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Structure: Internal structure identifier : 1043719
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Computing Credit Valuation Adjustment solving coupled PIDEs in the Bates model

Ludovic Goudenège , Andrea Molent , Antonino Zanette
Computational Management Science, 2020, 17 (2), ⟨10.1007/s10287-020-00365-6⟩
Journal articles hal-01873346v1
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Consistency and accuracy in the simulation of two-phase flows with phase change using sharp interface capturing methods

Victor Boniou , Schmitt Thomas , Aymeric Vié
Journal of Computational Physics, 2022, ⟨10.1016/⟩
Journal articles hal-03769760v1

Long time Hurst regularity of fractional SDEs and their ergodic means

El Mehdi Haress , Alexandre Richard
Preprints, Working Papers, ... hal-03695595v1

A lattice approach to the Beta distribution induced by stochastic dominance: Theory and applications

Yann Braouezec , John Cagnol
Journal of the Operational Research Society, 2023, 74 (6), pp.1424-1442. ⟨10.1080/01605682.2022.2096500⟩
Journal articles hal-03198782v1
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Shock profiles for hydrodynamic models for fluid-particles flows in the flowing regime

Thierry Goudon , Pauline Lafitte , Corrado Mascia
Preprints, Working Papers, ... hal-04113011v1

Quantitative approximation of the Keller-Segel and Burgers equations by moderately interacting particles

Christian Olivera , Alexandre Richard , Milica Tomasevic
Preprints, Working Papers, ... hal-02537226v1

Discrete-time Simulation of Stochastic Volterra Equations

Alexandre Richard , Xiaolu Tan , Fan Yang
Stochastic Processes and their Applications, 2021, ⟨10.1016/⟩
Journal articles hal-02528983v1
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A second-order realizable scheme for moment advection on unstructured grids

Alberto Passalacqua , Frédérique Laurent , Rodney Fox
Computer Physics Communications, 2020, 248, pp.106993. ⟨10.1016/j.cpc.2019.106993⟩
Journal articles hal-02330920v1
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Numerical approximation of the stochastic Navier-Stokes equations through artificial compressibility

Jad Doghman
Preprints, Working Papers, ... hal-03653870v2
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Numerical approximation of SDEs with fractional noise and distributional drift

Ludovic Goudenège , El Mehdi Haress , Alexandre Richard
Preprints, Working Papers, ... hal-03715427v2
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Weak convergence rates of splitting schemes for the stochastic Allen-Cahn equation

Charles-Edouard Bréhier , Ludovic Goudenège
BIT Numerical Mathematics, 2020, ⟨10.1007/s10543-019-00788-x⟩
Journal articles hal-01764290v2
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Reproducing segregation and particle dynamics in Large Eddy Simulation of particle-laden flows

Roxane Letournel , Frédérique Laurent , Marc Massot , Aymeric Vié
International Conference on Liquid Atomization and Spray Systems (ICLASS), 2021, 1 (1), ⟨10.2218/iclass.2021.5949⟩
Journal articles hal-03429603v1

Location and relocation problems in the context of the emergency medical service systems: a case study

Mahdi Moeini , Zied Jemai , Evren Sahin
Central European Journal of Operations Research, 2015, 23 (3), pp.641-658. ⟨10.1007/s10100-014-0374-3⟩
Journal articles hal-03848523v1
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Hyperbolic Quadrature Method of Moments for the One-Dimensional Kinetic Equation

Rodney O Fox , Frédérique Laurent
SIAM Journal on Applied Mathematics, 2022, 82 (2), pp.750-771. ⟨10.1137/21m1406143⟩
Journal articles hal-03171566v1

On the discrete-time simulation of the rough Heston model

Alexandre Richard , Xiaolu Tan , Fan Yang
SIAM Journal on Financial Mathematics, 2023, 14 (1), pp.223-249. ⟨10.1137/21M1443807⟩
Journal articles hal-03478994v1
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Comparison of interface capturing methods for the simulation of two-phase flow in a unified low-Mach framework

