Minoo Kamrani

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
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

Research outcomes over time

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