University of Paris

About: University of Paris is a education organization based out in Paris, France. It is known for research contribution in the topics: Population & Medicine. The organization has 102426 authors who have published 174180 publications receiving 5041753 citations. The organization is also known as: Sorbonne.

Backward Stochastic Differential Equations in Finance

Abstract: We are concerned with different properties of backward stochastic differential equations and their applications to finance. These equations, first introduced by Pardoux and Peng (1990), are useful for the theory of contingent claim valuation, especially cases with constraints and for the theory of recursive utilities, introduced by Duffie and Epstein (1992a, 1992b).

Computing communities in large networks using random walks

Abstract: Dense subgraphs of sparse graphs (communities), which appear in most real-world complex networks, play an important role in many contexts. Computing them however is generally expensive. We propose here a measure of similarities between vertices based on random walks which has several important advantages: it captures well the community structure in a network, it can be computed efficiently, it works at various scales, and it can be used in an agglomerative algorithm to compute efficiently the community structure of a network. We propose such an algorithm which runs in time O(mn2) and space O(n2) in the worst case, and in time O(n2log n) and space O(n2) in most real-world cases (n and m are respectively the number of vertices and edges in the input graph).

A continuous damage mechanics model for ductile fracture

Abstract: A model of isotropic ductile plastic damage based on a continuum damage variable, on the effective stress concept and on thermodynamics is derived. The damage is linear with equivalent strain and shows a large influence of triaxiality by means of a damage equivalent stress. Identification for several metals is made by means of elasticity modulus change induced by damage. A comparison with the McClintock and Rice-Tracey models and with some experiments is presented for the influence of triaxiality on the strain to rupture.

Revisiting brittle fracture as an energy minimization problem

Abstract: A variational model of quasistatic crack evolution is proposed. Although close in spirit to Griffith’s theory of brittle fracture, the proposed model however frees itself of the usual constraints of that theory : a preexisting crack and a well-defined crack path. In contrast, crack initiation as well as crack path can be quantified, as demonstrated on explicitly computable examples. Furthermore the model lends itself to numerical implementation in more complex settings.