Fédération de Mathématiques de CentraleSupélec

The 20 latest publications

Title Authors Publication date Source
The generalized quadrature method of moments Frederique Laurent 01/01/23 Journal of Aerosol Science
Moving average options: Machine learning and Gauss-Hermite quadrature for a double non-Markovian problem Ludovic Goudenège 12/01/22 European Journal of Operational Research
Consistency and accuracy in the simulation of two-phase flows with phase change using sharp interface capturing methods Victor Boniou, Thomas Schmitt, Aymeric Vié 12/01/22 Journal of Computational Physics
Regularity of an abstract Wiener integral Brice Hannebicque, Érick Herbin 12/01/22 Stochastic Processes and their Applications
Comparison of interface capturing methods for the simulation of two-phase flow in a unified low-Mach framework Aymeric Vié 04/01/22 International Journal of Multiphase Flow
Likelihood-based non-Markovian models from molecular dynamics Ludovic Goudenège 03/29/22 Proceedings of the National Academy of Sciences of the United States of America
HYPERBOLIC QUADRATURE METHOD OF MOMENTS FOR THE ONE-DIMENSIONAL KINETIC EQUATION Frederique Laurent 01/01/22 SIAM Journal on Applied Mathematics
Discrete-time simulation of Stochastic Volterra equations Alexandre Richard 11/01/21 Stochastic Processes and their Applications
Stochastic phase field α-Navier-Stokes vesicle-fluid interaction model Ludovic Goudenège 04/01/21 Journal of Mathematical Analysis and Applications
Penalisation techniques for one-dimensional reflected rough differential equations Alexandre Richard 11/02/20 Bernoulli
Ergodicity of stochastic Cahn-Hilliard equations with logarithmic potentials driven by degenerate or nondegenerate noises Ludovic Goudenège 10/15/20 Journal of Differential Equations
Weak convergence rates of splitting schemes for the stochastic Allen–Cahn equation Ludovic Goudenège 09/01/20 BIT Numerical Mathematics
Computing credit valuation adjustment solving coupled PIDEs in the Bates model Ludovic Goudenège 06/01/20 Computational Management Science
Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models Ludovic Goudenège 04/02/20 Quantitative Finance
Modulation of homogeneous and isotropic turbulence by sub-Kolmogorov particles: Impact of particle field heterogeneity Roxane Letournel, Frederique Laurent, Aymeric Vié 04/01/20 International Journal of Multiphase Flow
Coercivity, hypocoercivity, exponential time decay and simulations for discrete Fokker–Planck equations P. Lafitte 03/01/20 Numerische Mathematik
A second-order realizable scheme for moment advection on unstructured grids Frederique Laurent 03/01/20 Computer Physics Communications
Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate Ludovic Goudenège 01/01/20 Decisions in Economics and Finance
A hyperbolic two-fluid model for compressible flows with arbitrary material-density ratios Rodney O. Fox, Frederique Laurent, Aymeric Vié 01/01/20 Journal of Fluid Mechanics
On the root solution to the skorokhod embedding problem given full marginals Alexandre Richard 01/01/20 SIAM Journal on Control and Optimization

Number of publications of the laboratory by scientific field (2016-2021)

Every paper can be classified in one or more scientific fields. The figure below shows the lab's number of publications in each scientific field, according to the ASJC classification (Elsevier)