Erika Hausenblas

According to our database1, Erika Hausenblas authored at least 17 papers between 1996 and 2020.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

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Bibliography

2020
Theoretical study and numerical simulation of pattern formation in the deterministic and stochastic Gray-Scott equations.
J. Computational Applied Mathematics, 2020

2019
Time-discretization of stochastic 2-D Navier-Stokes equations with a penalty-projection method.
Numerische Mathematik, 2019

2018
Numerical approximation of stochastic evolution equations: Convergence in scale of Hilbert spaces.
J. Computational Applied Mathematics, 2018

2016
Ergodicity of Stochastic Shell Models Driven by Pure Jump Noise.
SIAM J. Math. Analysis, 2016

2012
Approximate Euler Method for Parabolic Stochastic Partial Differential Equations Driven by Space-Time Lévy Noise.
SIAM J. Numerical Analysis, 2012

Time-Splitting Methods to Solve the Stochastic Incompressible Stokes Equation.
SIAM J. Numerical Analysis, 2012

Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise.
Int. J. Comput. Math., 2012

2010
Weak approximation of the stochastic wave equation.
J. Computational Applied Mathematics, 2010

2007
Finite Element Approximation of Stochastic Partial Differential Equations driven by Poisson Random Measures of Jump Type.
SIAM J. Numerical Analysis, 2007

2004
A note on space approximation of parabolic evolution equations.
Applied Mathematics and Computation, 2004

Numerical Approximation of Parabolic Stochastic Partial Differential Equations.
Proceedings of the Algorithms and Complexity for Continuous Problems, 26. September, 2004

2002
Error Analysis for Approximation of Stochastic Differential Equations Driven by Poisson Random Measures.
SIAM J. Numerical Analysis, 2002

2000
Momte Carlo Simulation of killed diffusion.
Monte Carlo Meth. and Appl., 2000

A Numerical Scheme using Excursion Theory for Simulating Stochastic Differential Equations with Reflection and Local Time at a Boundary.
Monte Carlo Meth. and Appl., 2000

Monte Carlo Simulation of Reflected Stochastic Differential Equations driven by Poisson Random Measures.
Monte Carlo Meth. and Appl., 2000

1999
A Monte-Carlo Method with Inherent Parallelism for Numerical Solving Partial Differential Equations with Boundary Conditions.
Proceedings of the Parallel Computation, 1999

1996
New Results of the Salzburg NTN-Method for the Radon Transform.
Proceedings of the Parallel Computation, 1996


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