Publications

2019

• A kinetic model of reactive crystal surfaces A Kinetic Model of Reactive Crystal Surfaces
  
  • Aoki Kazuo
  • Giovangigli Vincent
  AIP Conference Proceedings, American Institute of Physics, 2019, 2132. A kinetic model describing chemical reactions on a crystal surface is introduced. The Boltzmann equations involve particles interacting with potentials generated by fixed crystal particles and interacting with a phonon gas describing the fluctuating part of the potentials. Chemical reactions between gas/physisorbed, chemisorbed and crystal species are taken into account. The phonons are assumed to be at equilibrium for the sake of simplicity. A modified kinetic entropy is introduced for the coupled system and the H theorem is established. Using a fluid scaling and the Chapman-Enskog asymptotic method, species fluid boundary conditions involving heterogeneous reactions are recovered at the surface. (10.1063/1.5119623)
  DOI : 10.1063/1.5119623
• Morphological organization of point-to-point transport in complex networks
  
  • Kang Min-Yeong
  • Berthelot Geoffroy C.B.
  • Nicolaides Christos
  • Colonna Jean-François
  • Sapoval Bernard
  • Grebenkov Denis S
  • Tupikina Liubov
  Scientific Reports, Nature Publishing Group, 2019, 9, pp.8322. We investigate the structural organization of the point-to-point electric, diffusive or hydraulic transport in complex scale-free networks. the random choice of two nodes, a source and a drain, to which a potential difference is applied, selects two tree-like structures, one emerging from the source and the other converging to the drain. these trees merge into a large cluster of the remaining nodes that is found to be quasi-equipotential and thus presents almost no resistance to transport. such a global "tree-cluster-tree" structure is universal and leads to a power law decay of the currents distribution. Its exponent, −2, is determined by the multiplicative decrease of currents at successive branching points of a tree and is found to be independent of the network connectivity degree and resistance distribution. (10.1038/s41598-019-44701-6)
  DOI : 10.1038/s41598-019-44701-6
• Spreading and vanishing for a monostable reaction-diffusion equation with forced speed
  
  • Bouhours Juliette
  • Giletti Thomas
  Journal of Dynamics and Differential Equations, Springer Verlag, 2019, 35, pp.92 - 117. Invasion phenomena for heterogeneous reaction-diffusion equations are contemporary and challenging questions in applied mathematics. In this paper we are interested in the question of spreading for a reaction-diffusion equation when the subdomain where the reaction term is positive is shifting/contracting at a given speed c. This problem arises in particular in the modelling of the impact of climate change on population dynamics. By placing ourselves in the appropriate moving frame, this leads us to consider a reaction-diffusion-advection equation with a heterogeneous in space reaction term, in dimension N ≥ 1. We investigate the behaviour of the solution u depending on the value of the advection constant c, which typically stands for the velocity of climate change. We find that, when the initial datum is compactly supported, there exists precisely three ranges for c leading to drastically different situations. In the lower speed range the solution always spreads, while in the upper range it always vanishes. More surprisingly, we find that that both spreading and vanishing may occur in an intermediate speed range. The threshold between those two outcomes is always sharp, both with respect to c and to the initial condition. We also briefly consider the case of an exponentially decreasing initial condition, where we relate the decreasing rate of the initial condition with the range of values of c such that spreading occurs. (10.1007/s10884-018-9643-5)
  DOI : 10.1007/s10884-018-9643-5
• Analysis of Langevin Monte Carlo via convex optimization
  
  • Durmus Alain
  • Majewski Szymon
  • Miasojedow Błażej
  Journal of Machine Learning Research, Microtome Publishing, 2019. In this paper, we provide new insights on the Unadjusted Langevin Algorithm. We show that this method can be formulated as a first order optimization algorithm of an objective functional defined on the Wasserstein space of order $2$. Using this interpretation and techniques borrowed from convex optimization, we give a non-asymptotic analysis of this method to sample from logconcave smooth target distribution on $\mathbb{R}^d$. Based on this interpretation, we propose two new methods for sampling from a non-smooth target distribution, which we analyze as well. Besides, these new algorithms are natural extensions of the Stochastic Gradient Langevin Dynamics (SGLD) algorithm, which is a popular extension of the Unadjusted Langevin Algorithm. Similar to SGLD, they only rely on approximations of the gradient of the target log density and can be used for large-scale Bayesian inference.
• Approximating the Volume of Tropical Polytopes is Difficult
  
