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76

Mireille Bossy publications


Journal articles26 documents

  • Mireille Bossy, Jean Francois Jabir, Kerlyns Martinez. On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth. Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2021, 27 (1), pp.312-347. ⟨10.3150/20-BEJ1241⟩. ⟨hal-02282168⟩
  • Kerlyns Martínez Rodríguez, Mireille Bossy, Radu Maftei, Seyedafshin Shekarforush, Christophe Henry. New spatial decomposition method for accurate, mesh-independent agglomeration predictions in particle-laden flows. Applied Mathematical Modelling, Elsevier, 2021, 90, pp.582-614. ⟨10.1016/j.apm.2020.08.064⟩. ⟨hal-02497721v3⟩
  • Christophe Henry, Kerlyns Martinez-Rodriguez, Mireille Bossy, Hervé Guillard, Nicolas Rutard, et al.. Social Distancing: The Sensitivity of Numerical Simulations. ERCIM News, ERCIM, 2021, Special theme: Pandemic Modelling and Simulation, 2021 (124). ⟨hal-03041624⟩
  • Houssam Alrachid, Mireille Bossy, Cristiano Ricci, Lukasz Szpruch. New particle representations for ergodic McKean-Vlasov SDEs. ESAIM: Proceedings and Surveys, EDP Sciences, 2019, CEMRACS 2017 - Numerical methods for stochastic models: control, uncertainty quantification, mean-field, 65, pp.68-83. ⟨10.1051/proc/201965068⟩. ⟨hal-02059785⟩
  • Mireille Bossy, Joaquin Fontbona, Héctor Olivero Quinteros. Synchronization of stochastic mean field networks of Hodgkin-Huxley neurons with noisy channels. Journal of Mathematical Biology, Springer Verlag (Germany), 2019, ⟨10.1007/s00285-019-01326-7⟩. ⟨hal-01678710v3⟩
  • Mireille Bossy, Héctor Olivero Quinteros. Strong convergence of the symmetrized Milstein scheme for some CEV-like SDEs. Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2018, 24 (3), pp.1995-2042. ⟨10.3150/16-BEJ918⟩. ⟨hal-01185353⟩
  • Mireille Bossy, Jean-Francois Jabir. Particle approximation for Lagrangian Stochastic Models with specular boundary condition. Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), In press, ⟨10.1214/18-ECP108⟩. ⟨hal-01147441⟩
  • Mireille Bossy, Jose Espina, Jacques Morice, Cristian Paris, Antoine Rousseau. Modeling the wind circulation around mills with a Lagrangian stochastic approach. SMAI Journal of Computational Mathematics, Société de Mathématiques Appliquées et Industrielles (SMAI), 2016, 2, pp.177-214 ⟨10.5802/smai-jcm.13⟩. ⟨hal-01401140v2⟩
  • Mireille Bossy, Nicolas Champagnat, Helene Leman, Sylvain Maire, Laurent Violeau, et al.. Monte Carlo methods for linear and non-linear Poisson-Boltzmann equation. ESAIM: Proceedings, EDP Sciences, 2015, CEMRACS 2013, 48, pp.420-446. ⟨10.1051/proc/201448020⟩. ⟨hal-01088930⟩
  • Mireille Bossy, Jean-Francois Jabir. Lagrangian stochastic models with specular boundary condition. Journal of Functional Analysis, Elsevier, 2015, 268 (6), pp.1309-1381. ⟨10.1016/j.jfa.2014.11.016⟩. ⟨hal-00875040⟩
  • Mireille Bossy, Olivier Faugeras, Denis Talay. Clarification and Complement to " Mean-Field Description and Propagation of Chaos in Networks of Hodgkin–Huxley and FitzHugh–Nagumo Neurons ". Journal of Mathematical Neuroscience, BioMed Central, 2015, 5 (1), pp.19. ⟨10.1186/s13408-015-0031-8⟩. ⟨hal-01098582⟩
  • Mireille Bossy, Nadia Maïzi, Odile Pourtallier. Nash equilibrium for coupling of CO2 allowances and electricity markets. ESAIM: Proceedings, EDP Sciences, 2014, Congrès SMAI 2013, 45, September 2014, pp.98 - 107. ⟨hal-00913320⟩
  • Mireille Bossy, Joaquin Fontbona, Pierre-Emmanuel Jabin, Jean-Francois Jabir. Local existence of analytical solutions to an incompressible Lagrangian stochastic model in a periodic domain. Communications in Partial Differential Equations, Taylor & Francis, 2013, 38 (7), pp.1141-1182. ⟨10.1080/03605302.2013.786727⟩. ⟨hal-00691712v2⟩
