The following pages link to Antoine Tambue (Q527364):
Displaying 38 items.
- Localized modulated wave solutions in diffusive glucose-insulin systems (Q527365) (← links)
- Exponential time integrators for stochastic partial differential equations in 3D reservoir simulation (Q695748) (← links)
- Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise (Q739016) (← links)
- Optimal error estimate of the finite element approximation of second order semilinear non-autonomous parabolic PDEs (Q783662) (← links)
- (Q969462) (redirect page) (← links)
- An exponential integrator for advection-dominated reactive transport in heterogeneous porous media (Q969463) (← links)
- Stochastic exponential integrators for a finite element discretisation of SPDEs with additive noise (Q1633324) (← links)
- Null controllability and numerical method for Crocco equation with incomplete data based on an exponential integrator and finite difference-finite element method (Q1643258) (← links)
- Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise (Q1742677) (← links)
- An exponential integrator for finite volume discretization of a reaction-advection-diffusion equation (Q2007227) (← links)
- Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise (Q2008392) (← links)
- Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear non-autonomous SPDEs driven by multiplicative or additive noise (Q2010246) (← links)
- 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 (Q2048833) (← links)
- A fitted finite volume method for stochastic optimal control problems in finance (Q2144798) (← links)
- Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise (Q2186657) (← links)
- Magnus-type integrator for non-autonomous SPDEs driven by multiplicative noise (Q2187863) (← links)
- Localized numerical impulse solutions in diffuse neural networks modeled by the complex fractional Ginzburg-Landau equation (Q2200237) (← links)
- Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure (Q2203973) (← links)
- Convergence of the mimetic finite difference and fitted mimetic finite difference method for options pricing (Q2242714) (← links)
- A note on exponential Rosenbrock-Euler method for the finite element discretization of a semilinear parabolic partial differential equation (Q2293593) (← links)
- A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise (Q2333229) (← links)
- A stochastic delay model for pricing debt and equity: numerical techniques and applications (Q2513817) (← links)
- Novel numerical techniques based on mimetic finite difference method for pricing two dimensional options (Q2668184) (← links)
- Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise (Q2690097) (← links)
- Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise (Q4920236) (← links)
- Higher order stable schemes for stochastic convection–reaction–diffusion equations driven by additive Wiener noise (Q5015775) (← links)
- (Q5063357) (← links)
- (Q5116778) (← links)
- Strong convergence of the tamed and the semi-tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition (Q5215840) (← links)
- Approximation of homogenized coefficients in deterministic homogenization and convergence rates in the asymptotic almost periodic setting (Q6095746) (← links)
- Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities (Q6102949) (← links)
- Strong convergence of a fractional exponential integrator scheme for finite element discretization of time-fractional SPDE driven by fractional and standard Brownian motions (Q6177789) (← links)
- Efficient Simulation of Geothermal Processes in Heterogeneous Porous Media based on the Exponential Rosenbrock-Euler and Rosenbrock-type Methods (Q6235904) (← links)
- A fitted finite volume method for stochastic optimal control Problems (Q6335168) (← links)
- Existence and uniqueness for the solutions of non-autonomous stochastic differential algebraic equations with locally Lipschitz coefficients (Q6526168) (← links)
- Weak convergence of the Rosenbrock semi-implicit method for semilinear parabolic SPDEs driven by additive noise (Q6557147) (← links)
- Convergence of the two point flux approximation method and the fitted two point flux approximation method for options pricing with local volatility function (Q6604201) (← links)
- Strong convergence of some Magnus-type schemes for the finite element discretization of non-autonomous parabolic SPDEs driven by additive fractional Brownian motion and Poisson random measure (Q6743789) (← links)
