PUB - Publikationen an der Universität Bielefeld

Alle markieren

• [13]
  

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

  Mukam, J.D. & Tambue, A. (2024). Weak Convergence of the Rosenbrock Semi-implicit Method for Semilinear Parabolic SPDEs Driven by Additive Noise. Computational Methods in Applied Mathematics. Walter de Gruyter. doi:10.1515/cmam-2023-0055.

  PUB | DOI | WoS
   
• [12]
  

  2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2968036

  Tambue, A. & Mukam, J.D. (2023). Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise. Results in Applied Mathematics, 17: 100351. Elsevier . doi:10.1016/j.rinam.2022.100351.

  PUB | DOI | WoS
   
• [11]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958788

  Tambue, A. & Mukam, J.D. (2021). Higher order stable schemes for stochastic convection–reaction–diffusion equations driven by additive Wiener noise. Mathematical Methods in the Applied Sciences: mma.7588. Wiley. doi:10.1002/mma.7588.

  PUB | PDF | DOI | WoS
   
• [10]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958787

  Tambue, A. & Mukam, J.D. (2020). Magnus-type integrator for non-autonomous SPDEs driven by multiplicative noise. Discrete & Continuous Dynamical Systems - A, 40(8), 4597-4624. American Institute of Mathematical Sciences (AIMS). doi:10.3934/dcds.2020194.

  PUB | DOI | WoS
   
• [9]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958786

  Mukam, J.D. & 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. Elsevier BV. doi:10.1016/j.apnum.2019.08.009.

  PUB | DOI | WoS
   
• [8]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958783

  Tambue, A. & Mukam, J.D. (2020). Optimal error estimate of the finite element approximation of second order semilinear non-autonomous parabolic PDEs. Indagationes Mathematicae, 31(4), 714-727. Elsevier BV. doi:10.1016/j.indag.2020.06.008.

  PUB | DOI | WoS
   
• [7]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958782

  Mukam, J.D. & 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. Elsevier BV. doi:10.1016/j.spa.2020.02.008.

  PUB | DOI | WoS
   
• [6]
  

  2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2959421

  Tambue, A. & Mukam, J.D. (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, J.D. & 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. Elsevier BV. doi:10.1016/j.camwa.2019.01.011.

  PUB | DOI | WoS
   
• [4]
  

  2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958785

  Tambue, A. & Mukam, J.D. (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. Elsevier BV. doi:10.1016/j.amc.2018.09.073.

  PUB | DOI | WoS
   
• [3]
  

  2018 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2959420

  Mukam, J.D. & Tambue, A. (2018). Convergence and Stability of Split-Step-Theta Methods for Stochastic Differential Equations With Jumps Under Non-Global Lipschitz drift Coefficient. Rendiconti Sem. Mat. Univ. Pol. Torino, 76, 2, 165 – 175. Gehalten auf der International Workshop on Numerical Mathematics and its Applications. doi:http://www.seminariomatematico.polito.it/rendiconti/76-2/165.pdf.

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

  2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958779

  Mukam, J.D. & 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. Springer Science and Business Media LLC. doi:10.1007/s10915-017-0475-y.

  PUB | DOI | WoS
   
• [1]
  

  2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958780

  Mukam, J.D. & 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. Elsevier BV. doi:10.1016/j.camwa.2018.07.025.

  PUB | DOI | WoS