27 citations · 155 across the 25 of their papers we have counts for
8 papers · 1 filter
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…
Analytical and numerical study of a modified cell problem for the numerical homogenization of multiscale random fields
Assyr Abdulle, Doghonay Arjmand, Edoardo Paganoni
A central question in numerical homogenization of partial differential equations with multiscale coefficients is the accurate computation of effective quantities, such as the homog…
Explicit stabilized multirate method for stiff differential equations
Assyr Abdulle, Marcus J. Grote, Giacomo Rosilho de Souza
Stabilized Runge-Kutta methods are especially efficient for the numerical solution of large systems of stiff nonlinear differential equations because they are fully explicit. For s…
A posteriori error analysis of a local adaptive discontinuous Galerkin method for convection-diffusion-reaction equations
Assyr Abdulle, Giacomo Rosilho de Souza
We introduce a local adaptive discontinuous Galerkin method for convection-diffusion-reaction equations. The proposed method is based on a coarse grid and iteratively improves the…
Instabilities and order reduction phenomenon of an interpolation based multirate Runge-Kutta-Chebyshev method
Assyr Abdulle, Giacomo Rosilho de Souza
An explicit stabilized additive Runge-Kutta scheme is proposed. The method is based on a splitting of the problem in severely stiff and mildly stiff subproblems, which are then ind…