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Search Results: 1 - 10 of 2363 matches for " Francois Buet-Golfouse "
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A Multinomial Theorem for Hermite Polynomials and Financial Applications  [PDF]
Francois Buet-Golfouse
Applied Mathematics (AM) , 2015, DOI: 10.4236/am.2015.66094
Abstract: Different aspects of mathematical finance benefit from the use Hermite polynomials, and this is particularly the case where risk drivers have a Gaussian distribution. They support quick analytical methods which are computationally less cumbersome than a full-fledged Monte Carlo framework, both for pricing and risk management purposes. In this paper, we review key properties of Hermite polynomials before moving on to a multinomial expansion formula for Hermite polynomials, which is proved using basic methods and corrects a formulation that appeared before in the financial literature. We then use it to give a trivial proof of the Mehler formula. Finally, we apply it to no arbitrage pricing in a multi-factor model and determine the empirical futures price law of any linear combination of the underlying factors.
Quantitative conditions of rectifiability for varifolds
Blanche Buet
Mathematics , 2014,
Abstract: Our purpose is to state quantitative conditions ensuring the rectifiability of a $d$--varifold $V$ obtained as the limit of a sequence of $d$--varifolds $(V_i)_i$ which need not to be rectifiable. More specifically, we introduce a sequence $\left\lbrace \mathcal{E}_i \right\rbrace_i$ of functionals defined on $d$--varifolds, such that if $\displaystyle \sup_i \mathcal{E}_i (V_i) < +\infty$ and $V_i$ satisfies a uniform density estimate at some scale $\beta_i$, then $V = \lim_i V_i$ is $d$--rectifiable. \noindent The main motivation of this work is to set up a theoretical framework where curves, surfaces, or even more general $d$--rectifiable sets minimizing geometrical functionals (like the length for curves or the area for surfaces), can be approximated by "discrete" objects (volumetric approximations, pixelizations, point clouds etc.) minimizing some suitable "discrete" functionals.
Recovering measures from approximate values on balls
Blanche Buet,Gian Paolo Leonardi
Mathematics , 2015,
Abstract: In a metric space $(X,d)$ we reconstruct an approximation of a Borel measure $\mu$ starting from a premeasure $q$ defined on the collection of closed balls, and such that $q$ approximates the values of $\mu$ on these balls. More precisely, under a geometric assumption on the distance ensuring a Besicovitch covering property, and provided that there exists a Borel measure on $X$ satisfying an asymptotic doubling-type condition, we show that a suitable packing construction produces a measure ${\hat\mu}^{q}$ which is equivalent to $\mu$. Moreover we show the stability of this process with respect to the accuracy of the initial approximation. We also investigate the case of signed measures.
Asymptotic preserving schemes on distorted meshes for Friedrichs systems with sti relaxation: application to angular models in linear transport
Christophe Buet,Bruno Després,Emmanuel Franck
Mathematics , 2013,
Abstract: In this paper we propose an asymptotic preserving scheme for a family of Friedrichs systems on unstructured meshes based on a decomposition between the hyperbolic heat equation and a linear hyperbolic which not involved in the di usive regime. For the hyperbolic heat equation we use asymptotic preserving schemes recently designed previously. To discretize the second part we use classical Rusanov or upwind schemes. To nish we apply this method for the discretization of the PN and SN models which are widely used in transport codes.
Cellular Computing and Least Squares for partial differential problems parallel solving
Nicolas Fressengeas,Hervé Frezza-Buet
Mathematics , 2006,
Abstract: This paper shows how partial differential problems can be solved thanks to cellular computing and an adaptation of the Least Squares Finite Elements Method. As cellular computing can be implemented on distributed parallel architectures, this method allows the distribution of a resource demanding differential problem over a computer network.
YARBUS : Yet Another Rule Based belief Update System
Jeremy Fix,Herve Frezza-buet
Computer Science , 2015,
Abstract: We introduce a new rule based system for belief tracking in dialog systems. Despite the simplicity of the rules being considered, the proposed belief tracker ranks favourably compared to the previous submissions on the second and third Dialog State Tracking challenges. The results of this simple tracker allows to reconsider the performances of previous submissions using more elaborate techniques.
