Antoine Lejay

17 papers Journal 17
YearRankTypeTitle / Venue / Authors
2024 J jnl
Modeling Diffusion in One Dimensional Discontinuous Media under Generalized Permeable Interface Conditions: Theory and Algorithms.
SIAM J. Sci. Comput.
Elisa Baioni, Antoine Lejay, Géraldine Pichot, Giovanni Michele Porta
2020 J jnl
A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations.
J. Comput. Phys.
Antoine Lejay, Hernán Mardones González
2019 J jnl
An exponential timestepping algorithm for diffusion with discontinuous coefficients.
J. Comput. Phys.
Antoine Lejay, Lionel Lenôtre, Géraldine Pichot
2019 J jnl
Analytic Expressions of the Solutions of Advection-Diffusion Problems in One Dimension with Discontinuous Coefficients.
SIAM J. Appl. Math.
Antoine Lejay, Lionel Lenôtre, Géraldine Pichot
2018 J jnl
A Monte Carlo estimation of the mean residence time in cells surrounded by thin layers.
Math. Comput. Simul.
Antoine Lejay
2017 J jnl
Approximation of CVaR minimization for hedging under exponential-Lévy models.
J. Comput. Appl. Math.
Madalina Deaconu, Antoine Lejay, Khaled Salhi
2017 J jnl
Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift.
J. Comput. Appl. Math.
Arturo Kohatsu-Higa, Antoine Lejay, Kazuhiro Yasuda
2016 J jnl
Simulating diffusion processes in discontinuous media: Benchmark tests.
J. Comput. Phys.
Antoine Lejay, Géraldine Pichot
2013 J jnl
New Monte Carlo schemes for simulating diffusions in discontinuous media.
J. Comput. Appl. Math.
Antoine Lejay, Sylvain Maire
2012 J jnl
Simulating diffusion processes in discontinuous media: A numerical scheme with constant time steps.
J. Comput. Phys.
Antoine Lejay, Géraldine Pichot
2008 J jnl
Computing the principal eigenelements of some linear operators using a branching Monte Carlo method.
J. Comput. Phys.
Antoine Lejay, Sylvain Maire
2007 J jnl
Computing the principal eigenvalue of the Laplace operator by a stochastic method.
Math. Comput. Simul.
Antoine Lejay, Sylvain Maire
2004 J jnl
Monte Carlo methods for fissured porous media: a gridless approach.
Monte Carlo Methods Appl.
Antoine Lejay
2003 J jnl
Simulating a diffusion on a graph. Application to reservoir engineering.
Monte Carlo Methods Appl.
Antoine Lejay
2002 J jnl
A Monte Carlo method without grid for a fractured porous domain model.
Monte Carlo Methods Appl.
Fabien Campillo, Antoine Lejay
2001 J jnl
A Monte Carlo method to compute the exchange coefficient in the double porosity model.
Monte Carlo Methods Appl.
Fabien Campillo, Antoine Lejay
2001 J jnl
Weak solution of semi-linear PDE, BSDE and homogenization.
Monte Carlo Methods Appl.
Antoine Lejay