Tony Shardlow

Available identifiers

zbMath Open shardlow.tonyMaRDI QIDQ329027

List of research outcomes

Publication	Date of Publication	Type
The regularised inertial Dean–Kawasaki equation: discontinuous Galerkin approximation and modelling for low-density regime	2024-01-12	Paper
Deep Surrogate Accelerated Delayed-Acceptance Hamiltonian Monte Carlo for Bayesian Inference of Spatio-Temporal Heat Fluxes in Rotating Disc Systems	2023-11-30	Paper
Mathematical modelling of adjuvant-enhanced active ingredient leaf uptake of pesticides	2022-10-20	Paper
Well-posedness for a regularised inertial Dean-Kawasaki model for slender particles in several space dimensions	2021-04-01	Paper
From weakly interacting particles to a regularised Dean–Kawasaki model	2020-01-13	Paper
A deep surrogate approach to efficient Bayesian inversion in PDE and integral equation models	2019-10-03	Paper
A Walk Outside Spheres for the fractional Laplacian: Fields and first eigenvalue	2019-08-01	Paper
A Regularized Dean--Kawasaki Model: Derivation and Analysis	2019-04-18	Paper
Unbiased ‘walk-on-spheres’ Monte Carlo methods for the fractional Laplacian	2018-11-23	Paper
Langevin Equations for Landmark Image Registration with Uncertainty	2018-10-17	Paper
Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling	2018-02-22	Paper
Gauss-Quadrature Method for One-Dimensional Mean-Field SDEs	2017-12-06	Paper
Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation	2017-09-29	Paper
https://portal.mardi4nfdi.de/entity/Q3178778	2016-12-20	Paper
On the pathwise approximation of stochastic differential equations	2016-10-21	Paper
An Introduction to Computational Stochastic PDEs	2014-10-22	Paper
Improved Simulation Techniques for First Exit Time of Neural Diffusion Models	2014-08-18	Paper
Interaction of waves in a one dimensional stochastic PDE model of excitable media	2013-11-12	Paper
The Milstein Scheme for Stochastic Delay Differential Equations Without Using Anticipative Calculus	2012-04-18	Paper
Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations	2011-09-15	Paper
The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds	2010-11-30	Paper
Analysis of the geodesic interpolating spline	2008-10-13	Paper
Postprocessing for Stochastic Parabolic Partial Differential Equations	2008-04-22	Paper
SDELab: A package for solving stochastic differential equations in MATLAB	2007-06-14	Paper
Modified equations for stochastic differential equations	2006-06-14	Paper
GEOMETRIC ERGODICITY FOR DISSIPATIVE PARTICLE DYNAMICS	2006-05-03	Paper
Weak approximation of stochastic differential delay equations	2005-03-21	Paper
Nucleation of Waves in Excitable Media by Noise	2005-03-01	Paper
Numerical simulation of stochastic PDEs for excitable media	2005-02-23	Paper
Splitting for Dissipative Particle Dynamics	2004-01-20	Paper
Weak convergence of a numerical method for a stochastic heat equation	2003-08-06	Paper
https://portal.mardi4nfdi.de/entity/Q3149643	2002-09-26	Paper
A Perturbation Theory for Ergodic Markov Chains and Application to Numerical Approximations	2000-10-19	Paper
https://portal.mardi4nfdi.de/entity/Q4492808	2000-09-21	Paper
Geometric ergodicity for stochastic pdes	2000-04-04	Paper
Numerical methods for stochastic parabolic PDEs	1999-08-23	Paper
Inertial manifolds and linear multi-step methods	1998-06-02	Paper
Periodic orbits and unstable manifolds for ordinary differential equations	1998-03-12	Paper
The Multiplicity of Bifurcations for Area-Preserving Maps	1995-11-30	Paper

Research outcomes over time

Doctoral students

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