Publications
17. L. Tchoualag, L. O. Ndjansi, J. D. Mukam, A. Tambue, Boundary element method for Laplace equation in a ring domain, Partial Differ. Equ. Appl. Math. 17 (2026), 101334
16. J. D. Mukam, A. Tambue, Convergence analysis of a Magnus–Rosenbrock type method for semilinear non-autonomous parabolic PDEs, J. Comput. Appl. Math. 473 (2026), 116871
15. L. Banas, J. D. Mukam, Numerical approximation of the stochastic Cahn–Hilliard equation with space–time white noise near the sharp-interface limit, IMA J. Numer. Anal. (2025)
14. L. Banas, J. D. Mukam, Improved estimates for the sharp interface limit of the stochastic Cahn–Hilliard equation with space-time white noise, Interface Free. Bound. 26 (2024), 563 - 586
13. J. D. Mukam, A. Tambue, Weak convergence of the Rosenbrock semi-implicit method for semilinear parabolic SPDEs driven by additive noise, Comput. Methods Appl. Math. 24 (2) (2024), 467 - 493
12. A. Tambue, J. D. Mukam, Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise, RINAM,17 (2023), 100351
11. A. Tambue, J. D. Mukam, Higher order stable schemes for stochastic convection–reaction–diffusion equations driven by additive Wiener noise, Math. Methods Appl. Sci. 44 (2021), 12860 - 12880
10. J. D. Mukam, A. Tambue, Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise, Stoch. Process. Their Appl. 130 (2020), 4968 - 5050
9. A. Tambue, J. D. Mukam, Magnus-type integrator for non-autonomous SPDEs driven by multiplicative noise, Discrete Contin. Dyn. Syst. Ser. A, 40 (2020), 4597 - 4624
8. A. Tambue, J. D. Mukam, Optimal error estimate of the finite element approximation of second order semilinear non-autonomous parabolic PDEs, Indag. Math. 31 (2020), 714 - 727
7. J. D. Mukam, A. Tambue, Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear non-autonomous SPDEs driven by multiplicative or additive noise, Appl. Numer. Math. 147 (2020), 222 - 253.
6. J. D. Mukam, A. Tambue, Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure, Comput. Math. Appl. 77 (2019), 2786 - 2803
5. A. Tambue, J. D. Mukam, Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise, Appl. Math. Comput. 346 (2019), 23 - 40.
4. A. Tambue, J. D. Mukam, Strong convergence and stability of the semi-tamed and tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition, Int. J. Numer. Anal. Model. 16 (2019), 847 - 872.
3. J. D. Mukam, A. Tambue, Convergence and Stability of Split-Step-Theta Methods for Stochastic Differential Equations With Jumps Under Non-Global Lipschitz drift Coefficient, Rendiconti Sem. Mat. Univ. Pol. Torino, 76 (2018), 165 – 175.
2. J. D. Mukam, A. Tambue, A note on exponential Rosenbrock–Euler method for the finite element discretization of a semilinear parabolic partial differential equation, Comput. Math. Appl. 76 (2018), 1719 - 1738.
1. J. D. Mukam, A. Tambue, Strong Convergence Analysis of the Stochastic Exponential Rosenbrock Scheme for the Finite Element Discretization of Semilinear SPDEs Driven by Multiplicative and Additive Noise, J. Sci. Comput. 74 (2018), 937 - 978.
