Publications

2013

• A numerical method for kinetic equations with discontinuous equations : application to mathematical modeling of cell dynamics
  
  • Aymard Benjamin
  • Clément Frédérique
  • Coquel Frédéric
  • Postel Marie
  SIAM Journal on Scientific Computing, Society for Industrial and Applied Mathematics, 2013, 35 (6), pp.27 pages. Abstract: In this work, we propose a numerical method to handle discontinuous fluxes arising in transport-like equations. More precisely, we study hyperbolic PDEs with flux transmission conditions at interfaces between subdomains where coefficients are discontinuous. A dedicated finite volume scheme with a limited high order enhancement is adapted to treat the discontinuities arising at interfaces. The validation of the method is done on 1D and 2D toy problems for which exact solutions are available, allowing us to do a thorough convergence study. We then apply the method to a biological model focusing on complex cell dynamics, that initially motivated this study, and illustrates the full potentialities of the scheme. (10.1137/120904238)
  DOI : 10.1137/120904238
• Statistics of animal movement
  
  • Berthelot Geoffroy C.B.
  • Bansaye Vincent
  • Calenge C.
  , 2013.
• A new non linear shell modeling combining flexural and membrane effects
  
  • Pantz Olivier
  • Trabelsi Karim
  , 2013.
• A conformal mapping method in inverse obstacle scattering
  
  • Haddar Houssem
  • Kress Rainer
  Complex Variables and Elliptic Equations, Taylor & Francis, 2013. Akduman, Haddar and Kress [1, 5, 11] have employed a conformal map- ping technique for the inverse problem to reconstruct a perfectly conducting inclusion in a homogeneous background medium from Cauchy data for elec- trostatic imaging, that is, for solving an inverse boundary value problem for the Laplace equation. We propose an extension of this approach to inverse obstacle scattering for time-harmonic waves, that is, to the solution of an inverse boundary value problem for the Helmholtz equation. The main idea is to use the conformal mapping algorithm in an iterative procedure to ob- tain Cauchy data for a Laplace problem from the given Cauchy data for the Helmholtz problem. We present the foundations of the method together with a convergence result and exhibit the feasibility of the method via numerical examples.
• An improved time domain linear sampling method for Robin and Neumann obstacles
  
  • Haddar Houssem
  • Lechleiter Armin
  • Marmorat Simon
  Applicable Analysis, Taylor & Francis, 2013, pp.1-22. We consider inverse obstacle scattering problems for the wave equation with Robin or Neu- mann boundary conditions. The problem of reconstructing the geometry of such obstacles from measurements of scattered waves in the time domain is tackled using a time domain linear sampling method. This imaging technique yields a picture of the scatterer by solving a linear operator equation involving the measured data for many right-hand sides given by singular so- lutions to the wave equation. We analyze this algorithm for causal and smooth impulse shapes, we discuss the effect of different choices of the singular solutions used in the algorithm, and finally we propose a fast FFT-based implementation. (10.1080/00036811.2013.772583)
  DOI : 10.1080/00036811.2013.772583
• Second order corrector in the homogenization of a conductive-radiative heat transfer problem
  
  • Allaire Grégoire
  • Habibi Zakaria
  Discrete and Continuous Dynamical Systems - Series B, American Institute of Mathematical Sciences, 2013, 18 (1), pp.1-36. This paper focuses on the contribution of the so-called second order corrector in periodic homogenization applied to a conductive-radiative heat transfer problem. More precisely, heat is diffusing in a periodically perforated domain with a non-local boundary condition modelling the radiative transfer in each hole. If the source term is a periodically oscillating function (which is the case in our application to nuclear reactor physics), a strong gradient of the temperature takes place in each periodicity cell, corresponding to a large heat flux between the sources and the perforations. This effect cannot be taken into account by the homogenized model, neither by the first order corrector. We show that this local gradient effect can be reproduced if the second order corrector is added to the reconstructed solution. (10.3934/dcdsb.2013.18.1)
  DOI : 10.3934/dcdsb.2013.18.1
• Bases Mathématiques de la théorie des jeux
  
  • Laraki Rida
  • Renault Jérôme
  • Sorin Sylvain
  , 2013, pp.186. Cet ouvrage est destiné aux étudiants en master ainsi qu'aux étudiants des écoles d'ingénieurs. Les connaissances mathématiques requises sont celles d'une licence scientifique. Ce cours est consacré à une présentation des principaux concepts et outils mathématiques de la théorie des jeux stratégiques. L'accent est mis sur l'exposé et les preuves des résultats fondamentaux (minmax et opérateur valeur, équilibre de Nash et corrélé). Par ailleurs certains développements récents sont présentés : variété des équilibres, dynamiques de sélection, apprentissage et jeux répétés. L'ouvrage comporte une importante section d'exercices et corrigés.
• Exponential instability in the inverse scattering problem on the energy interval
  
