| Publication | Date of Publication | Type |
|---|
The algebraic structure of the non-commutative nonlinear Schrödinger and modified Korteweg-de Vries hierarchy
Physica D | 2023-11-17 | Paper |
| Coagulation, non-associative algebras and binary trees | 2023-06-29 | Paper |
Applications of Grassmannian flows to coagulation equations
Physica D | 2023-06-13 | Paper |
Integrability of local and non-local non-commutative fourth-order quintic non-linear Schrödinger equations
IMA Journal of Applied Mathematics | 2022-05-25 | Paper |
The non-commutative Korteweg-de Vries hierarchy and combinatorial Pöppe algebra
Physica D | 2022-05-20 | Paper |
Grassmannian flows and applications to non-commutative non-local and local integrable systems
Physica D | 2022-03-16 | Paper |
| Introductory incompressible fluid mechanics | 2021-10-11 | Paper |
Time evolution in quantum systems and stochastics
Quantum Theory and Symmetries | 2021-08-27 | Paper |
Series Expansions and Direct Inversion for the Heston Model
SIAM Journal on Financial Mathematics | 2021-05-17 | Paper |
Stochastic analysis \& discrete quantum systems
Nuclear Physics B | 2020-02-13 | Paper |
Algebraic structures and stochastic differential equations driven by Lévy processes
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2019-11-19 | Paper |
| Applications of Grassmannian flows to integrable systems | 2019-05-13 | Paper |
Grassmannian flows and applications to nonlinear partial differential equations
(available as arXiv preprint) | 2019-03-22 | Paper |
Partial differential systems with non-local nonlinearities: generation and solutions
Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2018-12-04 | Paper |
The exponential Lie series for continuous semimartingales
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2017-09-29 | Paper |
Evans function and Fredholm determinants
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2017-09-29 | Paper |
Algebraic structure of stochastic expansions and efficient simulation
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2017-09-29 | Paper |
Lévy processes and quasi-shuffle algebras
Stochastics | 2016-06-10 | Paper |
Flows and stochastic Taylor series in Itô calculus
Journal of Physics A: Mathematical and Theoretical | 2016-01-15 | Paper |
Computing the Maslov index for large systems
Proceedings of the American Mathematical Society | 2015-03-19 | Paper |
Efficient almost-exact Lévy area sampling
Statistics & Probability Letters | 2014-06-11 | Paper |
Chi-square simulation of the CIR process and the Heston model
International Journal of Theoretical and Applied Finance | 2013-07-24 | Paper |
Stochastic expansions and Hopf algebras
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2010-10-02 | Paper |
Grassmannian spectral shooting
Mathematics of Computation | 2010-08-30 | Paper |
| An introduction to SDE simulation | 2010-04-05 | Paper |
Efficient strong integrators for linear stochastic systems
SIAM Journal on Numerical Analysis | 2010-01-06 | Paper |
Computing Stability of Multidimensional Traveling Waves
SIAM Journal on Applied Dynamical Systems | 2009-04-30 | Paper |
Stochastic Lie Group Integrators
SIAM Journal on Scientific Computing | 2009-03-27 | Paper |
Evaluating the Evans function: Order reduction in numerical methods
Mathematics of Computation | 2007-11-30 | Paper |
Numerical evaluation of the Evans function by Magnus integration
BIT | 2005-11-10 | Paper |
Collapse of a class of three-dimensional Euler vortices
Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences | 2003-08-28 | Paper |
A new model for shallow water in the low-Rossby-number limit
Journal of Fluid Mechanics | 2002-03-13 | Paper |
Accelerating fronts in autocatalysis
Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences | 2001-10-28 | Paper |
Unsteady fronts in an autocatalytic system
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 2000-09-24 | Paper |
Global solutions to a reactive Boussinesq system with front data on an infinite domain
Communications in Mathematical Physics | 1998-10-21 | Paper |
| scientific article; zbMATH DE number 1064746 (Why is no real title available?) | 1998-02-19 | Paper |
Length scales in solutions of the Navier-Stokes equations
Nonlinearity | 1994-02-24 | Paper |
Lattice methods and the pressure field for solutions of the Navier-Stokes equations
Nonlinearity | 1993-05-16 | Paper |
