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Publications

Les thèses soutenues au CMAP sont disponibles en suivant ce lien:
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Sont listées ci-dessous, par année, les publications figurant dans l'archive ouverte HAL.

2020

  • State-constrained control-affine parabolic problems I: First and Second order necessary optimality conditions
    • Aronna M Soledad
    • Bonnans J. Frederic
    • Kröner Axel
    Set-Valued and Variational Analysis, Springer, 2020. In this paper we consider an optimal control problem governed by a semilinear heat equation with bilinear control-state terms and subject to control and state constraints. The state constraints are of integral type, the integral being with respect to the space variable. The control is multidimen-sional. The cost functional is of a tracking type and contains a linear term in the control variables. We derive second order necessary conditions relying on the concept of alternative costates and quasi-radial critical directions. The appendix provides an example illustrating the applicability of our results.
  • Orlicz Random Fourier Features
    • Chamakh Linda
    • Gobet Emmanuel
    • Szabó Zoltán
    Journal of Machine Learning Research, Microtome Publishing, 2020, 21 (145), pp.1−37. Kernel techniques are among the most widely-applied and influential tools in machine learning with applications at virtually all areas of the field. To combine this expressive power with computational efficiency numerous randomized schemes have been proposed in the literature, among which probably random Fourier features (RFF) are the simplest and most popular. While RFFs were originally designed for the approximation of kernel values, recently they have been adapted to kernel derivatives, and hence to the solution of large-scale tasks involving function derivatives. Unfortunately, the understanding of the RFF scheme for the approximation of higher-order kernel derivatives is quite limited due to the challenging polynomial growing nature of the underlying function class in the empirical process. To tackle this difficulty, we establish a finite-sample deviation bound for a general class of polynomial-growth functions under α-exponential Orlicz condition on the distribution of the sample. Instantiating this result for RFFs, our finite-sample uniform guarantee implies a.s. convergence with tight rate for arbitrary kernel with α-exponential Orlicz spectrum and any order of derivative.
  • Avis en réponse à la saisine du 2 juillet 2020 relative au projet de décret modifiant l’article D.531-2 du code de l'environnement
    • 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
    , 2020, pp.44 p.. Les analyses contenues dans le rapport de surveillance de Bayer Agriculture BVBA ne font apparaître aucun problème majeur associé à la culture de maïs MON 810 en 2018. Toutefois, le CS du HCB identifie encore certaines faiblesses et limites méthodologiques concernant la surveillance de la sensibilité des ravageurs ciblés à la toxine Cry1Ab, remettant en question les conclusions du rapport. Le HCB estime notamment que l’utilisation d’une dose diagnostic présente certaines limites pour la détection précoce de l’évolution de la résistance, tant dans son principe intrinsèque que dans sa mise en oeuvre par Bayer, et recommande une méthode alternative de type F2 screen permettant de déterminer la fréquence des allèles de résistance au sein d’une population de ravageurs cibles. Par ailleurs, le HCB formule des recommandations destinées à renforcer la mise en oeuvre des zones refuges pour prévenir ou retarder le développement de résistance à la toxine Cry1Ab chez les ravageurs ciblés. Concernant la surveillance générale, le CS du HCB relève un problème de pertinence méthodologique quant aux questions étudiées, avec des règles de décision arbitraires, des conclusions incorrectement justifiées et un possible biais associé au format d’enquête auprès du panel d’agriculteurs qui ont accepté de répondre au questionnaire. Enfin, le CS du HCB recommande que le rapport de surveillance considère la présence de téosinte dans des zones de culture du maïs MON 810 en Espagne et les risques potentiels associés à une éventuelle introgression de gènes de maïs MON 810 chez le téosinte.
