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ORCIDEvelyn Buckwar
Person information
- affiliation: Johannes Kepler University Linz, Austria
- affiliation (former): Heriot-Watt University, UK
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2020 – today
- 2024
[i4]Evelyn Buckwar, Ana Djurdjevac, Monika Eisenmann:
A domain decomposition method for stochastic evolution equations. CoRR abs/2401.07291 (2024)- [i3]Evelyn Buckwar, Amira Meddah:
Numerical Approximations and Convergence Analysis of Piecewise Diffusion Markov Processes, with Application to Glioma Cell Migration. CoRR abs/2401.13428 (2024) - 2022
- [j21]Irene Tubikanec
, Massimiliano Tamborrino, Petr Lánský, Evelyn Buckwar:
Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion. J. Comput. Appl. Math. 406: 113951 (2022) - 2021
- [j20]Evelyn Buckwar, Raffaele D'Ambrosio:
Exponential mean-square stability properties of stochastic linear multistep methods. Adv. Comput. Math. 47(4): 55 (2021) - [j19]Evelyn Buckwar, Raffaele D'Ambrosio:
Correction to: Exponential mean-square stability properties of stochastic linear multistep methods. Adv. Comput. Math. 47(5): 78 (2021) - [i2]Evelyn Buckwar, Adeline Samson, Massimiliano Tamborrino, Irene Tubikanec:
Splitting methods for SDEs with locally Lipschitz drift. An illustration on the FitzHugh-Nagumo model. CoRR abs/2101.01027 (2021) - 2020
- [j18]Evelyn Buckwar, Massimiliano Tamborrino, Irene Tubikanec:
Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs. Stat. Comput. 30(3): 627-648 (2020) - [i1]Irene Tubikanec, Massimiliano Tamborrino, Petr Lánský, Evelyn Buckwar:
Qualitative properties of numerical methods for the inhomogeneous geometric Brownian motion. CoRR abs/2003.10193 (2020)
2010 – 2019
- 2018
- [j17]Evelyn Buckwar, Peter Kritzer, Gunther Leobacher, Friedrich Pillichshammer, Arne Winterhof:
Editorial. Math. Comput. Simul. 143: 1-2 (2018) - 2017
- [j16]M. Ableidinger, Evelyn Buckwar, Andreas Thalhammer:
An importance sampling technique in Monte Carlo methods for SDEs with a.s. stable and mean-square unstable equilibrium. J. Comput. Appl. Math. 316: 3-14 (2017) - 2016
- [j15]M. Ableidinger, Evelyn Buckwar:
Splitting Integrators for the Stochastic Landau-Lifshitz Equation. SIAM J. Sci. Comput. 38(3) (2016) - 2015
- [j14]Pedro Miguel Lima, Evelyn Buckwar:
Numerical Solution of the Neural Field Equation in the Two-Dimensional Case. SIAM J. Sci. Comput. 37(6) (2015) - 2014
- [j13]Evelyn Buckwar, Cónall Kelly:
Asymptotic and Transient Mean-Square Properties of Stochastic Systems Arising in Ecology, Fluid Dynamics, and System Control. SIAM J. Appl. Math. 74(2): 411-433 (2014) - 2013
- [j12]Gregory Berkolaiko, Evelyn Buckwar, Cónall Kelly, Alexandra Rodkina:
Corrigendum: On the use of a discrete form of the Itô formula in the article 'Almost sure asymptotic stability analysis of the -Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations'. LMS J. Comput. Math. 16: 366-372 (2013) - 2012
- [j11]Evelyn Buckwar, Cónall Kelly:
Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations. Comput. Math. Appl. 64(7): 2282-2293 (2012) - [j10]Gregory Berkolaiko, Evelyn Buckwar, Cónall Kelly, Alexandra Rodkina:
Almost sure asymptotic stability analysis of the θ-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations. LMS J. Comput. Math. 15: 71-83 (2012) - 2011
- [j9]Evelyn Buckwar, Martin G. Riedler:
Runge-Kutta methods for jump-diffusion differential equations. J. Comput. Appl. Math. 236(6): 1155-1182 (2011) - [j8]Evelyn Buckwar, Thorsten Sickenberger:
A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods. Math. Comput. Simul. 81(6): 1110-1127 (2011) - 2010
- [j7]Evelyn Buckwar, Cónall Kelly:
Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations. SIAM J. Numer. Anal. 48(1): 298-321 (2010) - [j6]Evelyn Buckwar, Andreas Rößler, Renate Winkler:
Stochastic Runge--Kutta Methods for It[o-circumflex] SODEs with Small Noise. SIAM J. Sci. Comput. 32(4): 1789-1808 (2010)
2000 – 2009
- 2008
- [j5]Evelyn Buckwar, Rachel Kuske, Salah-Eldin A. Mohammed, Tony Shardlow:
Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations. LMS J. Comput. Math. 11: 60-99 (2008) - 2006
- [j4]Evelyn Buckwar, Rachel Kuske, B. L'esperance, T. Soo:
Noise-Sensitivity in Machine Tool Vibrations. Int. J. Bifurc. Chaos 16(8): 2407-2416 (2006) - [j3]Evelyn Buckwar, Renate Winkler:
Multistep methods for SDEs and their application to problems with small noise. SIAM J. Numer. Anal. 44(2): 779-803 (2006) - 2004
- [j2]Evelyn Buckwar:
The ⊝-Maruyama scheme for stochastic functional differential equations with distributed memory term. Monte Carlo Methods Appl. 10(3-4): 235-244 (2004) - 2000
- [j1]Christopher T. H. Baker, Evelyn Buckwar:
Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations. LMS J. Comput. Math. 3: 315-335 (2000)
Coauthor Index
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