Some publications of Olivier Pironneau in .pdf format
Olivier Pironneau.
Olivier Pironneau. : Calibration of Heston Model with Keras To appear in the proceedingss of ``Financial Mathematics La Coruna'' July 2019
Olivier Pironneau. : An Energy stable Monolithic Eulerian Fluid-Structure Numerical Scheme with compressible materials. To appear in P.G. Ciarlet 80th birthday volume (2018)
Chiang Chen-Yu1, Olivier Pironneau, Tony W. H. Sheu, Marc Thiriet. : Numerical Study of a 3D Eulerian Monolithic Formulation for Incompressible Fluid-Structures. accepté dans FLUIDS, 2017 (MPDI press)
Sébastien Geeraert, Charles-Albert Lehalle, Barak Pearlmutter, Olivier Pironneau, Adil Reghai. : Mini-symposium on automatic differentiation and its applications in the financial industry ESAIM: Proceedings, EDP Sciences, 2017
Guillaume Sall, Gilles Pages and Olivier Pironneau : The parareal algorithm for American options. C. R. Math. Acad. Sci. Paris 354 (2016), no. 11, 1132–1138.
Guillaume Sall, Gilles Pages and Olivier Pironneau : Vibrato and Automatic Differentiation for High Order Derivatives and Sensitivities of Financial Options Journal of Computational Finance Vol 22, No 2, pp 1-34 ( Sept 2018)
Tomas Chacon-Rebollo, Vivette Girault, François Murat, Olivier Pironneau. : Analysis of a Simplified Coupled Fluid-Structure Model for Computational Hemodynamics SIAM J. Numer. Anal. 54 (2016), no. 2, 994–1019.
Mathieu Lauriere and Olivier Pironneau : Dynamic programming for mean-field type control J. Optim. Theory Appl. 169 (2016), no. 3, 902–924.
Mathieu Lauriere and Olivier Pironneau : Dynamic programming for mean-field type control C. R. Acad. Sci. Paris, Ser. I 352 (2014) 707–713
Olivier Pironneau. : Numerical Study of a Monolithic Fluid-Structure Formulation. in Variational Analysis and Aerospace Engineering Proceedings congres Erice 2015, Aldo Frediani ed. Springer series in Optimization and applications vol 116 2016
Olivier Pironneau : Differentiable Shape Optimization for Fluids Lecture notes at VKI session on Optimal Shape Design. Rhodes-St_Genese, Belgium, March 2014.
Yaji, Kentaro; Otomori, Masaki; Yamada, Takayuki; Izui, Kazuhiro; Nishiwaki, Shinji; Pironneau, Olivier : Shape and topology optimization based on the convected level set method. Struct. Multidiscip. Optim. 54 (2016), no. 3, 659–672.
Olivier Pironneau : Computational Issues for Optimal Shape Design in Hemodynamics Applid Math. conf. Jyvaskyla March 2014. 3–20, Comput. Methods Appl. Sci., 40, Springer, Cham, 2016.
Kirill G. Pichon and Olivier Pironneau : Pressure Boundary Conditions for Blood Flow Manuscript submitted to https://AIMsciences.org AIMS’ Journals Volume X, Number 0X, XX 2014
Olivier Pironneau : Simplified Fluid-Structure Interactions for Hemodynamics in Numerical Simulations of Coupled Problems in Engineering. Springer series Computational Methods in Applied Sciences. Vol 33. S. Idelhson ed. 2014.57–70, Cham, 2014.
Olivier Pironneau : Pricing Futures by Deterministic Methods Acta Numerica (2012), pp 577-671.
D. Dalal, F. Hecht, And O. Pironneau, : Implementation of a Low Order Mimetic Elements in freefem++, J. Numer. Math., Vol. 20, No. 3-4, pp. 183–194 (2012)
T. Lipp, G. Loeper and O. Pironneau, : Mixing Monte-Carlo and Partial Differential Equations for Princing Options. Chinese Annals of Mathematics, ser B. Vol 34, No 2, pp 255-276 (2013)
K.P. Gostaf,and O. Pironneau, : Pressure Boundary Conditions for Blood Flows. hal-00865671 Sept 2013.Chin. Ann. Math. Ser. B 36 (2015), no. 5, 829–842.
