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06/17/2021
Optimal explicit stabilized postprocessed τ-leap method for the simulation of chemical kinetics
The simulation of chemical kinetics involving multiple scales constitute...
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04/21/2021
Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions
We propose a novel method for drift estimation of multiscale diffusion p...
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03/10/2021
A probabilistic finite element method based on random meshes: Error estimators and Bayesian inverse problems
We present a novel probabilistic finite element method (FEM) for the sol...
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02/05/2021
Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs
Explicit stabilized integrators are an efficient alternative to implicit...
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10/28/2020
Explicit stabilized multirate method for stiff stochastic differential equations
Stabilized explicit methods are particularly efficient for large systems...
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09/28/2020
Drift Estimation of Multiscale Diffusions Based on Filtered Data
We study the problem of drift estimation for two-scale continuous time s...
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07/21/2020
Analytical and numerical study of a modified cell problem for the numerical homogenization of multiscale random fields
A central question in numerical homogenization of partial differential e...
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06/01/2020
Stabilized explicit multirate methods for stiff differential equations
Stabilized Runge-Kutta (aka Chebyshev) methods are especially efficient ...
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04/15/2020
A posteriori error analysis of a local adaptive discontinuous Galerkin method for convection-diffusion-reaction equations
A local adaptive discontinuous Galerkin method for convection-diffusion-...
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03/06/2020
Instabilities and order reduction phenomenon of an interpolation based multirate Runge-Kutta-Chebyshev method
An explicit stabilized additive Runge-Kutta scheme is proposed. The meth...
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01/17/2020
An elliptic local problem with exponential decay of the resonance error for numerical homogenization
Numerical multiscale methods usually rely on some coupling between a mac...
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01/15/2020
A parabolic local problem with exponential decay of the resonance error for numerical homogenization
This paper aims at an accurate and efficient computation of effective qu...
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08/15/2019