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Yves Achdou
Yves Achdou
Professor of Mathematics, Université Paris-Diderot
Verified email at ljll.univ-paris-diderot.fr
Title
Cited by
Cited by
Year
Computational methods for option pricing
Y Achdou, O Pironneau
Society for Industrial and Applied Mathematics, 2005
5722005
Income and wealth distribution in macroeconomics: A continuous-time approach
Y Achdou, J Han, JM Lasry, PL Lions, B Moll
The review of economic studies 89 (1), 45-86, 2022
5692022
Mean field games: numerical methods
Y Achdou, I Capuzzo-Dolcetta
SIAM Journal on Numerical Analysis 48 (3), 1136-1162, 2010
4302010
Effective boundary conditions for laminar flows over periodic rough boundaries
Y Achdou, O Pironneau, F Valentin
Journal of Computational Physics 147 (1), 187-218, 1998
2901998
Partial differential equation models in macroeconomics
Y Achdou, FJ Buera, JM Lasry, PL Lions, B Moll
Philosophical Transactions of the Royal Society A: Mathematical, Physical …, 2014
2782014
Mean field games: numerical methods for the planning problem
Y Achdou, F Camilli, I Capuzzo-Dolcetta
SIAM Journal on Control and Optimization 50 (1), 77-109, 2012
2612012
Iterative substructuring preconditioners for mortar element methods in two dimensions
Y Achdou, Y Maday, O Widlund
SIAM journal on numerical analysis 36 (2), 551-580, 1999
1571999
Convergence analysis of a finite element projection/Lagrange--Galerkin method for the incompressible Navier--Stokes equations
Y Achdou, JL Guermond
SIAM Journal on numerical analysis 37 (3), 799-826, 2000
1432000
A priori and a posteriori analysis of finite volume discretizations of Darcy’s equations
Y Achdou, C Bernardi, F Coquel
Numerische Mathematik 96, 17-42, 2003
1392003
Mean field games: convergence of a finite difference method
Y Achdou, F Camilli, I Capuzzo-Dolcetta
SIAM Journal on Numerical Analysis 51 (5), 2585-2612, 2013
1272013
Heterogeneous agent models in continuous time
Y Achdou, J Han, JM Lasry, PL Lions, B Moll
Preprint 14, 2014
1262014
An introduction to the theory of viscosity solutions for first-order Hamilton–Jacobi equations and applications
Y Achdou, G Barles, H Ishii, GL Litvinov, G Barles
Hamilton-Jacobi Equations: Approximations, Numerical Analysis and …, 2013
1192013
Substructuring preconditioners for the mortar element method
Y Achdou, YA Kuznetsov, O Pironneau
Numerische Mathematik 71 (4), 419-449, 1995
1131995
A domain decomposition preconditioner for an advection–diffusion problem
Y Achdou, P Le Tallec, F Nataf, M Vidrascu
Computer methods in applied mechanics and engineering 184 (2-4), 145-170, 2000
1112000
Hamilton–Jacobi equations constrained on networks
Y Achdou, F Camilli, A Cutrì, N Tchou
Nonlinear Differential Equations and Applications NoDEA 20, 413-445, 2013
1022013
Finite difference methods for mean field games
Y Achdou, G Barles, H Ishii, GL Litvinov, Y Achdou
Hamilton-Jacobi Equations: Approximations, Numerical Analysis and …, 2013
992013
Mean field games and applications: Numerical aspects
Y Achdou, P Cardaliaguet, F Delarue, A Porretta, F Santambrogio, ...
Mean Field Games: Cetraro, Italy 2019, 249-307, 2020
882020
Convergence of a finite difference scheme to weak solutions of the system of partial differential equations arising in mean field games
Y Achdou, A Porretta
SIAM Journal on Numerical Analysis 54 (1), 161-186, 2016
762016
A new cement to glue non-conforming grids with Robin interface conditions: the finite volume case
Y Achdou, C Japhet, Y Maday, F Nataf
Numerische Mathematik 92, 593-620, 2002
742002
Iterative strategies for solving linearized discrete mean field games systems
Y Achdou, V Perez
Networks and heterogeneous media 7 (2), 197-217, 2012
712012
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