Zobrazeno 1 - 10
of 67
pro vyhledávání: '"Gabriel J. Lord"'
Autor:
Cónall Kelly, Gabriel J. Lord
Publikováno v:
Applied Numerical Mathematics, 186, pp. 252-273
Applied Numerical Mathematics, 186, 252-273
Applied Numerical Mathematics, 186, 252-273
We propose a new splitting method for strong numerical solution of the Cox-Ingersoll-Ross model. For this method, applied over both deterministic and adaptive random meshes, we prove a uniform moment bound and strong error results of order $1/4$ in $
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::50b84fdfed9b61b2a353d358a5cef81c
https://hdl.handle.net/2066/290570
https://hdl.handle.net/2066/290570
Autor:
Cónall Kelly, Gabriel J. Lord
Publikováno v:
Numerical Algorithms, 89, 721-747
Numerical Algorithms, 89, pp. 721-747
Numerical Algorithms, 89, pp. 721-747
We present strongly convergent explicit and semi-implicit adaptive numerical schemes for systems of stiff stochastic differential equations (SDEs) where both the drift and diffusion are non-globally Lipschitz continuous. This stiffness may originate
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e5d4a80db3accff9700dcf8ac57be5d0
https://doi.org/10.1007/s11075-021-01131-8
https://doi.org/10.1007/s11075-021-01131-8
Publikováno v:
Siam Journal on Numerical Analysis, 59, 4, pp. 1976-2003
Siam Journal on Numerical Analysis, 59, 1976-2003
Siam Journal on Numerical Analysis, 59, 1976-2003
The full discretization of the semilinear stochastic wave equation is considered. The discontinuous Galerkin finite element method is used in space and analyzed in a semigroup framework, and an exp...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::af9afa52cfb45989aab8f8b7c9306f21
https://doi.org/10.1137/20m1364746
https://doi.org/10.1137/20m1364746
Publikováno v:
Computational Geosciences. 24:1725-1746
One way to quantify the uncertainty in Bayesian inverse problems arising in the engineering domain is to generate samples from the posterior distribution using Markov chain Monte Carlo (MCMC) algorithms. The basic MCMC methods tend to explore the par
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::744a5e69a8678122e153ee5107757ca1
https://doi.org/10.1007/s10596-020-09968-z
https://doi.org/10.1007/s10596-020-09968-z
Autor:
Gabriel J. Lord, Utku Erdogan
Publikováno v:
Journal of Computational and Applied Mathematics, 399, 1-21
Journal of Computational and Applied Mathematics, 399, pp. 1-21
Journal of Computational and Applied Mathematics, 399, pp. 1-21
We introduce a tamed exponential time integrator which exploits linear terms in both the drift and diffusion for Stochastic Differential Equations (SDEs) with a one sided globally Lipschitz drift term. Strong convergence of the proposed scheme is pro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::380322fd0e947560e53e51bfa41c1be2
http://arxiv.org/abs/2106.11425
http://arxiv.org/abs/2106.11425
Autor:
Antoine Tambue, Gabriel J. Lord
Publikováno v:
Applied Numerical Mathematics. 136:163-182
We consider the numerical approximation of the general second order semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive space–time noise. Our goal is to build two numerical algorithms with strong convergence ra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::32f33d67d20880fcca2d8c5fbdcad113
https://doi.org/10.1016/j.apnum.2018.10.008
https://doi.org/10.1016/j.apnum.2018.10.008
Autor:
P. Acethorp, J. Kibler, Rosa Filgueira, Larry G. Mastin, Gabriel J. Lord, A. Tupper, Samantha Engwell
Publikováno v:
Bulletin of Volcanology, 83, 2, pp. 1-17
Bulletin of Volcanology, 83, 1-17
Bulletin of Volcanology, 83, 1-17
SLE was funded by the Global Geological Risk Research Platform of the British Geological Survey NC-ODA grant NE/R000069/1: Geoscience for Sustainable Futures. Understanding the location, intensity, and likely duration of volcanic hazards is key to re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b6aeb1e2da461be7954d6e30f10737ce
Autor:
Lei Yang, Alison R Dun, Kirsty J Martin, Zhen Qiu, Andrew Dunn, Gabriel J Lord, Weiping Lu, Rory R Duncan, Colin Rickman
Publikováno v:
PLoS ONE, Vol 7, Iss 11, p e49514 (2012)
Intercellular communication is commonly mediated by the regulated fusion, or exocytosis, of vesicles with the cell surface. SNARE (soluble N-ethymaleimide sensitive factor attachment protein receptor) proteins are the catalytic core of the secretory
Externí odkaz:
https://doaj.org/article/b503554002024569a0e5bb6a1e9b48b1
Autor:
Gabriel J. Lord, Antoine Tambue
Publikováno v:
Applied Mathematics and Computation. 332:105-122
We consider the numerical approximation of a general second order semi–linear parabolic stochastic partial differential equation (SPDE) driven by additive space-time noise. We introduce a new modified scheme using linear functionals of the noise wi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7b98f9a3d99d40d1ded6e4f9f3d42349
https://doi.org/10.1016/j.amc.2018.03.014
https://doi.org/10.1016/j.amc.2018.03.014
Autor:
Gabriel J. Lord, Cónall Kelly
Publikováno v:
IMA Journal of Numerical Analysis. 38:1523-1549
We introduce a class of adaptive timestepping strategies for stochastic differential equations with non-Lipschitz drift coefficients. These strategies work by controlling potential unbounded growth in solutions of a numerical scheme due to the drift.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::888214888e5643d13ceb800629196831
https://doi.org/10.1093/imanum/drx036
https://doi.org/10.1093/imanum/drx036