1
0
0
(1 - 27 von 34
)
Stochastic Numerics for Mathematical Physics von Grigori Noah...
www.buecher.de
Stochastic differential equations have many applications in the natural sciences. Besides, the employment of probabilistic representations together with the...
Efficient Transient Noise Analysis in Circuit Simulation - Thorsten...
books.google.ca
I especially want to thank Dr. Renate Winkler (HU Berlin) for many fruitful discussions on stochastic differential algebraic equations and Dr. Evelyn Buckwar (Heriot-Watt University Edinburgh) for helpful suggestions on numerical stability. I am very grateful for the excellent cooperation with the TITAN group at Qimonda AG.
International Conference on Differential Equations, Berlin, Germany,...
books.google.ca
Vol. 1. A. Dynamical systems. A1. Celestial mechanics -- A2. Homoclinic tangencies -- A3. Singular perturbations -- A4. Stochastic systems -- A5. Symmetry
Ordinary Differential Equations and Integral Equations - C.T.H....
books.google.ca
/homepage/sac/cam/na2000/index.html7-Volume Set now available at special set price ! This volume contains contributions in the area of differential equations...
Abstracts | Matematikcentrumwww.maths.lu.se › abstracts
www.maths.lu.se
Evelyn Buckwar. Title: Numerical Methods for Stochastic Differential Equations, withApplications in Neuroscience Abstract: In this talk I will ...
barbara gentz
www.math.uni-bielefeld.de
Evelyn Buckwar, Heriot-Watt University, Edinburgh Stochastic functional differential equations. Barbara Gentz, University of Bielefeld
Stability issues in the discretization of stochastic differential ...sim.mathematik.uni-halle.de › abs
sim.mathematik.uni-halle.de
This is a joint research with Evelyn Buckwar (Johannes Kepler University of Linz). We next consider second order stochastic differential equations describing the ...
Stochastic Differential Equations - An Introduction with Applications...
link.springer.com
Stochastic Differential Equations
One-Step Approximations For Stochastic Functional Differential...
edoc.hu-berlin.de
Autor(en): Evelyn Buckwar. Titel: One-Step Approximations For Stochastic Functional Differential Equations. Erscheinungsjahr: Erschienen in: Preprints ...
Es fehlt: delbrück
A Constructive Comparison Technique for Determining the Asymptotic...
link.springer.com
In this paper, we obtain exact non-exponential rates of growth and decay of solutions of linear functional differential equations with unbounded delay. As
Euler-Maruyama and Milstein Approximations for Stochastic Functional...
edoc.hu-berlin.de
Evelyn Buckwar : Titel: Euler-Maruyama and Milstein Approximations for Stochastic Functional Differential Equations with Distributed Memory Term
Mathematical Biosciences Institute :: Videovideo.mbi.ohio-state.edu › video
video.mbi.ohio-state.edu
Evelyn Buckwar. Stochastic delay differential equations often arise in biosciences as models involving, e.g., negative feedback terms and intrinsic or extrinsic ...
Wikipedia: Evelyn Buckwar - Wikipediaen.wikipedia.org › wiki › Evelyn_Buckwar
Evelyn Buckwar is a German mathematician specializing in stochastic differential equations. She is Professor for Stochastics at the Johannes Kepler University ...
Missing: Nordkirchen" | Must include: Nordkirchen"
User:Evelyn Buckwar/Proposed/Stochastic differential equationswww.scholarpedia.org › Proposed
www.scholarpedia.org
Prof. Kevin Burrage accepted the invitation on 10 April (self-imposed deadline: 10 October 2009). Dr. Evelyn Buckwar accepted the ...
Book Description: Evelyn Buckwar : Iterative Approximation of ...www.logos-verlag.de › engbuchmid
www.logos-verlag.de
Logos Verlag Berlin, Germany, Evelyn Buckwar Iterative Approximation of the Positive Solutions of a Class of Nonlinear Volterra-type Integral Equations.
Equadiff Schedule
dynamics.mi.fu-berlin.de
Friday, Aug 06, : :00: Room 3 (A) Homoclinic Tangencies ... Evelyn Buckwar Numerical schemes for stochastic delay differential equations : Edgar Knobloch
"The Weak Euler Scheme for Stochastic Delay Equations" by Evelyn...
opensiuc.lib.siu.edu
Evelyn Buckwar, Heriot-Watt University · Rachel Kuske, University of British Columbia · Salah-Eldin A. Mohammed, Southern Illinois University Carbondale ...
A note on the analysis of asymptotic mean-square stability properties...
www.aimsciences.org
The stability of equilibrium solutions of a deterministic linear system of delay differential equations
can be investigated by studying the characteristic...
DC MetaData for:One-step approximations for stochastic ...www2.mathematik.hu-berlin.de › publ › pre
www2.mathematik.hu-berlin.de
One-step approximations for stochastic functional differential equations Evelyn Buckwar Buckwar Evelyn Institut für Mathematik, Humboldt-Universität zu Berlin ...
Improved linear multi-step methods for stochastic ordinary ...www2.mathematik.hu-berlin.de › ...
www2.mathematik.hu-berlin.de
Improved linear multi-step methods for stochastic ordinary differential equations. Evelyn Buckwar , Renate Winkler. Preprint series: Institut für Mathematik, ...
Laws of Large Numbers and Langevin Approximations for Stochastic...
mathematical-neuroscience.springeropen.com
Laws of Large Numbers and Langevin Approximations for Stochastic Neural Field Equations. Martin G RiedlerEmail author and; Evelyn Buckwar. The Journal of Mathematical Neuroscience20133:1. https://doi.org © M.G. Riedler, E. Buckwar; licensee Springer Received:
Logos Verlag Berlin: Katalog
www.logos-verlag.de
Evelyn Buckwar Iterative Approximation of the Positive Solutions of a Class of Nonlinear Volterra-type Integral Equations Caren Tischendorf Solution of index-2 differential algebraic equations and its application in ... Oil Abundance and Economic Growth, Reihe: Bochum Studies in International Development, Bd. 70.
On Halanay-type analysis of exponential stability for the θ ...www.research.manchester.ac.uk › e...
www.research.manchester.ac.uk
... analysis of exponential stability for the θ-Maruyama method for stochastic delay differential equationsCitation formats. Authors: C. T H Baker; Evelyn Buckwar.
Video lecture: Stochastic Differential Equations
www.economicsnetwork.ac.uk
Dr Evelyn Buckwar speaks about stochastic differential equations. Starting from ordinary differential equations, she discusses Brownian motion and how it can ...
Weak convergence of the Euler scheme for stochastic ...researchportal.bath.ac.uk › weak-c...
researchportal.bath.ac.uk
Weak convergence of the Euler scheme for stochastic differential delay equations. Evelyn Buckwar, Rachel Kuske, Salah-Eldin Mohammed, ...
Video | Mathematical Biosciences Institute
mbi.osu.edu
Stability analysis for stochastic delay differential equations Evelyn Buckwar . Stochastic delay differential equations often aris …
Alle Infos zum Namen "Evelyn Buckwar"
sortiert nach Relevanz / Datum