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A Decreasing Step Method for Strongly Oscillating Stochastic Models
35 pages, 6 figures. Submitted to Annals of Applied Probability -
Probabilistic numerical methods : multi-scale and mean-field problems
This Ph.D. thesis deals with the numerical solution of two types of stochastic problems. First, we investigate the numeric solution to strongly oscillating SDEs, i.e.... -
Study of Electroactive Lubrication and Application of Piezoelectric Actuators...
My research deals with the application of ultrasonic vibrations in friction modulation on a dry contact between solids. Based on fretting conditions between elastic...
