Research output per year
Research output per year
- 38 results
Search results
-
2024
Coagulation, non-associative algebras and binary trees
Malham, S. J. A., Apr 2024, In: Physica D: Nonlinear Phenomena. 460, 134054.Research output: Contribution to journal › Article › peer-review
Open AccessFile45 Downloads (Pure) -
2023
Applications of Grassmannian flows to coagulation equations
Doikou, A., Malham, S. J. A., Stylianidis, I. & Wiese, A., Sept 2023, In: Physica D: Nonlinear Phenomena. 451, 133771.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Citation (Scopus)54 Downloads (Pure) -
Pöppe triple systems and integrable equations
Doikou, A., Malham, S. J. A., Stylianidis, I. & Wiese, A., Dec 2023, In: Partial Differential Equations in Applied Mathematics. 8, 100565.Research output: Contribution to journal › Article › peer-review
Open AccessFile46 Downloads (Pure) -
The algebraic structure of the non-commutative nonlinear Schrödinger and modified Korteweg–de Vries hierarchy
Blower, G. & Malham, S. J. A., 15 Dec 2023, In: Physica D: Nonlinear Phenomena. 456, 133913.Research output: Contribution to journal › Article › peer-review
Open AccessFile45 Downloads (Pure) -
2022
Integrability of local and non-local non-commutative fourth-order quintic non-linear Schrödinger equations
Malham, S. J. A., Apr 2022, In: IMA Journal of Applied Mathematics. 87, 2, p. 231–259 29 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Citations (Scopus)375 Downloads (Pure) -
The non-commutative Korteweg–de Vries hierarchy and combinatorial Pöppe algebra
Malham, S. J. A., Jun 2022, In: Physica D: Nonlinear Phenomena. 434, 133228.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Citations (Scopus)37 Downloads (Pure) -
2021
Grassmannian flows and applications to non-commutative non-local and local integrable systems
Doikou, A., Malham, S. J. A. & Stylianidis, I., Jan 2021, In: Physica D: Nonlinear Phenomena. 415, 132744.Research output: Contribution to journal › Article › peer-review
Open AccessFile8 Citations (Scopus)56 Downloads (Pure) -
Introductory Incompressible Fluid Mechanics
Berkshire, F. H., Malham, S. J. A. & Stuart, J. T., Nov 2021, Cambridge University Press. 332 p.Research output: Book/Report › Book
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Series Expansions and Direct Inversion for the Heston Model
Malham, S. J. A., Shen, J. & Wiese, A., 30 Mar 2021, In: SIAM Journal on Financial Mathematics. 12, 1, p. 487–549 63 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Citations (Scopus)161 Downloads (Pure) -
Time Evolution in Quantum Systems and Stochastics
Doikou, A., Malham, S. J. A. & Wiese, A., 27 Mar 2021, Quantum Theory and Symmetries. Springer, p. 523-532 10 p. (CRM Series in Mathematical Physics).Research output: Chapter in Book/Report/Conference proceeding › Chapter
Open AccessFile46 Downloads (Pure) -
2019
Algebraic structures and stochastic differential equations driven by Lévy processes
Curry, C., Ebrahimi-Fard, K., Malham, S. J. A. & Wiese, A., 23 Jan 2019, In: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences. 475, 2221, 20180567.Research output: Contribution to journal › Article › peer-review
Open AccessFile5 Citations (Scopus)305 Downloads (Pure) -
Grassmannian flows and applications to nonlinear partial differential equations
Beck, M., Doikou, A., Malham, S. J. A. & Stylianidis, I., 14 Jan 2019, Computation and Combinatorics in Dynamics, Stochastics and Control: Abelsymposium 2016. Di Nunno, G., Celledoni, E., Ebrahimi-Fard, K. & Munthe-Kaas, H. Z. (eds.). Springer, p. 71-98 28 p. (Abel Symposia; vol. 13).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
Open AccessFile5 Citations (Scopus)98 Downloads (Pure) -
Stochastic analysis & discrete quantum systems
Doikou, A., Malham, S. J. A. & Wiese, A., Aug 2019, In: Nuclear Physics B. 945, 114658.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Citation (Scopus)51 Downloads (Pure) -
2018
Partial differential systems with nonlocal nonlinearities: Generation and solutions
Beck, M., Doikou, A., Malham, S. J. A. & Stylianidis, I., 13 Apr 2018, In: Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences. 376, 2117, 195.Research output: Contribution to journal › Article › peer-review
Open AccessFile12 Citations (Scopus)62 Downloads (Pure) -
2015
Computing the Maslov index for large systems
Beck, M. & Malham, S. J. A., 15 Dec 2015, In: Proceedings of the American Mathematical Society. 143, 5, p. 2159-2173 15 p.Research output: Contribution to journal › Article › peer-review
21 Citations (Scopus) -
Evans function and fredholm determinants
Karambal, I. & Malham, S. J. A., 2015, In: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences. 471, 2174, 20140597.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Citations (Scopus)67 Downloads (Pure) -
Flows and stochastic Taylor series in Ito calculus
Wiese, A., Malham, S. J., Ebrahimi-Fard, K. & Patras, F., 18 Nov 2015, In: Journal of Physics A: Mathematical and Theoretical. 48, 49, 17 p., 495202.Research output: Contribution to journal › Article › peer-review
Open AccessFile11 Citations (Scopus)234 Downloads (Pure) -
The exponential Lie series for continuous semimartingales
Ebrahimi-Fard, K., Malham, S. J., Patras, F. & Wiese, A., Dec 2015, In: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences. 471, 2184, 20 p.Research output: Contribution to journal › Article › peer-review
File14 Citations (Scopus)89 Downloads (Pure) -
2014