Georges-Henri Cottet, Patrick Mascart, Olivier Pironneau : Mathematiques appliquees et climat dans "Le Climat à découvert. Outils et méthodes en recherche climatique", sous la direction de Catherine Jeandel et Rémy Mosseri, CNRS Éditions, 2011
Frederic Alauzet and Olivier Pironneau : Continuous and Discrete Adjoints to the Euler Equations for Fluids Int. J. Numer. Meth. for Fluids (2012); 70:135-157.
Frederic Alauzet Bijan Mohammadi and Olivier Pironneau : Mesh Adaptivity and Optimal Shape Design for Aerospace Variational Analysis and Aerospace Eng. II (August 2011). To appear in the series "Springer Optimization and Its Applications".
Olivier Pironneau : Reduced Basis for Vanilla and Basket Options To be published in Risk and Decision Analysis (sent March 2011)
Olivier Pironneau : Proper Orthogonal Decomposition for Pricing. Journal of Computational Finance (2012). p1-14, vol 16 No 1.
Rama Cont, Nicolas Lantos and Olivier Pironneau : A Reduced Basis for Option Pricing J. SIAM on Financial Mathematics. Vol. 2, pp. 287–316 (2011).
Alexei Lozinski and Olivier Pironneau : Numerical Zoom for Advection Diffusion Problems with Localized Multiscales Numerical Methods for Partial Differential Equations Volume 27, Issue 1, pages 197–207, January 2011
O. Pironneau and M. Tabata : Stability and convergence of a Galerkin-characteristics finite element scheme of lumped mass type Int. J. Numer. Meth. Fluids 2010; 64:1240–1253
Olivier Pironneau : Finite Element Characteristic Methods Requiring no Quadrature Journal of Scientific Computing, vol. 43, no3, pp. 402-415, 2010.
Olivier Pironneau : Shock Optimization for Airfoil Design Problems G. Buttazzo, A. Frediani (eds.), Variational Analysis and Aerospace Engineering, 367 Springer Optimization and Its Applications 33, DOI 10.1007/978-0-387-95857-6 20, 2009
Alain Bensoussan and Janos Turi and Laurent Mertz and Olivier Pironneau : An Ultra Weak Finite Element Method As An Alternative To A Monte Carlo Method For An Elasto-Plastic Problem With Noise J. SIAM Numer Anal vol 47, No 5, pp3374-3396(2009).
Gregoire Loeper and Olivier Pironneau : A Mixed PDE /Monte-Carlo Method for Stochastic Volatility Models Comptes Rendus de l'Academie des Sciences C.R.A.S. Vol. 347 - N° 9-10 - p. 559-563, 2009.
Antoine Conze and Nicolas Lantos and Olivier Pironneau : The Forward Kolmogorov Equation for Two Dimensional Options Communication in Pure and applied Analysis, vol 8, No 1, 2009.
F. Hecht, A. Lozinski, and O. Pironneau : Numerical Zoom and the Schwarz Algorithm Proc. Domain Decomp. 18th conf. Jerusalem (Jan 2008). M. Bercovier, O. Widlund ed.
Y. achdou and O. Pironneau : Finite Element Methods for Option Pricing Special volume edited by R. Cont (Columbia U. N.Y.) Nov. 2007.
O. Pironneau : Finite Element Characteristics Requiring no Quadrature Journal of Scientific Computing (Springer) M. Tabata ed. Accepted Feb 2009. On line since March 2009.
Y. achdou and O. Pironneau : Mathematical Modelling and Numberical Methods in Finance Handbook of Numerical Analysis vol 15 (A. Bensoussan ed.) Elsevier 2009.
O. Pironneau : From Rocket Control to Virtual Design in Fondamental Concept in Computer Science edited by E. Gelenbe and J._P. Kahane (Imperial College Press) 2009.
