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Stefano Di Giovacchino
Stefano Di Giovacchino
University of L’Aquila
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Year
Nonlinear stability issues for stochastic Runge-Kutta methods
R D’Ambrosio, S Di Giovacchino
Communications in Nonlinear Science and Numerical Simulation 94, 105549, 2021
292021
Mean-square contractivity of stochastic ϑ-methods
R D’Ambrosio, S Di Giovacchino
Communications in Nonlinear Science and Numerical Simulation 96, 105671, 2021
272021
A-stability preserving perturbation of Runge–Kutta methods for stochastic differential equations
V Citro, R D’Ambrosio, S Di Giovacchino
Applied Mathematics Letters 102, 106098, 2020
222020
Long-term analysis of stochastic Hamiltonian systems under time discretizations
R D’Ambrosio, S Di Giovacchino
SIAM Journal on Scientific Computing 45 (2), A257-A288, 2023
152023
Numerical preservation issues in stochastic dynamical systems by -methods
R D'Ambrosio, S Di Giovacchino
Journal of Computational Dynamics 9 (2), 123-131, 2022
102022
Numerical conservation issues for the stochastic Korteweg–de Vries equation
R D’Ambrosio, S Di Giovacchino
Journal of Computational and Applied Mathematics 424, 114967, 2023
72023
Optimal -Methods for Mean-Square Dissipative Stochastic Differential Equations
R D’Ambrosio, S Di Giovacchino
International Conference on Computational Science and Its Applications, 121-134, 2021
52021
Backward error analysis and the qualitative behaviour of stochastic optimization algorithms: Application to stochastic coordinate descent
S Di Giovacchino, DJ Higham, K Zygalakis
arXiv preprint arXiv:2309.02082, 2023
32023
How do Monte Carlo estimates affect stochastic geometric numerical integration?
R D'Ambrosio, S Di Giovacchino
International Journal of Computer Mathematics 100 (1), 192-208, 2023
32023
Parallel numerical solution of a 2D Chemotaxis-Stokes system on GPUs technology
R D’Ambrosio, S Di Giovacchino, D Pera
Computational Science–ICCS 2020: 20th International Conference, Amsterdam …, 2020
32020
On the conservative character of discretizations to Itô-Hamiltonian systems with small noise
R D’Ambrosio, S Di Giovacchino, G Giordano, B Paternoster
Applied Mathematics Letters 138, 108529, 2023
22023
A hierarchy of network models giving bistability under triadic closure
S Di Giovacchino, DJ Higham, KC Zygalakis
Multiscale Modeling & Simulation 20 (4), 1394-1410, 2022
22022
Strong backward error analysis of symplectic integrators for stochastic Hamiltonian systems
R D'Ambrosio, S Di Giovacchino
Applied Mathematics and Computation 467, 128488, 2024
12024
Contractivity properties of stochastic Runge-Kutta methods
S Di Giovacchino
AIP Conference Proceedings 3094 (1), 2024
2024
Numerical conservation issues for jump Pearson diffusions
S Di Giovacchino, C Scalone
Applied Numerical Mathematics 191, 55-61, 2023
2023
Nonlinear stability analysis of stochastic time integrators
R D’Ambrosio, S Di Giovacchino
PROCEEDINGS OF SIMAI 2020+ 21, 2021
2021
Modified equations and backward error analysis for stochastic optimization algorithms
S Di Giovacchino, DJ Higham, KC Zygalakis
Numerical conservations features of stochastic Hamiltonian systems
R D’Ambrosio, S Di Giovacchino
STRUCTURE-PRESERVING DISCRETIZATIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS
S DI GIOVACCHINO
Mean-square contractivity of nonlinear stochastic differential equations under time discretizations
R D’Ambrosio, S Di Giovacchino
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