Erika Hausenblas
According to our database^{1},
Erika Hausenblas
authored at least 17 papers
between 1996 and 2020.
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Bibliography
2020
Theoretical study and numerical simulation of pattern formation in the deterministic and stochastic GrayScott equations.
J. Computational Applied Mathematics, 2020
2019
Timediscretization of stochastic 2D NavierStokes equations with a penaltyprojection 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 SpaceTime Lévy Noise.
SIAM J. Numerical Analysis, 2012
TimeSplitting Methods to Solve the Stochastic Incompressible Stokes Equation.
SIAM J. Numerical Analysis, 2012
Pathwise space approximations of semilinear 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 MonteCarlo 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 NTNMethod for the Radon Transform.
Proceedings of the Parallel Computation, 1996