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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

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

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

Calcite as a bone substitute. Comparison with hydroxyapatite and tricalcium phosphate with regard to the osteoblastic activity

Francine Monchau, Philippe Hivart, Benoit Genestie, Feng Chai, Michel Descamps, Hartmut Frederic Hildebrand

Close to the bone mineral phase, the calcic bioceramics, such as hydroxyapatite (HA) and β-tricalcium phosphate (β-TCP), are commonly used as substitutes or filling materials in bone surgery. Besides, calcium carbonate (CaCO3) is also used for their excellent biocompatibility and bioactivity.…

Materials Science and Engineering: C, 2013, 33 (1), pp.490-498. ⟨10.1016/j.msec.2012.09.019⟩. ⟨hal-03032812⟩

Article dans une revue

DIELECTRIC AND PIEZOELECTRIC PROPERTIES OF LEAD-FREE ( Bi 0.5 Na 0.5 ) 0.94 Ba 0.06 TiO 3 + x% Ce 2 O 3 + y% La 2 O 3 + z% Y 2 O 3 COMPOUNDS SYNTHESIZED BY SOL–GEL TECHNIQUE

A. Chaouchi, M. Saidi, Sophie d'Astorg, Mohamed Rguiti, Christian Courtois

( Bi 0.5 Na 0.5 ) 0.94 Ba 0.06 TiO 3 + x% Ce 2 O 3 + y% La 2 O 3 + z% Y 2 O 3 compounds (named BNT–BT– x/y/z) were synthesized by a sol–gel technique, for (x,y,z) = (0,0,0), (0.25, 0.25, 0.25), (0.25, 0.5, 0.5), (0.5, 0.25, 0.25) and (0.5, 0.5, 0.25). The structural variation according to the…

Journal of Advanced Dielectrics, 2013, 02 (04), pp.1250022. ⟨10.1142/S2010135X12500221⟩. ⟨hal-04281123⟩

Article dans une revue

On Riemann and Weyl compatible tensors

Ryszard Deszcz, Małgorzata Głogowska, Jan Jełowicki, Miroslava Petrović-Torgašev, Georges Zafindratafa

We investigate semi-Riemannian manifolds satisfying some curvature conditions. Those conditions are strongly related to pseudosymmetry.

Publications de l'Institut Mathématique., 2013, 94 (108), pp.111-124. ⟨10.2298/PIM1308111D⟩. ⟨hal-03146560⟩

Article dans une revue

Robust Approximation of Singularly Perturbed Delay Differential Equations by the hp Finite Element Method

Serge Nicaise, Xenophontos Christos

Abstract. We consider the finite element approximation of the solution to a singularly perturbed second order differential equation with a constant delay. The boundary value problem can be cast as a singularly perturbed transmission problem, whose solution may be decomposed into a smooth part, a…

Computational Methods in Applied Mathematics, 2013, 13 (1), pp.21-37. ⟨10.1515/cmam-2012-0001⟩. ⟨hal-03212509⟩

Chapitre d'ouvrage

Prediction of Long-Term Chemical Evolution of a Low-pH Cement Designed for Underground Radioactive Waste Repositories

Thi Thuy Ha Bach, Isabelle Pochard, Céline Cau-Dit-Coumes, Cyrille Mercier, André Nonat

Low-pH cements, also referred as low-alkalinity cements, are binders with a pore solution pH ≤ 11. They can be designed by replacing significant amounts of Portland cement (OPC) (≥40 %) by silica fume, which can be associated in some cases to low-CaO fly ash and/or ground granulated blast furnace…

Cement-Based Materials for Nuclear Waste Storage, Springer, pp.239-249, 2013, 9781489989680. ⟨10.1007/978-1-4614-3445-0_21⟩. ⟨hal-03065972⟩

Article dans une revue

The ternary commutator obstruction for internal crossed modules

T. Vanderlinden, Manfred Hartl

In finitely cocomplete homological categories, co-smash products give rise to (possibly higher-order) commutators of subobjects. We use binary and ternary co-smash products and the associated commutators to give characterisations of internal crossed modules and internal categories, respectively.…

Advances in Mathematics, 2013, 232, pp.571-607. ⟨10.1016/j.aim.2012.09.024⟩. ⟨hal-03234974⟩

Article dans une revue

Curvature inequalities for Lagrangian submanifolds

B.-Y. Chen, F. Dillen, J. van Der Veken, Luc Vrancken

Let M-n be an n-dimensional Lagrangian submanifold of a complex space form (M-n) over tilde (4c) of constant holomorphic sectional curvature 4c. We prove a pointwise inequality delta(n(1),...,n(k)) <= a(n,k,n(1),...n(h))parallel to H parallel to(2) + b(n,k,n(1),...n(k))c, with on the left-hand…

Differential Geometry and its Applications, 2013, 31 (6), pp.808-819. ⟨10.1016/j.difgeo.2013.09.006⟩. ⟨hal-03233905⟩