Evelyn Buckwar

According to our database, Evelyn Buckwar authored at least 25 papers between 2000 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2024

A Domain Decomposition Method for Stochastic Evolution Equations.

Evelyn Buckwar, Ana Djurdjevac, Monika Eisenmann

SIAM J. Numer. Anal., 2024

Numerical Approximations and Convergence Analysis of Piecewise Diffusion Markov Processes, with Application to Glioma Cell Migration.

Evelyn Buckwar, Amira Meddah

CoRR, 2024

2022

Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion.

Irene Tubikanec, Massimiliano Tamborrino, Petr Lánský, Evelyn Buckwar

J. Comput. Appl. Math., 2022

2021

Splitting methods for SDEs with locally Lipschitz drift. An illustration on the FitzHugh-Nagumo model.

Evelyn Buckwar, Adeline Samson, Massimiliano Tamborrino, Irene Tubikanec

CoRR, 2021

Correction to: Exponential mean-square stability properties of stochastic linear multistep methods.

Evelyn Buckwar, Raffaele D'Ambrosio

Adv. Comput. Math., 2021

Exponential mean-square stability properties of stochastic linear multistep methods.

Evelyn Buckwar, Raffaele D'Ambrosio

Adv. Comput. Math., 2021

2020

Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs.

Evelyn Buckwar, Massimiliano Tamborrino, Irene Tubikanec

Stat. Comput., 2020

Qualitative properties of numerical methods for the inhomogeneous geometric Brownian motion.

Irene Tubikanec, Massimiliano Tamborrino, Petr Lánský, Evelyn Buckwar

CoRR, 2020

2018

Editorial.

Evelyn Buckwar, Peter Kritzer, Gunther Leobacher, Friedrich Pillichshammer, Arne Winterhof

Math. Comput. Simul., 2018

2017

An importance sampling technique in Monte Carlo methods for SDEs with a.s. stable and mean-square unstable equilibrium.

M. Ableidinger, Evelyn Buckwar, Andreas Thalhammer

J. Comput. Appl. Math., 2017

2016

Splitting Integrators for the Stochastic Landau-Lifshitz Equation.

M. Ableidinger, Evelyn Buckwar

SIAM J. Sci. Comput., 2016

2015

Numerical Solution of the Neural Field Equation in the Two-Dimensional Case.

Pedro Miguel Lima, Evelyn Buckwar

SIAM J. Sci. Comput., 2015

2014

Asymptotic and Transient Mean-Square Properties of Stochastic Systems Arising in Ecology, Fluid Dynamics, and System Control.

Evelyn Buckwar, Cónall Kelly

SIAM J. Appl. Math., 2014

2013

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'.

Gregory Berkolaiko, Evelyn Buckwar, Cónall Kelly, Alexandra Rodkina

LMS J. Comput. Math., 2013

2012

Almost sure asymptotic stability analysis of the <i>θ</i>-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations.

Gregory Berkolaiko, Evelyn Buckwar, Cónall Kelly, Alexandra Rodkina

LMS J. Comput. Math., 2012

Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations.

Evelyn Buckwar, Cónall Kelly

Comput. Math. Appl., 2012

2011

A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods.

Evelyn Buckwar, Thorsten Sickenberger

Math. Comput. Simul., 2011

Runge-Kutta methods for jump-diffusion differential equations.

Evelyn Buckwar, Martin G. Riedler

J. Comput. Appl. Math., 2011

2010

Stochastic Runge--Kutta Methods for It[o-circumflex] SODEs with Small Noise.

Evelyn Buckwar, Andreas Rößler, Renate Winkler

SIAM J. Sci. Comput., 2010

Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations.

Evelyn Buckwar, Cónall Kelly

SIAM J. Numer. Anal., 2010

2008

Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations.

Evelyn Buckwar, Rachel Kuske, Salah-Eldin A. Mohammed, Tony Shardlow

LMS J. Comput. Math., 2008

2006

Multistep methods for SDEs and their application to problems with small noise.

Evelyn Buckwar, Renate Winkler

SIAM J. Numer. Anal., 2006

Noise-Sensitivity in Machine Tool Vibrations.

Evelyn Buckwar, Rachel Kuske, B. L'esperance, T. Soo

Int. J. Bifurc. Chaos, 2006

2004

The ⊝-Maruyama scheme for stochastic functional differential equations with distributed memory term.

Evelyn Buckwar

Monte Carlo Methods Appl., 2004

2000

Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations.

Christopher T. H. Baker, Evelyn Buckwar

LMS J. Comput. Math., 2000