Publications

2011

• Visualisation tridimensionnelle de l'ensemble de Mandelbrot avec 'mapping' des arguments
  
  • Colonna Jean-François
  , 2011. Tridimensional visualization of the Mandelbrot set with mapping of the arguments (Visualisation tridimensionnelle de l'ensemble de Mandelbrot avec 'mapping' des arguments)
• 5-étoile récursive
  
  • Colonna Jean-François
  , 2011. Recursive 5-star (5-étoile récursive)
• Pentagone récursif
  
  • Colonna Jean-François
  , 2011. Recursive pentagon (Pentagone récursif)
• Characterisation of the value function of final state constrained control problems with BV trajectories
  
  • Briani Ariela
  • Zidani Hasnaa
  Communications on Pure and Applied Analysis, AIMS American Institute of Mathematical Sciences, 2011, 10 (6), pp.1567-1587. This paper aims to investigate a control problem governed by differential equations with Random measure as data and with final state constraints. By using a known reparametrization method (by Dal Maso and Rampazzo), we obtain that the value function can be characterized by means of an auxiliary control problem involving absolutely continuous trajectories. We study the characterization of the value function of this auxiliary problem and discuss its discrete approximations. (10.3934/cpaa.2011.10.1567)
  DOI : 10.3934/cpaa.2011.10.1567
• Application of convex lexicographical optimization to the balance of GRTgaz gas grid
  
  • Bonnans Joseph Frederic
  • Paraisy Ruben
  • Veyrat Sébastien
  • Adam Soizic
  Journal of Global Optimization, Springer Verlag, 2011, 49 (3), pp.415--423.
• Branching Feller diffusion for cell division with parasite infection
  
  • Bansaye Vincent
  • Tran Viet Chi
  ALEA : Latin American Journal of Probability and Mathematical Statistics, Instituto Nacional de Matemática Pura e Aplicada (Rio de Janeiro, Brasil) [2006-....], 2011, 8, pp.95-127. We describe the evolution of the quantity of parasites in a population of cells which divide in continuous-time. The quantity of parasites in a cell follows a Feller diffusion, which is splitted randomly between the two daughter cells when a division occurs. The cell division rate may depend on the quantity of parasites inside the cell and we are interested in the cases of constant or monotone division rate. We first determine the asymptotic behavior of the quantity of parasites in a cell line, which follows a Feller diffusion with multiplicative jumps. We then consider the evolution of the infection of the cell population and give criteria to determine whether the proportion of infected cells goes to zero (recovery) or if a positive proportion of cells becomes largely infected (proliferation of parasites inside the cells).
• Topology and geometry optimization of elastic structures by exact deformation of simplicial mesh
  
  • Allaire Grégoire
  • Dapogny Charles
  • Frey Pascal
  Comptes Rendus. Mathématique, Académie des sciences (Paris), 2011, 349 (17-18), pp.999--1003. We propose a method for structural optimization that relies on two alternative descriptions of shapes: on the one hand, they are exactly meshed so that mechanical evaluations by finite elements are accurate; on the other hand, we resort to a level-set characterization to describe their deformation along the shape gradient. The key ingredient is a meshing algorithm for building a mesh, suitable for numerical computations, out of a piecewise linear level-set function on an unstructured mesh. Therefore, our approach is at the same time a geometric optimization method (since shapes are exactly meshed) and a topology optimization method (since the topology of successive shapes can change thanks to the power of the level-set method).
• Deterministic state constrained optimal control problems without controllability assumptions
  
  • Bokanowski Olivier
  • Forcadel Nicolas
  • Zidani Hasnaa
  ESAIM: Control, Optimisation and Calculus of Variations, EDP Sciences, 2011, 17 (4), pp.pp. 995-1015. In the present paper, we consider nonlinear optimal control problems with constraints on the state of the system. We are interested in the characterization of the value function without any controllability assumption. In the unconstrained case, it is possible to derive a characterization of the value function by means of a Hamilton-Jacobi-Bellman (HJB) equation. This equation expresses the behavior of the value function along the trajectories arriving or starting from any position $x$. In the constrained case, when no controllability assumption is made, the HJB equation may have several solutions. Our first result aims to give the precise information that should be added to the HJB equation in order to obtain a characterization of the value function. This result is very general and holds even when the dynamics is not continuous and the state constraints set is not smooth. On the other hand we study also some stability results for relaxed or penalized control problems. (10.1051/cocv/2010030)
  DOI : 10.1051/cocv/2010030
• On adaptive stratification
  
