LG
Ludovic Goudenège
Chargé de Recherche CNRS - section 41 Mathématiques
39
Documents
Affiliation actuelle
- Fédération de Mathématiques de CentraleSupélec
Identifiants chercheurs
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ludovic-goudenege
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0000-0002-6449-5888
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221524908
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goudenege_l_1
- ResearcherID : Q-9485-2018
Domaines de recherche
Equations aux dérivées partielles [math.AP]
Analyse numérique [math.NA]
Probabilités [math.PR]
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Publications
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Energy estimate of a Discrete Duality Finite Volume scheme for a phase-field model with surfactantsDD29 - 29th International Conference on Domain Decomposition Methods, Jun 2025, Milan, Italy |
Exploring differences in second order statistics for the simulation of multi-scale atomization process11th International Conference on Multiphase Flow (ICMF 2023), Apr 2023, Kobe, Japan |
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Numerical scheme for a coupled system in geomechanicsInterPore2021, Interpore, the International Society for Porous Media, 2021, Online, France |
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Variance Reduction Applied to Machine Learning for Pricing Bermudan/American Options in High DimensionOleg Kudryavtsev; Antonino Zanette. Applications of Lévy Processes, Nova Science Publishers, 2021, 978-1-53619-525-5. ⟨10.48550/arXiv.1903.11275⟩ |
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Numerical approximation of the stochastic heat equation with a distributional reaction term2024 |
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Backward Hedging for American Options with Transaction Costs2023 |
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A New Non-Linear Density Fluctuations Stochastic Partial Differential Equation With a Singular Coefficient of Relevance to Polymer Dynamics and Rheology2023 |
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Computing XVA for American basket derivatives by Machine Learning techniques2022 |
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$\alpha$-Navier-Stokes equation perturbed by space-time noise of trace class2020 |
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Analysis and simulation of rare events for SPDE2014 |
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Quelques résultats sur l'équation de Cahn-Hilliard stochastique et déterministeMathématiques [math]. École normale supérieure de Cachan - ENS Cachan, 2009. Français. ⟨NNT : ⟩ |
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Partial and Stochastic Differential Equations: Theoretical and Numerical AspectsDoctoral. France. 2014 |
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