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Cónall Kelly
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Cited by
Year
Towards a systematic linear stability analysis of numerical methods for systems of stochastic differential equations
E Buckwar, C Kelly
SIAM Journal on Numerical Analysis 48 (1), 298-321, 2010
842010
Adaptive time-stepping strategies for nonlinear stochastic systems
C Kelly, GJ Lord
IMA Journal of Numerical Analysis 38 (3), 1523-1549, 2018
582018
Preserving positivity in solutions of discretised stochastic differential equations
JAD Appleby, M Guzowska, C Kelly, A Rodkina
Applied Mathematics and Computation 217 (2), 763-774, 2010
322010
Almost sure asymptotic stability analysis of the θ-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations
G Berkolaiko, E Buckwar, C Kelly, A Rodkina
LMS Journal of Computation and Mathematics 15, 71-83, 2012
292012
On the local dynamics of polynomial difference equations with fading stochastic perturbations
JAD Appleby, C Kelly, X Mao, A Rodkina
Dynamics of Continuous Discrete and Impulsive Systems Series A: Mathematical …, 2010
252010
Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations
E Buckwar, C Kelly
Computers & Mathematics with Applications 64 (7), 2282-2293, 2012
192012
Stabilisation of difference equations with noisy prediction-based control
E Braverman, C Kelly, A Rodkina
Physica D: Nonlinear Phenomena 326, 21-31, 2016
152016
Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients
C Kelly, GJ Lord
Numerical Algorithms 89 (2), 721-747, 2022
132022
Asymptotic and transient mean-square properties of stochastic systems arising in ecology, fluid dynamics, and system control
E Buckwar, C Kelly
SIAM Journal on Applied Mathematics 74 (2), 411-433, 2014
132014
Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations
C Kelly, A Rodkina, EM Rapoo
Journal of Computational and Applied Mathematics 334, 39-57, 2018
112018
Asymptotic and oscillatory properties of linear stochastic delay differential equations with vanishing delay
JAD Appleby, C Kelly
Functional Differential Equations 11 (3/4), 235, 2004
112004
Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation
C Kelly, P Palmer, A Rodkina
Computers & Mathematics with Applications 66 (11), 2220-2230, 2013
92013
Constrained stability and instability of polynomial differenceequations with state-dependent noise
C Kelly, A Rodkina
Discrete and Continuous Dynamical Systems-B 11 (4), 913-933, 2009
82009
Spurious oscillation in a uniform Euler discretisation of linear stochastic differential equations with vanishing delay
JAD Appleby, C Kelly
Journal of computational and applied mathematics 205 (2), 923-935, 2007
82007
Prevention of Explosions in Solutions of Functional Differential Equations by Noise Perturbations
JAD Appleby, C Kelly
Dynamic Systems and Applications 15 (2), 227, 2006
82006
OSCILLATION AND NONOSCILLATION IN SOLUTIONS OF NONLINEAR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS
JAD Appleby, C Kelly
Electronic Communications in Probability 9, 106-108, 2004
82004
Strong convergence of an adaptive time-stepping Milstein method for SDEs with one-sided Lipschitz drift
C Kelly, G Lord, F Sun
arXiv preprint arXiv:1909.00099, 2019
72019
Oscillation of solutions of a nonuniform discretisation of linear stochastic differential equations with vanishing delay
JAD Appleby, C Kelly
Discrete Contin. Dyn. Syst. Ser. A. Submitted, 2005
72005
On the use of adaptive meshes to counter overshoot in solutions of discretised nonlinear stochastic differential equations
JAD Appleby, C Kelly, A Rodkina
International Journal of Difference Equations 5 (2), 129-148, 2010
62010
Positivity and stabilisation for nonlinear stochastic delay differential equations
JAD Appleby, C Kelly, X Mao, A Rodkina
Stochastics: An International Journal of Probability and Stochastics …, 2009
62009
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