Publications

2014

• La singularité voilée
  
  • Perez Jérôme
  • Alimi Jean-Michel
  Pour la science, Pour la Science, 2014, Dossier N°83, pp.p 123. La relativité générale prédit l'existence de points de densité infinie où les lois de la physique s'effondrent : les singularités. Certaines sont tapies au cœur des trous noirs et nous ne pouvons les observer. Qu'en est-il de la singularité initiale, le Big Bang ? Elle est, elle aussi, isolée, car la relativité générale masque cet étrange événement en introduisant le chaos à l'origine de l'Univers.
• Characterization of local quadratic growth for strong minima in the optimal control of semi-linear elliptic equations
  
  • Bayen Térence
  • Bonnans J. Frederic
  • Silva Francisco J.
  Transactions of the American Mathematical Society, American Mathematical Society, 2014, 366 (4), pp.2063--2087. In this article we consider an optimal control problem of a semi-linear elliptic equation, with bound constraints on the control. Our aim is to characterize local quadratic growth for the cost function $J$ in the sense of strong solutions. This means that the function $J$ growths quadratically over all feasible controls whose associated state is close enough to the nominal one, in the uniform topology. The study of strong solutions, classical in the Calculus of Variations, seems to be new in the context of PDE optimization. Our analysis, based on a decomposition result for the variation of the cost, combines Pontryagin's principle and second order conditions. While these two ingredients are known, we use them in such a way that we do not need to assume that the Hessian of Lagrangian of the problem is a Legendre form, or that it is uniformly positive on an extended set of critical directions. (10.1090/S0002-9947-2013-05961-2)
  DOI : 10.1090/S0002-9947-2013-05961-2
• Les fameux points de Lagrange
  
  • Perez Jérôme
  Images des mathématiques, CNRS, 2014. (10.60868/gc04-t229)
  DOI : 10.60868/gc04-t229
• Optimal control problems on stratifiable state constraints sets.
  
  • Hermosilla Cristopher
  • Zidani Hasnaa
  , 2014. We consider an infinite horizon problem with state constraints K : inf Z 1 0 e t'(yx;u(t); u(t))dt u : [ 0 ;+1) ! A measurable yx;u(t) 2 K 8t 0 (P) : where > 0 is fixed and yx;u( ) is a trajectory of the control system ( y_ = f (y; u) a.e. t 0 y(0) = x 2 K We are mainly concerned with a characterization of the value function of (P) as the bilateral solution to a Hamilton-Jacobi-Bellman equation.
• Second-order sufficient conditions for strong solutions to optimal control problems
  
  • Bonnans Joseph Frederic
  • Dupuis Xavier
  • Pfeiffer Laurent
  ESAIM: Control, Optimisation and Calculus of Variations, EDP Sciences, 2014, 20 (03), pp.704-724. In this report, given a reference feasible trajectory of an optimal control problem, we say that the quadratic growth property for bounded strong solutions holds if the cost function of the problem has a quadratic growth over the set of feasible trajectories with a bounded control and with a state variable sufficiently close to the reference state variable. Our sufficient second-order optimality conditions in Pontryagin form ensure this property and ensure a fortiori that the reference trajectory is a bounded strong solution. Our proof relies on a decomposition principle, which is a particular second-order expansion of the Lagrangian of the problem. (10.1051/cocv/2013080)
  DOI : 10.1051/cocv/2013080
• La clé du mystère de la lettre H ?
  
