Evelyn Buckwar

Publication Activity (10 Years)

Years Active: 2000-2024
Publications (10 Years): 12

Top Topics

Diffusion Process

Markov Processes

Brownian Motion

Evolution Equation

Top Venues

J. Comput. Appl. Math.

Adv. Comput. Math.

SIAM J. Sci. Comput.

Publications

Evelyn Buckwar, Ana Djurdjevac, Monika Eisenmann
A domain decomposition method for stochastic evolution equations. CoRR (2024)
Evelyn Buckwar, Amira Meddah
Numerical Approximations and Convergence Analysis of Piecewise Diffusion Markov Processes, with Application to Glioma Cell Migration. CoRR (2024)
Irene Tubikanec, Massimiliano Tamborrino, Petr Lánský, Evelyn Buckwar
Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion. J. Comput. Appl. Math. 406 (2022)
Evelyn Buckwar, Raffaele D'Ambrosio
Exponential mean-square stability properties of stochastic linear multistep methods. Adv. Comput. Math. 47 (4) (2021)
Evelyn Buckwar, Raffaele D'Ambrosio
Correction to: Exponential mean-square stability properties of stochastic linear multistep methods. Adv. Comput. Math. 47 (5) (2021)
Evelyn Buckwar, Adeline Samson, Massimiliano Tamborrino, Irene Tubikanec
Splitting methods for SDEs with locally Lipschitz drift. An illustration on the FitzHugh-Nagumo model. CoRR (2021)
Evelyn Buckwar, Massimiliano Tamborrino, Irene Tubikanec
Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs. Stat. Comput. 30 (3) (2020)
Irene Tubikanec, Massimiliano Tamborrino, Petr Lánský, Evelyn Buckwar
Qualitative properties of numerical methods for the inhomogeneous geometric Brownian motion. CoRR (2020)
Evelyn Buckwar, Peter Kritzer, Gunther Leobacher, Friedrich Pillichshammer, Arne Winterhof
Editorial. Math. Comput. Simul. 143 (2018)
M. Ableidinger, Evelyn Buckwar, Andreas Thalhammer
An importance sampling technique in Monte Carlo methods for SDEs with a.s. stable and mean-square unstable equilibrium. J. Comput. Appl. Math. 316 (2017)
M. Ableidinger, Evelyn Buckwar
Splitting Integrators for the Stochastic Landau-Lifshitz Equation. SIAM J. Sci. Comput. 38 (3) (2016)
Pedro Miguel Lima, Evelyn Buckwar
Numerical Solution of the Neural Field Equation in the Two-Dimensional Case. SIAM J. Sci. Comput. 37 (6) (2015)
Evelyn Buckwar, Cónall Kelly
Asymptotic and Transient Mean-Square Properties of Stochastic Systems Arising in Ecology, Fluid Dynamics, and System Control. SIAM J. Appl. Math. 74 (2) (2014)
Gregory Berkolaiko, Evelyn Buckwar, Cónall Kelly, Alexandra Rodkina
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. 16 (2013)
Gregory Berkolaiko, Evelyn Buckwar, Cónall Kelly, Alexandra Rodkina
-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations. LMS J. Comput. Math. 15 (2012)
Evelyn Buckwar, Cónall Kelly
Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations. Comput. Math. Appl. 64 (7) (2012)
Evelyn Buckwar, Martin G. Riedler
Runge-Kutta methods for jump-diffusion differential equations. J. Comput. Appl. Math. 236 (6) (2011)
Evelyn Buckwar, Thorsten Sickenberger
A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods. Math. Comput. Simul. 81 (6) (2011)
Evelyn Buckwar, Andreas Rößler, Renate Winkler
Stochastic Runge--Kutta Methods for It[o-circumflex] SODEs with Small Noise. SIAM J. Sci. Comput. 32 (4) (2010)
Evelyn Buckwar, Cónall Kelly
Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations. SIAM J. Numer. Anal. 48 (1) (2010)
Evelyn Buckwar, Rachel Kuske, Salah-Eldin A. Mohammed, Tony Shardlow
Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations. LMS J. Comput. Math. 11 (2008)
Evelyn Buckwar, Rachel Kuske, B. L'esperance, T. Soo
Noise-Sensitivity in Machine Tool Vibrations. Int. J. Bifurc. Chaos 16 (8) (2006)
Evelyn Buckwar, Renate Winkler
Multistep methods for SDEs and their application to problems with small noise. SIAM J. Numer. Anal. 44 (2) (2006)
Evelyn Buckwar
The ⊝-Maruyama scheme for stochastic functional differential equations with distributed memory term. Monte Carlo Methods Appl. 10 (3-4) (2004)
Christopher T. H. Baker, Evelyn Buckwar
Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations. LMS J. Comput. Math. 3 (2000)