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ORCIDErika Hausenblas
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2020 – today
- 2024
[i3]Erika Hausenblas, Tsiry Avisoa Randrianasolo:
A reduced-order modeling of pattern formations. CoRR abs/2403.03632 (2024)- 2021
- [i2]Erika Hausenblas, Mihály Kovács
:
Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise. CoRR abs/2102.07434 (2021) - 2020
- [j14]Erika Hausenblas, Tsiry Avisoa Randrianasolo, Mechthild Thalhammer:
Theoretical study and numerical simulation of pattern formation in the deterministic and stochastic Gray-Scott equations. J. Comput. Appl. Math. 364 (2020)
2010 – 2019
- 2019
- [j13]Erika Hausenblas, Tsiry Avisoa Randrianasolo:
Time-discretization of stochastic 2-D Navier-Stokes equations with a penalty-projection method. Numerische Mathematik 143(2): 339-378 (2019) - 2018
- [j12]Hakima Bessaih, Erika Hausenblas, Tsiry Avisoa Randrianasolo, Paul André Razafimandimby:
Numerical approximation of stochastic evolution equations: Convergence in scale of Hilbert spaces. J. Comput. Appl. Math. 343: 250-274 (2018) - 2016
- [j11]Hakima Bessaih, Erika Hausenblas, Paul André Razafimandimby:
Ergodicity of Stochastic Shell Models Driven by Pure Jump Noise. SIAM J. Math. Anal. 48(2): 1423-1458 (2016) - 2012
- [j10]Sonja G. Cox, Erika Hausenblas:
Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise. Int. J. Comput. Math. 89(18): 2460-2478 (2012) - [j9]Thomas Dunst, Erika Hausenblas, Andreas Prohl:
Approximate Euler Method for Parabolic Stochastic Partial Differential Equations Driven by Space-Time Lévy Noise. SIAM J. Numer. Anal. 50(6): 2873-2896 (2012) - [j8]Erich Carelli, Erika Hausenblas, Andreas Prohl:
Time-Splitting Methods to Solve the Stochastic Incompressible Stokes Equation. SIAM J. Numer. Anal. 50(6): 2917-2939 (2012) - 2010
- [j7]Erika Hausenblas:
Weak approximation of the stochastic wave equation. J. Comput. Appl. Math. 235(1): 33-58 (2010)
2000 – 2009
- 2007
- [j6]Erika Hausenblas:
Finite Element Approximation of Stochastic Partial Differential Equations driven by Poisson Random Measures of Jump Type. SIAM J. Numer. Anal. 46(1): 437-471 (2007) - 2004
- [j5]Erika Hausenblas:
A note on space approximation of parabolic evolution equations. Appl. Math. Comput. 157(2): 381-392 (2004) - [i1]Erika Hausenblas:
Numerical Approximation of Parabolic Stochastic Partial Differential Equations. Algorithms and Complexity for Continuous Problems 2004 - 2002
- [j4]Erika Hausenblas:
Error Analysis for Approximation of Stochastic Differential Equations Driven by Poisson Random Measures. SIAM J. Numer. Anal. 40(1): 87-113 (2002) - 2000
- [j3]Erika Hausenblas:
Monte Carlo Simulation of Reflected Stochastic Differential Equations driven by Poisson Random Measures. Monte Carlo Methods Appl. 6(1): 1-14 (2000) - [j2]Erika Hausenblas:
A Numerical Scheme using Excursion Theory for Simulating Stochastic Differential Equations with Reflection and Local Time at a Boundary. Monte Carlo Methods Appl. 6(2): 81-104 (2000) - [j1]Erika Hausenblas:
Momte Carlo Simulation of killed diffusion. Monte Carlo Methods Appl. 6(4): 263-296 (2000)
1990 – 1999
Coauthor Index
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