  • Perez Jérôme
  Images des mathématiques, CNRS, 2014. (10.60868/qps3-ke02)
  DOI : 10.60868/qps3-ke02
• T-coercivity for the Maxwell problem with sign-changing coefficients
  
  • Bonnet-Ben Dhia Anne-Sophie
  • Chesnel Lucas
  • Ciarlet Patrick
  Communications in Partial Differential Equations, Taylor & Francis, 2014. In this paper, we study the time-harmonic Maxwell problem with sign-changing permittivity and/or permeability, set in a domain of R^3. We prove, using the T-coercivity approach, that the well-posedness of the two canonically associated scalar problems, with Dirichlet and Neumann boundary conditions, implies the well-posedness of the Maxwell problem. This allows us to give simple and sharp criteria, obtained in the study of the scalar cases, to ensure that the Maxwell transmission problem between a classical dielectric material and a negative metamaterial is well-posed.
• Infinite dimensional weak Dirichlet processes, stochastic PDEs and optimal control
  
  • Fabbri Giorgio
  • Russo Francesco
  , 2014. The present paper continues the study of infinite dimensional calculus via regularization, started by C. Di Girolami and the second named author, introducing the notion of "weak Dirichlet process" in this context. Such a process $\X$, taking values in a Hilbert space $H$, is the sum of a local martingale and a suitable "orthogonal" process. The new concept is shown to be useful in several contexts and directions. On one side, the mentioned decomposition appears to be a substitute of an Itô type formula applied to $f(t, \X(t))$ where $f:[0,T] \times H \rightarrow \R$ is a $C^{0,1}$ function and, on the other side, the idea of weak Dirichlet process fits the widely used notion of "mild solution" for stochastic PDE. As a specific application, we provide a verification theorem for stochastic optimal control problems whose state equation is an infinite dimensional stochastic evolution equation.
• Optimal control of first-order Hamilton-Jacobi equations with linearly bounded Hamiltonian
  
  • Graber P. Jameson
  Applied Mathematics and Optimization, Springer Verlag (Germany), 2014, 70 (2), pp.185-224. We consider the optimal control of solutions of first order Hamilton-Jacobi equations, where the Hamiltonian is convex with linear growth. This models the problem of steering the propagation of a front by constructing an obstacle. We prove existence of minimizers to this optimization problem as in a relaxed setting and characterize the minimizers as weak solutions to a mean field game type system of coupled partial differential equations. Furthermore, we prove existence and partial uniqueness of weak solutions to the PDE system. An interpretation in terms of mean field games is also discussed. Keywords: Hamilton-Jacobi equations, optimal control, nonlinear PDE, viscosity solutions, front propagation, mean field games (10.1007/s00245-014-9239-3)
  DOI : 10.1007/s00245-014-9239-3
• Numerical modeling of nonlinear acoustic waves in a tube connected with an array of Helmholtz resonators
  
  • Lombard Bruno
  • Mercier Jean-François
  Journal of Computational Physics, Elsevier, 2014, 259 (15). (10.1016/j.jcp.2013.11.036)
  DOI : 10.1016/j.jcp.2013.11.036
• Mathematical modelling of multi conductor cables
  
  • Beck Geoffrey
  • Imperiale Sebastien
  • Joly Patrick
  Discrete and Continuous Dynamical Systems - Series S, American Institute of Mathematical Sciences, 2014, pp.26. This paper proposes a formal justification of simplified 1D models for the propagation of electromagnetic waves in thin non-homogeneous lossy conductor cables. Our approach consists in deriving these models from an asymptotic analysis of 3D Maxwell’s equations. In essence, we extend and complete previous results to the multi-wires case. (10.3934/dcdss.2015.8.521)
  DOI : 10.3934/dcdss.2015.8.521
• High-order asymptotic expansion for the acoustics in viscous gases close to rigid walls
  
  • Schmidt Kersten
  • Anastasia Thöns-Zueva
  • Joly Patrick
  Mathematical Models and Methods in Applied Sciences, World Scientific Publishing, 2014, pp.1823. (10.1142/S0218202514500080)
  DOI : 10.1142/S0218202514500080
• Quasi-local transmission conditions for non-overlapping domain decomposition methods for the Helmholtz equation
  
