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Rapports de Recherche du Cermics
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      Année 2006
[2006-334]  N. FORCADEL,
An error estimate for a new scheme for mean curvature motion, 24 pages,  Décembre 2006, Champs-sur-Marne

[2006-333]  A. ALFONSI, B. JOURDAIN,
General Duality for Perpetual American Options, 22 pages,  Décembre 2006, Champs-sur-Marne

[2006-332]  A. ERN, A. STEPHANSEN, P. ZUNINO,
A Discontinuous Galerkin method with weighted averages for advection-diffusion equations with locally vanishing and anisotropic diffusivity, 21 pages,  Décembre 2006, Champs-sur-Marne

[2006-331]  J.-F. DELMAS, B. JOURDAIN,
Does waste-recycling really improve Metropolis-Hastings Monte Carlo algorithm?, 16 pages,  Novembre 2006, Champs-sur-Marne

[2006-330]  D. A. DI PIETRO, A. ERN, J.-L. GUERMOND,
Discontinuous Galerkin methods for anisotropic semi-definite diffusion with advection, 28 pages,  Novembre 2006, Champs-sur-Marne

[2006-329]  J.-F. DELMAS,
Height process for super-critical continuous state branching process, 15 pages,  Novembre 2006, Champs-sur-Marne

[2006-328]  C. LABART, J. LELONG,
Pricing double barrier Parisian Options using Laplace transforms, 22 pages,  Novembre 2006, Champs-sur-Marne

[2006-327]  A. GHORBEL, P. HOCH, R. MONNEAU,
A numerical study for the homogenization of one-dimensional models describing the motion of dislocations, 21 pages,  Octobre 2006, Champs-sur-Marne

[2006-326]  B. JOURDAIN,
Stochastic flows approach to Dupire's formula, 13 pages,  Octobre 2006, Champs-sur-Marne

[2006-325]  E. CARLINI, M. FALCONE, N. FORCADEL, R. MONNEAU,
Convergence of a Generalized Fast Marching Method for a non-convex eikonal equation, 40 pages,  Octobre 2006, Champs-sur-Marne

[2006-324]  A. EL HAJJ,
Existence and uniqueness of a solution of a non-conservative Burgers type system describing the dynamics of dislocations densities, 26 pages,  Octobre 2006, Champs-sur-Marne

[2006-323]  J.-P. CHANCELIER,
Epi-convergence of stochastic optimization problems involving both random variables and measurability constraints approximations, 16 pages,  Octobre 2006, Champs-sur-Marne

[2006-322]  J.-P. CHANCELIER, M. DE LARA, A. DE PALMA,
Risk aversion in one-armed bandit problems, 9 pages,  Octobre 2006, Champs-sur-Marne

[2006-321]  C. STRUGAREK
Interchange of minimization and integration with measurability constraints, 9 pages,  Septembre 2006, Champs-sur-Marne

[2006-320]  A. ERN, J.-L. GUERMOND
Discontinuous Galerkin methods for Friedrichs' systems. Part III. Multi-field theories with partial coercivity, 28 pages,  Septembre 2006, Champs-sur-Marne

[2006-319]  N. BOULEAU
An extension to the Wiener space of the arbitrary functions principle, 6 pages,  Septembre 2006, Champs-sur-Marne

[2006-318]  R. ABRAHAM, J.-F. DELMAS
Changing the branching mechanism of a continuous state branching process using immigration, 14 pages,  Septembre 2006, Champs-sur-Marne

[2006-317]  N. BOULEAU
On the coarsest topology preserving continuity, 16 pages,  Septembre 2006, Champs-sur-Marne

[2006-316]  N. BOULEAU
On some errors related to the graduation of measuring instruments, 25 pages,  Septembre 2006, Champs-sur-Marne

[2006-315]  R. MONNEAU
A kinetic formulation of moving fronts and application to dislocations dynamics, 29 pages,  Septembre 2006, Champs-sur-Marne

