8 citations · 53 across the 24 of their papers we have counts for
Showing 2020Show all
2 papers · 1 filter
math.NA2020
Strong convergence of a Verlet integrator for the semi-linear stochastic wave equation
Lehel Banjai, Gabriel Lord, Jeta Molla
The full discretization of the semi-linear stochastic wave equation is considered. The discontinuous Galerkin finite element method is used in space and analyzed in a semigroup fra…
q-fin.CP2020
The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model
Cónall Kelly, Gabriel Lord, Heru Maulana
We demonstrate the effectiveness of an adaptive explicit Euler method for the approximate solution of the Cox-Ingersoll-Ross model. This relies on a class of path-bounded timestepp…