Utku Erdogan

Publication Activity (10 Years)

Years Active: 2011-2024
Publications (10 Years): 7

Top Topics

Brownian Motion

Top Venues

J. Comput. Appl. Math.

Appl. Math. Comput.

Publications

Utku Erdogan, Gabriel J. Lord, Roy B. Schieven
Numerical approximation of SDEs driven by fractional Brownian motion for all H∈(0, 1) using WIS integration. CoRR (2024)
Utku Erdogan, Gabriel J. Lord
Weak Convergence Of Tamed Exponential Integrators for Stochastic Differential Equations. CoRR (2023)
Utku Erdogan, Gabriel J. Lord
Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation. J. Comput. Appl. Math. 399 (2022)
Utku Erdogan, Gabriel J. Lord
Strong Convergence of a GBM Based Tamed Integrator for SDEs and an Adaptive Implementation. CoRR (2021)
Muaz Seydaoglu, Hüseyin Koçak, Utku Erdogan
An efficient numerical treatment for the asymptotic behaviour of the nonlinear Airy-type problems. J. Comput. Appl. Math. 375 (2020)
Sila Ö. Korkut, Utku Erdogan
Positivity preserving scheme based on exponential integrators. Appl. Math. Comput. 320 (2018)
Muaz Seydaoglu, Utku Erdogan, Turgut Özis
Numerical solution of Burgers' equation with high order splitting methods. J. Comput. Appl. Math. 291 (2016)
Utku Erdogan, Turgut Özis
A smart nonstandard finite difference scheme for second order nonlinear boundary value problems. J. Comput. Phys. 230 (17) (2011)