Publications

2000

• Propriétés asymptotiques de l'estimateur de maximum de vraisemblance pour des modèles de Markov cachés généraux
  
  • Douc Randal
  • Matias Catherine
  Comptes Rendus de l'Académie des Sciences - Series I - Mathematics, Elsevier, 2000, 330 (2), pp.135-138. (10.1016/s0764-4442(00)00138-5)
  DOI : 10.1016/s0764-4442(00)00138-5
• Parallel Problem Solving from Nature PPSN VI
  
  • Schoenauer Marc
  • Deb Kalyanmoy
  • Rudolph Günther
  • Yao Xin
  • Lutton Evelyne
  • Merelo Juan Julian
  • Schwefel Hans-Paul
  , 2000, 1917 (1917). (10.1007/3-540-45356-3)
  DOI : 10.1007/3-540-45356-3
• Junior Automata
  
  • Boussinot Frédéric
  , 2000, pp.23. One describes the way to produce finite states machines from programs written in Junior, a formalism for reactive programming in Java. The paper proposes the notion of a partial automaton for dealing with large size numbers of states.
• Images du Virtuel
  
  • Colonna Jean-François
  , 2000. Images calculees lors d'experiences virtuelles a partir de modeles mathematiques de systemes physiques.
• Images du Virtuel
  
  • Colonna Jean-François
  , 2000. Images calculees lors d'experiences virtuelles a partir de modeles mathematiques de systemes physiques.
• Images du Virtuel
  
  • Colonna Jean-François
  , 2000. Images calculees lors d'experiences virtuelles a partir de modeles mathematiques de systemes physiques.
• Images du Virtuel
  
  • Colonna Jean-François
  , 2000. Images calculees lors d'experiences virtuelles a partir de modeles mathematiques de systemes physiques.
• Images du Virtuel
  
  • Colonna Jean-François
  , 2000. Images calculees lors d'experiences virtuelles a partir de modeles mathematiques de systemes physiques.
• A multivariate multifractal model for return fluctuations
  
  • Bacry Emmanuel
  • Delour J.
  • Muzy J. F.
  , 2000. In this paper we briefly review the recently inrtroduced Multifractal Random Walk (MRW) that is able to reproduce most of recent empirical findings concerning financial time-series : no correlation between price variations, long-range volatility correlations and multifractal statistics. We then focus on its extension to a multivariate context in order to model portfolio behavior. Empirical estimations on real data suggest that this approach can be pertinent to account for the nature of both linear and non-linear correlation between stock returns at all time scales.
• La programmation en Junior
  
  • Boussinot Frédéric
  • Hazard Laurent
  • Susini Jean-Ferdy
  , 2000, pp.31. {\Junior est un langage construit au dessus de Java pour programmer des comportements réactifs. Il autorise la concurrence, les événements diffusés et définit plusieurs primitives permettant d'obtenir un contrôle fin sur l'exécution des programmes réactifs. Il est utilisé au travers d'une API, nommée Jr, qui masque les implémentations existantes.
• Images du Virtuel
  
  • Colonna Jean-François
  , 2000. Images calculees lors d'experiences virtuelles a partir de modeles mathematiques de systemes physiques.
• Images du Virtuel
  
  • Colonna Jean-François
  , 2000. Images calculees lors d'experiences virtuelles a partir de modeles mathematiques de systemes physiques.
• Images du Virtuel
  
  • Colonna Jean-François
  , 2000. Images calculees lors d'experiences virtuelles a partir de modeles mathematiques de systemes physiques.
• Images du Virtuel
  
  • Colonna Jean-François
  , 2000. Images calculees lors d'experiences virtuelles a partir de modeles mathematiques de systemes physiques.
• Images du Virtuel
  
  • Colonna Jean-François
  , 2000. Images calculees lors d'experiences virtuelles a partir de modeles mathematiques de systemes physiques.
• Images du Virtuel
  
