17 citations · 103 across the 21 of their papers we have counts for
23 papers
Weak rough kernel comparison via PPDEs for integrated Volterra processes
Mireille Bossy, Kerlyns Martinez, Paul Maurer
Motivated by applications in physics (e.g., turbulence intermittency) and financial mathematics (e.g., rough volatility), this paper examines a family of integrated stochastic Volt…
Particle resuspension from complex multilayer deposits by laminar flows: statistical analysis and modeling
Hao Liu, Mireille Bossy, Bernhard Vowinckel +1
Particle resuspension refers to the physical process by which solid particles deposited on a surface are, first, detached and, then, entrained away by the action of a fluid flow. I…
Strong convergence of the exponential Euler scheme for SDEs with superlinear growth coefficients and one-sided Lipschitz drift
Mireille Bossy, Kerlyns Martínez
We consider the problem of the discrete-time approximation of the solution of a one-dimensional SDE with piecewise locally Lipschitz drift and continuous diffusion coefficients wit…
On the -Euler-Maruyama scheme for time-inhomogeneous jump-driven SDEs
Mireille Bossy, Paul Maurer
We consider a class of general SDEs with a jump integral term driven by a time-inhomogeneous Poisson random measure. We propose a two-parameters Euler-type scheme for this SDE clas…
Lagrangian stochastic model for the orientation of inertialess spheroidal particles in turbulent flows: an efficient numerical method for CFD approach
Lorenzo Campana, Mireille Bossy, Christophe Henry
In this work, we propose a model for the orientation of inertialess spheroidal particles suspended in turbulent flows. This model consists in a stochastic version of the Jeffery eq…
Stochastic model for the alignment and tumbling of rigid fibres in two-dimensional turbulent shear flow
Lorenzo Campana, Mireille Bossy, Jeremie Bec
Non-spherical particles transported by an anisotropic turbulent flow preferentially align with the mean shear and intermittently tumble when the local strain fluctuates. Such an in…
Instantaneous turbulent kinetic energy modelling based on Lagrangian stochastic approach in CFD and application to wind energy
Mireille Bossy, Jean-Francois Jabir, Kerlyns Martinez Rodriguez
We present the construction of an original stochastic model for the instantaneous turbulent kinetic energy at a given point of a flow, and we validate estimator methods on this mod…
On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth
Mireille Bossy, Jean Francois Jabir, Kerlyns Martinez
We consider the problem of the approximation of the solution of a one-dimensional SDE with non-globally Lipschitz drift and diffusion coefficients behaving as , with . We…
New particle representations for ergodic McKean-Vlasov SDEs
H. AlRachid, Mireille Bossy, Cristiano Ricci +1
The aim of this paper is to introduce several new particle representations for \textit{ergodic} McKean-Vlasov SDEs. We construct new algorithms by leveraging recent progress in wea…
On the wellposedness of some McKean models with moderated or singular diffusion coefficient
Mireille Bossy, Jean Francois Jabir
We investigate the well-posedness problem related to two models of nonlinear McKean Stochastic Differential Equations with some local interaction in the diffusion term. First, we r…
Synchronization of stochastic mean field networks of Hodgkin-Huxley neurons with noisy channels
Mireille Bossy, Joaquin Fontbona, Hector Olivero
In this work we are interested in a mathematical model of the collective behavior of a fully connected network of finitely many neurons, when their number and when time go to infin…
A stochastic approach to colloidal particle collision/agglomeration
Mireille Bossy, Radu Maftei, Jean-Pierre Minier +1
Colloidal particles that experience perfectly elastic collisions can be modelled using Langevin processes with specular reflection conditions. The article presents a discretisation…
Weak convergence analysis of the symmetrized Euler scheme for one dimensional SDEs with diffusion coefficient |x|^a, a in [1/2,1)
Mireille Bossy, Awa Diop
In this paper, we are interested in the time discrete approximation of Ef(X(T)) when X is the solution of a stochastic differential equation with a diffusion coefficient function o…
Strong convergence of the symmetrized Milstein scheme for some CEV-like SDEs
Mireille Bossy, Hector Olivero Quinteros
In this paper we study the rate of convergence of a symmetrized version of the Milstein scheme applied to the solution of the one dimensional SDE $$X_t = x_0 + \int_{0}^t{b(X_s)ds}…
Particle approximation for Lagrangian Stochastic Models with specular boundary condition
Mireille Bossy, Jean-Francois Jabir
In this paper, we prove a particle approximation, in the sense of the propagation of chaos, of a Lagrangian stochastic model submitted to specular boundary condition and satisfying…
Clarification and complement to "Mean-field description and propagation of chaos in networks of Hodgkin-Huxley and FitzHugh-Nagumo neurons"
Mireille Bossy, Olivier Faugeras, Denis Talay
In this note, we clarify the well-posedness of the limit equations to the mean-field -neuron models proposed in Baladron et al. and we prove the associated propagation of chaos…
Monte Carlo methods for linear and non-linear Poisson-Boltzmann equation
Mireille Bossy, Nicolas Champagnat, Helene Leman +3
The electrostatic potential in the neighborhood of a biomolecule can be computed thanks to the non-linear divergence-form elliptic Poisson-Boltzmann PDE. Dedicated Monte-Carlo meth…
Game theory analysis for carbon auction market through electricity market coupling
Mireille Bossy, Nadia Maizi, Odile Pourtallier
In this paper, we analyze Nash equilibria between electricity producers selling their production on an electricity market and buying CO2 emission allowances on an auction carbon ma…
Modeling the wind circulation around mills with a Lagrangian stochastic approach
Mireille Bossy, Jose Espina, Jacques Morice +2
This work aims at introducing model methodology and numerical studies related to a Lagrangian stochastic approach applied to the computation of the wind circulation around mills. W…
Nash equilibrium for coupling of CO2 allowances and electricity markets
Mireille Bossy, Nadia Maizi, Odile Pourtallier
In this note, we present an existence result of a Nash equilibrium between electricity producers selling their production on an electricity market and buying CO2 emission allowance…
Lagrangian stochastic models with specular boundary condition
Mireille Bossy, Jean-Francois Jabir
In this paper, we prove the well-posedness of a conditional McKean Lagrangian stochastic model endowing the specular boundary condition and the mean no--permeability condition in s…
Local existence of analytical solutions to an incompressible Lagrangian stochastic model in a periodic domain
Mireille Bossy, Joaquin Fontbona, Pierre-Emmanuel Jabin +1
We consider an incompressible kinetic Fokker Planck equation in the flat torus, which is a simplified version of the Lagrangian stochastic models for turbulent flows introduced by…
Parallel Pricing Algorithms for Multi--Dimensional Bermudan/American Options using Monte Carlo methods
Mireille Bossy, Françoise Baude, Viet Dung Doan +2
In this paper we present two parallel Monte Carlo based algorithms for pricing multi--dimensional Bermudan/American options. First approach relies on computation of the optimal exe…