All Stories

  1. Error Analysis of Randomized Runge–Kutta Methods for Differential Equations with Time-Irregular Coefficients

    Article • Computational Methods in Applied Mathematics, July 2017, De Gruyter

    Raphael Kruse

  2. Stochastic C-Stability and B-Consistency of Explicit and Implicit Milstein-Type Schemes

    Article • Journal of Scientific Computing, September 2016, Springer Science + Business Media

    Raphael Kruse

  3. Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition

    Article • BIT Numerical Mathematics, July 2016, Springer Science + Business Media

    Raphael Kruse

  4. A discrete stochastic Gronwall lemma

    Article • Mathematics and Computers in Simulation, July 2016, Elsevier

    Raphael Kruse

  5. Duality in refined Sobolev–Malliavin spaces and weak approximation of SPDE

    Article • Stochastic Partial Differential Equations Analysis and Computations, October 2015, Springer Science + Business Media

    Raphael Kruse

  6. Stochastic C-Stability and B-Consistency of Explicit and Implicit Euler-Type Schemes

    Article • Journal of Scientific Computing, October 2015, Springer Science + Business Media

    Raphael Kruse

  7. Consistency and stability of a Milstein–Galerkin finite element scheme for semilinear SPDE

    Article • Stochastic Partial Differential Equations Analysis and Computations, August 2014, Springer Science + Business Media

    Raphael Kruse

  8. Strong and Weak Approximation of Semilinear Stochastic Evolution Equations

    Article • January 2014, Springer Science + Business Media

    Raphael Kruse

  9. Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise

    Article • IMA Journal of Numerical Analysis, May 2013, Oxford University Press (OUP)

    Raphael Kruse

  10. Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise

    Article • Electronic Journal of Probability, January 2012, Institute of Mathematical Statistics

    Raphael Kruse

  11. Characterization of bistability for stochastic multistep methods

    Article • BIT Numerical Mathematics, June 2011, Springer Science + Business Media

    Raphael Kruse

  12. Discrete approximation of stochastic differential equations

    Article • SeMA Journal, June 2010, Springer Science + Business Media

    Raphael Kruse

  13. Two-sided error estimates for the stochastic theta method

    Article • Discrete and Continuous Dynamical Systems - B, June 2010, American Institute of Mathematical Sciences (AIMS)

    Raphael Kruse