output
20042026
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2005Show all

3 papers · 1 filter

physics.comp-ph2005

Multilevel domain decomposition for electronic structure calculations

M. Barrault, E. Cances, W. W. Hager +1

We introduce a new multilevel domain decomposition method (MDD) for electronic structure calculations within semi-empirical and Density Functional Theory (DFT) frameworks. This met…

math.PR2005★ 425 cited

A regression-based Monte Carlo method to solve backward stochastic differential equations

Emmanuel Gobet, Jean-Philippe Lemor, Xavier Warin

We are concerned with the numerical resolution of backward stochastic differential equations. We propose a new numerical scheme based on iterative regressions on function bases, wh…

nucl-ex2005★ 267 cited

The Thorium Molten Salt Reactor : Moving on from the MSBR

L. Mathieu, D. Heuer, R. Brissot +11

A re-evaluation of the Molten Salt Breeder Reactor concept has revealed problems related to its safety and to the complexity of the reprocessing considered. A reflection is carried…