| 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 | 22 | 2018 |
| 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 | 18 | 2018 |
| 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 | 15 | 2019 |
| 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 | 13 | 2019 |
| 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 | 10 | 2019 |
| Magnus-type integrator for non-autonomous SPDEs driven by multiplicative noise. A Tambue, JD Mukam Discrete & Continuous Dynamical Systems: Series A 40 (8), 2020 | 6 | 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 JD Mukam, A Tambue Applied Numerical Mathematics 147, 222-253, 2020 | 6 | 2020 |
| Stochastic Calculus with Jumps Processes: Theory and Numerical Techniques JD Mukam arXiv preprint arXiv:1510.01236, 2015 | 5 | 2015 |
| 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 | 4 | 2020 |
| Some numerical techniques for approximating semilinear parabolic (stochastic) partial differential equations MSJD Mukam | 2 | 2021 |
| 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 | 1 | 2024 |
| 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 | 1 | 2024 |
| 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 | 1 | 2023 |
| 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 | 1 | 2020 |
| 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 |
Antoine TambueDepartment of Computer science, Electrical engineering and Mathematical sciences, Western Norway在 hvl.no 的电子邮件经过验证
Antoine TambueDepartment of Computer science, Electrical engineering and Mathematical sciences, Western Norway在 hvl.no 的电子邮件经过验证