Publications

2012

• An elementary introduction to the construction and the analysis of Perfectly Matched Layers for time domain wave propagation
  
  • Joly Patrick
  SeMA Journal: Boletin de la Sociedad Española de Matemática Aplicada, Springer, 2012, 57, pp.5-48.
• Solving multi-stage stochastic mixed integer linear programs by the dual dynamic programming approach
  
  • Cen Zhihao
  , 2012. We consider a model of medium-term commodity contracts management. Randomness takes place only in the prices on which the commodities are exchanged, whilst state variable is multi-dimensional, and decision variable is integer. In our previous article, we proposed an algorithm based on the quantization of random process and a dual dynamic programming type approach to solve the continuous relaxation problem. In this paper, we study the multi-stage stochastic mixed integer linear program (SMILP) and show the difficulty when using dual programming type algorithm. We propose an approach based on the cutting plane method combined with the algorithm in our previous article, which gives an upper and a lower bound of the optimal value and a sub-optimal integer solution. Finally, a numerical test on a real problem in energy market is provided.
• Error estimates for 1D asymptotic models in coaxial cables with non-homogeneous cross-section
  
  • Imperiale Sébastien
  • Joly Patrick
  Advances in Applied Mechanics, New York ; London ; Paris [etc] : Academic Press, 2012, xx. This paper is the first contribution towards the rigorous justification of asymptotic 1D models for the time-domain simulation of the propagation of electromagnetic waves in coaxial cables. Our general objective is to derive error estimates between the "exact" solution of the full 3D model and the "approximate" solution of the 1D model known as the Telegraphist's equation. (10.4208/aamm.12-12S06)
  DOI : 10.4208/aamm.12-12S06
• Perfectly Matched Layer with Mixed Spectral Elements for the Propagation of Linearized Water Waves
  
  • Cohen Gary
  • Imperiale Sébastien
  Communications in Computational Physics, Global Science Press, 2012, 11 (2), pp.285-302. After setting a mixed formulation for the propagation of linearized water waves problem, we define its spectral element approximation. Then, in order to take into account unbounded domains, we construct absorbing perfectly matched layer for the problem. We approximate these perfectly matched layer by mixed spectral elements and show their stability using the 'frozen coefficient' technique. Finally, numerical results will prove the efficiency of the perfectly matched layer compared to classical absorbing boundary conditions. (10.4208/cicp.201109.261110s)
  DOI : 10.4208/cicp.201109.261110s
• Approximate Models for Wave Propagation Across Thin Periodic Interfaces
  
  • Delourme Bérangère
  • Haddar Houssem
  • Joly Patrick
  Journal de Mathématiques Pures et Appliquées, Elsevier, 2012, 98 (1), pp.28-71. This work deals with the scattering of acoustic waves by a thin ring that contains regularly spaced inhomogeneities. We first explicit and study the asymptotic of the solution with respect to the period and thickness of the inhomogeneities using so-called matched asymptotic expansions. We then build simplified models replacing the thin ring with Approximate Transmission Conditions that are accurate up to third order with respect to the layer width. We pay particular attention to the study of these approximate models and the quantification of their accuracy. (10.1016/j.matpur.2012.01.003)
  DOI : 10.1016/j.matpur.2012.01.003
• About Fokker-Planck equation with measurable coefficients and applications to the fast diffusion equation
  
  • Belaribi Nadia
  • Russo Francesco
  Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2012, 17 (84), pp.1-28. The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with non-homogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic representation of the so called Barenblatt solution of the fast diffusion equation which is the partial differential equation $\partial_t u = \partial^2_{xx} u^m$ with $m\in(0,1)$. Together with the mentioned Fokker-Planck equation, we make use of small time density estimates uniformly with respect to the initial condition
• d-Transversals of Stable Sets and Vertex Covers in Weighted Bipartite Graphs
  
