Publications

2009

• On iterative reconstruction in the nonlinearized polarization tomography
  
  • Novikov Roman
  Inverse Problems, IOP Publishing, 2009, 25 (11), pp.115010 (18pp). We give uniqueness theorem and reconstruction algorithm for the nonlinearized problem of finding the dielectric anisotropy f of the medium from non-overdetermined polarization tomography data. We assume that the medium has uniform background parameters and that the anisotropic (dielectric permeability) perturbation is described by symmetric and sufficiently small matrix-function f . On a pure mathematical level this article contributes to the theory of non-abelian Radon transforms and to iterative methods of inverse scattering.
• Efficient solution of a wave equation with fractional order dissipative terms
  
  • Haddar Houssem
  • Li Jing-Rebecca
  • Matignon Denis
  Journal of Computational and Applied Mathematics, Elsevier, 2009, 234 (6), pp.2003-2010. (10.1016/j.cam.2009.08.051)
  DOI : 10.1016/j.cam.2009.08.051
• TWO ASYMPTOTIC MODELS FOR ARRAYS OF UNDERGROUND WASTE CONTAINERS
  
  • Allaire Grégoire
  • Briane Marc
  • Brizzi Robert
  • Capdeboscq Yves
  Applicable Analysis, Taylor & Francis, 2009, 88 (10-11), pp.1445-1467. We study the homogenization of two models of an underground nuclear waste repository. The nuclear waste cells are periodically stored in the middle of a geological layer and are the only source terms in a parabolic evolution problem. The diffusion constants have a very large contrast between the fuel repository and the soil. It is thus a combined problem of homogenization and singular perturbation. For two different asymptotic contrasts we give the homogenized limit problem which is rigorously justified by using two-scale convergence. Eventually we perform 2-d numerical computations to show the effectiveness of using the limit model instead of the original one. (10.1080/00036810902922590)
  DOI : 10.1080/00036810902922590
• Measurability of optimal transportation and convergence rate for Landau type interacting particle systems
  
  • Fontbona Joaquin
  • Guérin Hélène
  • Méléard Sylvie
  Probability Theory and Related Fields, Springer Verlag, 2009, 143 (3-4), pp.329-351. In this paper, we consider nonlinear diffusion processes driven by space-time white noises, which have an interpretation in terms of partial differential equations. For a specific choice of coefficients, they correspond to the Landau equation arising in kinetic theory. A particular feature is that the diffusion matrix of this process is a linear function the law of the process, and not a quadratic one, as in the McKean-Vlasov model. The main goal of the paper is to construct an easily simulable diffusive interacting particle system, converging towards this nonlinear process and to obtain an explicit pathwise rate. This requires to find a significant coupling between finitely many Brownian motions and the infinite dimensional white noise process. The key idea will be to construct the right Brownian motions by pushing forward the white noise processes, through the Brenier map realizing the optimal transport between the law of the nonlinear process, and the empirical measure of independent copies of it. A striking problem then is to establish the joint measurability of this optimal transport map with respect to the space variable and the parameters (time and randomness) making the marginals vary. We shall prove a general measurability result for the mass transportation problem in terms of the support of the transfert plans, in the sense of set-valued mappings. This will allow us to construct the coupling and to obtain explicit convergence rates. (10.1007/s00440-007-0128-4)
  DOI : 10.1007/s00440-007-0128-4
• Perturbative numeric approach in microwave imaging
  
  • Rozanova-Pierrat Anna
  , 2009. In this paper, we show that using measurements for different frequencies, and using ultrasound localized perturbations it is possible to extend the method of the imaging by elastic deformation developed by Ammari and al. [Electrical Impedance Tomography by Elastic Deformation SIAM J. Appl. Math. , 68(6), (2008), 1557–1573.] to problems for the Helmholtz equations with Neumann boundary conditions, and to reconstruct by a perturbation method both the conductivity and the permittivity, provided that the conductivity function is coercive and the wave number in the Helmholtz equation is not a resonant frequency.
• Strong solutions to the equations of a ferrofluid flow model
  
  • Amirat Youcef
  • Hamdache Kamel
  Journal of Mathematical Analysis and Applications, Elsevier, 2009, 353 (1), pp.271-294.
• Weak solutions to the equations of motion for compressible magnetic fluids
  