  • Computing invariant sets of random differential equations using polynomial chaos
    • Breden Maxime
    • Kuehn Christian
    SIAM Journal on Applied Dynamical Systems, Society for Industrial and Applied Mathematics, 2020, 19 (1), pp.577–618. Differential equations with random parameters have gained significant prominence in recent years due to their importance in mathematical modelling and data assimilation. In many cases, random ordinary differential equations (RODEs) are studied by using Monte-Carlo methods or by direct numerical simulation techniques using polynomial chaos (PC), i.e., by a series expansion of the random parameters in combination with forward integration. Here we take a dynamical systems viewpoint and focus on the invariant sets of differential equations such as steady states, stable/unstable manifolds, periodic orbits, and heteroclinic orbits. We employ PC to compute representations of all these different types of invariant sets for RODEs. This allows us to obtain fast sampling, geometric visualization of distributional properties of invariants sets, and uncertainty quantification of dynamical output such as periods or locations of orbits. We apply our techniques to a predator-prey model, where we compute steady states and stable/unstable manifolds. We also include several benchmarks to illustrate the numerical efficiency of adaptively chosen PC depending upon the random input. Then we employ the methods for the Lorenz system, obtaining computational PC representations of periodic orbits, stable/unstable manifolds and heteroclinic orbits. (10.1137/18M1235818)
    DOI : 10.1137/18M1235818
  • Diagonal Acceleration for Covariance Matrix Adaptation Evolution Strategies
    • Akimoto Youhei
    • Hansen Nikolaus
    Evolutionary Computation, Massachusetts Institute of Technology Press (MIT Press), 2020, 28 (3), pp.405-435. We introduce an acceleration for covariance matrix adaptation evolution strategies (CMA-ES) by means of adaptive diagonal decoding (dd-CMA). This diagonal acceleration endows the default CMA-ES with the advantages of separable CMA-ES without inheriting its drawbacks. Technically, we introduce a diagonal matrix $D$ that expresses coordinate-wise variances of the sampling distribution in $DCD$ form. The diagonal matrix can learn a rescaling of the problem in the coordinates within linear number of function evaluations. Diagonal decoding can also exploit separability of the problem, but, crucially, does not compromise the performance on non-separable problems. The latter is accomplished by modulating the learning rate for the diagonal matrix based on the condition number of the underlying correlation matrix. dd-CMA-ES not only combines the advantages of default and separable CMA-ES, but may achieve overadditive speedup: it improves the performance, and even the scaling, of the better of default and separable CMA-ES on classes of non-separable test functions that reflect, arguably, a landscape feature commonly observed in practice. The paper makes two further secondary contributions: we introduce two different approaches to guarantee positive definiteness of the covariance matrix with active CMA, which is valuable in particular with large population size; we revise the default parameter setting in CMA-ES, proposing accelerated settings in particular for large dimension. All our contributions can be viewed as independent improvements of CMA-ES, yet they are also complementary and can be seamlessly combined. In numerical experiments with dd-CMA-ES up to dimension 5120, we observe remarkable improvements over the original covariance matrix adaptation on functions with coordinate-wise ill-conditioning. The improvement is observed also for large population sizes up to about dimension squared. (10.1162/evco_a_00260)
    DOI : 10.1162/evco_a_00260
  • Fluctuation theory in the Boltzmann--Grad limit
    • Bodineau Thierry
    • Gallagher Isabelle
    • Saint-Raymond Laure
    • Simonella Sergio
    Journal of Statistical Physics, Springer Verlag, 2020, 180, pp.873–895. We develop a rigorous theory of hard-sphere dynamics in the kinetic regime, away from thermal equilibrium. In the low density limit, the empirical density obeys a law of large numbers and the dynamics is governed by the Boltzmann equation. Deviations from this behaviour are described by dynamical correlations, which can be fully characterized for short times. This provides both a fluctuating Boltzmann equation and large deviation asymptotics.
