Add to ORKGIn this paper we consider one-dimensional partial differential equations of parabolic type involving a divergence form operator with a discontinuous coefficient and a transmission compatibility condition. We prove existence and uniqueness result by stochastic methods which also allow us to develop a low complexity Monte Carlo numerical resolution method. We get accurate pointwise estimates for the derivatives of the solution from which we get sharp convergence rate estimates for our stochastic numerical method
We study the finite element method for stochastic parabolic partial differential equations driven by...
This paper is dedicated to Grisha Shishkin, on the occasion of his 70th birthday Abstract. A singula...
This article presents a study on singularly perturbed 1D parabolic Dirichlet’s type differential equ...
In this paper we consider one-dimensional partial differential equations of parabolic type involving...
In this paper we consider multi-dimensional partial differential equations of parabolic type involvi...
In this note we define and study the stochastic process $X$ in link with a parabolic transmission op...
In this paper, we propose a local discontinuous Galerkin (LDG) method for nonlinear and possibly deg...
First we consider implicit finite difference schemes on uniform grids in time and space for second o...
The aim of this paper is to approximate the expectation of a large class of functionals of the solut...
Abstract. We focus on the use of two stable and accurate explicit nite dierence schemes in order to ...
In this thesis we consider smoothing properties and approximation of time derivatives for parabolic ...
We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy p...
The study of this thesis is motivated by the stochastic Lagrangian representations of solutions to ...
We first generalize, in an abstract framework, results on the order of convergence of a semi-discret...
We study the speed of convergence of the explicit and implicit space-time discretization schemes of ...
We study the finite element method for stochastic parabolic partial differential equations driven by...
This paper is dedicated to Grisha Shishkin, on the occasion of his 70th birthday Abstract. A singula...
This article presents a study on singularly perturbed 1D parabolic Dirichlet’s type differential equ...
In this paper we consider one-dimensional partial differential equations of parabolic type involving...
In this paper we consider multi-dimensional partial differential equations of parabolic type involvi...
In this note we define and study the stochastic process $X$ in link with a parabolic transmission op...
In this paper, we propose a local discontinuous Galerkin (LDG) method for nonlinear and possibly deg...
First we consider implicit finite difference schemes on uniform grids in time and space for second o...
The aim of this paper is to approximate the expectation of a large class of functionals of the solut...
Abstract. We focus on the use of two stable and accurate explicit nite dierence schemes in order to ...
In this thesis we consider smoothing properties and approximation of time derivatives for parabolic ...
We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy p...
The study of this thesis is motivated by the stochastic Lagrangian representations of solutions to ...
We first generalize, in an abstract framework, results on the order of convergence of a semi-discret...
We study the speed of convergence of the explicit and implicit space-time discretization schemes of ...
We study the finite element method for stochastic parabolic partial differential equations driven by...
This paper is dedicated to Grisha Shishkin, on the occasion of his 70th birthday Abstract. A singula...
This article presents a study on singularly perturbed 1D parabolic Dirichlet’s type differential equ...