  • Bentz Cédric
  • Costa Marie-Christine
  • Picouleau Christophe
  • Ries Bernard
  • de Werra Dominique
  Journal of Discrete Algorithms, Elsevier, 2012, 17, pp.95-102. (10.1016/j.jda.2012.06.002)
  DOI : 10.1016/j.jda.2012.06.002
• A preconditioned 3-D multi-region fast multipole solver for seismic wave propagation in complex geometries
  
  • Chaillat Stéphanie
  • Semblat Jean-François
  • Bonnet Marc
  Communications in Computational Physics, Global Science Press, 2012, 11, pp.594-609. The analysis of seismic wave propagation and amplification in complex geological structures requires efficient numerical methods. In this article, following up on recent studies devoted to the formulation, implementation and evaluation of 3-D single- and multi-region elastodynamic fast multipole boundary element methods (FM-BEMs), a simple preconditioning strategy is proposed. Its efficiency is demonstrated on both the single- and multi-region versions using benchmark examples (scattering of plane waves by canyons and basins). Finally, the preconditioned FM-BEM is applied to the scattering of plane seismic waves in an actual configuration (alpine basin of Grenoble, France), for which the high velocity contrast is seen to significantly affect the overall efficiency of the multi-region FM-BEM. (10.4208/cicp.231209.030111s)
  DOI : 10.4208/cicp.231209.030111s
• Source point discovery through high frequency asymptotic time reversal
  
  • Benamou Jean-David
  • Collino Francis
  • Marmorat Simon
  Journal of Computational Physics, Elsevier, 2012, 231, pp.4643-4661. (10.1016/j.jcp.2012.03.012)
  DOI : 10.1016/j.jcp.2012.03.012
• Complete Radiation Boundary Conditions for Convective Waves
  
  • Hagstrom Thomas
  • Bécache Eliane
  • Givoli Dan
  • Stein Kurt
  Communications in Computational Physics, Global Science Press, 2012, 11 (2), pp.610-628. Local approximate radiation boundary conditions of optimal efficiency for the convective wave equation and the linearized Euler equations in waveguide geometry are formulated, analyzed, and tested. The results extend and improve for the convective case the general formulation of high-order local radiation boundary condition sequences for anisotropic scalar equations developed in [4]. (10.4208/cicp.231209.060111s)
  DOI : 10.4208/cicp.231209.060111s
• Solving the Homogeneous Isotropic Linear Elastodynamics Equations Using Potentials and Finite Elements. The Case of the Rigid Boundary Condition
  
  • Burel Aliénor
  • Imperiale Sébastien
  • Joly Patrick
  Numerical Analysis and Applications, Springer, 2012, 5 (2), pp.136-143. In this article, elastic wave propagation in a homogeneous isotropic elastic medium with rigid boundary is considered. A method based on the decoupling of pressure and shear waves via the use of scalar potentials is proposed. This method is adapted to a finite elements discretization, which is discussed. A stable, energy preserving numerical scheme is presented, as well as 2D numerical results. (10.1134/S1995423912020061)
  DOI : 10.1134/S1995423912020061
• Helmholtz equation in periodic media with a line defect
  
  • Coatléven Julien
  Journal of Computational Physics, Elsevier, 2012, 231 (4), pp.1675-1704. We consider the Helmholtz equation in an unbounded periodic media perturbed by an unbounded defect whose structure is compatible with the periodicity of the underlying media. We exhibit a method coupling Dirichlet-to-Neumann maps with the Lippmann-Schwinger equation approach to solve this problem, where the Floquet-Bloch transform in the direction of the defect plays a central role. We establish full convergence estimates that makes the link between the rate of decay of a function and the good behavior of a quadrature rule to approximate the inverse Floquet-Bloch transform. Finally we exhibit a few numerical results to illustrate the efficiency of the method. © 2011 Elsevier Inc. (10.1016/j.jcp.2011.10.022)
  DOI : 10.1016/j.jcp.2011.10.022
• Optimizing the deployment of a multilevel optical FTTH network
  
