3 papers
math.NA2026
Implementation of Milstein Schemes for Stochastic Delay-Differential Equations with Arbitrary Fixed Delays
Mitchell T. Griggs, Kevin Burrage, Pamela M. Burrage
This paper develops methods for numerically solving stochastic delay-differential equations (SDDEs) with multiple fixed delays that do not align with a uniform time mesh. We focus…
math.NA2025
Magnus Methods for Stochastic Delay-Differential Equations
Mitchell T. Griggs, Kevin Burrage, Pamela M. Burrage
This paper introduces Magnus-based methods for solving stochastic delay-differential equations (SDDEs). We construct Magnus--Euler--Maruyama (MEM) and Magnus--Milstein (MM) schemes…
cs.LG2025
Learning surrogate equations for the analysis of an agent-based cancer model
Kevin Burrage, Pamela M. Burrage, Justin N. Kreikemeyer +2
In this paper, we adapt a two-species agent-based cancer model that describes the interaction between cancer cells and healthy cells on a uniform grid to include the interaction wi…