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Mathematics

D-Index
30
Citations
4084
World Ranking
3501
National Ranking
212

Overview

Yves Achdou is affiliated with Université Paris Cité in France. Their research primarily spans the fields of Economics, Econometrics and Finance, and Mathematics. Within these areas, they have contributed extensively to subfields including Economics and Econometrics, Finance, Statistical and Nonlinear Physics, Modeling and Simulation, and General Economics, Econometrics and Finance.

The scientist's work addresses multiple topics, among which are:

  • Stochastic processes and financial applications
  • Economic theories and models
  • Advanced Thermodynamics and Statistical Mechanics
  • Mathematical Biology Tumor Growth
  • Quantum chaos and dynamical systems
  • Monetary Policy and Economic Impact
  • Stochastic processes and statistical mechanics

Recent publications by Yves Achdou include:

  • Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach, 2021, The Review of Economic Studies
  • Mean field games of controls: Finite difference approximations, 2020, Mathematics in Engineering
  • Deterministic mean field games with control on the acceleration, 2020, Nonlinear Differential Equations and Applications NoDEA
  • Finite horizon mean field games on networks, 2020, Calculus of Variations and Partial Differential Equations
  • Homogenization of some periodic Hamilton-Jacobi equations with defects, 2023, Communications in Partial Differential Equations

Achdou has published in various academic venues with frequent contributions to:

  • arXiv (Cornell University)
  • Nonlinear Differential Equations and Applications NoDEA
  • SIAM Journal on Mathematical Analysis
  • HAL (Le Centre pour la Communication Scientifique Directe)
  • The Review of Economic Studies

The scientist has collaborated regularly with other researchers, including:

  • Nicoletta Tchou
  • Claudio Marchi
  • Paola Mannucci
  • Daniela Tonon
  • Mathieu Laurière

Yves Achdou has contributed to scholarly books, notably publishing "Mean Field Games" in 2020 through Springer Nature.

Best Publications

  • Income and wealth distribution in macroeconomics: a continuous-time approach

    Yves Achdou;Jiequn Han;Jean Michel Lasry;Pierre Louis Lions

  • Mean Field Games: Numerical Methods

    Unknown

  • Partial differential equation models in macroeconomics.

    Yves Achdou;Francisco J. Buera;Jean Michel Lasry;Pierre Louis Lions

  • Effective Boundary Conditions for Laminar Flows over Periodic Rough Boundaries

    Yves Achdou;O. Pironneau;F. Valentin

  • Mean Field Games: Numerical Methods for the Planning Problem

    Unknown

  • Convergence Analysis of a Finite Element Projection/Lagrange--Galerkin Method for the Incompressible Navier--Stokes Equations

    Y. Achdou;J.-L. Guermond

  • Iterative Substructuring Preconditioners for Mortar Element Methods in Two Dimensions

    Yves Achdou;Yvon Maday;Yvon Maday;Olof Widlund

  • Computational Methods for Option Pricing (Frontiers in Applied Mathematics) (Frontiers in Applied Mathematics 30)

    Yves Achdou;Olivier Pironneau

  • Mean Field Games: Convergence of a Finite Difference Method

    Unknown

  • A priori and a posteriori analysis of finite volume discretizations of Darcy?s equations

    Unknown

  • Finite Difference Methods for Mean Field Games

    Yves Achdou

  • Substructuring preconditioners for the Q1 mortar element method

    Y. Achdou;Yu.A. Kuznetsov;O. Pironneau

  • On the system of partial differential equations arising in mean field type control

    Yves Achdou;Mathieu Laurière

  • Convergence of a Finite Difference Scheme to Weak Solutions of the System of Partial Differential Equations Arising in Mean Field Games

    Yves Achdou;Alessio Porretta

  • Hamilton–Jacobi equations constrained on networks

    Unknown

  • A domain decomposition preconditioner for an advection–diffusion problem

    Unknown

  • Mean Field Games and Applications: Numerical Aspects

    Yves Achdou;Mathieu Laurière

  • Mean field games models of segregation

    Yves Achdou;Yves Achdou;Martino Bardi;Marco Cirant

  • Iterative strategies for solving linearized discrete mean field games systems

    Yves Achdou;Victor Perez

  • An Inverse Problem for a Parabolic Variational Inequality Arising in Volatility Calibration with American Options

    Unknown

  • Variational Analysis for the Black and Scholes Equation with Stochastic Volatility

    Yves Achdou;Nicoletta Tchou

  • Mean Field Games: Cetraro, Italy 2019

    Yves Achdou;Pierre Cardaliaguet;François Delarue;Alessio Porretta

  • Mean Field Type Control with Congestion (II): An Augmented Lagrangian Method

    Yves Achdou;Mathieu Laurière

  • Mean Field Type Control with Congestion

    Yves Achdou;Mathieu Laurière

  • HOMOGENIZATION OF HAMILTON–JACOBI EQUATIONS: NUMERICAL METHODS

    Yves Achdou;Yves Achdou;Fabio Camilli;Italo Capuzzo Dolcetta

  • Diffusion and propagation problems in some ramified domains with a fractal boundary

    Yves Achdou;Christophe Sabot;Nicoletta Tchou

  • Low frequency tangential filtering decomposition

    Yves Achdou;Frédéric Nataf;Frédéric Nataf

Frequent Co-Authors

Pierre-Louis Lions
Pierre-Louis Lions Collège de France
Olivier Pironneau
Olivier Pironneau Sorbonne University

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