| Publication | Date of Publication | Type |
|---|
An energy-based deep splitting method for the nonlinear filtering problem
SN Partial Differential Equations and Applications | 2023-06-27 | Paper |
A posteriori error analysis for the Cahn-Hilliard equation
| 2023-06-13 | Paper |
Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations
BIT | 2022-08-09 | Paper |
A greedy algorithm for optimal heating in powder-bed-based additive manufacturing
Journal of Mathematics in Industry | 2022-05-11 | Paper |
Analytical solution for heat conduction due to a moving Gaussian heat flux with piecewise constant parameters
Applied Mathematical Modelling | 2020-03-27 | Paper |
Mittag--Leffler Euler Integrator for a Stochastic Fractional Order Equation with Additive Noise
SIAM Journal on Numerical Analysis | 2020-01-21 | Paper |
On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients
Foundations of Computational Mathematics | 2019-11-22 | Paper |
On nonnegativity preservation in finite element methods for the heat equation with non-Dirichlet boundary conditions
Contemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan | 2019-01-22 | Paper |
A weak space-time formulation for the linear stochastic heat equation
International Journal of Applied and Computational Mathematics | 2018-10-08 | Paper |
Discontinuous Galerkin method for an integro-differential equation modeling dynamic fractional order viscoelasticity
Computer Methods in Applied Mechanics and Engineering | 2018-08-30 | Paper |
On the discretisation in time of the stochastic Allen-Cahn equation
Mathematische Nachrichten | 2018-05-09 | Paper |
Strong convergence of a fully discrete finite element approximation of the stochastic Cahn-Hilliard equation
SIAM Journal on Numerical Analysis | 2018-04-23 | Paper |
On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients
| 2017-09-04 | Paper |
Covariance structure of parabolic stochastic partial differential equations with multiplicative Lévy noise
Journal of Differential Equations | 2017-08-29 | Paper |
Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE
Stochastic and Partial Differential Equations. Analysis and Computations | 2017-02-03 | Paper |
Numerical solution of parabolic problems based on a weak space-time formulation
Computational Methods in Applied Mathematics | 2017-01-03 | Paper |
Quasi-optimality of Petrov-Galerkin discretizations of parabolic problems with random coefficients
| 2016-04-22 | Paper |
Discrete Variational Derivative Methods for the EPDiff equation
| 2016-04-21 | Paper |
Full discretization of semilinear stochastic wave equations driven by multiplicative noise
SIAM Journal on Numerical Analysis | 2016-04-13 | Paper |
Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
Mathematics of Computation | 2016-03-09 | Paper |
Weak error analysis for semilinear stochastic Volterra equations with additive noise
Journal of Mathematical Analysis and Applications | 2016-02-29 | Paper |
On the backward Euler approximation of the stochastic Allen-Cahn equation
Journal of Applied Probability | 2015-10-02 | Paper |
An error estimate for symplectic Euler approximation of optimal control problems
SIAM Journal on Scientific Computing | 2015-06-09 | Paper |
Erratum: Finite Element Approximation of the Cahn--Hilliard--Cook Equation
SIAM Journal on Numerical Analysis | 2015-02-19 | Paper |
Covariance structure of parabolic stochastic partial differential equations
Stochastic and Partial Differential Equations. Analysis and Computations | 2015-01-23 | Paper |
Compressive Space-Time Galerkin Discretizations of Parabolic Partial Differential Equations
| 2015-01-19 | Paper |
On wavelet-Galerkin methods for semilinear parabolic equations with additive noise
Springer Proceedings in Mathematics & Statistics | 2014-10-31 | Paper |
Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems
Stochastic Processes and their Applications | 2014-04-28 | Paper |
Optimal closing of a pair trade with a model containing jumps.
Applications of Mathematics | 2013-10-30 | Paper |
Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise. II: Fully discrete schemes
BIT | 2013-06-26 | Paper |
Local pointwise a posteriori gradient error bounds for the Stokes equations
Mathematics of Computation | 2013-03-20 | Paper |
Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise
Electronic Journal of Probability | 2012-10-23 | Paper |
Introduction to stochastic partial differential equations
| 2012-08-17 | Paper |
Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise
BIT | 2012-03-23 | Paper |
Finite element approximation of the Cahn-Hilliard-Cook equation
SIAM Journal on Numerical Analysis | 2012-02-22 | Paper |
Space-time discretization of an integro-differential equation modeling quasi-static fractional-order viscoelasticity
Journal of Vibration and Control | 2012-01-17 | Paper |
Finite-element approximation of the linearized Cahn-Hilliard-Cook equation
IMA Journal of Numerical Analysis | 2011-11-08 | Paper |
Spatial approximation of stochastic convolutions
Journal of Computational and Applied Mathematics | 2011-05-17 | Paper |
Finite element approximation of the linear stochastic wave equation with additive noise
SIAM Journal on Numerical Analysis | 2011-03-15 | Paper |
The continuous Galerkin method for an integro-differential equation modeling dynamic fractional order viscoelasticity
IMA Journal of Numerical Analysis | 2010-11-19 | Paper |
The dual weighted residuals approach to optimal control of ordinary differential equations
BIT | 2010-10-13 | Paper |
Semilinear parabolic partial differential equations: theory, approximation, and application
| 2010-03-10 | Paper |
Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise
Numerical Algorithms | 2010-02-25 | Paper |
Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise
BIT | 2009-07-24 | Paper |
scientific article; zbMATH DE number 5366820 (Why is no real title available?)
