Antoine Tambue

Available identifiers

zbMath Open tambue.antoineMaRDI QIDQ527364

List of research outcomes

Publication	Date of Publication	Type
Approximation of homogenized coefficients in deterministic homogenization and convergence rates in the asymptotic almost periodic setting	2023-09-08	Paper
Strong convergence of a fractional exponential integrator scheme for finite element discretization of time-fractional SPDE driven by fractional and standard Brownian motions	2023-08-31	Paper
Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities	2023-06-26	Paper
Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise	2023-03-15	Paper
A fitted finite volume method for stochastic optimal control problems in finance	2022-06-17	Paper
https://portal.mardi4nfdi.de/entity/Q5063357	2022-03-17	Paper
Novel numerical techniques based on mimetic finite difference method for pricing two dimensional options	2022-03-03	Paper
Higher order stable schemes for stochastic convection–reaction–diffusion equations driven by additive Wiener noise	2021-12-09	Paper
Convergence of the mimetic finite difference and fitted mimetic finite difference method for options pricing	2021-11-10	Paper
A novel high dimensional fitted scheme for stochastic optimal control problems	2021-09-11	Paper
Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure	2021-08-24	Paper
Strong convergence rates of an exponential integrator and finite elements method for time-fractional SPDEs driven by Gaussian and non-Gaussian noises	2020-11-07	Paper
An exponential integrator for finite volume discretization of a reaction-advection-diffusion equation	2020-10-12	Paper
Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure	2020-10-02	Paper
Localized numerical impulse solutions in diffuse neural networks modeled by the complex fractional Ginzburg-Landau equation	2020-09-19	Paper
https://portal.mardi4nfdi.de/entity/Q5116778	2020-08-18	Paper
Optimal error estimate of the finite element approximation of second order semilinear non-autonomous parabolic PDEs	2020-08-04	Paper
Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise	2020-06-09	Paper
Magnus-type integrator for non-autonomous SPDEs driven by multiplicative noise	2020-06-03	Paper
A fitted finite volume method for stochastic optimal control Problems	2020-02-19	Paper
Strong convergence of the tamed and the semi-tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition	2020-02-13	Paper
A note on exponential Rosenbrock-Euler method for the finite element discretization of a semilinear parabolic partial differential equation	2020-02-05	Paper
Strong convergence of the backward Euler approximation for the finite element discretization of semilinear parabolic SPDEs with non-global Lipschitz drift driven by additive noise	2019-12-29	Paper
Convergence of the Two Point Flux Approximation and a novel fitted Two-Point Flux Approximation method for pricing options	2019-12-29	Paper
A fitted L-Multi-point Flux Approximation method for pricing options	2019-12-29	Paper
Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear non-autonomous SPDEs driven by multiplicative or additive noise	2019-11-27	Paper
Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise	2019-11-25	Paper
A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise	2019-11-12	Paper
A Fitted Multi-Point Flux Approximation Method for Pricing two options	2019-05-13	Paper
Strong Convergence of the Linear Implicit Euler Method for the Finite Element Discretization of Semilinear non-Autonomous SPDEs Driven by Multiplicative or Additive Noise	2019-01-08	Paper
Stochastic exponential integrators for a finite element discretisation of SPDEs with additive noise	2018-12-19	Paper
Magnus-type integrator for the finite element discretization of semilinear parabolic non-autonomous SPDEs driven by additive noise	2018-09-13	Paper
Magnus-type Integrator for the Finite Element Discretization of Semilinear Parabolic non-Autonomous SPDEs Driven by multiplicative noise	2018-09-11	Paper
Convergence analysis of the Magnus-Rosenbrock type method for the finite element discretization of semilinear non-autonomous parabolic PDEs with nonsmooth initial data	2018-09-10	Paper
Null controllability and numerical method for Crocco equation with incomplete data based on an exponential integrator and finite difference-finite element method	2018-06-19	Paper
Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise	2018-04-12	Paper
Strong Convergence of a Stochastic Rosenbrock-type Scheme for the Finite Element Discretization of Semilinear SPDEs Driven by Multiplicative and Additive Noise	2018-02-28	Paper
Localized modulated wave solutions in diffusive glucose-insulin systems	2017-05-11	Paper
Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise	2016-08-16	Paper
Stability of the semi-tamed and tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition	2015-10-20	Paper
A stochastic delay model for pricing debt and equity: numerical techniques and applications	2015-01-29	Paper
Localized numerical impulses solutions in diffuse neural networks modeled by the complex fractional Ginzburg-Landau equation	2014-11-28	Paper
Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise	2013-05-16	Paper
Exponential time integrators for stochastic partial differential equations in 3D reservoir simulation	2012-12-17	Paper
Efficient Simulation of Geothermal Processes in Heterogeneous Porous Media based on the Exponential Rosenbrock-Euler and Rosenbrock-type Methods	2012-09-25	Paper
Stochastic Exponential Integrators for a Finite Element Discretization of SPDEs	2010-05-28	Paper
An exponential integrator for advection-dominated reactive transport in heterogeneous porous media	2010-05-07	Paper

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