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06/27/2023
Network inference in a stochastic multi-population neural mass model via approximate Bayesian computation
In this article, we propose a 6N-dimensional stochastic differential equ...
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11/10/2022
Error bound analysis of the stochastic parareal algorithm
Stochastic parareal (SParareal) is a probabilistic variant of the popula...
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06/24/2022
Guided sequential ABC schemes for intractable Bayesian models
Sequential algorithms such as sequential importance sampling (SIS) and s...
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01/31/2022
GParareal: A time-parallel ODE solver using Gaussian process emulation
Sequential numerical methods for integrating initial value problems (IVP...
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06/18/2021
Stochastic parareal: an application of probabilistic methods to time-parallelisation
Parareal is a well-studied algorithm for numerically integrating systems...
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01/04/2021
Splitting methods for SDEs with locally Lipschitz drift. An illustration on the FitzHugh-Nagumo model
In this article, we construct and analyse explicit numerical splitting m...
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03/23/2020
Qualitative properties of numerical methods for the inhomogeneous geometric Brownian motion
We introduce the inhomogeneous geometric Brownian motion (IGBM) as a tes...
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03/04/2019