available as arXiv preprint) | 2018-09-11 | Paper |
| Convergence analysis of the Magnus-Rosenbrock type method for the finite element discretization of semilinear non-autonomous parabolic PDEs with nonsmooth initial data | 2018-09-10 | Paper |
Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
Journal of Scientific Computing | 2018-04-12 | Paper |
Strong Convergence of a Stochastic Rosenbrock-type Scheme for the Finite Element Discretization of Semilinear SPDEs Driven by Multiplicative and Additive Noise
(available as arXiv preprint) | 2018-02-28 | Paper |
| Stability of the semi-tamed and tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition | 2015-10-20 | Paper |
| Stochastic Calculus with Jumps Processes : Theory and Numerical Techniques | 2015-10-05 | Paper |
Improved estimates for the sharp interface limit of the stochastic Cahn-Hilliard equation with space-time white noise
(available as arXiv preprint) | N/A | Paper |
Numerical approximation of the stochastic Cahn-Hilliard equation with space-time white noise near the sharp interface limit
(available as arXiv preprint) | N/A | Paper |
