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Lage Science Park 2

Das Institut für Stochastik befindet sich im Science Park 2, 6. Stockwerk ...  mehr zu Anfahrtsplan (Titel)


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Evelyn Buckwar

Univ.-Prof. Dr.<sup>in</sup> Evelyn Buckwar

Univ.-Prof. Dr.in Evelyn Buckwar (Zum Team)
Institutsvorstand

S2 0609-1
Tel.: +43 732 2468 4161
Evelyn.Buckwar(/\t)jku.at

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Publikationstyp: Aufsatz / Paper in SCI-Expanded-Zeitschrift

Buckwar E., Ableidinger M., Thalhammer A.
An importance sampling technique in Monte Carlo methods for SDEs with a.s. stable and mean-square unstable equilibrium, in: Journal of Computational and Applied Mathematics, Volume 316, 2017.
Buckwar E., Ableidinger M.
Weak stochastic Runge-Kutta Munthe-Kaas methods for finite spin ensembles, in: Applied Numerical Mathematics, Volume 118, 2017.
Buckwar E., Ableidinger M.
Splitting Integrators for the Stochastic Landau–Lifshitz Equation, in: SIAM Journal on Scientific Computing, Volume 38, Number 3, Page(s) A1788–A1806, 2016.
Buckwar E., Lima P.
Numerical solution of the neural field equation in the two-dimensional case, in: SIAM Journal on Scientific Computing, Volume 37, Number 6, Page(s) B962–B979, 2015.
Buckwar E., Kelly C.
Asymptotic and transient mean-square properties of stochastic systems arising in ecology, fluid dynamics, and system control, in: SIAM Journal on Applied Mathematics, Volume 74, Number 2, Page(s) 411–433, 2014.
Buckwar E., Notarangelo G.
A note on the analysis of asymptotic mean-square stability properties for systems of linear stochastic delay differential equations, in: Discrete and Continuous Dynamical Systems - Series B, Volume 18, Number 6, Page(s) 1521 - 1531, 2013.
Riedler M., Buckwar E.
Laws of large numbers and Langevin approximations for stochastic neural field equations, in: Journal of Mathematical Neuroscience, Volume 3, Number 1, 2013.
Buckwar E., Komori Y.
Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations., in: BIT. Numerical Mathematics, Volume 53, Number 3, 2013.
Buckwar E., Sickenberger T.
A Structural Analysis of Asymptotic Mean-square Stability for Multi-dimensional Linear Stochastic Differential Systems, in: Applied Numerical Mathematics, Volume 62, Number 7, Page(s) 842–859, 2012.
Buckwar E., Kelly C., Rodkina A., Berkolaiko G.
Almost sure asymptotic stability analysis of the Theta-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations, in: LMS J. Comput. Math., Volume 15, Page(s) 71-83, 2012.
Buckwar E., Kelly C.
Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations, in: Computers & Mathematics with Applications, 2012.
Buckwar E., Sickenberger T.
A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods, in: Mathematics and Computers in Simulation, Volume 81, Number 6, Page(s) 1110-1127, 2011.
Buckwar E., Riedler M.
An exact stochastic hybrid model of excitable membranes including spatio-temporal evolution, in: Journal of Mathematical Biology, Volume 63, Number 6, Page(s) 1051-1093, 2011.
Buckwar E., Riedler M.
Runge-Kutta methods for jump-diffusion differential equations, in: Journal of Computational and Applied Mathematics, Volume 236, Number 6, Page(s) 1155-1182, 2011.
Buckwar E., Kloeden P., Riedler M.
The numerical stability of stochastic ordinary differential equations with additive noise, in: Stochastics and Dynamics, Volume 11, Number 2-3, Page(s) 265-281, 2011.
Buckwar E., Rößler A., Winkler R.
Stochastic Runge-Kutta methods for Itô SODEs with small noise, in: SIAM Journal on Scientific Computing, Volume 32, Number 4, Page(s) 1789-1808, 2010.
Buckwar E., Kelly C.
Towards a systematic linear stability analysis of numerical methods for systems of stochastic differential equations, in: SIAM Journal on Numerical Analysis, Volume 48, Number 1, Page(s) 298-321, 2010.
Buckwar E., Kuske R., Shardlow T., Mohammed S.
Weak convergence of the Euler scheme for stochastic differential delay equations, in: LMS Journal of Computation and Mathematics, Volume 11, Page(s) 60-99, 2008.
Buckwar E., Winkler R.
Improved linear multi-step methods for stochastic ordinary differential equations, in: Journal of Computational and Applied Mathematics, Volume 205, Number 2, Page(s) 912-922, 2007.
Buckwar E., Winkler R.
Multi-step Maruyama methods for stochastic delay differential equations, in: Stochastic Analysis and Applications, Volume 25, Number 9, Page(s) 933-959, 2007.
Buckwar E., Horváth-Bokor R., Winkler R.
Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations, in: BIT Numerical Mathematics, Volume 46, Number 2, Page(s) 261-282, 2006.
Buckwar E., Winkler R.
Multistep methods for SDEs and their application to problems with small noise, in: SIAM Journal on Numerical Analysis, Volume 44, Number 2, Page(s) 779-803, 2006.
Buckwar E., Kuske R., L'Esperance B.
Noise-sensitivity in machine tool vibrations, in: International Journal of Bifurcation and Chaos in Applied Sciences and Engineering, Volume 16, Number 8, Page(s) 2407-2416, 2006.
Buckwar E.
One-step approximations for stochastic functional differential equations, in: Applied Numerical Mathematics, Volume 56, Number 5, Page(s) 667-681, 2006.
Buckwar E.
Existence and uniqueness of solutions of Abel integral equations with power-law non-linearities, in: Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods, Volume 63, Number 1 A, Page(s) 88-96, 2005.
Buckwar E., Baker C.
Exponential stability in p-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations, in: Journal of Computational and Applied Mathematics, Volume 184, Number 2, Page(s) 404-427, 2005.
Buckwar E., Appleby J.
Noise induced oscillation in solutions of stochastic delay differential equations, in: Dynamic Systems and Applications, Volume 14, Number 2, Page(s) 175-196, 2005.
Buckwar E., Baker C.
On Halanay-type analysis of exponential stability for the θ-Maruyama method for stochastic delay differential equations, in: Stochastics and Dynamics, Volume 5, Number 2, Page(s) 201-209, 2005.
Buckwar E., Shardlow T.
Weak approximation of stochastic differential delay equations, in: IMA Journal of Numerical Analysis, Volume 25, Number 1, Page(s) 57-86, 2005.
Buckwar E., Baker C.
Continuous Θ-methods for the stochastic pantograph equation, in: ETNA. Electronic Transactions on Numerical Analysis, Volume 11, Page(s) 131-151, 2000.
Buckwar E.
Introduction to the numerical analysis of stochastic delay differential equations, in: Journal of Computational and Applied Mathematics, Volume 125, Number 1-2, Page(s) 297-307, 2000.
Buckwar E., Baker C.
Numerical analysis of explicit one-step methods for stochastic delay differential equations, in: LMS Journal of Computation and Mathematics, Volume 3, Page(s) 315-335, 2000.
Buckwar E., Luchko Y.
Invariance of a partial differential equation of fractional order under the Lie group of scaling transformations, in: Journal of Mathematical Analysis and Applications, Volume 227, Number 1, Page(s) 81-97, 1998.

