Publications

2009

• Structure fractale tridimensionnelle
  
  • Colonna Jean-François
  , 2009. Tridimensional fractal structure (Structure fractale tridimensionnelle)
• Réseau
  
  • Colonna Jean-François
  , 2009. Network (Réseau)
• Effet Larsen
  
  • Colonna Jean-François
  , 2009. Larsen effect (Effet Larsen)
• Réseau fractal
  
  • Colonna Jean-François
  , 2009. Fractal network (Réseau fractal)
• On a stochastic Korteweg-de Vries equation with homogeneous noise
  
  • de Bouard Anne
  • Debussche Arnaud
  , 2009.
• Transportation-information inequalities for Markov processes
  
  • Guillin Arnaud
  • Léonard Christian
  • Wu Liming
  • Yao Nian
  Probability Theory and Related Fields, Springer Verlag, 2009, 144 (3-4), pp.669-695. In this paper, one investigates the following type of transportation-information $T_cI$ inequalities: $\alpha(T_c(\nu,\mu))\le I(\nu|\mu)$ for all probability measures $\nu$ on some metric space $(\XX, d)$, where $\mu$ is a given probability measure, $T_c(\nu,\mu)$ is the transportation cost from $\nu$ to $\mu$ with respect to some cost function $c(x,y)$ on $\XX^2$, $I(\nu|\mu)$ is the Fisher-Donsker-Varadhan information of $\nu$ with respect to $\mu$ and $\alpha: [0,\infty)\to [0,\infty]$ is some left continuous increasing function. Using large deviation techniques, it is shown that $T_cI$ is equivalent to some concentration inequality for the occupation measure of a $\mu$-reversible ergodic Markov process related to $I(\cdot|\mu)$, a counterpart of the characterizations of transportation-entropy inequalities, recently obtained by Gozlan and Léonard in the i.i.d.\! case . Tensorization properties of $T_cI$ are also derived.
• Rectangular R-transform as the limit of rectangular spherical integrals
  
  • Benaych-Georges Florent
  , 2009. In this paper, we connect rectangular free probability theory and spherical integrals. In this way, we prove the analogue, for rectangular or square non-Hermitian matrices, of a result that Guionnet and Maida proved for Hermitian matrices in 2005. More specifically, we study the limit, as $n,m$ tend to infinity, of the logarithm (divided by $n$) of the expectation of $\exp[\sqrt{nm}\theta X_n]$, where $X_n$ is the real part of an entry of $U_n M_n V_m$, $\theta$ is a real number, $M_n$ is a certain $n\times m$ deterministic matrix and $U_n, V_m$ are independent Haar-distributed orthogonal or unitary matrices with respective sizes $n\times n$, $m\times m$. We prove that when the singular law of $M_n$ converges to a probability measure $\mu$, for $\theta$ small enough, this limit actually exists and can be expressed with the rectangular R-transform of $\mu$. This gives an interpretation of this transform, which linearizes the rectangular free convolution, as the limit of a sequence of log-Laplace transforms.
• Asymptotic models for scattering problems from unbounded media with high conductivity
  
  • Haddar Houssem
  • Lechleiter Armin
  , 2009, pp.29. We analyze the accuracy and well-posedness of generalized impedance boundary value problems in the framework of scattering problems from unbounded highly absorbing media. We restrict ourselves in this first work to the scalar problem (E-mode for electromagnetic scattering problems). Compared to earlier works, the unboundedness of the rough absorbing layer introduces severe difficulties in the analysis for the generalized impedance boundary conditions, since classical compactness arguments are no longer possible. Our new analysis is based on the use of Rellich-type estimates and boundedness of $L2$ solution operators. We also discuss numerical approximation of obtained GIBC (up to order 3) and numerically test theoretical convergence rates.
• Interacting Multi-Class Transmissions in Large Stochastic Networks
  
  • Graham Carl
  • Robert Philippe
  The Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2009, 19 (6), pp.2334-2361. The mean-field limit of a Markovian model describing the interaction of several classes of permanent connections in a network is analyzed. In the same way as for the TCP algorithm, each of the connections has a self-adaptive behavior in that its transmission rate along its route depends on the level of congestion of the nodes of the route. Since several classes of connections going through the nodes of the network are considered, an original mean-field result in a multi-class context is established. It is shown that, as the number of connections goes to infinity, the behavior of the different classes of connections can be represented by the solution of an unusual non-linear stochastic differential equation depending not only on the sample paths of the process, but also on its distribution. Existence and uniqueness results for the solutions of these equations are derived. Properties of their invariant distributions are investigated and it is shown that, under some natural assumptions, they are determined by the solutions of a fixed point equation in a finite dimensional space. (10.1214/09-AAP614)
  DOI : 10.1214/09-AAP614
• Homogenization of variational problems in manifold valued BV-spaces
  
  • Babadjian Jean-François
  • Millot Vincent
  Calculus of Variations and Partial Differential Equations, Springer Verlag, 2009, 36 (1), pp.7-47. This paper extends the result of Babadjian and Millot (preprint, 2008) on the homogenization of integral functionals with linear growth defined for Sobolev maps taking values in a given manifold. Through a $\Gamma$-convergence analysis, we identify the homogenized energy in the space of functions of bounded variation. It turns out to be finite for $BV$-maps with values in the manifold. The bulk and Cantor parts of the energy involve the tangential homogenized density introduced in Babadjian and Millot (preprint, 2008), while the jump part involves an homogenized surface density given by a geodesic type problem on the manifold. (10.1007/s00526-008-0220-3)
  DOI : 10.1007/s00526-008-0220-3
• 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.
• 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
• 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.
• 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
• 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
• 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, EMS, 2009, 26 (2), pp.561-598.
• Comparison principle for a Generalized Fast Marching Method
  
