Olivier Pironneau - Publications

Affiliations: 
Laboratoire Jacques-Louis Lions Université Pierre et Marie Curie, Paris, Île-de-France, France 

92 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Wang Y, Jimack PK, Walkley MA, Pironneau O. An energy stable one-field monolithic arbitrary Lagrangian–Eulerian formulation for fluid–structure interaction Journal of Fluids and Structures. 98: 103117. DOI: 10.1016/J.Jfluidstructs.2020.103117  0.411
2019 Mertz L, Pironneau O. Numerical analysis of degenerate Kolmogorov equations of constrained stochastic Hamiltonian systems Computers & Mathematics With Applications. 78: 2719-2733. DOI: 10.1016/J.Camwa.2019.04.013  0.451
2018 Pagès G, Pironneau O, Sall G. Vibrato and automatic differentiation for high order derivatives and sensitivities of financial options Journal of Computational Finance. 22: 1-34. DOI: 10.21314/Jcf.2018.350  0.371
2018 Pagès G, Pironneau O, Sall G. The Parareal Algorithm for American Options Siam Journal On Financial Mathematics. 9: 966-993. DOI: 10.1137/17M1138832  0.305
2018 Pironneau O. Handling contacts in an Eulerian frame: a finite element approach for fluid structures with contacts International Journal of Computational Fluid Dynamics. 32: 121-130. DOI: 10.1080/10618562.2018.1490412  0.363
2018 Hecht F, Jangveladze T, Kiguradze Z, Pironneau O. Finite difference scheme for one system of nonlinear partial integro-differential equations Applied Mathematics and Computation. 328: 287-300. DOI: 10.1016/J.Amc.2018.01.050  0.414
2018 Pironneau O. An Energy Stable Monolithic Eulerian Fluid-Structure Numerical Scheme Chinese Annals of Mathematics, Series B. 39: 213-232. DOI: 10.1007/S11401-018-1061-9  0.352
2017 Bertoglio C, Caiazzo A, Bazilevs Y, Braack M, Esmaily M, Gravemeier V, L Marsden A, Pironneau O, E Vignon-Clementel I, A Wall W. Benchmark problems for numerical treatment of backflow at open boundaries. International Journal For Numerical Methods in Biomedical Engineering. PMID 28744968 DOI: 10.1002/Cnm.2918  0.431
2017 Geeraert S, Lehalle C, Pearlmutter BA, Pironneau O, Reghai A. Mini-symposium on automatic differentiation and its applications in the financial industry Esaim: Proceedings and Surveys. 59: 56-75. DOI: 10.1051/Proc/201759056  0.358
2017 Hecht F, Pironneau O. An Energy Stable Monolithic Eulerian Fluid‐Structure Finite Element Method International Journal For Numerical Methods in Fluids. 85: 430-446. DOI: 10.1002/Fld.4388  0.428
2016 Rebollo TC, Girault V, Murat F, Pironneau O. Analysis of a Coupled Fluid-Structure Model with Applications to Hemodynamics Siam Journal On Numerical Analysis. 54: 994-1019. DOI: 10.1137/140991509  0.347
2016 Pagès G, Pironneau O, Sall G. The parareal algorithm for American options Comptes Rendus Mathematique. 354: 1132-1138. DOI: 10.1016/J.Crma.2016.09.010  0.375
2016 Laurière M, Pironneau O. Dynamic Programming for Mean-Field Type Control Journal of Optimization Theory and Applications. 169: 902-924. DOI: 10.1007/S10957-015-0785-X  0.382
2016 Yaji K, Otomori M, Yamada T, Izui K, Nishiwaki S, Pironneau O. Shape and topology optimization based on the convected level set method Structural and Multidisciplinary Optimization. 54: 659-672. DOI: 10.1007/S00158-016-1444-Z  0.375
2015 Gostaf KP, Pironneau O. Pressure Boundary Conditions for Blood Flows Chinese Annals of Mathematics, Series B. 36: 829-842. DOI: 10.1007/S11401-015-0983-8  0.346
2014 Laurière M, Pironneau O. Dynamic programming for mean-field type control Comptes Rendus Mathematique. 352: 707-713. DOI: 10.1016/J.Crma.2014.07.008  0.325
2013 Lipp T, Loeper G, Pironneau O. Mixing monte-carlo and partial differential equations for pricing options Chinese Annals of Mathematics, Series B. 34: 255-276. DOI: 10.1007/S11401-013-0763-2  0.377
2012 Pironneau O. Proper Orthogonal Decomposition for Pricing Options Journal of Computational Finance. 16: 33-46. DOI: 10.21314/Jcf.2012.246  0.377
2012 Dalal D, Hecht F, Pironneau O. Implementation of a low order mimetic elements in freefem Journal of Numerical Mathematics. 20: 183-194. DOI: 10.1515/Jnum-2012-0009  0.34
2012 Pironneau O. Pricing futures by deterministic methods Acta Numerica. 21: 577-671. DOI: 10.1017/S0962492912000074  0.359
2011 Pironneau O. Reduced basis for vanilla and basket options Reproduction in Domestic Animals. 2: 185-194. DOI: 10.3233/Rda-2011-0045  0.356
2011 Cont R, Lantos N, Pironneau O. A Reduced Basis for Option Pricing Siam Journal On Financial Mathematics. 2: 287-316. DOI: 10.1137/10079851X  0.421
2011 Lozinski A, Pironneau O. Numerical zoom for advection diffusion problems with localized multiscales Numerical Methods For Partial Differential Equations. 27: 197-207. DOI: 10.1002/Num.20642  0.466
2011 Alauzet F, Pironneau O. Continuous and discrete adjoints to the Euler equations for fluids International Journal For Numerical Methods in Fluids. 70: 135-157. DOI: 10.1002/Fld.2681  0.442
2010 Pironneau O, Quarteroni A, Tabata M. Journal of Scientific Computing: Preface Journal of Scientific Computing. 43: 291-292. DOI: 10.1007/S10915-010-9370-5  0.481
2010 Pironneau O. Finite Element Characteristic Methods Requiring no Quadrature Journal of Scientific Computing. 43: 402-415. DOI: 10.1007/S10915-009-9276-2  0.475
2010 Pironneau O, Tabata M. Stability and convergence of a Galerkin‐characteristics finite element scheme of lumped mass type International Journal For Numerical Methods in Fluids. 64: 1240-1253. DOI: 10.1002/Fld.2459  0.338
2009 Bensoussan A, Mertz L, Pironneau O, Turi J. An Ultra Weak Finite Element Method as an Alternative to a Monte Carlo Method for an Elasto-Plastic Problem with Noise Siam Journal On Numerical Analysis. 47: 3374-3396. DOI: 10.1137/090751141  0.428
2009 Pironneau O, Achdou Y. Partial Differential Equations for Option Pricing Handbook of Numerical Analysis. 15. DOI: 10.1016/S1570-8659(08)00011-2  0.321
2009 Loeper G, Pironneau O. A mixed PDE/Monte-Carlo method for stochastic volatility models Comptes Rendus Mathematique. 347: 559-563. DOI: 10.1016/J.Crma.2009.02.021  0.381
2009 Pironneau O. Calibration of options on a reduced basis Journal of Computational and Applied Mathematics. 232: 139-147. DOI: 10.1016/J.Cam.2008.10.070  0.423
2008 Pironneau O, Lozinski A, Perronnet A, Hecht F. Numerical zoom for multiscale problems with an application to flows through porous media Discrete and Continuous Dynamical Systems. 23: 265-280. DOI: 10.3934/Dcds.2009.23.265  0.497
2008 Conze A, Lantos N, Pironneau O. The forward Kolmogorov equation for two dimensional options Communications On Pure and Applied Analysis. 8: 195-208. DOI: 10.3934/Cpaa.2009.8.195  0.446
2008 Mohammadi B, Pironneau O. Theory and practice of optimal shape design European Journal of Computational Mechanics. 17: 13-30. DOI: 10.3166/Remn.17.13-30  0.305
2008 Nolen J, Papanicolaou G, Pironneau O. A framework for adaptive multiscale methods for elliptic problems Multiscale Modeling and Simulation. 7: 171-196. DOI: 10.1137/070693230  0.436
2007 Dobrzynski C, Frey P, Pironneau O. Couplage et adaptation de maillage anisotrope pour des simulations de flux d'air dans des géométries complexes European Journal of Computational Mechanics. 16: 749-773. DOI: 10.3166/Remn.16.749-773  0.418
