| Publication | Date of Publication | Type |
|---|
The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain
Mathematics and Computers in Simulation | 2021-02-19 | Paper |
A new \textit{walk on equations} Monte Carlo method for solving systems of linear algebraic equations
Applied Mathematical Modelling | 2019-12-20 | Paper |
A new unbiased stochastic algorithm for solving linear Fredholm equations of the second kind
Advances in Computational Mathematics | 2019-06-28 | Paper |
A partially reflecting random walk on spheres algorithm for electrical impedance tomography
Journal of Computational Physics | 2016-12-05 | Paper |
Monte Carlo methods for linear and non-linear Poisson-Boltzmann equation
ESAIM: Proceedings and Surveys | 2016-02-10 | Paper |
Robust adaptive numerical integration of irregular functions with applications to basket and other multi-dimensional exotic options
Applied Numerical Mathematics | 2015-12-18 | Paper |
The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain
(available as arXiv preprint) | 2014-01-15 | Paper |
Monte Carlo approximations of the Neumann problem
Monte Carlo Methods and Applications | 2013-11-26 | Paper |
New Monte Carlo schemes for simulating diffusions in discontinuous media
Journal of Computational and Applied Mathematics | 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
Monte Carlo Methods and Applications | 2012-07-13 | Paper |
Simulating diffusions with piecewise constant coefficients using a kinetic approximation
Computer Methods in Applied Mechanics and Engineering | 2012-02-08 | Paper |
Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing
Monte Carlo Methods and Applications | 2011-01-13 | Paper |
Probabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics
ESAIM: Mathematical Modelling and Numerical Analysis | 2010-10-12 | Paper |
Stochastic spectral formulations for elliptic problems
Monte Carlo and Quasi-Monte Carlo Methods 2008 | 2010-02-15 | Paper |
Computing the principal eigenelements of some linear operators using a branching Monte Carlo method
Journal of Computational Physics | 2008-11-25 | Paper |
Some new simulations schemes for the evaluation of Feynman–Kac representations
Monte Carlo Methods and Applications | 2008-08-11 | Paper |
Computing the principal eigenvalue of the Laplace operator by a stochastic method
Mathematics and Computers in Simulation | 2007-03-12 | Paper |
On a Monte Carlo method for neutron transport criticality computations
IMA Journal of Numerical Analysis | 2006-12-12 | Paper |
Quasi-Monte Carlo quadratures for multivariate smooth functions
Applied Numerical Mathematics | 2006-05-29 | Paper |
A spectral Monte Carlo method for the Poisson equation
Monte Carlo Methods and Applications | 2005-03-10 | Paper |
An iterative computation of approximations on Korobov-like spaces.
Journal of Computational and Applied Mathematics | 2003-08-25 | Paper |
| scientific article; zbMATH DE number 1911041 (Why is no real title available?) | 2003-07-14 | Paper |
A Monte Carlo computation of polynomial approximations on a hypercube
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2003-01-01 | Paper |
Intégration numérique d'ordre élevé de fonctions régulières ou singulières sur un intervalle
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1999-02-02 | Paper |