  • Etoré Pierre
  • Fort Gersende
  • Jourdain Benjamin
  • Moulines Éric
  Annals of Operations Research, Springer Verlag, 2011, 189 (1), pp.127-154. This paper investigates the use of stratified sampling as a variance reduction technique for approximating integrals over large dimensional spaces. The accuracy of this method critically depends on the choice of the space partition, the strata, which should be ideally fitted to thesubsets where the functions to integrate is nearly constant, and on the allocation of the number of samples within each strata. When the dimension is large and the function to integrate is complex, finding such partitions and allocating the sample is a highly non-trivial problem. In this work, we investigate a novel method to improve the efficiency of the estimator "on the fly", by jointly sampling and adapting the strata and the allocation within the strata. The accuracy of estimators when this method is used is examined in detail, in the so-called asymptotic regime (\ie\ when both the number of samples and the number of strata are large). We illustrate the use of the method for the computation of the price of path-dependent options in models with both constant and stochastic volatility. The use of this adaptive technique yields variance reduction by factors sometimes larger than 1000 compared to classical Monte Carlo estimators. (10.1007/s10479-009-0638-9)
  DOI : 10.1007/s10479-009-0638-9
• Adaptive High-Gain observers with an application to wastewater treatment plants
  
  • Methnani Salowa
  • Damak Tarak
  • Toumi Ahmed
  • Lafont Frédéric
  • Gauthier Jean-Paul
  , 2011. no abstract
• Electromagnetic Wave Scattering from Rough Penetrable Layers
  
  • Haddar Houssem
  • Lechleiter Armin
  SIAM Journal on Mathematical Analysis, Society for Industrial and Applied Mathematics, 2011, 43, pp.2418-2443. We consider scattering of time-harmonic electromagnetic waves from an unbounded penetrable dielectric layer mounted on a perfectly conducting infinite plate. This model describes for instance propagation of monochromatic light through dielectric photonic assemblies mounted on a metal plate. We give a variational formulation for the electromagnetic scattering problem in a suitable Sobolev space of functions defined in an unbounded domain containing the dielectric structure. Further, we derive a Rellich identity for a solution to the variational formulation. For simple material configurations and under suitable non-trapping and smoothness conditions, this integral identity allows to prove an a-priori estimate for such a solution. A-priori estimates for solutions to more complicated material configurations are then shown using a perturbation approach. While the estimates derived from the Rellich identity show that the electromagnetic rough surface scattering problem has at most one solution, a limiting absorption argument finally implies existence of a solution to the problem. (10.1137/100783613)
  DOI : 10.1137/100783613
• Weighted Radon transforms for which the Chang approximate inversion formula is precise
  
  • Novikov Roman
  Uspekhi Mat. Nauk, 2011, 66 (2), pp.237-238. We describe all weighted Radon transforms on the plane for which the Chang approximate inversion formula is precise. Some subsequent results, including the Cormack type inversion for these transforms, are also given.
• Absence of exponentially localized solitons for the Novikov-Veselov equation at positive energy
  
  • Novikov Roman
  Physics Letters A, Elsevier, 2011, 375, pp.1233-1235. In this note we show that the Novikov-Veselov equation at positive energy (an analog of KdV in 2+1 dimensions) has no exponentially localized solitons ( in the two-dimensional sense).
• Differential games and Zubov's method
  
  • Grüne Lars
  • Serea Oana
  SIAM Journal on Control and Optimization, Society for Industrial and Applied Mathematics, 2011, 49 (9), pp.2349-2377. In this paper we provide generalizations of Zubov's equation to differential games without Isaacs' condition. We show that both generalizations of Zubov's equation (which we call min-max and max-min Zubov equation, respectively) possess unique viscosity solutions which characterize the respective controllability domains. As a consequence, we show that under the usual Isaacs condition the respective controllability domains as well as the local controllability assumptions coincide. (10.1137/100787829)
  DOI : 10.1137/100787829
• Sampling the Fermi statistics and other conditional product measures
  
