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

On Steinitz classes of nonabelian Galois extensions and p-ary cyclic Hamming codes

Maya Farhat, Bouchaïb Sodaïgui

Let k be a number field and Cl(k) its class group. Let Γ be a finite group. Let Rt(k,Γ) be the subset of Cl(k) consisting of those classes which are realizable as Steinitz classes of tamely ramified Galois extensions of k with Galois group isomorphic to Γ. Let p be a prime number. In the present…

Journal of Number Theory, 2014, 134, pp.93-108. ⟨10.1016/j.jnt.2013.07.003⟩. ⟨hal-03149645⟩

• 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⟩

• 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

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⟩

• Article dans une revue

Well-posedness and spectral properties of heat and wave equations with non-local conditions

Delio Mugnolo, Serge Nicaise

We consider the one-dimensional heat and wave equations but – instead of boundary conditions – we impose on the solution certain non-local, integral constraints. An appropriate Hilbert setting leads to an integration-by-parts formula in Sobolev spaces of negative order and eventually allows us to…

Journal of Differential Equations, 2014, 256 (7), pp.2115-2151. ⟨10.1016/j.jde.2013.12.016⟩. ⟨hal-03163703⟩