  • Collino Francis
  • Joly Patrick
  • Lecouvez Matthieu
  • Stupfel Bruno
  Comptes Rendus. Physique, Académie des sciences (Paris), 2014, 15 (5), pp.403-414. In this article, we present new transmission conditions for a domain decomposition method, applied to a scattering problem. Unlike other conditions used in the literature, the conditions developed here are non-local, but can be written as an integral operator (as a Riesz potential) on the interface between two domains. This operator, of order View the MathML source12, leads to an exponential convergence of the domain decomposition algorithm. A spectral analysis of the influence of the operator on simple cases is presented, as well as some numerical results and comparisons. (10.1016/j.crhy.2014.04.005)
  DOI : 10.1016/j.crhy.2014.04.005
• Wave propagation through penetrable scatterers in a waveguide and through a penetrable gratings
  
  • Maurel Agnès
  • Mercier Jean-François
  • Félix Simon
  Journal of the Acoustical Society of America, Acoustical Society of America, 2014, 135 (1), pp.165-174. A multimodal method based on the admittance matrix is used to analyze wave propagation through scatterers of arbitrary shape. Two cases are considered: a waveguide containing scatterers, and the scattering of a plane wave at oblique incidence to an infinite periodic row of scatterers. In both cases, the problem reduces to a system of two sets of first-order differential equations for the modal components of the wavefield, similar to the system obtained in the rigorous coupled wave analysis. The system can be solved numerically using the admittance matrix, which leads to a stable numerical method, the basic properties of which are discussed (convergence, reciprocity, energy conservation). Alternatively, the admittance matrix can be used to get analytical results in the weak scattering approximation. This is done using the plane wave approximation, leading to a generalized version of the Webster equation and using a perturbative method to analyze the Wood anomalies and Fano resonances. (10.1121/1.4836075)
  DOI : 10.1121/1.4836075
• GKW representation theorem and linear BSDEs under restricted information. An application to risk-minimization.
  
  • Ceci Claudia
  • Cretarola Alessandra
  • Russo Francesco
  Stochastics and Dynamics, World Scientific Publishing, 2014, 14 (2), pp.1350019. In this paper we provide Galtchouk-Kunita-Watanabe representation results in the case where there are restrictions on the available information. This allows to prove existence and uniqueness for linear backward stochastic differential equations driven by a general càdlàg martingale under partial information. Furthermore, we discuss an application to risk-minimization where we extend the results of Föllmer and Sondermann (1986) to the partial information framework and we show how our result fits in the approach of Schweizer (1994). (10.1142/S0219493713500196)
  DOI : 10.1142/S0219493713500196
• A Branch and Bound algorithm for general mixed-integer quadratic programs based on quadratic convex relaxation
  
  • Billionnet Alain
  • Elloumi Sourour
  • Lambert Amélie
  Journal of Combinatorial Optimization, Springer Verlag, 2014, 28 (2), pp.376-399. Let (MQP) be a general mixed-integer quadratic program that consists of minimizing a quadratic function f(x) = x^TQx +c^Tx subject to linear constraints. Our approach to solve (MQP) is first to consider an equivalent general mixed-integer quadratic problem. This equivalent problem has additional variables y_{ij}, additional quadratic constraints y_{ij}=x_ix_j, a convex objective function, and a set of valid inequalities. Contrarily to the reformulation proposed in MIQCR, the equivalent problem cannot be directly solved by a standard solver. Here, we propose a new Branch and Bound process based on the relaxation of the non-convex constraints y_{ij}=x_ix_j to solve $(MQP)$. Computational experiences are carried out on pure- and mixed-integer quadratic instances. The results show that the solution time of most of the considered instances with up to 60 variables is improved by our Branch and Bound algorithm in comparison with MIQCR and with the general mixed-integer nonlinear solver BARON. (10.1007/s10878-012-9560-1)
  DOI : 10.1007/s10878-012-9560-1
• Space-time focusing of acoustic waves on unknown scatterers
  
