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Publications du Cermics
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      Année 2007

Books

Lamberton D., Lapeyre B.,
Introduction to Stochastic Calculus Applied to Finance,
Second Edition, Chapman and Hall, 2007.


Articles (referred to by ISI WoK) and book chapters

[1] Alicandro R., Cicalese M., Gloria A.,
Mathematical derivation of a rubber-like stored energy functional,
C. R. Acad. Sci. Paris, 2007, Série I, vol. 345, pp. 479-482, 2007

[2] Barrault M., Cancès E., Le Bris C., Hager W.,
Multilevel domain decomposition for electronic structure calculations, ,
J. Comp. Phys., vol. 222, pp. 86-109, 2007

[3] Barty K., Roy J.-S., Strugarek C.,
Hilbert-Valued Perturbed Subgradient Algorithms,
Mathematics of Operations Research, n°32, pp. 551 ­ 562, 2007

[4] Belhadj M., Cancès E., Gerbeau J.-F., Mikelic A.,
Homogenization approach to filtration through a fibrous medium, ,
NHM 2, pp. 529-550, 2007

[5] Ben Alaya M., Jourdain B.,
Probabilistic approximation of a nonlinear parabolic equation occurring in rheology,
J. Appl. Probab., vol. 44, n°2, pp. 528-546, 2007

[6] Benjemaa M., Glinsky-Olivier N., Cruz-Atienza V.M., Piperno S., Virieux J.,
Dynamic non-planar crack rupture by a finite volume method,
Geophys. J. Int., 2007, vol. 171, pp. 271-285, 2007

[7] Bernacki M., Piperno S.,
A dissipation­free time-domain Discontinuous Galerkin method applied to three dimensional linearized Euler equations around a steady­state non-uniform inviscid flow,
J. Comput. Acoust., vol. 14, n° 4, pp. 445-467, 2006

[8] Blanc X., Le Bris C., Lions P-L.,
Stochastic homogenization and random lattices,
Journal de Mathématiques Pures et Appliquées, vol. 88, pp. 34-63, 2007

[9] Bouleau N.,
On error operators related to the arbitrary functions principle, ,
Journal of functional analysis, vol. 251, pp. 325-345, 2007

[10] Bouleau N., Levesque M., Gilchrist M.D, Derrien K. , Baptiste D.,
Numerical inversion of the Laplace-Carson transform applied to the homogenization of randomly reinforced viscoelastic media,,
Computational Mechanics, vol. 40, n°4, pp. 771-789, 2007

[11] Burman E., Ern A.,
Continuous interior penalty hp­finite element methods for advection and advection­diffusion equations,
Math. Comp., vol. 76, n°259, pp. 1119-1140, 2007

[12] Burman E., Ern A.,
A continuous finite element method with face penalty to approximate Friedrichs' systems,
ESAIM Math. Mod. Numer. Anal., vol. 41, n°1, pp. 55-76, 2007

[13] Burman E., Ern A., Mozolevski I., Stamm B.,
The symmetric discontinuous Galerkin method does not need stabilization in 1D for polynomial orders p>=2,
C. R. Acad. Sci. Paris, Ser. I, vol. 345, pp. 599-602, 2007

[14] Cancès E., Legoll F., Stoltz G.,
Theoretical and numerical comparison of some sampling methods for molecular dynamics,
ESAIM Math. Mod. Numer. Anal., vol. 41, pp. 351-389, 2007

[15] Chancelier J.-P., De Lara M., de Palma A.,
Risk aversion, road choice and the one-armed bandit problem. ,
In Transportation Science, vol. 41, n°1, pp. 1-14, 2006

[16] Chancelier J.-P., Messaoud M., Sulem A.,
A policy iteration algorithm for fixed point problems with nonexpansive operators,
Math. Meth. Oper. Res, vol. 65, pp. 239-259, 2007

[17] Dabo I., Wieckowski A., Marzari N.,
Vibrational recognition of adsorption sites for carbon monoxide on platinum-and platinum-ruthenium surfaces,
J. Am. Chem. Soc., vol. 129, pp. 11045-11052, 2007

[18] De Lara M., Doyen L., Guilbaud T., Rochet M.-J.,
Is a management framework based on spawning-stock biomass indicators sustainable? A viability approach. ,
ICES J. Mar. Sci., vol. 64, n°4, pp. 761-767, 2007

[19] De Lara M., Gilotte L.,
A tight sufficient condition for Radner-Stiglitz nonconcavity in the value of information,
Journal of Economic Theory, vol. 137, n°1, pp. 696-708, 2007

[20] Delmas J.-F., Abraham R.,
Asymptotics for the small fragments of the fragmentation at nodes,
Bernoulli, vol.13, n°1, pp. 211-228, 2007

[21] Delmas J.-F.,
Fragmentation at height associated to Lévy processes,
Stoch. Proc. Appl., vol. 117, n°3, pp. 297-311, 2007

[22] Delmas J.-F., Abraham R.,
Feller property and infinitesimal generator of the exploration process,
J. of Theor. Prob., vol. 20, n° 3, pp. 355-370, 2007

[23] El Alaoui L., Ern A., Burman E.,
A priori and a posteriori analysis of nonconforming finite elements with face penalty for advection-diffusion equations,
IMA J. Numer. Anal., vol. 27, n°1, pp. 151-171, 2007