  • Gaubert Stéphane
  • Maccaig Marie
  International Journal of Algebra and Computation, World Scientific Publishing, 2019, 29 (02), pp.357--389. We investigate the complexity of counting the number of integer points in tropical polytopes, and the complexity of calculating their volume. We study the tropical analogue of the outer parallel body and establish bounds for its volume. We deduce that there is no approximation algorithm of factor $\alpha=2^{\text{poly}(m,n)}$ for the volume of a tropical polytope given by $n$ vertices in a space of dimension $m$, unless P$=$NP. Neither is there such an approximation algorithm for counting the number of integer points in tropical polytopes described by vertices. If follows that approximating these values for tropical polytopes is more difficult than for classical polytopes. Our proofs use a reduction from the problem of calculating the tropical rank. For tropical polytopes described by inequalities we prove that counting the number of integer points and calculating the volume are $\#$P-hard. (10.1142/S0218196718500686)
  DOI : 10.1142/S0218196718500686
• Topological derivative for the nonlinear magnetostatic problem
  
  • Amstutz Samuel
  • Gangl Peter
  Electronic Transactions on Numerical Analysis, Kent State University Library, 2019, 51, pp.169-218. (10.1553/etna_vol51s169)
  DOI : 10.1553/etna_vol51s169
• Pointwise Besov Space Smoothing of Images
  
  • Buzzard Gregery
  • Chambolle Antonin
  • Cohen Jonathan
  • Levine Stacey
  • Lucier Bradley
  Journal of Mathematical Imaging and Vision, Springer Verlag, 2019, 61 (1), pp.1-20. (10.1007/s10851-018-0821-1)
  DOI : 10.1007/s10851-018-0821-1
• On the stability of matrix-valued Riccati diffusions
  
  • Bishop Adrian N
  • del Moral Pierre
  Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2019, 24. The stability properties of matrix-valued Riccati diffusions are investigated. The matrix-valued Riccati diffusion processes considered in this work are of interest in their own right, as a rather prototypical model of a matrix-valued quadratic stochastic process. Under rather natural observability and controllability conditions, we derive time-uniform moment and fluctuation estimates and exponential contraction inequalities. Our approach combines spectral theory with nonlinear semigroup methods and stochastic matrix calculus. This analysis seem to be the first of its kind for this class of matrix-valued stochastic differential equation. This class of stochastic models arise in signal processing and data assimilation, and more particularly in ensemble Kalman-Bucy filtering theory. In this context, the Riccati diffusion represents the flow of the sample covariance matrices associated with McKean-Vlasov-type interacting Kalman-Bucy filters. The analysis developed here applies to filtering problems with unstable signals. (10.1214/19-EJP342)
  DOI : 10.1214/19-EJP342
• On a Wasserstein-type distance between solutions to stochastic differential equations
  
  • Bion-Nadal Jocelyne
  • Talay Denis
  The Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2019, 29 (3), pp.1609-1639. In this paper, we introduce a Wasserstein-type distance on the set of the probability distributions of strong solutions to stochastic differential equations. This new distance is defined by restricting the set of possible coupling measures. We prove that it may also be defined by means of the value function of a stochastic control problem whose Hamilton–Jacobi–Bellman equation has a smooth solution, which allows one to deduce a priori estimates or to obtain numerical evaluations. We exhibit an optimal coupling measure and characterize it as a weak solution to an explicit stochastic differential equation, and we finally describe procedures to approximate this optimal coupling measure. A notable application concerns the following modeling issue: given an exact diffusion model, how to select a simplified diffusion model within a class of admissible models under the constraint that the probability distribution of the exact model is preserved as much as possible? (10.1214/18-AAP1423)
  DOI : 10.1214/18-AAP1423
• Initiation of a validation strategy of reduced-order two-fluid flow models using direct numerical simulations in the context of jet atomization
  
