While backward error analysis does not generalise straightforwardly to the strong and weak
approximation of stochastic differential equations, it extends for the sampling of ergodic …

We derive a new methodology for the construction of high-order integrators for sampling the
invariant measure of ergodic stochastic differential equations with dynamics constrained on …

NREM sleep is characterized by two hallmarks, namely K-complexes (KCs) during sleep
stage N2 and cortical slow oscillations (SOs) during sleep stage N3. While the underlying …

We study the construction of symplectic Runge-Kutta methods for stochastic Hamiltonian
systems (SHS). Three types of systems, SHS with multiplicative noise, special separable …

In this paper, a class of one-stage semi-implicit stochastic Runge–Kutta (SISRK) methods is
proposed for stiff systems with multiplicative noise. The coefficient families of SISRK …

The aim of the work presented in this thesis is the construction and the study of numerical
integrators in time to solve stochastic differential equations (SDEs) and stochastic partial …

In this paper, a new class of implicit stochastic Runge-Kutta (SRK) methods is constructed
for numerically solving systems of index 1 stochastic differential-algebraic equations …

In this paper, we discuss the numerical solutions to index 1 stochastic differential algebraic
equations. We introduce a new class of weak second-order stochastic Runge–Kutta …

In this paper, some variants of stochastic solvers free from derivatives for It ̂ oo^ stochastic
ordinary differential equations (SODEs) are given. The derived strong variants are …

This paper develops a class of general one-step discretization methods for solving the index-
1 stochastic delay differential-algebraic equations. The existence and uniqueness theorem …