2026
Preprint
Error Bound and Stability Analysis for a Randomized Singly Diagonally Implicit Runge-Kutta Method
arXiv preprint arXiv:2607.18928
Research
Publications
Research articles, preprints and books from the group. Search by title, author, venue or year.
2026
Journal article
Application of randomized quadrature formulas to the finite element method for elliptic equations
BIT Numerical Mathematics, vol. 66, no. 2, article 31
2023
Journal article
The BDF2-Maruyama method for the stochastic Allen–Cahn equation with multiplicative noise
Journal of Computational and Applied Mathematics, vol. 419, article 114634
2019
Journal article
A randomized Milstein method for stochastic differential equations with non-differentiable drift coefficients
Discrete & Continuous Dynamical Systems - Ser. B, vol. 24(8), 3475-3502
2019
2019
Journal article
Two quadrature rules for stochastic Itô-integrals with fractional Sobolev regularity
Communications in Mathematical Sciences, vol. 16(8), 2125-2146
2019
Journal article
A randomized and fully discrete Galerkin finite element method for semilinear stochastic evolution equations
Mathematics of Computation, vol. 88, 2793-2825
2019
Journal article
On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients
Foundations of Computational Mathematics, vol. 19, 1387-1430
2018
Journal article
A discrete stochastic Gronwall lemma
Mathematics and Computers in Simulation, vol. 143, 149-157
2017
Journal article
Error analysis of randomized Runge-Kutta methods for differential equations with time-irregular coefficients
Computational Methods in Applied Mathematics, vol. 17(3), 479-498
2017
Journal article
Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes
Journal of Scientific Computing, vol. 70, 1042-1077
2017
Journal article
Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition
BIT Numerical Mathematics, vol. 57, 21-53
2016
Journal article
Stochastic C-stability and B-consistency of explicit and implicit Euler-type schemes
Journal of Scientific Computing, vol. 67, 955-987
2016
Journal article
Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE
Stochastics and Partial Differential Equations: Analysis and Computations, vol. 4, 113-149
2014
Journal article
Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE
Stochastic Partial Differential Equations: Analysis and Computations, vol. 2, 471-516
2014
Book
Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
Lecture Notes in Mathematics, vol. 2093, Springer, Cham
2014
Journal article
Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise
IMA Journal of Numerical Analysis, vol. 34(1), 217-251
2012
Journal article
Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise
Electronic Journal of Probability, vol. 17, no. 65, 19 pp
2012
Journal article
Characterization of bistability for stochastic multistep methods
BIT Numerical Mathematics, vol. 52, 109-140
2010
Journal article
Two-sided error estimates for the stochastic theta method
Discrete & Continuous Dynamical Systems - Ser. B, vol. 24(2), 389-407
2010
Journal article
Discrete approximation of stochastic differential equations
SeMA Journal, vol. 51, 83-90
No publications match this search.