Fédération de Mathématiques de CentraleSupélec

Les 20 dernières publications

Titre Auteurs Date de publication Source
The generalized quadrature method of moments Frederique Laurent 01/01/2023 Journal of Aerosol Science
Moving average options: Machine learning and Gauss-Hermite quadrature for a double non-Markovian problem Ludovic Goudenège 01/12/2022 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 01/12/2022 Journal of Computational Physics
Regularity of an abstract Wiener integral Brice Hannebicque, Érick Herbin 01/12/2022 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 01/04/2022 International Journal of Multiphase Flow
Likelihood-based non-Markovian models from molecular dynamics Ludovic Goudenège 29/03/2022 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 01/01/2022 SIAM Journal on Applied Mathematics
Discrete-time simulation of Stochastic Volterra equations Alexandre Richard 01/11/2021 Stochastic Processes and their Applications
Stochastic phase field α-Navier-Stokes vesicle-fluid interaction model Ludovic Goudenège 01/04/2021 Journal of Mathematical Analysis and Applications
Penalisation techniques for one-dimensional reflected rough differential equations Alexandre Richard 02/11/2020 Bernoulli
Ergodicity of stochastic Cahn-Hilliard equations with logarithmic potentials driven by degenerate or nondegenerate noises Ludovic Goudenège 15/10/2020 Journal of Differential Equations
Weak convergence rates of splitting schemes for the stochastic Allen–Cahn equation Ludovic Goudenège 01/09/2020 BIT Numerical Mathematics
Computing credit valuation adjustment solving coupled PIDEs in the Bates model Ludovic Goudenège 01/06/2020 Computational Management Science
Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models Ludovic Goudenège 02/04/2020 Quantitative Finance
Modulation of homogeneous and isotropic turbulence by sub-Kolmogorov particles: Impact of particle field heterogeneity Roxane Letournel, Frederique Laurent, Aymeric Vié 01/04/2020 International Journal of Multiphase Flow
Coercivity, hypocoercivity, exponential time decay and simulations for discrete Fokker–Planck equations P. Lafitte 01/03/2020 Numerische Mathematik
A second-order realizable scheme for moment advection on unstructured grids Frederique Laurent 01/03/2020 Computer Physics Communications
Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate Ludovic Goudenège 01/01/2020 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 01/01/2020 Journal of Fluid Mechanics
On the root solution to the skorokhod embedding problem given full marginals Alexandre Richard 01/01/2020 SIAM Journal on Control and Optimization

Nombre de publications du laboratoire par domaine scientifique (2016-2021)

Chaque publication du laboratoire peut être rangée dans une ou plusieurs disciplines scientifiques : la figure ci-dessus présente le nombre de publications du laboratoire pour chaque discipline de la classification ASJC (Elsevier)