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Tony Shardlow
Tony Shardlow
Department of Mathematical Sciences, University of Bath
Adresse e-mail validée de bath.ac.uk - Page d'accueil
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Citée par
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Année
An introduction to computational stochastic PDEs
GJ Lord, CE Powell, T Shardlow
Cambridge University Press, 2014
7122014
A perturbation theory for ergodic Markov chains and application to numerical approximations
T Shardlow, AM Stuart
SIAM journal on numerical analysis 37 (4), 1120-1137, 2000
2392000
Splitting for dissipative particle dynamics
T Shardlow
SIAM Journal on Scientific computing 24 (4), 1267-1282, 2003
1842003
Numerical methods for stochastic parabolic PDEs
T Shardlow
Numerical functional analysis and optimization 20 (1-2), 121-145, 1999
1421999
The exponential integrator scheme for stochastic partial differential equations: pathwise error bounds
PE Kloeden, GJ Lord, A Neuenkirch, T Shardlow
Journal of Computational and Applied Mathematics 235 (5), 1245-1260, 2011
922011
SDELab: A package for solving stochastic differential equations in MATLAB
H Gilsing, T Shardlow
Journal of Computational and Applied Mathematics 205 (2), 1002-1018, 2007
822007
Numerical simulation of stochastic PDEs for excitable media
T Shardlow
Journal of computational and applied mathematics 175 (2), 429-446, 2005
752005
Modified equations for stochastic differential equations
T Shardlow
BIT Numerical Mathematics 46, 111-125, 2006
622006
The Milstein scheme for stochastic delay differential equations without using anticipative calculus
PE Kloeden, T Shardlow
Stochastic Analysis and Applications 30 (2), 181-202, 2012
552012
Weak convergence of a numerical method for a stochastic heat equation
T Shardlow
BIT Numerical Mathematics 43, 179-193, 2003
532003
Unbiased ‘walk-on-spheres’ Monte Carlo methods for the fractional Laplacian
AE Kyprianou, A Osojnik, T Shardlow
IMA Journal of Numerical Analysis 38 (3), 1550-1578, 2018
462018
Postprocessing for stochastic parabolic partial differential equations
GJ Lord, T Shardlow
SIAM journal on numerical analysis 45 (2), 870-889, 2007
462007
Weak approximation of stochastic differential delay equations
E Buckwar, T Shardlow
IMA journal of numerical analysis 25 (1), 57-86, 2005
442005
Use of fin equation to calculate Nusselt numbers for rotating disks
H Tang, T Shardlow, J Michael Owen
Journal of Turbomachinery 137 (12), 121003, 2015
402015
A Regularized Dean--Kawasaki Model: Derivation and Analysis
F Cornalba, T Shardlow, J Zimmer
SIAM Journal on Mathematical Analysis 51 (2), 1137-1187, 2019
332019
Weak convergence of the Euler scheme for stochastic differential delay equations
E Buckwar, R Kuske, SE Mohammed, T Shardlow
LMS journal of Computation and Mathematics 11, 60-99, 2008
332008
Stochastic perturbations of the Allen-Cahn equation
T Shardlow
Southwest Texas State University, Department of Mathematics, 2000
322000
Geometric ergodicity for dissipative particle dynamics
T Shardlow, Y Yan
Stochastics and Dynamics 6 (01), 123-154, 2006
252006
Langevin equations for landmark image registration with uncertainty
S Marsland, T Shardlow
SIAM Journal on Imaging Sciences 10 (2), 782-807, 2017
212017
Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation
EH Müller, R Scheichl, T Shardlow
Proceedings of the Royal Society A: Mathematical, Physical and Engineering …, 2015
202015
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