Étude numérique des solutions périodiques d'une équation du second ordre
Etude statistique des erreurs dans l'arithmétique des ordinateurs; application au contrôle des résultats d'algorithmes numériques.
Étude sur les formules d'approximation qui servent à calculer la valeur numérique d'une intégrale définie.
Etudes sur les e- et g-algorithmes.
Euclid΄s algorithm and accelerated iterative methods
Euler approximation of nonconvex discontinuous differential inclusions.
Euler characteristic Galerkin scheme with recovery
Euler polynomials and the related quadrature rule.
Euler scheme for SDEs with non-Lipschitz diffusion coefficient : strong convergence
We consider one-dimensional stochastic differential equations in the particular case of diffusion coefficient functions of the form , . In that case, we study the rate of convergence of a symmetrized version of the Euler scheme. This symmetrized version is easy to simulate on a computer. We prove its strong convergence and obtain the same rate of convergence as when the coefficients are Lipschitz.
Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence
We consider one-dimensional stochastic differential equations in the particular case of diffusion coefficient functions of the form |x|α, α ∈ [1/2,1). In that case, we study the rate of convergence of a symmetrized version of the Euler scheme. This symmetrized version is easy to simulate on a computer. We prove its strong convergence and obtain the same rate of convergence as when the coefficients are Lipschitz.
Euler schemes and half-space approximation for the simulation of diffusion in a domain
This paper is concerned with the problem of simulation of , the solution of a stochastic differential equation constrained by some boundary conditions in a smooth domain : namely, we consider the case where the boundary is killing, or where it is instantaneously reflecting in an oblique direction. Given discretization times equally spaced on the interval , we propose new discretization schemes: they are fully implementable and provide a weak error of order under some conditions. The construction...
Euler schemes and half-space approximation for the simulation of diffusion in a domain
This paper is concerned with the problem of simulation of (Xt)0≤t≤T, the solution of a stochastic differential equation constrained by some boundary conditions in a smooth domain D: namely, we consider the case where the boundary ∂D is killing, or where it is instantaneously reflecting in an oblique direction. Given N discretization times equally spaced on the interval [0,T], we propose new discretization schemes: they are fully implementable and provide a weak error of order N-1 under some conditions....
Euler's Approximations of Weak Solutions of Reflecting SDEs with Discontinuous Coefficients
We study convergence in law for the Euler and Euler-Peano schemes for stochastic differential equations reflecting on the boundary of a general convex domain. We assume that the coefficients are measurable and continuous almost everywhere with respect to the Lebesgue measure. The proofs are based on new estimates of Krylov's type for the approximations considered.
Euler-Verfahren für neutrale Funktional-Differentialgleichungen.
Evaluating matrix functions for exponential integrators via Carathéodory-Fejér approximation and contour integrals.
Evaluating scientific products by means of citation-based models: a first analysis and validation.
Evaluating the Frechet derivative of the matrix exponential.
Evaluation de l'incertitude sur la solution d'un système Linéaire.
Evaluation of associated Legendre functions off the cut and parabolic cylinder functions.
Evaluation of Clarke's generalized gradient in optimization of variational inequalities