Kevin Burrage

Personal Home Page

http://www.maths.uq.edu.au/~kb/

Articles in Scholarly Journals [Incomplete List]

  1. Fast generalized cross validation using Krylov subspace methods
    Numerical Algorithms, vol. 47, no. 2, pp. 109–131, 2008
  2. Finite difference methods and a fourier analysis for the fractional reaction–subdiffusion equation
    Applied Mathematics and Computation, vol. 198, no. 2, pp. 754–769, 2008
  3. Stochastic simulation of chemical reactions in spatially complex media
    Computers & Mathematics with Applications, vol. 55, no. 5, pp. 1007–1018, 2008
  4. Modeling Intrinsic Noise and Delays in Chemical Kinetics of Coupled Autoregulated Oscillating Cells
    International Journal for Multiscale Computational Engineering, vol. 6, no. 1, pp. 77–86, 2008
  5. Modelling and simulation techniques for membrane biology
    Briefings in Bioinformatics, vol. 8, no. 4, pp. 234–244, 2007
  6. Predicting disulfide connectivity from protein sequence using multiple sequence feature vectors and secondary structure
    Bioinformatics, vol. 23, no. 23, pp. 3147–3154, 2007
  7. Stochastic delay differential equations for genetic regulatory networks
    Journal of Computational and Applied Mathematics, vol. 205, no. 2, pp. 696–707, 2007
  8. Special issue on evolutionary problems
    Journal of Computational and Applied Mathematics, vol. 205, no. 2, pp. 667–668, 2007
  9. Stability and convergence of the difference methods for the space–time fractional advection–diffusion equation☆
    Applied Mathematics and Computation, vol. 191, no. 1, pp. 12–20, 2007
  10. A note on the Balanced method
    BIT Numerical Mathematics, vol. 46, no. 4, pp. 689–710, 2006
  11. Simulated maximum likelihood method for estimating kinetic rates in gene expression
    Bioinformatics, vol. 23, no. 1, pp. 84–91, 2006
  12. Stochastic models for regulatory networks of the genetic toggle switch
    Proceedings of the National Academy of Sciences, vol. 103, no. 22, pp. 8372–8377, 2006
  13. Advanced computing for systems biology
    Briefings in Bioinformatics, vol. 7, no. 4, pp. 390–398, 2006
  14. Oscillatory Regulation of Hes1: Discrete Stochastic Delay Modelling and Simulation
    PLoS Computational Biology, vol. 2, no. 9, p. e117, 2006
  15. Comment on “Numerical methods for stochastic differential equations”
    Physical Review E, vol. 74, no. 6, 2006
  16. QRT: A QR-Based Tridiagonalization Algorithm for Nonsymmetric Matrices
    SIAM Journal on Matrix Analysis and Applications, vol. 26, no. 3, p. 878, 2005
  17. Implicit Stochastic Runge–Kutta Methods for Stochastic Differential Equations
    BIT Numerical Mathematics, vol. 44, no. 1, pp. 21–39, 2004
  18. Numerical methods for strong solutions of stochastic differential equations: an overview
    Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, vol. 460, no. 2041, pp. 373–402, 2004
  19. Constructing the hallucinations of psychosis in Virtual Reality
    Journal of Network and Computer Applications, vol. 27, no. 1, pp. 1–11, 2004
  20. Adaptive stepsize based on control theory for stochastic differential equations
    Journal of Computational and Applied Mathematics, vol. 170, no. 2, pp. 317–336, 2004
  21. A genetic estimation algorithm for parameters of stochastic ordinary differential equations
    Computational Statistics & Data Analysis, vol. 47, no. 2, pp. 255–275, 2004
  22. Numerical simulation of stochastic ordinary differential equations in biomathematical modelling
    Mathematics and Computers in Simulation, vol. 64, no. 2, pp. 271–277, 2004
  23. Convergence of the parallel chaotic waveform relaxation method for stiff systems
    Journal of Computational and Applied Mathematics, vol. 151, no. 1, pp. 201–213, 2003
  24. A Variable Stepsize Implementation for Stochastic Differential Equations
    SIAM Journal on Scientific Computing, vol. 24, no. 3, p. 848, 2003
  25. Predictor-Corrector Methods of Runge--Kutta Type for Stochastic Differential Equations
    SIAM Journal on Numerical Analysis, vol. 40, no. 4, p. 1516, 2002
  26. Numerical Algorithms, vol. 31, no. 1/4, pp. 193–213, 2002
  27. Bit Numerical Mathematics, vol. 42, no. 3, pp. 625–643, 2002
  28. A four-stage index 2 Diagonally Implicit Runge–Kutta method
    Applied Numerical Mathematics, vol. 40, no. 3, pp. 415–432, 2002