2007 Kamga JA, Pironneau O. Numerical zoom for multiscale problems with an application to nuclear waste disposal Journal of Computational Physics. 224: 403-413. DOI: 10.1016/J.Jcp.2007.03.020  0.395
2007 Pironneau O. Dupire-like identities for complex options Comptes Rendus Mathematique. 344: 127-133. DOI: 10.1016/J.Crma.2006.11.032  0.365
2006 Hoch P, Pironneau O. A vector Hamilton-Jacobi formulation for the numerical simulation of Euler flows Comptes Rendus Mathematique. 342: 151-156. DOI: 10.1016/J.Crma.2005.11.007  0.422
2006 Dobrzynski C, Frey PJ, Mohammadi B, Pironneau O. Fast and accurate simulations of air-cooled structures Computer Methods in Applied Mechanics and Engineering. 195: 3168-3180. DOI: 10.1016/J.Cma.2005.03.008  0.389
2006 Pironneau O. Corrected Nonconservative Schemes Chinese Annals of Mathematics, Series B. 27: 539-548. DOI: 10.1007/S11401-005-0216-7  0.428
2006 Sani RL, Shen J, Pironneau O, Gresho PM. Pressure boundary condition for the time‐dependent incompressible Navier–Stokes equations International Journal For Numerical Methods in Fluids. 50: 673-682. DOI: 10.1002/Fld.1062  0.441
2005 Bardos C, Pironneau O. Data Assimilation for Conservation Laws Methods and Applications of Analysis. 12: 103-134. DOI: 10.4310/Maa.2005.V12.N2.A3  0.409
2005 Achdou Y, Pironneau O. Numerical Procedure for Calibration of Volatility with American Options Applied Mathematical Finance. 12: 201-241. DOI: 10.1080/1350486042000297252  0.419
2005 Bernardi C, Hecht F, Pironneau O. Coupling Darcy and Stokes equations for porous media with cracks Mathematical Modelling and Numerical Analysis. 39: 7-35. DOI: 10.1051/M2An:2005007  0.388
2004 Achdou Y, Indragoby G, Pironneau O. Volatility calibration with American options Methods and Applications of Analysis. 11: 533-556. DOI: 10.4310/Maa.2004.V11.N4.A6  0.315
2004 Mohammadi B, Pironneau O. Shape Optimization In Fluid Mechanics Annual Review of Fluid Mechanics. 36: 255-279. DOI: 10.1146/Annurev.Fluid.36.050802.121926  0.336
2003 Bernardi C, Pironneau O. Sensitivity Of Darcy'S Law To Discontinuities Chinese Annals of Mathematics. 24: 205-214. DOI: 10.1142/S0252959903000189  0.401
2003 Pironneau O, Polak E. Consistent approximations and approximate functions and gradients in optimal control Siam Journal On Control and Optimization. 41: 487-510. DOI: 10.1137/S0363012900369599  0.597
2003 Pironneau O. Shape Sensitivity and Design for Fluids with Shocks International Journal of Computational Fluid Dynamics. 17: 235-242. DOI: 10.1080/1061856031000113617  0.421
2003 Botchorishvili R, Pironneau O. Finite volume schemes with equilibrium type discretization of source terms for scalar conservation laws Journal of Computational Physics. 187: 391-427. DOI: 10.1016/S0021-9991(03)00086-X  0.341
2003 Pironneau O. Computer solutions of Maxwell's equations in homogeneous media International Journal For Numerical Methods in Fluids. 43: 823-838. DOI: 10.1002/Fld.502  0.396
2002 Achdou Y, Pironneau O. Volatility Smile By Multilevel Least Square International Journal of Theoretical and Applied Finance. 5: 619-643. DOI: 10.1142/S0219024902001602  0.445
2002 Pironneau O. Control of transonic shock positions Esaim: Control, Optimisation and Calculus of Variations. 8: 907-914. DOI: 10.1051/Cocv:2002034  0.343
2002 Bardos C, Pironneau O. A formalism for the differentiation of conservation laws Comptes Rendus Mathematique. 335: 839-845. DOI: 10.1016/S1631-073X(02)02574-8  0.396
2002 Bernardi C, Pironneau O. Derivative with respect to discontinuities in the porosity Comptes Rendus Mathematique. 335: 661-666. DOI: 10.1016/S1631-073X(02)02534-7  0.409
2001 Bernardi C, Girault V, Hecht F, Kawarada H, Pironneau O. A finite element problem issued from fictitious domain techniques Journal of Numerical Mathematics. 9: 253-263. DOI: 10.1515/Jnma.2001.253  0.338
2001 Brezzi F, Lions JL, Pironneau O. Analysis of a Chimera method | Analyse d'une méthode Chimère Comptes Rendus De L'Academie Des Sciences - Series I: Mathematics. 332: 655-660. DOI: 10.1016/S0764-4442(01)01904-8  0.42
2001 Aubert P, Césaré ND, Pironneau O. Automatic differentiation in C++ using expression templates and application to a flow control problem Computing and Visualization in Science. 3: 197-208. DOI: 10.1007/S007910000048  0.334
2000 Lions J, Pironneau O. Non-overlapping domain decomposition for evolution operators Comptes Rendus De L Academie Des Sciences Serie I-Mathematique. 330: 943-950. DOI: 10.1016/S0764-4442(00)00296-2  0.372
2000 Lions J, Pironneau O. Overlapping domain decomposition of evolution operators Comptes Rendus De L Academie Des Sciences Serie I-Mathematique. 330: 937-942. DOI: 10.1016/S0764-4442(00)00295-0  0.354
2000 Pino SD, Heikkola E, Pironneau O, Toivanen J. A finite element method for virtual reality data Comptes Rendus De L Academie Des Sciences Serie I-Mathematique. 330: 1107-1111. DOI: 10.1016/S0764-4442(00)00285-8  0.413
1999 Lions JL, Pironneau O. Domain decomposition methods for CAD Comptes Rendus De L'Academie Des Sciences - Series I: Mathematics. 328: 73-80. DOI: 10.1016/S0764-4442(99)80015-9  0.363
1999 Glowinski R, Lions J, Pironneau O. Decomposition of energy spaces and applications Comptes Rendus De L Academie Des Sciences Serie I-Mathematique. 329: 445-452. DOI: 10.1016/S0764-4442(00)88622-X  0.335
1999 Mohammadi B, Pironneau O. Mesh adaption and automatic differentiation in a CAD-free framework for optimal shape design International Journal For Numerical Methods in Fluids. 30: 127-136. DOI: 10.1002/(Sici)1097-0363(19990530)30:2<127::Aid-Fld826>3.0.Co;2-S  0.316
1998 Lions J, Pironneau O. Sur le contrôle parallèle des systèmes distribués Comptes Rendus De L Academie Des Sciences Serie I-Mathematique. 327: 993-998. DOI: 10.1016/S0764-4442(99)80167-0  0.335
1998 Lions J, Pironneau O. Algorithmes parallèles pour la solution de problèmes aux limites Comptes Rendus De L Academie Des Sciences Serie I-Mathematique. 327: 947-952. DOI: 10.1016/S0764-4442(99)80141-4  0.423
1998 Achdou Y, Pironneau O, Valentin F. Effective Boundary Conditions for Laminar Flows over Periodic Rough Boundaries Journal of Computational Physics. 147: 187-218. DOI: 10.1006/Jcph.1998.6088  0.346
1998 Mohammadi B, Pironneau O, Valentin F. Rough Boundaries And Wall Laws International Journal For Numerical Methods in Fluids. 27: 169-177. DOI: 10.1002/(Sici)1097-0363(199801)27:1/4<169::Aid-Fld657>3.0.Co;2-4  0.302
1997 Castro-Díaz MJ, Hecht F, Mohammadi B, Pironneau O. Anisotropic unstructured mesh adaption for flow simulations International Journal For Numerical Methods in Fluids. 25: 475-491. DOI: 10.1002/(Sici)1097-0363(19970830)25:4<475::Aid-Fld575>3.0.Co;2-6  0.349
1995 Achdou Y, Kuznetsov YA, Pironneau O. Substructuring preconditioners for the $Q_1$ mortar element method Numerische Mathematik. 71: 419-449. DOI: 10.1007/S002110050152  0.381
1995 Conca C, Pares C, Pironneau O, Thiriet M. Navier-Stokes equations with imposed pressure and velocity fluxes International Journal For Numerical Methods in Fluids. 20: 267-287. DOI: 10.1002/Fld.1650200402  0.427
1994 Conca C, Murat F, Pironneau O. The Stokes and Navier-Stokes equations with boundary conditions involving the pressure Japanese Journal of Mathematics. New Series. 20: 279-318. DOI: 10.4099/Math1924.20.279  0.343
1993 Achdou Y, Pironneau O. The X-method for the Navier-Stokes equations Ima Journal of Numerical Analysis. 13: 537-558. DOI: 10.1093/Imanum/13.4.537  0.419