  • Isaev Mikhail
  Functional Analysis and Its Applications, Springer Verlag, 2013, 47 (3), pp.8. We consider the inverse scattering problem on the energy interval in three dimensions. We are focused on stability and instability questions for this problem. In particular, we prove an exponential instability estimate which shows optimality of the logarithmic stability result of [Stefanov, 1990] (up to the value of the exponent).
• Modelling microstructure noise with mutually exciting point processes
  
  • Bacry Emmanuel
  • Delattre Sylvain
  • Hoffmann Marc
  • Muzy Jean-François
  Quantitative Finance, Taylor & Francis (Routledge), 2013, 13 (1), pp.65-77. We introduce a new stochastic model for the variations of asset prices at the tick-by-tick level in dimension 1 (for a single asset) and 2 (for a pair of assets). The construction is based on marked point pro- cesses and relies on linear self and mutually exciting stochastic inten- sities as introduced by Hawkes. We associate a counting process with the positive and negative jumps of an asset price. By coupling suitably the stochastic intensities of upward and downward changes of prices for several assets simultaneously, we can reproduce microstructure noise (i.e. strong microscopic mean reversion at the level of seconds to a few minutes) and the Epps effect (i.e. the decorrelation of the increments in microscopic scales) while preserving a standard Brownian diffusion behaviour on large scales. More effectively, we obtain analytical closed-form formulae for the mean signature plot and the correlation of two price increments that enable to track across scales the effect of the mean-reversion up to the diffusive limit of the model. We show that the theoretical results are consistent with empirical fits on futures Euro-Bund and Euro-Bobl in several situations. (10.1080/14697688.2011.647054)
  DOI : 10.1080/14697688.2011.647054
• Linearized Cauchy Data Inversion Method for Two-Dimensional Buried Target Imaging
  
  • Ozdemir Ozgur
  • Haddar Houssem
  IEEE Transactions on Antennas and Propagation, Institute of Electrical and Electronics Engineers, 2013, 61 (6). We propose a novel inversion algorithm to image buried objects in inhomogeneous media from the electromagnetic data on the outer boundary. Our method is based on exploiting the Cauchy data to derive a new Born-like linearization of the inverse problem. The main advantage of this formulation is to avoid the use of the background Green function and therefore is computationally more efficient. It also provides better accuracy than classical Born approximation. In the case of stratified media, our approach can be coupled with any appropriate continuation method. We discuss here the coupling with a continuation method based on the use of approximate transmission conditions. The feasibility and robustness of our methodology is validated through numerical experiments for single and multiple targets.
• Central limit theorems for linear statistics of heavy tailed random matrices
  
  • Benaych-Georges Florent
  • Guionnet Alice
  • Male Camille
  , 2013. We show central limit theorems (CLT) for the Stieltjes transforms or more general analytic functions of symmetric matrices with independent heavy tailed entries, including entries in the domain of attraction of $\alpha$-stable laws and entries with moments exploding with the dimension, as in the adjacency matrices of Erdös-Rényi graphs. For the second model, we also prove a central limit theorem of the moments of its empirical eigenvalues distribution. The limit laws are Gaussian, but unlike to the case of standard Wigner matrices, the normalization is the one of the classical CLT for independent random variables.
• Optimisation of cancer drug treatments using cell population dynamics
  
  • Billy Frédérique
  • Clairambault Jean
  • Fercoq Olivier
  , 2013, pp.265. Cancer is primarily a disease of the physiological control on cell population proliferation. Tissue proliferation relies on the cell division cycle: one cell becomes two after a sequence of molecular events that are physiologically controlled at each step of the cycle at so-called checkpoints, in particular at transitions between phases of the cycle [105]. Tissue proliferation is the main physiological process occurring in development and later in maintaining the permanence of the organism in adults, at that late stage mainly in fast renewing tissues such as bone marrow, gut and skin. (10.1007/978-1-4614-4178-6_10)
  DOI : 10.1007/978-1-4614-4178-6_10
• Approximate Lipschitz stability for non-overdetermined inverse scattering at fixed energy
  
  • Novikov Roman
  Journal of Inverse and Ill-posed Problems, De Gruyter, 2013, 21 (6), pp.813–823. We prove approximate Lipschitz stability for non-overdetermined inverse scattering at fixed energy with incomplete data in dimension d ≥ 2. Our estimates are given in uniform norm for coefficient difference and related stability precision efficiently increases with increasing energy and coefficient difference regularity. In addition, our estimates are rather optimal even in the Born approximation.
• Representation, relaxation and convexity for variational problems in Wiener spaces
  
