91 citations · 346 across the 30 of their papers we have counts for
3 papers · 2 filters
Parareal in time intermediate targets methods for optimal control problem
Yvon Maday, Mohamed-Kamel Riahi, Julien Salomon
In this paper, we present a method that enables solving in parallel the Euler-Lagrange system associated with the optimal control of a parabolic equation. Our approach is based on…
Control through operators for quantum chemistry
Philippe Laurent, Herschel Rabitz, Julien Salomon +1
We consider the problem of operator identification in quantum control. The free Hamiltonian and the dipole moment are searched such that a given target state is reached at a given…
A Reduced Basis Method for the Simulation of American Options
Bernard Haasdonk, Julien Salomon, Barbara Wohlmuth
We present a reduced basis method for the simulation of American option pricing. To tackle this model numerically, we formulate the problem in terms of a time dependent variational…