Antoine Lejay

According to our database, Antoine Lejay authored at least 16 papers between 2001 and 2020.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2020

A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations.

Antoine Lejay, Hernán Mardones González

J. Comput. Phys., 2020

2019

Analytic Expressions of the Solutions of Advection-Diffusion Problems in One Dimension with Discontinuous Coefficients.

Antoine Lejay, Lionel Lenôtre, Géraldine Pichot

SIAM J. Appl. Math., 2019

An exponential timestepping algorithm for diffusion with discontinuous coefficients.

Antoine Lejay, Lionel Lenôtre, Géraldine Pichot

J. Comput. Phys., 2019

2018

A Monte Carlo estimation of the mean residence time in cells surrounded by thin layers.

Antoine Lejay

Math. Comput. Simul., 2018

2017

Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift.

Arturo Kohatsu-Higa, Antoine Lejay, Kazuhiro Yasuda

J. Comput. Appl. Math., 2017

Approximation of CVaR minimization for hedging under exponential-Lévy models.

Madalina Deaconu, Antoine Lejay, Khaled Salhi

J. Comput. Appl. Math., 2017

2016

Simulating diffusion processes in discontinuous media: Benchmark tests.

Antoine Lejay, Géraldine Pichot

J. Comput. Phys., 2016

2013

New Monte Carlo schemes for simulating diffusions in discontinuous media.

Antoine Lejay, Sylvain Maire

J. Comput. Appl. Math., 2013

2012

Simulating diffusion processes in discontinuous media: A numerical scheme with constant time steps.

Antoine Lejay, Géraldine Pichot

J. Comput. Phys., 2012

2008

Computing the principal eigenelements of some linear operators using a branching Monte Carlo method.

Antoine Lejay, Sylvain Maire

J. Comput. Phys., 2008

2007

Computing the principal eigenvalue of the Laplace operator by a stochastic method.

Antoine Lejay, Sylvain Maire

Math. Comput. Simul., 2007

2004

Monte Carlo methods for fissured porous media: a gridless approach.

Antoine Lejay

Monte Carlo Methods Appl., 2004

2003

Simulating a diffusion on a graph. Application to reservoir engineering.

Antoine Lejay

Monte Carlo Methods Appl., 2003

2002

A Monte Carlo method without grid for a fractured porous domain model.

Fabien Campillo, Antoine Lejay

Monte Carlo Methods Appl., 2002

2001

Weak solution of semi-linear PDE, BSDE and homogenization.

Antoine Lejay

Monte Carlo Methods Appl., 2001

A Monte Carlo method to compute the exchange coefficient in the double porosity model.

Fabien Campillo, Antoine Lejay

Monte Carlo Methods Appl., 2001