Erika Hausenblas

Publication Activity (10 Years)

Years Active: 1996-2024
Publications (10 Years): 6

Top Topics

Pattern Formation

Fractional Order

Top Venues

J. Comput. Appl. Math.

Numerische Mathematik

SIAM J. Math. Anal.

Publications

Erika Hausenblas, Tsiry Avisoa Randrianasolo
A reduced-order modeling of pattern formations. CoRR (2024)
Erika Hausenblas, Mihály Kovács
Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise. CoRR (2021)
Erika Hausenblas, Tsiry Avisoa Randrianasolo, Mechthild Thalhammer
Theoretical study and numerical simulation of pattern formation in the deterministic and stochastic Gray-Scott equations. J. Comput. Appl. Math. 364 (2020)
Erika Hausenblas, Tsiry Avisoa Randrianasolo
Time-discretization of stochastic 2-D Navier-Stokes equations with a penalty-projection method. Numerische Mathematik 143 (2) (2019)
Hakima Bessaih, Erika Hausenblas, Tsiry Avisoa Randrianasolo, Paul André Razafimandimby
Numerical approximation of stochastic evolution equations: Convergence in scale of Hilbert spaces. J. Comput. Appl. Math. 343 (2018)
Hakima Bessaih, Erika Hausenblas, Paul André Razafimandimby
Ergodicity of Stochastic Shell Models Driven by Pure Jump Noise. SIAM J. Math. Anal. 48 (2) (2016)
Sonja G. Cox, Erika Hausenblas
Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise. Int. J. Comput. Math. 89 (18) (2012)
Erich Carelli, Erika Hausenblas, Andreas Prohl
Time-Splitting Methods to Solve the Stochastic Incompressible Stokes Equation. SIAM J. Numer. Anal. 50 (6) (2012)
Thomas Dunst, Erika Hausenblas, Andreas Prohl
Approximate Euler Method for Parabolic Stochastic Partial Differential Equations Driven by Space-Time Lévy Noise. SIAM J. Numer. Anal. 50 (6) (2012)
Erika Hausenblas
Weak approximation of the stochastic wave equation. J. Comput. Appl. Math. 235 (1) (2010)
Erika Hausenblas
Finite Element Approximation of Stochastic Partial Differential Equations driven by Poisson Random Measures of Jump Type. SIAM J. Numer. Anal. 46 (1) (2007)
Erika Hausenblas
A note on space approximation of parabolic evolution equations. Appl. Math. Comput. 157 (2) (2004)
Erika Hausenblas
Numerical Approximation of Parabolic Stochastic Partial Differential Equations. Algorithms and Complexity for Continuous Problems (2004)
Erika Hausenblas
Error Analysis for Approximation of Stochastic Differential Equations Driven by Poisson Random Measures. SIAM J. Numer. Anal. 40 (1) (2002)
Erika Hausenblas
Momte Carlo Simulation of killed diffusion. Monte Carlo Methods Appl. 6 (4) (2000)
Erika Hausenblas
A Numerical Scheme using Excursion Theory for Simulating Stochastic Differential Equations with Reflection and Local Time at a Boundary. Monte Carlo Methods Appl. 6 (2) (2000)
Erika Hausenblas
Monte Carlo Simulation of Reflected Stochastic Differential Equations driven by Poisson Random Measures. Monte Carlo Methods Appl. 6 (1) (2000)
Erika Hausenblas
A Monte-Carlo Method with Inherent Parallelism for Numerical Solving Partial Differential Equations with Boundary Conditions. ACPC (1999)
Erika Hausenblas
New Results of the Salzburg NTN-Method for the Radon Transform. ACPC (1996)