Invariance of a partial differential equation of fractional order under the Lie group of scaling transformations. Zbl 0932.58038
Buckwar, Evelyn; Luchko, Yuri |
|
1998
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Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations. Zbl 1081.65011
Baker, Christopher T. H.; Buckwar, Evelyn |
|
2005
|
Introduction to the numerical analysis of stochastic delay differential equations. Zbl 0971.65004
Buckwar, Evelyn |
|
2000
|
Numerical analysis of explicit one-step methods for stochastic delay differential equations. Zbl 0974.65008
Baker, Christopher T. H.; Buckwar, Evelyn |
|
2000
|
Towards a systematic linear stability analysis of numerical methods for systems of stochastic differential equations. Zbl 1221.60077
Buckwar, Evelyn; Kelly, Cónall |
|
2010
|
Continuous \(\Theta\)-methods for the stochastic pantograph equation. Zbl 0968.65004
Baker, Christopher T. H.; Buckwar, Evelyn |
|
2000
|
Multistep methods for SDEs and their application to problems with small noise. Zbl 1117.60068
Buckwar, Evelyn; Winkler, Renate |
|
2006
|
A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods. Zbl 1219.60066
Buckwar, Evelyn; Sickenberger, Thorsten |
|
2011
|
An exact stochastic hybrid model of excitable membranes including spatio-temporal evolution. Zbl 1284.92038
Buckwar, Evelyn; Riedler, Martin G. |
|
2011
|
A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems. Zbl 1245.65006
Buckwar, Evelyn; Sickenberger, Thorsten |
|
2012
|
Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations. Zbl 1121.60071
Buckwar, E.; Horváth-Bokor, R.; Winkler, R. |
|
2006
|
Sufficient conditions for polynomial asymptotic behaviour of the stochastic pantograph equation. Zbl 1389.60069
Appleby, John; Buckwar, Evelyn |
|
2016
|
Weak approximation of stochastic differential delay equations. Zbl 1076.65010
Buckwar, Evelyn; Shardlow, Tony |
|
2005
|
Multi-step Maruyama methods for stochastic delay differential equations. Zbl 1132.60052
Buckwar, Evelyn; Winkler, Renate |
|
2007
|
Runge-Kutta methods for jump-diffusion differential equations. Zbl 1252.65010
Buckwar, Evelyn; Riedler, Martin G. |
|
2011
|
Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations. Zbl 1268.60091
Buckwar, Evelyn; Kelly, Cónall |
|
2012
|
Stochastic Runge-Kutta methods for Itô sodes with small noise. Zbl 1215.65013
Buckwar, Evelyn; Rößler, Andreas; Winkler, Renate |
|
2010
|
Weak convergence of the Euler scheme for stochastic differential delay equations. Zbl 1223.65008
Buckwar, Evelyn; Kuske, Rachel; Mohammed, Salah-Eldin; Shardlow, Tony |
|
2008
|
Almost sure asymptotic stability analysis of the \(\theta\)-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations. Zbl 1294.60093
Berkolaiko, Gregory; Buckwar, Evelyn; Kelly, Cónall; Rodkina, Alexandra |
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2012
|
Numerical solution of the neural field equation in the two-dimensional case. Zbl 1329.65316
Lima, Pedro M.; Buckwar, Evelyn |
|
2015
|
One-step approximations for stochastic functional differential equations. Zbl 1105.65005
Buckwar, Evelyn |
|
2006
|
The \(\Theta\)-Maruyama scheme for stochastic functional differential equations with distributed memory term. Zbl 1071.65004
Buckwar, Evelyn |
|
2004
|
Laws of large numbers and Langevin approximations for stochastic neural field equations. Zbl 1295.60030
Riedler, Martin G.; Buckwar, Evelyn |
|
2013
|
Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs. Zbl 1505.62081
Buckwar, Evelyn; Tamborrino, Massimiliano; Tubikanec, Irene |
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2020
|
