G. Yu. Kulikov

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Person:227790

Available identifiers

zbMath Open kulikov.gennady-yurevichMaRDI QIDQ227790

List of research outcomes





PublicationDate of PublicationType
State estimation for nonlinear continuous-discrete stochastic systems. Numerical aspects and implementation issues2024-10-29Paper
Maximum-correntropy-based sequential method for fast neural population activity reconstruction in the cortex from incomplete abnormally-disturbed noisy measurements2024-09-12Paper
Euler-Maruyama-based data-driven state restoration and parameter adaptation in stochastic neural fields with finite signal transmission rate2024-07-23Paper
NIRK-based mixed-type accurate continuous-discrete Gaussian filters with deterministically sampled expectation and covariance for state estimation in continuous-time stochastic process models with discrete measurements2024-05-22Paper
Automatic step size and order control in implicit one-step extrapolation methods2024-03-14Paper
Universal MATLAB‐based square‐root solutions in the family of continuous‐discrete Gaussian filters for state estimation in nonlinear stochastic dynamic systems2023-12-16Paper
MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods2023-12-05Paper
Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter2023-11-19Paper
Overall hyperbolic-singular-value-decomposition-based square-root solutions in Kalman filters with deterministically sampled mean and covariance for state estimation in continuous-discrete nonlinear stochastic systems2022-07-22Paper
Square-root high-degree cubature Kalman filters for state estimation in nonlinear continuous-discrete stochastic systems2021-06-21Paper
Nested implicit Runge-Kutta pairs of Gauss and Lobatto types with local and global error controls for stiff ordinary differential equations2020-10-23Paper
Variable-stepsize doubly quasi-consistent singly diagonally implicit two-step peer pairs for solving stiff ordinary differential equations2020-04-27Paper
Doubly quasi-consistent fixed-stepsize numerical integration of stiff ordinary differential equations with implicit two-step peer methods2018-06-12Paper
New third- and fourth-order singly diagonally implicit two-step peer triples with local and global error controls for solving stiff ordinary differential equations2017-10-05Paper
Estimating the state in stiff continuous-time stochastic systems within extended Kalman filtering2016-11-18Paper
Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements2016-11-07Paper
Numerical methods for nonlinear filtering of signals and measurements2016-11-04Paper
Embedded symmetric nested implicit Runge-Kutta methods of Gauss and Lobatto types for solving stiff ordinary differential equations and Hamiltonian systems2015-09-29Paper
The accurate continuous-discrete extended Kalman filter for continuous-time stochastic systems2015-08-17Paper
A Singly Diagonally Implicit Two-Step Peer Triple with Global Error Control for Stiff Ordinary Differential Equations2015-07-20Paper
Efficient error control in numerical integration of ordinary differential equations and optimal interpolating variable-stepsize peer methods2015-01-26Paper
Analysis and numerical approximation of singular boundary value problems with the \(p\)-Laplacian in fluid mechanics2014-07-17Paper
Local and global error estimation and control within explicit two-step peer triples2014-07-17Paper
Adaptive ODE solvers in extended Kalman filtering algorithms2014-07-17Paper
On global error control in nested implicit Runge-Kutta methods of the gauss type2014-04-07Paper
Adaptive Nordsieck formulas with advanced global error control mechanisms2013-10-10Paper
Solving the order reduction phenomenon in variable step size quasi-consistent Nordsieck methods2013-07-03Paper
Cheap global error estimation in some Runge-Kutta pairs2013-02-27Paper
Variable-stepsize doubly quasi-consistent parallel explicit peer methods with global error control2012-09-26Paper
Global error control in adaptive Nordsieck methods2012-08-23Paper
Global error estimation and control in linearly-implicit parallel two-step peer W-methods2011-12-21Paper
Variable-Stepsize Interpolating Explicit Parallel Peer Methods with Inherent Global Error Control2011-05-17Paper
Automatic step size and order control in one-step collocation methods with higher derivatives2011-05-04Paper
Proportional extrapolation and symmetric one-step methods2011-03-09Paper
Global error control in implicit parallel peer methods2010-05-06Paper
Local theory of extrapolation methods2010-02-25Paper
Doubly quasi-consistent parallel explicit peer methods with built-in global error estimation2010-02-12Paper
Automatic step size and order control in explicit one-step extrapolation methods2009-11-24Paper
Automatic error control in the Gauss-type nested implicit Runge–Kutta formula of order 62009-05-06Paper
Adaptive nested implicit Runge-Kutta formulas of Gauss type2009-03-20Paper