  • Chardy Matthieu
  • Costa Marie-Christine
  • Faye Alain
  • Trampont Mathieu
  European Journal of Operational Research, Elsevier, 2012, 222 (3), pp.430--440. Due to the emergence of bandwidth-requiring services, telecommunication operators are being compelled to renew their fix access network, most of them favoring the Fiber To The Home (FTTH) technology. This paper focuses on the optimization of FTTH deployment, which is of prime importance due to the economic stakes. The key design issue here is locating splitters and routing fi bers in an existing network infrastructure to which is associated a graph with given capacities on the edges. No assumption is made on the structure of the graph. First we propose a mixed integer formulation for this decision problem. Then, valid inequalities and problem size reduction schemes are presented. Finally efficiency of solving approaches is assessed through extensive numerical tests performed on Orange real-life data (10.1016/j.ejor.2012.05.024)
  DOI : 10.1016/j.ejor.2012.05.024
• Evaluation of 3-D Singular and Nearly Singular Integrals in Galerkin BEM for Thin Layers
  
  • Lenoir Marc
  • Salles Nicolas
  SIAM Journal on Scientific Computing, Society for Industrial and Applied Mathematics, 2012, 36, pp.3057-3078. An explicit method for the evaluation of singular and near-singular integrals arising in three-dimensional Galerkin BEM is presented. It is based on a recursive reduction of the dimension of the integration domain leading to a linear combination of one-dimensional regular integrals, which can be exactly evaluated. This method has appealing properties in terms of reliability, precision, and flexibility. The results we present here are devoted to the case of thin layers for the Helmholtz equation, a situation where the panels are close and parallel, known to be difficult in terms of accuracy. Nevertheless, the method applies as well to two-dimensional BEM, secant planes, or even volume integral equations. A MATLAB implementation of the formulas presented here is available online. (10.1137/120866567)
  DOI : 10.1137/120866567
• An adaptive algorithm for cohesive zone model and arbitrary crack propagation
  
  • Chiaruttini Vincent
  • Geoffroy Dominique
  • Riolo Vincent
  • Bonnet Marc
  Revue Européenne de Mécanique Numérique/European Journal of Computational Mechanics, Hermès / Paris : Lavoisier, 2012, 21, pp.208-218. This paper presents an approach to the numerical simulation of crack propagation with cohesive models for the case of structures subjected to mixed mode loadings. The evolution of the crack path is followed by using an adaptive method: with the help of a macroscopic branching criterion based on the calculation of an energetic integral, the evolving crack path is remeshed as the crack evolves in the simulation. Special attention is paid to the unknown fields transfer approach that is crucial for the success of the computational treatment. This approach has been implemented in the finite element code Z-Set (jointly developed by Onera and Ecole des Mines) and is tested on two examples, one featuring a straight crack path and the other involving a complex crack propagation under critical monotonous loading monotonous. (10.1080/17797179.2012.744544)
  DOI : 10.1080/17797179.2012.744544
• A Patchy Dynamic Programming Scheme for a Class of Hamilton-Jacobi-Bellman Equations
  
  • Cacace Simone
  • Cristiani Emiliano
  • Falcone Maurizio
  • Picarelli Athena
  SIAM Journal on Scientific Computing, Society for Industrial and Applied Mathematics, 2012, 34 (5), pp.A2625-A2649. In this paper we present a new parallel algorithm for the solution of Hamilton-Jacobi- Bellman equations related to optimal control problems. The main idea is to divide the domain of computation into subdomains following the dynamics of the control problem. This results in a rather complex geometrical subdivision, but has the advantage that every subdomain is invariant with respect to the optimal controlled vector field, so that we can compute the value function in each subdomain assigning the task to a processor and avoiding the classical transmission condition on the boundaries of the subdomains. For this specific feature the subdomains are patches in the sense introduced by Ancona and Bressan in [1]. Several examples in dimension two and three illustrate the properties of the new method. (10.1137/110841576)
  DOI : 10.1137/110841576
• The Variational Theory of Complex Rays for three-dimensional Helmholtz problems
  
