Risk Software Perspective / Recensement des logiciels de risque

With the collaboration of Benoit Aubert Indeed, the complexity of the concept of risk involves the need for high-level tools in order to allow for effective management. The goal of this document is to acquire a global perspective on the principal risk software. By establishing an analysis grid, it is possible to compare the various approaches according to the type of risk analyzed and their respective fields. Such an approach sheds light on the vast market of risk software by isolating their principal characteristics, and to identify possibilities of future improvement. More precisely, the document identifies a number of software programmes which performs risk evaluation, measurement and management. Each work sheet presents software from a specific provider and is divided into four sub-sections. The first sub-section names the supplier, the price, the year of creation, the industries in which the tool is used, the available versions, and the availability of demonstrations. The second sub-section includes a short discussion of the software, its history and its distinctive characteristics. The third sub-section describes the type of risk the supplier addresses, its useful field, the necessary entry data (source, database), the analytical treatment, the output, as well as the necessary support software. Finally, a list of the principal advantages and disadvantages of each software is offered. Avec la collaboration de Benoit Aubert En effet, la complexité de la notion de risque entraîne la nécessité d’avoir accès à un outillage de haut niveau afin de permettre une gestion efficace. Le but de ce document est d’acquérir une perspective d’ensemble par rapport aux principaux logiciels portant sur le risque. En établissant une grille d’analyse, il est possible de comparer les différentes approches selon le type de risque analysé et les domaines d’utilisation. Une telle démarche permet d’éclaircir le vaste ensemble des logiciels de risque en isolant leurs caractéristiques principales pour éventuellement être en mesure de cerner les pistes de développement futur. Plus précisément, le document présente des fiches sur un bon nombre de logiciels qui traitent de l’évaluation, la mesure, l’analyse et la gestion des risques. Chaque fiche présente un logiciel différent ainsi que son fournisseur. Chacune d’entre elles sont divisées en quatre sous-sections. La première nomme le fournisseur, le prix, l’année de création du groupe, les industries dans lesquelles l’outil peut-être utilisé, les versions disponibles et la présence d’un démo. La seconde sous-section comprend une brève discussion du logiciel, de son historique, de la compagnie qui l'a développé et de ses caractéristiques distinctives. La troisième sous-section décrit le type de risque auquel le fournisseur s’adresse, le domaine d’utilisation principal, les données nécessaires à l’entrée (source, base de données, …), le traitement, les données à la sortie ainsi que les logiciels de supports nécessaires. Finalement, une liste des principaux avantages et inconvénients de chaque logiciel est offerte.

A Multi-level Investigation of Information Technology Outsourcing

This study proposes and tests a model of the information technology (IT) outsourcing decision that includes antecedents of both transaction costs and production costs. Production costs show the most robust influence on governance. Skills required to execute the activities, interdependence between the activities, and firm-level characteristics – uncertainty and knowledge intensity – are the main explanatory variables of the decision. Transaction-level uncertainty is the only transaction cost variable found to influence the decision

Signed distance functions and viscosity solutions of discontinuous Hamilton-Jacobi Equations

In this paper, we first review some properties of the signed distance function. In particular, we examine the skeleton of a curve in ^2 and get a complete description of its closure. We also give a sufficient condition for the closure of the skeleton to be of zero Lebesgue's measure. We then make a complete study of the PDE: du/dt +sign(u_0(x))(|Du|-1)=0 , which is closely related to the signed distance function. The existing literature provides no mathematical results for such PDEs. Indeed, we face the difficulty of considering a discontinuous Hamiltonian operator with respect to the space variable. We state an existence and uniqueness theorem, giving in particular an explicit Hopf-Lax formula for the solution as well as its asymptotic behaviour. This generalizes classical results for continous Hamitonian. We then get interested in a more general class of PDEs: du/dt +sign(u_0(x))H(D- u)=0, with H convex Under some technical but reasonable assumptions, we obtain the same kind of results. As far as we know, they are new for discontinuous Hamiltonians

Modeling very oscillating signals. Application to image processing

This article is a companion paper of a previous work \cite{Aujol[3]} where we have developed the numerical analysis of a variational model first introduced by L. Rudin, S. Osher and E. Fatemi \cite{Rudin[1]} and revisited by Y. Meyer \cite{Meyer[1]} for removing the noise and capturing textures in an image. The basic idea in this model is to decompose f into two components (u+v) and then to search for (u,v) as a minimizer of an energy functional. The first component u belongs to BV and contains geometrical informations while the second one v is sought in a space G which contains signals with large oscillations, i.e. noise and textures. In Y. Meyer carried out his study in the whole ^2 and his approach is rather built on harmonic analysis tools. We place ourselves in the case of a bounded set of ^2 which is the proper setting for image processing and our approach is based upon functional analysis arguments. We define in this context the space G, give some of its properties and then study in this continuous setting the energy functional which allows us to recover the components u and v. model signals with strong oscillations. For instance, in an image, this space models noises and textures. case of a bounded open set of ^2 which is the proper setting for image processing. We give a definition of G adapted to our case, and we show that it still has good properties to model signals with strong oscillations. In \cite{Meyer[1]}, the author had also paved the way to a new model to decompose an image into two components: one in BV (the space of bounded variations) which contains the geometrical information, and one in G which consists in the noises ad the textures. An algorithm to perform this decomposition has been proposed in \cite{Meyer[1]}. We show here its relevance in a continuous setting

Signed distance functions and viscosity solutions of discontinuous Hamilton-Jacobi Equations

