| Publication | Date of Publication | Type |
|---|
| Strong convergence analysis of a fractional exponential integrator and finite element method for time-fractional SPDEs driven by Gaussian and non-Gaussian noises | 2025-11-28 | Paper |
Convergence analysis of a Magnus-Rosenbrock type method for semilinear non-autonomous parabolic PDEs
Journal of Computational and Applied Mathematics | 2025-09-23 | Paper |
Convergence of the two point flux approximation method and the fitted two point flux approximation method for options pricing with local volatility function
Communications in Nonlinear Science and Numerical Simulation | 2024-09-12 | Paper |
Weak convergence of the Rosenbrock semi-implicit method for semilinear parabolic SPDEs driven by additive noise
Computational Methods in Applied Mathematics | 2024-06-18 | Paper |
Approximation of homogenized coefficients in deterministic homogenization and convergence rates in the asymptotic almost periodic setting
Analysis and Applications | 2023-09-08 | Paper |
Strong convergence of a fractional exponential integrator scheme for finite element discretization of time-fractional SPDE driven by fractional and standard Brownian motions
Communications in Nonlinear Science and Numerical Simulation | 2023-08-31 | Paper |
Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities
Mathematics and Computers in Simulation | 2023-06-26 | Paper |
Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise
Results in Applied Mathematics | 2023-03-15 | Paper |
A fitted finite volume method for stochastic optimal control problems in finance
AIMS Mathematics | 2022-06-17 | Paper |
A stochastic delay model for pricing debt and loan guarantees: theoretical results
(available as arXiv preprint) | 2022-03-17 | Paper |
Novel numerical techniques based on mimetic finite difference method for pricing two dimensional options
Results in Applied Mathematics | 2022-03-03 | Paper |
Higher order stable schemes for stochastic convection-reaction-diffusion equations driven by additive Wiener noise
Mathematical Methods in the Applied Sciences | 2021-12-09 | Paper |
Convergence of the mimetic finite difference and fitted mimetic finite difference method for options pricing
Applied Mathematics and Computation | 2021-11-10 | Paper |
| A novel high dimensional fitted scheme for stochastic optimal control problems | 2021-09-11 | Paper |
Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure
Numerical Algorithms | 2021-08-24 | Paper |
| Strong convergence rates of an exponential integrator and finite elements method for time-fractional SPDEs driven by Gaussian and non-Gaussian noises | 2020-11-07 | Paper |
An exponential integrator for finite volume discretization of a reaction-advection-diffusion equation
Computers & Mathematics with Applications | 2020-10-12 | Paper |
Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure
Computers & Mathematics with Applications | 2020-10-02 | Paper |
Localized numerical impulse solutions in diffuse neural networks modeled by the complex fractional Ginzburg-Landau equation
Communications in Nonlinear Science and Numerical Simulation | 2020-09-19 | Paper |
| Convergence and stability of split-step-theta methods for stochastic differential equations with jumps under non-global Lipschitz drift coefficient | 2020-08-18 | Paper |
Optimal error estimate of the finite element approximation of second order semilinear non-autonomous parabolic PDEs
Indagationes Mathematicae. New Series | 2020-08-04 | Paper |
Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
Stochastic Processes and their Applications | 2020-06-09 | Paper |
Magnus-type integrator for non-autonomous SPDEs driven by multiplicative noise
Discrete and Continuous Dynamical Systems | 2020-06-03 | Paper |
A fitted finite volume method for stochastic optimal control Problems
(available as arXiv preprint) | 2020-02-19 | Paper |
| Strong convergence and stability of the semi-tamed and tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition | 2020-02-13 | Paper |
Strong convergence and stability of the semi-tamed and tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition
(available as arXiv preprint) | 2020-02-13 | Paper |
A note on exponential Rosenbrock-Euler method for the finite element discretization of a semilinear parabolic partial differential equation
Computers & Mathematics with Applications | 2020-02-05 | Paper |
| Strong convergence of the backward Euler approximation for the finite element discretization of semilinear parabolic SPDEs with non-global Lipschitz drift driven by additive noise | 2019-12-29 | Paper |
| Convergence of the Two Point Flux Approximation and a novel fitted Two-Point Flux Approximation method for pricing options | 2019-12-29 | Paper |
| A fitted L-Multi-point Flux Approximation method for pricing options | 2019-12-29 | Paper |
Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear non-autonomous SPDEs driven by multiplicative or additive noise
Applied Numerical Mathematics | 2019-11-27 | Paper |
Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise
Applied Mathematics and Computation | 2019-11-25 | 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 |
| A Fitted Multi-Point Flux Approximation Method for Pricing two options | 2019-05-13 | Paper |
Strong Convergence of the Linear Implicit Euler Method for the Finite Element Discretization of Semilinear non-Autonomous SPDEs Driven by Multiplicative or Additive Noise
(available as arXiv preprint) | 2019-01-08 | Paper |
Stochastic exponential integrators for a finite element discretisation of SPDEs with additive noise
Applied Numerical Mathematics | 2018-12-19 | Paper |
| Magnus-type integrator for the finite element discretization of semilinear parabolic non-autonomous SPDEs driven by additive noise | 2018-09-13 | Paper |
Magnus-type Integrator for the Finite Element Discretization of Semilinear Parabolic non-Autonomous SPDEs Driven by multiplicative noise
(available as arXiv preprint) | 2018-09-11 | Paper |
| Convergence analysis of the Magnus-Rosenbrock type method for the finite element discretization of semilinear non-autonomous parabolic PDEs with nonsmooth initial data | 2018-09-10 | Paper |
Null controllability and numerical method for Crocco equation with incomplete data based on an exponential integrator and finite difference-finite element method
Computers & Mathematics with Applications | 2018-06-19 | Paper |
Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
Journal of Scientific Computing | 2018-04-12 | Paper |
Strong Convergence of a Stochastic Rosenbrock-type Scheme for the Finite Element Discretization of Semilinear SPDEs Driven by Multiplicative and Additive Noise
(available as arXiv preprint) | 2018-02-28 | Paper |
Localized modulated wave solutions in diffusive glucose-insulin systems
Physics Letters. A | 2017-05-11 | Paper |
Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise
Applied Numerical Mathematics | 2016-08-16 | Paper |
| Stability of the semi-tamed and tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition | 2015-10-20 | Paper |
A stochastic delay model for pricing debt and equity: numerical techniques and applications
Communications in Nonlinear Science and Numerical Simulation | 2015-01-29 | Paper |
Localized numerical impulses solutions in diffuse neural networks modeled by the complex fractional Ginzburg-Landau equation
(available as arXiv preprint) | 2014-11-28 | 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 |
Exponential time integrators for stochastic partial differential equations in 3D reservoir simulation
Computational Geosciences | 2012-12-17 | Paper |
| Efficient Simulation of Geothermal Processes in Heterogeneous Porous Media based on the Exponential Rosenbrock-Euler and Rosenbrock-type Methods | 2012-09-25 | 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 |
Existence and uniqueness for the solutions of non-autonomous stochastic differential algebraic equations with locally Lipschitz coefficients
(available as arXiv preprint) | N/A | Paper |
