Rapport de recherche du Cermics 2010

	Cermics

	Rapports de Recherche du Cermics



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			Année 2010



			[456] Analysis of a discontinuous Galerkin method for heterogeneous diffusion problems with low-regularity solutions D. Di Pietro, A. Ern 14 pages, septembre 2010 [455] Enhanced sampling of multidimensional free-energy landscapes using adaptive biasing forces C. Chipot, T. Lelièvre 21 pages, Août 2010 [454] Some remarks on free energy and coarse-graining F. Legoll, T. Lelièvre 48 pages, Août 2010 [453] Slow motion of particle systems as a limit of a reaction-diffusion equation with half-Laplacian in dimension one M.d.M. Gonzalez, R. Monneau 36 pages, Juillet 2010 [452] Pruning Galton-Watson Trees and Tree-valued Markov Processes R. Abraham, J.-F. Delmas, H. He 16 pages, Juillet 2010 [451] Langevin dynamics with constraints and computation of free energy differences T. Lelievre, M. Rousset, G. Stoltz 46 pages, 2010 [450] The Hölder infinite Laplacian and Hölder extensions A. Chambolle, E. Lindgren, R. Monneau 33 pages, 2010 [449] Convergence of a greedy algorithm for high-dimensional convex nonlinear problems E. Cancès, T. Lelièvre, V. Ehrlacher 33 pages, 2010 [448] A numerical closure approach for kinetic models of polymeric fluids: exploring closure relations for FENE dumbbells V. Legat, T. Lelièvre et G. Samaey 34 pages, 2010 [447] C. Di Girolami, F. Russo Clark-Ocone type formula for non-semimartingales with non-trivial quadratic variation 10 pages, 2010 [446] C. Di Girolami, F. Russo: Infinite dimensional stochastic calculus via regularization 187 pages, 2010 [445] S. Goutte, N. Oudjane, F. Russo Variance Optimal Hedging for discrete time processes with independent increments. Applications to Electricity Markets 29 pages, 2010 [444] F. Russo, F. Viens Gaussian and non-Gaussian processes of zero power variation. 39 pages 2009 [443] S. Goutte, N. Oudjane, F. Russo Variance Optimal Hedging for continuous time processes with independent increments and applications 65 pages 2009 [442] V. Barbu, M. Röckner, F. Russo Probabilistic representation for solutions of an irregular porous media type equation: the degenerate case. 50 pages 2010 [441] Ph. Blanchard, M. Röckner, F. Russo Probabilistic representation for solutions of an irregular porous media type equation 39 pages, 2008 [440] D. Doyen, A. Ern Analysis of the modified mass method for the dynamic Signorini problem with Coulomb friction 19 pages, avril 2010 [439] P. Carpentier, J.-Ph. Chancelier, G. Cohen, M. De Lara, P. Girardeau Dynamic consistency for Stochastic Optimal Control problems 13 pages, may 2010 [438] T. Lelièvre, Kimiya Minoukadeh Long-time convergence of an Adaptive Biasing Force method: the bi-channel case 28 pages, mai 2010 [437] N. Chopin, T. Lelievre, G. Stoltz Free energy methods for efficient exploration of mixture posterior densities 24 pages, mars 2010 [436] L. Doyen, M. De Lara Stochastic viability and dynamic programming 14 pages, Février 2010 [435] N. Forcadel, C. Imbert, R. Monneau, Spirals moving by mean curvature. Part I: a comparison principle, 23 pages, fev. 2010 [434] J.-Ph. Chancelier, J. Lelong, B. Lapeyre Using Premia and Nsp for Constructing a Risk Management Benchmark for Testing Parallel Architecture 16 pages, janvier 2010 [433] J. Tryoen, O. Le Maitre, M. Ndjinga, A. Ern Roe Solver with Entropy Corrector for Uncertain Hyperbolic Systems 18 pages, janvier 2010 dépôt arxiv dépôt hal préprint Cermics préprint Laboratoire J.-L. Lions