  • Null space gradient flows for constrained optimization with applications to shape optimization
    • Feppon Florian
    • Allaire Grégoire
    • Dapogny Charles
    ESAIM: Control, Optimisation and Calculus of Variations, EDP Sciences, 2020, 26, pp.90. The purpose of this article is to introduce a gradient-flow algorithm for solving equality and inequality constrained optimization problems, which is particularly suited for shape optimization applications. We rely on a variant of the Ordinary Differential Equation (ODE) approach proposed by Yamashita (Math. Program. 18 (1980) 155–168) for equality constrained problems: the search direction is a combination of a null space step and a range space step, aiming to decrease the value of the minimized objective function and the violation of the constraints, respectively. Our first contribution is to propose an extension of this ODE approach to optimization problems featuring both equality and inequality constraints. In the literature, a common practice consists in reducing inequality constraints to equality constraints by the introduction of additional slack variables. Here, we rather solve their local combinatorial character by computing the projection of the gradient of the objective function onto the cone of feasible directions. This is achieved by solving a dual quadratic programming subproblem whose size equals the number of active or violated constraints. The solution to this problem allows to identify the inequality constraints to which the optimization trajectory should remain tangent. Our second contribution is a formulation of our gradient flow in the context of – infinite-dimensional – Hilbert spaces, and of even more general optimization sets such as sets of shapes, as it occurs in shape optimization within the framework of Hadamard’s boundary variation method. The cornerstone of this formulation is the classical operation of extension and regularization of shape derivatives. The numerical efficiency and ease of implementation of our algorithm are demonstrated on realistic shape optimization problems. (10.1051/cocv/2020015)
    DOI : 10.1051/cocv/2020015
  • Universal limits of substitution-closed permutation classes
    • Bassino Frédérique
    • Bouvel Mathilde
    • Féray Valentin
    • Gerin Lucas
    • Maazoun Mickaël
    • Pierrot Adeline
    Journal of the European Mathematical Society, European Mathematical Society, 2020, 22 (11), pp.3565-3639. We consider uniform random permutations in proper substitution-closed classes and study their limiting behavior in the sense of permutons. The limit depends on the generating series of the simple permutations in the class. Under a mild sufficient condition, the limit is an elementary one-parameter deformation of the limit of uniform separable permutations, previously identified as the Brownian separable permuton. This limiting object is therefore in some sense universal. We identify two other regimes with different limiting objects. The first one is degenerate; the second one is nontrivial and related to stable trees. These results are obtained thanks to a characterization of the convergence of random permutons through the convergence of their expected pattern densities. The limit of expected pattern densities is then computed by using the substitution tree encoding of permutations and performing singularity analysis on the tree series. (10.4171/JEMS/993)
    DOI : 10.4171/JEMS/993
  • Tropical planar networks
    • Gaubert Stéphane
    • Niv Adi
    Linear Algebra and its Applications, Elsevier, 2020, 595, pp.123-144. We show that every tropical totally positive matrix can be uniquely represented as the transfer matrix of a canonical totally connected weighted planar network. We deduce a uniqueness theorem for the factorization of a tropical totally positive in terms of elementary Jacobi matrices. (10.1016/j.laa.2020.02.019)
    DOI : 10.1016/j.laa.2020.02.019
  • Commentaires sur le rapport de surveillance de culture du MON 810 en 2018. Paris, le 25 février 2020
    • 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
    • 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
    , 2020, pp.35 p.. Les analyses contenues dans le rapport de surveillance de Bayer Agriculture BVBA ne font apparaître aucun problème majeur associé à la culture de maïs MON 810 en 2018. Toutefois, le CS du HCB identifie encore certaines faiblesses et limites méthodologiques concernant la surveillance de la sensibilité des ravageurs ciblés à la toxine Cry1Ab, remettant en question les conclusions du rapport. Le HCB estime notamment que l’utilisation d’une dose diagnostic présente certaines limites pour la détection précoce de l’évolution de la résistance, tant dans son principe intrinsèque que dans sa mise en oeuvre par Bayer, et recommande une méthode alternative de type F2 screen permettant de déterminer la fréquence des allèles de résistance au sein d’une population de ravageurs cibles. Par ailleurs, le HCB formule des recommandations destinées à renforcer la mise en oeuvre des zones refuges pour prévenir ou retarder le développement de résistance à la toxine Cry1Ab chez les ravageurs ciblés. Concernant la surveillance générale, le CS du HCB relève un problème de pertinence méthodologique quant aux questions étudiées, avec des règles de décision arbitraires, des conclusions incorrectement justifiées et un possible biais associé au format d’enquête auprès du panel d’agriculteurs qui ont accepté de répondre au questionnaire. Enfin, le CS du HCB recommande que le rapport de surveillance considère la présence de téosinte dans des zones de culture du maïs MON 810 en Espagne et les risques potentiels associés à une éventuelle introgression de gènes de maïs MON 810 chez le téosinte.
