Jean-Marc Mercier

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A class of mesh-free algorithms for some problems arising in finance and machine learning Journal of Scientific Computing	2023-06-20	Paper
Mesh-free error integration in arbitrary dimensions: a numerical study of discrepancy functions Computer Methods in Applied Mechanics and Engineering	2021-10-22	Paper
The Transport-based Mesh-free Method (TMM) and its applications in finance: a review	2019-11-03	Paper
A new method for solving Kolmogorov equations in mathematical finance Comptes Rendus. Mathématique. Académie des Sciences, Paris	2017-07-19	Paper
Revisiting the method of characteristics via a convex hull algorithm Journal of Computational Physics	2016-12-05	Paper
An algorithm (CoDeFi) for overcoming the curse of dimensionality in mathematical finance	2016-06-30	Paper
Global continuous Riemann solver for nonlinear elasticity Archive for Rational Mechanics and Analysis	2004-01-14	Paper
Admissible Riemann solvers for genuinely nonlinear \(p\)-systems of mixed type Journal of Differential Equations	2003-02-19	Paper
Fully Discrete, Entropy Conservative Schemes of ArbitraryOrder SIAM Journal on Numerical Analysis	2003-01-05	Paper
Some results on semilinear systems on the unbounded space \(\mathbb{R}^3\) Revista Matemática Complutense	2001-11-19	Paper
Global existence and long term estimation for an integro-differential system Ricerche di Matematica	2001-02-16	Paper
Convergence of numerical algorithms for semilinear hyperbolic systems Rendiconti del Seminario Matematico della Università di Padova	2000-10-23	Paper
Convergence of numerical algorithms for semilinear hyperbolic systems Rendiconti del Seminario Matematico della Università di Padova	2000-10-23	Paper
scientific article; zbMATH DE number 961209 (Why is no real title available?)	1997-05-19	Paper
scientific article; zbMATH DE number 972683 (Why is no real title available?)	1997-01-29	Paper
CodPy: a Python library for numerics, machine learning, and statistics (available as arXiv preprint)	N/A	Paper
Extrapolation and generative algorithms for three applications in finance (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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