E. Buckwar

发表

A Stochastic Version of the Jansen and Rit Neural Mass Model: Analysis and Numerics

Evelyn Buckwar, M. Ableidinger, E. Buckwar, 2017, The Journal of Mathematical Neuroscience.

Introduction to the numerical analysis of stochastic delay differential equations

Evelyn Buckwar, E. Buckwar, 2000 .

NUMERICAL ANALYSIS OF EXPLICIT ONE-STEP METHODS FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS

Evelyn Buckwar, Christopher T. H. Baker, C. Baker, 1975 .

Exponential stability in p -th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations

Evelyn Buckwar, Christopher T. H. Baker, C. Baker, 2005 .

Sufficient Conditions for Polynomial Asymptotic Behaviour of the Stochastic Pantograph Equation

Evelyn Buckwar, John A. D. Appleby, J. Appleby, 2016, 1607.00423.

A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems

Evelyn Buckwar, Thorsten Sickenberger, Thorsten Sickenberger, 2012 .

CONTINUOUS -METHODS FOR THE STOCHASTIC PANTOGRAPH EQUATION

Evelyn Buckwar, Christopher T. H. Baker, C. Baker, 2000 .

Numerical Investigation of the Two-Dimensioaln Neural Field Equation with Delay

E. Buckwar, P. Lima, 2015, 2015 Second International Conference on Mathematics and Computers in Sciences and in Industry (MCSI).

Weak stochastic Runge–Kutta Munthe-Kaas methods for finite spin ensembles

M. Ableidinger, E. Buckwar, 2017 .

The multilevel Monte Carlo method for stochastic differential equations driven by jump-diffusion processes

A. Abdulle, Adrian Blumenthal, E. Buckwar, 2011 .

A stochastic hierarchical model for low grade glioma evolution

E. Buckwar, M. Conte, Amira Meddah, 2022, 2206.11232.

A stochastic hierarchical model for low grade glioma evolution

E. Buckwar, M. Conte, Amira Meddah, 2022, Journal of Mathematical Biology.

Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations

E. Buckwar, Y. Komori, 2013, BIT Numerical Mathematics.

Numerical simulations in two-dimensional neural fields

E. Buckwar, P. Lima, 2015, BMC Neuroscience.

Exponential mean-square stability properties of stochastic linear multistep methods

Raffaele D'Ambrosio, Evelyn Buckwar, E. Buckwar, 2021, Advances in Computational Mathematics.

Multistep methods for SDEs and their application to problems with small noise

Evelyn Buckwar, Renate Winkler, R. Winkler, 2006, SIAM J. Numer. Anal..

Numerical Solution of the Neural Field Equation in the Two-Dimensional Case

Evelyn Buckwar, Pedro Miguel Lima, E. Buckwar, 2015, SIAM J. Sci. Comput..

Numerical Solution of Stochastic Neural Fields with Delays

Pedro M. Lima, Evelyn Buckwar, E. Buckwar, 2017, 1701.03917.

Invariance of a Partial Differential Equation of Fractional Order under the Lie Group of Scaling Transformations

Evelyn Buckwar, Yuri Luchko, Yuri Luchko, 1998 .

A splitting method for SDEs with locally Lipschitz drift: Illustration on the FitzHugh-Nagumo model

E. Buckwar, M. Tamborrino, Adeline M. M. Samson, 2021, Applied Numerical Mathematics.

An exact stochastic hybrid model of excitable membranes including spatio-temporal evolution

Evelyn Buckwar, Martin G Riedler, E. Buckwar, 2011, Journal of mathematical biology.

Almost sure asymptotic stability analysis of the θ -Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations

Cónall Kelly, Alexandra Rodkina, Evelyn Buckwar, 2012 .

Runge-Kutta methods for jump-diffusion differential equations

Evelyn Buckwar, Martin G. Riedler, E. Buckwar, 2011, J. Comput. Appl. Math..

A Stochastic Version of the Jansen and Rit Neural Mass Model: Analysis and Numerics

M. Ableidinger, E. Buckwar, Harald Hinterleitner, 2017, Journal of mathematical neuroscience.

Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion

E. Buckwar, M. Tamborrino, P. Lansky, 2021, J. Comput. Appl. Math..

Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs

E. Buckwar, M. Tamborrino, I. Tubikanec, 2019, Statistics and Computing.

Deep learning-assisted radiomics facilitates multimodal prognostication for personalized treatment strategies in low-grade glioma

S. Spiegl-Kreinecker, E. Buckwar, H. Stefanits, 2023, Scientific reports.

Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs

Evelyn Buckwar, Massimiliano Tamborrino, Irene Tubikanec, 2019, Statistics and Computing.

Mini-Workshop: Dynamics of Stochastic Systems and their Approximation

Erika Hausenblas, Evelyn Buckwar, Barbara Gentz, 2011 .

An importance sampling technique in Monte Carlo methods for SDEs with a.s. stable and mean-square unstable equilibrium

Evelyn Buckwar, M. Ableidinger, Andreas Thalhammer, 2017, J. Comput. Appl. Math..

Multi-Step Maruyama Methods for Stochastic Delay Differential Equations

Evelyn Buckwar, Renate Winkler, R. Winkler, 2007 .

One-step approximations for stochastic functional differential equations

Evelyn Buckwar, E. Buckwar, 2006 .

Existence and uniqueness of solutions of Abel integral equations with power-law non-linearities

E. Buckwar, 2005 .

Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations

Evelyn Buckwar, Yoshio Komori, E. Buckwar, 2011, BIT Numerical Mathematics.

Stochastic Runge--Kutta Methods for It[o-circumflex] SODEs with Small Noise

Evelyn Buckwar, Andreas Rößler, Renate Winkler, 2010, SIAM J. Sci. Comput..

Asymptotic Mean-Square Stability of Two-Step Methods for Stochastic Ordinary Differential Equations

R. Winkler, E. Buckwar, R. Horváth-Bokor, 2006 .

Splitting methods for SDEs with locally Lipschitz drift. An illustration on the FitzHugh-Nagumo model pdf

Evelyn Buckwar, Irene Tubikanec, Massimiliano Tamborrino, 2021, ArXiv.

An exact stochastic hybrid model of excitable membranes including spatio-temporal evolution

E. Buckwar, M. Riedler, 2011, Journal of mathematical biology.

A Constructive Comparison Technique for Determining the Asymptotic Behaviour of Linear Functional Differential Equations with Unbounded Delay

J. Appleby, E. Buckwar, 2010 .

Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations

Rachel Kuske, Tony Shardlow, Evelyn Buckwar, 2008, LMS J. Comput. Math..

The Weak Euler Scheme for StochasticDifferential Delay Equations

Rachel Kuske, Tony Shardlow, Evelyn Buckwar, 2006 .

Noise-Sensitivity in Machine Tool Vibrations

Rachel Kuske, Evelyn Buckwar, B. L'esperance, 2006, Int. J. Bifurc. Chaos.

THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE

Peter E. Kloeden, Evelyn Buckwar, P. Kloeden, 2011 .

A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods

Evelyn Buckwar, Thorsten Sickenberger, Thorsten Sickenberger, 2009, Math. Comput. Simul..

Weak approximation of stochastic differential delay equations

E. Buckwar, T. Shardlow, 2001 .