7 citations · 11 across the 16 of their papers we have counts for
18 papers
Robust a posteriori error analysis of the stochastic Cahn-Hilliard equation with rough noise
Lubomir Banas, Jean Daniel Mukam
We derive a posteriori error estimate for a fully discrete adaptive finite element approximation of the stochastic Cahn-Hilliard equation with rough noise. The considered model is…
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
Aurelien Junior Noupelah, Jean Daniel Mukam, Antoine Tambue
The aim of this work is to provide the strong convergence results of numerical approximations of a general second order non-autonomous semilinear stochastic partial differential eq…
Numerical approximation of the stochastic Cahn-Hilliard equation with space-time white noise near the sharp interface limit
Ľubomír Baňas, Jean Daniel Mukam
We consider the stochastic Cahn-Hilliard equation with additive space-time white noise in dimension , where is an interfacial width parameter. We study nu…
Improved estimates for the sharp interface limit of the stochastic Cahn-Hilliard equation with space-time white noise
Ľubomír Baňas, Jean Daniel Mukam
We study the sharp interface limit of the stochastic Cahn-Hilliard equation with cubic double-well potential and additive space-time white noise where is an inte…
Optimal error estimate of the finite element approximation of second order semilinear non-autonomous parabolic PDEs
Antoine Tambue, Jean Daniel Mukam
In this work, we investigate the numerical approximation of the second order non-autonomous semilnear parabolic partial differential equation (PDE) using the finite element method.…
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
Jean Daniel Mukam, Antoine Tambue
This paper deals with the backward Euler method applied to semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive noise. The SPDE is discretized…