Publications

• ART

Stochastic Runge-Kutta methods with the constant elasticity of variance (CEV) diffusion model for pricing option

Rajae Aboulaich, Abdelilah Jraifi, Medarhri Ibtissam

In order to solve numerically the constant elasticity of variance (CEV) model for pricing of European call option, we propose in this work the Stochastic Runge-Kutta method. We compare the obtained results using this approache, with those given by the Monte Carlo method in Broadie-Kaya [4]. Further…

Int. J. Math. Anal. , 2014, 8 (18), pp.849-856. ⟨10.12988/ijma.2014.4381⟩. ⟨hal-03135016⟩

• COUV

Introduction à la théorie du contrôle

Virginie Régnier

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.155-186, 2014, 9786131506833. ⟨hal-03142471⟩

• COMM

Points massiques, courbes de Bézier quadratiques et coniques : un état de l'art

Jean-Paul Becar, Lionel Garnier

Les courbes de Bézier quadratiques jouent un rôle fondamental pour la modélisation d'arc de coniques. L'utili-sation de points massiques permet de modéliser des demi-coniques dans le plan affine euclidien. A partir d'une courbe de Bézier de degré 2 donnée, il est possible de…, It is well known quadratic Bézier curves define conics. The use of massic points permits to define a semi-conic in the Euclidean plane. Moreover, from a given quadratic Bézier curve, we can determine the properties of the underlying conic. Moreover, the choice of an adequat non-degenerate…

GTMG 2014, Mar 2014, LYON, France. ⟨hal-02516049⟩

• ART

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⟩

• COUV

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⟩

• ART

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⟩

• ART

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⟩

• ART

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⟩

• ART

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⟩

• THESE

Développement et caractérisations de fibres piézoélectriques à âme métallique pour applications aéronautiques, Development and characterization of metal core piezoelectric fibres for aeronautic applications

Aurélien Dolay

Pour les applications aéronautiques, les fibres en céramique piézoélectrique à âme métallique permettent d'imaginer des solutions pour avoir des dispositifs actifs et des capteurs complétement intégrés dans des structures, telles que les composites renforcés par des fibres.La démarche de cette…, Metal core piezoelectric fibres are suitable for active devices and sensors fully embedded in structuresas fibres reinforced polymers for aeronautic applications.The aim of this study is to develop and characterize such fibres that have many advantages: radial mode activation allows the use of low…

Mécanique des matériaux [physics.class-ph]. Université de Valenciennes et du Hainaut-Cambresis, 2013. Français. ⟨NNT : 2013VALE0044⟩. ⟨tel-00991950⟩