  • Mireille Bossy, Jean-François Jabir. On confined McKean Langevin processes satisfying the mean no-permeability boundary condition. Stochastic Processes and their Applications, Elsevier, 2011, 121 (12), pp.2751-2775. ⟨10.1016/j.spa.2011.07.006⟩. ⟨inria-00559072v2⟩
  • Mireille Bossy, Joanna Jongwane. Le carbone, un nouveau marché pour les mathématiques financières. Interstices, INRIA, 2011. ⟨hal-01350381⟩
  • Mireille Bossy, Mamadou Cissé, Denis Talay. Stochastic representations of derivatives of solutions of one-dimensional parabolic variational inequalities with Neumann boundary conditions. Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institut Henri Poincaré (IHP), 2011, 47 (2), pp.395-424. ⟨10.1214/10-AIHP357⟩. ⟨inria-00579341⟩
  • Mireille Bossy, Jean-Francois Jabir, Denis Talay. On conditional McKean Lagrangian stochastic models. Probability Theory and Related Fields, Springer Verlag, 2011, 151, pp.319-351. ⟨10.1007/s00440-010-0301-z⟩. ⟨inria-00345524v4⟩
  • Frédéric Bernardin, Mireille Bossy, Claire Chauvin, Jean-Francois Jabir, Antoine Rousseau. Stochastic Lagrangian Method for Downscaling Problems in Computational Fluid Dynamics. ESAIM: Mathematical Modelling and Numerical Analysis, EDP Sciences, 2010, Special Issue on Probabilistic methods and their applications, 44 (5), pp.885-920. ⟨10.1051/m2an/2010050⟩. ⟨inria-00410932v4⟩
  • Viet Dung Doan, Abhijeet Gaikwad, Mireille Bossy, Françoise Baude, Ian Stokes-Rees. Parallel Pricing Algorithms for Multi--Dimensional Bermudan/American Options using Monte Carlo methods. Mathematics and Computers in Simulation, Elsevier, 2010, 81 (3), pp.568--577. ⟨10.1016/j.matcom.2010.08.005⟩. ⟨inria-00278514v2⟩
  • Mireille Bossy, Nicolas Champagnat, Sylvain Maire, Denis Talay. Probabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics. ESAIM: Mathematical Modelling and Numerical Analysis, EDP Sciences, 2010, 44 (5), pp.997-1048. ⟨10.1051/m2an/2010050⟩. ⟨inria-00459411⟩
  • Frédéric Bernardin, Mireille Bossy, Miguel Martinez, Denis Talay. On mean discounted numbers of passage times in small balls of Ito processes observed at discrete times. Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2009, 14, pp.19. ⟨inria-00347610v3⟩
  • Olivier Davidau, Bossy Mireille, Nadia Maïzi, Odile Pourtallier. Valuing CO2 Emission Allowances with Stochastic Control. ERCIM News, ERCIM, 2009, pp.24-25. ⟨inria-00605455⟩
  • Frédéric Bernardin, Mireille Bossy, Miguel Martinez, Denis Talay. On mean numbers of passage times in small balls of discretized Itô processes. Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2009, 14, pp.302-316. ⟨10.1214/ecp.v14-1479⟩. ⟨hal-00602053⟩
  • Frédéric Bernardin, Mireille Bossy, Claire Chauvin, Philippe Drobinski, Antoine Rousseau, et al.. Stochastic Downscaling Method: Application to Wind Refinement. Stochastic Environmental Research and Risk Assessment, Springer Verlag (Germany), 2009, 23 (6), pp.851-859. ⟨10.1007/s00477-008-0276-9⟩. ⟨inria-00337526⟩
  • Abdel Berkaoui, Mireille Bossy, Awa Diop. Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence. ESAIM: Probability and Statistics, EDP Sciences, 2008, 12, pp.15. ⟨inria-00000176v2⟩
  • Serge Piperno, Mireille Bossy, Loula Fezoui. Comparison of a stochastic particle method and a finite volume deterministic method applied to Burgers equation. Monte Carlo Methods and Applications, De Gruyter, 1997, 3, pp.113-140. ⟨hal-00607773⟩