  29. Implicit Taylor methods for stiff stochastic differential equations
    Applied Numerical Mathematics, vol. 38, no. 1-2, pp. 167–185, 2001
  30. The composite Euler method for stiff stochastic differential equations
    Journal of Computational and Applied Mathematics, vol. 131, no. 1-2, pp. 407–426, 2001
  31. Stiffly accurate Runge–Kutta methods for stiff stochastic differential equations
    Computer Physics Communications, vol. 142, no. 1-3, pp. 186–190, 2001
  32. Bit Numerical Mathematics, vol. 41, no. 4, pp. 645–655, 2001
  33. Bit Numerical Mathematics, vol. 40, no. 3, pp. 451–470, 2000
  34. Bit Numerical Mathematics, vol. 40, no. 2, pp. 226–240, 2000
  35. Advances in Computational Mathematics, vol. 13, no. 3, pp. 257–270, 2000
  36. Order Conditions of Stochastic Runge--Kutta Methods by B-Series
    SIAM Journal on Numerical Analysis, vol. 38, no. 5, p. 1626, 2000
  37. Numerical solutions of stochastic differential equations – implementation and stability issues
    Journal of Computational and Applied Mathematics, vol. 125, no. 1-2, pp. 171–182, 2000
  38. Parallel half-block methods for initial value problems
    Applied Numerical Mathematics, vol. 32, no. 3, pp. 255–271, 2000
  39. High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula
    Physica D: Nonlinear Phenomena, vol. 133, no. 1-4, pp. 34–48, 1999
  40. General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems
    Applied Numerical Mathematics, vol. 28, no. 2-4, pp. 161–177, 1998
  41. Block-Toeplitz preconditioning for static and dynamic linear systems
    Linear Algebra and its Applications, vol. 279, no. 1-3, pp. 51–74, 1998
  42. On the performance of various adaptive preconditioned GMRES strategies
    Numerical Linear Algebra with Applications, vol. 5, no. 2, pp. 101–121, 1998
  43. A Deflation Technique for Linear Systems of Equations
    SIAM Journal on Scientific Computing, vol. 19, no. 4, p. 1245, 1998
  44. Advances in Computational Mathematics, vol. 7, no. 1/2, pp. 37–57, 1997
  45. Advances in Computational Mathematics, vol. 7, no. 1/2, pp. 59–77, 1997
  46. A bound on the maximum strong order of stochastic Runge-Kutta methods for stochastic ordinary differential equations
    BIT Numerical Mathematics, vol. 37, no. 4, pp. 771–780, 1997
  47. On the performance of parallel waveform relaxations for differential systems
    Applied Numerical Mathematics, vol. 20, no. 1-2, pp. 39–55, 1996
  48. Restarted GMRES preconditioned by deflation
    Journal of Computational and Applied Mathematics, vol. 69, no. 2, pp. 303–318, 1996
  49. The performance of preconditioned waveform relaxation techniques for pseudospectral methods
    Numerical Methods for Partial Differential Equations, vol. 12, no. 2, pp. 245–263, 1996
  50. Preconditioning waveform relaxation iterations for differential systems
    BIT Numerical Mathematics, vol. 36, no. 1, pp. 54–76, 1996
  51. High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
    Applied Numerical Mathematics, vol. 22, no. 1-3, pp. 81–101, 1996
  52. Order Results for Mono-Implicit Runge–Kutta Methods
    SIAM Journal on Numerical Analysis, vol. 31, no. 3, p. 876, 1994
  53. A Class of Variable-Step Explicit Nordsieck Multivalue Methods
    SIAM Journal on Numerical Analysis, vol. 31, no. 5, p. 1434, 1994
  54. Parallel methods for initial value problems
    Applied Numerical Mathematics, vol. 11, no. 1-3, pp. 5–25, 1993
  55. The search for the Holy Grail, or: predictor-corrector methods for solving OD3IVPs
    Applied Numerical Mathematics, vol. 11, no. 1-3, pp. 125–141, 1993
  56. On Order Reduction for Runge–Kutta Methods Applied to Differential/Algebraic Systems and to Stiff Systems of ODEs
    SIAM Journal on Numerical Analysis, vol. 27, no. 2, p. 447, 1990
  57. High Order Algebraically Stable Multistep Runge–Kutta Methods
    SIAM Journal on Numerical Analysis, vol. 24, no. 1, p. 106, 1987
  58. A study of B-convergence of Runge-Kutta methods
    Computing, vol. 36, no. 1-2, pp. 17–34, 1986
  59. Non-linear stability of multivalue multiderivative methods
    BIT, vol. 20, no. 3, pp. 315–325, 1980
  60. An implementation of singly-implicit Runge-Kutta methods
    BIT, vol. 20, no. 3, pp. 326–340, 1980
  61. Simplifying assumptions for the order of partitioned multivalue methods
    BIT, vol. 20, no. 4, pp. 452–465, 1980