[2006-314]  M. BEN ALAYA, B. JOURDAIN
Probabilistic approximation of a nonlinear parabolic equation occuring in rheology, 23 pages,  Juin 2006, Champs-sur-Marne

[2006-313]  A. EL HAJJ, N. FORCADEL
A convergent scheme for a non-local coupled system modelling dislocations densities dynamics, 25 pages,  Mai 2006, Champs-sur-Marne

[2006-312]  J. LELONG
Central limit theorems for truncating and averaging stochastic algorithms: a functional approach, 23 pages,  Mai 2006, Champs-sur-Marne

[2006-311]  V. DOLEAN, H. FOL, S. LANTERI, S. PIPERNO
Méthodes de type Galerkin discontinu pour la résolution numérique des équations de Maxwell en régime fréquentiel, 96 pages, Mai 2006, Sophia Antipolis [Paru également en rapport INRIA n°5904]

[2006-310]  M. BEN JEMAA, S. PIPERNO, N. GLINSKY-OLIVIER
Etude de stabilité d'un schéma volumes finis pour les équations de l'élasto-dynamique en maillages non structurés, 27 pages, février 2006, Sophia Antipolis [Paru également en rapport INRIA n°5817]

[2006-309]  G. CICCOTTI, T. LELIEVRE, E. VANDEN-EIJNDEN
Sampling boltzmann-gibbs distributions restricted on a manifold with diffusions : application to free energy calculations, 47 pages,  avril 2006, Champs-sur-Marne

[2006-308]  N. BOULEAU
When and how an error yields a Dirichlet form, 48 pages,  mars 2006, Champs-sur-Marne

[2006-307]  A. ALFONSI, B. JOURDAIN
A call-put duality for perpetual american options, 30 pages, avril 2006, Champs-sur-Marne

[2006-306]  T. LELIEVRE, M. ROUSSET, G. STOLTZ
Computation of free energy differences through nonequilibrium stochastic dynamics : the reaction coordinate case, 25 pages,  mars 2006, Champs-sur-Marne

[2006-305]  R. ABRAHAM, J. F. DELMAS
Asymptotics for the small fragments of the fragmentation at nodes , 17 pages,  mars 2006, Champs-sur-Marne

[2006-304]  A. GHORBEL, R. MONNEAU
Well-posedness and numerical analysis of a one-dimension non-local transport equation modelling dislocations dynamics, 31 pages,  mars 2006, Champs-sur-Marne

[2006-303]  F. DA LIO, N. FORCADEL, R. MONNEAU
Convergence of a non-local eikonal equation to anisotropic mean curvature motion. Application to dislocations dynamics, 49 pages,  février 2006, Champs-sur-Marne

[2006-302]  C. IMBERT, R. MONNEAU
Homogenization of first order equations with u/epsilon-periodic Hamiltonians. Part I : local equations, 30 pages,  février 2006, Champs-sur-Marne

[2006-301]  J. GUYON
Limit theorems for bifurcating Markov Chains. Application to the detection of cellular aging, 30 pages,  février 2006, Champs-sur-Marne

[2006-300]  J.F. DELMAS
Fragmentation at height associated to Lévy processes, 16 pages,  janvier 2006, Champs-sur-Marne

[2006-299]  M. DE LARA, L. DOYEN, T. GUILBAUD, M-J. ROCHET
Monotonic properties for the viable control of discrete time systems, 14 pages,  janvier 2006, Champs-sur-Marne

[2006-298]  E. BURMAN, A. ERN
A continuous finite element method with face penalty to approximate Friederichs' systems, 23 pages,  janvier 2006, Champs-sur-Marne

[2006-297]  P. TARDF D'HAMONVILLE, A. ERN, L. DORMIEUX
Finite element evaluation of diffusion and dispersion tensors in periodic porous media with advection, 22 pages,  janvier 2006, Champs-sur-Marne

[2006-296]  C. LE BRIS
Mathematics for molecular simulation : accomplishments and challenges, 16 pages,  janvier 2006, Champs-sur-Marne
© ENPC 2004 / Mis à jour Avril 2004