| Publication | Date of Publication | Type |
|---|
Efficient discretization of fractional SPDEs via Galerkin and exponential Euler methods
Computers & Mathematics with Applications | 2025-07-16 | Paper |
An adaptive positive preserving numerical scheme based on splitting method for the solution of the CIR model
Mathematics and Computers in Simulation | 2025-04-25 | Paper |
Convergence of three numerical approaches for stochastic evolution equations with fractional Brownian motion
Bulletin of the Iranian Mathematical Society | 2025-04-14 | Paper |
Wong-Zakai approximation of stochastic Volterra integral equations
Computational Methods for Differential Equations | 2025-01-03 | Paper |
| Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise | 2023-08-25 | Paper |
Numerical solution of stiff random ordinary differential equations via averaged schemes
Mathematical Methods in the Applied Sciences | 2021-07-30 | Paper |
Convergence of a numerical scheme associated to stochastic differential equations with fractional Brownian motion
Applied Numerical Mathematics | 2021-06-22 | Paper |
Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion
Communications in Nonlinear Science and Numerical Simulation | 2020-10-07 | Paper |
Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion
Stochastic Processes and their Applications | 2020-04-01 | Paper |
Numerically computable a posteriori-bounds for the stochastic Allen-Cahn Equation
BIT | 2019-09-18 | Paper |
Numerical solution of partial differential equations with stochastic Neumann boundary conditions
Discrete and Continuous Dynamical Systems. Series B | 2019-08-28 | Paper |
Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation
Numerical Algorithms | 2018-10-01 | Paper |
Implicit Euler method for numerical solution of nonlinear stochastic partial differential equations with multiplicative trace class noise
Mathematical Methods in the Applied Sciences | 2018-08-23 | Paper |
Pathwise convergence of a numerical method for stochastic partial differential equations with correlated noise and local Lipschitz condition
Journal of Computational and Applied Mathematics | 2017-06-01 | Paper |
Convergence of a numerical scheme for SPDEs with correlated noise and global Lipschitz coefficients
Mathematical Methods in the Applied Sciences | 2016-07-29 | Paper |
Numerical solution of stochastic partial differential equations using a collocation method
ZAMM. Zeitschrift für Angewandte Mathematik und Mechanik | 2016-05-10 | Paper |
Numerical solution of stochastic fractional differential equations
Numerical Algorithms | 2015-02-03 | Paper |
| Numerical Solution of Stochastic Partial Differential Equations with Correlated Noise | 2013-11-09 | Paper |
Full discretization of the stochastic Burgers equation with correlated noise
IMA Journal of Numerical Analysis | 2013-07-24 | Paper |
Spectral collocation method for stochastic Burgers equation driven by additive noise
Mathematics and Computers in Simulation | 2012-11-15 | Paper |
The role of coefficients of a general SPDE on the stability and convergence of a finite difference method
Journal of Computational and Applied Mathematics | 2010-05-21 | Paper |
