Currently displaying 1 – 15 of 15

Showing per page

Order by Relevance | Title | Year of publication

Limites réversibles et irréversibles de systèmes de particules.

Claude Bardos

Séminaire Équations aux dérivées partielles

Il s’agit de comparer les différents résultats et théorèmes concernant dans un cadre essentiellement déterministe des systèmes de particules. Cela conduit à étudier la notion de hiérarchies d’équations et à comparer les modèles non linéaires et linéaires. Dans ce dernier cas on met en évidence le rôle de l’aléatoire. Ce texte réfère à une série de travaux en collaboration avec F. Golse, A. Gottlieb, D. Levermore et N. Mauser.

About a Variant of the 1 d Vlasov equation, dubbed “Vlasov-Dirac-Benney Equation"

Claude Bardos

Séminaire Laurent Schwartz — EDP et applications

This is a report on project initiated with Anne Nouri [3], presently in progress, with the collaboration of Nicolas Besse [2] ([2] is mainly the material of this report) . It concerns a version of the Vlasov equation where the self interacting potential is replaced by a Dirac mass. Emphasis is put on the relations between the linearized version, the full non linear problem and also on natural connections with several other equations of mathematical physic.

Static hedging of barrier options with a smile : an inverse problem

Claude BardosRaphaël DouadyAndrei Fursikov — 2002

ESAIM: Control, Optimisation and Calculus of Variations

Let L be a parabolic second order differential operator on the domain Π ¯ = 0 , T × . Given a function u ^ : R and x ^ > 0 such that the support of u ^ is contained in ( - , - x ^ ] , we let y ^ : Π ¯ be the solution to the equation: L y ^ = 0 , y ^ | { 0 } × = u ^ . Given positive bounds 0 < x 0 < x 1 , we seek a function u with support in x 0 , x 1 such that the corresponding solution y satisfies: y ( t , 0 ) = y ^ ( t , 0 ) t 0 , T . We prove in this article that, under some regularity conditions on the coefficients of L , continuous solutions are unique and dense in the sense that y ^ | [ 0 , T ] × { 0 } ...

Static Hedging of Barrier Options with a Smile: An Inverse Problem

Claude BardosRaphaël DouadyAndrei Fursikov — 2010

ESAIM: Control, Optimisation and Calculus of Variations

Let be a parabolic second order differential operator on the domain Π ¯ = 0 , T × . Given a function u ^ : R and x ^ > 0 such that the support of û is contained in ( - , - x ^ ] , we let y ^ : Π ¯ be the solution to the equation: L y ^ = 0 , y ^ | { 0 } × = u ^ . Given positive bounds 0 < x 0 < x 1 , we seek a function with support in x 0 , x 1 such that the corresponding solution satisfies: y ( t , 0 ) = y ^ ( t , 0 ) t 0 , T . We prove in this article that, under some regularity conditions on the coefficients of continuous solutions are unique and dense in the sense that y ^ | [ 0 , T ] × { 0 } can be -approximated, but an exact...

Page 1

Download Results (CSV)