The numerical stability of stochastic ordinary differential equations with additive noise. Zbl 1236.60067
Buckwar, E.; Riedler, M. G.; Kloeden, P. E. |
|
2011
|
A stochastic version of the jansen and rit neural mass model: analysis and numerics. Zbl 1395.92027
Ableidinger, Markus; Buckwar, Evelyn; Hinterleitner, Harald |
|
2017
|
Splitting integrators for the stochastic Landau-Lifshitz equation. Zbl 1342.60111
Ableidinger, M.; Buckwar, E. |
|
2016
|
A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model. Zbl 1491.65014
Buckwar, Evelyn; Samson, Adeline; Tamborrino, Massimiliano; Tubikanec, Irene |
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2022
|
Exponential mean-square stability properties of stochastic linear multistep methods. Zbl 1496.65007
Buckwar, Evelyn; D’Ambrosio, Raffaele |
|
2021
|
Improved linear multi-step methods for stochastic ordinary differential equations. Zbl 1128.65005
Buckwar, Evelyn; Winkler, Renate |
|
2007
|
On two-step schemes for SDEs with small noise. Zbl 1354.60077
Buckwar, Evelyn; Winkler, Renate |
|
2004
|
Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations. Zbl 1276.65003
Komori, Yoshio; Buckwar, Evelyn |
|
2013
|
Noise-sensitivity in machine tool vibrations. Zbl 1192.74162
Buckwar, E.; Kuske, R.; L’Esperance, B.; Soo, T. |
|
2006
|
A constructive comparison technique for determining the asymptotic behaviour of linear functional differential equations with unbounded delay. Zbl 1223.34097
Appleby, John A. D.; Buckwar, Evelyn |
|
2010
|
Asymptotic and transient mean-square properties of stochastic systems arising in ecology, fluid dynamics, and system control. Zbl 1297.93172
Buckwar, Evelyn; Kelly, Cónall |
|
2014
|
On Halanay-type analysis of exponential stability for the \(\theta\)-Maruyama method for stochastic delay differential equations. Zbl 1081.65012
Baker, Christopher T. H.; Buckwar, Evelyn |
|
2005
|
Existence and uniqueness of solutions of Abel integral equations with power-law non-linearities. Zbl 1085.45003
Buckwar, Evelyn |
|
2005
|
Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion. Zbl 1490.60209
Tubikanec, Irene; Tamborrino, Massimiliano; Lansky, Petr; Buckwar, Evelyn |
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2022
|
Iterative approximation of the positive solutions of a class of nonlinear Volterra-type integral equations. Zbl 0885.65154
Buckwar, Evelyn |
|
1997
|
A note on the analysis of asymptotic mean-square stability properties for systems of linear stochastic delay differential equations. Zbl 1390.34228
Buckwar, Evelyn; Notarangelo, Girolama |
|
2013
|
On a nonlinear Volterra integral equation. Zbl 0957.45005
Buckwar, Evelyn |
|
2000
|
Noise induced oscillation in solutions of stochastic delay differential equations. Zbl 1105.34057
Appleby, John A. D.; Buckwar, Evelyn |
|
2005
|
Weak stochastic Runge-Kutta Munthe-Kaas methods for finite spin ensembles. Zbl 1367.65012
Ableidinger, M.; Buckwar, E. |
|
2017
|
Introduction to the numerical analysis of stochastic delay differential equations. Zbl 0963.65501
Buckwar, Evelyn |
|
2000
|
An importance sampling technique in Monte Carlo methods for SDEs with a.s. stable and mean-square unstable equilibrium. Zbl 1382.65014
Ableidinger, M.; Buckwar, E.; Thalhammer, A. |
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2017
|
Corrigendum: On the use of a discrete form of the Itô formula in the article “Almost sure asymptotic stability analysis of the \(\theta\)-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations”. Zbl 1297.60044
Berkolaiko, Gregory; Buckwar, Evelyn; Kelly, Cónall; Rodkina, Alexandra |
|
2013
|