  • Cordesse Pierre
  • Murrone A.
  • Ménard T.
  • Massot Marc
  NASA Technical Memorandum, National Aeronautics and Space Administration, 2019, pp.1-11. In industrial applications, developing predictive tools relying on numerical simulations using reduced-order models nourish the need of building a validation strategy. In the context of cryogenic atomization, we propose to build a hierarchy of direct numerical simulation test cases to assess qualitatively and quantitatively diffuse interface models. The present work proposes an initiation of the validation strategy with an air-assisted water atomization using a coaxial injector.
• Derivation of a two-phase flow model with two-scale kinematics, geometric variables and surface tension using variational calculus
  
  • Cordesse Pierre
  • Kokh Samuel
  • Di Battista Ruben
  • Drui Florence
  • Massot Marc
  NASA Technical Memorandum, National Aeronautics and Space Administration, 2019. The present paper proposes a two-phase flow model that is able to account for two-scale kinematics and two-scale surface tension effects based on geometric variables at small scale. At large scale, the flow and the full geometry of the interface may be retrieved thanks to the bulk variables, while at small scale the interface is accurately described by volume fraction, interfacial area density and mean curvature, called the geometric variables. Our work mainly relies on the Least Action Principle. The resulting system is an extension of a previous work modeling small scale pulsation in which surface tension was not taken into account at large or small scale. Whereas the original derivation assumes a cloud of monodispersed spherical bubbles, the present context allows for polydispersed, non-spherical bubbles. The resulting system of equations solely involves small scale geometric variables, thus contributing in the construction of a unified model describing both large and small scales.
• Avis en réponse à la saisine HCB - habilitation agents 2019. Paris, le 4 juillet 2019
  
  • Comité Scientifique Du Haut Conseil Des Biotechnologies .
  • Angevin Frédérique
  • Bagnis Claude
  • Bar-Hen Avner
  • Barny Marie-Anne
  • Boireau Pascal
  • Brévault Thierry
  • Chauvel Bruno B.
  • Collonnier Cécile
  • Couvet Denis
  • Dassa Elie
  • de Verneuil Hubert
  • Demeneix Barbara
  • Franche Claudine
  • Guerche Philippe
  • Guillemain Joël
  • Hernandez Raquet Guillermina
  • Khalife Jamal
  • Klonjkowski Bernard
  • Lavielle Marc
  • Le Corre Valérie
  • Lefèvre François
  • Lemaire Olivier
  • Lereclus Didier D.
  • Maximilien Rémy
  • Meurs Eliane
  • Naffakh Nadia
  • Négre Didier
  • Noyer Jean-Louis
  • Ochatt Sergio
  • Pages Jean-Christophe
  • Raynaud Xavier
  • Regnault-Roger Catherine
  • Renard Michel M.
  • Renault Tristan
  • Saindrenan Patrick
  • Simonet Pascal
  • Troadec Marie-Bérengère
  • Vaissière Bernard
  • Vilotte Jean-Luc
  , 2019, pp.2 p..
• Avis en réponse à la saisine HCB - EFSA-GMO-ES-2018-154. Paris, le 5 avril 2019
  
  • Du Haut Conseil Des Biotechnologies Comité Scientifique
  • Angevin Frédérique
  • Bagnis Claude
  • Bar-Hen Avner
  • Barny Marie-Anne
  • Boireau Pascal
  • Brévault Thierry
  • Chauvel Bruno B.
  • Collonnier Cécile
  • Couvet Denis
  • Dassa Elie
  • de Verneuil Hubert
  • Demeneix Barbara
  • Franche Claudine
  • Guerche Philippe
  • Guillemain Joël
  • Hernandez Raquet Guillermina
  • Khalife Jamal
  • Klonjkowski Bernard
  • Lavielle Marc
  • Le Corre Valérie
  • Lefèvre François
  • Lemaire Olivier
  • Lereclus Didier D.
  • Maximilien Rémy
  • Meurs Eliane
  • Naffakh Nadia
  • Négre Didier
  • Noyer Jean-Louis
  • Ochatt Sergio
  • Pages Jean-Christophe
  • Raynaud Xavier
  • Regnault-Roger Catherine
  • Renard Michel M.
  • Renault Tristan
  • Saindrenan Patrick
  • Simonet Pascal
  • Troadec Marie-Bérengère
  • Vaissière Bernard
  • Vilotte Jean-Luc
  , 2019.
• Avis en réponse à la saisine HCB - dossier EFSA-GMO-RX-013. Paris, le 30 janvier 2019
  
