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- Sébastien Loisel
- SIAM J. Numerical Analysis
- 2013

The optimized Schwarz method and the closely related 2-Lagrange multiplier method are domain decomposition methods which can be used to parallelize the solution of partial differential equations. Although these methods are known to work well in special cases (e.g., when the domain is a square and the two subdomains are rectangles), the problem has never… (More)

- Sébastien Loisel, Marina Takane
- Computational Statistics & Data Analysis
- 2009

The Robust Robust Generalized Methods of Moments (RGMM) and the Indirect Robust GMM (IRGMM) are algorithms for estimating parameter values in statistical models, such as diffusion models for interest rates, in a robust way. The long computation time is one of the main challenge facing these methods. In this paper, we introduce accelerated variants of RGMM… (More)

- X. Milhaud, S. Loisel
- 2010

This paper shows that some policy features are crucial to explain the decision of the policyholder to surrender her contract. We point it out by applying two segmentation models to a life insurance portfolio : the Logistic Regression model and the Classification And Regression Trees model. Protection as well as Savings lines of business are impacted, and… (More)

- Olivier Dubois, Martin J. Gander, Sébastien Loisel, Amik St.-Cyr, Daniel B. Szyld
- SIAM J. Scientific Computing
- 2012

Optimized Schwarz Methods (OSM) use Robin transmission conditions across the subdomain interfaces. The Robin parameter can then be optimized to obtain the fastest convergence. A new formulation is presented with a coarse grid correction. The optimal parameter is computed for a model problem on a cylinder, together with the corresponding convergence factor… (More)

The overset grid nicknamed ”Yin-Yang” grid is singularity free and has quasi-uniform grid spacing. It is composed of two identical latitude/longitude orthogonal grid panels that are combined to cover the sphere with partial overlap on their boundaries. The system of shallow-water equations (SWEs) is a hyperbolic system at the core of many models of the… (More)

- Stephen W. Drury, Sébastien Loisel
- Domain Decomposition Methods in Science and…
- 2013

Domain decomposition methods are used to find the numerical solution of large boundary value problems in parallel. In optimized domain decomposition methods, one solves a Robin subproblem on each subdomain, where the Robin parameter a must be tuned (or optimized) for good performance. We show that the 2-Lagrange multiplier method can be analyzed using… (More)

- Sébastien Loisel, Daniel B. Szyld
- Numerische Mathematik
- 2010

- J. Côté, M. J. Gander, L. Laayouni, S. Loisel
- 2004

We investigate the performance of domain decomposition methods for solving the Poisson equation on the surface of the sphere. This equation arises in a global weather model as a consequence of an implicit time discretization. We consider two different types of algorithms: the Dirichlet-Neumann algorithm and the optimal Schwarz method. We show that both… (More)

- Sébastien Loisel, J. Côté, Martin J. Gander, L. Laayouni, A. Qaddouri
- SIAM J. Numerical Analysis
- 2010

- Sébastien Loisel
- 2005

At the heart of numerical weather prediction algorithms lie a Laplace and positive definite Helmholtz problems on the sphere [12]. Recently, there has been interest in using finite elements [2] and domain decomposition methods [1, 10]. The Schwarz iteration [7, 8, 9] and its variants [9, 4, 5, 6, 3, 11] are popular domain decomposition methods. In this… (More)