J. Nolen, G. Papanicolaou, O. Pironneau : A Framework for Adaptive Multiscale Methods for Elliptic Problems Submitted to MMS, 4/2007.
J.B. Apoung-Kamga and O. Pironneau : Numerical Zoom and application to Nuclear Waste. Journal of Computational Physics 224(2007)403Ð413
O. Pironneau : Calibration of Options on a Reduced Basis Journal of Computational and Applied Mathematics Volume 232, Issue 1, 1 October 2009, Pages 139-147
O. Pironneau : Calibration of Barrier Options Advances in Numerical mathematics, Proc Int. Conf. W. Fitzgibbon, R. Hoppe et al. Inst.Numer. Math. RAS publications RAS, 2006.
O. Pironneau : Dupire-Like Identities for Complex Options Compte Rendu de l'académie des sciences I, 344,pp 127-133 (2007)
R. Sani, J. Shen, O. Pironneau and P. Gresho : Pressure Boundary Condition for Time-dependent Incompressible Navier-Stokes Equations. Int. J. Numer. Methods in Fluids. 2006; 50:673-682
F. Hecht and O. Pironneau and A. Le Hyaric and K. Ohtsuka : Freefem++, the book! UPMC-LJLL Press, 2005.
O. Pironneau : Corrected Non-Conservative Schemes Chinese Annals of Mathematics (Vol 27, No 5, B pp 539-548,2006).
J-B. Apoung Kamga and O. Pironneau : A Numerical Quadrature for the Schwarz Chimera Method Domaine Decomposition conf. 16. Proc. D. Keyes ed. Jan 2005.
Y. Achdou and O. Pironneau : Computational Methods for Option Pricing SIAM series in Applied Math, Philadelphia 2005.
O. Pironneau : Derivatives With Respect To Piecewise Constant Coefficients Of a Pde with Applications ECCOMAS Conf. 2004, Jyvaskyla, FInland. P. Neittanmaaki ed. July 2004.
G. Indragoby and O. Pironneau : Calibration for Option Pricing with Automatic Differentiation. Rapport de recherche LJLL-UPMC, Sept 2004.
C. Bardos and O. Pironneau : Data Assimilation for Conservation Laws Methods and Applications of Analysis, vol 12, no 2, pp103-134, June 2005.
B. Mohammadi and O. Pironneau : Shape Optimization for Fluids Von Karman Course series 2004-07, H. Deconninck ed. (2004).
Ph. Hoch and O. Pironneau: : A Vector Hamilton-Jacobi Formulation for the Numerical Simulation of Euler Flows. C. R. Acad. Sci. Paris, t. ???, Serie I, p. 1??, 2005
Y. Achdou and G. Indragoby and O. Pironneau: Volatility Calibration with American Options "Methods and Applications of Analysis" International Press Vol. 11, No. 3, pp. 001-024, September 2004
C. Dobrzynski and O. Pironneau: Accurate simulations of air-cooled structures. Proc. ECCOMAS Conf. Jyvaskyla, Finland. P. Neittanmaaki ed. July 2004
C. Dobrzynski P. Frey, B. Mohammadi and O. Pironneau:Fast and accurate simulations of air-cooled
structures.
Comput. Methods Appl. Mech. Engrg. xxx (2005) xxx-xxx
Y. Achdou and O. Pironneau
Volatility
Calibration with American Option Proc. ECCOMAS Conf. Jyvaskyla
(
B. Mohammadi, O. Pironneau : Control
of Shocks and Sonic booms. Proc. ECCOMAS Conf. Jyvaskyla
(
B. Mohammadi, O. Pironneau
: Optimal
shape Design for Fluids. Annual Rev Fluids Mechanics 2004, 36:255-279.
