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

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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.AP2011

On the approximation for singularly perturbed stochastic wave equations

Wei Wang, Yan Lv, A. J. Roberts

We explore the relation between fast waves, damping and imposed noise for different scalings by considering the singularly perturbed stochastic nonlinear wave equations νu_{tt}+u_t…

math.AP2011★ 14 cited

Averaging approximation to singularly perturbed nonlinear stochastic wave equations

Yan Lv, A. J. Roberts

An averaging method is applied to derive effective approximation to the following singularly perturbed nonlinear stochastic damped wave equation νu_{tt}+u_t=\D u+f(u)+ν^α\dot{W} on…

math.AP2010

Macroscopic discrete modelling of stochastic reaction-diffusion equations on a periodic domain

Wei Wang, A. J. Roberts

Dynamical systems theory provides powerful methods to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. Here we derive and theoretically s…

math.AP2009★ 4 cited

Average and deviation for slow-fast stochastic partial differential equations

W. Wang, A. J. Roberts

Averaging is an important method to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. This article derives an averaged equation for a clas…