  • Amirat Youcef
  • Hamdache Kamel
  Journal de Mathématiques Pures et Appliquées, Elsevier, 2009, 91, pp.433-467.
• Fluid-structure interaction and multi-body contact. Application to aortic valves
  
  • Astorino Matteo
  • Gerbeau Jean-Frédéric
  • Pantz Olivier
  • Traore Karim-Frédéric
  Computer Methods in Applied Mechanics and Engineering, Elsevier, 2009, 198 (45-46), pp.3603-3612. In this article we present a partitioned procedure for fluid-structure interaction problems in which contacts among different deformable bodies can occur. A typical situation is the movement of a thin valve (e.g. the aortic valve) immersed in an incompressible viscous fluid (e.g. the blood). In the proposed strategy the fluid and structure solvers are considered as independent black-boxes that exchanges forces and displacements; the structure solvers are moreover not supposed to manage contact by themselves. The hypothesis of non-penetration among solid objects defines a non-convex optimization problem. To solve the latter, we use an internal approximation algorithm that is able to directly manage the cases of thin structures and self-contacts. A numerical simulation on an idealized aortic valve is finally realized with the aim of illustrating the proposed scheme. (10.1016/j.cma.2008.09.012)
  DOI : 10.1016/j.cma.2008.09.012
• The linear sampling method revisited
  
  • Arens Tilo
  • Lechleiter Armin
  Journal of Integral Equations and Applications, Rocky Mountain Mathematics Consortium, 2009, 21 (2), pp.179--202. (10.1216/JIE-2009-21-2-179)
  DOI : 10.1216/JIE-2009-21-2-179
• Stability Analysis of Optimal Control Problems with a Second-order State Constraint
  
  • Hermant Audrey
  SIAM Journal on Optimization, Society for Industrial and Applied Mathematics, 2009, 20 (1), pp.104-129. This paper gives stability results for nonlinear optimal control problems subject to a regular state constraint of second-order. The strengthened Legendre-Clebsch condition is assumed to hold, and no assumption on the structure of the contact set is made. Under a weak second-order sufficient condition (taking into account the active constraints), we show that the solutions are Lipschitz continuous w.r.t. the perturbation parameter in the $L^2$ norm, and Hölder continuous in the $L^\infty$ norm. We use a generalized implicit function theorem in metric spaces by Dontchev and Hager [SIAM J. Control Optim., 1998]. The difficulty is that multipliers associated with second-order state constraints have a low regularity (they are only bounded measures). We obtain Lipschitz stability of a ``primitive'' of the state constraint multiplier. (10.1137/070707993)
  DOI : 10.1137/070707993
• Diffractive behavior of the wave equation in periodic media: weak convergence analysis
  
  • Allaire Grégoire
  • Palombaro M.
  • Rauch J.
  Annali di Matematica Pura ed Applicata, Springer Verlag, 2009, 188, pp.561-590. We study the homogenization and singular perturbation of the wave equation in a periodic media for long times of the order of the inverse of the period. We consider inital data that are Bloch wave packets, i.e., that are the product of a fast oscillating Bloch wave and of a smooth envelope function. We prove that the solution is approximately equal to two waves propagating in opposite directions at a high group velocity with envelope functions which obey a Schr\"{o}dinger type equation. Our analysis extends the usual WKB approximation by adding a dispersive, or diffractive, effect due to the non uniformity of the group velocity which yields the dispersion tensor of the homogenized Schr\"{o}dinger equation. (10.1007/s10231-008-0089-y)
  DOI : 10.1007/s10231-008-0089-y
• Continuous limits of discrete perimeters
  
  • Chambolle Antonin
  • Giacomini Alessandro
  • Lussardi Luca
  , 2009. We consider a class of discrete convex functionals which satisfy a (generalized) coarea formula, and study their limit in the continuum.
• Second-order Analysis for Optimal Control Problems with Pure State Constraints and Mixed Control-State Constraints
  
  • Bonnans Joseph Frederic
  • Hermant Audrey
  Annales de l'Institut Henri Poincaré (C), Analyse non linéaire (Nonlinear Analysis), EMS, 2009, 26 (2), pp.561-598.
• Sensitivity analysis in HMMs with application to likelihood maximization
  