O. Pironneau:
Shape
Sensitivities and Design for Fluids with Shocks Int. J. CFD, vol 17(14) 235-242
(2003)
C. Bardos and O. Pironneau : Sensitivities
for Euler Flows accepted in C. R. Acad. Sci., Paris,
Ser I 335 (2002) 839-845 (2002)
C. Bardos and O. Pironneau :
: Derivatives and Control in the Presence of
Shocks. Computational Fluid Dynamics Journal, vol
11, no.4 p383-392 (Jan 2003)
O. Pironneau:: Discontinuous Data Assimilation special
volume on meteorology, Indian
S.Delpino and O. Pironneau :
Asymptotic Analysis and Layer Decomposition for the
Couplex Exercise. Computational Geosciences Alain Bourgeat and
Michel Kern. ed. Vol 8. No 2. pp 149-162. Kluwer Academics Publishers (2004)
C. Bernardi, O. Pironneau:
Sensitivity
of Darcy’s Law to discontinuities,
Chinese Annals of Mathematics(No.2,2003).
C. Bernardi, O. Pironneau:
:
Derivative with respect to Discontinuities in the Porosity, C. R. Acad. Sci.,
Paris, Ser I 335(2002)1-6.
C. Bardos, O. Pironneau:
:
Sensitivity of Stationary Shocks, Special volume dedicated to P. Perrier,
“euro-days”, J. Periaux Ed. (2002)
O. Pironneau:
Control
of Transonic Shock Position. Control, Optimization and Calculus of
Variations, ESAIM (2) 8, 907-914 2002.
R. Botchorishvili and O. Pironneau:
Finite
Volume Schemes with Equilibrium
Type Discretization
of Source Terms. Journal of Computational Physics, Volume 187, Issue 2,
B. Mohammadi and O.Pironneau:
Techniques for Optimal Shape Design. Proc Franco-Autralian conf, Dec 2001. Noel Barton ed.
B. Mohammadi and O.Pironneau:
Applied
Optimal Shape Design. Scientific and Engineering
computations for the 21st century. Proc 15th
O. Pironneau:
Computer
Solutions of Maxwell's equations in Homogeneous Media, Int. J. Numer. Meth. For Fluids Volume 43, Issue 8 ,
Pages 823 - 838 (2003).
Y. Achdou, O. Pironneau:
Volatility smile. Int. J. Theoertical
and Applied Finance. Vol 5, no 6, pp 619-643, 2002.
S. DelPino and O. Pironneau:
A
Fictitious domain Based General PDE Solver conf. METSO-ECCOMAS., in "Numerical Methods for
Scientific Computing"
C. Bernardi, V. GiraultF. Hecht, H. Kawarada and O. >Pironneau:
A
finite element problem issued from fictitious domain techniques East-West J. Numer Math.9(4)
253-316, 2001.
O. Pironneau:
The
Method of Characteristics with gradients and integrals. Proc
Euro days 2000, J. Periaux ed. Wiley 2001.
F. Brezzi, J.L. Lions, O. Pironneau
,
Analysis of a Chimera method, C.R. Acad. Sci. Paris, t.332, Série
I, p655-660, 2001
B. Mohammadi and O. Pironneau:
Applied
Shaper Optimal Design.
O. Pironneau, and E. Polak:
,
Consistent Approximations and Approximate Functions and Gradients in Optimal
Control..
O. Pironneau, S. Delpino and J.L. Lions :
,
Decomposition Algorithms for DDM. In Domain Decomposition
Methods in Science and Engineering.97-108 N. Debit, M. Garbey
et al ed. CIMNE handbooks,
G. Lemarchand, O. Pironneau, and E. Polak:
, A Mesh Refinment Method for
Optimization with DDM. In Domain Decomposition Methods in
Science and Engineering. pp421-428 N. Debit, M.
Garbey et al ed. CIMNE handbooks,
O. Pironneau : A priori domain decomposition for computations in domains defined by CSG Proc Yamaguchi conf on Applied Math., 2000.
O. Pironneau : Prospectives for Scientific Computing Japan-SIAM 2000 conf. Proceedings, 2000.
J.L. Lions and O. Pironneau. : High precision with low order finite elements. Colloque en l’honneur de A. Bensoussan, page (to appear), 2000.
