Publications

2018

• Monte-Carlo Algorithms for Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations
  
  • Le Cavil Anthony
  • Oudjane Nadia
  • Russo Francesco
  Monte Carlo Methods and Applications, De Gruyter, 2018, 24 (1), pp.55-70. (10.1515/mcma-2018-0005)
  DOI : 10.1515/mcma-2018-0005
• Error estimates for numerical approximation of Hamilton-Jacobi equations related to hybrid control systems
  
  • Ferretti Roberto
  • Sassi Achille
  • Zidani Hasnaa
  Applied Mathematics and Optimization, Springer Verlag (Germany), 2018. (10.1007/s00245-018-9515-8)
  DOI : 10.1007/s00245-018-9515-8
• Minimal graphs for matching extension
  
  • Costa Marie-Christine
  • de Werra Dominique
  • Picouleau Christophe
  Discrete Applied Mathematics, Elsevier, 2018, 234, pp.47-55. (10.1016/j.dam.2015.11.007)
  DOI : 10.1016/j.dam.2015.11.007
• A Family of Crouzeix-Raviart Finite Elements in 3D
  
  • Ciarlet Patrick
  • Dunkl Charles F
  • Sauter Stefan A
  Analysis and Applications, World Scientific Publishing, 2018. (10.1142/S0219530518500070)
  DOI : 10.1142/S0219530518500070
• Microstructural topological sensitivities of the second-order macroscopic model for waves in periodic media
  
  • Bonnet Marc
  • Cornaggia Rémi
  • Guzina Bojan B
  SIAM Journal on Applied Mathematics, Society for Industrial and Applied Mathematics, 2018, 78 (4), pp.2057-2082. (10.1137/17M1149018)
  DOI : 10.1137/17M1149018
• Optimal control of normalized SIMR models with vaccination and treatment
  
  • Pinho Maria Do Rosário De
  • Maurer Helmut
  • Zidani Hasnaa
  Discrete and Continuous Dynamical Systems - Series B, American Institute of Mathematical Sciences, 2018, 23 (1), pp.79 - 99. (10.3934/dcdsb.2018006)
  DOI : 10.3934/dcdsb.2018006
• Gas storage valuation and hedging. A quantification of the model risk.
  
  • Henaff Patrick
  • Laachir Ismail
  • Russo Francesco
  International Journal of Financial Studies, MDPI, 2018, 6 (1 (27)). (10.3390/ijfs6010027)
  DOI : 10.3390/ijfs6010027
• On measures in sub-Riemannian geometry
  
  • Ghezzi Roberta
  • Jean Frédéric
  Séminaire de Théorie Spectrale et Géométrie, Grenoble : Université de Grenoble 1, Institut Fourier, 1983-, 2018, 33 (2015-2016). (10.5802/tsg.312)
  DOI : 10.5802/tsg.312
• A mixed formulation of the Tikhonov regularization and its application to inverse PDE problems
  
  • Bourgeois Laurent
  • Recoquillay Arnaud
  ESAIM: Mathematical Modelling and Numerical Analysis, EDP Sciences, 2018, 52 (1), pp.123-145. (10.1051/m2an/2018008)
  DOI : 10.1051/m2an/2018008
• Value function and optimal trajectories for a maximum running cost control problem with state constraints. Application to an abort landing problem.
  
  • Assellaou Mohamed
  • Bokanowski Olivier
  • Désilles Anna
  • Zidani Hasnaa
  ESAIM: Mathematical Modelling and Numerical Analysis, EDP Sciences, 2018, 52 (1), pp.305--335. (10.1051/m2an/2017064)
  DOI : 10.1051/m2an/2017064
• Asymptotic method for estimating magnetic moments from field measurements on a planar grid
  
  • Baratchart Laurent
  • Chevillard Sylvain
  • Leblond Juliette
  • Lima Eduardo Andrade
  • Ponomarev Dmitry
  , 2018.
• Infinite-dimensional calculus under weak spatial regularity of the processes.
  
  • Flandoli Franco
  • Russo Francesco
  • Zanco Giovanni
  Journal of Theoretical Probability, Springer, 2018, 31, pp.789–826. (10.1007/s10959-016-0724-2)
  DOI : 10.1007/s10959-016-0724-2
• Numerical analysis of the mixed finite element method for the neutron diffusion eigenproblem with heterogeneous coefficients
  
  • Ciarlet Patrick
  • Giret Léandre
  • Jamelot Erell
  • Kpadonou Félix D.
  ESAIM: Mathematical Modelling and Numerical Analysis, EDP Sciences, 2018, 52 (5), pp.2003-2035. (10.1051/m2an/2018011)
  DOI : 10.1051/m2an/2018011
• Special weak Dirichlet processes and BSDEs driven by a random measure
  
  • Bandini Elena
  • Russo Francesco
  Bernoulli, 2018, 24 (4A), pp.2569-2609. (10.3150/17-BEJ937)
  DOI : 10.3150/17-BEJ937