| Publication | Date of Publication | Type |
|---|
| Jacobian-free explicit multiderivative general linear methods for hyperbolic conservation laws | 2024-12-16 | Paper |
| Strong backward error analysis of symplectic integrators for stochastic Hamiltonian systems | 2024-04-18 | Paper |
| A Magnus-based integrator for Brownian parametric semi-linear oscillators | 2024-04-18 | Paper |
| Random periodic solutions of SDEs: existence, uniqueness and numerical issues | 2024-01-05 | Paper |
| Numerical Approximation of Ordinary Differential Problems | 2023-08-22 | Paper |
| Variable stepsize multivalue collocation methods | 2023-07-11 | Paper |
| A long term analysis of stochastic theta methods for mean reverting linear process with jumps | 2023-06-20 | Paper |
| How do Monte Carlo estimates affect stochastic geometric numerical integration? | 2023-06-20 | Paper |
| Numerical conservation issues for the stochastic Korteweg-de Vries equation | 2023-06-19 | Paper |
| Analysis of non-linear approximated value equation under multiple risk factors and stochastic intensities | 2023-06-05 | Paper |
| Long-Term Analysis of Stochastic Hamiltonian Systems Under Time Discretizations | 2023-04-11 | Paper |
| Parameter estimation in IMEX-trigonometrically fitted methods for the numerical solution of reaction-diffusion problems | 2022-11-28 | Paper |
| Destabilising nonnormal stochastic differential equations | 2022-11-23 | Paper |
| Book review of: J. C. Butcher, B-series. Algebraic analysis of numerical methods | 2022-09-27 | Paper |
| Numerical preservation issues in stochastic dynamical systems by \(\vartheta\)-methods | 2022-05-10 | Paper |
| Multivalue mixed collocation methods | 2021-11-11 | Paper |
| Two-step Runge-Kutta methods for stochastic differential equations | 2021-11-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4958504 | 2021-09-13 | Paper |
| Exponential mean-square stability properties of stochastic linear multistep methods | 2021-08-11 | Paper |
| Filon quadrature for stochastic oscillators driven by time-varying forces | 2021-08-05 | Paper |
| Mean-square contractivity of stochastic \(\vartheta\)-methods | 2021-03-10 | Paper |
| A general framework for the numerical solution of second order odes | 2021-02-19 | Paper |
| On the numerical structure preservation of nonlinear damped stochastic oscillators | 2021-02-08 | Paper |
| Multivalue collocation methods free from order reduction | 2021-02-03 | Paper |
| On the numerical solution of stochastic oscillators driven by time-varying and random forces | 2021-01-09 | Paper |
| Nonlinear stability issues for stochastic Runge-Kutta methods | 2020-12-02 | Paper |
| Improved \(\vartheta\)-methods for stochastic Volterra integral equations | 2020-11-17 | Paper |
| Jacobian-dependent vs Jacobian-free discretizations for nonlinear differential problems | 2020-06-23 | Paper |
| A-stability preserving perturbation of Runge-Kutta methods for stochastic differential equations | 2020-06-02 | Paper |
| Collocation methods for Volterra integral and integro-differential equations: a review | 2020-03-20 | Paper |
| Stability issues for selected stochastic evolutionary problems: a review | 2020-03-20 | Paper |
| Long-term analysis of stochastic \(\theta\)-methods for damped stochastic oscillators | 2020-02-24 | Paper |
| Nearly conservative multivalue methods with extended bounded parasitism | 2020-02-24 | Paper |
| Adapted explicit two-step peer methods | 2019-08-07 | Paper |
| Drift-preserving numerical integrators for stochastic Hamiltonian systems | 2019-07-20 | Paper |
| A spectral method for stochastic fractional differential equations | 2019-05-09 | Paper |
| On the stability of \(\vartheta\)-methods for stochastic Volterra integral equations | 2018-09-05 | Paper |
| Numerical preservation of long-term dynamics by stochastic two-step methods | 2018-09-05 | Paper |
| Adapted numerical methods for advection-reaction-diffusion problems generating periodic wavefronts | 2018-06-19 | Paper |
| Exponentially fitted IMEX methods for advection-diffusion problems | 2017-10-05 | Paper |
