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Price Dynamics in a Markovian Limit Order Market
International audience -
On the Asymptotic Preserving property of the Unified Gas Kinetic Scheme for t...
Revised version (new material: a section on the stability, a remark on the asymptotic limit in case of discontinuous scattering coefficients with a numerical test, and some... -
The Maxwell-Stefan diffusion limit for a kinetic model of mixtures
International audience -
Mixed-hybrid finite element method for the transport equation<br />and diffus...
This thesis focuses on mathematical analysis, numerical resolution and modelling of the transport equations.<br /> First of all, we deal with numerical...
