| Publication | Date of Publication | Type |
|---|
Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds
Applied Numerical Mathematics | 2023-11-10 | Paper |
Higher Strong Order Methods for It\^o SDEs on Matrix Lie Groups
(available as arXiv preprint) | 2021-02-08 | Paper |
On two-step schemes for SDEs with small noise
PAMM | 2017-01-24 | Paper |
Stochastic Runge-Kutta methods for Itô sodes with small noise
SIAM Journal on Scientific Computing | 2011-05-17 | Paper |
Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise
BIT | 2009-04-29 | Paper |
| Stochastic differential algebraic equations in transient noise analysis | 2009-04-03 | Paper |
Adaptive Methods for Transient Noise Analysis
Scientific Computing in Electrical Engineering | 2008-01-02 | Paper |
Multi-Step Maruyama Methods for Stochastic Delay Differential Equations
Stochastic Analysis and Applications | 2007-10-24 | Paper |
Modelling and simulation of transient noise in circuit simulation
Mathematical and Computer Modelling of Dynamical Systems | 2007-09-12 | Paper |
Improved linear multi-step methods for stochastic ordinary differential equations
Journal of Computational and Applied Mathematics | 2007-06-14 | Paper |
Local error estimates for moderately smooth problems. I: ODEs and DAEs
BIT | 2007-04-26 | Paper |
Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations
BIT | 2006-09-12 | Paper |
Multistep methods for SDEs and their application to problems with small noise
SIAM Journal on Numerical Analysis | 2006-06-02 | Paper |
Stepsize Control for Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noise
SIAM Journal on Scientific Computing | 2006-05-30 | Paper |
| scientific article; zbMATH DE number 2127809 (Why is no real title available?) | 2005-01-14 | Paper |
| scientific article; zbMATH DE number 2065128 (Why is no real title available?) | 2004-05-18 | Paper |
Stochastic differential algebraic equations of index 1 and applications in circuit simulation.
Journal of Computational and Applied Mathematics | 2004-03-14 | Paper |
Stochastic differential algebraic equations of index 1 and applications in circuit simulation.
Journal of Computational and Applied Mathematics | 2003-08-25 | Paper |
Stability of periodic solutions of index-2 differential algebraic systems
Journal of Mathematical Analysis and Applications | 2003-05-25 | Paper |
How Floquet theory applies to index-1 differential algebraic equations
Journal of Mathematical Analysis and Applications | 1998-12-10 | Paper |
Pathfollowing Algorithm for Singular Boundary Value Problems
ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4007639 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3913596 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3892506 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3892507 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3876512 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3892505 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3791567 (Why is no real title available?) | 1982-01-01 | Paper |
