| Publication | Date of Publication | Type |
|---|
Using a library of chemical reactions to fit systems of ordinary differential equations to agent-based models: a machine learning approach
Numerical Algorithms | 2024-06-21 | Paper |
A Spectrally Accurate Step-by-Step Method for the Numerical Solution of Fractional Differential Equations
Journal of Scientific Computing | 2024-04-29 | Paper |
| Stability switching in Lotka-Volterra and Ricker-type predator-prey systems with arbitrary step size | 2023-03-02 | Paper |
Effective numerical methods for simulating diffusion on a spherical surface in three dimensions
Numerical Algorithms | 2022-11-22 | Paper |
Homogenisation for the monodomain model in the presence of microscopic fibrotic structures
Communications in Nonlinear Science and Numerical Simulation | 2022-10-28 | Paper |
Localization and pseudospectra of twisted Toeplitz matrices with applications to ion channels
SIAM Journal on Matrix Analysis and Applications | 2022-01-11 | Paper |
A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations
Numerical Algorithms | 2021-11-22 | Paper |
The reflectionless properties of Toeplitz waves and Hankel waves: an analysis via Bessel functions
Applied Mathematics and Computation | 2021-03-30 | Paper |
On the analysis of mixed-index time fractional differential equation systems
Axioms | 2020-03-20 | Paper |
Modelling optimal delivery of bFGF to chronic wounds using ODEs
Journal of Theoretical Biology | 2019-02-13 | Paper |
A review of stochastic and delay simulation approaches in both time and space in computational cell biology
Stochastic Processes, Multiscale Modeling, and Numerical Methods for Computational Cellular Biology | 2018-11-19 | Paper |
Fractional models for the migration of biological cells in complex spatial domains
ANZIAM Journal | 2018-05-08 | Paper |
| Estimates of the coverage of parameter space by Latin Hypercube and Orthogonal sampling: connections between Populations of Models and Experimental Designs | 2015-10-12 | Paper |
Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise
Numerical Algorithms | 2014-06-13 | Paper |
Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise
Journal of Computational and Applied Mathematics | 2012-07-09 | Paper |
High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula
Physica D | 2010-09-11 | Paper |
Stochastic delay differential equations for genetic regulatory networks
Journal of Computational and Applied Mathematics | 2007-06-14 | Paper |
| scientific article; zbMATH DE number 2175044 (Why is no real title available?) | 2005-06-10 | Paper |
Adaptive stepsize based on control theory for stochastic differential equations
Journal of Computational and Applied Mathematics | 2004-08-10 | Paper |
Numerical methods for strong solutions of stochastic differential equations: an overview
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 2004-08-06 | Paper |
Numerical simulation of stochastic ordinary differential equations in biomathematical modelling.
Mathematics and Computers in Simulation | 2004-03-14 | Paper |
A Variable Stepsize Implementation for Stochastic Differential Equations
SIAM Journal on Scientific Computing | 2003-01-05 | Paper |
Numerical solutions of stochastic differential equations -- implementation and stability issues
Journal of Computational and Applied Mathematics | 2001-11-06 | Paper |
Adams-type methods for the numerical solution of stochastic ordinary differential equations
BIT | 2001-07-03 | Paper |
Order conditions of stochastic Runge--Kutta methods by B-series
SIAM Journal on Numerical Analysis | 2001-03-19 | Paper |
General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems
Applied Numerical Mathematics | 1999-11-16 | Paper |
A bound on the maximum strong order of stochastic Runge-Kutta methods for stochastic ordinary differential equations
BIT | 1998-07-06 | Paper |
High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
Applied Numerical Mathematics | 1997-08-05 | Paper |
Using a library of chemical reactions to fit systems of ordinary differential equations to agent-based models: a machine learning approach
(available as arXiv preprint) | N/A | Paper |