  • Optimal Hedging Under Fast-Varying Stochastic Volatility
    • Garnier Josselin
    • Sølna Knut
    SIAM Journal on Financial Mathematics, Society for Industrial and Applied Mathematics, 2020, 11 (1), pp.274-325. In a market with a rough or Markovian mean-reverting stochastic volatility thereis no perfect hedge. Here it is shown how various delta-type hedging strategies perform and canbe evaluated in such markets in the case of European options.A precise characterization of thehedging cost, the replication cost caused by the volatilityfluctuations, is presented in an asymptoticregime of rapid mean reversion for the volatility fluctuations. The optimal dynamic asset basedhedging strategy in the considered regime is identified as the so-called “practitioners” delta hedgingscheme. It is moreover shown that the performances of the delta-type hedging schemes are essentiallyindependent of the regularity of the volatility paths in theconsidered regime and that the hedgingcosts are related to a Vega risk martingale whose magnitude is proportional to a new market riskparameter. It is also shown via numerical simulations that the proposed hedging schemes whichderive from option price approximations in the regime of rapid mean reversion, are robust: the“practitioners” delta hedging scheme that is identified as being optimal by our asymptotic analysiswhen the mean reversion time is small seems to be optimal witharbitrary mean reversion times. (10.1137/18M1221655)
    DOI : 10.1137/18M1221655
  • A quantitative McDiarmid’s inequality for geometrically ergodic Markov chains
    • Havet Antoine
    • Lerasle Matthieu
    • Moulines Éric
    • Vernet Elodie
    Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2020, 25. (10.1214/20-ECP286)
    DOI : 10.1214/20-ECP286
  • Regression Monte Carlo methods for HJB-type equations: which approximation space?
    • Barrera David
    • Gobet Emmanuel
    • Lopez-Salas Jose
    • Turkedjiev Plamen
    • Vasquez Carlos
    • Zubelli Jorge
    , 2020.
  • Kinetic derivation of diffuse-interface fluid models
    • Giovangigli Vincent
    Physical Review E, American Physical Society (APS), 2020, 102. We present a full derivation of capillary fluid equations from the kinetic theory of dense gases. These equations involve van der Waals' gradient energy, Korteweg's tensor, and Dunn and Serrin's heat flux as well as viscous and heat dissipative fluxes. Starting from macroscopic equations obtained from the kinetic theory of dense gases, we use a second-order expansion of the pair distribution function in order to derive the diffuse interface model. The capillary extra terms and the capillarity coefficient are then associated with intermolecular forces and the pair interaction potential. (10.1103/physreve.102.012110)
    DOI : 10.1103/physreve.102.012110
  • The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities
    • Backhoff Julio
    • Conforti Giovanni
    • Gentil Ivan
    • Léonard Christian
    Probability Theory and Related Fields, Springer Verlag, 2020, 178, pp.475-530. (10.1007/s00440-020-00977-8)
    DOI : 10.1007/s00440-020-00977-8
  • A metric interpretation of the geodesic curvature in the Heisenberg group
    • Kohli Mathieu
    Journal of Dynamical and Control Systems, Springer Verlag, 2020, 26 (1), pp.159–174. In this paper we study the notion of geodesic curvature of smooth horizontal curves parametrized by arc lenght in the Heisenberg group, that is the simplest sub-Riemannian structure. Our goal is to give a metric interpretation of this notion of geodesic curvature as the first corrective term in the Taylor expansion of the distance between two close points of the curve. (10.1007/s10883-019-09444-7)
    DOI : 10.1007/s10883-019-09444-7
  • Approximate and exact controllability of linear difference equations
    • Chitour Yacine
    • Mazanti Guilherme
    • Sigalotti Mario
