Erika Hausenblas

According to our database, Erika Hausenblas authored at least 20 papers between 1996 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

An adaptive positive preserving numerical scheme based on splitting method for the solution of the CIR model.

Minoo Kamrani, Erika Hausenblas

Math. Comput. Simul., 2025

2024

A reduced-order modeling of pattern formations.

Erika Hausenblas, Tsiry Avisoa Randrianasolo

CoRR, 2024

2021

Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise.

Erika Hausenblas, Mihály Kovács

CoRR, 2021

2020

Theoretical study and numerical simulation of pattern formation in the deterministic and stochastic Gray-Scott equations.

Erika Hausenblas, Tsiry Avisoa Randrianasolo, Mechthild Thalhammer

J. Comput. Appl. Math., 2020

2019

Time-discretization of stochastic 2-D Navier-Stokes equations with a penalty-projection method.

Erika Hausenblas, Tsiry Avisoa Randrianasolo

Numerische Mathematik, 2019

2018

Numerical approximation of stochastic evolution equations: Convergence in scale of Hilbert spaces.

Hakima Bessaih, Erika Hausenblas, Tsiry Avisoa Randrianasolo, Paul André Razafimandimby

J. Comput. Appl. Math., 2018

2016

Ergodicity of Stochastic Shell Models Driven by Pure Jump Noise.

Hakima Bessaih, Erika Hausenblas, Paul André Razafimandimby

SIAM J. Math. Anal., 2016

2012

Approximate Euler Method for Parabolic Stochastic Partial Differential Equations Driven by Space-Time Lévy Noise.

Thomas Dunst, Erika Hausenblas, Andreas Prohl

SIAM J. Numer. Anal., 2012

Time-Splitting Methods to Solve the Stochastic Incompressible Stokes Equation.

Erich Carelli, Erika Hausenblas, Andreas Prohl

SIAM J. Numer. Anal., 2012

Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise.

Sonja G. Cox, Erika Hausenblas

Int. J. Comput. Math., 2012

2010

Weak approximation of the stochastic wave equation.

Erika Hausenblas

J. Comput. Appl. Math., 2010

2007

Finite Element Approximation of Stochastic Partial Differential Equations driven by Poisson Random Measures of Jump Type.

Erika Hausenblas

SIAM J. Numer. Anal., 2007

2004

A note on space approximation of parabolic evolution equations.

Erika Hausenblas

Appl. Math. Comput., 2004

Numerical Approximation of Parabolic Stochastic Partial Differential Equations.

Erika Hausenblas

Proceedings of the Algorithms and Complexity for Continuous Problems, 26. September, 2004

2002

Error Analysis for Approximation of Stochastic Differential Equations Driven by Poisson Random Measures.

Erika Hausenblas

SIAM J. Numer. Anal., 2002

2000

Momte Carlo Simulation of killed diffusion.

Erika Hausenblas

Monte Carlo Methods Appl., 2000

A Numerical Scheme using Excursion Theory for Simulating Stochastic Differential Equations with Reflection and Local Time at a Boundary.

Erika Hausenblas

Monte Carlo Methods Appl., 2000

Monte Carlo Simulation of Reflected Stochastic Differential Equations driven by Poisson Random Measures.

Erika Hausenblas

Monte Carlo Methods Appl., 2000

1999

A Monte-Carlo Method with Inherent Parallelism for Numerical Solving Partial Differential Equations with Boundary Conditions.

Erika Hausenblas

Proceedings of the Parallel Computation, 1999

1996

New Results of the Salzburg NTN-Method for the Radon Transform.

Erika Hausenblas

Proceedings of the Parallel Computation, 1996