  • Coquelin Pierre-Arnaud
  • Deguest Romain
  • Munos Rémi
  , 2009. This paper considers a sensitivity analysis in Hidden Markov Models with continuous state and observation spaces. We propose an Infinitesimal Perturbation Analysis (IPA) on the filtering distribution with respect to some parameters of the model. We describe a methodology for using any algorithm that estimates the filtering density, such as Sequential Monte Carlo methods, to design an algorithm that estimates its gradient. The resulting IPA estimator is proven to be asymptotically unbiased, consistent and has computational complexity linear in the number of particles. We consider an application of this analysis to the problem of identifying unknown parameters of the model given a sequence of observations. We derive an IPA estimator for the gradient of the log-likelihood, which may be used in a gradient method for the purpose of likelihood maximization. We illustrate the method with several numerical experiments.
• On the existence of transmission eigenvalues in an inhomogeneous medium
  
  • Cakoni Fioralba
  • Haddar Houssem
  Applicable Analysis, Taylor & Francis, 2009, 88 (4), pp.475-493. We prove the existence of transmission eigenvalues corresponding to the inverse scattering problem for isotropic and anisotropic media for both the scalar problem and Maxwell's equations. Considering a generalized abstract eigenvalue problem, we are able to extend the ideas of Päivärinta and Sylvester [Transmission eigenvalues, SIAM J. Math. Anal. 40, (2008) pp. 783-753] to prove the existence of transmission eigenvalues for a larger class of interior transmission problems. Our analysis includes both the case of a medium with positive contrast and of a medium with negative contrast provided that the contrasts are large enough. (10.1080/00036810802713966)
  DOI : 10.1080/00036810802713966
• Homogenization of fully overdamped Frenkel-Kontorova models
  
  • Forcadel Nicolas
  • Imbert Cyril
  • Monneau Régis
  Journal of Differential Equations, Elsevier, 2009, 246, pp.pp 1057--1097. In this paper, we consider the fully overdamped Frenkel-Kontorova model. This is an infinite system of coupled first order ODEs. Each ODE represents the microscopic evolution of one particle interacting with its neighbors and submitted to a fixed periodic potential. After a proper rescaling, a macroscopic model describing the evolution of densities of particles is obtained. We get this homogenization result for a general class of Frenkel-Kontorova models. The proof is based on the construction of suitable hull functions in the framework of viscosity solutions. (10.1016/j.jde.2008.06.034)
  DOI : 10.1016/j.jde.2008.06.034
• Acoustic response of a rigid-frame porous medium plate with a periodic set of inclusions
  
  • Groby Jean-Philippe
  • Wirgin Armand
  • de Ryck L.
  • Lauriks W.
  • Gilbert R. P.
  • Xu Y. S.
  Journal of the Acoustical Society of America, Acoustical Society of America, 2009, 126 (2), pp.685-693. The acoustic response of a rigid-frame porous plate with a periodic set of inclusions is investigated by a multipole method. The acoustic properties, in particular, the absorption, of such a structure are then derived and studied. Numerical results together with a modal analysis show that the addition of a periodic set of high-contrast inclusions leads to the excitation of the modes of the plate and to a large increase in the acoustic absorption. (10.1121/1.3158936)
  DOI : 10.1121/1.3158936
• Lyapunov conditions for logarithmic Sobolev and Super Poincaré inequality
  
  • Cattiaux Patrick
  • Guillin Arnaud
  • Wang Feng-Yu
  • Wu Liming
  Journal of Functional Analysis, Elsevier, 2009, 256 (6), pp.1821-1841. We show how to use Lyapunov functions to obtain functional inequalities which are stronger than Poincaré inequality (for instance logarithmic Sobolev or $F$-Sobolev). The case of Poincaré and weak Poincaré inequalities was studied in Bakry and al. This approach allows us to recover and extend in an unified way some known criteria in the euclidean case (Bakry-Emery, Wang, Kusuoka-Stroock ...).
• The computation of lower bounds for the norm of the index of refraction in an anisotropic media from far field data
  
