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2022
Mark A splitting method for SDEs with locally Lipschitz drift : Illustration on the FitzHugh-Nagumo model
Buckwar, Evelyn ^LU ; Samson, Adeline ; Tamborrino, Massimiliano and Tubikanec, Irene (2022) In Applied Numerical Mathematics 179. p.191-220
- Contribution to journal › Article
2020
Mark Operator splitting performance estimation : Tight contraction factors and optimal parameter selection
RYU, ERNEST K. ; TAYLOR, ADRIEN B. ; BERGELING, CAROLINA ^LU and GISELSSON, PONTUS ^LU (2020) In SIAM Journal on Optimization 30(3). p.2251-2271
- Contribution to journal › Article
2017
Mark Numerical solution of the finite horizon stochastic linear quadratic control problem
Damm, Tobias ; Mena, Hermann and Stillfjord, Tony ^LU (2017) In Numerical Linear Algebra with Applications 24(4).
- Contribution to journal › Article
2015
Mark Low-Rank Second-Order Splitting of Large-Scale Differential Riccati Equations
Stillfjord, Tony ^LU (2015) In IEEE Transactions on Automatic Control 60(10). p.2791-2796
- Contribution to journal › Article
2014
Mark High order splitting schemes with complex timesteps and their application in mathematical finance
Doersek, Philipp and Hansen, Eskil ^LU (2014) In Journal of Computational and Applied Mathematics 262. p.234-243
- Contribution to journal › Article
2011
Mark Geometric integration of Hamiltonian systems perturbed by Rayleigh damping
Modin, Klas ^LU and Söderlind, Gustaf ^LU (2011) BIT50 Conference 51(4). p.977-1007
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
2009
Mark Geometric Integration of Weakly Dissipative Systems
Modin, Klas ^LU ; Führer, Claus ^LU and Söderlind, Gustaf ^LU (2009) International Conference on Numerical Analysis and Applied Mathematics, 2009 1168. p.877-877
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding

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