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hal-01098554v1  Journal articles
Abdelkoddousse Ahdida, Aurélien Alfonsi, Ernesto Palidda. Smile with the Gaussian term structure model
The Journal of Computational Finance, Incisive Media, 2017, 21 (1), ⟨10.21314/JCF.2016.328⟩
hal-01667057v1  Journal articles
Bernard Lapeyre, Emmanuel Temam. Competitive Monte Carlo methods for the pricing of Asian options
The Journal of Computational Finance, Incisive Media, 2001, 5 (1), pp.39 - 57. ⟨10.21314/JCF.2001.061⟩
hal-01583144v1  Conference papers
Frédéric Legoll, Ludovic Chamoin. Multiscale computations based on MsFEM: model reduction and goal-oriented a posteriori error estimation
8th International Conference on Adaptive Modeling and Simulation - ADMOS 2017, Jun 2017, Verbania, Italy
hal-00624354v1  Book sections
Arnaud Anantharaman, Ronan Costaouec, Claude Le Bris, Frédéric Legoll, Florian Thomines. Introduction to numerical stochastic homogenization and the related computational challenges: some recent developments
Weizhu Bao and Qiang Du. Multiscale modeling and analysis for materials simulation, World Scientific, 2011, Lecture Notes Series, Institute for Mathematical Sciences, National University of Singapore ; vol. 22
hal-00691939v1  Journal articles
Frédéric Legoll, Tony Lelièvre, Giovanni Samaey. A micro-macro parareal algorithm: application to singularly perturbed ordinary differential equations
SIAM Journal on Scientific Computing, Society for Industrial and Applied Mathematics, 2013, 35 (4), pp.A1951-A1986
hal-00784187v1  Journal articles
Frédéric Legoll, William Minvielle. Variance reduction using antithetic variables for a nonlinear convex stochastic homogenization problem
Discrete and Continuous Dynamical Systems - Series S, American Institute of Mathematical Sciences, 2015, 8 (1), pp.1-27. ⟨10.3934/dcdss.2015.8.1⟩
hal-00608036v1  Journal articles
Alessandra Iacobucci, Frédéric Legoll, Stefano Olla, Gabriel Stoltz. Negative thermal conductivity of chains of rotors with mechanical forcing
Physical Review E : Statistical, Nonlinear, and Soft Matter Physics, American Physical Society, 2011, 84, pp.061108. ⟨10.1103/PhysRevE.84.061108⟩
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hal-01722086v1  Conference papers
Matthew Dobson, Frédéric Legoll, Tony Lelièvre, Gabriel Stoltz. Une équation de Langevin pour la simulation à l'échelle atomistique de fluides hors-équilibre
11e colloque national en calcul des structures, CSMA, May 2013, Giens, France
hal-00524819v1  Journal articles
Ronan Costaouec, Claude Le Bris, Frédéric Legoll. Approximation numérique d'une classe de problèmes en homogénéisation stochastique
Comptes rendus de l'Académie des sciences. Série I, Mathématique, Elsevier, 2010, 348 (1-2), pp.99--103. ⟨10.1016/j.crma.2009.10.027⟩
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inria-00457946v1  Reports
Ronan Costaouec, Claude Le Bris, Frédéric Legoll. Variance reduction in stochastic homogenization : proof of concept, using antithetic variables
[Research Report] RR-7207, Inria. 2010, pp.1-21
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hal-02274963v1  Conference papers
Sébastien Brisard, Virginie Ehrlacher. Méthodes MsFEM pour les plaques hétérogènes
CFM 2019 - 24ème Congrès Français de Mécanique, Aug 2019, Brest, France
hal-01588726v1  Conference papers
Frédéric Legoll, Ludovic Chamoin. A posteriori error estimation for multiscale computations based on MsFEM
Workshop on Multiscale Modeling and Analysis in Materials Science, Aug 2015, Shanghai, China
hal-01415636v1  Journal articles
Jyda Mint Moustapha, Benjamin Jourdain, Dimitri Daucher. A probabilistic particle approximation of the “Paveri-Fontana” kinetic model of traffic flow
SMAI Journal of Computational Mathematics, Société de Mathématiques Appliquées et Industrielles (SMAI), 2016, 2, pp.229-253. ⟨10.5802/smai-jcm.15⟩
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hal-02281362v1  Journal articles
Robert Benda, Eric Cancès, Bérengère Lebental. Effective resistance of random percolating networks of stick nanowires: Functional dependence on elementary physical parameters
Journal of Applied Physics, American Institute of Physics, 2019, 126 (4), pp.044306. ⟨10.1063/1.5108575⟩
hal-01986870v1  Journal articles
Frédéric Legoll, Régis Monneau. Designing reversible measure invariant algorithms with applications to molecular dynamics
Journal of Chemical Physics, American Institute of Physics, 2002, 117 (23), pp.10452-10464. ⟨10.1063/1.1519842⟩
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hal-01288563v1  Journal articles
Karam Sab, Frédéric Legoll, Samuel Forest. Stress gradient elasticity theory : existence and uniqueness of solution
Journal of Elasticity, Springer Verlag, 2016, 123 (2), pp.179-201. ⟨10.1007/s10659-015-9554-1⟩
hal-01986848v1  Journal articles
Frédéric Legoll, Tony Lelièvre, Gabriel Stoltz. Some remarks on sampling methods in molecular dynamics
ESAIM: Proceedings and Surveys, EDP Sciences, 2008, 22, pp.217-233. ⟨10.1051/proc:072226⟩
hal-00639349v1  Journal articles
Claude Le Bris, Frédéric Legoll, F. Thomines. Multiscale Finite Element approach for "weakly" random problems and related issues
ESAIM: Mathematical Modelling and Numerical Analysis, EDP Sciences, 2014, 48 (3), pp.815-858. ⟨10.1051/m2an/2013122⟩
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cea-01302986v2  Journal articles
Thomas Jourdan, Gabriel Stoltz, Frédéric Legoll, Laurent Monasse. An accurate scheme to solve cluster dynamics equations using a Fokker-Planck approach
Computer Physics Communications, Elsevier, 2016, 207, pp.170. ⟨10.1016/j.cpc.2016.06.001⟩
hal-01986853v1  Journal articles
Eric Cancès, Frédéric Legoll, Gabriel Stoltz. Theoretical and numerical comparison of some sampling methods for molecular dynamics
ESAIM: Mathematical Modelling and Numerical Analysis, EDP Sciences, 2007, 41 (2), pp.351-389. ⟨10.1051/m2an:2007014⟩