Special issue: Stochastic dynamics with delay and memory. Selected papers based on the presentation at the workshop, Halle/Wittenberg, Germany, February 2–5, 2004. Zbl 1080.60500
|
|
2005
|
A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model. Zbl 1491.65014
Buckwar, Evelyn; Samson, Adeline; Tamborrino, Massimiliano; Tubikanec, Irene |
|
2022
|
Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion. Zbl 1490.60209
Tubikanec, Irene; Tamborrino, Massimiliano; Lansky, Petr; Buckwar, Evelyn |
|
2022
|
Exponential mean-square stability properties of stochastic linear multistep methods. Zbl 1496.65007
Buckwar, Evelyn; D’Ambrosio, Raffaele |
|
2021
|
Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs. Zbl 1505.62081
Buckwar, Evelyn; Tamborrino, Massimiliano; Tubikanec, Irene |
|
2020
|
A stochastic version of the jansen and rit neural mass model: analysis and numerics. Zbl 1395.92027
Ableidinger, Markus; Buckwar, Evelyn; Hinterleitner, Harald |
|
2017
|
Weak stochastic Runge-Kutta Munthe-Kaas methods for finite spin ensembles. Zbl 1367.65012
Ableidinger, M.; Buckwar, E. |
|
2017
|
An importance sampling technique in Monte Carlo methods for SDEs with a.s. stable and mean-square unstable equilibrium. Zbl 1382.65014
Ableidinger, M.; Buckwar, E.; Thalhammer, A. |
|
2017
|
Sufficient conditions for polynomial asymptotic behaviour of the stochastic pantograph equation. Zbl 1389.60069
Appleby, John; Buckwar, Evelyn |
|
2016
|
Splitting integrators for the stochastic Landau-Lifshitz equation. Zbl 1342.60111
Ableidinger, M.; Buckwar, E. |
|
2016
|
Numerical solution of the neural field equation in the two-dimensional case. Zbl 1329.65316
Lima, Pedro M.; Buckwar, Evelyn |
|
2015
|
Asymptotic and transient mean-square properties of stochastic systems arising in ecology, fluid dynamics, and system control. Zbl 1297.93172
Buckwar, Evelyn; Kelly, Cónall |
|
2014
|
Laws of large numbers and Langevin approximations for stochastic neural field equations. Zbl 1295.60030
Riedler, Martin G.; Buckwar, Evelyn |
|
2013
|
Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations. Zbl 1276.65003
Komori, Yoshio; Buckwar, Evelyn |
|
2013
|
A note on the analysis of asymptotic mean-square stability properties for systems of linear stochastic delay differential equations. Zbl 1390.34228
Buckwar, Evelyn; Notarangelo, Girolama |
|
2013
|
Corrigendum: On the use of a discrete form of the Itô formula in the article “Almost sure asymptotic stability analysis of the \(\theta\)-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations”. Zbl 1297.60044
Berkolaiko, Gregory; Buckwar, Evelyn; Kelly, Cónall; Rodkina, Alexandra |
|
2013
|
A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems. Zbl 1245.65006
Buckwar, Evelyn; Sickenberger, Thorsten |
|
2012
|
Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations. Zbl 1268.60091
Buckwar, Evelyn; Kelly, Cónall |
|
2012
|
Almost sure asymptotic stability analysis of the \(\theta\)-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations. Zbl 1294.60093
Berkolaiko, Gregory; Buckwar, Evelyn; Kelly, Cónall; Rodkina, Alexandra |
|
2012
|
A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods. Zbl 1219.60066
Buckwar, Evelyn; Sickenberger, Thorsten |
|
2011
|
An exact stochastic hybrid model of excitable membranes including spatio-temporal evolution. Zbl 1284.92038
Buckwar, Evelyn; Riedler, Martin G. |
|
2011
|
Runge-Kutta methods for jump-diffusion differential equations. Zbl 1252.65010
Buckwar, Evelyn; Riedler, Martin G. |
|
2011
|
The numerical stability of stochastic ordinary differential equations with additive noise. Zbl 1236.60067
Buckwar, E.; Riedler, M. G.; Kloeden, P. E. |