| Numerical solution of time fractional diffusion systems | 2017-08-30 | Paper |
| Partitioned general linear methods for separable Hamiltonian problems | 2017-05-29 | Paper |
| High order exponentially fitted methods for Volterra integral equations with periodic solution | 2017-02-09 | Paper |
| A symmetric nearly preserving general linear method for Hamiltonian problems | 2016-03-22 | Paper |
| GPU-acceleration of waveform relaxation methods for large differential systems | 2016-02-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3456383 | 2015-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3456389 | 2015-12-14 | Paper |
| Numerical solution of reaction-diffusion systems of \(\lambda\)-\(\omega\) type by trigonometrically fitted methods | 2015-11-13 | Paper |
| General Nyström methods in Nordsieck form: error analysis | 2015-09-09 | Paper |
| Multi-value Numerical Methods for Hamiltonian Systems | 2015-07-28 | Paper |
| Revised exponentially fitted Runge-Kutta-Nyström methods | 2015-05-19 | Paper |
| Long-term stability of multi-value methods for ordinary differential equations | 2014-11-25 | Paper |
| Numerical integration of Hamiltonian problems by G-symplectic methods | 2014-09-29 | Paper |
| Exponentially fitted singly diagonally implicit Runge-Kutta methods | 2014-07-17 | Paper |
| \(P\)-stable general Nyström methods for \(y=f(y(t))\) | 2014-07-17 | Paper |
| Order conditions for general linear Nyström methods | 2014-06-13 | Paper |
| Natural Volterra Runge-Kutta methods | 2014-06-13 | Paper |
| G-symplecticity implies conjugate-symplecticity of the underlying one-step method | 2014-02-03 | Paper |
| IMPLEMENTATION OF EXPLICIT NORDSIECK METHODS WITH INHERENT QUADRATIC STABILITY | 2013-06-21 | Paper |
| Numerical search for algebraically stable two-step almost collocation methods | 2013-01-14 | Paper |
| General linear methods for \(y^{\prime\prime} = f(y(t))\) | 2012-12-21 | Paper |
| Perturbed MEBDF methods | 2012-09-30 | Paper |
| Search for highly stable two-step Runge-Kutta methods | 2012-09-26 | Paper |
| Two-step diagonally-implicit collocation based methods for Volterra integral equations | 2012-09-26 | Paper |
| Two-step modified collocation methods with structured coefficient matrices | 2012-09-26 | Paper |
| Exponentially fitted two-step Runge-Kutta methods: construction and parameter selection | 2012-07-13 | Paper |
| A practical approach for the derivation of algebraically stable two-step Runge-Kutta methods | 2012-06-18 | Paper |
| Parameter estimation in exponentially fitted hybrid methods for second order differential problems | 2012-05-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3111385 | 2012-01-18 | Paper |
| Exponentially fitted two-step hybrid methods for \(y^{\prime\prime} = f(x,y)\) | 2011-07-22 | Paper |
| Construction and implementation of highly stable two-step continuous methods for stiff differential systems | 2011-07-20 | Paper |
| Construction of the ef-based Runge-Kutta methods revisited | 2011-05-31 | Paper |
| Advances on Collocation Based Numerical Methods for Ordinary Differential Equations and Volterra Integral Equations | 2011-05-20 | Paper |
| Trigonometrically fitted two-step hybrid methods for special second order ordinary differential equations | 2011-03-22 | Paper |
| Two-step Runge-Kutta methods with quadratic stability functions | 2011-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3162220 | 2010-10-19 | Paper |
| Continuous two-step Runge-Kutta methods for ordinary differential equations | 2010-05-26 | Paper |
| Two-step almost collocation methods for ordinary differential equations | 2010-02-25 | Paper |
| Two-step hybrid collocation methods for \(y^{\prime\prime} = f(x,y)\) | 2010-01-29 | Paper |
| Highly Stable General Linear Methods for Differential Systems | 2010-01-22 | Paper |
| Runge-Kutta-Nyström Stability for a Class of General Linear Methods for yʺ = f(x,y) | 2010-01-22 | Paper |
| A General Family of Two Step Collocation Methods for Ordinary Differential Equations | 2009-01-22 | Paper |
| Collocation–Based Two Step Runge–Kutta Methods for Ordinary Differential Equations | 2008-07-18 | Paper |
