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- École PolytechniqueFR888 papers
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37 papers · 1 filter
Best approximation in max-plus semimodules
Marianne Akian, Stephane Gaubert, Viorel Nitica +1
We establish new results concerning projectors on max-plus spaces, as well as separating half-spaces, and derive an explicit formula for the distance in Hilbert's projective metric…
Computing material fronts with a Lagrange-Projection approach
Christophe Chalons, Frédéric Coquel
This paper reports investigations on the computation of material fronts in multi-fluid models using a Lagrange-Projection approach. Various forms of the Projection step are conside…
A maximin characterization of the escape rate of nonexpansive mappings in metrically convex spaces
Stephane Gaubert, Guillaume Vigeral
We establish a maximin characterisation of the linear escape rate of the orbits of a non-expansive mapping on a complete (hemi-)metric space, under a mild form of Busemann's non-po…
Global uniqueness and reconstruction for the multi-channel Gel'fand-Calderón inverse problem in two dimensions
Roman Novikov, Matteo Santacesaria
We study the multi-channel Gel'fand-Calderón inverse problem in two dimensions, i.e. the inverse boundary value problem for the equation , , where is a…
A finite dimensional approximation for pricing moving average options
Marie Bernhart, Peter Tankov, Xavier Warin
We propose a method for pricing American options whose pay-off depends on the moving average of the underlying asset price. The method uses a finite dimensional approximation of th…
Large time asymptotics for the Grinevich-Zakharov potentials
Anna Kazeykina, Roman Novikov
In this article we show that the large time asymptotics for the Grinevich-Zakharov rational solutions of the Novikov-Veselov equation at positive energy (an analog of KdV in 2+1 di…