  • Forcadel Nicolas
  SIAM Journal on Numerical Analysis, Society for Industrial and Applied Mathematics, 2009, 47 (3), pp.pp. 1923-1951. In \cite{CFFM06}, the authors have proposed a generalization of the classical Fast Marching Method of Sethian for the eikonal equation in the case where the normal velocity depends on space and time and can change sign. The goal of this paper is to propose a modified version of the Generalized Fast Marching Method proposed in \cite{CFFM06} for which we state a general comparison principle. We also prove the convergence of the new algorithm.
• Homogenization of a conductive and radiative heat transfer problem
  
  • Allaire Grégoire
  • El Ganaoui K.
  Multiscale Modeling and Simulation: A SIAM Interdisciplinary Journal, Society for Industrial and Applied Mathematics, 2009, 7 (3), pp.1148-1170. This paper is devoted to the homogenization of a heat conductionproblem in a periodically perforated domain with a nonlinear andnonlocal boundary condition modeling radiative heat transfer inthe perforations. Because of the critical scaling considered it isessential to use a method of two-scale asymptotic expansionsinside the variational formulation of the problem. We obtain anonlinear homogenized problem of heat conduction with effectivecoefficients which are computed via a cell problem featuring aradiative heat transfer boundary condition. We rigorously justifythis homogenization process for the linearized problem by usingtwo-scale convergence. We perform numerical simulations in twodimensions: we reconstruct an approximate temperature field byadding to the homogenized temperature a corrector term. Thecomputed numerical errors agree with the theoretical predictederrors and prove the effectiveness of our method for multiscalesimulation of conductive and radiative heat transfer problems inperiodically perforated domains. (10.1137/080714737)
  DOI : 10.1137/080714737
• Generalized Impedance Boundary Conditions for Thin Dielectric Coatings with Variable Thickness
  
  • Aslanyurek Birol
  • Haddar Houssem
  • Sahinturk Hulya
  , 2009. We derive so-called Generalized Impedance Boundary Conditions (GIBC) that model thin dielectric coatings with variable width. We treat the 2-D electromagnetic problem for both TM and TE polarizations. The expressions of the GIBCs are explicited up to the third order (with respect to the coating width). The order of convergence is numerically validated through various numerical examples. A particular attention is given to the cases where the inner boundary has corner singularities.
• Dynamics of red blood cells in 2D
  
  • Bui Cuc
  • Lleras Vanessa
  • Pantz Olivier
  , 2009, 28, pp.182--194. (10.1051/proc/2009046)
  DOI : 10.1051/proc/2009046
• Music for extended scatterers as an instance of the factorization method
  
  • Arens Tilo
  • Lechleiter Armin
  • Luke D. Russell
  SIAM Journal on Applied Mathematics, Society for Industrial and Applied Mathematics, 2009, 70 (4), pp.1283--1304. (10.1137/080737836)
  DOI : 10.1137/080737836
• Numerical study of optimal trajectories with singular arcs for an Ariane 5 launcher
  
  • Martinon Pierre
  • Bonnans J. Frederic
  • Laurent-Varin Julien
  • Trélat Emmanuel
  Journal of Guidance, Control, and Dynamics, American Institute of Aeronautics and Astronautics, 2009, 32 (1), pp.51--55. We consider a flight mission to the geostationary transfer orbit (GTO) for an Ariane 5 launcher, while maximizing the payload or, as a variant, minimizing the fuel consumption. We first solve the complete flight sequence up to the final orbit, assuming a maximal thrust for all propulsion systems. Then we focus on the tmospheric ascent phase, which has been studied for instance in [1, 2, 3]. We are more specifically interested in optimal tra jectories with singular arcs (flight phases with a non maximal thrust) for the boosters. Due to the presence of tabulated data in the physical model, the exact expression of the singular control cannot be obtained from the time derivatives of the switching function. An alternate way to compute the singular control is provided, and numerical experiments are carried out for for several launcher variants.
• Control problems with mixed constraints and application to an optimal investment problem
  
  • Bonnans J. Frederic
  • Tiba Dan
  Mathematical Reports, Romanian Academy of Sciences, 2009, 4, pp.293-306.
• GAUSSIAN MODEL SELECTION WITH AN UNKNOWN VARIANCE
  
  • Baraud Yannick
  • Giraud Christophe
  • Huet Sylvie
  Annals of Statistics, Institute of Mathematical Statistics, 2009, 37 (2), pp.630-672.. Let Y be a Gaussian vector whose components are independent with a common unknown variance. We consider the problem of estimating the mean μ of Y by model selection. More precisely, we start with a collection $\mathcal{S}=\{S_{m},m\in\mathcal{M}\}$ of linear subspaces of ℝn and associate to each of these the least-squares estimator of μ on Sm. Then, we use a data driven penalized criterion in order to select one estimator among these. Our first objective is to analyze the performance of estimators associated to classical criteria such as FPE, AIC, BIC and AMDL. Our second objective is to propose better penalties that are versatile enough to take into account both the complexity of the collection $\mathcal{S}$ and the sample size. Then we apply those to solve various statistical problems such as variable selection, change point detections and signal estimation among others. Our results are based on a nonasymptotic risk bound with respect to the Euclidean loss for the selected estimator. Some analogous results are also established for the Kullback loss.
• The factorization method is independent of transmission eigenvalues
  
  • Lechleiter Armin
  Inverse Problems and Imaging, AIMS American Institute of Mathematical Sciences, 2009, 3 (1), pp.123--138. (10.3934/ipi.2009.3.123)
  DOI : 10.3934/ipi.2009.3.123