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hal-01098554v1  Journal articles
Abdelkoddousse AhdidaAurélien AlfonsiErnesto 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 LapeyreEmmanuel 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 LegollLudovic 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 AnantharamanRonan CostaouecClaude Le BrisFrédéric LegollFlorian 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 LegollTony LelièvreGiovanni 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 LegollWilliam 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 IacobucciFrédéric LegollStefano OllaGabriel 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⟩
hal-00524819v1  Journal articles
Ronan CostaouecClaude Le BrisFrédéric 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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hal-02274963v1  Conference papers
Sébastien BrisardVirginie Ehrlacher. Méthodes MsFEM pour les plaques hétérogènes
CFM 2019 - 24ème Congrès Français de Mécanique, Aug 2019, Brest, France
hal-01588726v1  Conference papers
Frédéric LegollLudovic 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 MoustaphaBenjamin JourdainDimitri 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⟩
hal-01986870v1  Journal articles
Frédéric LegollRégis 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⟩
hal-01986848v1  Journal articles
Frédéric LegollTony LelièvreGabriel 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 BrisFrédéric LegollF. 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⟩
hal-01986853v1  Journal articles
Eric CancèsFrédéric LegollGabriel 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⟩