Victor Boniou , Thomas Schmitt , Aymeric Vié
International Journal of Multiphase Flow, 2022, ⟨10.1016/j.ijmultiphaseflow.2021.103957⟩
Journal articles hal-03241460v1
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The Generalized Quadrature Method of Moments

Rodney O. Fox , Frédérique Laurent , Alberto Passalacqua
Journal of Aerosol Science, 2022, 167, pp.106096. ⟨10.1016/j.jaerosci.2022.106096⟩
Journal articles hal-03762976v3
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Quantitative particle approximation of nonlinear Fokker-Planck equations with singular kernel

Christian Olivera , Alexandre Richard , Milica Tomasevic
Annali della Scuola Normale Superiore di Pisa, Classe di Scienze, 2022, ⟨10.2422/2036-2145.202105_087⟩
Journal articles hal-02914779v4

Regularisation by fractional noise for one-dimensional differential equations with distributional drift

Lukas Anzeletti , Alexandre Richard , Etienne Tanré
Preprints, Working Papers, ... hal-03479702v1
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Convergence of the stochastic Navier-Stokes-α solutions toward the stochastic Navier-Stokes solutions

Jad Doghman , Ludovic Goudenège
Preprints, Working Papers, ... hal-03794814v1
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Stochastic phase field $\alpha$-Navier-Stokes vesicle-fluid interaction model.

Ludovic Goudenège , Luigi Manca
Journal of Mathematical Analysis and Applications, 2021, 496 (1), ⟨10.1016/j.jmaa.2020.124805⟩
Journal articles hal-01972807v1
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Reduced-order modeling and simulation of turbulent disperse two-phase flows : new theoretical and modeling approaches for reproducing intermittency, segregation and two-way coupling

Roxane Letournel
Fluid mechanics [physics.class-ph]. Université Paris-Saclay, 2022. English. ⟨NNT : 2022UPASM003⟩
Theses tel-03665513v1
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Convergence de méthodes numériques pour la mécanique des fluides : équation de Navier-Stokes stochastique et ses variantes

Jad Doghman
Analysis of PDEs [math.AP]. Université Paris-Saclay, 2022. English. ⟨NNT : 2022UPASM028⟩
Theses tel-03896111v1

Joint estimation for SDE driven by locally stable Lévy processes

Emmanuelle Clément , Arnaud Gloter
Electronic Journal of Statistics , 2020, 14 (2), pp.2922-2956. ⟨10.1214/20-EJS1737⟩
Journal articles hal-03164188v1
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A Hyperbolic Two-Fluid Model for Compressible Flows with Arbitrary Material-Density Ratios

Rodney Fox , Frédérique Laurent , Aymeric Vié
Journal of Fluid Mechanics, 2020, 903, pp.A5. ⟨10.1017/jfm.2020.615⟩
Journal articles hal-02796207v2
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Ergodicity of stochastic Cahn-Hilliard equations with logarithmic potentials driven by degenerate or nondegenerate noises

Ludovic Goudenège , Bin Xie
Journal of Differential Equations, 2020, 269 (9), pp.6988-7014. ⟨10.1016/j.jde.2020.04.047⟩
Journal articles hal-03101180v1
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A Kinetic-Based Model for High-Speed, Monodisperse, Fluid-Particle Flows

Victor Boniou , Rodney O. Fox , Frédérique Laurent
Preprints, Working Papers, ... hal-04037062v1

Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion

Alexandre Richard , Denis Talay
Preprints, Working Papers, ... hal-01323288v1

Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models

Ludovic Goudenège , Andrea Molent , Antonino Zanette
Quantitative Finance, 2020, 20 (4), pp.573-591. ⟨10.1080/14697688.2019.1701698⟩
Journal articles hal-03013606v1
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Regularity of generalized stochastic processes

Brice Hannebicque
Probability [math.PR]. Université Paris-Saclay, 2021. English. ⟨NNT : 2021UPASM007⟩
Theses tel-03260689v1