| Publication | Date of Publication | Type |
|---|
Finite difference methods for a continuous-time heterogeneous agent model with recursive utility
(available as arXiv preprint) | 2026-06-22 | Paper |
State-constrained optimal control problems with control on the acceleration: applications to kinetic mean field games
SIAM Journal on Control and Optimization | 2026-01-14 | Paper |
Homogenization of Hamilton-Jacobi equations with defects leading to stratified problems
NoDEA. Nonlinear Differential Equations and Applications | 2025-09-30 | Paper |
A mean field model for the interactions between firms on the markets of their inputs
Mathematics and Financial Economics | 2024-11-01 | Paper |
Deterministic mean field games on networks: a Lagrangian approach
SIAM Journal on Mathematical Analysis | 2024-10-18 | Paper |
Homogenization of some periodic Hamilton-Jacobi equations with defects
Communications in Partial Differential Equations | 2023-10-26 | Paper |
Homogenization of some periodic Hamilton-Jacobi equations with defects
Communications in Partial Differential Equations | 2023-10-26 | Paper |
A simple city equilibrium model with an application to teleworking
Applied Mathematics and Optimization | 2023-08-21 | Paper |
| Simulating numerically the Krusell-Smith model with neural networks | 2022-11-14 | Paper |
Mean field games of controls: finite difference approximations
Mathematics in Engineering | 2022-08-25 | Paper |
Deterministic mean field games with control on the acceleration and state constraints
SIAM Journal on Mathematical Analysis | 2022-07-26 | Paper |
| First order Mean Field Games on networks | 2022-07-22 | Paper |
| A mean field model for the interactions between firms on the markets of their inputs | 2022-07-12 | Paper |
A class of short-term models for the oil industry that accounts for speculative oil storage
Finance and Stochastics | 2022-07-05 | Paper |
Income and wealth distribution in macroeconomics: a continuous-time approach
Review of Economic Studies | 2022-03-16 | Paper |
Optimal control of conditioned processes with feedback controls
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2021-03-10 | Paper |
Mean field games and applications: numerical aspects
(available as arXiv preprint) | 2021-01-29 | Paper |
Finite horizon mean field games on networks
Calculus of Variations and Partial Differential Equations | 2020-10-02 | Paper |
Deterministic mean field games with control on the acceleration
NoDEA. Nonlinear Differential Equations and Applications | 2020-06-17 | Paper |
| A class of short-term models for the oil industry addressing speculative storage | 2020-03-26 | Paper |
A class of infinite horizon mean field games on networks
Networks and Heterogeneous Media | 2019-10-10 | Paper |
Mean Field Games for Modeling Crowd Motion
Computational Methods in Applied Sciences | 2019-07-17 | Paper |
Homogenization of a transmission problem with Hamilton-Jacobi equations and a two-scale interface. Effective transmission conditions
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2019-01-14 | Paper |
Mean field games with congestion
Annales de l'Institut Henri Poincaré. Analyse Non Linéaire | 2018-02-20 | Paper |
Mean field type control with congestion. II: An augmented Lagrangian method
Applied Mathematics and Optimization | 2017-04-03 | Paper |
A long-term mathematical model for mining industries
Applied Mathematics and Optimization | 2017-04-03 | Paper |
Mean field games models of segregation
M\(^3\)AS. Mathematical Models & Methods in Applied Sciences | 2017-02-15 | Paper |
Partial differential equation models in macroeconomics
Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2017-01-13 | Paper |
Effective transmission conditions for Hamilton-Jacobi equations defined on two domains separated by an oscillatory interface
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2016-11-03 | Paper |
Mean field type control with congestion
Applied Mathematics and Optimization | 2016-06-30 | Paper |
Erratum to the article: Hamilton-Jacobi equations for optimal control on junctions and networks
European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations | 2016-05-26 | Paper |
A transmission problem across a fractal self-similar interface
Multiscale Modeling & Simulation | 2016-05-18 | Paper |
On the system of partial differential equations arising in mean field type control
Discrete and Continuous Dynamical Systems | 2016-03-09 | Paper |
Convergence of a finite difference scheme to weak solutions of the system of partial differential equations arising in mean field games
SIAM Journal on Numerical Analysis | 2016-02-11 | Paper |
Hamilton-Jacobi equations for optimal control on junctions and networks