  • Gaudilliere Alexandre
  • Reygner Julien
  Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institut Henri Poincaré (IHP), 2011, 47, pp.790-812. Through a Metropolis-like algorithm with single step computational cost of order one, we build a Markov chain that relaxes to the canonical Fermi statistics for k non-interacting particles among m energy levels. Uniformly over the temperature as well as the energy values and degeneracies of the energy levels we give an explicit upper bound with leading term km(ln k) for the mixing time of the dynamics. We obtain such construction and upper bound as a special case of a general result on (non-homogeneous) products of ultra log-concave measures (like binomial or Poisson laws) with a global constraint. As a consequence of this general result we also obtain a disorder-independent upper bound on the mixing time of a simple exclusion process on the complete graph with site disorder. This general result is based on an elementary coupling argument and extended to (non-homogeneous) products of log-concave measures.
• Optimal Design of Low-contrast Two-phase Structures For the Wave Equation
  
  • Allaire Grégoire
  • Kelly Alex
  Mathematical Models and Methods in Applied Sciences, World Scientific Publishing, 2011, 21 (7), pp.1499--1538. This paper is concerned with the following optimal design problem:¯nd the distribution of two phases in a given domain that minimizes an objective function evaluated through the solution of a wave equation. This type of optimization problem is known to be ill-posed in the sense that it generically does not admit a minimizer among classical admissible designs. Its relaxation could be found, in principle, through homogenization theory but, unfortunately, it is not always explicit, in particular for objective functions depending on the solution gradient. To circumvent this di±culty, we make the simplifying assumption that the two phases have a low constrast. Then, a second-order asymptotic expansion with respect to the small amplitude of the phase coe±cients yields a simpli¯ed optimal design problem which is amenable to relaxation by means of H-measures. We prove a general existence theorem in a larger class of composite materials and propose a numerical algorithm to compute minimizers in this context. As in the case of an elliptic state equation, the optimal composites are shown to be rank-one laminates. However, the proof that relaxation and small-amplitude limit commute is more delicate than in the elliptic case. (10.1142/S0218202511005477)
  DOI : 10.1142/S0218202511005477
• On the existence of a limit value in some non expansive optimal control problems
  
  • Quincampoix Marc
  • Renault Jérôme
  SIAM Journal on Control and Optimization, Society for Industrial and Applied Mathematics, 2011, 49 (5), pp.2118-2132. We investigate a limit value of an optimal control problem when the horizon converges to infinity. For this aim, we suppose suitable nonexpansive-like assumptions which does not imply that the limit is independent of the initial state as it is usually done in the literature. (10.1137/090756818)
  DOI : 10.1137/090756818
• On the reconstruction of conductivity of bordered two-dimensional surface in R^3 from electrical currents measurements on its boundary
  
  • Henkin Gennadi
  • Novikov Roman
  The Journal of Geometric Analysis, Springer, 2011, 21, pp.543-587. An electrical potential U on bordered surface X (in Euclidien three-dimensional space) with isotropic conductivity function sigma>0 satisfies equation d(sigma d^cU)=0, where d^c is real operator associated with complex (conforme) structure on X induced by Euclidien metric of three-dimensional space. This paper gives exact reconstruction of conductivity function sigma on X from Dirichlet-to-Neumann mapping (for aforementioned conductivity equation) on the boundary of X. This paper extends to the case of the Riemann surfaces the reconstruction schemes of R.Novikov (1988) and of A.Bukhgeim (2008) given for the case of domains in two-dimensional Euclidien space. The paper extends and corrects the statements of Henkin-Michel (2008), where the inverse boundary value problem on the Riemann surfaces was firstly considered.
• Explicit characterization of the support of non-linear inclusions
  
  • Lechleiter Armin
  Inverse Problems and Imaging, AIMS American Institute of Mathematical Sciences, 2011, 5 (3), pp.675--694. (10.3934/ipi.2011.5.675)
  DOI : 10.3934/ipi.2011.5.675
• A nonasymptotic theorem for unnormalized Feynman-Kac particle models
  
