7 citations · 11 across the 16 of their papers we have counts for
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Magnus-type integrator for the finite element discretization of semilinear parabolic non-autonomous SPDEs driven by additive noise
Jean Daniel Mukam, Antoine Tambue
In this paper, we investigate a numerical approximation of a general second order semilinear parabolic non-autonomous stochastic partial differential equation (SPDE) driven by addi…
Magnus-type Integrator for the Finite Element Discretization of Semilinear Parabolic non-Autonomous SPDEs Driven by multiplicative noise
Antoine Tambue, Jean Daniel Mukam
This paper aims to investigate numerical approximation of a general second order non-autonomous semilinear parabolic stochastic partial differential equation (SPDE) driven by multi…
Convergence analysis of the Magnus-Rosenbrock type method for the finite element discretization of semilinear non-autonomous parabolic PDEs with nonsmooth initial data
Antoine Tambue, Jean Daniel Mukam
This paper aims to investigate a full numerical approximation of non-autonomous semilnear parabolic partial differential equations (PDEs) with nonsmooth initial data. Our main inte…
Strong Convergence of a Stochastic Rosenbrock-type Scheme for the Finite Element Discretization of Semilinear SPDEs Driven by Multiplicative and Additive Noise
Jean Daniel Mukam, Antoine Tambue
This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive…