108 research outputs found
Edouard Maugis. Documents inédits concernant la ville et le siège du bailliage d' Amiens extraits des registres du Parlement de Paris et du Trésor des chartes.
No full textLardé Georges. Edouard Maugis. Documents inédits concernant la ville et le siège du bailliage d' Amiens extraits des registres du Parlement de Paris et du Trésor des chartes. . In: Bibliothèque de l'école des chartes. 1909, tome 70. pp. 545-548
Le personnage de Maugis dans la tradition littéraire manuscrite néerlandaise
No full textOn trouve le personnage de l'enchanteur Maugis pour la première fois dans la chanson de geste de Renaut de Montauban, dont la base est formée par l'hostilité permanente entre le lignage de Beuve d'Aigremont et son suzerain Charlemagne. Charlemagne fait la guerre dans le seul but d'exterminer tout le lignage rebelle. Mais la participation des quatre fils Aymon à cette guerre a un motif essentiellement différent. Tout en sachant que leur intention de faire la guerre est en premier lieu un cas d..
Effect of surface tension on the behavior of adhesive contact based on Maugis‒Dugdale model.
No full textThis present study reconsiders the effect of surface tension on the behavior of adhesive contact between a rigid sphere and an elastic half-plane, in which the adhesive interactions are supposed to follow the Dugdale laws. The adhesive contact issue is transformed into two inter coupled non-linear integral equations which are governed by two parameters: λ (Maugis adhesion parameter) and S (elastocapillary number). By means of iteration method, numeric results are obtained. Analogous to the traditional Maugis-Dugdale (M-D) model, the results provide transition of the pull-off force between JKR and DMT type contact models through the Maugis adhesion parameter λ with a fixed parameter S. On the other hand, with a fixed adhesion parameter λ, we also present the transitions of the pull-off force between four extreme models, named M-D, JKR, Bradley models and Young–Dupre equation, through adjustment of the parameter S. Finally, we find the uniformity and discontinuity of the pressure distribution are affected by the combination of three factors: applied load P, adhesion parameter λ and elastocapillary number S
Note on new prospects on vines
No full textIn this paper, we present a new methodology based on vine copulas to estimate multivariate distributions in high dimensions, taking advantage of the diversity of vine copulas. Considering the huge number of vine copulas in dimension n, we introduce an efficient selection algorithm to build and select vine copulas with respect to any test T. Our methodology offers a great flexibility to practitioners to compute VaR associated to a portfolio in high dimension.Vines; multivariate copulas; model selection
New Prospects on Vines
No full textIn this paper, we present a new methodology based on vine copulas to estimate multivariate distributions in high dimensions, taking advantage of the diversity of vine copulas. Considering the huge number of vine copulas in dimension n, we introduce an efficient selection algorithm to build and select vine copulas with respect to any test T. Our methodology offers a great flexibility to practitioners to compute VaR associated to a portfolio in high dimension.Vine copulas, multivariate copulas, model selection, VaR.
Comparison of Various Adhesion Contact Theories and the Influence of Dimensionless Load Parameter
No full textThree models, JKR (Johnson, Kendall and Roberts), DMT (Derjaguin, Muller, and Toporov) andMD (Maugis-Dugdale),are compared with the Hertz model in dealing with nano-contact problems. It has been shown that both the dimensionless load parameter, P D P=.1/4Three models, JKR (Johnson, Kendall and Roberts), DMT (Derjaguin, Muller, and Toporov) andMD (Maugis-Dugdale),are compared with the Hertz model in dealing with nano-contact problems. It has been shown that both the dimensionless load parameter, P D P=.1/41° R/, and the transition parameter have signi. Cant in?uences on the contact area at micro/ nano-scale and should not be ignored in nano-indentationtests
Relation between composition, microstructure and oxidation in iron aluminides
No full textThe relation between chemical composition, microstructure and oxidation properties has been investigated on various FeAl based alloys, the aim being to induce changes in the microstructure of the compound by selective oxidation of aluminium. Oxidation kinetics that was evaluated on bulk specimens showed that, due to fast diffusion in the alloys, no composition gradient is formed during the aluminium selective oxidation. Accordingly, significant aluminium depletion in the compound could be observed in the thinnest part of oxidised wedge-shape specimens. Another way to obtain samples of variable aluminium content was to prepare diffusion couples with one aluminide and pure iron as end members. These latter specimens have been characterised using electron microscopy and first results of oxidation experiments are presented
An econometric Study for Vine Copulas
No full textWe present a new recursive algorithm to construct vine copulas based on an underlying tree structure. This new structure is interesting to compute multivariate distributions for dependent random variables. We proove the asymptotic normality of the vine copula parameter estimator and show that all vine copula parameter estimators have comparable variance. Both results are crucial to motivate any econometrical work based on vine copulas. We provide an application of vine copulas to estimate the VaR of a portfolio, and show they offer significant improvement as compared to a benchmark estimator based on a GARCH model.Vines - multivariate copulas - risk management.
An Econometric Study of Vine Copulas
No full textWe present a new recursive algorithm to construct vine copulas based on an underlying tree structure. This new structure is interesting to compute multivariate distributions for dependent random variables. We proove the asymptotic normality of the vine copula parameter estimator and show that all vine copula parameter estimators have comparable variance. Both results are crucial to motivate any econometrical work based on vine copulas. We provide an application of vine copulas to estimate the VaR of a portfolio, and show they offer significant improvement as compared to a benchmark estimator based on a GARCH model.Vines, multivariate copulas, risk management.
- …