Conference papers17 documents

  • Valentina Sessa, Edi Assoumou, Mireille Bossy. Modeling the climate dependency of the run-of-river based hydro power generation using machine learning techniques: an application to French, Portuguese and Spanish cases. EMS 2019 Annual Meeting, Sep 2019, Copenhagen, Denmark. ⟨hal-02302376⟩
  • Margot Thuilliez, Valentina Sessa, Mireille Bossy, Edi Assoumou, Sofia Simoes. Stochastic Model for the Uncertainties in the Long-Term Prediction of Run-of-River Hydropower Generation. PGMO Days 2019 - Programme Gaspard Monge, Dec 2019, Paris, France. ⟨hal-02390355⟩
  • Lorenzo Campana, Mireille Bossy, Jean Minier. A Lagrangian stochastic model for rod orientation in turbulent flows. ICMF 2019 - 10th International Conference Multiphase Flow, May 2019, Rio de Janeiro, Brazil. ⟨hal-02369274⟩
  • Cyril Mokrani, Mireille Bossy, Antoine Rousseau. Towards a first validation of the SDM model for marine flows. Simulation et Optimisation pour les Energies Marines Renouvelables, Jan 2018, Paris, France. ⟨hal-01697596⟩
  • Radu Maftei, Mireille Bossy, Jean-Pierre Minier, Christophe Profeta. A stochastic approach to colloidal particle collision/agglomeration. ICMF, May 2016, Firenze, Italy. ⟨hal-01400678⟩
  • Mireille Bossy, Nadia Maïzi, Odile Pourtallier. Couplage des marchés de l’électricité et de carbone, une approche par la théorie des jeux. Mini-symposium OFME - SMAI, May 2013, Seignosse France. ⟨hal-01550316⟩
  • Mireille Bossy, Dia El Hadj Ali, Nadia Maïzi, Odile Pourtallier. Indifference prices for carbon emission allowances. The European carbon market context. 7th International Congress on Industrial and Applied Mathematics - ICIAM 2011, Jul 2011, Vancouver, Canada. ⟨hal-00645033⟩
  • Mireille Bossy, René Carmona, Nadia Maïzi, Odile Pourtallier. Carbon Allowances and Electricity Prices: a Game-theory Approach. 7th International Congress on Industrial and Applied Mathematics - ICIAM 2011, Jul 2011, Vancouver, Canada. ⟨hal-00645038⟩
  • Davidau Olivier, Bossy Mireille, Nadia Maïzi, Odile Pourtallier. Indifference prices for CO2 emission allowances. EURO Conference, Jul 2009, Bonn, Germany. ⟨hal-00593816⟩
  • Claire Chauvin, Frédéric Bernardin, Mireille Bossy, Antoine Rousseau. Wind Simulation Refinement: some New Challenges for Particle Methods. ECMI 2008 - The European Consortium For Mathematics In Industry, Jun 2008, London, United Kingdom. pp.765-770, ⟨10.1007/978-3-642-12110-4⟩. ⟨hal-00644924⟩