ESAIM: Control, Optimisation and Calculus of Variations | 2015-07-13 | Paper |
Hamilton-Jacobi Equations on Networks as Limits of Singularly Perturbed Problems in Optimal Control: Dimension Reduction
Communications in Partial Differential Equations | 2015-06-22 | Paper |
| A survey on numerical methods for mean field games | 2015-01-22 | Paper |
Comparison of different definitions of traces for a class of ramified domains with self-similar fractal boundaries
Potential Analysis | 2014-06-27 | Paper |
On numerical approximation of the Hamilton-Jacobi-transport system arising in high frequency approximations
Discrete and Continuous Dynamical Systems. Series B | 2014-03-07 | Paper |
A qualitative model for aggregation and diffusion of \(\beta \)-amyloid in Alzheimer's disease
Journal of Mathematical Biology | 2014-02-03 | Paper |
Mean field games: convergence of a finite difference method
SIAM Journal on Numerical Analysis | 2014-01-21 | Paper |
Finite difference methods for mean field games
Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications | 2013-07-23 | Paper |
Hamilton-Jacobi equations constrained on networks
NoDEA. Nonlinear Differential Equations and Applications | 2013-07-19 | Paper |
A semi-Lagrangian scheme for mean curvature motion with nonlinear Neumann conditions
Interfaces and Free Boundaries | 2013-04-12 | Paper |
Mean field games: numerical methods for the planning problem
SIAM Journal on Control and Optimization | 2012-05-30 | Paper |
\(JLip\) versus Sobolev spaces on a class of self-similar fractal foliages
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2012-02-11 | Paper |
HOMOGENIZATION OF FIRST-ORDER EQUATIONS WITH u/∊-PERIODIC HAMILTONIAN: RATE OF CONVERGENCE AS ∊ → 0 AND NUMERICAL METHODS
M\(^3\)AS. Mathematical Models & Methods in Applied Sciences | 2011-08-16 | Paper |
Trace Theorems for a Class of Ramified Domains with Self-Similar Fractal Boundaries
SIAM Journal on Mathematical Analysis | 2011-05-17 | Paper |
Mean field games: numerical methods
SIAM Journal on Numerical Analysis | 2011-04-11 | Paper |
A posteriori error estimates for parabolic variational inequalities
Journal of Scientific Computing | 2011-01-16 | Paper |
Low frequency tangential filtering decomposition
Numerical Linear Algebra with Applications | 2009-08-17 | Paper |
Partial Differential Equations for Option Pricing
Special Volume: Mathematical Modeling and Numerical Methods in Finance | 2009-06-05 | Paper |
An Inverse Problem for a Parabolic Variational Inequality with an Integro-Differential Operator
SIAM Journal on Control and Optimization | 2009-03-27 | Paper |
HOMOGENIZATION OF HAMILTON–JACOBI EQUATIONS: NUMERICAL METHODS
M\(^3\)AS. Mathematical Models & Methods in Applied Sciences | 2008-10-20 | Paper |
| scientific article; zbMATH DE number 5346998 (Why is no real title available?) | 2008-09-25 | Paper |
Approximation of solutions of Hamilton-Jacobi equations on the Heisenberg group
ESAIM: Mathematical Modelling and Numerical Analysis | 2008-09-01 | Paper |
Trace results on domains with self-similar fractal boundaries
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2008-06-24 | Paper |
| Boundary value problems in ramified domains with fractal boundaries | 2008-06-03 | Paper |
| Finite difference methods for Hamilton-Jacobi equations on the Heisenberg group | 2008-03-06 | Paper |
| Neumann conditions on fractal boundaries | 2008-02-15 | Paper |
A Multiscale Numerical Method for Poisson Problems in Some Ramified Domains with a Fractal Boundary
Multiscale Modeling & Simulation | 2007-09-07 | Paper |
A new Cement to Glue non-conforming Grids with Robin interface conditions: the finite element case
(available as arXiv preprint) | 2007-05-02 | Paper |
Transparent boundary conditions for the Helmholtz equation in some ramified domains with a fractal boundary
Journal of Computational Physics | 2007-02-19 | Paper |
Diffusion and propagation problems in some ramified domains with a fractal boundary
ESAIM: Mathematical Modelling and Numerical Analysis | 2007-02-05 | Paper |
Diffusion and propagation problems in some ramified domains with a fractal boundary
ESAIM: Mathematical Modelling and Numerical Analysis | 2007-02-05 | Paper |
Volatility calibration with American options
Methods and Applications of Analysis | 2006-09-14 | Paper |
Transparent boundary conditions for a class of boundary value problems in some ramified domains with a fractal boundary
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2006-08-14 | Paper |
Boundary value problems with nonhomogeneous Neumann conditions on a fractal boundary
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2006-08-14 | Paper |
