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08/25/2023
Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise
We discuss a system of stochastic differential equations with a stiff li...
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01/31/2022
Dynamic Origin-Destination Matrix Estimation in Urban Traffic Networks
Given the counters of vehicles that traverse the roads of a traffic netw...
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09/26/2019
Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants
In this paper, we consider a class of stochastic midpoint and trapezoida...
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09/25/2019