Antoine Tambue
Field of work
Antoine Tambue is a Full Professor in Mathematics at Department of Computer science, Electrical engineering and Mathematical sciences, Western Norway University of Applied Sciences (HVL), Norway and an Honorary professor in Mathematics at the department of Mathematics & Applied Mathematics, University of Cape Town, South Africa
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In 2010, he obtained a PhD in Mathematics at Heriot-Watt University (UK) via an interdisciplinary collaborative project (Bridging the Gaps Between Engineering and Mathematics) between the department of mathematics and Institute of Petroleum Engineering (since 2019 Institute of GeoEnergy Engineering). His PhD study was funded by the prestigious ORS Awards Scheme. He was a postdoctoral associate at the University of Bergen from 2010 to December 2013 and at the Norwegian University of Science and Technology (NTNU) in 2014. In July 2014, Antoine was appointed as the first AIMS ARETÉ (African Research, Education and Teaching Excellence) junior research Chair funded by Robert Bosch Stiftung (Germany) and was based at African Institute for Mathematical Sciences (AIMS) in South Africa and the University of Cape Town. The research chair position allowed him to supervise as main supervisor 5 PhD students and 12 masters theses at AIMS South Africa, University of Cape Town (South Africa), University of Dschang (Cameroon), Chemnitz university of technology (Germany) and Institut de Mathematiques et des Sciences physiques (Benin).
More earlier, he completed a Bachelor in Mathematics at University Dschang in Cameroon, a Master in Mathematics at University of Yaounde I, Cameroon, a professional Master in Mathematics Education at Ecole Normale Superieure de Yaounde and a postgraduate diploma in mathematical Sciences at AIMS South Africa and University of Cape Town in South Africa.
His main research interests are Stochastic Calculus, Numerical Analysis, scientific computing, operational research (stochastic optimal control), computational finance, computational statistics (Bayesian inference) and AI.
His research vision is to develop novel numerical algorithms, which are efficient ( fast and accurate), scalable in supercomputers to address realistic problems (example, subsurface energy extraction and exploration, pricing options, data mining, life sciences). This is from rigorous mathematical analysis to ingenious implementation in a range of such important applications.
He has developed and analysed many numerical algorithms for Real-world Systems in low dimension and currently has huge interest in high dimensional PDEs, uncertainty quantification, parameters estimation and Operational research (stochastic optimal control) using tool from stochastic analysis, statistics (Bayesian inference) and AI.
Courses taught
- MAT 110 (Basic mathematics for Engineers)
- MAT202 (Advanced mathematics for Engineers)
- MAT301: Multidimensional analysis (Operational research( optimization), triples integrals, lines integrals, surface integrals)
- PCS911: PhD level (Engineering Computing)
- ADA529: Master level (Engineering Computing)
Research areas
- Engineering computing and Applied Mathematics
- Machine Learning
- Partial differential equations
- Stochastic Calculus
- Computational Statistics
- Operational research
- Computational finance
- Stochastic optimal control
- Computational Mathematics
Publications
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Existence and uniqueness for the solutions of non-autonomous stochastic differential algebraic equations with locally Lipschitz coefficients
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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
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Convergence of the Two Point Flux Approximation method and the fitted Two Point Flux Approximation method for options pricing with local volatility function
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Weak Convergence of the Rosenbrock Semi-implicit Method for Semilinear Parabolic SPDEs Driven by Additive Noise
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Reconstructing mass balance of glaciers in Norway using machine learning
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Reconstructing mass balance of glaciers in Norway using machine learning
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Bayesian parameter estimation in glacier mass-balance modelling using observations with distinct temporal resolutions and uncertainties
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Strong convergence of a fractional exponential integrator scheme for finite element discretization of time-fractional SPDE driven by fractional and standard Brownian motions
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Approximation of homogenized coefficients in deterministic homogenization and convergence rates in the asymptotic almost periodic setting
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Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities
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Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise
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Bayesiansk massebalansemodellering av norske breer
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Bayesian estimation of mass balance model parameters for glaciers along a continentality gradient: How informative are low vs. high temporal resolution mass balance observations?
