PUB - Publikationen an der Universität Bielefeld

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• [14]
  

  2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2988848

  Banas L, Mukam JD. Improved estimates for the sharp interface limit of the stochastic Cahn–Hilliard equation with space-time white noise. Interfaces and Free Boundaries, Mathematical Analysis, Computation and Applications. 2024.

  PUB | DOI
   
• [13]
  

  2024 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2986611

  Mukam JD, Tambue A. Weak Convergence of the Rosenbrock Semi-implicit Method for Semilinear Parabolic SPDEs Driven by Additive Noise. Computational Methods in Applied Mathematics. 2024.

  PUB | DOI | WoS
   
• [12]
  

  2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2968036

  Tambue A, Mukam JD. Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise. Results in Applied Mathematics. 2023;17: 100351.

  PUB | DOI | WoS
   
• [11]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958788

  Tambue A, Mukam JD. Higher order stable schemes for stochastic convection–reaction–diffusion equations driven by additive Wiener noise. Mathematical Methods in the Applied Sciences. 2021: mma.7588.

  PUB | PDF | DOI | WoS
   
• [10]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958787

  Tambue A, Mukam JD. Magnus-type integrator for non-autonomous SPDEs driven by multiplicative noise. Discrete & Continuous Dynamical Systems - A. 2020;40(8):4597-4624.

  PUB | DOI | WoS
   
• [9]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958786

  Mukam JD, Tambue A. Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear non-autonomous SPDEs driven by multiplicative or additive noise. Applied Numerical Mathematics. 2020;147:222-253.

  PUB | DOI | WoS
   
• [8]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958783

  Tambue A, Mukam JD. Optimal error estimate of the finite element approximation of second order semilinear non-autonomous parabolic PDEs. Indagationes Mathematicae. 2020;31(4):714-727.

  PUB | DOI | WoS
   
• [7]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958782

  Mukam JD, Tambue A. Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise. Stochastic Processes and their Applications. 2020;130(8):4968-5005.

  PUB | DOI | WoS
   
• [6]
  

  2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2959421

  Tambue A, Mukam JD. Strong convergence and stability of the semi-tamed and tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition. Int. J. Numer. Anal. Mod., 16, pp. 847-872. 2019.

  PUB | Download (ext.)
   
• [5]
  

  2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958781

  Mukam JD, Tambue A. Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure. Computers & Mathematics with Applications. 2019;77(10):2786-2803.

  PUB | DOI | WoS
   
• [4]
  

  2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958785

  Tambue A, Mukam JD. Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise. Applied Mathematics and Computation. 2019;346:23-40.

  PUB | DOI | WoS
   
• [3]
  

  2018 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2959420

  Mukam JD, Tambue A. Convergence and Stability of Split-Step-Theta Methods for Stochastic Differential Equations With Jumps Under Non-Global Lipschitz drift Coefficient. In: Rendiconti Sem. Mat. Univ. Pol. Torino, 76, 2, 165 – 175. 2018.

  PUB | DOI | Download (ext.)
   
• [2]
  

  2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958779

  Mukam JD, Tambue A. Strong Convergence Analysis of the Stochastic Exponential Rosenbrock Scheme for the Finite Element Discretization of Semilinear SPDEs Driven by Multiplicative and Additive Noise. Journal of Scientific Computing. 2018;74(2):937-978.

  PUB | DOI | WoS
   
• [1]
  

  2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958780

  Mukam JD, Tambue A. A note on exponential Rosenbrock–Euler method for the finite element discretization of a semilinear parabolic partial differential equation. Computers & Mathematics with Applications. 2018;76(7):1719-1738.

  PUB | DOI | WoS