Utku Erdoğan

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Preserving invariant domains and strong approximation of stochastic differential equations Applied Numerical Mathematics	2026-03-14	Paper
Weak convergence of tamed exponential integrators for stochastic differential equations BIT	2024-08-14	Paper
Weak Convergence Of Tamed Exponential Integrators for Stochastic Differential Equations	2023-04-19	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
A new class of exponential integrators for SDEs with multiplicative noise IMA Journal of Numerical Analysis	2021-03-16	Paper
Positivity preserving scheme based on exponential integrators Applied Mathematics and Computation	2019-06-21	Paper
Numerical solution of Burgers' equation with high order splitting methods Journal of Computational and Applied Mathematics	2015-08-24	Paper
Improved upwind discretization of the advection equation Numerical Methods for Partial Differential Equations	2014-05-28	Paper
Numerical study of the asymptotics of the second Painlevé equation by a functional fitting method Mathematical Methods in the Applied Sciences	2013-12-20	Paper
A smart nonstandard finite difference scheme for second order nonlinear boundary value problems Journal of Computational Physics	2011-12-28	Paper
An exponentially fitted method for solving Burgers' equation International Journal for Numerical Methods in Engineering	2009-10-12	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

Research outcomes over time

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