  • Cakoni Fioralba
  • Colton David
  • Haddar Houssem
  Journal of Integral Equations and Applications, Rocky Mountain Mathematics Consortium, 2009, 21, pp.203--227. We consider the scattering of time harmonic electromagnetic plane waves by a bounded, inhomogeneous, anisotropic dielectric medium and show that under certain as- sumptions a lower bound on the norm of the (matrix) index of refraction can be obtained from a knowledge of the smallest transmission eigenvalue corresponding to the medium. Nu- merical examples are given showing the efficaciousness of our estimates. (10.1216/JIE-2009-21-2-203)
  DOI : 10.1216/JIE-2009-21-2-203
• The operator equations of Lippmann-Schwinger type for acoustic and electromagnetic scattering problems in $L^2$
  
  • Kirsch A.
  • Lechleiter A.
  Applicable Analysis, Taylor & Francis, 2009, 88 (6), pp.807--830. (10.1080/00036810903042125)
  DOI : 10.1080/00036810903042125
• Editorial: Special Issue on Inverse Scattering Problems dedicated to D. Colton and R. Kress
  
  • Cakoni Fioralba
  • Haddar Houssem
  • Piana Michele
  Inverse Problems and Imaging, AIMS American Institute of Mathematical Sciences, 2009, 3 (2), pp.i-i. This special issue is dedicated to Professors David Colton and Rainer Kress in honor of their contribution and leadership in the area of direct and inverse scattering theory for more then 30 years. The papers in this special issue were solicited from the invited speakers at the International Conference on Inverse Scattering Problems organized in honor of the 65th birthdays of David Colton and Rainer Kress held in the seaside resort of Sestry Levante, Italy, May 8-10, 2008. (10.3934/ipi.2009.3.2i)
  DOI : 10.3934/ipi.2009.3.2i
• Some convergence results for Howard's algorithm
  
  • Bokanowski Olivier
  • Maroso Stefania
  • Zidani Hasnaa
  SIAM Journal on Numerical Analysis, Society for Industrial and Applied Mathematics, 2009, 47 (4), pp.3001--3026. This paper deals with convergence results of Howard's algorithm for the resolution of $\min_{a\in \cA} (B^a x - b^a)=0$ where $B^a$ is a matrix, $b^a$ is a vector (possibly of infinite dimension), and $\cA$ is a compact set. We show a global super-linear convergence result, under a monotonicity assumption on the matrices $B^a$. In the particular case of an obstacle problem of the form $\min(A x - b,\, x-g)=0$ where $A$ is an $N\times N$ matrix satisfying a monotonicity assumption, we show the convergence of Howard's algorithm in no more than $N$ iterations, instead of the usual $2^N$ bound. Still in the case of obstacle problem, we establish the equivalence between Howard's algorithm and a primal-dual active set algorithm (M. Hintermüller et al., {\em SIAM J. Optim.}, Vol 13, 2002, pp. 865-888). We also propose an Howard-type algorithm for a "double-obstacle" problem of the form $\max(\min(Ax-b,x-g),x-h)=0$. We finally illustrate the algorithms on the discretization of nonlinear PDE's arising in the context of mathematical finance (American option, and Merton's portfolio problem), and for the double-obstacle problem.
• Discrete-Time Approximation of BSDEs and Probabilistic Schemes for Fully Nonlinear PDEs
  
  • Bouchard Bruno
  • Elie Romuald
  • Touzi Nizar
  Radon Series Comp. Appl. Math., Advanced Financial Modelling, 2009, 8, pp.91-124.
• Quasi-stationary distributions and diffusion models in population dynamics
  
  • Cattiaux Patrick
  • Collet Pierre
  • Lambert Amaury
  • Martinez Servet
  • Méléard Sylvie
  • San Martín Jaime
  The Annals of Probability, Institute of Mathematical Statistics, 2009, 37 (5), pp.1926-1969. (10.1214/09-AOP451)
  DOI : 10.1214/09-AOP451
• Two-dimensional almost-Riemannian structures with tangency points
  
  • Agrachev Andrei
  • Boscain Ugo
  • Ghezzi Roberta
  • Charlot Grégoire
  • Sigalotti Mario
  , 2009, pp.4340-4345.