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- 2022
-
Mark
A splitting method for SDEs with locally Lipschitz drift : Illustration on the FitzHugh-Nagumo model
(
- Contribution to journal › Article
- 2020
-
Mark
Operator splitting performance estimation : Tight contraction factors and optimal parameter selection
(
- Contribution to journal › Article
- 2017
-
Mark
Numerical solution of the finite horizon stochastic linear quadratic control problem
(
- Contribution to journal › Article
- 2015
-
Mark
Low-Rank Second-Order Splitting of Large-Scale Differential Riccati Equations
(
- Contribution to journal › Article
- 2014
-
Mark
High order splitting schemes with complex timesteps and their application in mathematical finance
(
- Contribution to journal › Article
- 2011
-
Mark
Geometric integration of Hamiltonian systems perturbed by Rayleigh damping
(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
- 2009
-
Mark
Geometric Integration of Weakly Dissipative Systems
(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding