2006

2006

    [334] 
    An error estimate for a new scheme for mean curvature motion.
    N. FORCADEL.
    24 pages,  Décembre 2006
    [333] 
    General Duality for Perpetual American Options.
    A. ALFONSI, B. JOURDAIN.
    22 pages,  Décembre 2006
    [332] 
    A Discontinuous Galerkin method with weighted averages for advection-diffusion equations with locally vanishing and anisotropic diffusivity.
    A. ERN, A. STEPHANSEN, P. ZUNINO.
    21 pages,  Décembre 2006
    [331] 
    Does waste-recycling really improve Metropolis-Hastings Monte Carlo algorithm?.
    J.-F. DELMAS, B. JOURDAIN.
    16 pages,  Novembre 2006
    [330] 
    Discontinuous Galerkin methods for anisotropic semi-definite diffusion with advection.
    D. A. DI PIETRO, A. ERN, J.-L. GUERMOND.
    28 pages,  Novembre 2006
    [329] 
    Height process for super-critical continuous state branching process.
    J.-F. DELMAS.
    15 pages,  Novembre 2006
    [328] 
    Pricing double barrier Parisian Options using Laplace transforms.
    C. LABART, J. LELONG.
    22 pages,  Novembre 2006
    [327] 
    A numerical study for the homogenization of one-dimensional models describing the motion of dislocations.
    A. GHORBEL, P. HOCH, R. MONNEAU.
    21 pages,  Octobre 2006
    [326] 
    Stochastic flows approach to Dupire's formula.
    B. JOURDAIN.
    13 pages,  Octobre 2006
    [325] 
    Convergence of a Generalized Fast Marching Method for a non-convex eikonal equation.
    E. CARLINI, M. FALCONE, N. FORCADEL, R. MONNEAU.
    40 pages,  Octobre 2006
    [324] 
    Existence and uniqueness of a solution of a non-conservative Burgers type system describing the dynamics of dislocations densities.
    A. EL HAJJ.
    26 pages,  Octobre 2006
    [323] 
    Epi-convergence of stochastic optimization problems involving both random variables and measurability constraints approximations.
    J.-P. CHANCELIER.
    16 pages,  Octobre 2006
    [322] 
    Risk aversion in one-armed bandit problems.
    J.-P. CHANCELIER, M. DE LARA, A. DE PALMA.
    9 pages,  Octobre 2006
    [321] 
    Interchange of minimization and integration with measurability constraints.
    C. STRUGAREK.
    9 pages,  Septembre 2006
    [320] 
    Discontinuous Galerkin methods for Friedrichs' systems. Part III. Multi-field theories with partial coercivity.
    A. ERN, J.-L. GUERMOND.
    28 pages,  Septembre 2006
    [319] 
    An extension to the Wiener space of the arbitrary functions principle.
    N. BOULEAU.
    6 pages,  Septembre 2006
    [318] 
    Changing the branching mechanism of a continuous state branching process using immigration.
    R. ABRAHAM, J.-F. DELMAS.
    14 pages,  Septembre 2006
    [317] 
    On the coarsest topology preserving continuity.
    N. BOULEAU.
    16 pages,  Septembre 2006
    [316] 
    On some errors related to the graduation of measuring instruments.
    N. BOULEAU.
    25 pages,  Septembre 2006
    [315] 
    A kinetic formulation of moving fronts and application to dislocations dynamics.
    R. MONNEAU.
    29 pages,  Septembre 2006
    [314] 
    Probabilistic approximation of a nonlinear parabolic equation occuring in rheology, .
    M. BEN ALAYA, B. JOURDAIN.
    23 pages,  Juin 2006
    [313] 
    A convergent scheme for a non-local coupled system modelling dislocations densities dynamics, .
    A. EL HAJJ, N. FORCADEL.
    25 pages,  Mai 2006
    [312] 
    Central limit theorems for truncating and averaging stochastic algorithms: a functional approach, .
    J. LELONG.
    23 pages,  Mai 2006
    [311] 
    Méthodes de type Galerkin discontinu pour la résolution numérique des équations de Maxwell en régime fréquentiel, .
    V. DOLEAN, H. FOL, S. LANTERI, S. PIPERNO.
    96 pages, Mai 2006, Sophia Antipolis. (rapport INRIA 5904)
    [310] 
    Etude de stabilité d'un schéma volumes finis pour les équations de l'élasto-dynamique en maillages non structurés, .
    M. BEN JEMAA, S. PIPERNO, N. GLINSKY-OLIVIER.
    27 pages, février 2006, Sophia Antipolis. (rapport INRIA 5817)
    [309] 
    Sampling boltzmann-gibbs distributions restricted on a manifold with diffusions : application to free energy calculations, .
    G. CICCOTTI, T. LELIEVRE, E. VANDEN-EIJNDEN.
    47 pages,  avril 2006
    [308] 
    When and how an error yields a Dirichlet form, .
    N. BOULEAU.
    48 pages,  mars 2006
    [307] 
    A call-put duality for perpetual american options, .
    A. ALFONSI, B. JOURDAIN.
    30 pages, avril 2006
    [306] 
    Computation of free energy differences through nonequilibrium stochastic dynamics : the reaction coordinate case, .
    T. LELIEVRE, M. ROUSSET, G. STOLTZ.
    25 pages,  mars 2006
    [305] 
    Asymptotics for the small fragments of the fragmentation at nodes, .
    R. ABRAHAM, J. F. DELMAS.
    17 pages,  mars 2006
    [304] 
    Well-posedness and numerical analysis of a one-dimension non-local transport equation modelling dislocations dynamics, .
    A. GHORBEL, R. MONNEAU.
    31 pages,  mars 2006
    [303] 
    Convergence of a non-local eikonal equation to anisotropic mean curvature motion. Application to dislocations dynamics, .
    F. DA LIO, N. FORCADEL, R. MONNEAU.
    49 pages,  février 2006
    [302] 
    Homogenization of first order equations with u/epsilon-periodic Hamiltonians. Part I : local equations, .
    C. IMBERT, R. MONNEAU.
    30 pages,  février 2006
    [301] 
    Limit theorems for bifurcating Markov Chains. Application to the detection of cellular aging, .
    J. GUYON.
    30 pages,  février 2006
    [300] 
    Fragmentation at height associated to Lévy processes, .
    J.F. DELMAS.
    16 pages,  janvier 2006
    [299] 
    Monotonic properties for the viable control of discrete time systems, .
    M. DE LARA, L. DOYEN, T. GUILBAUD, M-J. ROCHET.
    14 pages,  janvier 2006
    [298] 
    A continuous finite element method with face penalty to approximate Friederichs' systems, .
    E. BURMAN, A. ERN.
    23 pages,  janvier 2006
    [297] 
    Finite element evaluation of diffusion and dispersion tensors in periodic porous media with advection, .
    P. TARDF D'HAMONVILLE, A. ERN, L. DORMIEUX.
    22 pages,  janvier 2006
    [296] 
    Mathematics for molecular simulation: accomplishments and challenges, .
    C. LE BRIS.
    16 pages,  janvier 2006