69 citations · 229 across the 40 of their papers we have counts for
3 papers · 1 filter
Level-set shape optimization via polytopic discontinuous Galerkin methods
Raphael S. Fernandes, Emmanuil H. Georgoulis, Alberto Paganini
We introduce a new level-set shape optimization approach based on polytopic (i.e., polygonal in two and polyhedral in three spatial dimensions) discontinuous Galerkin methods. The…
A hypocoercivity-exploiting stabilised finite element method for Kolmogorov equation
Zhaonan Dong, Emmanuil H. Georgoulis, Philip J. Herbert
We propose a new stabilised finite element method for the classical Kolmogorov equation. The latter serves as a basic model problem for large classes of kinetic-type equations and,…
A deep implicit-explicit minimizing movement method for option pricing in jump-diffusion models
Emmanuil H. Georgoulis, Antonis Papapantoleon, Costas Smaragdakis
We develop a novel deep learning approach for pricing European basket options written on assets that follow jump-diffusion dynamics. The option pricing problem is formulated as a p…