  • Kovalevsky Louis
  • Ladevèze Pierre
  • Riou Hervé
  • Bonnet Marc
  Journal of Computational Acoustics, World Scientific Publishing, 2012, 20, pp.125021 (25 pages). This article proposes an extension of the Variational Theory of Complex Rays (VTCR) to three-dimensional linear acoustics, The VTCR is a Trefftz-type approach designed for mid-frequency range problems and has been previously investigated for structural dynamics and 2D acoustics. The proposed 3D formulation is based on a discretization of the amplitude portrait using spherical harmonics expansions. This choice of discretization allows to substantially reduce the numerical integration work by taking advantage of well-known analytical properties of the spherical harmonics. It also permits (like with the previous 2D Fourier version) an effective \emph{a priori} selection method for the discretization parameter in each sub-region, and allows to estimate the directivity of the pressure field by means of a natural definition of rescaled amplitude portraits. The accuracy and performance of the proposed formulation are demonstrated on a set of numerical examples that include results on an actual case study from the automotive industry. (10.1142/S0218396X1250021X)
  DOI : 10.1142/S0218396X1250021X
• Error estimates for the logarithmic barrier method in stochastic linear quadratic optimal control problems
  
  • Bonnans Joseph Frédéric
  • Silva Francisco J.
  Systems and Control Letters, Elsevier, 2012, 61 (1), pp.143-147. We consider a linear quadratic stochastic optimal control problem whith non-negativity control constraints. The latter are penalized with the classical logarithmic barrier. Using a duality argument and the stochastic minimum principle, we provide an error estimate for the solution of the penalized problem which is the natural extension of the well known estimate in the deterministic framework.
• Passive Optical Network design under Operations Administration and Maintenance considerations
  
  • Hervet Cedric
  • Chardy Matthieu
  Journal of Applied Operational Research, 2012, 4 (3), pp.152-172. Due to the emergence of bandwidth-requiring services, telecommunication operators are being compelled to renew their fixed access network, most of them favouring the Fiber To The Home (FTTH) technology. This paper focuses on the decision problem of the optimization FTTH networks under Operations, Administration and Maintenance (OA&M) considerations. Mixed integer formulations, based on integer generalized flow models, are proposed for the modelling of these decision problems for which we design a specific branch and bound-based solution algorithm. Extensive numerical tests performed on real-life instances prove the efficiency of branch and bound solving approaches for such models. An empirical assessment of the impact of OA&M considerations is also made, leading to the design of operational recommendations.
• Uniform controllability of scalar conservation laws in the vanishing viscosity limit
  
  • Léautaud Matthieu
  SIAM Journal on Control and Optimization, Society for Industrial and Applied Mathematics, 2012, 50 (3), pp.1661-1699. We deal with viscous perturbations of scalar conservation laws on a bounded interval with a general flux function f and a small dissipation coefficient Ɛ. Acting on this system on both endpoints of the interval, we prove global exact controllability to constant states with nonzero speed. More precisely, we construct boundary controls so that the solution is driven to the targeted constant state, and we moreover require these controls to be uniformly bounded as Ɛ → 0+ in an appropriate space. For general (nonconvex) flux functions this can be done for sufficiently large time, and for convex fluxes f, we have a precise estimate on the minimal time needed to control. © 2012 Society for Industrial and Applied Mathematics. (10.1137/100803043)
  DOI : 10.1137/100803043
• Approximation Schemes for Monotone Systems of Nonlinear Second Order Partial Differential Equations: Convergence Result and Error Estimate
  
