8 citations · 10 across the 4 of their papers we have counts for
5 papers
Strong error analysis of a stochastic exponential integrator for SPDEs driven by fractional Brownian motion with H<1/2
Antoine Tambue, Aurelien Junior Noupelah, Louis Aime Fono
Fractional Brownian motion provides a useful framework for modeling random phenomena with anti-persistent temporal correlations that arise in applications such as anomalous diffusi…
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…
Strong convergence of an fractional exponential integrator scheme for the finite element discretization of time-fractional SPDE driven by standard and fractional Brownian motions
Aurelien Junior Noupelah, Antoine Tambue, Jean Louis Woukeng
The aim of this work is to provide the first strong convergence result of numerical approximation of a general time-fractional second order stochastic partial differential equation…
Strong convergence rates of an exponential integrator and finite elements method for time-fractional SPDEs driven by Gaussian and non-Gaussian noises
Aurelien Junior Noupelah, Antoine Tambue
In this work, we provide the first strong convergence result of numerical approximation of a general second order semilinear stochastic fractional order evolution equation involvin…
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
Aurelien Junior Noupelah, Antoine Tambue
In this paper, we study the numerical approximation of a general second order semilinear stochastic partial differential equation (SPDE) driven by a additive fractional Brownian mo…