  • Viet Dung Doan, Abhijeet Gaikwad, Françoise Baude, Mireille Bossy. "Gridifying" Classification-Monte Carlo algorithm for pricing high-dimensional Bermudan-American options. Workshop on high performance computational finance, WHPCF Austin, TX - November 16th, 2008, Nov 2008, Austin, United States. pp.1-8, ⟨10.1109/WHPCF.2008.4745402⟩. ⟨hal-00605774⟩
  • Mireille Bossy. Discretization of non linear Langevin SDEs. Minisymposium at the 5-th European Congress of Mathematics, Jul 2008, Amsterdam, Netherlands. ⟨hal-00605716⟩
  • Viet Dung Doan, Mireille Bossy, Françoise Baude, Ian Stokes-Rees. Comparison of parallel distributed American option pricing: Through Continuation Values Classification Versus Optimal Exercise Boundary Computation. Sixth IMACS Seminar on Monte Carlo Methods, Jun 2007, Reading, United Kingdom. ⟨hal-00605712⟩
  • Claire Chauvin, Sever Adrian Hirstoaga, Pavla Kabelikova, Antoine Rousseau, Frédéric Bernardin, et al.. Solving the Uniform Density Constraint in a Stochastic Downscaling Model. CEMRACS 2007 - Centre d'Eté Mathématique de Recherche Avancée en Calcul Scientifique, Aug 2007, Marseille, France. pp.97-110, ⟨10.1051/proc:2008032⟩. ⟨inria-00326931⟩
  • Antoine Rousseau, Frédéric Bernardin, Mireille Bossy, Tamara Salameh, Philippe Drobinski. Stochastic Particle Method Applied to Local Wind Simulation. ICCEP '07 - International Conference for Clean Electrical Power, May 2007, Capri, Italy. pp.526-528, ⟨10.1109/ICCEP.2007.384265⟩. ⟨inria-00172503⟩
  • Frédéric Bernardin, Mireille Bossy, Antoine Rousseau, Tamara Salameh, Philippe Drobinski. Local wind simulation using a stochastic particle method. SciCADE 2007 - International conference on scientific computation and differential equations, Jul 2007, Saint-Malo, France. ⟨inria-00393030⟩
  • Sébastien Bezinne, Virginie Galtier, Stéphane Vialle, Françoise Baude, Mireille Bossy, et al.. A Fault Tolerant and Multi-Paradigm Grid Architecture for Time Constrained Problems. Application to Financial Option Pricing. 2nd IEEE International Conference on e-Science and Grid Computing - e-science'06, S. Kawata, Dec 2006, Amsterdam, Netherlands. pp.49, ⟨10.1109/E-SCIENCE.2006.261133⟩. ⟨inria-00121828⟩

