8 citations · 53 across the 24 of their papers we have counts for
5 papers · 2 filters
A positivity preserving convergent event based asynchronous PDE solver
Daniel Stone, Gabriel Lord
A new numerical scheme for conservation equations based on evolution by asynchronous discrete events is presented. During each event of the scheme only two cells of the underlying…
Asynchronous Discrete Event Schemes for PDEs
Daniel Stone, Sebastian Geiger, Gabriel Lord
A new class of asynchronous discrete-event simulation schemes for advection-diffusion-reaction equations are introduced, which is based on the principle of allowing quanta of mass…
Adaptive timestepping strategies for nonlinear stochastic systems
Cónall Kelly, Gabriel J. Lord
We introduce a class of adaptive timestepping strategies for stochastic differential equations with non-Lipschitz drift coefficients. These strategies work by controlling potential…
A New Class of Exponential Integrators for Stochastic Differential Equations With Multiplicative Noise
Utku Erdoğan, Gabriel J. Lord
In this paper, we present new types of exponential integrators for Stochastic Differential Equations (SDEs) that take the advantage of the exact solution of (generalised) geometric…
New efficient substepping methods for exponential timestepping
Daniel Stone, Gabriel Lord
Exponential integrators are time stepping schemes which exactly solve the linear part of a semilinear ODE system. This class of schemes requires the approxima- tion of a matrix exp…