An exponential integrator for advection-dominated reactive transport in heterogeneous porous media. - Antoine Tambue; Gabriel J. Lord; Sebastian Geiger (J. Comput. Phys., 2010)

A stochastic delay model for pricing debt and equity: Numerical techniques and applications. - Antoine Tambue; Elisabeth Kemajou Brown; Salah Mohammed (Commun. Nonlinear Sci. Numer. Simul., 2015)

An exponential integrator for finite volume discretization of a reaction-advection-diffusion equation. - Antoine Tambue (Comput. Math. Appl., 2016)

Localized numerical impulse solutions in diffuse neural networks modeled by the complex fractional Ginzburg-Landau equation. - Alain Mvogo; Antoine Tambue; Germain H. Ben-Bolie; Timoléon Crépin Kofané (Commun. Nonlinear Sci. Numer. Simul., 2016)

Null controllability and numerical method for Crocco equation with incomplete data based on an exponential integrator and finite difference-finite element method. - Yacouba Simporé; Antoine Tambue (Comput. Math. Appl., 2017)

A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise. - Gabriel J. Lord; Antoine Tambue (Appl. Math. Comput., 2018)

A note on exponential Rosenbrock-Euler method for the finite element discretization of a semilinear parabolic partial differential equation. - Jean Daniel Mukam; Antoine Tambue (Comput. Math. Appl., 2018)

Strong Convergence Analysis of the Stochastic Exponential Rosenbrock Scheme for the Finite Element Discretization of Semilinear SPDEs Driven by Multiplicative and Additive Noise. - Jean Daniel Mukam; Antoine Tambue (J. Sci. Comput., 2018)

Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise. - Antoine Tambue; Jean Daniel Mukam (Appl. Math. Comput., 2019)

Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure. - Jean Daniel Mukam; Antoine Tambue (Comput. Math. Appl., 2019)

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. - Jean Daniel Mukam; Antoine Tambue (CoRR, 2019)

Convergence of the Two Point Flux Approximation and a novel fitted Two-Point Flux Approximation method for pricing options. - Rock S. Koffi; Antoine Tambue (CoRR, 2019)

A fitted L-Multi-point Flux Approximation method for pricing options. - Rock Stephane Koffi; Antoine Tambue (CoRR, 2019)

Optimal error estimate of the finite element approximation of second order semilinear non-autonomous parabolic PDEs. - Antoine Tambue; Jean Daniel Mukam (CoRR, 2020)

A fitted finite volume method for stochastic optimal control Problems. - Christelle Dleuna Nyoumbi; Antoine Tambue (CoRR, 2020)

Strong convergence of some Euler-type schemes for the finite element discretization of time-fractional SPDE driven by standard and fractional Brownian motion. - Aurelien Junior Noupelah; Antoine Tambue (CoRR, 2020)

Convergence of the mimetic finite difference and fitted mimetic finite difference method for options pricing. - David Sena Attipoe; Antoine Tambue (Appl. Math. Comput., 2021)

A novel high dimensional fitted scheme for stochastic optimal control problems. - Christelle Dleuna Nyoumbi; Antoine Tambue (CoRR, 2021)

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. - Aurelien Junior Noupelah; Antoine Tambue (Numer. Algorithms, 2021)

Strong convergence of an fractional exponential integrator scheme for the finite element discretization of time-fractional SPDE driven by standard and fractional Brownian motions. - Aurelien Junior Noupelah; Antoine Tambue; Jean Louis Woukeng (CoRR, 2022)

Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities. - Christelle Dleuna Nyoumbi; Antoine Tambue (Math. Comput. Simul., 2023)

Strong convergence of a fractional exponential integrator scheme for finite element discretization of time-fractional SPDE driven by fractional and standard Brownian motions. - Aurelien Junior Noupelah; Antoine Tambue; Jean Louis Woukeng (Commun. Nonlinear Sci. Numer. Simul., 2023)

Convergence of the Two Point Flux Approximation method and the fitted Two Point Flux Approximation method for options pricing with local volatility function. - Rock S. Koffi; Antoine Tambue (Commun. Nonlinear Sci. Numer. Simul., 2024)

Existence and uniqueness for the solutions of non-autonomous stochastic differential algebraic equations with locally Lipschitz coefficients. - Oana-Silvia Serea; Antoine Tambue; Guy Tsafack (CoRR, 2024)

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. - Aurelien Junior Noupelah; Jean Daniel Mukam; Antoine Tambue (CoRR, 2024)

Weak Convergence of the Rosenbrock Semi-implicit Method for Semilinear Parabolic SPDEs Driven by Additive Noise. - Jean Daniel Mukam; Antoine Tambue (Comput. Methods Appl. Math., 2024)

Pathwise convergence of a novel numerical scheme based on semi-implicit method for stochastic differential-algebraic equations with non-global Lipschitz coefficients. - Guy Tsafack; Antoine Tambue (CoRR, 2025)

Convergence analysis of a Magnus-Rosenbrock type method for semilinear non-autonomous parabolic PDEs. - Jean Daniel Mukam; Antoine Tambue (J. Comput. Appl. Math., 2026)