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Simon J.A. Malham
Simon J.A. Malham
Associate Professor of Mathematics, Heriot-Watt University
Verified email at hw.ac.uk - Homepage
Title
Cited by
Cited by
Year
Stochastic Lie group integrators
SJA Malham, A Wiese
SIAM Journal on Scientific Computing 30 (2), 597-617, 2008
782008
Length scales in solutions of the Navier-Stokes equations
MV Bartuccelli, CR Doering, JD Gibbon, SJA Malham
Nonlinearity 6 (4), 549, 1993
641993
Unsteady fronts in an autocatalytic system
NJ Balmforth, RV Craster, SJA Malham
Proceedings of the Royal Society of London. Series A: Mathematical, Physical …, 1999
471999
Global solutions to a reactive Boussinesq system with front data on an infinite domain
S Malham, JX Xin
Communications in mathematical physics 193 (2), 287-316, 1998
411998
Grassmannian spectral shooting
V Ledoux, S Malham, V Thümmler
Mathematics of Computation 79 (271), 1585-1619, 2010
402010
Efficient strong integrators for linear stochastic systems
G Lord, SJA Malham, A Wiese
SIAM journal on numerical analysis 46 (6), 2892-2919, 2008
392008
Computing the Maslov index for large systems
M Beck, S Malham
Proceedings of the American Mathematical Society 143 (5), 2159-2173, 2015
382015
Computing stability of multidimensional traveling waves
V Ledoux, SJA Malham, J Niesen, V Thümmler
SIAM Journal on Applied Dynamical Systems 8 (1), 480-507, 2009
322009
Efficient almost-exact Lévy area sampling
SJA Malham, A Wiese
Statistics & Probability Letters 88, 50-55, 2014
312014
An introduction to Lagrangian and Hamiltonian mechanics
SJA Malham
Maxwell Institute for Mathematical Sciences & School of Mathematical and …, 2014
292014
Algebraic structure of stochastic expansions and efficient simulation
K Ebrahimi-Fard, A Lundervold, SJA Malham, H Munthe-Kaas, A Wiese
Proceedings of the Royal Society A: Mathematical, Physical and Engineering …, 2012
282012
An introduction to SDE simulation
SJA Malham, A Wiese
arXiv preprint arXiv:1004.0646, 2010
272010
Numerical evaluation of the Evans function by Magnus integration
ND Aparicio, SJA Malham, M Oliver
BIT Numerical mathematics 45, 219-258, 2005
262005
Chi-square simulation of the CIR process and the Heston model
SJA Malham, A Wiese
International journal of theoretical and applied finance 16 (03), 1350014, 2013
252013
Flows and stochastic Taylor series in Itô calculus
K Ebrahimi-Fard, SJA Malham, F Patras, A Wiese
Journal of Physics A: Mathematical and Theoretical 48 (49), 495202, 2015
222015
Partial differential systems with non-local nonlinearities: generation and solutions
M Beck, A Doikou, SJA Malham, I Stylianidis
Philosophical Transactions of the Royal Society A: Mathematical, Physical …, 2018
212018
The exponential Lie series for continuous semimartingales
K Ebrahimi-Fard, SJA Malham, F Patras, A Wiese
Proceedings of the Royal Society A: Mathematical, Physical and Engineering …, 2015
202015
Grassmannian flows and applications to nonlinear partial differential equations
M Beck, A Doikou, SJA Malham, I Stylianidis
Computation and Combinatorics in Dynamics, Stochastics and Control: The Abel …, 2018
192018
Stochastic expansions and Hopf algebras
SJA Malham, A Wiese
Proceedings of the Royal Society A: Mathematical, Physical and Engineering …, 2009
192009
Grassmannian flows and applications to non-commutative non-local and local integrable systems
A Doikou, SJA Malham, I Stylianidis
Physica D: Nonlinear Phenomena 415, 132744, 2021
142021
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