Publications

• Thèse

Numerical analysis of the stochastic volatility jump diffusion models, Analyse numérique de modèles de diffusion-sauts à volatilité stochastique

Abdelilah Jraifi

In the modern economic world, the options contracts are used because they allow to hedge against the vagaries and risks refers to fluctuations in the prices of the underlying assets. The determination of the price of these contracts is of great importance for investors.We are interested in problems…, Dans le monde économique, les contrats d'options sont très utilisés car ils permettent de se couvrir contre les aléas et les risques dus aux fluctuations des prix des actifs sous-jacents. La détermination du prix de ces contrats est d'une grande importance pour les investisseurs.Dans…

Statistics [math.ST]. Université de Valenciennes et du Hainaut-Cambrésis, 2014. English. ⟨NNT : 2014VALE0002⟩. ⟨tel-03356473⟩

• Article dans une revue

Microwave sintering of large size pieces with complex shape

Anthony Thuault, Etienne Savary, J. Bazin, S. Marinel

In this study, large size pieces of kaolin with a complex shape were successfully sintered in a microwave multimode cavity. The challenge was to obtain a sample homogeneously sintered on a large surface. For this purpose, prior to sintering, a finite element modelling study was carried out to…

Journal of Materials Processing Technology, 2014, 214 (2), pp.470-476. ⟨10.1016/j.jmatprotec.2013.09.030⟩. ⟨hal-02450337⟩

• Article dans une revue

Minimal contact CR submanifolds in S2 n+1 satisfying the δ(2)-Chen equality

Marian Ioan Munteanu, Luc Vrancken

In his book on Pseudo-Riemannian geometry, δ-invariants and applications, B.Y. Chen introduced a sequence of curvature invariants. Each of these invariants is used to obtain a lower bound for the length of the mean curvature vector for an immersion in a real space form. A submanifold is called an…

Journal of Geometry and Physics, 2014, 75, pp.92-97. ⟨10.1016/j.geomphys.2013.09.003⟩. ⟨hal-03184628⟩

• Chapitre d'ouvrage

Introduction à la théorie des sous- et sur-solutions

Colette De Coster, Jalel Tabka

“Introduction à quelques problèmes d’EDP : notes du groupe de travail de l’équipe EDP du Laboratoire de Mathématiques et leurs Applications de Valenciennes, Ed. Universitaires Européennes, pp.1-41, 2014, 9786131506833. ⟨hal-03142454⟩

• Article dans une revue

Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games

Fouzia Baghery, Nabil Khelfallah, Brahim Mezerdi, Isabelle Massa-Turpin

We consider a fully coupled forward backward stochastic differential equation driven by a Lévy processes having moments of all orders and an independent Brownian motion. Under some monotonicity assumptions, we prove the existence and uniqueness of solutions on an arbitrarily fixed large time…

Random Operators and Stochastic Equations, 2014, 22 (3), pp.151-161. ⟨10.1515/rose-2014-0016⟩. ⟨hal-03359276⟩

• Article dans une revue

Polynomial stabilization of some dissipative hyperbolic systems

Kaïs Ammari, E. Feireisl, Serge Nicaise

We study the problem of stabilization for the acoustic system with a spatially distributed damping. Imposing various hypotheses on the structural properties of the damping term, we identify either exponential or polynomial decay of solutions with growing time. Exponential decay rate is shown by…

Discrete and Continuous Dynamical Systems - Series A, 2014, 34 (11), pp.4371-4388. ⟨10.3934/dcds.2014.34.4371⟩. ⟨hal-03138443⟩

• Article dans une revue

Stabilization of second-order evolution equations with time delay

Serge Nicaise, Cristina Pignotti

We consider second-order evolution equations in an abstract setting with damping and time delay and give sufficient conditions ensuring exponential stability. Our abstract framework is then applied to the wave equation, the elasticity system and the Petrovsky system.

Mathematics of Control, Signals, and Systems, 2014, 26 (4), pp.563-588. ⟨10.1007/s00498-014-0130-1⟩. ⟨hal-03159120⟩

• Article dans une revue

Exponential stability of abstract evolution equations with time delay

Serge Nicaise, Cristina Pignotti

We consider abstract semilinear evolution equations with a time-delay feedback. We show that, if the C (0)-semigroup describing the linear part of the model is exponentially stable, then the whole system retains this good property when a suitable smallness condition on the time-delay feedback is…

Journal of Evolution Equations, 2014, 15 (1), pp.107-129. ⟨10.1007/s00028-014-0251-5⟩. ⟨hal-03166075⟩

• Chapitre d'ouvrage

Existence, stability and controllability results for the heteregeneous Maxwell equations

Serge Nicaise

Introduction à quelques problèmes d’EDP : notes du groupe de travail de l’équipe EDP du Laboratoire de Mathématiques et leurs Applications de Valenciennes, Ed. Universitaires Européennes, pp.85-124, 2014, 9786131506833. ⟨hal-03142464⟩

• Chapitre d'ouvrage

Refined Mixed finite element method for the Laplace equation in a nonconvex polygonal domain

Luc Paquet

Introduction à quelques problèmes d’EDP : notes du groupe de travail de l’équipe EDP du Laboratoire de Mathématiques et leurs Applications de Valenciennes, Ed. Universitaires Européennes, pp.125-154, 2014, 9786131506833. ⟨hal-03142466⟩