## Kelly, Cónall

Compute Distance To:
 Author ID: kelly.conall Published as: Kelly, Cónall; Kelly, C. Homepage: http://research.ucc.ie/profiles/D019/conall.kelly@ucc.ie External Links: MGP · ORCID · Google Scholar · ResearchGate · dblp
 Documents Indexed: 25 Publications since 2004 Reviewing Activity: 1 Review Co-Authors: 13 Co-Authors with 24 Joint Publications 338 Co-Co-Authors
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### Co-Authors

 1 single-authored 13 Rodkina, Alexandra 8 Appleby, John A. D. 5 Buckwar, Evelyn 3 Berkolaiko, Gregory 3 Lord, Gabriel James 2 Braverman, Elena 2 Mao, Xuerong 1 Baccas, Ricardo 1 Guzowska, Małgorzata 1 Maulana, Heru 1 Morgan, Kirk 1 Palmer, Peter 1 Rapoo, Eeva Maria
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### Serials

 3 Journal of Computational and Applied Mathematics 2 Computers & Mathematics with Applications 2 LMS Journal of Computation and Mathematics 1 IMA Journal of Numerical Analysis 1 Physica A 1 Applied Mathematics and Computation 1 SIAM Journal on Numerical Analysis 1 Physica D 1 Numerical Algorithms 1 Dynamic Systems and Applications 1 SIAM Journal on Applied Mathematics 1 Electronic Communications in Probability 1 Discrete and Continuous Dynamical Systems 1 Functional Differential Equations 1 Chaos 1 Dynamics of Continuous, Discrete & Impulsive Systems. Series A. Mathematical Analysis 1 Discrete and Continuous Dynamical Systems. Series B 1 Matemáticas: Enseñanza Universitaria (Nueva Serie) 1 Stochastics
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### Fields

 19 Probability theory and stochastic processes (60-XX) 12 Numerical analysis (65-XX) 9 Ordinary differential equations (34-XX) 8 Difference and functional equations (39-XX) 6 Systems theory; control (93-XX) 4 Dynamical systems and ergodic theory (37-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Astronomy and astrophysics (85-XX) 1 Biology and other natural sciences (92-XX)