Numerical Procedure for Calibration of Volatility with American Options
Applied Mathematical Finance | 2005-10-27 | Paper |
An iterated tangential filtering decomposition
Numerical Linear Algebra with Applications | 2005-09-21 | Paper |
An Inverse Problem for a Parabolic Variational Inequality Arising in Volatility Calibration with American Options
SIAM Journal on Control and Optimization | 2005-09-15 | Paper |
| Computational Methods for Option Pricing | 2005-09-12 | Paper |
VOLATILITY SMILE BY MULTILEVEL LEAST SQUARE
International Journal of Theoretical and Applied Finance | 2005-06-22 | Paper |
A partial differential equation connected to option pricing with stochastic volatility: Regularity results and discretization
Mathematics of Computation | 2005-04-27 | Paper |
| scientific article; zbMATH DE number 2120452 (Why is no real title available?) | 2004-11-30 | Paper |
A priori and a posteriori analysis of finite volume discretizations of Darcy's equations
Numerische Mathematik | 2004-07-01 | Paper |
Variational Analysis for the Black and Scholes Equation with Stochastic Volatility
ESAIM: Mathematical Modelling and Numerical Analysis | 2003-08-25 | Paper |
Variational Analysis for the Black and Scholes Equation with Stochastic Volatility
ESAIM: Mathematical Modelling and Numerical Analysis | 2003-08-25 | Paper |
A finite difference scheme on a non commutative group
Numerische Mathematik | 2003-04-06 | Paper |
A new cement to glue non-conforming grids with Robin interface conditions: The finite volume case
Numerische Mathematik | 2003-03-18 | Paper |
| scientific article; zbMATH DE number 1827891 (Why is no real title available?) | 2003-02-04 | Paper |
The Mortar Element Method with Overlapping Subdomains
SIAM Journal on Numerical Analysis | 2003-01-05 | Paper |
Adaptive finite volume or finite element discretization of Darcy's equations with variable permeability
Comptes Rendus de l'Académie des Sciences. Série I. Mathématique | 2002-07-03 | Paper |
The Black and Scholes equation with stochastic volatility. Variational methods
Comptes Rendus de l'Académie des Sciences. Série I. Mathématique | 2001-09-09 | Paper |
A domain decomposition preconditioner for an advection-diffusion problem
Computer Methods in Applied Mechanics and Engineering | 2000-11-13 | Paper |
| scientific article; zbMATH DE number 1322517 (Why is no real title available?) | 2000-10-17 | Paper |
On a Parallel Implementation of the Mortar Element Method
ESAIM: Mathematical Modelling and Numerical Analysis | 2000-06-04 | Paper |
On a Parallel Implementation of the Mortar Element Method
ESAIM: Mathematical Modelling and Numerical Analysis | 2000-06-04 | Paper |
Convergence Analysis of a Finite Element Projection/Lagrange--Galerkin Method for the Incompressible Navier--Stokes Equations
SIAM Journal on Numerical Analysis | 2000-03-19 | Paper |
| Domain decomposition for Navier-Stokes equations. | 2000-01-01 | Paper |
| scientific article; zbMATH DE number 1223741 (Why is no real title available?) | 1999-09-23 | Paper |
| scientific article; zbMATH DE number 1296912 (Why is no real title available?) | 1999-09-23 | Paper |
Iterative Substructuring Preconditioners for Mortar Element Methods in Two Dimensions
SIAM Journal on Numerical Analysis | 1999-05-19 | Paper |
Effective boundary conditions for laminar flows over periodic rough boundaries
Journal of Computational Physics | 1999-05-02 | Paper |
| scientific article; zbMATH DE number 1218980 (Why is no real title available?) | 1999-04-07 | Paper |
| scientific article; zbMATH DE number 1163834 (Why is no real title available?) | 1999-03-18 | Paper |
Constructing wall laws with domain decomposition or asymptotic expansion techniques
Computer Methods in Applied Mechanics and Engineering | 1998-12-15 | Paper |
| scientific article; zbMATH DE number 1218949 (Why is no real title available?) | 1998-11-03 | Paper |
A Robin-Robin preconditioner for an advection-diffusion problem
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1998-05-25 | Paper |
| scientific article; zbMATH DE number 1004911 (Why is no real title available?) | 1997-10-01 | Paper |
Substructuring preconditioners for the \(Q_ 1\) mortar element method
Numerische Mathematik | 1996-06-30 | Paper |
PRECONDITIONERS FOR THE MORTAR METHOD BASED ON LOCAL APPROXIMATIONS OF THE STEKLOV-POINCARÉ OPERATOR
M\(^3\)AS. Mathematical Models & Methods in Applied Sciences | 1996-06-03 | Paper |
| scientific article; zbMATH DE number 837117 (Why is no real title available?) | 1996-04-15 | Paper |
| scientific article; zbMATH DE number 817382 (Why is no real title available?) | 1996-04-01 | Paper |