  • Cérou Frédéric
  • del Moral Pierre
  • Guyader Arnaud
  Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institut Henri Poincaré (IHP), 2011, 47 (3), pp.629-649. We present a nonasymptotic theorem for interacting particle approximations of unnormalized Feynman-Kac models. We provide an original stochastic analysis-based on Feynman-Kac semigroup techniques combined with recently developed coalescent tree-based functional representations of particle block distributions. We present some regularity conditions under which the L(2)-relative error of these weighted particle measures grows linearly with respect to the time horizon yielding what seems to be the first results of this type for this class of unnormalized models. We also illustrate these results in the context of particle absorption models, with a special interest in rare event analysis. (10.1214/10-AIHP358)
  DOI : 10.1214/10-AIHP358
• Control of the bilinear Schrödinger equation for fully coupling potentials
  
  • Caponigro Marco
  • Boscain Ugo
  • Chambrion Thomas
  • Sigalotti Mario
  , 2011, pp.to appear. We present a general result of approximate controllability for the bilinear Schrödinger equation (with wave function varying in the unit sphere of an infinite dimensional Hilbert space), under the hypothesis that the Schrödinger operator has discrete spectrum and that the control potential couples all eigenstates. The control method is based on a tracking procedure for the Galerkin approximations, lifted in SU(n). The method allows to estimate the L 1 norm of the control laws achieving controllability.
• Weak Dynamic Programming Principle for Viscosity Solutions
  
  • Bouchard Bruno
  • Touzi Nizar
  SIAM Journal on Control and Optimization, Society for Industrial and Applied Mathematics, 2011, 49 (3), pp.948-962. We prove a weak version of the dynamic programming principle for standard stochastic control problems and mixed control-stopping problems, which avoids the technical difficulties related to the measurable selection argument. In the Markov case, our result is tailor-maid for the derivation of the dynamic programming equation in the sense of viscosity solutions.
• Minimal Time Problems with Moving Targets and Obstacles
  
  • Bokanowski Olivier
  • Zidani Hasnaa
  , 2011, 18, Part 1, pp.2589-2593. We consider minimal time problems governed by nonlinear systems under general time dependant state constraints and in the two-player games setting. In general, it is known that the characterization of the minimal time function, as well as the study of its regularity properties, is a difficult task in particular when no controlability assumption is made. In addition to these difficulties, we are interested here to the case when the target, the state constraints and the dynamics are allowed to be time-dependent. We introduce a particular "reachability" control problem, which has a supremum cost function but is free of state constraints. This auxiliary control problem allows to characterize easily the backward reachable sets, and then, the minimal time function, without assuming any controllability assumption. These techniques are linked to the well known level-set approachs. Partial results of the study have been published recently by the authors in SICON. Here, we generalize the method to more complex problems of moving target and obstacle problems. Our results can be used to deal with motion planning problems with obstacle avoidance. (10.3182/20110828-6-IT-1002.02261)
  DOI : 10.3182/20110828-6-IT-1002.02261
• On a heated incompressible magnetic fluid model
  
  • Amirat Youcef
  • Hamdache Kamel
  Communications on Pure and Applied Mathematics, Wiley, 2011, 11 (2), pp.675 - 696. In this paper we study the equations describing the dynamics of heat transfer in an incompressible magnetic fluid under the action of an applied magnetic field. The system consists of the Navier-Stokes equations, the magnetostatic equations and the temperature equation. We prove global-in-time existence of weak solutions to the system posed in a bounded domain of R-3 and equipped with initial and boundary conditions. The main difficulty comes from the singularity of the term representing the Kelvin force due to magnetization. (10.3934/cpaa.2012.11.675)
  DOI : 10.3934/cpaa.2012.11.675
• Energy contracts management by stochastic programming techniques
  
  • Cen Zhihao
  • Bonnans J. Frederic
  • Christel Thibault
  Annals of Operations Research, Springer Verlag, 2011, 200 (1), pp.199-222. We consider the problem of optimal management of energy contracts, with bounds on the local (time step) amounts and global (whole period) amounts to be traded, integer constraint on the decision variables and uncertainty on prices only. After building a finite state Markov chain by using vectorial quantization tree method, we rely on the stochastic dual dynamic programming (SDDP) method to solve the continuous relaxation of this stochastic optimization problem. An heuristic for computing sub optimal solutions to the integer optimization problem, based on the Bellman values of the continuous relaxation, is provided. Combining the previous techniques, we are able to deal with high-dimension state variables problems. Numerical tests applied to realistic energy markets problems have been performed. (10.1007/s10479-011-0973-5)
  DOI : 10.1007/s10479-011-0973-5