[24] El Hajj A.,
Well-Posedness Theory for a Nonconservative Burgers-Type System Arising in Dislocation Dynamics,
SIAM J. Math. Anal., vol. 39, pp. 965-986, 2007

[25] El Makrini M., Jourdain B., Lelièvre T.,
Diffusion Monte Carlo method: numerical analysis in a simple case,
ESAIM Math. Mod. Numer. Anal., vol. 41, pp. 189-213, 2007

[26] Ern A., Guermond J.­L., Caplain G.,
An intrinsic criterion for the bijectivity of Hilbert operators related to Friedrichs'systems,
Comm. Partial Differential Equations, vol. 32, pp. 317-341, 2007

[27] Ern A., Lelièvre T.,
Adaptive models for polymeric fluid flow simulation,
C. R. Acad. Sci. Paris, Ser. I, vol. 344, n°7, pp. 473-476, 2007

[28] Ern A., Nicaise S., Vohralik M.,
An accurate H (div) flux reconstruction for discontinuous Galerkin approximations of elliptic problems,
C. R. Acad. Sci. Paris, Ser. I, vol. 345, pp. 709-712, 2007

[29] Etoré P., Lejay A.,
A Donsker theorem to simulate one-dimensional processes with measurable coefficients, ,
ESAIM: Probability and Statistics, vol. 11, pp. 301-326, 2007

[30] Guyon J.,
Limit theorems for bifurcating Markov chains. Application to the detection of cellular aging,
Ann. Appl. Probab., vol. 17, n°5/6, pp. 1538-1569, 2007

[31] Hauray M., Le Bris C., Lions P-L.,
Deux remarques sur les flots généralisés d'équations différentielles ordinaires,
Note aux Comptes Rendus de l'Académie des Sciences, Série I, vol. 344, pp. 759-764, 2007

[32] Izmaylov A.F., Staroverov V.N., Scuseria G., Davidson E.R., Stoltz G., Cancès E.,
The effective local potential method: Implementation for molecules and relation to approximate optimized effective potential techniques,
J. Chem. Phys., vol. 126, n°084107, 2007

[33] Jourdain B.,
Stochastic flows approach to Dupire's formula, ,
Finance and Stochastics, vol.11, n°4, pp. 521-535, 2007

[34] Jourdain B., Sbai M.,
Exact retrospective Monte Carlo computation of arithmetic average Asian options,
Monte Carlo methods and Applications, vol.13, n°2, pp. 135-171, 2007

[35] Le Bris C., Legoll F.,
Dérivation de schémas numériques symplectiques pour des systèmes hamiltoniens hautement oscillants, ,
Note aux Comptes Rendus de l'Académie des Sciences, Série I, vol. 344, pp. 277-282, 2007

[36] Le Bris C., Mirrahimi M., Rabitz H., Turinici G.,
Hamiltonian identification for quantum systems: well posedness and numerical approaches,
ESAIM: COCV, 2007, vol. 13, pp. 378-395, 2007

[37] Lelièvre T., Rousset M. Stoltz G.,
Computation of free energy differences through non equilibrium stochastic dynamics: The reaction coordinate case,
J. Comput. Phys., vol. 222, pp. 624-643, 2007

[38] Lelièvre T., Rousset M., Stoltz G.,,
Computation of free energy profiles with adaptive parallel dynamics,
J. Chem. Phys., vol. 126, n°134111, 2007

[39] Maillet J.-B., Soulard L., Stoltz G.,
A reduced model for shock and detonation waves II. The reactive case,
Europhys. Lett., vol. 78, n°68001, 2007

[40] Monneau R., El Soufi A., Jazar M.,
Gamma-convergence argument for the blow-up of a non-local semilinear parabolic equation with Neumann boundary conditions,
Annales de I.H.P., Analyse non linéaire, vol. 24, n° 1, pp. 17-39, 2007

[41] Monneau R., Gaudiello A., Mossino J., Murat F., Sili A.,
Junction of elastic plates and beams,
ESAIM: Control, Optimization and Calculus of Variations, vol. 13, n° 3, pp. 419-457, 2007

[42] Monneau R., Weiss G.S.,
An Unstable Elliptic Free Boundary Problem arising in Solid Combustion,
Duke Mathematical Journal, vol. 136, n°2, pp. 321-341, 2007

[43] Monneau R.,
A transport formulation for moving fronts and application to dislocations dynamics,
Interfaces and Free Boundaries, vol. 9, pp. 383-409, 2007

[44] Piperno S.,
Symplectic local time­stepping in non dissipative DGTD methods applied to wave propagation problems,
M2AN, vol. 40 n°5, pp. 815-841, 2006

[45] Tardif d'Hamonville P., Ern A., Dormieux L.,
Finite element evaluation of diffusion and dispersion tensors in periodic porous media with advection,
Comput. Geosci., vol. 11, n°1, pp. 43-58, 2007

[46] Stoltz G.,
Path sampling with stochastic dynamics: Some new algorithms,
J. Comp. Phys., vol. 225, pp. 491-508, 2007

© ENPC 2004 / Mis à jour Avril 2004