  • Chambolle Antonin
  • Goldman Michael
  • Novaga Matteo
  Journal de Mathématiques Pures et Appliquées, Elsevier, 2013. We show convexity of solutions to a class of convex variational problems in the Gauss and in the Wiener space. An important tool in the proof is a representation formula for integral functionals in this infinite dimensional setting, that extends analogous results valid in the classical Euclidean framework.
• A Global Steering Method for Nonholonomic Systems
  
  • Chitour Yacine
  • Jean Frédéric
  • Long Ruixing
  Journal of Differential Equations, Elsevier, 2013, 254, pp.1903-1956. In this paper, we present an iterative steering algorithm for nonholonomic systems (also called driftless control-affine systems) and we prove its global convergence under the sole assumption that the Lie Algebraic Rank Condition (LARC) holds true everywhere. That algorithm is an extension of the one introduced in [21] for regular systems. The first novelty here consists in the explicit algebraic construction, starting from the original control system, of a lifted control system which is regular. The second contribution of the paper is an exact motion planning method for nilpotent systems, which makes use of sinusoidal control laws and which is a generalization of the algorithm described in [29] for chained-form systems. (10.1016/j.jde.2012.11.012)
  DOI : 10.1016/j.jde.2012.11.012
• The topological derivative in anisotropic elasticity
  
  • Bonnet Marc
  • Delgado Gabriel
  Quarterly Journal of Mechanics and Applied Mathematics, Oxford University Press (OUP), 2013, 66, pp.557-586. A comprehensive treatment of the topological derivative for anisotropic elasticity is presented, with both the background material and the trial small inhomogeneity assumed to have arbitrary anisotropic elastic properties. A formula for the topological derivative of any cost functional defined in terms of regular volume or surface densities depending on the displacement is established, by combining small-inhomogeneity asymptotics and the adjoint solution approach. The latter feature makes the proposed result simple to implement and computationally efficient. Both three-dimensional and plane-strain settings are treated; they differ mostly on details in the elastic moment tensor (EMT). Moreover, the main properties of the EMT, a critical component of the topological derivative, are studied for the fully anisotropic case. Then, the topological derivative of strain energy-based quadratic cost functionals is derived, which requires a distinct treatment. Finally, numerical experiments on the numerical evaluation of the EMT and the topological derivative of the compliance cost functional are reported. (10.1093/qjmam/hbt018)
  DOI : 10.1093/qjmam/hbt018
• State-constrained Optimal Control Problems of Impulsive Differential Equations
  
  • Forcadel Nicolas
  • Rao Zhiping
  • Zidani Hasnaa
  Applied Mathematics and Optimization, Springer Verlag (Germany), 2013, 68, pp.1--19. The present paper studies an optimal control problem governed by measure driven differential systems and in presence of state constraints. The first result shows that using the graph completion of the measure, the optimal solutions can be obtained by solving a reparametrized control problem of absolutely continuous trajectories but with time-dependent state-constraints. The second result shows that it is possible to characterize the epigraph of the reparametrized value function by a Hamilton-Jacobi equation without assuming any controllability assumption. (10.1007/s00245-013-9193-5)
  DOI : 10.1007/s00245-013-9193-5
• Reconstruction of a potential from the impedance boundary map
  
  • Isaev Mikhail
  • Novikov Roman
  Eurasian Journal of Mathematical and Computer Applications, Eurasian National University, Kazakhstan (Nur-Sultan), 2013, 1 (1), pp.5-28. We give formulas and equations for finding generalized scattering data for the Schrödinger equation in open bounded domain at fixed energy from the impedance boundary map (or Robin-to-Robin map). Combining these results with results of the inverse scattering theory we obtain efficient methods for reconstructing potential from the impedance boundary map.
• Homogenization of a Conductive, Convective and Radiative Heat Transfer Problem in a Heterogeneous Domain
  
  • Allaire Grégoire
  • Habibi Zakaria
  SIAM Journal on Mathematical Analysis, Society for Industrial and Applied Mathematics, 2013, 45 (3), pp.1136-1178. We are interested in the homogenization of heat transfer in periodic porous media where the fluid part is made of long thin parallel cylinders, the diameter of which is of the same order than the period. The heat is transported by conduction in the solid part of the domain and by conduction, convection and radiative transfer in the fluid part (the cylinders). A non-local boundary condition models the radiative heat transfer on the cylinder walls. To obtain the homogenized problem we first use a formal two-scale asymptotic expansion method. The resulting effective model is a convection-diffusion equation posed in a homogeneous domain with homogenized coefficients evaluated by solving so-called cell problems where radiative transfer is taken into account. In a second step we rigorously justify the homogenization process by using the notion of two-scale convergence. One feature of this work is that it combines homogenization with a 3D to 2D asymptotic analysis since the radiative transfer in the limit cell problem is purely two-dimensional. Eventually, we provide some 3D numerical results in order to show the convergence and the computational advantages of our homogenization method.
• Energy and regularity dependent stability estimates for near-field inverse scattering in multidimensions
  