| 2008-11-17 | Paper |
Large-Scale Scientific Computing
Lecture Notes in Computer Science | 2006-11-21 | Paper |
Linearly implicit finite element methods for the time-dependent Joule heating problem
BIT | 2006-01-13 | Paper |
Adaptive discretization of fractional order viscoelasticity using sparse time history
Computer Methods in Applied Mechanics and Engineering | 2005-11-07 | Paper |
Partielle Differentialgleichungen und numerische Methoden
| 2005-04-07 | Paper |
Adaptive discretization of an integro-differential equation with a weakly singular convolution kernel.
Computer Methods in Applied Mechanics and Engineering | 2004-01-23 | Paper |
scientific article; zbMATH DE number 1953463 (Why is no real title available?)
| 2003-07-27 | Paper |
Pointwise a posteriori error analysis for an adaptive penalty finite element method for the obstacle problem
Computational Methods in Applied Mathematics | 2001-08-01 | Paper |
scientific article; zbMATH DE number 1405380 (Why is no real title available?)
| 2000-06-05 | Paper |
scientific article; zbMATH DE number 1229904 (Why is no real title available?)
| 1999-06-07 | Paper |
Backward Euler type methods for parabolic integro-differential equations in Banach space
ESAIM: Mathematical Modelling and Numerical Analysis | 1999-01-03 | Paper |
A shadowing result with applications to finite element approximation of reaction-diffusion equations
Mathematics of Computation | 1998-12-03 | Paper |
Adaptive Finite Element Methods for Parabolic Problems VI: Analytic Semigroups
SIAM Journal on Numerical Analysis | 1998-09-21 | Paper |
Numerical solution of parabolic integro-differential equations by the discontinuous Galerkin method
Mathematics of Computation | 1997-12-16 | Paper |
A Finite Element Model for the Time-Dependent Joule Heating Problem
| 1996-06-18 | Paper |
Resolvent Estimates for Elliptic Finite Element Operators in One Dimension
| 1995-02-09 | Paper |
The Behavior of Finite Element Solutions of Semilinear Parabolic Problems Near Stationary Points
SIAM Journal on Numerical Analysis | 1994-09-26 | Paper |
The stability of rational approximations of analytic semigroups
BIT | 1994-03-10 | Paper |
Shadows, chaos, and saddles
Applied Numerical Mathematics | 1993-12-20 | Paper |
The discontinuous Galerkin method for semilinear parabolic problems
ESAIM: Mathematical Modelling and Numerical Analysis | 1993-05-16 | Paper |
THE DISCRETE ORDINATES METHOD FOR THE NEUTRON TRANSPORT EQUATION IN AN INFINITE CYLINDRICAL DOMAIN
M\(^3\)AS. Mathematical Models \& Methods in Applied Sciences | 1993-02-18 | Paper |
Error Estimates with Smooth and Nonsmooth Data for a Finite Element Method for the Cahn-Hilliard Equation
| 1993-02-10 | Paper |
Finite-Element Methods for a Strongly Damped Wave Equation
IMA Journal of Numerical Analysis | 1991-01-01 | Paper |
The Long-Time Behavior of Finite-Element Approximations of Solutions to Semilinear Parabolic Problems
SIAM Journal on Numerical Analysis | 1989-01-01 | Paper |
Error Estimates of Optimal Order for Finite Element Methods with Interpolated Coefficients for the Nonlinear Heat Equation
IMA Journal of Numerical Analysis | 1989-01-01 | Paper |
Interpolation of coefficients and transformation of the dependent variable in finite element methods for the non-linear heat equation
Mathematical Methods in the Applied Sciences | 1989-01-01 | Paper |
Error Estimates for Spatially Discrete Approximations of Semilinear Parabolic Equations with Nonsmooth Initial Data
| 1987-01-01 | Paper |
