Arbeids- og kompetanseområde
Antoine Tambue jobber som professor i Matematikk ved Institutt for datateknologi, elektroteknologi og realfag, HVL. Han er født i Kamerun og bodde der i barndommen. Han hadde fullførte bachelorgraden fra universitetet i Dschang og to mastergrader fra universitetet i Yaounde ved i matematikk og matematikk utdanning. I tillegg har han en annen mastergrad i matematikk ved universitetet i Cape Town i Sør Afrika i 2007. I 2007 var han stipendiat ved Heriot Watt Universitetet i Storbritannia, og jeg har fullført doktorgraden innenfor matematikk i 2010.
Han har arbeidet som matematikklærer i mange videregående skoler før han flyttet til Sør Afrika i 2007. I tillegg var han postdoktor i matematikk ved universitetet i Bergen fra 2010 til 2013 og postdoktor i anvendt matematikk ved Norges teknisk-naturvitenskapelige universitet fra Januar 2014 til Juli 2014. I tillegg var han forskersleder ved universitetet i Cape Town og AIMS (Afrikansk institutt for matematiske vitenskaper) fra 2014 til 2018
MAT110
MAT202
Numeriske metoder
Partielle differensialligninger
Endelig element metoder
Beregningsmatematikk
Publikasjonar
-
Weak Convergence of the Rosenbrock Semi-implicit Method for Semilinear Parabolic SPDEs Driven by Additive Noise
-
Reconstructing mass balance of glaciers in Norway using machine learning
-
Reconstructing mass balance of glaciers in Norway using machine learning
-
Approximation of homogenized coefficients in deterministic homogenization and convergence rates in the asymptotic almost periodic setting
-
Strong convergence of a fractional exponential integrator scheme for finite element discretization of time-fractional SPDE driven by fractional and standard Brownian motions
-
Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities
-
Bayesian parameter estimation in glacier mass-balance modelling using observations with distinct temporal resolutions and uncertainties
-
Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise
-
Novel numerical techniques based on mimetic finite difference method for pricing two dimensional options
-
Semi-Lagrangian discontinuous Galerkin methods for scalar hyperbolic conservation laws
-
Bayesian estimation of mass balance model parameters for glaciers along a continentality gradient: How informative are low vs. high temporal resolution mass balance observations?
-
Bayesiansk massebalansemodellering av norske breer
-
Convergence of the Mimetic Finite Difference and Fitted Mimetic Finite Difference Method for Options Pricing
-
A fitted finite volume method for stochastic optimal control problems in finance
-
A novel high dimensional fitted scheme for stochastic optimal control problems
-
A Fitted L-Multi-Point Flux Approximation Method for Pricing Options
-
Higher order stable schemes for stochastic convection-reaction-diffusion equations driven by additive Wiener noise
-
Strong Convergence of a Stochastic Rosenbrock-type Scheme for the Finite Element Discretization of Semilinear SPDEs Driven by Multiplicative and Additive Noise
-
Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear non-autonomous SPDEs driven by multiplicative or additive noise
-
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
-
Modelling the climatic mass balance of three glaciers in Norway along a continentality gradient, 1961-2019
-
Magnus-type integrator for non-autonomous spdes driven by multiplicative noise
-
Optimal error estimate of the finite element approximation of second order semilinear non-autonomous parabolic PDEs
-
A fitted Multi-point Flux Approximation Method for Pricing two options
-
Stochastic Exponential Integrators for finite element discretization of SPDEs with Additive Noise
-
Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure
-
Strong convergence and stability of the compensated tamed Euler and semi tamed scheme for stochastic differential equations with jumps under non Global-Lipschitz
-
Strong convergence and stability of the semi-tamed and tamed euler schemes for stochastic differential equations with jumps under non-global lipschitz condition
-
Strong convergence of the linear implicit Euler method for the finite element discretization of semi linear SPDEs driven by multiplicative and additive
-
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).
-
A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise
-
A note on exponential Rosenbrock-Euler method for the finite element discretization of a semilinear parabolic partial differential equation
-
Convergence and Stability of Split-Step-Theta Methods for Stochastic Differential Equations With Jumps Under Non-Global Lipschitz drift Coefficient
-
Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
-
Null controllability and numerical method for Crocco equation with incomplete data based on an exponential integrator and finite difference-finite element method
-
Localized modulated wave solutions in diffusive glucose-insulin systems
-
Localized numerical impulse solutions in diffuse neural networks modeled by the complex fractional Ginzburg-Landau equation
-
An exponential integrator for finite volume discretization of a reaction-advection-diffusion equation
-
Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative and additive noise
-
A stochastic delay model for pricing debt and equity: Numerical techniques and applications
-
Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise
-
Efficient numerical simulation of incompressible two-phase flow in heterogeneous porous media based on exponential Rosenbrouck-Euler method and lower-order Rosenbrock-type method
-
Efficient simulation of geothermal processes in heterogeneous porous media based on exponential Rosenbrock-Euler method and Rosenbrock-type methods
-
Exponential Euler Time Integrator for Simulation of Geothermal Processes in Heterogeneous Porous Media
-
A MPFA approach for simulation of fluid flow and heat transfer in fractured reservoirs
-
Exponential time integrators for stochastic partial differential equations in 3D reservoir simulation
-
Exponential Euler Time Integrator for Isothermal Incompressible Two-Phase flow in Heterogeneous Porous Media
-
Exponential Euler Time Integrator for Simulation of Geothermal Processes in Heterogeneous Porous Media
-
Challenges in mathematical modeling and numerical simulation of geothermal systems
-
Reservoirs simulation: Deterministic and Stochastics Schemes
-
Exponential Time Integrators for 3D Reservoir Simulation
-
An exponential integrator for advection-dominated reactive transport in heterogeneous porous media