Picture of a black hole

Strathclyde Open Access research that creates ripples...

The Strathprints institutional repository is a digital archive of University of Strathclyde's Open Access research outputs. Strathprints provides access to thousands of research papers by University of Strathclyde researchers, including by Strathclyde physicists involved in observing gravitational waves and black hole mergers as part of the Laser Interferometer Gravitational-Wave Observatory (LIGO) - but also other internationally significant research from the Department of Physics. Discover why Strathclyde's physics research is making ripples...

Strathprints also exposes world leading research from the Faculties of Science, Engineering, Humanities & Social Sciences, and from the Strathclyde Business School.

Discover more...

Browse by Author or Creator

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item type | No Grouping
Jump to: Article
Number of items: 5.

Article

Mao, Xuerong and Szpruch, Lukasz (2013) Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients. Journal of Computational and Applied Mathematics, 238. pp. 14-28. ISSN 0377-0427

Szpruch, Lukasz and Mao, Xuerong and Higham, Desmond J. and Pan, Jiazhu (2011) Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model. BIT Numerical Mathematics, 51. pp. 405-425. ISSN 0006-3835

Higham, Desmond J. and Intep, Somkid and Mao, Xuerong and Szpruch, Lukasz (2011) Hybrid simulation of autoregulation within transcription and translation. BIT Numerical Mathematics, 51 (1). pp. 177-196. ISSN 0006-3835

Wu, Fuke and Mao, Xuerong and Szpruch, Lukasz (2010) Almost sure exponential stability of numerical solutions for stochastic delay differential equations. Numerische Mathematik, 115 (4). pp. 681-697.

Szpruch, Lukasz and Higham, D.J. (2010) Comparing hitting time behaviour of Markov jump processes and their diffusion approximations. Multiscale Modeling and Simulation: A SIAM Interdisciplinary Journal, 8 (2). pp. 605-621. ISSN 1540-3459

This list was generated on Wed Dec 7 23:16:39 2016 GMT.