11 citations · 14 across the 11 of their papers we have counts for
8 papers · 1 filter
A domain decomposition method for stochastic evolution equations
Evelyn Buckwar, Ana Djurdjevac, Monika Eisenmann
In recent years, SPDEs have become a well-studied field in mathematics. With their increase in popularity, it becomes important to efficiently approximate their solutions. Thus, ou…
Numerical Approximations and Convergence Analysis of Piecewise Diffusion Markov Processes, with Application to Glioma Cell Migration
Evelyn Buckwar, Amira Meddah
In this paper, we focus on numerical approximations of Piecewise Diffusion Markov Processes (PDifMPs), particularly when the explicit flow maps are unavailable. Our approach is bas…
A splitting method for SDEs with locally Lipschitz drift: Illustration on the FitzHugh-Nagumo model
Evelyn Buckwar, Adeline Samson, Massimiliano Tamborrino +1
In this article, we construct and analyse an explicit numerical splitting method for a class of semi-linear stochastic differential equations (SDEs) with additive noise, where the…
Qualitative properties of numerical methods for the inhomogeneous geometric Brownian motion
Irene Tubikanec, Massimiliano Tamborrino, Petr Lansky +1
We provide a comparative analysis of qualitative features of different numerical methods for the inhomogeneous geometric Brownian motion (IGBM). The conditional and asymptotic mean…
Numerical Solution of Stochastic Neural Fields with Delays
Pedro M. Lima, Evelyn Buckwar
We introduce a new numerical algorithm for solving the stochastic neural field equation (NFE) with delays. Using this algorithm we have obtained some numerical results which illust…
Numerical Simulations in Two-Dimensional Neural Fields
Pedro M. Lima, Evelyn Buckwar
In the present paper we are concerned with a numerical algorithm for the approximation of the two-dimensional neural field equation with delay. We consider three numerical examples…