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12/18/2022
Magnus Exponential Integrators for Stiff Time-Varying Stochastic Systems
We introduce exponential numerical integration methods for stiff stochas...
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02/04/2021
First-Passage Time Statistics on Surfaces of General Shape: Surface PDE Solvers using Generalized Moving Least Squares (GMLS)
We develop numerical methods for computing statistics of stochastic proc...
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05/24/2019