### Citations contained in zbMATH Open

16 Publications have been cited 134 times in 109 Documents Cited by Year
Towards a systematic linear stability analysis of numerical methods for systems of stochastic differential equations. Zbl 1221.60077
Buckwar, Evelyn; Kelly, Cónall
2010
Preserving positivity in solutions of discretised stochastic differential equations. Zbl 1208.65013
Appleby, John A. D.; Guzowska, Małgorzata; Kelly, Cónall; Rodkina, Alexandra
2010
Adaptive time-stepping strategies for nonlinear stochastic systems. Zbl 1477.65023
Kelly, Cónall; Lord, Gabriel J.
2018
Almost sure asymptotic stability analysis of the $$\theta$$-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations. Zbl 1294.60093
Berkolaiko, Gregory; Buckwar, Evelyn; Kelly, Cónall; Rodkina, Alexandra
2012
Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations. Zbl 1268.60091
Buckwar, Evelyn; Kelly, Cónall
2012
Stabilisation of difference equations with noisy prediction-based control. Zbl 1364.39018
Braverman, E.; Kelly, C.; Rodkina, A.
2016
On the local dynamics of polynomial difference equations with fading stochastic perturbations. Zbl 1192.39016
Appleby, John; Kelly, Cónall; Mao, Xuerong; Rodkina, Alexandra
2010
Asymptotic and transient mean-square properties of stochastic systems arising in ecology, fluid dynamics, and system control. Zbl 1297.93172
Buckwar, Evelyn; Kelly, Cónall
2014
Constrained stability and instability of polynomial difference equations with state-dependent noise. Zbl 1185.39014
Kelly, Cónall; Rodkina, Alexandra
2009
Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation. Zbl 1350.39011
Kelly, Cónall; Palmer, Peter; Rodkina, Alexandra
2013
Asymptotic and oscillatory properties of linear stochastic delay differential equations with vanishing delay. Zbl 1064.34068
Appleby, J. A. D.; Kelly, C.
2004
Oscillation and non-oscillation in solutions of nonlinear stochastic delay differential equations. Zbl 1060.60059
Appleby, John A. D.; Kelly, Cónall
2004
Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations. Zbl 1385.37070
Kelly, Cónall; Rodkina, Alexandra; Rapoo, Eeva Maria
2018
Spurious oscillation in a uniform Euler discretisation of linear stochastic differential equations with vanishing delay. Zbl 1122.65011
Appleby, John A. D.; Kelly, Cónall
2007
Corrigendum: On the use of a discrete form of the Itô formula in the article “Almost sure asymptotic stability analysis of the $$\theta$$-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations”. Zbl 1297.60044
Berkolaiko, Gregory; Buckwar, Evelyn; Kelly, Cónall; Rodkina, Alexandra
2013
Positivity and stabilisation for nonlinear stochastic delay differential equations. Zbl 1162.60019
Appleby, John A. D.; Kelly, Cónall; Mao, Xuerong; Rodkina, Alexandra
2009
Adaptive time-stepping strategies for nonlinear stochastic systems. Zbl 1477.65023
Kelly, Cónall; Lord, Gabriel J.
2018
Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations. Zbl 1385.37070
Kelly, Cónall; Rodkina, Alexandra; Rapoo, Eeva Maria
2018
Stabilisation of difference equations with noisy prediction-based control. Zbl 1364.39018
Braverman, E.; Kelly, C.; Rodkina, A.
2016
Asymptotic and transient mean-square properties of stochastic systems arising in ecology, fluid dynamics, and system control. Zbl 1297.93172
Buckwar, Evelyn; Kelly, Cónall
2014
Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation. Zbl 1350.39011
Kelly, Cónall; Palmer, Peter; Rodkina, Alexandra
2013
Corrigendum: On the use of a discrete form of the Itô formula in the article “Almost sure asymptotic stability analysis of the $$\theta$$-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations”. Zbl 1297.60044
Berkolaiko, Gregory; Buckwar, Evelyn; Kelly, Cónall; Rodkina, Alexandra
2013
Almost sure asymptotic stability analysis of the $$\theta$$-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations. Zbl 1294.60093
Berkolaiko, Gregory; Buckwar, Evelyn; Kelly, Cónall; Rodkina, Alexandra
2012
Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations. Zbl 1268.60091
Buckwar, Evelyn; Kelly, Cónall
2012
Towards a systematic linear stability analysis of numerical methods for systems of stochastic differential equations. Zbl 1221.60077
Buckwar, Evelyn; Kelly, Cónall
2010
Preserving positivity in solutions of discretised stochastic differential equations. Zbl 1208.65013
Appleby, John A. D.; Guzowska, Małgorzata; Kelly, Cónall; Rodkina, Alexandra
2010
On the local dynamics of polynomial difference equations with fading stochastic perturbations. Zbl 1192.39016
Appleby, John; Kelly, Cónall; Mao, Xuerong; Rodkina, Alexandra
2010
Constrained stability and instability of polynomial difference equations with state-dependent noise. Zbl 1185.39014
Kelly, Cónall; Rodkina, Alexandra
2009
Positivity and stabilisation for nonlinear stochastic delay differential equations. Zbl 1162.60019
Appleby, John A. D.; Kelly, Cónall; Mao, Xuerong; Rodkina, Alexandra
2009
Spurious oscillation in a uniform Euler discretisation of linear stochastic differential equations with vanishing delay. Zbl 1122.65011
Appleby, John A. D.; Kelly, Cónall
2007
Asymptotic and oscillatory properties of linear stochastic delay differential equations with vanishing delay. Zbl 1064.34068
Appleby, J. A. D.; Kelly, C.
2004
Oscillation and non-oscillation in solutions of nonlinear stochastic delay differential equations. Zbl 1060.60059
Appleby, John A. D.; Kelly, Cónall
2004
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### Cited by 152 Authors