In this paper, we first review some properties of the signed distance function. In particular, we examine the skeleton of a curve in ^2 and get a complete description of its closure. We also give a sufficient condition for the closure of the skeleton to be of zero Lebesgue's measure. We then make a complete study of the PDE: du/dt +sign(u_0(x))(|Du|-1)=0 , which is closely related to the signed distance function. The existing literature provides no mathematical results for such PDEs. Indeed, we face the difficulty of considering a discontinuous Hamiltonian operator with respect to the space variable. We state an existence and uniqueness theorem, giving in particular an explicit Hopf-Lax formula for the solution as well as its asymptotic behaviour. This generalizes classical results for continous Hamitonian. We then get interested in a more general class of PDEs: du/dt +sign(u_0(x))H(D- u)=0, with H convex Under some technical but reasonable assumptions, we obtain the same kind of results. As far as we know, they are new for discontinuous Hamiltonians

d13C pattern of dissolved inorganic carbon in a small granitic catchment: the Strengbach case study (Vosges mountains, France)

The transfers and origins of dissolved inorganic carbon DIC. were studied for a year in a soil–spring–stream system in the Strengbach catchment, Vosges mountains, France. This 80 ha experimental research basin is located on the eastern side of the mountains, at an altitude ranging from 883 to 1146 m.a.s.l. and is mainly covered by spruce 80%.. Brown acid and podzolic soils developed on a granitic basement, and, as a result, the DIC originates solely from CO2 generated by oxidation of soil organic matter. The d13CDIC. in catchment waters is highly variable, from about y22‰ in the springs and piezometers to about y12‰ in the stream at the outlet of the catchment. In the springs, pronounced seasonal variations of d13C exist, with the DIC in isotopic equilibrium with the soil CO that has estimated d13DIC 2 C of about y24‰ in winter and y20‰ in summer. These seasonal variations reflect an isotopic fractionation that seems only induced by molecular diffusion of soil CO2 in summer. In stream water, seasonal variations are small and the relatively heavy DIC y12‰ on average. is a result of isotopic equilibration of the aqueous CO2 with atmospheric CO2

Image decomposition: application to textured images and SAR images

In this report, we present a new algorithm to split an image f into a component u belonging to BV and a component v made of textures and noise of the initial image. We introduce a functional adapted to this problem. The minimum of this functional corresponds to the image decomposition we want to get. We compute this minimum by minimizing successively our functional with respect to u and v. We carry out the mathematical study of our algorithm. We present some numerical results. On the one hand, we show how the v component can be used to classify textured images, and on the other hand, we show how the u component can be used in SAR image restoration

New insights on Cu origin and fate from combined chemical extraction and ᵟ⁶⁵Cu isotopic composition: Application to Cu transfers in a Mediterranean vineyard catchment

Repeated use of Cu based fungicides (Bordeaux mixture: Ca(OH)2+CuSO4) to control vine downy hasled to signi!cant increase of Cu in vineyard soils. In Mediterranean catchments, brief and intense flood events can multiply stream discharge by up to 10 and are responsible for important soil leaching and therefore for high "uxes of Cu exported at the outlet of the catchment. In order to assess the origin and fate of Cu measured in the Baillaury catchment (South of France, combined sequential extraction (SCE) and isotopic Cu compositions (δ65Cu) approaches are proposed in this study

Origin and fate of copper in a small Mediterranean vineyard catchment: New insights from combined chemical extraction and δ65Cu isotopic composition

For centuries, many Mediterranean catchments were covered with vineyards in which copper was widely applied to protect grapevines against fungus. In the Mediterranean-type flow regime, brief and intense flood events increase the stream water discharge by up to 10 times and cause soil leaching and storm runoff. Because vineyards are primarily cultivated on steep slopes, high Cu fluxes are discharged by surface water runoff into the rivers. The purpose of this work was to investigate the riverine behavior and transport of anthropogenic Cu by coupling a sequential chemical extraction (SCE) procedure, used to determine Cu partitioning between residual and non-residual fractions, with δ65Cu isotopic measurements in each fraction. In the Baillaury catchment, France, we sampled soils (cultivated and abandoned), river bed sediments (BS), suspended particulate matter (SPM), and river water during the flash flood event of February 2009. Copper partitioning using SCE show that most of Cu in abandoned vineyard soil was in the residual phase (>60%) whereas in cultivated soil, BS and SPM, Cu was mostly (>25%) in non-residual fractions, mainly adsorbed onto iron oxide fractions. A small fraction of Cu was associated with organic matter (5 to 10%). Calculated enrichment factors (EF) are higher than 2 and the anthropogenic contribution was estimated between 50 to 85%. Values for δ65Cu in bulk samples were similar to bedrock therefore; δ65Cu on SCE fractions of superficial soils and SPM allowed for discrimination between Cu origin and distribution. Copper in residual fractions was of natural mineral origin (δ65Cu close to local bedrock, +0.07‰). Copper in water soluble fraction of SPM (δ65Cu = +0.26‰) was similar to dissolved river Cu (δ65Cu = +0.31‰). Copper from fungicide treatment (δ65Cu = −0.35‰) was bound to organic matter (δ65Cu = −0.20‰) without or with slight isotopic fractioning. A preferential adsorption of 65Cu onto iron oxides (δ65Cu = +0.5‰) is shown

Detecting codimension-two objects in an image with Ginzburg-Landau models

In this paper, we propose a new mathematical model for detecting in an image singularities of codimension greater than or equal to two. This means we want to detect points in a 2-D image or points and curves in a 3-D image. We drew one's inspiration from Ginzburg-Landau (G-L) models which have proved their efficiency for modeling many phenomena in physics. We introduce the model, state its mathematical properties and give some experimental results demonstrating its capability