|
2011
|
Towards a systematic linear stability analysis of numerical methods for systems of stochastic differential equations. Zbl 1221.60077
Buckwar, Evelyn; Kelly, Cónall |
|
2010
|
Stochastic Runge-Kutta methods for Itô sodes with small noise. Zbl 1215.65013
Buckwar, Evelyn; Rößler, Andreas; Winkler, Renate |
|
2010
|
A constructive comparison technique for determining the asymptotic behaviour of linear functional differential equations with unbounded delay. Zbl 1223.34097
Appleby, John A. D.; Buckwar, Evelyn |
|
2010
|
Weak convergence of the Euler scheme for stochastic differential delay equations. Zbl 1223.65008
Buckwar, Evelyn; Kuske, Rachel; Mohammed, Salah-Eldin; Shardlow, Tony |
|
2008
|
Multi-step Maruyama methods for stochastic delay differential equations. Zbl 1132.60052
Buckwar, Evelyn; Winkler, Renate |
|
2007
|
Improved linear multi-step methods for stochastic ordinary differential equations. Zbl 1128.65005
Buckwar, Evelyn; Winkler, Renate |
|
2007
|
Multistep methods for SDEs and their application to problems with small noise. Zbl 1117.60068
Buckwar, Evelyn; Winkler, Renate |
|
2006
|
Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations. Zbl 1121.60071
Buckwar, E.; Horváth-Bokor, R.; Winkler, R. |
|
2006
|
One-step approximations for stochastic functional differential equations. Zbl 1105.65005
Buckwar, Evelyn |
|
2006
|
Noise-sensitivity in machine tool vibrations. Zbl 1192.74162
Buckwar, E.; Kuske, R.; L’Esperance, B.; Soo, T. |
|
2006
|
Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations. Zbl 1081.65011
Baker, Christopher T. H.; Buckwar, Evelyn |
|
2005
|
Weak approximation of stochastic differential delay equations. Zbl 1076.65010
Buckwar, Evelyn; Shardlow, Tony |
|
2005
|
On Halanay-type analysis of exponential stability for the \(\theta\)-Maruyama method for stochastic delay differential equations. Zbl 1081.65012
Baker, Christopher T. H.; Buckwar, Evelyn |
|
2005
|
Existence and uniqueness of solutions of Abel integral equations with power-law non-linearities. Zbl 1085.45003
Buckwar, Evelyn |
|
2005
|
Noise induced oscillation in solutions of stochastic delay differential equations. Zbl 1105.34057
Appleby, John A. D.; Buckwar, Evelyn |
|
2005
|
Special issue: Stochastic dynamics with delay and memory. Selected papers based on the presentation at the workshop, Halle/Wittenberg, Germany, February 2–5, 2004. Zbl 1080.60500
|
|
2005
|
The \(\Theta\)-Maruyama scheme for stochastic functional differential equations with distributed memory term. Zbl 1071.65004
Buckwar, Evelyn |
|
2004
|
On two-step schemes for SDEs with small noise. Zbl 1354.60077
Buckwar, Evelyn; Winkler, Renate |
|
2004
|
Introduction to the numerical analysis of stochastic delay differential equations. Zbl 0971.65004
Buckwar, Evelyn |
|
2000
|
Numerical analysis of explicit one-step methods for stochastic delay differential equations. Zbl 0974.65008
Baker, Christopher T. H.; Buckwar, Evelyn |
|
2000
|
Continuous \(\Theta\)-methods for the stochastic pantograph equation. Zbl 0968.65004
Baker, Christopher T. H.; Buckwar, Evelyn |
|
2000
|
On a nonlinear Volterra integral equation. Zbl 0957.45005
Buckwar, Evelyn |
|
2000
|
Introduction to the numerical analysis of stochastic delay differential equations. Zbl 0963.65501
Buckwar, Evelyn |
|
2000
|
Invariance of a partial differential equation of fractional order under the Lie group of scaling transformations. Zbl 0932.58038
Buckwar, Evelyn; Luchko, Yuri |
|
1998
|
Iterative approximation of the positive solutions of a class of nonlinear Volterra-type integral equations. Zbl 0885.65154
Buckwar, Evelyn |
|
1997
|