Antoine Tambue

31 papers Journal 31

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	Convergence analysis of a Magnus-Rosenbrock type method for semilinear non-autonomous parabolic PDEs. J. Comput. Appl. Math. Jean Daniel Mukam, Antoine Tambue
2026	J	`jnl`	Novel technique based on Léja Points Approximation for Log-determinant Estimation of Large matrices. CoRR Verlon Roel Mbingui, Antoine Tambue, Issa Karambal
2025	J	`jnl`	Pathwise convergence of a novel numerical scheme based on semi-implicit method for stochastic differential-algebraic equations with non-global Lipschitz coefficients. CoRR Guy Tsafack, Antoine Tambue
2025	J	`jnl`	Strong convergence of a semi tamed scheme for stochastic differential algebraic equation under non-global Lipschitz coefficients. CoRR Guy Tsafack, Antoine Tambue
2024	J	`jnl`	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. Rock S. Koffi, Antoine Tambue
2024	J	`jnl`	Existence and uniqueness for the solutions of non-autonomous stochastic differential algebraic equations with locally Lipschitz coefficients. CoRR Oana-Silvia Serea, Antoine Tambue, Guy Tsafack
2024	J	`jnl`	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 Aurelien Junior Noupelah, Jean Daniel Mukam, Antoine Tambue
2024	J	`jnl`	Weak Convergence of the Rosenbrock Semi-implicit Method for Semilinear Parabolic SPDEs Driven by Additive Noise. Comput. Methods Appl. Math. Jean Daniel Mukam, Antoine Tambue
2023	J	`jnl`	Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities. Math. Comput. Simul. Christelle Dleuna Nyoumbi, Antoine Tambue
2023	J	`jnl`	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. Aurelien Junior Noupelah, Antoine Tambue, Jean Louis Woukeng
2022	J	`jnl`	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 Aurelien Junior Noupelah, Antoine Tambue, Jean Louis Woukeng
2021	J	`jnl`	A novel high dimensional fitted scheme for stochastic optimal control problems. CoRR Christelle Dleuna Nyoumbi, Antoine Tambue
2021	J	`jnl`	Convergence of the mimetic finite difference and fitted mimetic finite difference method for options pricing. Appl. Math. Comput. David Sena Attipoe, Antoine Tambue
2021	J	`jnl`	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 Aurelien Junior Noupelah, Antoine Tambue
2020	J	`jnl`	A fitted finite volume method for stochastic optimal control Problems. CoRR Christelle Dleuna Nyoumbi, Antoine Tambue
2020	J	`jnl`	Optimal error estimate of the finite element approximation of second order semilinear non-autonomous parabolic PDEs. CoRR Antoine Tambue, Jean Daniel Mukam
2020	J	`jnl`	Strong convergence of some Euler-type schemes for the finite element discretization of time-fractional SPDE driven by standard and fractional Brownian motion. CoRR Aurelien Junior Noupelah, Antoine Tambue
2019	J	`jnl`	A fitted L-Multi-point Flux Approximation method for pricing options. CoRR Rock Stephane Koffi, Antoine Tambue
2019	J	`jnl`	Convergence of the Two Point Flux Approximation and a novel fitted Two-Point Flux Approximation method for pricing options. CoRR Rock S. Koffi, Antoine Tambue
2019	J	`jnl`	Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure. Comput. Math. Appl. Jean Daniel Mukam, Antoine Tambue
2019	J	`jnl`	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 Aurelien Junior Noupelah, Antoine Tambue
2019	J	`jnl`	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 Jean Daniel Mukam, Antoine Tambue
2019	J	`jnl`	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. Antoine Tambue, Jean Daniel Mukam
2018	J	`jnl`	A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise. Appl. Math. Comput. Gabriel J. Lord, Antoine Tambue
2018	J	`jnl`	A note on exponential Rosenbrock-Euler method for the finite element discretization of a semilinear parabolic partial differential equation. Comput. Math. Appl. Jean Daniel Mukam, Antoine Tambue
2018	J	`jnl`	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. Jean Daniel Mukam, Antoine Tambue
2017	J	`jnl`	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. Yacouba Simporé, Antoine Tambue
2016	J	`jnl`	An exponential integrator for finite volume discretization of a reaction-advection-diffusion equation. Comput. Math. Appl. Antoine Tambue
2016	J	`jnl`	Localized numerical impulse solutions in diffuse neural networks modeled by the complex fractional Ginzburg-Landau equation. Commun. Nonlinear Sci. Numer. Simul. Alain Mvogo, Antoine Tambue, Germain H. Ben-Bolie, Timoléon Crépin Kofané
2015	J	`jnl`	A stochastic delay model for pricing debt and equity: Numerical techniques and applications. Commun. Nonlinear Sci. Numer. Simul. Antoine Tambue, Elisabeth Kemajou Brown, Salah Mohammed
2010	J	`jnl`	An exponential integrator for advection-dominated reactive transport in heterogeneous porous media. J. Comput. Phys. Antoine Tambue, Gabriel J. Lord, Sebastian Geiger