Co-author Network
Co-researcher Network
sample of publications
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articles
- Iterative Schemes for Probabilistic Domain Decomposition. SIAM JOURNAL ON SCIENTIFIC COMPUTING. 280-297. 2023
- A hybrid probabilistic domain decomposition algorithm suited for very large-scale elliptic PDEs. COMPUTERS & MATHEMATICS WITH APPLICATIONS. 146:294-308. 2023
- Volatility Uncertainty Quantification in a Stochastic Control Problem Applied to Energy. METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY. 22:135-159. 2020
- An Implementation of Milstein's Method for General Bounded Diffusions. JOURNAL OF SCIENTIFIC COMPUTING. 79:867-890. 2019
- Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions. SIAM-ASA Journal on Uncertainty Quantification. 6:1454-1474. 2018
- Hybrid PDE solver for data-driven problems and modern branching. EUROPEAN JOURNAL OF APPLIED MATHEMATICS. 28:949-972. 2017
- A multigrid-like algorithm for probabilistic domain decomposition. COMPUTERS & MATHEMATICS WITH APPLICATIONS. 72:1790-1810. 2016
- Trust-region methods for nonlinear elliptic equations with radial basis functions. COMPUTERS & MATHEMATICS WITH APPLICATIONS. 72:1743-1763. 2016
- A Comparison of Higher-Order Weak Numerical Schemes for Stopped Stochastic Differential Equations. Communications in Computational Physics. 20:703-732. 2016
- An Efficient Algorithm for Accelerating Monte Carlo Approximations of the Solution to Boundary Value Problems. JOURNAL OF SCIENTIFIC COMPUTING. 66:577-597. 2016
- A Stochastic Algorithm Based on Fast Marching for Automatic Capacitance Extraction in Non-Manhattan Geometries. SIAM Journal on Imaging Sciences. 7:2657-2674. 2014
- Application of the RBF Meshless Method to the Solution of the Radiative Transport Equation. JOURNAL OF COMPUTATIONAL PHYSICS. 229:1897-1908. 2010
- Radial Basis Function Solution of the Motz Problem. ENGINEERING COMPUTATIONS. 27:606-620. 2010
- On the Enriched RBF Method for Singular Potential Problems. ENGINEERING ANALYSIS WITH BOUNDARY ELEMENTS. 33:1062-1073. 2009
- Solving delay differential equations through RBF collocation. Advances in Applied Mathematics and Mechanics. 1:257-272. 2009
- Use of Singularity Capturing Functions in the Solution of Problems with Discontinuous Boundary Conditions. ENGINEERING ANALYSIS WITH BOUNDARY ELEMENTS. 33:200-208. 2009
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book chapters
- Numerical Solution of the Viscous Flow Past a Cylinder with a Non-global Yet Spectrally Convergent Meshless Collocation Method. In: Spectral and High Order Methods for Partial Differential Equations ICOSAHOM 2016. SPRINGER. 495-507. 2017
- Solving Non-Smooth Delay Differential Equations With Multiquadrics. In: Progress in Industrial Mathematics at ECMI 2010. Springer Berlin / Heidelberg. 603-609. 2012
- Radial Basis Function (RBF) Solution of the Motz Problem. In: Progress in Industrial Mathematics at ECMI 2008. Springer Berlin / Heidelberg. 907-912. 2010
- Meshless Solution of Singular Potential Flows in Strong Formulation. In: Progress in Industrial Mathematics at ECMI 2008. Springer Berlin / Heidelberg. 727-732. 2010
- A Meshless Solution to the p-Laplace Equation. In: Progress on Meshless Methods: (Computational Methods in Apllied Science). SPRINGER. 17-35. 2008
- Meshless Simulation of Hele-Shaw Flow. In: Progress in Industrial Mathematics at ECMI 2006. Springer Berlin / Heidelberg. 677-682. 2008
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conference contributions
- A policy iteration algorithm for nonzero-sum stochastic impulse games. 27-45. 2019
- Solving nonlinear systems of elliptic PDEs with the PU-RBF method. 23-23. 2019
- The role of the Eikonal equation in numerics for bounded SDEs. 70-71. 2019
- Meshless Solution of Singular Potential Flows in Strong Formulation 2008
- Meshless simulation of Hele-Shaw flow 2008
- Radial Basis Function (RBF) Solution of the Motz Problem 2008
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theses