J.L. Lions and O. Pironneau. : Non-overlapping decomposition methods for time dependent operators. C.R.A.S, 330 (2000), no. 10, 937—942
J.L. Lions and O. Pironneau. : Overlapping decomposition methods for time dependent operators. C.R.A.S, 330 (2000), no. 10, 937—942
J.L. Lions and O. Pironneau. : Virtual Control, replicas and decomposition of operators. C. R. Acad. Sci. Paris 330(1) 47-54, 2000.
F. Hecht, J.L. Lions and O. Pironneau. : Domain decomposition algorithm for computer aided design. Applied nonlinear analysis, 185--198, Kluwer/Plenum, New York, 1999
J.L. Lions and O. Pironneau. : Domain decomposition methods for CAD. C. R. Acad. Sci. Paris S´ er. I Math., 328(1):73–80, 1999.
J.L. Lions and O. Pironneau. : Sur le controle parallele des systemes distribues. C. R. Acad. Sci. Paris Serir. I Math., 327(12):993–998, 1998.
J.L. Lions and O. Pironneau. : Algorithmes paralleles pour la solution de problemes aux limites. C. R. Acad. Sci. Paris Serie. I Math., 327(11):947–952, 1998.
S. Del Pino, E. Heikkola, O. Pironneau, and J. Toivanen. : A finite element method for virtual reality data. C.R.A.S., 2000. (in press).
Y. Achdou, O. Pironneau, and F. Valentin. : Effective Boundary Conditions for Laminar Flows over Periodic Rough Boundaries, . Journal of Computational Physics, Volume 147, Issue 1, 20 November 1998, Pages 187-218.
N. Dicesare and O. Pironneau. : Shock sensitivity analysis and automatic differentiation. September, 1999. (accepted in CFD Journal).
P. Aubert, N. Dicesare, and O. Pironneau. : Automatic differentiation class by operator overloading. May, 1999. (accepted in Computer Visualization and Software).
R. Glowinski, J.L. Lions, and O. Pironneau. : Decomposition of energy spaces and applications. C.R.A.S., 329(5):445–452, 1999.
F. Hecht and O. Pironneau. : Mesh Adaption for the Black & Scholes Equations. East-West Journal of Applied Math., 1999. (accepted).
O. Pironneau and N. Dicesare, : consistent approximations,automatic, differentiation and domain decomposition for optimal shape design. Computational Methods for Control applications. (Dedicated to J.L. Lions, Tokyo, 1998) R. Glowinski, H. Kawarada, J. Periaux ed. pp 167-178. Gakkotosho Tokyo 2002
F. Hecht and O. Pironneau. : Vector finite elements and C++. In J. Periaux, editor, Proc. Conf in honor of R. Glowinski, Tour, Wiley, 1998.
O. Pironneau. : On the Transport-Diffusion Algorithm and its Applications to the Navier-Stokes Equations. Numerische mathematik, 38, pp 309-312, 1982.
R. Glowinski and O. Pironneau : On the numerical computation of the minimum-drag profile in laminar flow J. Fluid Mech. (1975) vol 72, part 2, pp. 385-389
D. Katz and O. Pironneau : Optimal swimming of flagellated micro-organisms J. Fluid Mech. (1974) vol 66, part 2, pp. 391-415
O. Pironneau : On Optimal Design in fluid mechanics J. Fluid Mech. (1974) vol 64, part 1, pp. 97-110
O. Pironneau : On Optimal Design in Stokes Flow J. Fluid Mech. (1973) vol 59, part 1, pp. 117-128
O. Pironneau and E. Polak : Rate of convergence of a class of methods of centers Mathematical Programming 2(1972) 230-257. North-Holland publishing.
O. Pironneau and E. Polak : A dual method for optimal control problems with initial and final boundary constraints. SIAM J. Control 11(3) 534-549 (1973).
O. Pironneau and E. Polak : Rate of convergence of a class of methods of feasible directions. SIAM J. Numer Anal 10(1) 161-173 (1973).