activity
20042023
most citedA forward--backward stochastic algorithm for quasi-linear PDEs

142 citations · 578 across the 26 of their papers we have counts for

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Showing 2007Show all

2 papers · 1 filter

math.NA2007★ 40 cited

Probabilistic analysis of the upwind scheme for transport

Francois Delarue, Frédéric Lagoutière

We provide a probabilistic analysis of the upwind scheme for multi-dimensional transport equations. We associate a Markov chain with the numerical scheme and then obtain a backward…

math.PR2007★ 6 cited

Large Deviations Analysis for Distributed Algorithms in an Ergodic Markovian Environment

Francis Comets, Francois Delarue, René Schott

We provide a large deviations analysis of deadlock phenomena occurring in distributed systems sharing common resources. In our model transition probabilities of resource allocation…