  • Comité Scientifique Du Haut Conseil Des Biotechnologies .
  • Angevin Frédérique
  • Bagnis Claude
  • Bar-Hen Avner
  • Barny Marie-Anne
  • Boireau Pascal
  • Brévault Thierry
  • Chauvel Bruno B.
  • Collonnier Cécile
  • Couvet Denis
  • Dassa Elie
  • de Verneuil Hubert
  • Demeneix Barbara
  • Franche Claudine
  • Guerche Philippe
  • Guillemain Joël
  • Hernandez Raquet Guillermina
  • Khalife Jamal
  • Klonjkowski Bernard
  • Lavielle Marc
  • Le Corre Valérie
  • Lefèvre François
  • Lemaire Olivier
  • Lereclus Didier D.
  • Maximilien Rémy
  • Meurs Eliane
  • Naffakh Nadia
  • Négre Didier
  • Noyer Jean-Louis
  • Ochatt Sergio
  • Pages Jean-Christophe
  • Raynaud Xavier
  • Regnault-Roger Catherine
  • Renard Michel M.
  • Renault Tristan
  • Saindrenan Patrick
  • Simonet Pascal
  • Troadec Marie-Bérengère
  • Vaissière Bernard
  • Vilotte Jean-Luc
  , 2019.
• Kinetic model of adsorption on crystal surfaces
  
  • Aoki Kazuo
  • Giovangigli Vincent
  Physical Review E, American Physical Society (APS), 2019, 99. A kinetic theory model describing physisorption and chemisorption of gas particles on a crystal surface is introduced. A single kinetic equation is used to model gas and physisorbed particles interacting with a crystal potential and colliding with phonons. The phonons are assumed to be at equilibrium and the physisorbate-gas equation is coupled to similar kinetic equations describing chemisorbed particles and crystal atoms on the surface. A kinetic entropy is introduced for the coupled system and the H theorem is established. Using the Chapman-Enskog method with a fluid scaling, the asymptotic structure of the adsorbate is investigated and fluid boundary conditions are derived from the kinetic model. (10.1103/PhysRevE.99.052137)
  DOI : 10.1103/PhysRevE.99.052137
• A degenerate Cahn‐Hilliard model as constrained Wasserstein gradient flow
  
  • Matthes Daniel
  • Cancès Clément
  • Nabet Flore
  , 2019, 19 (1). (10.1002/pamm.201900158)
  DOI : 10.1002/pamm.201900158
• Option pricing under fast-varying long-memory stochastic volatility
  
  • Garnier Josselin
  • Solna Knut
  Mathematical Finance, Wiley, 2019, 29 (1), pp.39-83. (10.1111/mafi.12186)
  DOI : 10.1111/mafi.12186
• ConvSCCS: convolutional self-controlled case-seris model for lagged adverser event detection
  
