activity
20082019
most citedModify the Improved Euler scheme to integrate stochastic differential equations

25 citations · 68 across the 14 of their papers we have counts for

collaborators

14 papers

math.AP2019

Normal forms and invariant manifolds for nonlinear, non-autonomous PDEs, viewed as ODEs in infinite dimensions

Peter Hochs, A. J. Roberts

We prove that a general class of nonlinear, non-autonomous ODEs in Fréchet spaces are close to ODEs in a specific normal form, where closeness means that solutions of the normal fo…

math.DS2018★ 13 cited

Backwards theory supports modelling via invariant manifolds for non-autonomous dynamical systems

A. J. Roberts

This article establishes the foundation for a new theory of invariant/integral manifolds for non-autonomous dynamical systems. Current rigorous support for dimensional reduction mo…

math.NA2016

Smooth subgrid fields underpin rigorous closure in spatial discretisation of reaction-advection-diffusion PDEs

G. A. Jarrad, A. J. Roberts

Finite difference/element/volume methods of discretising PDEs impose a subgrid scale interpolation on the dynamics. In contrast, the holistic discretisation approach developed here…

math.DS2014★ 1 cited

Modelling suspended sediment in environmental turbulent fluids

Meng Cao, A. J. Roberts

Modelling sediment transport in environmental turbulent fluids is a challenge. This article develops a sound model of the lateral transport of suspended sediment in environmental f…

math.DS2014★ 1 cited

Multiscale modelling couples patches of nonlinear wave-like simulations

Meng Cao, A. J. Roberts

The multiscale gap-tooth scheme is built from given microscale simulations of complicated physical processes to empower macroscale simulations. By coupling small patches of simulat…

math.NA2012★ 25 cited

Modify the Improved Euler scheme to integrate stochastic differential equations

A. J. Roberts

A practical and new Runge--Kutta numerical scheme for stochastic differential equations is explored. Numerical examples demonstrate the strong convergence of the method. The first…