Thermaly Active Structures for Shape Morphing Applications
Gildas L'Hostis,Karine Buet-Gautier,Bernard Durand
Smart Materials Research , 2012, DOI: 10.1155/2012/530217
Abstract: For shape morphing application, thermal activation coupling to a bimetallic strip effect can be a substitute for classical actuators, piezoelectrical or shape memory alloys. The controlled behaviour of composite material (CBCM) is a thermaly activated composite material. The thermal activation is made thanks to carbon yarns which are connected to a power supply. If the anisotropy of the structure is well organized, the desired deformation is reached when the temperature within the composite is rising. To obtain a CBCM morphing composite structure, it is necessary to design a specific structure. The aim of this work is to show that it is possible to adapt the CBCM principle in order to transform any kind of classical composite structure to an active structure. The first part of this work consists in presenting the experimental results for two examples of composite beams. The second part is about the active structure FEM modeling and the development of adapted tools for this particular design. 1. Introduction Because of their capacity of actuation, morphing structures are used to simplify mechanisms by reducing the number of moving parts. Three main actuation technologies are commonly used: piezoelectricity, shape memory alloys, or thermal effect. In the case of a structure with bistable effect, these technologies are used to activate the shape changing by piezoactuation [1–3], SMA actuation [4–6], and thermal actuation [7–9]. The field of applications for bistable structures is limited because they have only two positions of stability witch are not adjustable and link to the structure geometry. In the case of standard not bistable composite structures, the main problem is the link between the composite and the actuator. Many works can be found with SMA [10, 11] actuators or piezoactuators like macro-fiber composite (MFC) [12, 13], but the interface strength between the actuator and the composite plays a crucial role in the time life of the structure that is a limit especially when the rigidity of the composite structure is high. To overcome problems of bonding between the actuator and the structure, the bimetallic strip effect coupled to an internal thermal actuation can be a solution. Indeed the whole structure can be considered as an actuator, and the problems of interface decohesion are not concentrated at the interface actuator/structure but distributed all along the interfaces of the laminate composite. Controlled behaviour composite material (CBCM) [14–18] is a thermal actuator developed ten years ago. There are two different ways to use the CBCM
Nuevas citas de monocotiledóneas adventicias para la Argentina
Hurrell,Julio A.; Delucchi,Gustavo; Buet Costantino,Fernando;
Revista del Museo Argentino de Ciencias Naturales , 2009,
Abstract: this paper includes five new records of adventitious monocots for argentina: aloe ciliaris haw. (asphodelaceae), aspidistra elatior blume (convallariaceae), sansevieria trifasciata prain (dracaenaceae), phormium tenax j. r. forst. & g. forst. (hemerocallidaceae) and ornithogalum arabicum l. (hyacinthaceae), belonging to order asparagales. also includes an evaluation of its status in the naturalization process: casual alien, naturalized.
Nuevas citas de monocotiledóneas adventicias para la Argentina New records of adventitious monocots for Argentina
Julio A. Hurrell,Gustavo Delucchi,Fernando Buet Costantino
Revista del Museo Argentino de Ciencias Naturales , 2009,
Abstract: Este trabajo incluye cinco nuevos registros de monocotiledóneas adventicias para la Argentina: Aloe ciliaris Haw. (Asphodelaceae), Aspidistra elatior Blume (Convallariaceae), Sansevieria trifasciata Prain (Dracaenaceae), Phormium tenax J. R. Forst. & G. Forst. (Hemerocallidaceae) y Ornithogalum arabicum L. (Hyacinthaceae), pertenecientes al orden Asparagales. También incluye una evaluación del estado actual de estas especies, en relación al proceso de naturalización: escapadas de cultivo ocasionales, naturalizadas. This paper includes five new records of adventitious monocots for Argentina: Aloe ciliaris Haw. (Asphodelaceae), Aspidistra elatior Blume (Convallariaceae), Sansevieria trifasciata Prain (Dracaenaceae), Phormium tenax J. R. Forst. & G. Forst. (Hemerocallidaceae) and Ornithogalum arabicum L. (Hyacinthaceae), belonging to order Asparagales. Also includes an evaluation of its status in the naturalization process: casual alien, naturalized.
Bounds for Goal Achieving Probabilities of Mean-Variance Strategies with a No Bankruptcy Constraint  [PDF]
Alexandre Scott, Francois Watier
Applied Mathematics (AM) , 2012, DOI: 10.4236/am.2012.312A278
Abstract:

We establish, through solving semi-infinite programming problems, bounds on the probability of safely reaching a desired level of wealth on a finite horizon, when an investor starts with an optimal mean-variance financial investment strategy under a non-negative wealth restriction.

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