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 2011Show all

7 papers · 1 filter

physics.flu-dyn2011★ 97 cited

Analysis of the incompressibility constraint in the Smoothed Particle Hydrodynamics method

Kamil Szewc, Jacek Pozorski, Jean-Pierre Minier

Smoothed particle hydrodynamics is a particle-based, fully Lagrangian, method for fluid-flow simulations. In this work, fundamental concepts of the method are first briefly recalle…

stat.AP2011

Construction of an informative hierarchical prior for a small sample with the help of historical data and application to electricity load forecasting

Tristan Launay, Anne Philippe, Sophie Lamarche

We are interested in the estimation and prediction of a parametric model on a short dataset upon which it is expected to overfit and perform badly. To overcome the lack of data (re…

physics.data-an2011

Unified nuclear core activity map reconstruction using heterogeneous instruments with data assimilation

Bertrand Bouriquet, Jean-Philippe Argaud, Patrick Erhard +1

Evaluating the neutronic state of the whole nuclear core is a very important topic that have strong implication for nuclear core management and for security monitoring. The core st…

physics.flu-dyn2011★ 7 cited

The FDF or LES/PDF method for turbulent two-phase flows

Sergio Chibbaro, jean-Pierre Minier

In this paper, a new formalism for the filtered density function (FDF) approach is developed for the treatment of turbulent polydispersed two-phase flows in LES simulations. Contra…

physics.data-an2011★ 15 cited

Optimal design of measurement network for neutronic activity field reconstruction by data assimilation

Bertrand Bouriquet, Jean-Philippe Argaud, Romain Cugnart

Using data assimilation framework, to merge information from model and measurement, an optimal reconstruction of the neutronic activity field can be determined for a nuclear reacto…

q-fin.CP2011

Swing Options Valuation: a BSDE with Constrained Jumps Approach

Marie Bernhart, Huyên Pham, Peter Tankov +1

We introduce a new probabilistic method for solving a class of impulse control problems based on their representations as Backward Stochastic Differential Equations (BSDEs for shor…

stat.ME2011★ 78 cited

Clustering functional data using wavelets

Anestis Antoniadis, Xavier Brossat, Jairo Cugliari +1

We present two methods for detecting patterns and clusters in high dimensional time-dependent functional data. Our methods are based on wavelet-based similarity measures, since wav…