| Publication | Date of Publication | Type |
|---|
The regularised inertial Dean–Kawasaki equation: discontinuous Galerkin approximation and modelling for low-density regime
ESAIM: Mathematical Modelling and Numerical Analysis | 2024-01-12 | Paper |
Deep Surrogate Accelerated Delayed-Acceptance Hamiltonian Monte Carlo for Bayesian Inference of Spatio-Temporal Heat Fluxes in Rotating Disc Systems
SIAM/ASA Journal on Uncertainty Quantification | 2023-11-30 | Paper |
Mathematical modelling of adjuvant-enhanced active ingredient leaf uptake of pesticides
| 2022-10-20 | Paper |
Well-posedness for a regularised inertial Dean-Kawasaki model for slender particles in several space dimensions
Journal of Differential Equations | 2021-04-01 | Paper |
From weakly interacting particles to a regularised Dean-Kawasaki model
Nonlinearity | 2020-01-13 | Paper |
A deep surrogate approach to efficient Bayesian inversion in PDE and integral equation models
| 2019-10-03 | Paper |
A Walk Outside Spheres for the fractional Laplacian: Fields and first eigenvalue
Mathematics of Computation | 2019-08-01 | Paper |
A regularized Dean-Kawasaki model: derivation and analysis
SIAM Journal on Mathematical Analysis | 2019-04-18 | Paper |
Unbiased `walk-on-spheres' Monte Carlo methods for the fractional Laplacian
IMA Journal of Numerical Analysis | 2018-11-23 | Paper |
Langevin equations for landmark image registration with uncertainty
SIAM Journal on Imaging Sciences | 2018-10-17 | Paper |
Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling
Journal of Computational Physics | 2018-02-22 | Paper |
Gauss-quadrature method for one-dimensional mean-field SDEs
SIAM Journal on Scientific Computing | 2017-12-06 | Paper |
Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2017-09-29 | Paper |
Numerical simulations of SDEs and SPDEs from neural systems using SDELab
| 2016-12-20 | Paper |
On the pathwise approximation of stochastic differential equations
BIT | 2016-10-21 | Paper |
An introduction to computational stochastic PDEs
Cambridge Texts in Applied Mathematics | 2014-10-22 | Paper |
Improved simulation techniques for first exit time of neural diffusion models
Communications in Statistics. Simulation and Computation | 2014-08-18 | Paper |
Interaction of waves in a one dimensional stochastic PDE model of excitable media
Discrete and Continuous Dynamical Systems. Series B | 2013-11-12 | Paper |
The Milstein scheme for stochastic delay differential equations without using anticipative calculus
Stochastic Analysis and Applications | 2012-04-18 | Paper |
Weak convergence of the Euler scheme for stochastic differential delay equations
LMS Journal of Computation and Mathematics | 2011-09-15 | Paper |
The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds
Journal of Computational and Applied Mathematics | 2010-11-30 | Paper |
Analysis of the geodesic interpolating spline
European Journal of Applied Mathematics | 2008-10-13 | Paper |
Postprocessing for Stochastic Parabolic Partial Differential Equations
SIAM Journal on Numerical Analysis | 2008-04-22 | Paper |
SDELab: A package for solving stochastic differential equations in MATLAB
Journal of Computational and Applied Mathematics | 2007-06-14 | Paper |
Modified equations for stochastic differential equations
BIT | 2006-06-14 | Paper |
GEOMETRIC ERGODICITY FOR DISSIPATIVE PARTICLE DYNAMICS
Stochastics and Dynamics | 2006-05-03 | Paper |
Weak approximation of stochastic differential delay equations
IMA Journal of Numerical Analysis | 2005-03-21 | Paper |
Nucleation of Waves in Excitable Media by Noise
Multiscale Modeling & Simulation | 2005-03-01 | Paper |
Numerical simulation of stochastic PDEs for excitable media
Journal of Computational and Applied Mathematics | 2005-02-23 | Paper |
Splitting for Dissipative Particle Dynamics
SIAM Journal on Scientific Computing | 2004-01-20 | Paper |
Weak convergence of a numerical method for a stochastic heat equation
BIT | 2003-08-06 | Paper |
scientific article; zbMATH DE number 1808178 (Why is no real title available?)
| 2002-09-26 | Paper |
A Perturbation Theory for Ergodic Markov Chains and Application to Numerical Approximations
SIAM Journal on Numerical Analysis | 2000-10-19 | Paper |
scientific article; zbMATH DE number 1482119 (Why is no real title available?)
| 2000-09-21 | Paper |
Geometric ergodicity for stochastic pdes
Stochastic Analysis and Applications | 2000-04-04 | Paper |
Numerical methods for stochastic parabolic PDEs
Numerical Functional Analysis and Optimization | 1999-08-23 | Paper |
Inertial manifolds and linear multi-step methods
Numerical Algorithms | 1998-06-02 | Paper |
Periodic orbits and unstable manifolds for ordinary differential equations
Numerical Functional Analysis and Optimization | 1998-03-12 | Paper |
The Multiplicity of Bifurcations for Area-Preserving Maps
Bulletin of the London Mathematical Society | 1995-11-30 | Paper |