 17 Rodkina, Alexandra 10 Kelly, Cónall 9 Braverman, Elena 8 Buckwar, Evelyn 7 Mao, Xuerong 6 Liu, Wei 5 Senosiain, M. J. 5 Tocino, Alicia 4 Hosseini, Seyed Mohammad 3 Appleby, John A. D. 3 Debrabant, Kristian 3 Franco Leis, Daniel 3 Guo, Yongfeng 3 Men, Weiwei 3 Perán, Juan 3 Tan, Jianguo 2 Abdulle, Assyr 2 Ahmadian, Davood 2 Berkolaiko, Gregory 2 Diblík, Josef 2 Fatemion Aghda, A. S. 2 Gan, Siqing 2 Gao, Shuaibin 2 Guo, Qian 2 Hu, Junhao 2 Huang, Chengming 2 Jentzen, Arnulf 2 Jiang, Yanan 2 Logemann, Hartmut 2 Nair, Priya 2 Palmer, Peter 2 Rapoo, Eeva Maria 2 Rathinasamy, Anandaraman 2 Samaey, Giovanni 2 Segura, Juan 2 Sickenberger, Thorsten 2 Šmarda, Zdeněk 2 Vilmart, Gilles 2 Wang, Xiaojie 2 Wu, Fuke 2 Yang, Huizi 2 Zhang, Qimin 2 Zielinski, Przemyslaw 2 Zong, Xiaofeng 1 Almuslimani, Ibrahim 1 Amiri, Sadegh 1 Biscay, Rolando J. 1 Bliman, Pierre-Alexandre 1 Blumenthal, Adrian 1 Bobryk, Roman V. 1 Bréhier, Charles-Edouard 1 Chagas, Thiago P. 1 Crisan, Dan O. 1 Cui, Jianbo 1 D’Ambrosio, Raffaele 1 Dana, Saswati 1 Davis, John M. 1 Di Giovacchino, Stefano 1 Dobson, Paul W. 1 Dokuchaev, Nikolai G. 1 Dong, Bozhang 1 Fang, Wei 1 Giles, Michael B. 1 Gottwald, Georg A. 1 Guiver, Chris 1 Haghighi, Amir 1 Hatzesberger, Simon 1 Hefter, Mario 1 Hitczenko, Paweł 1 Hoel, Hakon A. 1 Hong, Jialin 1 Hu, Liangjian 1 Huang, Zequan 1 Ishiwata, Tetsuya 1 Jackson, Billy J. 1 Jimenez, Juan Carlos 1 Kang, Ting 1 Karlsen, Kenneth Hvistendahl 1 Khaliq, Abdul Q. M. 1 Kienitz, Karl Heinz 1 Kloeden, Peter Eris 1 Komori, Yoshio 1 Kruse, Raphael 1 Kumar, Chaman 1 Kumar, Marappan Sathish 1 Kumar, Tejinder 1 Kurniawan, Ryan 1 Kvaerno, Anne 1 Lang, Annika 1 Lánský, Petr 1 Li, Qiang 1 Liu, Mingzhu 1 Lord, Gabriel James 1 Ma, Shufang 1 Mardones, H. A. 1 Mattsson, Nicky Cordua 1 Medvedev, Georgi S. 1 Melbourne, Ian 1 Merle, Fabian 1 Mitsui, Taketomo ...and 52 more Authors
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### Cited in 45 Serials

 19 Journal of Computational and Applied Mathematics 9 Applied Mathematics and Computation 8 BIT 5 Numerical Algorithms 5 Advances in Difference Equations 4 Computers & Mathematics with Applications 4 SIAM Journal on Numerical Analysis 4 Applied Numerical Mathematics 4 Journal of Difference Equations and Applications 3 Mathematics and Computers in Simulation 3 Physica D 2 Journal of Computational Physics 2 Mathematical Biosciences 2 Computational and Applied Mathematics 2 Abstract and Applied Analysis 2 LMS Journal of Computation and Mathematics 2 Discrete and Continuous Dynamical Systems. Series B 1 Journal of Mathematical Analysis and Applications 1 Physica A 1 Chaos, Solitons and Fractals 1 Automatica 1 Numerische Mathematik 1 Transactions of the American Mathematical Society 1 Journal of Complexity 1 The Annals of Applied Probability 1 Applied Mathematical Modelling 1 International Journal of Computer Mathematics 1 SIAM Journal on Scientific Computing 1 Discrete and Continuous Dynamical Systems 1 Finance and Stochastics 1 Chaos 1 Communications in Nonlinear Science and Numerical Simulation 1 Foundations of Computational Mathematics 1 Stochastics and Dynamics 1 Multiscale Modeling & Simulation 1 Frontiers of Mathematics in China 1 Discrete and Continuous Dynamical Systems. Series S 1 International Journal of Differential Equations 1 Journal of Control Science and Engineering 1 Science China. Mathematics 1 Journal of Theoretical Biology 1 Stochastic and Partial Differential Equations. Analysis and Computations 1 Journal of Computational Dynamics 1 SIAM/ASA Journal on Uncertainty Quantification 1 AIMS Mathematics
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### Cited in 15 Fields

 80 Probability theory and stochastic processes (60-XX) 77 Numerical analysis (65-XX) 31 Ordinary differential equations (34-XX) 18 Difference and functional equations (39-XX) 16 Systems theory; control (93-XX) 12 Dynamical systems and ergodic theory (37-XX) 11 Biology and other natural sciences (92-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Partial differential equations (35-XX) 4 Integral equations (45-XX) 1 Real functions (26-XX) 1 Integral transforms, operational calculus (44-XX) 1 Operator theory (47-XX) 1 Astronomy and astrophysics (85-XX) 1 Operations research, mathematical programming (90-XX)