output
20022026
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

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Showing 2020 · math.APShow all

5 papers · 2 filters

math.AP2020★ 1 cited

Long-time correlations for a hard-sphere gas at equilibrium

Thierry Bodineau, Isabelle Gallagher, Laure Saint-Raymond +1

It has been known since Lanford [19] that the dynamics of a hard sphere gas is described in the low density limit by the Boltzmann equation, at least for short times. The classical…

math.AP2020

Weak Solutions for Potential Mean Field Games of Controls

Jameson Graber, Alan Mullenix, Laurent Pfeiffer

We analyze a system of partial differential equations that model a potential mean field game of controls, briefly MFGC. Such a game describes the interaction of infinitely many neg…

math.AP2020

Monotone solutions for mean field games master equations : finite state space and optimal stopping

Charles Bertucci

We present a new notion of solution for mean field games master equations. This notion allows us to work with solutions which are merely continuous. We prove first results of uniqu…

math.AP2020★ 11 cited

Qualitative indicator functions for imaging crack networks using acoustic waves

Lorenzo Audibert, Lucas Chesnel, Houssem Haddar +1

We consider the problem of imaging a crack network embedded in some homogeneous background from measured multi-static far field data generated by acoustic plane waves. We propose t…

math.AP2020★ 5 cited

Surface waves in a channel with thin tunnels and wells at the bottom: non-reflecting underwater tomography

Lucas Chesnel, Sergei A. Nazarov, Jari Taskinen

We consider the propagation of surface water waves in a straight planar channel perturbed at the bottom by several thin curved tunnels and wells. We propose a method to construct n…