  • Morel Maryan
  • Bacry Emmanuel
  • Gaïffas Stéphane
  • Guilloux Agathe
  • Leroy Fanny
  Biostatistics, Oxford University Press (OUP), 2019. With the increased availability of large electronic health records databases comes the chance of enhancing health risks screening. Most post-marketing detection of adverse drug reaction (ADR) relies on physicians' spontaneous reports, leading to under-reporting. To take up this challenge, we develop a scalable model to estimate the effect of multiple longitudinal features (drug exposures) on a rare longitudinal outcome. Our procedure is based on a conditional Poisson regression model also known as self-controlled case series (SCCS). To overcome the need of precise risk periods specification, we model the intensity of outcomes using a convolution between exposures and step functions, which are penalized using a combination of group-Lasso and total-variation. Up to our knowledge, this is the first SCCS model with flexible intensity able to handle multiple longitudinal features in a single model. We show that this approach improves the state-of-the-art in terms of mean absolute error and computation time for the estimation of relative risks on simulated data. We apply this method on an ADR detection problem, using a cohort of diabetic patients extracted from the large French national health insurance database (SNIIRAM), a claims database containing medical reimbursements of more than 53 million people. This work has been done in the context of a research partnership between Ecole Polytechnique and CNAMTS (in charge of SNIIRAM). (10.1093/biostatistics/kxz003)
  DOI : 10.1093/biostatistics/kxz003
• Optimal inventory management and order book modeling
  
  • Baradel Nicolas
  • Bouchard Bruno
  • Evangelista David
  • Mounjid Othmane
  ESAIM: Proceedings and Surveys, EDP Sciences, 2019, 65, pp.145-181. We model the behavior of three agent classes acting dynamically in a limit order book of a financial asset. Namely, we consider market makers (MM), high-frequency trading (HFT) firms, and institutional brokers (IB). Given a prior dynamic of the order book, similar to the one considered in the Queue-Reactive models [14, 20, 21], the MM and the HFT define their trading strategy by optimizing the expected utility of terminal wealth, while the IB has a prescheduled task to sell or buy many shares of the considered asset. We derive the variational partial differential equations that characterize the value functions of the MM and HFT and explain how almost optimal control can be deduced from them. We then provide a first illustration of the interactions that can take place between these different market participants by simulating the dynamic of an order book in which each of them plays his own (optimal) strategy.
• Approximation of functions with small jump sets and existence of strong minimizers of Griffith's energy
  
  • Chambolle Antonin
  • Conti Sergio
  • Iurlano Flaviana
  Journal de Mathématiques Pures et Appliquées, Elsevier, 2019, 128 (9), pp.119--139. We prove that special functions of bounded deformation with small jump set are close in energy to functions which are smooth in a slightly smaller domain. This permits to generalize the decay estimate by De Giorgi, Carriero, and Leaci to the linearized context in dimension n and to establish the closedness of the jump set for local minimizers of the Griffith energy. (10.1016/j.matpur.2019.02.001)
  DOI : 10.1016/j.matpur.2019.02.001
• Avis en réponse à la saisine HCB- dossier 2019-159. Paris, le 16 décembre 2019
  
  • Comité Scientifique Du Haut Conseil Des Biotechnologies .
  • Angevin Frédérique
  • Bagnis Claude
  • Bar-Hen Avner
  • Barny Marie-Anne
  • Boireau Pascal
  • Brévault Thierry
  • Chauvel Bruno B.
  • Collonnier Cécile
  • Couvet Denis
  • Dassa Elie
  • Demeneix Barbara
  • Franche Claudine
  • Guerche Philippe
  • Guillemain Joël
  • Hernandez Raquet Guillermina
  • Khalife Jamal
  • Klonjkowski Bernard
  • Lavielle Marc
  • Le Corre Valérie
  • Lefèvre François
  • Lemaire Olivier
  • Lereclus Didier D.
  • Maximilien Rémy
  • Meurs Eliane
  • Naffakh Nadia
  • Négre Didier
  • Noyer Jean-Louis
  • Ochatt Sergio
  • Pages Jean-Christophe
  • Raynaud Xavier
  • Regnault-Roger Catherine
  • Renard Michel M.
  • Renault Tristan
  • Saindrenan Patrick
  • Simonet Pascal
  • Troadec Marie-Bérengère
  • Vaissière Bernard
  • de Verneuil Hubert
  • Vilotte Jean-Luc
  , 2019, pp.34 p.. Le Haut Conseil des biotechnologies (HCB) a été saisi sur le fondement du règlement (CE) n° 1829/2003 d’une demande d’avis relative au dossier EFSA-GMO-NL-2019-159 dans le but de proposer des commentaires à destination de l’EFSA en contribution à l’évaluation européenne du dossier, et d’éclairer les autorités compétentes françaises dans une étape intermédiaire en amont du vote à la Commission européenne. Déposé par la société Pioneer Hi-Bred International, Inc., ce dossier est une demande d’autorisation de mise sur le marché du maïs génétiquement modifié DP202216 à des fins d’importation, de transformation et d’alimentation humaine et animale dans l’Union européenne.
• Curvature: a variational approach
  
