| Strong and Weak Approximation of Semilinear Stochastic Evolution Equations R Kruse Springer Lecture Notes in Mathematics 2093, xiv + 177, 2014 | 228 | 2014 |
| Optimal Error Estimates of Galerkin Finite Element Methods for Stochastic Partial Differential Equations with Multiplicative Noise R Kruse IMA Journal of Numerical Analysis 34 (1), 217-251, 2014 | 133 | 2014 |
| Stochastic C-stability and B-consistency of explicit and implicit Euler-type schemes WJ Beyn, E Isaak, R Kruse Journal of Scientific Computing 67 (3), 955-987, 2016 | 94 | 2016 |
| Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes WJ Beyn, E Isaak, R Kruse Journal of Scientific Computing 70 (3), 1042-1077, 2017 | 65 | 2017 |
| Duality in refined Sobolev-Malliavin spaces and weak approximations of SPDE A Andersson, R Kruse, S Larsson Stochastics and Partial Differential Equations: Analysis and Computations 4 …, 2016 | 61 | 2016 |
| Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise R Kruse, S Larsson Electron. J. Probab. 17 (65), 1-19, 2012 | 57 | 2012 |
| Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition A Andersson, R Kruse BIT Numerical Mathematics 57 (1), 21-53, 2017 | 41 | 2017 |
| A randomized Milstein method for stochastic differential equations with non-differentiable drift coefficients R Kruse, Y Wu Discrete Contin. Dyn. Syst. Ser. B 24 (8), 3475-3502, 2019 | 39 | 2019 |
| Consistency and stability of a Milstein–Galerkin finite element scheme for semilinear SPDE R Kruse Stochastic Partial Differential Equations: Analysis and Computations 2 (4 …, 2014 | 34 | 2014 |
| Error analysis of randomized Runge-Kutta methods for differential equations with time-irregular coefficients R Kruse, Y Wu Computational Methods in Applied Mathematics 17 (3), 479-498, 2017 | 32 | 2017 |
| A discrete stochastic Gronwall lemma R Kruse, M Scheutzow Mathematics and Computers in Simulation 143, 149-157, 2018 | 22 | 2018 |
| On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients M Eisenmann, M Kovács, R Kruse, S Larsson Foundations of Computational Mathematics, 2019 | 19 | 2019 |
| Two-sided error estimates for the stochastic theta method WJ Beyn, R Kruse Discrete Contin. Dyn. Syst. Ser. B 14 (2), 389-407, 2010 | 18 | 2010 |
| A randomized and fully discrete Galerkin finite element method for semilinear stochastic evolution equations R Kruse, Y Wu Mathematics of Computation 88, 2793-2825, 2019 | 13 | 2019 |
| Characterization of bistability for stochastic multistep methods R Kruse BIT Numerical Mathematics 52 (1), 109-140, 2012 | 13* | 2012 |
| Two quadrature rules for stochastic Ito-integrals with fractional Sobolev regularity M Eisenmann, R Kruse Communications in Mathematical Sciences 16 (8), 2125-2146, 2018 | 8 | 2018 |
| Error estimates of the backward Euler–Maruyama method for multi-valued stochastic differential equations M Eisenmann, M Kovács, R Kruse, S Larsson BIT Numerical Mathematics 62 (3), 803-848, 2022 | 6 | 2022 |
| Discrete approximation of stochastic differential equations R Kruse SeMA Journal 51 (1), 83-90, 2010 | 5 | 2010 |
| The BDF2-Maruyama method for the stochastic Allen–Cahn equation with multiplicative noise R Kruse, R Weiske Journal of Computational and Applied Mathematics 419, 114634, 2023 | 4 | 2023 |
| Numerical Analysis of Stochastic Processes WJ Beyn, R Kruse Numerical Analysis of Stochastic Processes, 2016 | 4* | 2016 |
Yue WuLecturer, University of StrathclydeVerified email at strath.ac.uk
