Sylvain Maire

Available identifiers

zbMath Open maire.sylvainMaRDI QIDQ658804

List of research outcomes

Publication	Date of Publication	Type
The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain	2021-02-19	Paper
A new \textit{walk on equations} Monte Carlo method for solving systems of linear algebraic equations	2019-12-20	Paper
A new unbiased stochastic algorithm for solving linear Fredholm equations of the second kind	2019-06-28	Paper
A partially reflecting random walk on spheres algorithm for electrical impedance tomography	2016-12-05	Paper
Monte Carlo methods for linear and non-linear Poisson-Boltzmann equation	2016-02-10	Paper
Robust adaptive numerical integration of irregular functions with applications to basket and other multi-dimensional exotic options	2015-12-18	Paper
The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain	2014-01-15	Paper
Monte Carlo approximations of the Neumann problem	2013-11-26	Paper
New Monte Carlo schemes for simulating diffusions in discontinuous media	2013-04-22	Paper
Adaptive numerical integration and control variates for pricing Basket Options	2012-10-29	Paper
A restarted estimation of distribution algorithm for solving sudoku puzzles	2012-07-13	Paper
Simulating diffusions with piecewise constant coefficients using a kinetic approximation	2012-02-08	Paper
Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing	2011-01-13	Paper
Probabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics	2010-10-12	Paper
Stochastic Spectral Formulations for Elliptic Problems	2010-02-15	Paper
Computing the principal eigenelements of some linear operators using a branching Monte Carlo method	2008-11-25	Paper
Some new simulations schemes for the evaluation of Feynman–Kac representations	2008-08-11	Paper
Computing the principal eigenvalue of the Laplace operator by a stochastic method	2007-03-12	Paper
On a Monte Carlo method for neutron transport criticality computations	2006-12-12	Paper
Quasi-Monte Carlo quadratures for multivariate smooth functions	2006-05-29	Paper
A spectral Monte Carlo method for the Poisson equation	2005-03-10	Paper
An iterative computation of approximations on Korobov-like spaces.	2003-08-25	Paper
https://portal.mardi4nfdi.de/entity/Q4806850	2003-07-14	Paper
A Monte Carlo computation of polynomial approximations on a hypercube	2003-01-01	Paper
Intégration numérique d'ordre élevé de fonctions régulières ou singulières sur un intervalle	1999-02-02	Paper

Research outcomes over time

This page was built for person: Sylvain Maire