{"id":"https://openalex.org/W3048067854","doi":"https://doi.org/10.1007/s11075-020-00990-x","title":"Adaptive step size numerical integration for stochastic differential equations with discontinuous drift and diffusion","display_name":"Adaptive step size numerical integration for stochastic differential equations with discontinuous drift and diffusion","publication_year":2020,"publication_date":"2020-08-08","ids":{"openalex":"https://openalex.org/W3048067854","doi":"https://doi.org/10.1007/s11075-020-00990-x","mag":"3048067854"},"language":"en","primary_location":{"id":"doi:10.1007/s11075-020-00990-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11075-020-00990-x","pdf_url":null,"source":{"id":"https://openalex.org/S117494069","display_name":"Numerical Algorithms","issn_l":"1017-1398","issn":["1017-1398","1572-9265"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Numerical Algorithms","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5007782699","display_name":"Avinash Malik","orcid":"https://orcid.org/0000-0002-7524-8292"},"institutions":[{"id":"https://openalex.org/I154130895","display_name":"University of Auckland","ror":"https://ror.org/03b94tp07","country_code":"NZ","type":"education","lineage":["https://openalex.org/I154130895"]}],"countries":["NZ"],"is_corresponding":true,"raw_author_name":"Avinash Malik","raw_affiliation_strings":["Department of Electrical, Computer and Software Engineering, University of Auckland, Auckland, New Zealand"],"raw_orcid":"https://orcid.org/0000-0002-7524-8292","affiliations":[{"raw_affiliation_string":"Department of Electrical, Computer and Software Engineering, University of Auckland, Auckland, New Zealand","institution_ids":["https://openalex.org/I154130895"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5007782699"],"corresponding_institution_ids":["https://openalex.org/I154130895"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.1858,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.57290891,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":95},"biblio":{"volume":"87","issue":"2","first_page":"849","last_page":"872"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12423","display_name":"Software Reliability and Analysis Research","score":0.9969000220298767,"subfield":{"id":"https://openalex.org/subfields/1712","display_name":"Software"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10142","display_name":"Formal Methods in Verification","score":0.9962000250816345,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.7580233812332153},{"id":"https://openalex.org/keywords/classification-of-discontinuities","display_name":"Classification of discontinuities","score":0.7211760878562927},{"id":"https://openalex.org/keywords/discontinuity","display_name":"Discontinuity (linguistics)","score":0.7001358866691589},{"id":"https://openalex.org/keywords/numerical-integration","display_name":"Numerical integration","score":0.6749834418296814},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5523845553398132},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.4989476203918457},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.49393731355667114},{"id":"https://openalex.org/keywords/diffusion","display_name":"Diffusion","score":0.4519961178302765},{"id":"https://openalex.org/keywords/numerical-analysis","display_name":"Numerical analysis","score":0.4484255611896515},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.41071566939353943},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3387174606323242},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.2471168041229248}],"concepts":[{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.7580233812332153},{"id":"https://openalex.org/C15627037","wikidata":"https://www.wikidata.org/wiki/Q541961","display_name":"Classification of discontinuities","level":2,"score":0.7211760878562927},{"id":"https://openalex.org/C2777042112","wikidata":"https://www.wikidata.org/wiki/Q5281658","display_name":"Discontinuity (linguistics)","level":2,"score":0.7001358866691589},{"id":"https://openalex.org/C127349201","wikidata":"https://www.wikidata.org/wiki/Q753445","display_name":"Numerical integration","level":2,"score":0.6749834418296814},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5523845553398132},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.4989476203918457},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.49393731355667114},{"id":"https://openalex.org/C69357855","wikidata":"https://www.wikidata.org/wiki/Q163214","display_name":"Diffusion","level":2,"score":0.4519961178302765},{"id":"https://openalex.org/C48753275","wikidata":"https://www.wikidata.org/wiki/Q11216","display_name":"Numerical analysis","level":2,"score":0.4484255611896515},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.41071566939353943},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3387174606323242},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.2471168041229248},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s11075-020-00990-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11075-020-00990-x","pdf_url":null,"source":{"id":"https://openalex.org/S117494069","display_name":"Numerical Algorithms","issn_l":"1017-1398","issn":["1017-1398","1572-9265"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Numerical Algorithms","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":38,"referenced_works":["https://openalex.org/W98854306","https://openalex.org/W309294495","https://openalex.org/W1473730842","https://openalex.org/W1489726963","https://openalex.org/W1508592466","https://openalex.org/W1525113341","https://openalex.org/W1575104486","https://openalex.org/W1827189078","https://openalex.org/W1830084546","https://openalex.org/W1980648830","https://openalex.org/W1992080121","https://openalex.org/W1993112505","https://openalex.org/W1995691455","https://openalex.org/W2019795760","https://openalex.org/W2062563267","https://openalex.org/W2066648277","https://openalex.org/W2074603479","https://openalex.org/W2087486424","https://openalex.org/W2110903336","https://openalex.org/W2131821335","https://openalex.org/W2187041056","https://openalex.org/W2188903178","https://openalex.org/W2335842638","https://openalex.org/W2492961687","https://openalex.org/W2566466038","https://openalex.org/W2581801868","https://openalex.org/W2591903828","https://openalex.org/W2597187653","https://openalex.org/W2607757577","https://openalex.org/W2787825650","https://openalex.org/W2888878864","https://openalex.org/W2962735134","https://openalex.org/W2979677010","https://openalex.org/W3000528769","https://openalex.org/W3098653717","https://openalex.org/W3101168669","https://openalex.org/W4234462222","https://openalex.org/W6607753575"],"related_works":["https://openalex.org/W2323190011","https://openalex.org/W3039499377","https://openalex.org/W162062087","https://openalex.org/W4241629433","https://openalex.org/W2085032340","https://openalex.org/W2026226327","https://openalex.org/W1989965977","https://openalex.org/W1756153455","https://openalex.org/W2056095867","https://openalex.org/W2232767080"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2022,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
