Evelyn Buckwar

Available identifiers

zbMath Open buckwar.evelynWikidataQ15429974 ScholiaQ15429974MaRDI QIDQ356149

List of research outcomes

Publication	Date of Publication	Type
A stochastic hierarchical model for low grade glioma evolution	2023-05-22	Paper
A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model	2022-05-30	Paper
Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion	2022-02-11	Paper
Exponential mean-square stability properties of stochastic linear multistep methods	2021-08-11	Paper
Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs	2020-02-26	Paper
A stochastic version of the jansen and rit neural mass model: analysis and numerics	2018-07-24	Paper
Sufficient conditions for polynomial asymptotic behaviour of the stochastic pantograph equation	2017-11-10	Paper
An importance sampling technique in Monte Carlo methods for SDEs with a.s. stable and mean-square unstable equilibrium	2017-10-05	Paper
Weak stochastic Runge-Kutta Munthe-Kaas methods for finite spin ensembles	2017-06-22	Paper
On Two-step Schemes for SDEs with Small Noise	2017-01-24	Paper
Splitting Integrators for the Stochastic Landau--Lifshitz Equation	2016-06-30	Paper
Numerical Solution of the Neural Field Equation in the Two-Dimensional Case	2015-12-18	Paper
Numerical Simulations in Two-Dimensional Neural Fields	2015-11-02	Paper
Asymptotic and Transient Mean-Square Properties of Stochastic Systems Arising in Ecology, Fluid Dynamics, and System Control	2014-07-31	Paper
Laws of large numbers and Langevin approximations for stochastic neural field equations	2014-07-14	Paper
Corrigendum: On the use of a discrete form of the Itô formula in the article ‘Almost sure asymptotic stability analysis of the -Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations’	2014-07-11	Paper
Almost sure asymptotic stability analysis of the θ-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations	2014-07-11	Paper
A note on the analysis of asymptotic mean-square stability properties for systems of linear stochastic delay differential equations	2013-11-12	Paper
Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations	2013-09-24	Paper
Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations	2013-07-25	Paper
A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems	2012-05-14	Paper
An exact stochastic hybrid model of excitable membranes including spatio-temporal evolution	2012-02-24	Paper
Runge-Kutta methods for jump-diffusion differential equations	2011-12-21	Paper
THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE	2011-10-11	Paper
Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations	2011-09-15	Paper
Stochastic Runge–Kutta Methods for Itô SODEs with Small Noise	2011-05-17	Paper
A constructive comparison technique for determining the asymptotic behaviour of linear functional differential equations with unbounded delay	2011-04-06	Paper
A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods	2011-03-25	Paper
Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations	2011-02-28	Paper
NOISE-SENSITIVITY IN MACHINE TOOL VIBRATIONS	2010-08-06	Paper
Multi-Step Maruyama Methods for Stochastic Delay Differential Equations	2007-10-24	Paper
Improved linear multi-step methods for stochastic ordinary differential equations	2007-06-14	Paper
Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations	2006-09-12	Paper
Multistep methods for SDEs and their application to problems with small noise	2006-06-02	Paper
One-step approximations for stochastic functional differential equations	2006-05-18	Paper
https://portal.mardi4nfdi.de/entity/Q3369828	2006-02-06	Paper
Existence and uniqueness of solutions of Abel integral equations with power-law non-linearities	2005-11-22	Paper
ON HALANAY-TYPE ANALYSIS OF EXPONENTIAL STABILITY FOR THE θ-MARUYAMA METHOD FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS	2005-09-30	Paper
Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations	2005-09-22	Paper
Weak approximation of stochastic differential delay equations	2005-03-21	Paper
The ⊝-Maruyama scheme for stochastic functional differential equations with distributed memory term *	2005-03-10	Paper
Introduction to the numerical analysis of stochastic delay differential equations	2001-11-01	Paper
Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations	2001-05-09	Paper
https://portal.mardi4nfdi.de/entity/Q4524666	2001-03-20	Paper
Continuous \(\Theta\)-methods for the stochastic pantograph equation	2001-02-19	Paper
https://portal.mardi4nfdi.de/entity/Q4499802	2000-09-04	Paper
Invariance of a partial differential equation of fractional order under the Lie group of scaling transformations	1999-03-30	Paper
https://portal.mardi4nfdi.de/entity/Q4375192	1998-01-28	Paper

Research outcomes over time

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This page was built for person: Evelyn Buckwar