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ORCIDGabriel J. Lord
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- affiliation: Heriot-Watt University, Edinburgh, UK
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Journal Articles
- 2025
[j24]Cónall Kelly
, Gabriel J. Lord, Fandi Sun:
Strong convergence of a class of adaptive numerical methods for SDEs with jumps. Math. Comput. Simul. 227: 461-476 (2025)- 2022
- [j23]Utku Erdogan, Gabriel J. Lord:
Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation. J. Comput. Appl. Math. 399: 113704 (2022) - [j22]Cónall Kelly, Gabriel J. Lord, Heru Maulana:
The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model. J. Comput. Appl. Math. 410: 114208 (2022) - [j21]Cónall Kelly, Gabriel J. Lord:
Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients. Numer. Algorithms 89(2): 721-747 (2022) - 2021
- [j20]Lehel Banjai, Gabriel J. Lord, Jeta Molla:
Strong Convergence of a Verlet Integrator for the Semilinear Stochastic Wave Equation. SIAM J. Numer. Anal. 59(4): 1976-2003 (2021) - 2020
- [j19]Margaret Beck, Eric Cooper, Gabriel J. Lord, Konstantinos Spiliopoulos:
Selection of Quasi-stationary States in the Stochastically Forced Navier-Stokes Equation on the Torus. J. Nonlinear Sci. 30(4): 1677-1702 (2020) - 2018
- [j18]Gabriel J. Lord, Antoine Tambue:
A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise. Appl. Math. Comput. 332: 105-122 (2018) - 2017
- [j17]Gabriel J. Lord, Daniel Stone:
New efficient substepping methods for exponential timestepping. Appl. Math. Comput. 307: 342-365 (2017) - [j16]Daniel Stone, Sebastian Geiger, Gabriel J. Lord:
Asynchronous discrete event schemes for PDEs. J. Comput. Phys. 342: 161-176 (2017) - 2013
- [j15]Emma J. Coutts, Gabriel J. Lord:
Effects of noise on models of spiny dendrites. J. Comput. Neurosci. 34(2): 245-257 (2013) - 2012
- [j14]Iyabo A. Adamu, Gabriel J. Lord:
Numerical approximation of multiplicative SPDEs. Int. J. Comput. Math. 89(18): 2603-2621 (2012) - [j13]Gabriel J. Lord, Vera Thümmler:
Computing Stochastic Traveling Waves. SIAM J. Sci. Comput. 34(1) (2012) - 2011
- [j12]Peter E. Kloeden, Gabriel J. Lord, Andreas Neuenkirch, Tony Shardlow:
The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds. J. Comput. Appl. Math. 235(5): 1245-1260 (2011) - 2010
- [j11]Antoine Tambue, Gabriel J. Lord, Sebastian Geiger:
An exponential integrator for advection-dominated reactive transport in heterogeneous porous media. J. Comput. Phys. 229(10): 3957-3969 (2010) - 2008
- [j10]Gabriel J. Lord, Simon J. A. Malham, Anke Wiese:
Efficient Strong Integrators for Linear Stochastic Systems. SIAM J. Numer. Anal. 46(6): 2892-2919 (2008) - [j9]Jirí Horák, Gabriel J. Lord, Mark A. Peletier:
Numerical Variational Methods Applied to Cylinder Buckling. SIAM J. Sci. Comput. 30(3): 1362-1386 (2008) - 2007
- [j8]Stephen Coombes, Yulia Timofeeva, Carl-Magnus Svensson, Gabriel J. Lord, Kresimir Josic, Steven J. Cox, C. M. Colbert:
Branching dendrites with resonant membrane: a "sum-over-trips" approach. Biol. Cybern. 97(2): 137-149 (2007) - [j7]Gabriel J. Lord, Tony Shardlow:
Postprocessing for Stochastic Parabolic Partial Differential Equations. SIAM J. Numer. Anal. 45(2): 870-889 (2007) - 2006
- [j6]Yulia Timofeeva, Gabriel J. Lord, Stephen Coombes:
Dendritic cable with active spines: A modelling study in the spike-diffuse-spike framework. Neurocomputing 69(10-12): 1058-1061 (2006) - [j5]Yulia Timofeeva, Gabriel J. Lord, Stephen Coombes:
Spatio-temporal filtering properties of a dendritic cable with active spines: A modeling study in the spike-diffuse-spike framework. J. Comput. Neurosci. 21(3): 293-306 (2006) - [j4]Jirí Horák, Gabriel J. Lord, Mark A. Peletier:
Cylinder Buckling: The Mountain Pass as an Organizing Center. SIAM J. Appl. Math. 66(5): 1793-1824 (2006) - 2002
- [j3]Gabriel J. Lord, Jacques Rougemont:
Topological and Epsilon-Entropy for Large Volume Limits of Discretized Parabolic Equations. SIAM J. Numer. Anal. 40(4): 1311-1329 (2002) - 2000
- [j2]Gabriel J. Lord, Daniela Peterhof, Björn Sandstede, Arnd Scheel:
Numerical Computation of Solitary Waves in Infinite Cylindrical Domains. SIAM J. Numer. Anal. 37(5): 1420-1454 (2000) - 1999
- [j1]Gabriel J. Lord, Alan R. Champneys, Giles W. Hunt:
Computation of Homoclinic Orbits in Partial Differential Equations: An Application to Cylindrical Shell Buckling. SIAM J. Sci. Comput. 21(2): 591-619 (1999)
Informal and Other Publications
- 2024
- [i8]Utku Erdogan, Gabriel J. Lord, Roy B. Schieven:
Numerical approximation of SDEs driven by fractional Brownian motion for all H∈(0, 1) using WIS integration. CoRR abs/2404.07013 (2024) - 2023
- [i7]Utku Erdogan, Gabriel J. Lord:
Weak Convergence Of Tamed Exponential Integrators for Stochastic Differential Equations. CoRR abs/2304.09496 (2023) - [i6]Cónall Kelly, Gabriel J. Lord, Fandi Sun:
Strong convergence of a class of adaptive numerical methods for SDEs with jumps. CoRR abs/2312.06910 (2023) - 2021
- [i5]Utku Erdogan, Gabriel J. Lord:
Strong Convergence of a GBM Based Tamed Integrator for SDEs and an Adaptive Implementation. CoRR abs/2106.11425 (2021) - [i4]Cónall Kelly, Gabriel J. Lord:
An adaptive splitting method for the Cox-Ingersoll-Ross process. CoRR abs/2112.09465 (2021) - 2020
- [i3]Cónall Kelly, Gabriel J. Lord, Heru Maulana:
Hybrid, adaptive, and positivity preserving numerical methods for the Cox-Ingersoll-Ross model. CoRR abs/2002.10206 (2020) - [i2]Lehel Banjai, Gabriel J. Lord, Jeta Molla:
Strong convergence of a Verlet integrator for the semi-linear stochastic wave equation. CoRR abs/2009.07710 (2020) - 2019
- [i1]Cónall Kelly, Gabriel J. Lord, Fandi Sun:
Strong convergence of an adaptive time-stepping Milstein method for SDEs with one-sided Lipschitz drift. CoRR abs/1909.00099 (2019)
Coauthor Index
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