Efficient almost-exact Lévy area sampling
Malham, S. J. A. & Wiese, A., 2014, In: Statistics and Probability Letters. 88, 1, p. 50-55 6 p.Research output: Contribution to journal › Article › peer-review
17 Citations (Scopus) -
Lévy processes and quasi-shuffle algebras
Curry, C., Ebrahimi-Fard, K., Malham, S. J. A. & Wiese, A., 2014, In: Stochastics: An International Journal of Probability and Stochastic Processes. 86, 4, p. 632-642 11 p.Research output: Contribution to journal › Article › peer-review
11 Citations (Scopus) -
2013
Chi-square simulation of the CIR process and the Heston model
Malham, S. J. & Wiese, A., May 2013, In: International Journal of Theoretical and Applied Finance. 16, 3, 38 p., 1350014.Research output: Contribution to journal › Article › peer-review
14 Citations (Scopus) -
2012
Algebraic structure of stochastic expansions and efficient simulation
Ebrahimi-Fard, K., Lundervold, A., Malham, S. J. A., Munthe-Kaas, H. & Wiese, A., 8 Aug 2012, In: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences. 468, 2144, p. 2361-2382Research output: Contribution to journal › Article › peer-review
12 Citations (Scopus) -
2010
Grassmannian spectral shooting
Ledoux, V., Malham, S. J. A. & Thümmler, V., Jul 2010, In: Mathematics of Computation. 79, 271, p. 1585-1619 35 p.Research output: Contribution to journal › Article › peer-review
22 Citations (Scopus) -
2009
Computing stability of multidimensional traveling waves
Ledoux, V., Malham, S. J. A., Niesen, J. & Thümmler, V., 2009, In: SIAM Journal on Applied Dynamical Systems. 8, 1, p. 480-507 28 p.Research output: Contribution to journal › Article › peer-review
15 Citations (Scopus) -
Stochastic expansions and Hopf algebras
Malham, S. J. A. & Wiese, A., 8 Dec 2009, In: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences. 465, 2112, p. 3729-3749 21 p.Research output: Contribution to journal › Article › peer-review
9 Citations (Scopus) -
2008
Efficient strong integrators for linear stochastic systems
Lord, G., Malham, S. J. A. & Wiese, A., 2008, In: SIAM Journal on Numerical Analysis. 46, 6, p. 2892-2919 28 p.Research output: Contribution to journal › Article › peer-review
17 Citations (Scopus) -
Evaluating the evans function: Order reduction in numerical methods
Malham, S. & Niesen, J., Jan 2008, In: Mathematics of Computation. 77, 261, p. 159-179 21 p.Research output: Contribution to journal › Article › peer-review
12 Citations (Scopus) -
Stochastic Lie group integrators
Malham, S. J. A. & Wiese, A., 2008, In: SIAM Journal on Scientific Computing. 30, 2, p. 597-617 21 p.Research output: Contribution to journal › Article › peer-review
50 Citations (Scopus) -
2005
Numerical evaluation of the evans function by Magnus integration
Aparicio, N. D., Malham, S. J. A. & Oliver, M., Jun 2005, In: BIT Numerical Mathematics. 45, 2, p. 219-258 40 p.Research output: Contribution to journal › Article › peer-review
17 Citations (Scopus) -
2002
A new model for shallow water in the low-Rossby-number limit
Ford, R., Malham, S. J. A. & Oliver, M., 10 Jan 2002, In: Journal of Fluid Mechanics. 450, p. 287-296 10 p.Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus) -
2001
Erratum: Callapse of a class of three-dimensional Euler vortices (Proceeding of the Royal Society London A (2000) 456 (2823-2833))
Malham, S. J. A., 8 Dec 2001, In: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences. 457, 2016, p. 3052 1 p.Research output: Contribution to journal › Comment/debate › peer-review
Open Access -
2000
Accelerating fronts in autocatalysis
Malham, S. J. & Oliver, M., 2000, In: Proceedings of the Royal Society of London. Series A, Mathematical and Physical Sciences. 456, p. 1609-1624 16 p.Research output: Contribution to journal › Article › peer-review
5 Citations (Scopus) -
Collapse of a class of three-dimensional euler vortices
Malham, S. J. A., 2000, In: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences. 456, 2004, p. 2823-2833 11 p.Research output: Contribution to journal › Article › peer-review
7 Citations (Scopus) -
1999
Unsteady fronts in an autocatalytic system
Balmforth, N. J., Craster, R. V. & Malham, S. J., 1999, In: Proceedings of the Royal Society of London. Series A, Mathematical and Physical Sciences. 455, p. 1401-1434 34 p.Research output: Contribution to journal › Article › peer-review
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Unsteady fronts in an auto catalytic system
Balmforth, N. J., Craster, R. V. & Malham, S. J. A., 8 Apr 1999, In: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences. 455, 1984, p. 1401-1433 33 p.Research output: Contribution to journal › Article › peer-review
28 Citations (Scopus) -
1998
Global solutions to a reactive Boussinesq system with front data on an infinite domain
Malham, S. J. & Xin, J., 1998, In: Communications in Mathematical Physics. 193, p. 287-316 30 p.Research output: Contribution to journal › Article › peer-review
27 Citations (Scopus) -
1993
Lattice methods and the pressure field for solutions of the Navier-Stokes equations
Bartuccelli, M. V., Gibbon, J. D. & Malham, S. J., 1993, In: Nonlinearity. 1, p. 79-91 13 p.Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus) -
Length scales in solutions of the Navier-Stokes equations
Bartuccelli, M. V., Doering, C. R., Gibbon, J. D. & Malham, S. J., 1993, In: Nonlinearity. 6, 4, p. 549-568 20 p.Research output: Contribution to journal › Article › peer-review
32 Citations (Scopus)