Nonlinear stability issues for stochastic Runge-Kutta methods R D’Ambrosio, S Di Giovacchino Communications in Nonlinear Science and Numerical Simulation 94, 105549, 2021 | 29 | 2021 |
Mean-square contractivity of stochastic ϑ-methods R D’Ambrosio, S Di Giovacchino Communications in Nonlinear Science and Numerical Simulation 96, 105671, 2021 | 27 | 2021 |
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 | 22 | 2020 |
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 | 15 | 2023 |
Numerical preservation issues in stochastic dynamical systems by -methods R D'Ambrosio, S Di Giovacchino Journal of Computational Dynamics 9 (2), 123-131, 2022 | 10 | 2022 |
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 | 7 | 2023 |
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 | 5 | 2021 |
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 | 3 | 2023 |
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 | 3 | 2023 |
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 | 3 | 2020 |
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 | 2 | 2023 |
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 | 2 | 2022 |
Strong backward error analysis of symplectic integrators for stochastic Hamiltonian systems R D'Ambrosio, S Di Giovacchino Applied Mathematics and Computation 467, 128488, 2024 | 1 | 2024 |
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 | | |