Publicaciones

• ART

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⟩

• COMM

Développement de capteurs à ondes de surface HF, bas coûts, sur substrat piézoélectrique de type PZT pour le contrôle de structures

Marc Duquennoy, Christian Courtois, Olivier Rigo, Stéphane Hocquet, Mohamed Rguiti, Mohammadi Ouaftouh, Julien Deboucq, Gregory Martic, Laurent Seronveaux, Frédéric Jenot, Véronique Lardot, Daniel Monnoye, Francis Cambier

6ème Colloque Interdisciplinaire en Instrumentation, C2I 2013, 2013, Lyon, France. pp.15-25. ⟨hal-00955221⟩

• ART

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⟩

• ART

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⟩

• ART

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⟩

• ART

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⟩

• ART

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⟩

• COUV

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⟩

• ART

A posteriori error estimator based on gradient recovery by averaging for convection-diffusion-reaction problems approximated by discontinuous Galerkin methods

Emmanuel Creusé, Serge Nicaise

We consider some (anisotropic and piecewise constant) convection-diffusion-reaction problems in domains of R2, approximated by a discontinuous Galerkin method with polynomials of any degree. We propose two a posteriori error estimators based on gradient recovery by averaging. It is shown that these...

IMA Journal of Numerical Analysis, 2013, 33 (1), pp.212-241. ⟨10.1093/imanum/drr052⟩. ⟨hal-00531621⟩

• ART

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⟩