On quasi-consistent integration by Nordsieck methods2009-03-02Paper
Local and global error estimation in Nordsieck methods2009-01-09Paper
Symmetric Runge-Kutta Methods with Higher Derivatives and Quadratic Extrapolation2008-12-09Paper
Asymptotic error estimate for general Newton-type methods and its application to differential equations2008-02-04Paper
Computational Science and Its Applications – ICCSA 20042007-07-19Paper
Computational Science and Its Applications – ICCSA 20042007-07-19Paper
On the stability of symmetric Runge-Kutta formulas2007-06-27Paper
On the use of Hotelling's iterations for solving differential-algebraic systems of index 12007-01-12Paper
One-leg variable-coefficient formulas for ordinary differential equations and local-global step size control2007-01-05Paper
Nordsieck methods on nonuniform grids: stability and order reduction phenomenon2006-08-16Paper
Global error estimation and extrapolated multistep methods for index 1 differential-algebraic systems2006-01-13Paper
Computational Science - ICCS 20042005-12-23Paper
Computational Science - ICCS 20042005-12-23Paper
Computational Science - ICCS 20042005-12-23Paper
Computational Science – ICCS 20052005-11-30Paper
https://portal.mardi4nfdi.de/entity/Q56920072005-09-27Paper
https://portal.mardi4nfdi.de/entity/Q53179992005-09-21Paper
One-leg Integration of Ordinary Differential Equations with Global Error Control2005-05-31Paper
https://portal.mardi4nfdi.de/entity/Q46709922005-04-23Paper
https://portal.mardi4nfdi.de/entity/Q46709872005-04-23Paper
One–step methods and implicit extrapolation technique for index 1 differential–algebraic systems2005-03-21Paper
https://portal.mardi4nfdi.de/entity/Q48296972004-11-30Paper
https://portal.mardi4nfdi.de/entity/Q48159302004-09-08Paper
https://portal.mardi4nfdi.de/entity/Q47377642004-08-11Paper
On multistep extrapolation methods for ordinary differential equations.2004-06-15Paper
https://portal.mardi4nfdi.de/entity/Q44624122004-05-18Paper
Implicit extrapolational methods for systems of differential-algebraic equations2004-03-21Paper
Symmetric Runge-Kutta methods and their stability2004-01-21Paper
https://portal.mardi4nfdi.de/entity/Q44347852003-11-26Paper
On using Newton-type iterative methods for solving systems of differential-algebraic equations of index 12003-07-01Paper
On pseudodiagonally optimal Runge-Kutta simple iteration methods for systems of differential-algebraic equations of index 12002-09-29Paper
A technique for controlling the global error in multistep methods2002-08-12Paper
On implicit extrapolation methods for ordinary differential equations2002-08-08Paper
https://portal.mardi4nfdi.de/entity/Q27793992002-04-15Paper
An advanced local-global stepsize control for multistep methods2001-10-04Paper
A method of error analysis for Runge-Kutta methods2001-09-25Paper
https://portal.mardi4nfdi.de/entity/Q44964902001-06-14Paper
https://portal.mardi4nfdi.de/entity/Q47188272000-07-20Paper
Numerical solution of the Cauchy problem for a system of differential-algebraic equations with the use of implicit Runge-Kutta methods with a nontrivial predictor2000-07-02Paper
Asymptotic error estimates for the method of simple iteration and for the modified and generalized Newton methods1999-10-10Paper
https://portal.mardi4nfdi.de/entity/Q42244431999-07-05Paper
https://portal.mardi4nfdi.de/entity/Q42213651999-06-07Paper
Numerical solution of the Cauchy problem for a system of differential-algebraic equations using implicit Runge-Kutta methods with a variable integration step1999-01-14Paper
A theory of symmetric one-step methods for differential-algebraic equations1998-10-27Paper
Convergence theorems for iterative Runge-Kutta methods with a constant integration step1998-10-04Paper
The practical implementation and efficiency of numerical methods for solving Cauchy's problem with an algebraic relation1996-03-13Paper
On the numerical solution of an autonomous Cauchy problem algebraically related to phase variables (nondegenerate case)1995-09-25Paper
The numerical solution of the autonomous Cauchy problem with algebraic constraints on the phase variables1994-07-06Paper
On a method for numerical solution of the autonomous Cauchy problem with an algebraic constraint on the state variables1992-09-27Paper
On a numerical solution method for an autonomous Cauchy problem with algebraic restriction on the phase variables1992-01-01Paper
On derivative-free extended Kalman filtering and its Matlab-oriented square-root implementations for state estimation in continuous-discrete nonlinear stochastic systemsN/APaper
Pattern Recognition Facilities of Extended Kalman Filtering in Stochastic Neural FieldsN/APaper
SVD-based factored-form Cubature Kalman Filtering for continuous-time stochastic systems with discrete measurementsN/APaper
Evolving efficiency of the BRICS marketsN/APaper

Research outcomes over time

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