1992 Glowinski R, Pironneau O. Finite element methods for Navier-Stokes equations Annual Review of Fluid Mechanics. 24: 167-204. DOI: 10.1146/Annurev.Fl.24.010192.001123  0.424
1992 Bespalov A, Kuznetsov Y, Pironneau O, Vallet MG. Fictitious domains with separable preconditioners versus unstructured adapted meshes Impact of Computing in Science and Engineering. 4: 217-249. DOI: 10.1016/0899-8248(92)90002-P  0.447
1992 Achdou Y, Glowinski R, Pironneau O. Tuning the mesh of a mixed method for the stream function Vorticity formulation of the Navier-Stokes equations Numerische Mathematik. 63: 145-163. DOI: 10.1007/Bf01385852  0.432
1991 Dean EJ, Glowinski R, Pironneau O. Iterative solution of the stream function-vorticity formulation of the stokes problem, applications to the numerical simulation of incompressible viscous flow Computer Methods in Applied Mechanics and Engineering. 87: 117-155. DOI: 10.1016/0045-7825(91)90003-O  0.467
1991 Cardot B, Coron F, Mohammadi B, Pironneau O. Simulation of turbulence with the k-ϵ model Computer Methods in Applied Mechanics and Engineering. 87: 103-116. DOI: 10.1016/0045-7825(91)90002-N  0.309
1990 Bègue C, Cardot B, Parès C, Pironneau O. Simulation of turbulence with transient mean International Journal For Numerical Methods in Fluids. 11: 677-695. DOI: 10.1002/Fld.1650110512  0.334
1987 Dabaghi FE, Pironneau O, Periaux J, Poirier G. 2‐D/3‐D finite‐element solution of the steady Euler equations for transonic lifting flow by stream vector correction International Journal For Numerical Methods in Fluids. 7: 1191-1209. DOI: 10.1002/Fld.1650071104  0.409
1983 Bercovier M, Pironneau O, Sastri V. Finite Elements and characteristics for some parabolic-hyperbolic problems Applied Mathematical Modelling. 7: 89-96. DOI: 10.1016/0307-904X(83)90118-X  0.436
1982 Pironneau O. On the transport-diffusion algorithm and its applications to the Navier-Stokes equations Numerische Mathematik. 38: 309-332. DOI: 10.1007/Bf01396435  0.408
1981 Bardos C, Bercovier M, Pironneau O. The vortex method with finite elements Mathematics of Computation. 36: 119-136. DOI: 10.1090/S0025-5718-1981-0595046-3  0.327
1980 Glowinski R, Periaux J, Pironneau O. An efficient preconditioning scheme for iterative numerical solutions of partial differential equations Applied Mathematical Modelling. 4: 187-192. DOI: 10.1016/0307-904X(80)90130-4  0.439
1979 Bercovier M, Pironneau O. Error estimates for finite element method solution of the Stokes problem in the primitive variables Numerische Mathematik. 33: 211-224. DOI: 10.1007/Bf01399555  0.37
1977 Glowinski R, Pironneau O. Numerical methods for the first biharmonic equation and for the two-dimensional Stokes problem Siam Review. 12: 167-212. DOI: 10.1137/1021028  0.476
1975 Glowinski R, Pironneau O. On the numerical computation of the minimum-drag profile in laminar flow Journal of Fluid Mechanics. 72: 385-389. DOI: 10.1017/S0022112075003436  0.347
1974 Pironneau O. On optimum design in fluid mechanics Journal of Fluid Mechanics. 64: 97-110. DOI: 10.1017/S0022112074002023  0.347
1973 Pironneau O, Polak E. Rate of Convergence of a Class of Methods of Feasible Directions Siam Journal On Numerical Analysis. 10: 161-174. DOI: 10.1137/0710017  0.55
1973 Pironneau O, Polak E. A Dual Method for Optimal Control Problems with Initial and Final Boundary Constraints Siam Journal On Control. 11: 534-549. DOI: 10.1137/0311042  0.574
1973 Pironneau O. On optimum profiles in Stokes flow Journal of Fluid Mechanics. 59: 117-128. DOI: 10.1017/S002211207300145X  0.358
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