  • Briani Ariela
  • Camilli Fabio
  • Zidani Hasnaa
  Differential Equations and Applications, Element, 2012, 4, pp.297-317. We consider approximation schemes for monotone systems of fully nonlinear second order partial di erential equations. We rst prove a general convergence result for monotone, consistent and regular schemes. This result is a generalization to the well known framework of Barles-Souganidis, in the case of scalar nonlinear equation. Our second main result provides the convergence rate of approximation schemes for weakly coupled systems of Hamilton-Jacobi-Bellman equations. Examples including nite di erence schemes and Semi-Lagrangian schemes are discussed. (10.7153/dea-04-18)
  DOI : 10.7153/dea-04-18
• Characterization of a local quadratic growth of the Hamiltonian for control constrained optimal control problems
  
  • Bonnans J. Frédéric
  • Osmolovskii Nikolai P.
  Dynamics of Continuous, Discrete and Impulsive Systems, University of Waterloo, Ontario, Canada, 2012, 19 (1-2), pp.1-16. We consider an optimal control problem with inequality control constraints given by smooth functions satisfying the hypothesis of linear independence of gradients of active constraints. For this problem, we formulate a generalization of strengthened Legendre condition and prove that this generalization is equivalent to the condition of a local quadratic growth of the Hamiltonian subject to control constraints.
• La RO au cœur du déploiement du Fiber To The Home à France-Télécom Orange: La RO récompensée par le prix Orange de l'Innovation 2012 (catégorie Réseau)
  
  • Chardy Matthieu
  • Costa Marie-Christine
  • Faye Alain
  • Francfort Stanislas
  • Hervet Cedric
  • Trampont Mathieu
  Bulletin de la ROADEF, Société Française de Recherche Opérationnelle et d'Aide à la Décision, 2012, 29, pp.8-11. L'objectif actuel des opérateurs télécoms est de proposer et fournir des services à valeur ajoutée, toujours plus consommateurs en ressources réseaux. Longtemps situé dans le réseau dit " cœur ", le goulot d'étrangle- ment en termes de capacité s'est aujourd'hui dé- placé vers le réseau dit d'" accès ". En ce qui concerne le ré- seau d'accès fixe, cette nécessaire montée en dé- bit s'est effectuée sans changer l'infrastructure phy- sique cuivre, profitant d'une " simple " modula- tion de la fréquence des signaux transportés (bas- débit versus haut-débit). Mais aujourd'hui, le ré- seau cuivre montre ses limites à accompagner la bande passante toujours plus importante attendue par les utilisateurs. Et cette limite ne ferait que s'accentuer dans le futur. Face à ce constat, les opérateurs télécoms sont contraints d'engager un renouvellement de leur ré- seau d'accès fixe. La technologie fibre retenue par France-Télécom Orange est la Fiber To The Home (FTTH), et plus précisément l'architecture Passive Optical Network (PON). Il s'agit d'une archi- tecture dite Point à Multipoints, où chaque fibre optique partant du cœur de réseau est démultipliée lors de son passage dans des équipements passifs ap- pelés coupleurs optiques : une fibre dessert jusqu'à 64 clients qui ont, en bas de chez eux, une fibre optique individuelle. Ce renouvellement complet de l'infrastructure du réseau d'accès fixe s'effectue de manière progres- sive et nécessitera un investissement échelonné es- timé à plusieurs dizaines de milliards d'euros d'ici sa fin prévue en 2020. Face à de tels enjeux financiers et à une telle complexité dans le choix du déploiement d'un réseau FTTH, un outil d'optimisation du design des réseaux FTTH PON apparaissait donc crucial.
• A low frequency model for acoustic propagation in a 2D flow duct: numerical computation
  
  • Joubert Lauris
  • Joly Patrick
  Communications in Computational Physics, Global Science Press, 2012, 11 (2), pp.508-524. In this paper we study a low frequency model for acoustic propagation in a 2D flow duct. For some Mach profile flow, we are able to give a well-posedness theorem. Its proof relies on a quasi-explicit expression of the solution which provides us an efficient numerical method. We give and comment numerical results for particular linear, tangent and quadratic profiles. Finally, we give a numerical validation of our asymptotic model.
• Giens 2011
  
  • Bonnet Marc
  • Cornuault Christian
  • Pagano Stéphane
  , 2012.