  • Agrachev Andrei
  • Barilari Davide
  • Rizzi Luca
  Memoirs of the American Mathematical Society, American Mathematical Society, 2019, 256 (1225). The curvature discussed in this paper is a rather far going generalization of the Riemann sectional curvature. We define it for a wide class of optimal control problems: a unified framework including geometric structures such as Riemannian, sub-Riemannian, Finsler and sub-Finsler structures; a special attention is paid to the sub-Riemannian (or Carnot-Caratheodory) metric spaces. Our construction of the curvature is direct and naive, and it is similar to the original approach of Riemann. Surprisingly, it works in a very general setting and, in particular, for all sub-Riemannian spaces. (10.1090/memo/1225)
  DOI : 10.1090/memo/1225
• New preconditioners for Laplace and Helmholtz integral equations on open curves
  
  • Averseng Martin
  , 2019. This paper is the second part of a work on Laplace and Helmholtz integral equations in 2 space dimensions on open curves. A new Galerkin method in weighted L 2 spaces together with new preconditioners for the weighted layer potentials are studied. This second part provides the theoretical analysis needed to establish the results announced in the first part. The main novelty is the introduction of a pseudo-differential calculus on open curves that allows to build parametrices for the weighted layer potentials. Contrarily to more classical approaches where the Mellin transform is used, this new approach is well-suited to the specific singularities that appear in the problem.
• Galton–Watson and branching process representations of the normalized Perron–Frobenius eigenvector
  
  • Cerf Raphaël
  • Dalmau Joseba
  ESAIM: Probability and Statistics, EDP Sciences, 2019, 23, pp.797-802. Let A be a primitive matrix and let λ be its Perron–Frobenius eigenvalue. We give formulas expressing the associated normalized Perron–Frobenius eigenvector as a simple functional of a multitype Galton–Watson process whose mean matrix is A , as well as of a multitype branching process with mean matrix e ( A − I ) t . These formulas are generalizations of the classical formula for the invariant probability measure of a Markov chain. (10.1051/ps/2019007)
  DOI : 10.1051/ps/2019007
• A breakdown of injectivity for weighted ray transforms in multidimensions
  
  • Goncharov Fedor O
  • Novikov Roman G
  Arkiv för Matematik, Royal Swedish Academy of Sciences, Institut Mittag-Leffler, 2019, 57, pp.333–371. We consider weighted ray-transforms $P_W$ (weighted Radon transforms along straight lines) in $\mathbb{R}^d, \, d\geq 2,$ with strictly positive weights $W$. We construct an example of such a transform with non-trivial kernel in the space of infinitely smooth compactly supported functions on $\mathbb{R}^d$. In addition, the constructed weight $W$ is rotation-invariant continuous and is infinitely smooth almost everywhere on $\mathbb{R}^d \times \mathbb{S}^{d-1}$. In particular, by this construction we give counterexamples to some well-known injectivity results for weighted ray transforms for the case when the regularity of $W$ is slightly relaxed. We also give examples of continous strictly positive $W$ such that $\dim \ker P_W \geq n$ in the space of infinitely smooth compactly supported functions on $\mathbb{R}^d$ for arbitrary $n\in \mathbb{N}\cup \{\infty\}$, where $W$ are infinitely smooth for $d=2$ and infinitely smooth almost everywhere for $d\geq 3$. (10.4310/ARKIV.2019.v57.n2.a5)
  DOI : 10.4310/ARKIV.2019.v57.n2.a5