16 citations · 21 across the 12 of their papers we have counts for
14 papers
Monte Carlo pricing under fast mean-reverting stochastic volatility: the multi-scale limit
Laurent Mertz, Olivier Pironneau
We compute $\E[(S_T-K)^+]$ by Monte Carlo for a scalar stochastic-volatility model with a fast mean-reverting factor of time scale $\eps$, for $\eps$ ranging from down to $10^{…
Simulation of the 3D Radiative Transfer with Anisotropic Scattering for Convective Trails
Olivier Pironneau, Pierre-Henri Tournier
The integro-differential formulation of the RTE and its solution by iterations on the source has been extended here to handle anisotropic scattering. The iterative part of the meth…
Reflective Conditions for Radiative Transfer in Integral Form with H-Matrices
Olivier Pironneau, Pierre-Henri Tournier
In a recent article the authors showed that the radiative Transfer equations with multiple frequencies and scattering can be formulated as a nonlinear integral system. In the prese…
Radiative Transfer For Variable 3D Atmospheres
Francois Golse, Frederic Hecht, Olivier Pironneau +2
To study the temperature in a gas subjected to electromagnetic radiations, one may use the Radiative Transfer equations coupled with the Navier-Stokes equations. The problem has 7…
Radiative Transfer in a Fluid
Francois Golse, Olivier Pironneau
We study the Radiative Transfer equations coupled with the time dependent temperature equation of a fluid: existence, uniqueness, a maximum principle are established. A short numer…
Remarks on the Radiative Transfer Equations for Climatology
Claude Bardos, Francois Golse, Olivier Pironneau
Using theoretical and numerical arguments we discuss some of the commonly accepted approximations for the radiative transfer equations in climatology.
Performance of a Markovian neural network versus dynamic programming on a fishing control problem
Mathieu Laurière, Gilles Pagès, Olivier Pironneau
Fishing quotas are unpleasant but efficient to control the productivity of a fishing site. A popular model has a stochastic differential equation for the biomass on which a stochas…
Stratified Radiative Transfer for Multidimensional Fluids
F. Golse, O. Pironneau
New mathematical and numerical results are given for the coupling of the temperature equation of a fluid with Radiative Transfer: existence and uniqueness and a convergent monotone…
An energy stable one-field monolithic arbitrary Lagrangian-Eulerian formulation for fluid-structure interaction
Yongxing Wang, Peter K. Jimack, Mark A. Walkley +1
In this article we present a one-field monolithic finite element method in the Arbitrary Lagrangian-Eulerian (ALE) formulation for Fluid-Structure Interaction (FSI) problems. The m…
Calibration of a Fluid-Structure Problem with Keras
Olivier Pironneau
In this short paper we report on an inverse problem issued from a physical system, namely a fluid structure problem where the parameters are the rigidity constant, the solid-fluid…
Scale Prevention By Ceramic Balls
Hideo Kawarada, Olivier Pironneau
In industrial facilities and household equipments scale formation leads to reduced efficiency and damages. Therefore various devices for anti-scale have been designed for a long ti…
An Energy stable Monolithic Eulerian Fluid-Structure Numerical Scheme *
Olivier Pironneau
The conservation laws of continuum mechanic written in an Eulerian frame make no difference between fluids and solids except in the expression of the stress tensors, usually with N…
Vibrato and automatic differentiation for high order derivatives and sensitivities of financial options
Gilles Pagès, Olivier Pironneau, Guillaume Sall
This paper deals with the computation of second or higher order greeks of financial securities. It combines two methods, Vibrato and automatic differentiation and compares with oth…
Continuous and Discrete Adjoints to the Euler Equations for Fluids
Frederic Alauzet, Olivier Pironneau
Adjoints are used in optimization to speed-up computations, simplify optimality conditions or compute sensitivities. Because time is reversed in adjoint equations with first order…