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.
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)
Research areas
- Engineering computing and Applied Mathematics
- Partial differential equations
- Stochastic Calculus
- Computational Statistics
- Operational research
- Computational finance
- Stochastic optimal control
- Computational Mathematics
- MAT202, Mathematics 2, Fall 2024
- MAT202, Mathematics 2, Spring 2025
- MAT301, Multidimensional Analysis (Mathematics 3), Fall 2024
- PCS911, Engineering Computing, Spring 2025
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