New Results of the Salzburg NTN-Method for the Radon Transform. - Erika Hausenblas (ACPC, 1996)

A Monte-Carlo Method with Inherent Parallelism for Numerical Solving Partial Differential Equations with Boundary Conditions. - Erika Hausenblas (ACPC, 1999)

Monte Carlo Simulation of Reflected Stochastic Differential Equations driven by Poisson Random Measures. - Erika Hausenblas (Monte Carlo Methods Appl., 2000)

A Numerical Scheme using Excursion Theory for Simulating Stochastic Differential Equations with Reflection and Local Time at a Boundary. - Erika Hausenblas (Monte Carlo Methods Appl., 2000)

Momte Carlo Simulation of killed diffusion. - Erika Hausenblas (Monte Carlo Methods Appl., 2000)

Error Analysis for Approximation of Stochastic Differential Equations Driven by Poisson Random Measures. - Erika Hausenblas (SIAM J. Numer. Anal., 2002)

Numerical Approximation of Parabolic Stochastic Partial Differential Equations. - Erika Hausenblas (Algorithms and Complexity for Continuous Problems, 2004)

A note on space approximation of parabolic evolution equations. - Erika Hausenblas (Appl. Math. Comput., 2004)

Finite Element Approximation of Stochastic Partial Differential Equations driven by Poisson Random Measures of Jump Type. - Erika Hausenblas (SIAM J. Numer. Anal., 2007)

Weak approximation of the stochastic wave equation. - Erika Hausenblas (J. Comput. Appl. Math., 2010)

Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise. - Sonja G. Cox; Erika Hausenblas (Int. J. Comput. Math., 2012)

Time-Splitting Methods to Solve the Stochastic Incompressible Stokes Equation. - Erich Carelli; Erika Hausenblas; Andreas Prohl (SIAM J. Numer. Anal., 2012)

Approximate Euler Method for Parabolic Stochastic Partial Differential Equations Driven by Space-Time Lévy Noise. - Thomas Dunst; Erika Hausenblas; Andreas Prohl (SIAM J. Numer. Anal., 2012)

Ergodicity of Stochastic Shell Models Driven by Pure Jump Noise. - Hakima Bessaih; Erika Hausenblas; Paul André Razafimandimby (SIAM J. Math. Anal., 2016)

Numerical approximation of stochastic evolution equations: Convergence in scale of Hilbert spaces. - Hakima Bessaih; Erika Hausenblas; Tsiry Avisoa Randrianasolo; Paul André Razafimandimby (J. Comput. Appl. Math., 2018)

Time-discretization of stochastic 2-D Navier-Stokes equations with a penalty-projection method. - Erika Hausenblas; Tsiry Avisoa Randrianasolo (Numerische Mathematik, 2019)

Theoretical study and numerical simulation of pattern formation in the deterministic and stochastic Gray-Scott equations. - Erika Hausenblas; Tsiry Avisoa Randrianasolo; Mechthild Thalhammer (J. Comput. Appl. Math., 2020)

Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise. - Erika Hausenblas; Mihály Kovács (CoRR, 2021)

A reduced-order modeling of pattern formations. - Erika Hausenblas; Tsiry Avisoa Randrianasolo (CoRR, 2024)

An adaptive positive preserving numerical scheme based on splitting method for the solution of the CIR model. - Minoo Kamrani; Erika Hausenblas (Math. Comput. Simul., 2025)

Time discretization of a semi-discrete scheme for 3D Chemotaxis-Navier-Stokes system driven by transport noise. - Erika Hausenblas; Boris Jidjou Moghomye; Paul André Razafimandimby (CoRR, 2025)