Antoine Tambue

Publication Activity (10 Years)

Years Active: 2010-2024
Publications (10 Years): 24

Top Topics

Convergence Rate

Optimal Control Problems

Fractional Brownian Motion

Top Venues

Comput. Math. Appl.

Commun. Nonlinear Sci. Numer. Simul.

Appl. Math. Comput.

Publications

Oana-Silvia Serea, Antoine Tambue, Guy Tsafack
Existence and uniqueness for the solutions of non-autonomous stochastic differential algebraic equations with locally Lipschitz coefficients. CoRR (2024)
Jean Daniel Mukam, Antoine Tambue
Weak Convergence of the Rosenbrock Semi-implicit Method for Semilinear Parabolic SPDEs Driven by Additive Noise. Comput. Methods Appl. Math. 24 (2) (2024)
Christelle Dleuna Nyoumbi, Antoine Tambue
Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities. Math. Comput. Simul. 207 (2023)
Aurelien Junior Noupelah, Antoine Tambue, Jean Louis Woukeng
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. 125 (2023)
Aurelien Junior Noupelah, Antoine Tambue, Jean Louis Woukeng
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)
Christelle Dleuna Nyoumbi, Antoine Tambue
A novel high dimensional fitted scheme for stochastic optimal control problems. CoRR (2021)
Aurelien Junior Noupelah, Antoine Tambue
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 88 (1) (2021)
David Sena Attipoe, Antoine Tambue
Convergence of the mimetic finite difference and fitted mimetic finite difference method for options pricing. Appl. Math. Comput. 401 (2021)
Antoine Tambue, Jean Daniel Mukam
Optimal error estimate of the finite element approximation of second order semilinear non-autonomous parabolic PDEs. CoRR (2020)
Christelle Dleuna Nyoumbi, Antoine Tambue
A fitted finite volume method for stochastic optimal control Problems. CoRR (2020)
Aurelien Junior Noupelah, Antoine Tambue
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)
Antoine Tambue, Jean Daniel Mukam
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. 346 (2019)
Jean Daniel Mukam, Antoine Tambue
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)
Aurelien Junior Noupelah, Antoine Tambue
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. CoRR (2019)
Rock S. Koffi, Antoine Tambue
Convergence of the Two Point Flux Approximation and a novel fitted Two-Point Flux Approximation method for pricing options. CoRR (2019)
Jean Daniel Mukam, Antoine Tambue
Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure. Comput. Math. Appl. 77 (10) (2019)
Rock Stephane Koffi, Antoine Tambue
A fitted L-Multi-point Flux Approximation method for pricing options. CoRR (2019)
Gabriel J. Lord, Antoine Tambue
A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise. Appl. Math. Comput. 332 (2018)
Jean Daniel Mukam, Antoine Tambue
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. 74 (2) (2018)
Jean Daniel Mukam, Antoine Tambue
A note on exponential Rosenbrock-Euler method for the finite element discretization of a semilinear parabolic partial differential equation. Comput. Math. Appl. 76 (7) (2018)
Yacouba Simporé, Antoine Tambue
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. 74 (5) (2017)
Antoine Tambue
An exponential integrator for finite volume discretization of a reaction-advection-diffusion equation. Comput. Math. Appl. 71 (9) (2016)
Alain Mvogo, Antoine Tambue, Germain H. Ben-Bolie, Timoléon Crépin Kofané
Localized numerical impulse solutions in diffuse neural networks modeled by the complex fractional Ginzburg-Landau equation. Commun. Nonlinear Sci. Numer. Simul. 39 (2016)
Antoine Tambue, Elisabeth Kemajou Brown, Salah Mohammed
A stochastic delay model for pricing debt and equity: Numerical techniques and applications. Commun. Nonlinear Sci. Numer. Simul. 20 (1) (2015)
Antoine Tambue, Gabriel J. Lord, Sebastian Geiger
An exponential integrator for advection-dominated reactive transport in heterogeneous porous media. J. Comput. Phys. 229 (10) (2010)