Publications

2023

• Local volatility under rough volatility
  
  • Bourgey Florian
  • de Marco Stefano
  • Friz Peter
  • Pigato Paolo
  Mathematical Finance, Wiley, 2023, 33 (4), pp.1119-1145. (10.1111/mafi.12392)
  DOI : 10.1111/mafi.12392
• Tropical linear regression and mean payoff games: or, how to measure the distance to equilibria
  
  • Akian Marianne
  • Gaubert Stéphane
  • Qi Yang
  • Saadi Omar
  SIAM Journal on Discrete Mathematics, Society for Industrial and Applied Mathematics, 2023, 37 (2), pp.632-674. (10.1137/21M1428297)
  DOI : 10.1137/21M1428297
• Generative modeling of extremes with neural networks
  
  • Allouche Michaël
  • Girard Stéphane
  • Gobet Emmanuel
  , 2023.
• On the concave one-dimensional random assignment problem and Young integration theory
  
  • Goldman Michael
  • Trevisan Dario
  , 2023.
• Numerical and Theoretical Study of Patterns in a Chemotaxis Model
  
  • Payan Maxime
  • Breden Maxime
  , 2023.
• Multi-fidelity surrogate modeling for time-series outputs
  
  • Kerleguer Baptiste
  SIAM/ASA Journal on Uncertainty Quantification, ASA, American Statistical Association, 2023, 11 (2), pp.514-539. (10.1137/20M1386694)
  DOI : 10.1137/20M1386694
• A limiting model for a low Reynolds number swimmer with N passive elastic arms
  
  • Alouges François
  • Lefebvre-Lepot Aline
  • Levillain Jessie
  Mathematics in Engineering, AIMS, 2023, 5 (5), pp.1-20. (10.3934/mine.2023087)
  DOI : 10.3934/mine.2023087
• Approximate Lipschitz stability for phaseless inverse scattering with background information
  
  • Sivkin Vladimir
  Journal of Inverse and Ill-posed Problems, De Gruyter, 2023, 31 (3), pp.441-454. (10.1515/jiip-2023-0001)
  DOI : 10.1515/jiip-2023-0001
• Well-posedness of wave scattering in perturbed elastic waveguides and plates: application to an inverse problem of shape defect detection
  
  • Bonnetier Eric
  • Niclas Angèle
  • Seppecher L.
  Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, Royal Society, The, 2023, 479 (2273), pp.20220646. (10.1098/rspa.2022.0646)
  DOI : 10.1098/rspa.2022.0646
• Validated integration of semilinear parabolic PDEs
  
  • Bouwe van den Berg Jan
  • Breden Maxime
  • Sheombarsing Ray
  , 2023.
• Global linear convergence of Evolution Strategies with recombination on scaling-invariant functions
  
  • Touré Cheikh
  • Auger Anne
  • Hansen Nikolaus
  Journal of Global Optimization, Springer Verlag, 2023, 86 (1), pp.163-203. (10.1007/s10898-022-01249-6)
  DOI : 10.1007/s10898-022-01249-6
• Hamilton–Jacobi equations for controlled gradient flows: The comparison principle
  
  • Conforti Giovanni
  • Kraaij R.C.
  • Tonon D.
  Journal of Functional Analysis, Elsevier, 2023, 284 (9), pp.109853. (10.1016/j.jfa.2023.109853)
  DOI : 10.1016/j.jfa.2023.109853
• Unifying mirror descent and dual averaging
  
  • Juditsky Anatoli
  • Kwon Joon
  • Moulines Éric
  Mathematical Programming, Springer Verlag, 2023, 199, pp.793–830. (10.1007/s10107-022-01850-3)
  DOI : 10.1007/s10107-022-01850-3
• Experimental investigation of supercritical injection
  
  • Chazelle T
  • Duhem-Duvilla L
  • Lespinasse Florian
  • Idlahcen S
  • Blaisot J.-B
  • Barviau B
  • Ribert G
  • Le Calvez Y
  • Nabet F
  • Giovangigli V
  , 2023.
• AskewSGD : an annealed interval-constrained optimisation method to train quantized neural networks
  
  • Leconte Louis
  • Schechtman Sholom
  • Moulines Eric
  , 2023, 206, pp.3644--3663.
• Uncertainty quantification and calibration of one-dimensional arterial hemodynamics
  
  • Benmahdi Meryem
  • Le Maitre Olivier
  • Congedo Pietro Marco
  , 2023.
• On the Strategyproofness of the Geometric Median
  
  • El-Mahdi El-Mhamdi
  • Sadegh Farhadkhani
  • Rachid Guerraoui
  • Lê-Nguyên Hoang
  , 2023.
• Multi-Resolution Analysis for two-phase flows with heat and mass transfer
  
  • Wu Gen
  • Grenier Nicolas
  • Nore Caroline
  • Massot Marc
  , 2023.
• CONCURRENT SHAPE OPTIMIZATION OF THE PART AND SCANNING PATH FOR POWDER BED FUSION ADDITIVE MANUFACTURING
  
  • Boissier Mathilde
  • Allaire Grégoire
  • Tournier Christophe
  SIAM Journal on Control and Optimization, Society for Industrial and Applied Mathematics, 2023, 61 (2), pp.697-722. (10.1137/21M1461976)
  DOI : 10.1137/21M1461976
• Optimal transport for the multi-model combination of sub-seasonal ensemble forecasts
  
  • Le Coz Camille
  • Tantet Alexis
  • Flamary Rémi
  • Plougonven Riwal
  , 2023. (10.5194/egusphere-egu23-13445)
  DOI : 10.5194/egusphere-egu23-13445
• samurai
  
  • Bellotti Thomas
  • Gouarin Loic
  • Massot Marc
  • Matalon Pierre
  , 2023.
• Tight Regret and Complexity Bounds for Thompson Sampling via Langevin Monte Carlo
  
  • Huix Tom
  • Zhang Matthew Shunshi
  • Oliviero-Durmus Alain
  , 2023.
• Reconstruction of smooth shape defects in waveguides using locally resonant frequencies
  
  • Niclas Angèle
  • Seppecher Laurent
  Inverse Problems, IOP Publishing, 2023, 39 (5), pp.055006. (10.1088/1361-6420/acc7c0)
  DOI : 10.1088/1361-6420/acc7c0
• Scaling Limit for Stochastic Control Problems in Population Dynamics
  
  • Jusselin Paul
  • Mastrolia Thibaut
  Applied Mathematics and Optimization, Springer Verlag (Germany), 2023, 88 (1), pp.14. (10.1007/s00245-023-09989-x)
  DOI : 10.1007/s00245-023-09989-x
• Moment Methods for the 3D Radiative Transfer Equation Based on phi-Divergences
  
  • Abdelmalik M.R.A.
  • Cai Zhenning
  • Pichard Teddy
  Computer Methods in Applied Mechanics and Engineering, Elsevier, 2023, 417, pp.116454. (10.1016/j.cma.2023.116454)
  DOI : 10.1016/j.cma.2023.116454