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Articles parus ou acceptés (2011)
(Il est possible de demander une copie d'un article en envoyant un email aux auteurs dont les noms sont soulignés)
H. Arfaoui, F. Ben Belgacem, H. El Fekih, J.-P. Raymond
Stabilizability of the Linearized Viscous Saint-Venant System. Discrete and Continuous Dynamical Systems - Series B , Vol. 15 , n° 3 , pp 491-511, 2011.
F. Ben Belgacem, C. Bernardi, H. El Fekih
Dirichlet boundary c ontrol for a parabolic equation with final observation. I: A space-time mixed formulation and penalization. Asymptotic Analysis , Vol. 71 , n° 1-2 , pp 101-121
N. Kharrat  , Z. Mghazli
A posteriori error analysis of time-dependent Stoke problem by Chorin-Temam scheme. Calcolo DOI 10.1007/s10092-011-0044-y, © Springer-Verlag
Chokri Ben Ammar, Christophe Hazard
Time reversal and scattering theory for time- dependent acoustic waves in a homogeneous medium. IMA Journal of Applied Mathematics Advance. (2011) 76 (6): 938-955. doi: 10.1093/imamat/hxr011.
Amel, Ben Abda, Lamia Jaafar Belaid, Abdeljalil Sakat
Data recovering problem using moments theory and applications to some inverse problem, International journal of tomography and statistics, V17, NS11
L, Belaid Jaafar , A. Ben Abda and N. Al Malki
Cauchy problem for Laplace equation and application to image inpainting, Accepted ISRN journals, Mathematical Analysis, September 2011
Amel, Ben Abda, Jacques Henry and Fadhel Jday
Boundary data completion: the method of boundary value problem factorization. Inverse problems,27,2011.
Nehla Abdellatif • Nejmeddine Chorfi • Sihem Trabelsi
Spectral Discretization of the Axisymmetric Vorticity, Velocity and Pressure Formulation of the Stokes Problem, J Sci Comput (2011) 47: 419–440.
Radhouane Fekih Salem,Tewfik Sari, Nahla Abdellatif
Sur un modèle de compétition et de coexistence dans le chémostat, ARIMA, – Volume 1
FAKER BEN BELGACEM, GMATI Nabil, JELASSI Faten,
TOTAL OVERLAPPING SCHWARZ' PRECONDITIONERS FOR ELLIPTIC PROBLEMS ,Modélisation mathématique et analyse numérique, 2011, vol 45, pp 91-113.
Mohamed Larbi Kadri,Jalel Ben Abdallah ,Thouraya NouriBaranger
Identification of internal cracks in a three-dimensional solid body via Steklov–Poincaré approaches, vol 339, 2011, 674-681.
Mejdi Azaiez, Faker Ben Belgacem, Faten Jelassi
The density function reconstruction of surface sources from a single Cauchy measurement, Computers& Fluids, vol 43,2011,14-22.
M. Moakher, M. Zérai
The Riemannian Geometry of the Space of Positive-Definite Matrices and Its Application to the Regularization of Positive-Definite Matrix-Valued Data ,Journal of Mathematical Imaging and Vision,volume 40
F. Ben Belgacem1, D. Thang Du2 and F. Jelassi,
Extended-domain-Lavrentiev's regularization for the Cauchy problem , Inverse problems,vol 27
Faouzi Trabelsi
Asymptotic Behavior of Random Maturity American Options. IAENG International Journal of Applied Mathematics, Vol. 41, No. 2, pp 112-121.
S. Amdouni, P. Hild, V. Lierass, M. Moakher, Y. Renard,
A stabilized Lagrange multiplier method for the enriched finite-element approximation of contact problems of cracked elastic bodies, HAL : hal-00606313, version 1, 24/06/201
N. Tlatli-Hariga , R. Bouhlila and A.water
boundary conditions and Wells’ positions and fluxes , Received: 19 September 2010 / Accepted: 22 February 2011 / Published online: 1 April 2011© Springer Science+Business Media B.V.
R. Fekih-Salem, Rapaport, T. Sari, C. Lobry and J. Harmand,
Extensions of the chemostat model with focculation. hal-00604633,version2-September 11. 2011
W. Boughamoura, A. N. Pandey, and F. Trabelsi,
Pricing And Hedging of Asian Option Under Jumps. IAENG International Journal of Applied Mathematics, Vol. 41, No. 4, pp310-319.
W. Boughamoura, and F. Trabelsi
Variance Reduction with Control Variate for Pricing Asian Options in a Geometric Levy Model. IAENG International Journal of Applied Mathematics, Vol. 41, No. 4, pp320-329.
94. A. Bouzguenda Zeghal et M. Mnif
Portfolio Optimization with Stochastic Volatilities : A Backward Approach, paru dans Stochastic Analysis and Applications, Volume 29, Issue 5, 723-748.
A. Bouzguenda Zeghal et M. Mnif
Optimal Selection Portfolio Problem: a Semi-linear PDE Approach, iFirst article, 1-17, Stochastics: International Journal of Probability and stochastic processes.
F. Guilbeau, M. Mnif et H. Pham
Numerical methods for an optimal order execution problem , à paraître dans Journal of computational finance
W. Faidi, A. Matoussi et M. Mnif
Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach, à paraître dans ``SIAM Journal of Financial mathematics".
M. Moakher
Chap. 4 in: David H. Laidlaw and Joachim Weickert (Eds): Visualization and Processing of Tensor Fields: Advances and Perspectives, Springer, Berlin
M. Zéraï and M. Moakher,
Scale Space and Variational Methods, F. Sgallari, A. Murli and N. Paragios, Eds., LNCS 4485
 
 
       
Articles (2011, 2010, 2009, 2008, 2007, 2006, 2005, 2004, 2003, 2002, 2001, 2000, 1999, 1998)
   


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