    Journal de l'École polytechnique — Mathématiques, École polytechnique, 2020, 7, pp.93--142. In this paper, we study approximate and exact controllability of the linear difference equation $x(t) = \sum_{j=1}^N A_j x(t - \Lambda_j) + B u(t)$ in $L^2$, with $x(t) \in \mathbb C^d$ and $u(t) \in \mathbb C^m$, using as a basic tool a representation formula for its solution in terms of the initial condition, the control $u$, and some suitable matrix coefficients. When $\Lambda_1, \dotsc, \Lambda_N$ are commensurable, approximate and exact controllability are equivalent and can be characterized by a Kalman criterion. This paper focuses on providing characterizations of approximate and exact controllability without the commensurability assumption. In the case of two-dimensional systems with two delays, we obtain an explicit characterization of approximate and exact controllability in terms of the parameters of the problem. In the general setting, we prove that approximate controllability from zero to constant states is equivalent to approximate controllability in $L^2$. The corresponding result for exact controllability is true at least for two-dimensional systems with two delays. (10.5802/jep.112)
    DOI : 10.5802/jep.112
  • Model Reduction for Large-Scale Earthquake Simulation in an Uncertain 3D Medium
    • Sochala Pierre
    • de Martin Florent
    • Le Maitre Olivier
    International Journal for Uncertainty Quantification, Begell House Publishers, 2020, 10 (2), pp.101-127. In this paper, we are interested in the seismic wave propagation into an uncertain medium. To this end, we performed an ensemble of 400 large-scale simulations that requires 4 million core-hours of CPU time. In addition to the large computational load of these simulations, solving the uncertainty propagation problem requires dedicated procedures to handle the complexities inherent to large data set size and the low number of samples. We focus on the peak ground motion at the free surface of the 3D domain, and our analysis utilizes a surrogate model combining two key ingredients for complexity mitigation: i) a dimension reduction technique using empirical orthogonal basis functions and ii) a functional approximation of the uncertain reduced coordinates by polynomial chaos expansions. We carefully validate the resulting surrogate model by estimating its predictive error using bootstrap, truncation, and cross-validation procedures. The surrogate model allows us to compute various statistical information of the uncertain prediction, including marginal and joint probability distributions, interval probability maps, and 2D fields of global sensitivity indices. (10.1615/Int.J.UncertaintyQuantification.2020031165)
    DOI : 10.1615/Int.J.UncertaintyQuantification.2020031165
  • Medical innovations to maintain the function in patients with chronic PJI for whom explantation is not desirable: a pathophysiology-, multidisciplinary-, and experience-based approach
    • Ferry Tristan
    • Batailler Cécile
    • Brosset Sophie
    • Kolenda Camille
    • Goutelle Sylvain
    • Sappey-Marinier Elliot
    • Josse Jérôme
    • Laurent Frédéric
    • Lustig Sébastien
    SICOT-J, EDP Open, 2020, 6, pp.26. Introduction: PJI is the most dramatic complication after joint arthroplasty. In patients with chronic infection, prosthesis exchange is in theory the rule. However, this surgical approach is sometimes not desirable especially in elderly patients with multiple comorbidities, as it could be associated with a dramatic loss of function, reduction of the bone stock, fracture, or peroperative death. We propose here to report different approaches that can help to maintain the function in such patients based on a pathophysiology-, multidisciplinary-, and an experience-based approach. Methods: We describe the different points that are needed to treat such patients: (i) the multidisciplinary care management; (ii) understanding the mechanism of bacterial persistence; (iii) optimization of the conservative surgical approach; (iv) use of suppressive antimicrobial therapy (SAT); (v) implementation of innovative agents that could be used locally to target the biofilm. Results: In France, a nation-wide network called CRIOAc has been created and funded by the French Health ministry to manage complex bone and joint infection. Based on the understanding of the complex pathophysiology of PJI, it seems to be feasible to propose conservative surgical treatment such as “debridement antibiotics and implant retention” (with or without soft-tissue coverage) followed by SAT to control the disease progression. Finally, there is a rational for the use of particular agents that have the ability to target the bacteria embedded in biofilm such as bacteriophages and phage lysins. Discussion: This multistep approach is probably a key determinant to propose innovative management in patients with complex PJI, to improve the outcome. Conclusion: Conservative treatment has a high potential in patients with chronic PJI for whom explantation is not desirable. The next step will be to evaluate such practices in nation-wide clinical trials. (10.1051/sicotj/2020021)
