27 citations · 155 across the 25 of their papers we have counts for
28 papers
Optimal explicit stabilized postprocessed -leap method for the simulation of chemical kinetics
Assyr Abdulle, Lia Gander, Giacomo Rosilho de Souza
The simulation of chemical kinetics involving multiple scales constitutes a modeling challenge (from ordinary differential equations to Markov chain) and a computational challenge…
Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions
Assyr Abdulle, Grigorios A. Pavliotis, Andrea Zanoni
We propose a novel method for drift estimation of multiscale diffusion processes when a sequence of discrete observations is given. For the Langevin dynamics in a two-scale potenti…
A probabilistic finite element method based on random meshes: Error estimators and Bayesian inverse problems
Assyr Abdulle, Giacomo Garegnani
We present a novel probabilistic finite element method (FEM) for the solution and uncertainty quantification of elliptic partial differential equations based on random meshes, whic…
Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs
Assyr Abdulle, Charles-Edouard Bréhier, Gilles Vilmart
Explicit stabilized integrators are an efficient alternative to implicit or semi-implicit methods to avoid the severe timestep restriction faced by standard explicit integrators ap…
Explicit stabilized multirate method for stiff stochastic differential equations
Assyr Abdulle, Giacomo Rosilho de Souza
Stabilized explicit methods are particularly efficient for large systems of stiff stochastic differential equations (SDEs) due to their extended stability domain. However, they loo…
Drift Estimation of Multiscale Diffusions Based on Filtered Data
Assyr Abdulle, Giacomo Garegnani, Grigorios A. Pavliotis +2
We study the problem of drift estimation for two-scale continuous time series. We set ourselves in the framework of overdamped Langevin equations, for which a single-scale surrogat…