Utku Erdoğan

Available identifiers

Publication	Date of Publication	Type
Weak convergence of tamed exponential integrators for stochastic differential equations	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	2021-09-01	Paper
A new class of exponential integrators for SDEs with multiplicative noise	2021-03-16	Paper
Positivity preserving scheme based on exponential integrators	2019-06-21	Paper
Numerical solution of Burgers' equation with high order splitting methods	2015-08-24	Paper
Improved upwind discretization of the advection equation	2014-05-28	Paper
Numerical study of the asymptotics of the second Painlevé equation by a functional fitting method	2013-12-20	Paper
A smart nonstandard finite difference scheme for second order nonlinear boundary value problems	2011-12-28	Paper
An exponentially fitted method for solving Burgers' equation	2009-10-12	Paper
Numerical approximation of SDEs driven by fractional Brownian motion for all $H\in(0,1)$ using WIS integration	N/A	Paper

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