Erika Hausenblas

21 papers Journal 18Unranked 3
YearRankTypeTitle / Venue / Authors
2025 J jnl
An adaptive positive preserving numerical scheme based on splitting method for the solution of the CIR model.
Math. Comput. Simul.
Minoo Kamrani, Erika Hausenblas
2025 J jnl
Time discretization of a semi-discrete scheme for 3D Chemotaxis-Navier-Stokes system driven by transport noise.
CoRR
Erika Hausenblas, Boris Jidjou Moghomye, Paul André Razafimandimby
2024 J jnl
A reduced-order modeling of pattern formations.
CoRR
Erika Hausenblas, Tsiry Avisoa Randrianasolo
2021 J jnl
Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise.
CoRR
Erika Hausenblas, Mihály Kovács
2020 J jnl
Theoretical study and numerical simulation of pattern formation in the deterministic and stochastic Gray-Scott equations.
J. Comput. Appl. Math.
Erika Hausenblas, Tsiry Avisoa Randrianasolo, Mechthild Thalhammer
2019 J jnl
Time-discretization of stochastic 2-D Navier-Stokes equations with a penalty-projection method.
Numerische Mathematik
Erika Hausenblas, Tsiry Avisoa Randrianasolo
2018 J jnl
Numerical approximation of stochastic evolution equations: Convergence in scale of Hilbert spaces.
J. Comput. Appl. Math.
Hakima Bessaih, Erika Hausenblas, Tsiry Avisoa Randrianasolo, Paul André Razafimandimby
2016 J jnl
Ergodicity of Stochastic Shell Models Driven by Pure Jump Noise.
SIAM J. Math. Anal.
Hakima Bessaih, Erika Hausenblas, Paul André Razafimandimby
2012 J jnl
Approximate Euler Method for Parabolic Stochastic Partial Differential Equations Driven by Space-Time Lévy Noise.
SIAM J. Numer. Anal.
Thomas Dunst, Erika Hausenblas, Andreas Prohl
2012 J jnl
Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise.
Int. J. Comput. Math.
Sonja G. Cox, Erika Hausenblas
2012 J jnl
Time-Splitting Methods to Solve the Stochastic Incompressible Stokes Equation.
SIAM J. Numer. Anal.
Erich Carelli, Erika Hausenblas, Andreas Prohl
2010 J jnl
Weak approximation of the stochastic wave equation.
J. Comput. Appl. Math.
Erika Hausenblas
2007 J jnl
Finite Element Approximation of Stochastic Partial Differential Equations driven by Poisson Random Measures of Jump Type.
SIAM J. Numer. Anal.
Erika Hausenblas
2004 J jnl
A note on space approximation of parabolic evolution equations.
Appl. Math. Comput.
Erika Hausenblas
2004 — conf
Numerical Approximation of Parabolic Stochastic Partial Differential Equations.
Algorithms and Complexity for Continuous Problems
Erika Hausenblas
2002 J jnl
Error Analysis for Approximation of Stochastic Differential Equations Driven by Poisson Random Measures.
SIAM J. Numer. Anal.
Erika Hausenblas
2000 J jnl
A Numerical Scheme using Excursion Theory for Simulating Stochastic Differential Equations with Reflection and Local Time at a Boundary.
Monte Carlo Methods Appl.
Erika Hausenblas
2000 J jnl
Momte Carlo Simulation of killed diffusion.
Monte Carlo Methods Appl.
Erika Hausenblas
2000 J jnl
Monte Carlo Simulation of Reflected Stochastic Differential Equations driven by Poisson Random Measures.
Monte Carlo Methods Appl.
Erika Hausenblas
1999 — conf
A Monte-Carlo Method with Inherent Parallelism for Numerical Solving Partial Differential Equations with Boundary Conditions.
ACPC
Erika Hausenblas
1996 — conf
New Results of the Salzburg NTN-Method for the Radon Transform.
ACPC
Erika Hausenblas