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

Cohomological equations and invariant distributions on a compact Lie group

Aziz El Kacimi Alaoui, Hadda Hmili

This paper deals with two analytic questions on a connected compact Lie group G. i) Let a ε G and denote by γ the diffeomorphism of G given by γ (x) = ax (left translation by a). We give necessary and sufficient conditions for the existence of solutions of the cohomological equation f - fo γ = g on…

Hokkaido Mathematical Journal, 2014, 43 (2), pp.151-173. ⟨10.14492/hokmj/1404229920⟩. ⟨hal-03164536⟩

• Article dans une revue

A priori error estimates for finite element methods for H(2;1)-elliptic equations

Thomas Apel, T. Flaig, Serge Nicaise, Thomas G Flaig

The convergence of finite element methods for linear elliptic boundary value problems of second and forth order is well understood. In this article, we introduce finite element approximations of some linear semi-elliptic boundary value problem of mixed order on a two-dimensional rectangular domain…

Numerical Functional Analysis and Optimization, 2014, 35 (2), pp.153-176. ⟨10.1080/01630563.2013.811600⟩. ⟨hal-03138800⟩

• Chapitre d'ouvrage

Problèmes d’évolution sur des multi-structures

Abderrahman Maghnouji

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.43-84, 2014, 9786131506833. ⟨hal-03142458⟩

• Chapitre d'ouvrage

Exponential stability of the wave equation with memory and anti–damping/time delay

Fatiha Alabau-Boussouira, Serge Nicaise, Cristina Pignotti

Favini, Angelo; Fragnelli, Genni; Mininni, Rosa Maria. New Prospects in Direct, Inverse and Control Problems for Evolution Equations, Springer Verlag, pp.1-22, 2014, Springer INdAM Series. ⟨hal-03227639⟩

• Article dans une revue

Space-time residual-based a posteriori estimators for the A/Phi magneto dynamic formulation of the Maxwell system

Emmanuel Creusé, Serge Nicaise, Roberta Tittarelli

In this paper, an a posteriori residual error estimator is proposed for the A/Phi magnetodynamic Maxwell system given in its potential and space/time formulation and solved by a Finite Element method. The reliability as well as the e ciency of the estimator are established for several norms. Then,…

Computational Methods in Applied Mathematics, 2014, 14 (4), pp.429-460. ⟨10.1515/cmam-2014-0015⟩. ⟨hal-00921116⟩

• Article dans une revue

A coupled Maxwell integrodifferential model for magnetization processes

Serge Nicaise, Fredi Tröltzsch

A mathematical model for instationary magnetization processes is considered, where the underlying spatial domain includes electrically conducting and nonconducting regions. The model accounts for the magnetic induction law that couples the given electrical voltage with the induced electrical…

Mathematical News / Mathematische Nachrichten, 2014, 287 (4), pp.432-452. ⟨10.1002/mana.201200206⟩. ⟨hal-03166126⟩

• Article dans une revue

Source identification for the wave equation on graphs, Identification de sources pour l'équation des ondes sur des graphes

Sergei Avdonin, Serge Nicaise

We consider source identification problems for the wave equation on an interval and on trees. The main advantage of our approach is its locality. Our algorithm reduces essentially to the resolution of a linear integral Volterra equation of the second kind and is new even for an interval., Nous considérons un problème d'identification de sources pour l'équation des ondes sur un intervalle ou sur des arbres. L'avantage principal de notre approche est sa localité. Notre algorithme se réduit essentiellement à la résolution d'une équation intégrale de Volterra du…

Comptes Rendus de l'Académie des Sciences - Series III - Sciences de la Vie, 2014, 352 (11), pp.907-912. ⟨10.1016/j.crma.2014.09.008⟩. ⟨hal-03149902⟩

• Communication dans un congrès

EXAMPLE BASED LEARNING FOR VIRTUAL PROTOTYPING ENGINEERING

Jean-Paul Becar, Mariana Fratu, Aurel Fratu, Jean-Charles Canonne

The paper deals with a method used many years for example based learning for the virtual prototyping. The authors collaborate since ten years in Erasmus background. It means four french students a year in the bachelor of technology course got a three months placement in Romania supervised by the…

EDULEARN14, iated, Jul 2014, BARCELONE, Spain. ⟨hal-02516035⟩