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 Numerical Analysis, scientific computing and stochastic calculus with applications in Porous media flow and finance. His research vision is to develop novel numerical algorithms, which are efficient ( fast and accurate), scalable in supercomputers to address current issues in fluid mechanics (example, subsurface energy extraction) and financial engineering. This is from rigorous mathematical analysis to ingenious implementation in a range of important applications in fluid mechanics and financial engineering.
- MAT 110
- MAT202
- Engineering computing and Applied Mathematics
- Partial differential equations
- Stochastic Calculus
- Computational Statistic
- Computational Mathematics
Publications
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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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Approximation of homogenized coefficients in deterministic homogenization and convergence rates in the asymptotic almost periodic setting
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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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Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities
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Bayesian parameter estimation in glacier mass-balance modelling using observations with distinct temporal resolutions and uncertainties
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Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise
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Novel numerical techniques based on mimetic finite difference method for pricing two dimensional options
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Semi-Lagrangian discontinuous Galerkin methods for scalar hyperbolic conservation laws
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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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Bayesiansk massebalansemodellering av norske breer
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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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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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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 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 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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Modelling the climatic mass balance of three glaciers in Norway along a continentality gradient, 1961-2019
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Magnus-type integrator for non-autonomous spdes driven by multiplicative 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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A fitted Multi-point Flux Approximation Method for Pricing two options
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Stochastic Exponential Integrators for finite element discretization of SPDEs with Additive Noise
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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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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 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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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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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 modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise
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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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Convergence and Stability of Split-Step-Theta Methods for Stochastic Differential Equations With Jumps Under Non-Global Lipschitz drift Coefficient
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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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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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Localized modulated wave solutions in diffusive glucose-insulin systems
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Localized numerical impulse solutions in diffuse neural networks modeled by the complex fractional Ginzburg-Landau equation
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An exponential integrator for finite volume discretization of a reaction-advection-diffusion equation
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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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A stochastic delay model for pricing debt and equity: Numerical techniques and applications
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Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise
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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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Efficient simulation of geothermal processes in heterogeneous porous media based on exponential Rosenbrock-Euler method and Rosenbrock-type methods
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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 time integrators for stochastic partial differential equations in 3D reservoir simulation
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Exponential Euler Time Integrator for Isothermal Incompressible Two-Phase flow in Heterogeneous Porous Media
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Exponential Euler Time Integrator for Simulation of Geothermal Processes 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