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Semi-Lagrangian discontinuous Galerkin methods for scalar hyperbolic conservation laws
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Novel numerical techniques based on mimetic finite difference method for pricing two dimensional options
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A novel high dimensional fitted scheme for stochastic optimal control problems
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A Fitted L-Multi-Point Flux Approximation Method for Pricing Options
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Higher order stable schemes for stochastic convection-reaction-diffusion equations driven by additive Wiener noise
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Convergence of the Mimetic Finite Difference and Fitted Mimetic Finite Difference Method for Options Pricing
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A fitted finite volume method for stochastic optimal control problems in finance
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Modelling the climatic mass balance of three glaciers in Norway along a continentality gradient, 1961-2019
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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
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Magnus-type integrator for non-autonomous spdes driven by multiplicative noise
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Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear non-autonomous SPDEs driven by multiplicative or additive noise
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Optimal error estimate of the finite element approximation of second order semilinear non-autonomous parabolic PDEs
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Strong Convergence of a Stochastic Rosenbrock-type Scheme for the Finite Element Discretization of Semilinear SPDEs Driven by Multiplicative and Additive Noise
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Strong convergence and stability of the semi-tamed and tamed euler schemes for stochastic differential equations with jumps under non-global lipschitz condition
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A fitted Multi-point Flux Approximation Method for Pricing two options
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Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure
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Stochastic Exponential Integrators for finite element discretization of SPDEs with Additive Noise
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Strong convergence and stability of the compensated tamed Euler and semi tamed scheme for stochastic differential equations with jumps under non Global-Lipschitz
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Strong convergence of the linear implicit Euler method for the finite element discretization of semi linear SPDEs driven by multiplicative and additive
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Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
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Convergence and Stability of Split-Step-Theta Methods for Stochastic Differential Equations With Jumps Under Non-Global Lipschitz drift Coefficient
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A stochastic delay model for pricing debt and loan guarantees: theoretical results. In (Ed. NGuerekata, Gaston Mandata, Liang, Jin, Pankov), Alexander) Evolution Equations: Almost Periodicity and Beyond (In Memory of in Memory of Professor V.v. Zhikov).
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A note on exponential Rosenbrock-Euler method for the finite element discretization of a semilinear parabolic partial differential equation
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A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise
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Null controllability and numerical method for Crocco equation with incomplete data based on an exponential integrator and finite difference-finite element method
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Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative and additive noise
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Localized numerical impulse solutions in diffuse neural networks modeled by the complex fractional Ginzburg-Landau equation
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Localized modulated wave solutions in diffusive glucose-insulin systems
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An exponential integrator for finite volume discretization of a reaction-advection-diffusion equation
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A stochastic delay model for pricing debt and equity: Numerical techniques and applications
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Efficient simulation of geothermal processes in heterogeneous porous media based on exponential Rosenbrock-Euler method and Rosenbrock-type methods
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Efficient numerical simulation of incompressible two-phase flow in heterogeneous porous media based on exponential Rosenbrouck-Euler method and lower-order Rosenbrock-type method
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Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise
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Exponential time integrators for stochastic partial differential equations in 3D reservoir simulation
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Exponential Euler Time Integrator for Simulation of Geothermal Processes in Heterogeneous Porous Media
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A MPFA approach for simulation of fluid flow and heat transfer in fractured reservoirs
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Exponential Euler Time Integrator for Simulation of Geothermal Processes in Heterogeneous Porous Media
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Exponential Euler Time Integrator for Isothermal Incompressible Two-Phase flow in Heterogeneous Porous Media
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Challenges in mathematical modeling and numerical simulation of geothermal systems
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Reservoirs simulation: Deterministic and Stochastics Schemes
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Exponential Time Integrators for 3D Reservoir Simulation
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An exponential integrator for advection-dominated reactive transport in heterogeneous porous media