Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise

GJ Lord, A Tambue - IMA Journal of Numerical Analysis, 2013 - ieeexplore.ieee.org
We consider the numerical approximation of a general second-order semilinear parabolic
stochastic partial differential equation driven by multiplicative and additive space–time …

Localized numerical impulse solutions in diffuse neural networks modeled by the complex fractional Ginzburg–Landau equation

A Mvogo, A Tambue, GH Ben-Bolie… - … in Nonlinear Science and …, 2016 - Elsevier
We investigate localized wave solutions in a network of Hindmarsh–Rose neural model
taking into account the long-range diffusive couplings. We show by a specific analytical …

Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative & additive noise

A Tambue, JMT Ngnotchouye - Applied Numerical Mathematics, 2016 - Elsevier
We consider a finite element approximation of a general semi-linear stochastic partial
differential equation (SPDE) driven by space-time multiplicative and additive noise. We …

Efficient simulation of geothermal processes in heterogeneous porous media based on the exponential Rosenbrock–Euler and Rosenbrock-type methods

A Tambue, I Berre, JM Nordbotten - Advances in water resources, 2013 - Elsevier
Simulation of geothermal systems is challenging due to coupled physical processes in
highly heterogeneous media. Combining the exponential Rosenbrock–Euler method and …

[HTML][HTML] An exponential integrator for finite volume discretization of a reaction–advection–diffusion equation

A Tambue - Computers & Mathematics with Applications, 2016 - Elsevier
We consider the numerical approximation of a general second order semi-linear parabolic
partial differential equation. Equations of this type arise in many contexts, such as transport …

Exponential time integrators for stochastic partial differential equations in 3D reservoir simulation

S Geiger, G Lord, A Tambue - Computational Geosciences, 2012 - Springer
The transport of chemically reactive solutes (eg surfactants, CO 2 or dissolved minerals) is of
fundamental importance to a wide range of applications in oil and gas reservoirs such as …

A modified semi–implicit Euler–Maruyama scheme for finite element discretization of SPDEs with additive noise

GJ Lord, A Tambue - Applied Mathematics and Computation, 2018 - Elsevier
We consider the numerical approximation of a general second order semi–linear parabolic
stochastic partial differential equation (SPDE) driven by additive space-time noise. We …

Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and …

JD Mukam, A Tambue - Journal of Scientific Computing, 2018 - Springer
In this paper, we consider the numerical approximation of a general second order semilinear
stochastic spartial differential equation (SPDE) driven by multiplicative and additive noise …

Implementation and performance analysis of the IDEAL algorithm for fluid flow and heat transfer in porous media based on OpenFOAM

P Wang, B Dong, Y Chen, Y Deng, Q Zhang… - Thermal Science and …, 2024 - Elsevier
The importance of simulating fluid flow and heat transfer within porous media is crucial for
both scientific exploration and engineering design. However, the efficiency of such …

Weak convergence of the Rosenbrock semi-implicit method for semilinear parabolic SPDEs driven by additive noise

JD Mukam, A Tambue - Computational Methods in Applied …, 2024 - degruyter.com
This paper aims to investigate the weak convergence of the Rosenbrock semi-implicit
method for semilinear parabolic stochastic partial differential equations (SPDEs) driven by …