13 Publikationen

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  • [13]
    2024 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2986611
    Mukam JD, Tambue A (2024)
    Weak Convergence of the Rosenbrock Semi-implicit Method for Semilinear Parabolic SPDEs Driven by Additive Noise.
    Computational Methods in Applied Mathematics.
    PUB | DOI | WoS
     
  • [12]
    2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2968036
    Tambue A, Mukam JD (2023)
    Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise.
    Results in Applied Mathematics 17: 100351.
    PUB | DOI | WoS
     
  • [11]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958788 OA
    Tambue A, Mukam JD (2021)
    Higher order stable schemes for stochastic convection–reaction–diffusion equations driven by additive Wiener noise.
    Mathematical Methods in the Applied Sciences: mma.7588.
    PUB | PDF | DOI | WoS
     
  • [10]
    2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958787
    Tambue A, Mukam JD (2020)
    Magnus-type integrator for non-autonomous SPDEs driven by multiplicative noise.
    Discrete & Continuous Dynamical Systems - A 40(8): 4597-4624.
    PUB | DOI | WoS
     
  • [9]
    2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958786
    Mukam JD, Tambue A (2020)
    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 147: 222-253.
    PUB | DOI | WoS
     
  • [8]
    2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958783
    Tambue A, Mukam JD (2020)
    Optimal error estimate of the finite element approximation of second order semilinear non-autonomous parabolic PDEs.
    Indagationes Mathematicae 31(4): 714-727.
    PUB | DOI | WoS
     
  • [7]
    2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958782
    Mukam JD, Tambue A (2020)
    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 130(8): 4968-5005.
    PUB | DOI | WoS
     
  • [6]
    2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2959421
    Tambue A, Mukam JD (2019)
    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.
    PUB | Download (ext.)
     
  • [5]
    2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958781
    Mukam JD, Tambue A (2019)
    Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure.
    Computers & Mathematics with Applications 77(10): 2786-2803.
    PUB | DOI | WoS
     
  • [4]
    2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958785
    Tambue A, Mukam JD (2019)
    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 346: 23-40.
    PUB | DOI | WoS
     
  • [3]
    2018 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2959420
    Mukam JD, Tambue A (2018)
    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. .
    PUB | DOI | Download (ext.)
     
  • [2]
    2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958779
    Mukam JD, Tambue A (2018)
    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 74(2): 937-978.
    PUB | DOI | WoS
     
  • [1]
    2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958780
    Mukam JD, Tambue A (2018)
    A note on exponential Rosenbrock–Euler method for the finite element discretization of a semilinear parabolic partial differential equation.
    Computers & Mathematics with Applications 76(7): 1719-1738.
    PUB | DOI | WoS
     

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