Erika Hausenblas - researchr alias

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Viewing Publication 1 - 18 from 18

2025

An adaptive positive preserving numerical scheme based on splitting method for the solution of the CIR modelMinoo Kamrani, Erika Hausenblas. mcs, 229:673-689, 2025. [doi]

2020

Theoretical study and numerical simulation of pattern formation in the deterministic and stochastic Gray-Scott equationsErika Hausenblas, Tsiry Avisoa Randrianasolo, Mechtild Thalhammer. jcam, 364, 2020. [doi]

2019

Time-discretization of stochastic 2-D Navier-Stokes equations with a penalty-projection methodErika Hausenblas, Tsiry Avisoa Randrianasolo. nm, 143(2):339-378, 2019. [doi]

2018

Numerical approximation of stochastic evolution equations: Convergence in scale of Hilbert spacesHakima Bessaih, Erika Hausenblas, Tsiry Avisoa Randrianasolo, Paul André Razafimandimby. jcam, 343:250-274, 2018. [doi]

2016

Ergodicity of Stochastic Shell Models Driven by Pure Jump NoiseHakima Bessaih, Erika Hausenblas, Paul André Razafimandimby. siamma, 48(2):1423-1458, 2016. [doi]

2012

Time-Splitting Methods to Solve the Stochastic Incompressible Stokes EquationErich Carelli, Erika Hausenblas, Andreas Prohl. siamnum, 50(6):2917-2939, 2012. [doi]

Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noiseSonja Cox, Erika Hausenblas. ijcm, 89(18):2460-2478, 2012. [doi]

Approximate Euler Method for Parabolic Stochastic Partial Differential Equations Driven by Space-Time Lévy NoiseThomas Dunst, Erika Hausenblas, Andreas Prohl. siamnum, 50(6):2873-2896, 2012. [doi]

2010

Weak approximation of the stochastic wave equationErika Hausenblas. jcam, 235(1):33-58, 2010. [doi]

2007

Finite Element Approximation of Stochastic Partial Differential Equations driven by Poisson Random Measures of Jump TypeErika Hausenblas. siamnum, 46(1):437-471, 2007. [doi]

2004

Numerical Approximation of Parabolic Stochastic Partial Differential EquationsErika Hausenblas. Dagstuhl 2005: [doi]

A note on space approximation of parabolic evolution equationsErika Hausenblas. amc, 157(2):381-392, 2004. [doi]

2002

Error Analysis for Approximation of Stochastic Differential Equations Driven by Poisson Random MeasuresErika Hausenblas. siamnum, 40(1):87-113, 2002. [doi]

2000

Monte Carlo Simulation of Reflected Stochastic Differential Equations driven by Poisson Random MeasuresErika Hausenblas. mcma, 6(1):1-14, 2000. [doi]

A Numerical Scheme using Excursion Theory for Simulating Stochastic Differential Equations with Reflection and Local Time at a BoundaryErika Hausenblas. mcma, 6(2):81-104, 2000. [doi]

Momte Carlo Simulation of killed diffusionErika Hausenblas. mcma, 6(4):263-296, 2000. [doi]

1999

A Monte-Carlo Method with Inherent Parallelism for Numerical Solving Partial Differential Equations with Boundary ConditionsErika Hausenblas. acpc 1999: 117-126 [doi]

1996

New Results of the Salzburg NTN-Method for the Radon TransformErika Hausenblas. acpc 1996: 62-77

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