Antoine Tambue

Orcid: 0000-0003-1851-1258

According to our database1, Antoine Tambue authored at least 26 papers between 2010 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

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Bibliography

2024
Weak Convergence of the Rosenbrock Semi-implicit Method for Semilinear Parabolic SPDEs Driven by Additive Noise.
Comput. Methods Appl. Math., April, 2024

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, 2024

Existence and uniqueness for the solutions of non-autonomous stochastic differential algebraic equations with locally Lipschitz coefficients.
CoRR, 2024

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., 2024

2023
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., October, 2023

Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities.
Math. Comput. Simul., May, 2023

2022
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, 2022

2021
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, 2021

A novel high dimensional fitted scheme for stochastic optimal control problems.
CoRR, 2021

Convergence of the mimetic finite difference and fitted mimetic finite difference method for options pricing.
Appl. Math. Comput., 2021

2020
Strong convergence of some Euler-type schemes for the finite element discretization of time-fractional SPDE driven by standard and fractional Brownian motion.
CoRR, 2020

A fitted finite volume method for stochastic optimal control Problems.
CoRR, 2020

Optimal error estimate of the finite element approximation of second order semilinear non-autonomous parabolic PDEs.
CoRR, 2020

2019
A fitted L-Multi-point Flux Approximation method for pricing options.
CoRR, 2019

Convergence of the Two Point Flux Approximation and a novel fitted Two-Point Flux Approximation method for pricing options.
CoRR, 2019

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, 2019

Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure.
Comput. Math. Appl., 2019

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., 2019

2018
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., 2018

A note on exponential Rosenbrock-Euler method for the finite element discretization of a semilinear parabolic partial differential equation.
Comput. Math. Appl., 2018

A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise.
Appl. Math. Comput., 2018

2017
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., 2017

2016
Localized numerical impulse solutions in diffuse neural networks modeled by the complex fractional Ginzburg-Landau equation.
Commun. Nonlinear Sci. Numer. Simul., 2016

An exponential integrator for finite volume discretization of a reaction-advection-diffusion equation.
Comput. Math. Appl., 2016

2015
A stochastic delay model for pricing debt and equity: Numerical techniques and applications.
Commun. Nonlinear Sci. Numer. Simul., 2015

2010
An exponential integrator for advection-dominated reactive transport in heterogeneous porous media.
J. Comput. Phys., 2010


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