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Jean Daniel Mukam
Jean Daniel Mukam
Postdoctoral Researcher, Bielefeld University
在 aims-senegal.org 的电子邮件经过验证
标题
引用次数
引用次数
年份
Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
JD Mukam, A Tambue
Journal of Scientific Computing 74 (2), 937-978, 2018
222018
A note on exponential Rosenbrock–Euler method for the finite element discretization of a semilinear parabolic partial differential equation
JD Mukam, A Tambue
Computers & Mathematics with Applications 76 (7), 1719-1738, 2018
182018
Strong convergence and stability of the semi-tamed and tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition
A Tambue, JD Mukam
Int. J. Numer. Anal. Model. 16 (6), 847-872, 2019
152019
Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise
A Tambue, JD Mukam
Applied Mathematics and Computation 346, 23-40, 2019
132019
Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure
JD Mukam, A Tambue
Computers & Mathematics with Applications 77 (10), 2786-2803, 2019
102019
Magnus-type integrator for non-autonomous SPDEs driven by multiplicative noise.
A Tambue, JD Mukam
Discrete & Continuous Dynamical Systems: Series A 40 (8), 2020
62020
Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear non-autonomous SPDEs driven by multiplicative or additive noise
JD Mukam, A Tambue
Applied Numerical Mathematics 147, 222-253, 2020
62020
Stochastic Calculus with Jumps Processes: Theory and Numerical Techniques
JD Mukam
arXiv preprint arXiv:1510.01236, 2015
52015
Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
JD Mukam, A Tambue
Stochastic Processes and their Applications 130 (8), 4968-5005, 2020
42020
Some numerical techniques for approximating semilinear parabolic (stochastic) partial differential equations
MSJD Mukam
22021
Improved estimates for the sharp interface limit of the stochastic Cahn–Hilliard equation with space-time white noise
Ľ Baňas, JD Mukam
Interfaces and Free Boundaries 26 (4), 563-586, 2024
12024
Weak convergence of the Rosenbrock semi-implicit method for semilinear parabolic SPDEs driven by additive noise
JD Mukam, A Tambue
Computational Methods in Applied Mathematics 24 (2), 467-493, 2024
12024
Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise
A Tambue, JD Mukam
Results in Applied Mathematics 17, 100351, 2023
12023
Optimal error estimate of the finite element approximation of second order semilinear non-autonomous parabolic PDEs
A Tambue, JD Mukam
Indagationes Mathematicae 31 (4), 714-727, 2020
12020
Higher order stable schemes for stochastic convection–reaction–diffusion equations driven by additive Wiener noise
A Tambue, JD Mukam
Mathematical Methods in the Applied Sciences, 2021
2021
Convergence and stability of split-step-theta methods for stochastic differential equations with jumps under non-global Lipschitz drift coefficient
JD Mukam, A Tambue
International Workshop on Numerical Mathematics and its Applications 76 (2 …, 2019
2019
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