Evelyn Buckwar

29 papers Journal 29

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	Exact Simulation of the First-Passage Time of Diffusions to Time-Dependent Thresholds. SIAM J. Sci. Comput. Devika Khurana, Sascha Desmettre, Evelyn Buckwar
2025	J	`jnl`	Numerical approximations and convergence analysis of piecewise diffusion Markov processes, with application to glioma cell migration. Appl. Math. Comput. Evelyn Buckwar, Amira Meddah
2024	J	`jnl`	A Domain Decomposition Method for Stochastic Evolution Equations. SIAM J. Numer. Anal. Evelyn Buckwar, Ana Djurdjevac, Monika Eisenmann
2024	J	`jnl`	A domain decomposition method for stochastic evolution equations. CoRR Evelyn Buckwar, Ana Djurdjevac, Monika Eisenmann
2024	J	`jnl`	Exact simulation of the first-passage time of SDEs to time-dependent thresholds. CoRR Devika Khurana, Sascha Desmettre, Evelyn Buckwar
2024	J	`jnl`	Numerical Approximations and Convergence Analysis of Piecewise Diffusion Markov Processes, with Application to Glioma Cell Migration. CoRR Evelyn Buckwar, Amira Meddah
2022	J	`jnl`	Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion. J. Comput. Appl. Math. Irene Tubikanec, Massimiliano Tamborrino, Petr Lánský, Evelyn Buckwar
2021	J	`jnl`	Correction to: Exponential mean-square stability properties of stochastic linear multistep methods. Adv. Comput. Math. Evelyn Buckwar, Raffaele D'Ambrosio
2021	J	`jnl`	Exponential mean-square stability properties of stochastic linear multistep methods. Adv. Comput. Math. Evelyn Buckwar, Raffaele D'Ambrosio
2021	J	`jnl`	Splitting methods for SDEs with locally Lipschitz drift. An illustration on the FitzHugh-Nagumo model. CoRR Evelyn Buckwar, Adeline Samson, Massimiliano Tamborrino, Irene Tubikanec
2020	J	`jnl`	Qualitative properties of numerical methods for the inhomogeneous geometric Brownian motion. CoRR Irene Tubikanec, Massimiliano Tamborrino, Petr Lánský, Evelyn Buckwar
2020	J	`jnl`	Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs. Stat. Comput. Evelyn Buckwar, Massimiliano Tamborrino, Irene Tubikanec
2018	J	`jnl`	Editorial. Math. Comput. Simul. Evelyn Buckwar, Peter Kritzer, Gunther Leobacher, Friedrich Pillichshammer, Arne Winterhof
2017	J	`jnl`	An importance sampling technique in Monte Carlo methods for SDEs with a.s. stable and mean-square unstable equilibrium. J. Comput. Appl. Math. M. Ableidinger, Evelyn Buckwar, Andreas Thalhammer
2016	J	`jnl`	Splitting Integrators for the Stochastic Landau-Lifshitz Equation. SIAM J. Sci. Comput. M. Ableidinger, Evelyn Buckwar
2015	J	`jnl`	Numerical Solution of the Neural Field Equation in the Two-Dimensional Case. SIAM J. Sci. Comput. Pedro Miguel Lima, Evelyn Buckwar
2014	J	`jnl`	Asymptotic and Transient Mean-Square Properties of Stochastic Systems Arising in Ecology, Fluid Dynamics, and System Control. SIAM J. Appl. Math. Evelyn Buckwar, Cónall Kelly
2013	J	`jnl`	Corrigendum: On the use of a discrete form of the Itô formula in the article 'Almost sure asymptotic stability analysis of the -Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations'. LMS J. Comput. Math. Gregory Berkolaiko, Evelyn Buckwar, Cónall Kelly, Alexandra Rodkina
2012	J	`jnl`	Almost sure asymptotic stability analysis of the LMS J. Comput. Math. Gregory Berkolaiko, Evelyn Buckwar, Cónall Kelly, Alexandra Rodkina
2012	J	`jnl`	Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations. Comput. Math. Appl. Evelyn Buckwar, Cónall Kelly
2011	J	`jnl`	A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods. Math. Comput. Simul. Evelyn Buckwar, Thorsten Sickenberger
2011	J	`jnl`	Runge-Kutta methods for jump-diffusion differential equations. J. Comput. Appl. Math. Evelyn Buckwar, Martin G. Riedler
2010	J	`jnl`	Stochastic Runge--Kutta Methods for It[o-circumflex] SODEs with Small Noise. SIAM J. Sci. Comput. Evelyn Buckwar, Andreas Rößler, Renate Winkler
2010	J	`jnl`	Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations. SIAM J. Numer. Anal. Evelyn Buckwar, Cónall Kelly
2008	J	`jnl`	Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations. LMS J. Comput. Math. Evelyn Buckwar, Rachel Kuske, Salah-Eldin A. Mohammed, Tony Shardlow
2006	J	`jnl`	Multistep methods for SDEs and their application to problems with small noise. SIAM J. Numer. Anal. Evelyn Buckwar, Renate Winkler
2006	J	`jnl`	Noise-Sensitivity in Machine Tool Vibrations. Int. J. Bifurc. Chaos Evelyn Buckwar, Rachel Kuske, B. L'esperance, T. Soo
2004	J	`jnl`	The ⊝-Maruyama scheme for stochastic functional differential equations with distributed memory term. Monte Carlo Methods Appl. Evelyn Buckwar
2000	J	`jnl`	Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations. LMS J. Comput. Math. Christopher T. H. Baker, Evelyn Buckwar