Cónall Kelly

Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations

Evelyn Buckwar, Cónall Kelly · SIAM Journal on Numerical Analysis · 2010 · 79 citations

Numerical Analysis, Engineering, Stochastic System +12

Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations

Evelyn Buckwar, Cónall Kelly · Computers & Mathematics with Applications · 2012 · 27 citations

Non-normal Drift Structures, Engineering, Stochastic System +6

Preserving positivity in solutions of discretised stochastic differential equations

John A. D. Appleby, Małgorzata Guzowska, Cónall Kelly et al. · Applied Mathematics and Computation · 2010 · 26 citations

Stochastic Differential Equation, Stochastic Differential Equations, Stochastic Dynamical System

Almost sure asymptotic stability analysis of the <i>θ</i>-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations

Gregory Berkolaiko, Evelyn Buckwar, Cónall Kelly et al. · LMS Journal of Computation and Mathematics · 2012 · 24 citations · Full text

Stability Analysis, Itô Differential Equations, Sure Asymptotic Stability +15

Asymptotic and Transient Mean-Square Properties of Stochastic Systems Arising in Ecology, Fluid Dynamics, and System Control

Evelyn Buckwar, Cónall Kelly · SIAM Journal on Applied Mathematics · 2014 · 22 citations

Engineering, Stochastic Processes, Stochastic Systems Arising +13