Publications

• Article dans une revue

Numerical approximation for options pricing of a stochastic volatility jump-diffusion model

Rajae Aboulaich, Fouzia Baghery, Abdelilah Jraifi

In this paper, we are interested in pricing options (European and Quanto) by a Model in which the asset prices follow a jump-diffusion model with a stochastic volatility in n dimensions. The stochastic volatility also follows the jump-diffusion in d dimensions. We've already stated the…

International Journal of Applied Mathematics and statistics, 2013, 50 (20), pp.69-82. ⟨hal-03134982⟩

• Article dans une revue

Animation réaliste d’une caméra pour la stop motion : de la modélisation à la prise de vue

Laura Saini, Gudrun Albrecht, Nicolas Lissarrague, Lucia Romani

L’article présente un nouveau système permettant de produire des mouvements de caméra réalistes pour l’animation stop motion. Le système permettra d’enrichir les logiciels d’animation 3D classiques (comme par exemple Maya et 3D Studio Max) afin de leur faire contrôler des mouvements de caméra pour…, The article presents a new system that allows to create realistic camera movements for a stop motion animation. The system improves traditional 3D software animation programs (for example Maya and 3D Studio Max) for creating stop motion camera movements by using a haptic interface. After describing…

Revue Electronique Francophone d'Informatique Graphique, 2013, 7 (1), pp.51-65. ⟨hal-03184668⟩

• Article dans une revue

Convergence order of a numerical scheme for sweeping process

Frederic Bernicot, Juliette Venel

In a previous paper, an implementable algorithm was introduced to compute discrete solutions of sweeping processes (i.e. specific first order differential inclusions). The convergence of this numerical scheme was proved thanks to compactness arguments. Here we establish that this algorithm is of…

SIAM Journal on Control and Optimization, 2013, 51 (4), pp.3075-3092. ⟨10.1137/120882044⟩. ⟨hal-00517485v2⟩

• Article dans une revue

Lower and upper solutions for the heat equation on a polygonal domain of R2

Colette De Coster, Serge Nicaise

We consider the nonlinear periodic-Dirichlet heat equation on a polygonal domain of the plane in weighted Lp-Sobolev spaces equation presented Here f is Lp(0; T;Lpμ(Ω)-Caratheodory, where L pμ(Ω) = {v ε Lploc(Ω) : rμv ε Lp(Ω)}, with a real parameter μ and r(x) the distance from x to the set of…

Differential and integral equations, 2013, 26 (5/6), pp.603-622. ⟨hal-03137717⟩

• Chapitre d'ouvrage

Energy flow above the threshold of tunnel effect

Felix Ali Mehmeti, Virginie Régnier, R. Haller-Dintelmann

Almeida, Alexandre; Castro, Luís; Speck, Frank-Olme. Advances in Harmonic Analysis and Operator Theory, 229, Springer Verlag, pp.65-76, 2013, Operator Theory: Advances and Applications, 978-3-0348-0515-5. ⟨hal-03227696⟩

• Article dans une revue

Option pricing with constant elasticity of variance (CEV) model

Rajae Aboulaich, M. L. Hadji, Abdelilah Jraifi

In this work we propose an approximate numerical method for pricing of options for the constant elasticity of variance (CEV) diffusion model. We prove firstly the existence and uniqueness of the solution in weighted Sobolev space, and then we propose the finite element method and finite difference…

Applied Mathematical Sciences, 2013, 7 (109), pp.5443-5456. ⟨10.12988/ams.2013.36339⟩. ⟨hal-03135010⟩

• Article dans une revue

Spectral analysis and exponential or polynomial stability of some indefinite sign damped problems

F. Abdallah, D. Mercier, Serge Nicaise

In this paper, we consider two damped wave problems for which the damping terms are allowed to change their sign. Using a careful spectral analysis, we find critical values of the damping coefficients for which the problem becomes exponentially or polynomially stable up to these critical values.

Evolution Equations and Control Theory, 2013, 2, pp.1-33. ⟨10.3934/eect.2013.2.1⟩. ⟨hal-03134858⟩

• Article dans une revue

Photocatalytic solution discoloration and self-cleaning by polyester fabric functionalized with ZnO nanorods

Munir Ashraf, Philippe Champagne, Anne Perwuelz, Campagne Christine, Anne Leriche

Polyester fabric was functionalized with ZnO nanorods grown by hydrothermal method. The ZnO seeds were deposited on fabric which provided the sites for growth of nanorods. The functionalized fabric showed self-cleaning by degrading color stains and solution discoloration under the effect of…

Journal of Industrial Textiles, 2013, 44 (6), pp.884-898. ⟨10.1177/1528083713519662⟩. ⟨hal-03121037⟩

• Communication dans un congrès

A MULTIDISCIPLINARY CLIENT-SERVER PLATFORM

Eric Cartignies, Jean-Charles Canonne, Jean-Paul Becar, Laurent Vermeiren, Fabrice Robert

The academic syllabus of the Electrical Enginering and industrial data processing taught inside the french Institutes of Technology offers a course called Industrial Ethernet and remote control with the internet. The aim of this module consists in making students more sensitive to the use of…

International Conference on Education, IADAT e2013, Jul 2013, BILBAO, Spain. ⟨hal-02521176⟩

• Article dans une revue

Residual and Equilibrated Error Estimators for Magnetostatic Problems Solved by Finite Element Method

Zuqi Tang, Yvonnick Le Menach, Emmanuel Creusé, Serge Nicaise, Francis Piriou, Nicolas Nemitz

In finite element computations, the choice of the mesh is crucial to obtain accurate solutions. In order to evaluate the quality of the mesh, a posteriori error estimators can be used. In this paper, we develop residual-based error estimators for magnetostatic problems with both classical…

IEEE Transactions on Magnetics, 2013, 49 (12), pp.5715-5723. ⟨10.1109/TMAG.2013.2271993⟩. ⟨hal-00910314⟩