  • Colonna Jean-François
  , 2000. Images calculees lors d'experiences virtuelles a partir de modeles mathematiques de systemes physiques.
• Images du Virtuel
  
  • Colonna Jean-François
  , 2000. Images calculees lors d'experiences virtuelles a partir de modeles mathematiques de systemes physiques.
• Images du Virtuel
  
  • Colonna Jean-François
  , 2000. Images calculees lors d'experiences virtuelles a partir de modeles mathematiques de systemes physiques.
• Images du Virtuel
  
  • Colonna Jean-François
  , 2000. Images calculees lors d'experiences virtuelles a partir de modeles mathematiques de systemes physiques.
• Images du Virtuel
  
  • Colonna Jean-François
  , 2000. Images calculees lors d'experiences virtuelles a partir de modeles mathematiques de systemes physiques.
• Images du Virtuel
  
  • Colonna Jean-François
  , 2000. Images calculees lors d'experiences virtuelles a partir de modeles mathematiques de systemes physiques.
• More about vanishing cycles and mutation
  
  • Seidel Paul
  , 2000. The paper continues the discussion of symplectic aspects of Picard-Lefschetz theory begun in "Vanishing cycles and mutation" (this archive). There we explained how to associate to a suitable fibration over a two-dimensional disc a triangulated category, the "derived directed Fukaya category" which describes the structure of the vanishing cycles. The present second part serves two purposes. Firstly, it contains various kinds of algebro-geometric examples, including the "mirror manifold" of the projective plane. Secondly there is a (largely conjectural) discussion of more advanced topics, such as (i) Hochschild cohomology, (ii) relations between Picard-Lefschetz theory and Morse theory, (iii) a proposed "dimensional reduction" algorithm for doing certain Floer cohomology computations.
• Convergence Analysis of a Schwarz Type Domain Decomposition Method for the Solution of the Euler Equations
  
  • Dolean V.
  • Lanteri Stephane
  • Nataf Frédéric
  , 2000, pp.45. we report on a preliminary convergence analysis of a domain decomposition method for solving the Euler equations for compressible flows. This method was previously described in Dolean and Lanteri. It relies on the formulati- on of an additive Schwarz type algorithm on a non-overlapping decomposition of the computational domain. According to the hyperbolic nature of the Euler equations, the transmission conditions that are set at subdomain interfaces, express the conservation of the normal flux. In [3], this method is assessed experimentally in the context of a flow solver which is based on a mixed finite volume/finite element formulation on unstructured triangular meshes. Here, we study the convergence of the proposed method in the two- and three-dimensional cases, and for a two-subdomain decomposition, by considering the linearized equations and applying a Fourier analysis. In doing so, we observe that in spite of the fact that we use simple transmission conditions, the method converges and demonstates, for particular flow conditions, an optimal convergence rate. Various numerical experiments allow to exhibit at least qualitatively, the convergence behavior obtained analytically.
• Homogenization of a spectral problem in neutronic multigroup diffusion
  
  • Allaire Grégoire
  • Capdeboscq Yves
  Computer Methods in Applied Mechanics and Engineering, Elsevier, 2000, 187 (1-2), pp.91--117. This paper is concerned with the homogenization of an eigenvalue problem in a periodic heterogeneous domain for the multigroup neutron diffusion system. Such a model is used for studying the criticality of nuclear reactor cores. We prove that the first eigenvector of the multigroup system in the periodicity cell controls the oscillatory behaviour of the solutions, whereas the global trend is asymptotically given by a homogenized diffusion eigenvalue problem. The neutron flux, corresponding to the first eigenvector of the multigroup system, tends to the product of the first periodic and homogenized eigenvectors. This result justifies and improves the engineering procedure used in practice for nuclear reactor core computation. (10.1016/S0045-7825(99)00112-7)
  DOI : 10.1016/S0045-7825(99)00112-7
• Images du Virtuel
  
  • Colonna Jean-François
  , 2000. Images calculees lors d'experiences virtuelles a partir de modeles mathematiques de systemes physiques.