  • Cassier Maxence
  • Hazard Christophe
  Wave Motion, Elsevier, 2014, pp.19. Consider a propagative medium, possibly inhomogeneous, containing some scatterers whose positions are unknown. Using an array of transmit-receive transducers, how can one generate a wave that would focus in space and time near one of the scatterers, that is, a wave whose energy would confine near the scatterer during a short time? The answer proposed in the present paper is based on the so-called DORT method (French acronym for: decomposition of the time reversal operator) which has led to numerous applications owing to the related space-focusing properties in the frequency domain, i.e., for time-harmonic waves. This method essentially consists in a singular value decomposition (SVD) of the scattering operator, that is, the operator which maps the input signals sent to the transducers to the measure of the scattered wave. By introducing a particular SVD related to the symmetry of the scattering operator, we show how to synchronize the time-harmonic signals derived from the DORT method to achieve space-time focusing. We consider the case of the scalar wave equation and we make use of an asymptotic model for small sound-soft scatterers, usually called the Foldy-Lax model. In this context, several mathematical and numerical arguments that support our idea are explored. (10.1016/j.wavemoti.2014.07.009)
  DOI : 10.1016/j.wavemoti.2014.07.009
• Numerical modeling of nonlinear acoustic waves in a tube connected with Helmholtz resonators
  
  • Lombard Bruno
  • Mercier Jean-François
  Journal of Computational Physics, Elsevier, 2014, 259, pp.421-443. Acoustic wave propagation in a one-dimensional waveguide connected with Helmholtz resonators is studied numerically. Finite amplitude waves and viscous boundary layers are considered. The model consists of two coupled evolution equations: a nonlinear PDE describing nonlinear acoustic waves, and a linear ODE describing the oscillations in the Helmholtz resonators. The thermal and viscous losses in the tube and in the necks of the resonators are modeled by fractional derivatives. A diffusive representation is followed: the convolution kernels are replaced by a finite number of memory variables that satisfy local ordinary differential equations. A splitting method is then applied to the evolution equations: their propagative part is solved using a standard TVD scheme for hyperbolic equations, whereas their diffusive part is solved exactly. Various strategies are examined to compute the coefficients of the diffusive representation; finally, an optimization method is preferred to the usual quadrature rules. The numerical model is validated by comparisons with exact solutions. The properties of the full nonlinear solutions are investigated numerically. In particular, the existence of acoustic solitary waves is confirmed. (10.1016/j.jcp.2013.11.036)
  DOI : 10.1016/j.jcp.2013.11.036
• Probabilistic representation for solutions of a porous media type equation with Neumann boundary condition: the case of the half-line.
  
  • Ciotir Ioana
  • Russo Francesco
  Differential and integral equations, Khayyam Publishing, 2014, 27 (1/2). The purpose of this paper consists in proposing a generalized solution for a porous media type equation on a half-line with Neumann boundary condition and prove a probabilistic representation of this solution in terms of an associated microscopic diffusion. The main idea is to construct a stochastic differential equation with reflection which has a solution in law and whose marginal law densities provide the unique solution of the porous media type equation. (10.57262/die/1384282859)
  DOI : 10.57262/die/1384282859
• XLiFE++, an eXtended Library of Finite Elements in C++
  
  • Lunéville Éric
  • Kielbasiewicz Nicolas
  , 2014. XLiFE++ is an FEM-BEM C++ library that can solve 1D / 2D / 3D, scalar / vector, transient / stationnary / harmonic problems. It is autonomous, providing everything required for solving PDE problems : mesh tools, a wide range of finite elements on every mesh cell (nodal at any order, edge at any order and H_2 elements), a wide range of essential conditions, including periodic and quasi-periodic conditions, absorbing conditions (DtN, PML), direct / iterative / eigen solvers.
• On the use of perfectly matched layers in the presence of long or backward propagating guided elastic waves
  