Publikationstyp: Aufsatz / Paper in sonstiger referierter Fachzeitschrift

Buckwar E., Appleby J.
A constructive comparison technique for determining the asymptotic behaviour of linear functional differential equations with unbounded delay, in: Differential Equations and Dynamical Systems, Volume 18, Number 3, Page(s) 271-301, 2010.
Buckwar E., Winkler R.
Asymptotic Mean-square Stability of Linear Multi-step Methods for SODEs, in: Proc. Appl. Math. Mech., Volume 6, Page(s) 659–660, 2006.
Buckwar E.
The Θ-Maruyama scheme for stochastic functional differential equations with distributed memory term, in: Monte Carlo Methods and Applications, Volume 10, Number 3-4, Page(s) 235-244, 2004.

Publikationstyp: Aufsatz / Paper in Tagungsband (nicht-referiert)

Buckwar E., Komori Y.
Stochastic Runge‐Kutta Methods with Deterministic High Order for Ordinary Differential Equations, in: NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2011, Series AIP Conference Proceedings, Volume 1389, Page(s) 1590-1593, American Institute of Physics, 2011.

Publikationstyp: Aufsatz / Paper in Sammelwerk (nicht-referiert)

Buckwar E., Tamborrino M.
Mathematical/Stochastic Neuroscience, in: Hagelauer R., Pomberger G. (Eds.): Whitebook Medical Technology, Page(s) 28-29, 2017.

Publikationstyp: Tagungsband Mitherausgeberschaft (Erstauflage)

Buckwar E., Scheutzow M., Pikovsky A.
Special issue: Stochastic dynamics with delay and memory. Selected papers based on the presentation at the workshop, Halle/Wittenberg, Germany, February 2–5, 2004, World Scientific, Singapore, 2005.

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