Search Results - "Kloeden, P. E."
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1
The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds
Published in Journal of computational and applied mathematics (2011)“…We present an error analysis for the pathwise approximation of a general semilinear stochastic evolution equation in d dimensions. We discretise in space by a…”
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2
The Milstein Scheme for Stochastic Delay Differential Equations Without Using Anticipative Calculus
Published in Stochastic analysis and applications (01-03-2012)“…The Milstein scheme is the simplest nontrivial numerical scheme for stochastic differential equations with a strong order of convergence one. The scheme has…”
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3
Dynamics of a class of ODEs more general than almost periodic
Published in Nonlinear analysis (01-04-2011)“…A temporally global solution, if it exists, of a nonautonomous ordinary differential equation need not be periodic, almost periodic or almost automorphic when…”
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4
Stable Integration of Stiff Random Ordinary Differential Equations
Published in Stochastic analysis and applications (01-03-2013)“…Implicit one-step numerical schemes are presented for the pathwise simulation of stiff random ordinary differential equations (RODEs), specifically an implicit…”
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5
Attractors of set-valued partial differential equations under discretization
Published in IMA journal of numerical analysis (01-07-2009)“…The approximation of the global attractor of a dissipative set-valued reaction–diffusion equation is investigated when a Galerkin approximation is used to…”
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6
Mathematical Consistency and Long-Term Behaviour of a Dynamical System with a Self-Organising Vector Field
Published in Journal of dynamics and differential equations (01-03-2022)“…A dynamical system with a plastic self-organising velocity vector field was introduced in Janson and Marsden (Sci Rep 7:17007, 2017) as a mathematical…”
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7
Random attractors for stochastic semi-linear degenerate parabolic equations
Published in Nonlinear analysis: real world applications (01-10-2011)“…The existence of a random attractor is established for a class of stochastic semi-linear degenerate parabolic equations with the leading term of the form div (…”
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8
Pullback attractors of a multi-valued process generated by parabolic differential equations with unbounded delays
Published in Nonlinear analysis (01-10-2013)“…The theory of nonautonomous multi-valued dynamical systems and a method of asymptotic compactness based on the concept of the Kuratowski measure of the…”
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9
Multi-step methods for random ODEs driven by Itô diffusions
Published in Journal of computational and applied mathematics (01-03-2016)“…Linear multi-step methods are derived for random ordinary differential equations (RODEs) driven by the solutions of Itô stochastic differential equations…”
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10
Numerical schemes for random ODEs with affine noise
Published in Numerical algorithms (01-05-2016)“…Numerical schemes for random ordinary differential equations, abbreviated RODEs, with an affine structure can be derived in a similar way as for affine control…”
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11
Nonautonomous bifurcation scenarios in SIR models
Published in Mathematical methods in the applied sciences (15-11-2015)“…The standard obstacles in developing a bifurcation theory for nonautonomous differential equations are the lack of steady‐state equilibria and the…”
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12
On the asymptotical behavior of nonautonomous dynamical systems
Published in Nonlinear analysis (01-10-2004)“…The uniform asymptotical behavior of nonautonomous dynamical systems and their attractors is investigated. In particular, it is shown that parametrically…”
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13
Weak pullback attractors of setvalued processes
Published in Journal of mathematical analysis and applications (15-12-2003)“…Weak pullback attractors are defined for nonautonomous setvalued processes and their existence and upper semicontinuous convergence under perturbation is…”
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14
Pathwise approximation of stochastic differential equations on domains: higher order convergence rates without global Lipschitz coefficients
Published in Numerische Mathematik (01-03-2009)“…We study the approximation of stochastic differential equations on domains. For this, we introduce modified Itô–Taylor schemes, which preserve approximately…”
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15
Higher order numerical schemes for affinely controlled nonlinear systems
Published in Numerische Mathematik (01-10-2001)Get full text
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16
Asymptotic behaviour of nonlocal reaction–diffusion equations
Published in Nonlinear analysis (01-11-2010)“…The existence of a global attractor in L 2 ( Ω ) is established for a reaction–diffusion equation on a bounded domain Ω in R d with Dirichlet boundary…”
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17
Synchronization of Discrete Time Dynamical Systems
Published in Journal of difference equations and applications (01-11-2004)“…The synchronization of two discrete time dynamical systems is considered, where the systems are described in terms of first order difference equations, each of…”
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18
Nonautonomous attractors of switching systems
Published in Dynamical systems (London, England) (01-06-2006)“…Switching systems formed by switching between a finite number of autonomous ordinary differential equations are formulated as abstract nonautonomous dynamical…”
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19
Higher-order implicit strong numerical schemes for stochastic differential equations
Published in Journal of statistical physics (1992)Get full text
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20
Runge-Kutta methods for monotone differential and delay equations
Published in BIT (Nordisk Tidskrift for Informationsbehandling) (01-09-2003)Get full text
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