    DOI : 10.1051/sicotj/2020021
  • A MOMENT CLOSURE BASED ON A PROJECTION ON THE BOUNDARY OF THE REALIZABILITY DOMAIN: 1D CASE
    • Pichard Teddy
    Kinetic and Related Models, AIMS, 2020, 13 (6), pp.1243-1280. This work aims to develop and test a projection technique for the construction of closing equations of moment systems. One possibility to define such a closure consists in reconstructing an underlying kinetic distribution from a vector of moments, then expressing the closure based on this reconstructed function. Exploiting the geometry of the realizability domain, i.e. the set of moments of positive distribution function, we decompose any realizable vectors into two parts, one corresponding to the moments of a chosen equilibrium function, and one obtain by a projection onto the boundary of the realizability domain in the direction of equilibrium function. A realizable closure of both of these parts are computed with standard techniques providing a realizable closure for the full system. This technique is tested for the reduction of a radiative transfer equation in slab geometry. (10.3934/xx.xx.xx.xx)
    DOI : 10.3934/xx.xx.xx.xx
  • How a moving passive observer can perceive its environment ? The Unruh effect revisited
    • Fink Mathias
    • Garnier Josselin
    Wave Motion, Elsevier, 2020, 93, pp.102462. (10.1016/j.wavemoti.2019.102462)
    DOI : 10.1016/j.wavemoti.2019.102462
  • A second order analysis of McKean-Vlasov semigroups
    • Arnaudon Marc
    • del Moral Pierre
    The Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2020. We propose a second order differential calculus to analyze the regularity and the stability properties of the distribution semigroup associated with McKean-Vlasov diffusions. This methodology provides second order Taylor type expansions with remainder for both the evolution semigroup as well as the stochastic flow associated with this class of nonlinear diffusions. Bismut-Elworthy-Li formulae for the gradient and the Hessian of the integro-differential operators associated with these expansions are also presented. The article also provides explicit Dyson-Phillips expansions and a refined analysis of the norm of these integro-differential operators. Under some natural and easily verifiable regularity conditions we derive a series of exponential decays inequalities with respect to the time horizon. We illustrate the impact of these results with a second order extension of the Alekseev-Gröbner lemma to nonlinear measure valued semigroups and interacting diffusion flows. This second order perturbation analysis provides direct proofs of several uniform propagation of chaos properties w.r.t. the time parameter, including bias, fluctuation error estimate as well as exponential concentration inequalities. (10.1214/20-AAP1568)
    DOI : 10.1214/20-AAP1568
  • Surface waves in a channel with thin tunnels and wells at the bottom: non-reflecting underwater tomography
    • Chesnel Lucas
    • Nazarov Sergei
    • Taskinen Jari
    Asymptotic Analysis, IOS Press, 2020. We consider the propagation of surface water waves in a straight planar channel perturbed at the bottom by several thin curved tunnels and wells. We propose a method to construct non reflecting underwater topographies of this type at an arbitrary prescribed wave number. To proceed, we compute asymptotic expansions of the diffraction solutions with respect to the small parameter of the geometry taking into account the existence of boundary layer phenomena. We establish error estimates to validate the expansions using advances techniques of weighted spaces with detached asymptotics. In the process, we show the absence of trapped surface waves for perturbations small enough. This analysis furnishes asymptotic formulas for the scattering matrix and we use them to determine underwater topographies which are non-reflecting. Theoretical and numerical examples are given.
