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Antoine Tambue
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2020 – today
- 2024
- [j16]Jean Daniel Mukam
, Antoine Tambue
Weak Convergence of the Rosenbrock Semi-implicit Method for Semilinear Parabolic SPDEs Driven by Additive Noise. Comput. Methods Appl. Math. 24(2): 467-494 (2024) - [j15]Rock S. Koffi, Antoine Tambue:
Convergence of the Two Point Flux Approximation method and the fitted Two Point Flux Approximation method for options pricing with local volatility function. Commun. Nonlinear Sci. Numer. Simul. 139: 108291 (2024) - [i11]Oana-Silvia Serea, Antoine Tambue, Guy Tsafack:
Existence and uniqueness for the solutions of non-autonomous stochastic differential algebraic equations with locally Lipschitz coefficients. CoRR abs/2403.09778 (2024) - [i10]Aurelien Junior Noupelah, Jean Daniel Mukam, Antoine Tambue:
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. CoRR abs/2409.06045 (2024) - 2023
- [j14]Aurelien Junior Noupelah, Antoine Tambue, Jean Louis Woukeng:
Strong convergence of a fractional exponential integrator scheme for finite element discretization of time-fractional SPDE driven by fractional and standard Brownian motions. Commun. Nonlinear Sci. Numer. Simul. 125: 107371 (2023) - [j13]Christelle Dleuna Nyoumbi, Antoine Tambue:
Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities. Math. Comput. Simul. 207: 388-416 (2023) - 2022
- [i9]Aurelien Junior Noupelah, Antoine Tambue, Jean Louis Woukeng:
Strong convergence of an fractional exponential integrator scheme for the finite element discretization of time-fractional SPDE driven by standard and fractional Brownian motions. CoRR abs/2202.02357 (2022) - 2021
- [j12]David Sena Attipoe, Antoine Tambue
Convergence of the mimetic finite difference and fitted mimetic finite difference method for options pricing. Appl. Math. Comput. 401: 126060 (2021) - [j11]Aurelien Junior Noupelah, Antoine Tambue
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. Numer. Algorithms 88(1): 315-363 (2021) - [i8]Christelle Dleuna Nyoumbi, Antoine Tambue:
A novel high dimensional fitted scheme for stochastic optimal control problems. CoRR abs/2109.05248 (2021) - 2020
- [i7]Antoine Tambue, Jean Daniel Mukam:
Optimal error estimate of the finite element approximation of second order semilinear non-autonomous parabolic PDEs. CoRR abs/2001.09000 (2020) - [i6]Christelle Dleuna Nyoumbi, Antoine Tambue:
A fitted finite volume method for stochastic optimal control Problems. CoRR abs/2002.08464 (2020) - [i5]Aurelien Junior Noupelah, Antoine Tambue:
Strong convergence of some Euler-type schemes for the finite element discretization of time-fractional SPDE driven by standard and fractional Brownian motion. CoRR abs/2011.03862 (2020)
2010 – 2019
- 2019
- [j10]Antoine Tambue
Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise. Appl. Math. Comput. 346: 23-40 (2019) - [j9]Jean Daniel Mukam
Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure. Comput. Math. Appl. 77(10): 2786-2803 (2019) - [i4]Jean Daniel Mukam, Antoine Tambue:
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. CoRR abs/1912.12733 (2019) - [i3]Rock S. Koffi, Antoine Tambue:
Convergence of the Two Point Flux Approximation and a novel fitted Two-Point Flux Approximation method for pricing options. CoRR abs/1912.12737 (2019) - [i2]Rock Stephane Koffi, Antoine Tambue:
A fitted L-Multi-point Flux Approximation method for pricing options. CoRR abs/1912.12743 (2019) - [i1]Aurelien Junior Noupelah, Antoine Tambue:
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. CoRR abs/1912.12751 (2019) - 2018
- [j8]Gabriel J. Lord
A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise. Appl. Math. Comput. 332: 105-122 (2018) - [j7]Jean Daniel Mukam
A note on exponential Rosenbrock-Euler method for the finite element discretization of a semilinear parabolic partial differential equation. Comput. Math. Appl. 76(7): 1719-1738 (2018) - [j6]Jean Daniel Mukam, Antoine Tambue
Strong Convergence Analysis of the Stochastic Exponential Rosenbrock Scheme for the Finite Element Discretization of Semilinear SPDEs Driven by Multiplicative and Additive Noise. J. Sci. Comput. 74(2): 937-978 (2018) - 2017
- [j5]Yacouba Simporé
Null controllability and numerical method for Crocco equation with incomplete data based on an exponential integrator and finite difference-finite element method. Comput. Math. Appl. 74(5): 1043-1058 (2017) - 2016
- [j4]Antoine Tambue
An exponential integrator for finite volume discretization of a reaction-advection-diffusion equation. Comput. Math. Appl. 71(9): 1875-1897 (2016) - [j3]Alain Mvogo, Antoine Tambue
Localized numerical impulse solutions in diffuse neural networks modeled by the complex fractional Ginzburg-Landau equation. Commun. Nonlinear Sci. Numer. Simul. 39: 396-410 (2016) - 2015
- [j2]Antoine Tambue
A stochastic delay model for pricing debt and equity: Numerical techniques and applications. Commun. Nonlinear Sci. Numer. Simul. 20(1): 281-297 (2015) - 2010
- [j1]Antoine Tambue
An exponential integrator for advection-dominated reactive transport in heterogeneous porous media. J. Comput. Phys. 229(10): 3957-3969 (2010)
Coauthor Index
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