Mireille Bossy

Publication Activity (10 Years)

Years Active: 1997-2024
Publications (10 Years): 5

Top Topics

Stochastic Model

Top Venues

J. Comput. Phys.

Publications

Mireille Bossy, Kerlyns Martinez-Rodriguez
Strong convergence of the exponential Euler scheme for SDEs with superlinear growth coefficients and one-sided Lipschitz drift. CoRR (2024)
Mireille Bossy, Jean-François Jabir, Kerlyns Martinez-Rodriguez
Corrigendum to "Instantaneous turbulent kinetic energy modelling based on Lagrangian stochastic approach in CFD and application to wind energy" Journal of Computational Physics 464 (2022). J. Comput. Phys. 511 (2024)
Lorenzo Campana, Mireille Bossy, Christophe Henry
Lagrangian stochastic model for the orientation of inertialess non spherical particles in turbulent flows: an efficient numerical method for CFD approach. CoRR (2022)
Mireille Bossy, Jean-François Jabir, Kerlyns Martinez-Rodriguez
Instantaneous turbulent kinetic energy modelling based on Lagrangian stochastic approach in CFD and application to wind energy. J. Comput. Phys. 464 (2022)
Christophe Henry, Kerlyns Martinez-Rodriguez, Mireille Bossy, Hervé Guillard, Nicolas Rutard, Angelo Murrone
Social Distancing: The Sensitivity of Numerical Simulations. ERCIM News 2021 (124) (2021)
Mireille Bossy, Jose Espina, Cristian Paris, Antoine Rousseau
Modeling the wind circulation around mills with a Lagrangian stochastic approach. CoRR (2014)
Mireille Bossy, Nadia Maïzi, Odile Pourtallier
Game theory analysis for carbon auction market through electricity market coupling. CoRR (2014)
Viet Dung Doan, Abhijeet Gaikwad, Mireille Bossy, Françoise Baude, Ian Stokes-Rees
Parallel pricing algorithms for multi-dimensional Bermudan/American options using Monte Carlo methods. Math. Comput. Simul. 81 (3) (2010)
Abhijeet Gaikwad, Viet Dung Doan, Mireille Bossy, Françoise Baude, Frédéric Abergel
SuperQuant Financial Benchmark Suite for Performance Analysis of Grid Middlewares. HPSC (2009)
Olivier Davidau, Mireille Bossy, Nadia Maïzi, Odile Pourtallier
Valuing CO2 Emission Allowances with Stochastic Control. ERCIM News 2009 (78) (2009)
Mireille Bossy, Françoise Baude, Viet Dung Doan, Abhijeet Gaikwad, Ian Stokes-Rees
Parallel Pricing Algorithms for Multi--Dimensional Bermudan/American Options using Monte Carlo methods CoRR (2008)
Sebastien Bezzine, Virginie Galtier, Stéphane Vialle, Françoise Baude, Mireille Bossy, Viet Dung Doan, Ludovic Henrio
A Fault Tolerant and Multi-Paradigm Grid Architecture for Time Constrained Problems. Application to Option Pricing in Finance. e-Science (2006)
Mireille Bossy
Optimal rate of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation laws. Math. Comput. 73 (246) (2004)
Mireille Bossy, Benjamin Jourdain
A Stochastic Particle Method for the Solution of a 1D Viscous Scalar Conservation Law in a Bounded Interval. Monte Carlo Methods Appl. 7 (1-2) (2001)
Mireille Bossy, Denis Talay
A stochastic particle method for the McKean-Vlasov and the Burgers equation. Math. Comput. 66 (217) (1997)
Mireille Bossy, Loula Fezoui, Serge Piperno
Comparison of a Stochastic Particle Method and a Finite Volume Deterministic Method Applied to Burgers Equation. Monte Carlo Methods Appl. 3 (2) (1997)