13 Publikationen
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2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958786Mukam JD, Tambue A (2020)PUB | DOI | WoS
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. -
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2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958782Mukam JD, Tambue A (2020)PUB | DOI | WoS
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. -
2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2959421Tambue A, Mukam JD (2019)PUB | Download (ext.)
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 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958781Mukam JD, Tambue A (2019)PUB | DOI | WoS
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. -
2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958785Tambue A, Mukam JD (2019)PUB | DOI | WoS
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. -
2018 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2959420Mukam JD, Tambue A (2018)PUB | DOI | Download (ext.)
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 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958779Mukam JD, Tambue A (2018)PUB | DOI | WoS
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. -
2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958780Mukam JD, Tambue A (2018)PUB | DOI | WoS
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.