Poster communications2 documents

  • Mireille Bossy, Joaquin Fontbona, Héctor Olivero Quinteros. Synchronization of stochastic mean field networks of Hodgkin-Huxley neurons with noisy channels. International Conference on Mathematical NeuroScience 2018, Jun 2018, Juan-les-Pins, France. ⟨hal-01883679⟩
  • Marcos Di Iorio, Mireille Bossy, Cyril Mokrani, Antoine Rousseau. Particle tracking methodology for Lagrangian numerical simulations. Wave and Tidal - 3rd International Workshop, Nov 2018, Valdivia, Chile. ⟨hal-01931714⟩

Book sections7 documents

  • Cyril Mokrani, Mireille Bossy, Marcos Di Iorio, Antoine Rousseau. Numerical Modelling of Hydrokinetic Turbines Immersed in Complex Topography using Non-Rotative Actuator Discs. Three Years Promoting the Development of Marine Renewable Energy in Chile 2015 - 2018, MERIC-Marine Energy and Innovation Center, 2019, 978-956-09327-0-9. ⟨hal-01966351⟩
  • Mireille Bossy, Jean-Francois Jabir. On the wellposedness of some McKean models with moderated or singular diffusion coefficient. Samuel N. Cohen; István Gyöngy; Gonҫalo dos Reis; David Siska; Łukasz Szpruch. Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications, 2019, 978-3-030-22285-7. ⟨hal-02283803⟩
  • Mireille Bossy, Aurore Dupré, Philippe Drobinski, Laurent Violeau, Christian Briard. Stochastic Lagrangian approach for wind farm simulation. Forecasting and Risk Management of Renewable Energy, pp.45--71, 2018, 978-3-319-99051-4. ⟨10.1007/978-3-319-99052-1_3⟩. ⟨hal-01697815v3⟩
  • Mireille Bossy, Odile Pourtallier, Nadia Maïzi. Game theory analysis for carbon auction market through electricity market coupling. Ludkovski, Michael; Sircar, Ronnie; Aid, Rene. Commodities, Energy and Environmental Finance, 74, Springer, pp. 335-370, 2015, Fields Institute Communications, 978-1-4939-2732-6. ⟨10.1007/978-1-4939-2733-3_13⟩. ⟨hal-00954377⟩
  • Mireille Bossy, Nadia Maïzi, Odile Pourtallier. Combien pour ma tonne de CO2 ?. Martin Andler; Liliane Bel; Sylvie Benzoni; Thierry Goudon; Cyril Imbert; Antoine Rousseau. Breves de maths, Nouveau Monde Éditions, 2014. ⟨hal-01097600⟩
  • Mireille Bossy, Nicolas Champagnat. Markov processes and parabolic partial differential equations. Cont Rama. Encyclopedia of Quantitative Finance, John Wiley & Sons Ltd. Chichester, UK, pp.1142-1159, 2010. ⟨inria-00193883v2⟩
  • Mireille Bossy, Nadia Maïzi, Geert Jan Olsder, Odile Pourtallier, Etienne Tanré. Electricity Prices in a Game Theory Context. Alain Haurie, Georges Zaccour. Dynamic Games ; Theory and Applications, Springer, p. 135-159 - ISBN 978-0-387-24601-7, 2005, GERAD 25th anniversary series ; 10, ⟨10.1007/0-387-24602-9_7⟩. ⟨hal-00504620⟩

Preprints, Working Papers, ...9 documents

  • Mireille Bossy, Jean-Francois Jabir, Kerlyns Martinez Rodriguez. Instantaneous turbulent kinetic energy modelling based on Lagrangian stochastic approach in CFD and application to wind energy. 2021. ⟨hal-03108031⟩
  • Kerlyns Martínez Rodríguez, Mireille Bossy, Christophe Henry. Particle agglomeration in flows: fast D2SD algorithm for CFD simulations. 2021. ⟨hal-03180740⟩
  • Valentina Sessa, Edi Assoumou, Mireille Bossy, Sílvia Carvalho, Sofia Simoes. Machine learning for assessing variability of the long-term projections of the hydropower generation on a European scale. 2020. ⟨hal-02507400⟩
  • Valentina Sessa, Edi Assoumou, Mireille Bossy. Modeling the climate dependency of the run-of-river based hydro power generation using machine learning techniques: an application to French, Portuguese and Spanish cases. 2020. ⟨hal-02520128⟩
  • Mireille Bossy, Jean Francois Jabir. On the wellposedness of some McKean models with moderated or singular diffusion coefficient. 2018. ⟨hal-01869951⟩
  • Mireille Bossy, Jean-François Jabir, Radu Maftei. Convergence rate analysis of time discretization scheme for confined Lagrangian processes. 2017. ⟨hal-01656716⟩
  • Maxime Bonelli, Mireille Bossy. Portfolio Management with Drawdown Constraint: An Analysis of Optimal Investment. 2017. ⟨hal-02282162⟩
  • Mireille Bossy, Jose Espina, Jacques Morice, Cristian Paris, Antoine Rousseau. Modeling the wind circulation around mills with a Lagrangian stochastic approach. 2016. ⟨hal-01401140v1⟩
  • Ian Stokes-Rees, Françoise Baude, Viet Dung Doan, Mireille Bossy. Multi-cluster parallel job submission: Experiences with Monte Carlo simulations for computational finance on Grid5000. 2007. ⟨inria-00173360⟩