  • Isaev Mikhail
  Journal of Mathematics, Hindawi Publishing Corp., 2013, pp.DOI:10.1155/2013/318154. We prove new global Hölder-logarithmic stability estimates for the near-field inverse scattering problem in dimension $d\geq 3$. Our estimates are given in uniform norm for coefficient difference and related stability efficiently increases with increasing energy and/or coefficient regularity. In addition, a global logarithmic stability estimate for this inverse problem in dimension $d=2$ is also given. (10.1155/2013/318154)
  DOI : 10.1155/2013/318154
• A Hamilton-Jacobi approach to junction problems and application to traffic flows
  
  • Imbert Cyril
  • Monneau Régis
  • Zidani Hasnaa
  ESAIM: Control, Optimisation and Calculus of Variations, EDP Sciences, 2013, 19 (01), pp.pp 129-166. This paper is concerned with the study of a model case of first order Hamilton-Jacobi equations posed on a ''junction'', that is to say the union of a finite number of half-lines with a unique common point. The main result is a comparison principle. We also prove existence and stability of solutions. The two challenging difficulties are the singular geometry of the domain and the discontinuity of the Hamiltonian. As far as discontinuous Hamiltonians are concerned, these results seem to be new. They are applied to the study of some models arising in traffic flows. The techniques developed in the present article provide new powerful tools for the analysis of such problems. (10.1051/cocv/2012002)
  DOI : 10.1051/cocv/2012002
• A homogenization approach for the motion of motor proteins
  
  • Mirrahimi Sepideh
  • Souganidis Panagiotis E.
  Nonlinear Differential Equations and Applications, Springer Verlag, 2013, 20, pp.129-147. We consider the asymptotic behavior of an evolving weakly coupled Fokker-Planck system of two equations set in a periodic environment. The magnitudes of the diffusion and the coupling are respectively proportional and inversely proportional to the size of the period. We prove that, as the period tends to zero, the solutions of the system either propagate (concentrate) with a fixed constant velocity (determined by the data) or do not move at all. The system arises in the modeling of motor proteins which can take two different states. Our result implies that, in the limit, the molecules either move along a filament with a fixed direction and constant speed or remain immobile. (10.1007/s00030-012-0156-3)
  DOI : 10.1007/s00030-012-0156-3
• Semi-infinite paths of the two dimensional radial spanning tree
  
  • Baccelli François
  • Coupier David
  • Tran Viet Chi
  Advances in Applied Probability, Applied Probability Trust, 2013, 45 (4), pp.895-916. We study semi-infinite paths of the radial spanning tree (RST) of a Poisson point process in the plane. We first show that the expectation of the number of intersection points between semi-infinite paths and the sphere with radius $r$ grows sublinearly with $r$. Then, we prove that in each (deterministic) direction, there exists with probability one a unique semi-infinite path, framed by an infinite number of other semi-infinite paths of close asymptotic directions. The set of (random) directions in which there are more than one semi-infinite paths is dense in $[0,2\pi)$. It corresponds to possible asymptotic directions of competition interfaces. We show that the RST can be decomposed in at most five infinite subtrees directly connected to the root. The interfaces separating these subtrees are studied and simulations are provided. (10.1239/aap/1386857849)
  DOI : 10.1239/aap/1386857849
• Asymptotic enumeration of Eulerian orientations for graphs with strong mixing properties
  
  • Isaev Mikhail
  • Kseniia Isaeva
  Journal of Applied and Industrial Mathematics / Sibirskii Zhurnal Industrial'noi Matematiki and Diskretnyi Analiz i Issledovanie Operatsii, MAIK Nauka/Interperiodica, 2013, 20 (6), pp.40-58. We prove an asymptotic formula for the number of Eulerian orientations for graphs with strong mixing properties and with vertices having even degrees. The exact value is determined up to the multiplicative error O(n^{-1+epsilon}), where n is the number of vertices.
• Time-reversal in visco-elastic media.
  
  • Ammari Habib
  • Bretin Elie
  • Garnier Josselin
  • Wahab Abdul
  European Journal of Applied Mathematics, Cambridge University Press (CUP), 2013 (24), pp.565-600. In this paper, we consider the problem of reconstructing sources in a homogeneous viscoelastic medium from wavefield measurements. We first present a modified time-reversal imaging algorithm based on a weighted Helmholtz decomposition and justify mathematically that it provides a better approximation than by simply time reversing the displacement field, where artifacts due to the coupling betwe en the pressure and shear waves appear. Then, we investigate the source inverse problem in an elastic attenuating medium. We provide a regularized time-reversal imagin g which corrects the attenuation effect at the first order. The results of this paper yie ld the fundamental tools for solving imaging problems in elastic media using cross correl ation techniques