Pawel Przybylowicz

Publication Activity (10 Years)

Years Active: 2008-2024
Publications (10 Years): 35

Top Topics

Monte Carlo Methods

Differential Equations

Top Venues

J. Comput. Appl. Math.

Appl. Math. Comput.

Numer. Algorithms

Publications

Andrzej Kaluza, Pawel M. Morkisz, Bartlomiej Mulewicz, Pawel Przybylowicz, Martyna Wiacek
Deep learning-based estimation of time-dependent parameters in Markov models with application to nonlinear regression and SDEs. Appl. Math. Comput. 480 (2024)
Tomasz Bochacik, Pawel Przybylowicz
Convergence and stability of randomized implicit two-stage Runge-Kutta schemes. CoRR (2024)
Pawel Przybylowicz, Verena Schwarz, Michaela Szölgyenyi
Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs. J. Comput. Appl. Math. 440 (2024)
Pawel Przybylowicz, Michal Sobieraj
On the randomized Euler scheme for SDEs with integral-form drift. CoRR (2024)
Fabio V. Difonzo, Pawel Przybylowicz, Yue Wu
Existence, uniqueness and approximation of solutions to Carathéodory delay differential equations. J. Comput. Appl. Math. 436 (2024)
Fabio V. Difonzo, Pawel Przybylowicz, Yue Wu, Xinheng Xie
A Randomized Runge-Kutta Method for time-irregular delay differential equations. CoRR (2024)
Pawel Przybylowicz, Verena Schwarz, Michaela Szölgyenyi
Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift. CoRR (2023)
Andrzej Kaluza, Pawel M. Morkisz, Bartlomiej Mulewicz, Pawel Przybylowicz, Martyna Wiacek
Deep learning-based estimation of time-dependent parameters in Markov models with application to nonlinear regression and SDEs. CoRR (2023)
Marcin Baranek, Andrzej Kaluza, Pawel M. Morkisz, Pawel Przybylowicz, Michal Sobieraj
On the randomized Euler algorithm under inexact information. CoRR (2023)
Pawel Przybylowicz, Yue Wu, Xinheng Xie
On approximation of solutions of stochastic delay differential equations via randomized Euler scheme. CoRR (2023)
Pawel Przybylowicz, Michal Sobieraj, Lukasz T. Stepien
Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure. SIAM J. Numer. Anal. 60 (2) (2022)
Tomasz Bochacik, Pawel Przybylowicz
On the randomized Euler schemes for ODEs under inexact information. Numer. Algorithms 91 (3) (2022)
Natalia Czyzewska, Jan Kusiak, Pawel M. Morkisz, Piotr Oprocha, Maciej Pietrzyk, Pawel Przybylowicz, Lukasz Rauch, Danuta Szeliga
On Mathematical Aspects of Evolution of Dislocation Density in Metallic Materials. IEEE Access 10 (2022)
Pawel Przybylowicz, Verena Schwarz, Michaela Szölgyenyi
Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs. CoRR (2022)
Fabio V. Difonzo, Pawel Przybylowicz
Existence, uniqueness and approximation of solutions to Carathéodory delay differential equations. CoRR (2022)
Pawel Przybylowicz, Verena Schwarz, Michaela Szölgyenyi
A higher order approximation method for jump-diffusion SDEs with discontinuous drift coefficient. CoRR (2022)
Pawel Przybylowicz
Foundations of Monte Carlo methods and stochastic simulations - From Monte Carlo Lebesgue integration to weak approximation of SDEs. CoRR (2022)
Natalia Czyzewska, Pawel M. Morkisz, Pawel Przybylowicz
Approximation of solutions of DDEs under nonstandard assumptions via Euler scheme. Numer. Algorithms 91 (4) (2022)
Leszek Plaskota, Pawel Przybylowicz, Lukasz T. Stepien
Monte Carlo integration with adaptive variance reduction: an asymptotic analysis. CoRR (2022)
Natalia Czyzewska, Pawel M. Morkisz, Pawel Przybylowicz
Euler scheme for approximation of solution of nonlinear ODEs under inexact information. CoRR (2022)
Natalia Czyzewska, Pawel M. Morkisz, Pawel Przybylowicz
