| Publication | Date of Publication | Type |
|---|
Strong convergence of a class of adaptive numerical methods for SDEs with jumps
(available as arXiv preprint) | N/A | Paper |
Numerical approximation of SDEs driven by fractional Brownian motion for all H\in(0,1) using WIS integration
(available as arXiv preprint) | N/A | Paper |
Preserving invariant domains and strong approximation of stochastic differential equations
Applied Numerical Mathematics | 2026-03-14 | Paper |
Strong convergence of a splitting method for the stochastic complex Ginzburg-Landau equation
Journal of Scientific Computing | 2026-01-19 | Paper |
The heat modulated infinite dimensional Heston model and its numerical approximation
Stochastics | 2026-01-16 | Paper |
| An introduction to stochastic modeling (to appear) | 2025-07-28 | Paper |
Strong convergence of a class of adaptive numerical methods for SDEs with jumps
Mathematics and Computers in Simulation | 2025-04-25 | Paper |
Piecewise linear interpolation of noise in finite element approximations of parabolic SPDEs
SIAM Journal on Numerical Analysis | 2025-03-11 | Paper |
Neural Field Equations with random data
(available as arXiv preprint) | 2025-01-01 | Paper |
Stochastic collocation schemes for Neural Field Equations with random data
(available as arXiv preprint) | 2025-01-01 | Paper |
Weak convergence of tamed exponential integrators for stochastic differential equations
BIT | 2024-08-14 | Paper |
Convergence of a exponential tamed method for a general interest rate model
Applied Mathematics and Computation | 2024-04-18 | Paper |
Strong Convergence of a Splitting Method for the Stochastic Complex Ginzburg-Landau Equation
(available as arXiv preprint) | 2024-01-01 | Paper |
An adaptive splitting method for the Cox-Ingersoll-Ross process
Applied Numerical Mathematics | 2023-06-20 | Paper |
Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients
BIT | 2023-06-05 | Paper |
| Weak Convergence Of Tamed Exponential Integrators for Stochastic Differential Equations | 2023-04-19 | Paper |
| Piecewise linear interpolation of noise in finite element approximations of parabolic SPDEs | 2022-10-20 | Paper |
| The heat modulated infinite dimensional Heston model and its numerical approximation | 2022-06-21 | Paper |
The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model
Journal of Computational and Applied Mathematics | 2022-04-05 | Paper |
Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients
Numerical Algorithms | 2022-01-13 | Paper |
Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation
Journal of Computational and Applied Mathematics | 2021-09-01 | Paper |
Strong convergence of a Verlet integrator for the semilinear stochastic wave equation
SIAM Journal on Numerical Analysis | 2021-07-19 | Paper |
A new class of exponential integrators for SDEs with multiplicative noise
IMA Journal of Numerical Analysis | 2021-03-16 | Paper |
Reversible and non-reversible Markov chain Monte Carlo algorithms for reservoir simulation problems
Computational Geosciences | 2020-08-18 | Paper |
Applying kriging proxies for Markov chain Monte Carlo in reservoir simulation
Computational Geosciences | 2020-08-18 | Paper |
Selection of quasi-stationary states in the stochastically forced Navier-Stokes equation on the torus
Journal of Nonlinear Science | 2020-06-21 | Paper |
A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise
Applied Mathematics and Computation | 2019-11-12 | Paper |
| Local time stepping methods and discontinuous Galerkin methods applied to diffusion advection reaction equations | 2019-05-27 | Paper |
Local time stepping methods and discontinuous Galerkin methods applied to diffusion advection reaction equations
(available as arXiv preprint) | 2019-01-01 | Paper |
| Adaptive time-stepping for Stochastic Partial Differential Equations with non-Lipschitz drift | 2018-12-21 | Paper |
Stochastic exponential integrators for a finite element discretisation of SPDEs with additive noise
Applied Numerical Mathematics | 2018-12-19 | Paper |
Adaptive time-stepping strategies for nonlinear stochastic systems
IMA Journal of Numerical Analysis | 2018-11-23 | Paper |
Adaptive time-stepping for Stochastic Partial Differential Equations with non-Lipschitz drift
(available as arXiv preprint) | 2018-01-01 | Paper |
Basis properties of the p,q-sine functions
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2017-09-29 | Paper |
| A positivity preserving convergent event based asynchronous PDE solver | 2016-10-21 | Paper |
A positivity preserving convergent event based asynchronous PDE solver
(available as arXiv preprint) | 2016-01-01 | Paper |
An introduction to computational stochastic PDEs
Cambridge Texts in Applied Mathematics | 2014-10-22 | Paper |
Effects of noise on models of spiny dendrites
Journal of Computational Neuroscience | 2013-12-02 | Paper |
Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise
IMA Journal of Numerical Analysis | 2013-05-16 | Paper |
Numerical approximation of multiplicative SPDEs
International Journal of Computer Mathematics | 2013-01-18 | Paper |
Exponential time integrators for stochastic partial differential equations in 3D reservoir simulation
Computational Geosciences | 2012-12-17 | Paper |
Computing stochastic traveling waves
SIAM Journal on Scientific Computing | 2012-05-07 | Paper |
Approximation properties of the q-sine bases
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2011-08-16 | Paper |
Finite to infinite steady state solutions, bifurcations of an integro-differential equation
Discrete and Continuous Dynamical Systems. Series B | 2011-07-27 | Paper |
The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds
Journal of Computational and Applied Mathematics | 2010-11-30 | Paper |
| Stochastic Exponential Integrators for a Finite Element Discretization of SPDEs | 2010-05-28 | Paper |
An exponential integrator for advection-dominated reactive transport in heterogeneous porous media
Journal of Computational Physics | 2010-05-07 | Paper |
Efficient strong integrators for linear stochastic systems
SIAM Journal on Numerical Analysis | 2010-01-06 | Paper |
Stochastic Exponential Integrators for a Finite Element Discretization of SPDEs
(available as arXiv preprint) | 2010-01-01 | Paper |
Numerical Variational Methods Applied to Cylinder Buckling
SIAM Journal on Scientific Computing | 2009-05-28 | Paper |
Postprocessing for Stochastic Parabolic Partial Differential Equations
SIAM Journal on Numerical Analysis | 2008-04-22 | Paper |
Bifurcations in the regularized Ericksen bar model
Journal of Elasticity | 2008-04-03 | Paper |
Bifurcations in the regularized Ericksen bar model
Journal of Elasticity | 2008-04-03 | Paper |
Nonlinear dynamics and pattern bifurcations in a model for vegetation stripes in semi-arid environments
Theoretical Population Biology | 2007-06-13 | Paper |
Cylinder Buckling: The Mountain Pass as an Organizing Center
SIAM Journal on Applied Mathematics | 2007-03-20 | Paper |
Cylinder Buckling: The Mountain Pass as an Organizing Center
SIAM Journal on Applied Mathematics | 2007-03-20 | Paper |
A numerical scheme for stochastic PDEs with Gevrey regularity
IMA Journal of Numerical Analysis | 2005-02-28 | Paper |
Numerical computation of \(\varepsilon\)-entropy for parabolic equations with analytic solutions
Physica D | 2004-11-12 | Paper |
Cylindrical shell buckling: a characterization of localization and periodicity
Discrete and Continuous Dynamical Systems. Series B | 2004-05-27 | Paper |
Do true elevation gravity–capillary solitary waves exist? A numerical investigation
Journal of Fluid Mechanics | 2003-11-10 | Paper |
| Homoclinic and heteroclinic orbits underlying the post-buckling of axially-compressed cylindrical shells. (Reprint). | 2003-10-26 | Paper |
Waves and bumps in neuronal networks with axo-dendritic synaptic interactions
Physica D | 2003-04-02 | Paper |
Topological and \epsilon-Entropy for Large Volume Limits of Discretized Parabolic Equations
SIAM Journal on Numerical Analysis | 2003-01-05 | Paper |
| scientific article; zbMATH DE number 1500849 (Why is no real title available?) | 2002-04-08 | Paper |
Traveling waves in the Baer and Rinzel model of spine studded dendritic tissue
Physica D | 2002-01-07 | Paper |
Cellular buckling in long structures
Nonlinear Dynamics | 2001-12-12 | Paper |
| Computation of localized post buckling in long axially compressed cylindrical shells. (Reprint). | 2001-11-07 | Paper |
Homoclinic and heteroclinic orbits underlying the post-buckling of axially-compressed cylindrical shells
Computer Methods in Applied Mechanics and Engineering | 2001-04-19 | Paper |
Numerical Computation of Solitary Waves in Infinite Cylindrical Domains
SIAM Journal on Numerical Analysis | 2000-10-19 | Paper |
Computation of Homoclinic Orbits in Partial Differential Equations: An Application to Cylindrical Shell Buckling
SIAM Journal on Scientific Computing | 1999-11-24 | Paper |
Attractors and Inertial Manifolds for Finite-Difference Approximations of the Complex Ginzburg--Landau Equation
SIAM Journal on Numerical Analysis | 1998-02-10 | Paper |
NUMERICAL COMPUTATIONS OF CONNECTING ORBITS IN DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering | 1997-11-27 | Paper |
Computation of homoclinic solutions to periodic orbits in a reduced water-wave problem
Physica D | 1997-03-12 | Paper |
Computation of localized post buckling in long axially compressed cylindrical shells
Philosophical Transactions of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences | 1997-01-01 | Paper |
Discrete gevrey regularity attractors and uppers–semicontinuity for a finite difference approximation to the ginzburg–landau equation
Numerical Functional Analysis and Optimization | 1996-02-04 | Paper |
