Antoine Lejay

Publication Activity (10 Years)

Years Active: 2001-2024
Publications (10 Years): 8

Top Topics

Differential Equations

Diffusion Process

Computational Cost

Benchmark Tests

Top Venues

J. Comput. Phys.

J. Comput. Appl. Math.

Math. Comput. Simul.

SIAM J. Appl. Math.

Publications

Elisa Baioni, Antoine Lejay, Géraldine Pichot, Giovanni Michele Porta
Modeling Diffusion in One Dimensional Discontinuous Media under Generalized Permeable Interface Conditions: Theory and Algorithms. SIAM J. Sci. Comput. 46 (4) (2024)
Antoine Lejay, Hernán Mardones González
A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations. J. Comput. Phys. 420 (2020)
Antoine Lejay, Lionel Lenôtre, Géraldine Pichot
An exponential timestepping algorithm for diffusion with discontinuous coefficients. J. Comput. Phys. 396 (2019)
Antoine Lejay, Lionel Lenôtre, Géraldine Pichot
Analytic Expressions of the Solutions of Advection-Diffusion Problems in One Dimension with Discontinuous Coefficients. SIAM J. Appl. Math. 79 (5) (2019)
Antoine Lejay
A Monte Carlo estimation of the mean residence time in cells surrounded by thin layers. Math. Comput. Simul. 143 (2018)
Madalina Deaconu, Antoine Lejay, Khaled Salhi
Approximation of CVaR minimization for hedging under exponential-Lévy models. J. Comput. Appl. Math. 326 (2017)
Arturo Kohatsu-Higa, Antoine Lejay, Kazuhiro Yasuda
Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift. J. Comput. Appl. Math. 326 (2017)
Antoine Lejay, Géraldine Pichot
Simulating diffusion processes in discontinuous media: Benchmark tests. J. Comput. Phys. 314 (2016)
Antoine Lejay, Sylvain Maire
New Monte Carlo schemes for simulating diffusions in discontinuous media. J. Comput. Appl. Math. 245 (2013)
Antoine Lejay, Géraldine Pichot
Simulating diffusion processes in discontinuous media: A numerical scheme with constant time steps. J. Comput. Phys. 231 (21) (2012)
Antoine Lejay, Sylvain Maire
Computing the principal eigenelements of some linear operators using a branching Monte Carlo method. J. Comput. Phys. 227 (23) (2008)
Antoine Lejay, Sylvain Maire
Computing the principal eigenvalue of the Laplace operator by a stochastic method. Math. Comput. Simul. 73 (6) (2007)
Antoine Lejay
Monte Carlo methods for fissured porous media: a gridless approach. Monte Carlo Methods Appl. 10 (3-4) (2004)
Antoine Lejay
Simulating a diffusion on a graph. Application to reservoir engineering. Monte Carlo Methods Appl. 9 (3) (2003)
Fabien Campillo, Antoine Lejay
A Monte Carlo method without grid for a fractured porous domain model. Monte Carlo Methods Appl. 8 (2) (2002)
Antoine Lejay
Weak solution of semi-linear PDE, BSDE and homogenization. Monte Carlo Methods Appl. 7 (3-4) (2001)
Fabien Campillo, Antoine Lejay
A Monte Carlo method to compute the exchange coefficient in the double porosity model. Monte Carlo Methods Appl. 7 (1-2) (2001)