IFC editors 2nd issue
Special issue on evolutionary problems
Rival approaches to mathematical modelling in immunology
How to deal with potentially huge dimensional state space: The meta-dynamics approach—application to a model of the co-evolution of bacterio-phage populations
Stochastic delay differential equations for genetic regulatory networks
A solver for the stochastic master equation applied to gene regulatory networks
Beyond the Poisson renewal process: A tutorial survey
Recent results on blow-up and quenching for nonlinear Volterra equations
Conditions for blow-up of solutions of some nonlinear Volterra integral equations
Solutions in weighted spaces of singular boundary value problems on the half-line
Derivation of continuous explicit two-step Runge–Kutta methods of order three
Blended implicit methods for solving ODE and DAE problems, and their extension for second-order problems
Tensor invariants in numerical geometric integration of ODEs
New numerical integrators based on solvability and splitting
State-dependent symplecticity and area preserving numerical methods
Computing statistics for Hamiltonian systems: A case study
Numerical detection of instability regions for delay models with delay-dependent parameters
Numerical modelling of qualitative behaviour of solutions to convolution integral equations
Periodic and almost periodic solutions of nonlinear discrete Volterra equations with unbounded delay
Convergence of the Grünwald–Letnikov scheme for time-fractional diffusion
Galerkin/Runge–Kutta discretizations of nonlinear parabolic equations
Constant coefficient linear multistep methods with step density control
Design of software for ODEs
Improved linear multi-step methods for stochastic ordinary differential equations
Spurious oscillation in a uniform Euler discretisation of linear stochastic differential equations with vanishing delay
Approximations of Euler–Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions
Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems
Runge–Kutta methods for affinely controlled nonlinear systems
Discretisation of stochastic control problems for continuous time dynamics with delay
Strong approximations of stochastic differential equations with jumps
SDELab: A package for solving stochastic differential equations in MATLAB
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