  • Support optimization in additive manufacturing for geometric and thermo-mechanical constraints
    • Allaire Grégoire
    • Bihr Martin
    • Bogosel Beniamin
    Structural and Multidisciplinary Optimization, Springer Verlag, 2020, 61, pp.2377-2399. Supports are often required to safely complete the building of complicated structures by additive manufacturing technologies. In particular, supports are used as scaffoldings to reinforce overhanging regions of the structure and/or are necessary to mitigate the thermal deformations and residual stresses created by the intense heat flux produced by the source term (typically a laser beam). However, including supports increase the fabrication cost and their removal is not an easy matter. Therefore, it is crucial to minimize their volume while maintaining their efficiency. Based on earlier works, we propose here some new optimization criteria. First, simple geometric criteria are considered like the projected area and the volume of supports required for overhangs: they are minimized by varying the structure orientation with respect to the baseplate. In addition, an accessibility criterion is suggested for the removal of supports, which can be used to forbid some parts of the structure to be supported. Second, shape and topology optimization of supports for compliance minimization is performed. The novelty comes from the applied surface loads which are coming either from pseudo gravity loads on overhanging parts or from equivalent thermal loads arising from the layer by layer building process. Here, only the supports are optimized, with a given non-optimizable structure, but of course many generalizations are possible, including optimizing both the structure and its supports. Our optimization algorithm relies on the level set method and shape derivatives computed by the Hadamard method. Numerical examples are given in 2-d and 3-d.
  • Uncertainty Quantification for Stochastic Approximation Limits Using Chaos Expansion
    • Crépey Stéphane
    • Fort Gersende
    • Gobet Emmanuel
    • Stazhynski Uladzislau
    SIAM/ASA Journal on Uncertainty Quantification, ASA, American Statistical Association, 2020, 8 (3), pp.1061–1089. The uncertainty quantification for the limit of a Stochastic Approximation (SA) algorithm is analyzed. In our setup, this limit $f^*$ is defined as a zero of an intractable function and is modeled as uncertain through a parameter $\theta$. We aim at deriving the function $f^*$, as well as the probabilistic distribution of $f^*(\theta)$ given a probability distribution $\pi$ for $\theta$. We introduce the so-called Uncertainty Quantification for SA (UQSA) algorithm, an SA algorithm in increasing dimension for computing the basis coefficients of a chaos expansion of $\theta \mapsto f^*(\theta)$ on an orthogonal basis of a suitable Hilbert space. UQSA, run with a finite number of iterations $K$, returns a finite set of coefficients, providing an approximation $\widehat{f^*_K}(\cdot)$ of $f^*$. We establish the almost-sure and $L^p$-convergences in the Hilbert space of the sequence of functions $\widehat{f^*_K}(\cdot)$ when the number of iterations $K$ tends to infinity. This is done under mild, tractable conditions, uncovered by the existing literature for convergence analysis of infinite dimensional SA algorithms. For a suitable choice of the Hilbert basis, the algorithm also provides an approximation of the expectation, of the variance-covariance matrix and of higher order moments of the quantity $\widehat{f^*_K}(\theta)$ when $\theta$ is random with distribution $\pi$. UQSA is illustrated and the role of its design parameters is discussed numerically. (10.1137/18M1178517)
    DOI : 10.1137/18M1178517