Approximation of solutions of DDEs under nonstandard assumptions via Euler scheme. CoRR (2021)
Pawel Przybylowicz, Michaela Szölgyenyi
Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift. Appl. Math. Comput. 403 (2021)
Pawel M. Morkisz, Pawel Przybylowicz
Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information. J. Comput. Appl. Math. 383 (2021)
Pawel Przybylowicz, Michal Sobieraj, Lukasz T. Stepien
Efficient approximation of SDEs driven by countably dimensional Wiener process and Poisson random measure. CoRR (2021)
Tomasz Bochacik, Pawel Przybylowicz
On the randomized Euler schemes for ODEs under inexact information. CoRR (2021)
Tomasz Bochacik, Maciej Gocwin, Pawel M. Morkisz, Pawel Przybylowicz
Randomized Runge-Kutta method - Stability and convergence under inexact information. J. Complex. 65 (2021)
Natalia Czyzewska, Jan Kusiak, Pawel M. Morkisz, Piotr Oprocha, Maciej Pietrzyk, Pawel Przybylowicz, Lukasz Rauch, Danuta Szeliga
On mathematical aspects of evolution of dislocation density in metallic materials. CoRR (2020)
Tomasz Bochacik, Maciej Gocwin, Pawel M. Morkisz, Pawel Przybylowicz
Randomized Runge-Kutta method - stability and convergence under inexact information. CoRR (2020)
Pawel Przybylowicz
Efficient approximate solution of jump-diffusion SDEs via path-dependent adaptive step-size control. J. Comput. Appl. Math. 350 (2019)
Pawel Przybylowicz, Michaela Szölgyenyi
Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift. CoRR (2019)
Pawel M. Morkisz, Pawel Przybylowicz
Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information. CoRR (2019)
Andrzej Kaluza, Pawel M. Morkisz, Pawel Przybylowicz
Optimal approximation of stochastic integrals in analytic noise model. Appl. Math. Comput. 356 (2019)
Pawel M. Morkisz, Pawel Przybylowicz
Optimal pointwise approximation of SDE's from inexact information. J. Comput. Appl. Math. 324 (2017)
Pawel Przybylowicz
Optimal global approximation of stochastic differential equations with additive Poisson noise. Numer. Algorithms 73 (2) (2016)
Boleslaw Z. Kacewicz, Pawel Przybylowicz
On the optimal robust solution of IVPs with noisy information. Numer. Algorithms 71 (3) (2016)
Pawel Przybylowicz
Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients. J. Comput. Appl. Math. 282 (2015)
Pawel Przybylowicz
Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting. Appl. Math. Comput. 270 (2015)
Boleslaw Z. Kacewicz, Pawel Przybylowicz
Complexity of the derivative-free solution of systems of IVPs with unknown singularity hypersurface. J. Complex. 31 (1) (2015)
Boleslaw Z. Kacewicz, Pawel Przybylowicz
Optimal adaptive solution of piecewise regular systems of IVPs with unknown switching hypersurface. Appl. Math. Comput. 228 (2014)
Pawel Przybylowicz
Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients. Int. J. Comput. Math. 91 (7) (2014)
Boleslaw Z. Kacewicz, Pawel Przybylowicz
Optimal solution of a class of non-autonomous initial-value problems with unknown singularities. J. Comput. Appl. Math. 261 (2014)
Pawel Przybylowicz
Optimal sampling design for approximation of stochastic Itô integrals with application to the nonlinear Lebesgue integration. J. Comput. Appl. Math. 245 (2013)
Pawel Przybylowicz
Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions. J. Comput. Appl. Math. 235 (1) (2010)
Pawel Przybylowicz
Linear information for approximation of the Itô integrals. Numer. Algorithms 52 (4) (2009)
Boleslaw Z. Kacewicz, Pawel Przybylowicz
Optimal adaptive solution of initial-value problems with unknown singularities. J. Complex. 24 (4) (2008)