Reports15 documents

  • J Bec, Mireille Bossy, Christophe Henry, Lorenzo Campana, Sofia Allende. Projet POPART : Modélisation du transport et du dépôt de particules non-sphériques par des écoulements turbulents Livrable n°4. [Research Report] UCA, Inria; UCA CNRS. 2020. ⟨hal-03161688⟩
  • J Bec, Mireille Bossy, Christophe Henry, Lorenzo Campana, Sofia Allende. Projet POPART : Modélisation du transport et du dépôt de particules non-sphériques par des écoulements turbulents Livrable n°3. [Research Report] UCA, Inria; UCA CNRS. 2019. ⟨hal-02375912⟩
  • J Bec, Mireille Bossy, Christophe Henry, Lorenzo Campana, Sofia Allende. Projet POPART : Modélisation du transport et du dépôt de particules non-sphériques par des écoulements turbulents Livrable n°2. [Research Report] UCA, Inria; UCA CNRS. 2018. ⟨hal-02375902⟩
  • J Bec, Mireille Bossy, Christophe Henry. Projet POPART : Modélisation du transport et du dépôt de particules non-sphériques par des écoulements turbulents Livrable n°1 : Proposition d’un modèle pour la description de fibres flexibles. [Research Report] UCA, Inria; UCA CNRS. 2017. ⟨hal-02375877⟩
  • Mireille Bossy, Nadia Maïzi, Odile Pourtallier. Modélisation de la valeur carbone. [Contrat] ADEME. 2012, pp.70. ⟨hal-00763433⟩
  • Philippe Drobinski, Mireille Bossy, Jacques Morice, Antoine Rousseau, Frédéric Bernardin. Modélisation à fine échelle du vent. Rapport Final de la convention ADEME No 07 05 C 0038.. [Contrat] 2011. ⟨hal-00646422⟩
  • Viet Dung Doan, Abhijeet Gaikwad, Mireille Bossy, Françoise Baude, Frédéric Abergel. A financial engineering benchmark for performance analysis of grid middlewares. [Technical Report] RT-365, INRIA. 2009. ⟨inria-00387324v2⟩
  • Mireille Bossy, Mamadou Cissé, Denis Talay. Stochastic representations of derivatives of solutions of one dimensional parabolic variational inequalities with Neumann boundary conditions. [Research Report] RR-6921, INRIA. 2009, pp.45. ⟨inria-00381854v4⟩
  • Olivier Faugeras, Théodore Papadopoulo, Jonathan Touboul, Denis Talay, Etienne Tanré, et al.. The Statistics Of Spikes Trains For Some Simple Types Of Neuron Models. [Research Report] RR-5950, INRIA. 2007, pp.15. ⟨inria-00084905v4⟩
  • Mireille Bossy, Awa Diop. An efficient discretisation scheme for one dimensional SDEs with a diffusion coefficient function of the form |x|^a, a in [1/2,1). [Research Report] RR-5396, INRIA. 2007, pp.44. ⟨inria-00000177v4⟩
  • Mireille Bossy, Nadia Maïzi, Geert Jan Olsder, Odile Pourtallier, Etienne Tanré. Using game theory for the electricity market. [Research Report] RR-5274, INRIA. 2006. ⟨inria-00071255⟩
  • Mireille Bossy. Optimal Rate of Convergence of a Stochastic Particle Method to Solutions of 1D Viscous Scalar Conservation Law Equations. [Research Report] RR-3924, INRIA. 2000, pp.33. ⟨inria-00072728⟩
  • Mireille Bossy, Loula Fezoui, Serge Piperno. Comparaison d'une méthode stochastique et d'une méthode déterministe appliquées à l'équation de Burgers. [Rapport de recherche] RR-3093, INRIA. 1997, pp.28. ⟨inria-00073598⟩
  • Mireille Bossy, Denis Talay. Convergence Rate for the Approximation of the Limit Law of Weakly Interacting Particles 2: Application to the Burgers Equation. [Research Report] RR-2410, INRIA. 1994, pp.49. ⟨inria-00074265⟩
  • Mireille Bossy, Denis Talay. Convergence rate for the approximation of the limit law of weakly interacting particles 1: smooth interacting kernels. [Research Report] RR-2180, INRIA. 1994. ⟨inria-00074492⟩