  • Bonnet-Ben Dhia Anne-Sophie
  • Chambeyron Colin
  • Legendre Guillaume
  Wave Motion, Elsevier, 2014, 51 (2), pp.266-283. An efficient method to compute the scattering of a guided wave by a localized defect, in an elastic waveguide of infinite extent and bounded cross section, is considered. It relies on the use of perfectly matched layers (PML) to reduce the problem to a bounded portion of the guide, allowing for a classical finite element discretization. The difficulty here comes from the existence of backward propagating modes, which are not correctly handled by the PML. We propose a simple strategy, based on finite-dimensional linear algebra arguments and using the knowledge of the modes, to recover a correct approximation to the solution with a low additional cost compared to the standard PML approach. Numerical experiments are presented in the two-dimensional case involving Rayleigh--Lamb modes. (10.1016/j.wavemoti.2013.08.001)
  DOI : 10.1016/j.wavemoti.2013.08.001
• Surface integral equations for electromagnetic testing: the low-frequency and high-contrast case
  
  • Vigneron Audrey
  • Demaldent Édouard
  • Bonnet Marc
  IEEE Transactions on Magnetics, Institute of Electrical and Electronics Engineers, 2014, 50, pp.7002704. This study concerns boundary element methods applied to electromagnetic testing, for a wide range of frequencies and conductivities. The eddy currents approximation cannot handle all configurations, while the common Maxwell formulation suffers from numerical instabilities at low frequency or in presence of highly contrasted media. We draw on studies that overcome these problems for dielectric configurations to treat conductive bodies, and show how to link them to eddy current formulations under suitable assumptions. This is intended as a first step towards a generic formulation that can be modified in each sub-domain according to the corresponding medium. (10.1109/TMAG.2013.2283297)
  DOI : 10.1109/TMAG.2013.2283297
• Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets
  
  • Goutte Stéphane
  • Oudjane Nadia
  • Russo Francesco
  The Journal of Computational Finance, Incisive Media, 2014, 17 (2), pp.71-111. We consider the discretized version of a (continuous-time) two-factor model introduced by Benth and coauthors for the electricity markets. For this model, the underlying is the exponent of a sum of independent random variables. We provide and test an algorithm, which is based on the celebrated Foellmer-Schweizer decomposition for solving the mean-variance hedging problem. In particular, we establish that decomposition explicitely, for a large class of vanilla contingent claims. Interest is devoted in the choice of rebalancing dates and its impact on the hedging error, regarding the payoff regularity and the non stationarity of the log-price process. (10.21314/JCF.2013.261)
  DOI : 10.21314/JCF.2013.261
• Finite element computation of trapped and leaky elastic waves in open stratified waveguides
  
  • Treyssede Fabien
  • Nguyen Khac-Long
  • Bonnet-Ben Dhia Anne-Sophie
  • Hazard Christophe
  Wave Motion, Elsevier, 2014, 51 (7), pp.pp.1093-1107. Elastic guided waves are of interest for inspecting structures due to their ability to propagate over long distances. In numerous applications, the guiding structure is surrounded by a solid matrix that can be considered as unbounded in the transverse directions. The physics of waves in such an open waveguide significantly differs from a closed waveguide, i.e. for a bounded cross-section. Except for trapped modes, part of the energy is radiated in the surrounding medium, yielding attenuated modes along the axis called leaky modes. These leaky modes have often been considered in non destructive testing applications, which require waves of low attenuation in order to maximize the inspection distance. The main difficulty with numerical modeling of open waveguides lies in the unbounded nature of the geometry in the transverse direction. This difficulty is particularly severe due to the unusual behavior of leaky modes: while attenuating along the axis, such modes exponentially grow along the transverse direction. A simple numerical procedure consists in using absorbing layers of artificially growing viscoelasticity, but large layers may be required. The goal of this paper is to explore another approach for the computation of trapped and leaky modes in open waveguides. The approach combines the so-called semi-analytical finite element method and a perfectly matched layer technique. Such an approach has already been successfully applied in scalar acoustics and electromagnetism. It is extended here to open elastic waveguides, which raises specific difficulties. In this paper, two-dimensional stratified waveguides are considered. As it reveals a rich structure, the numerical eigenvalue spectrum is analyzed in a first step. This allows to clarify the spectral objects calculated with the method, including radiation modes, and their dependency on the perfectly matched layer parameters. In a second step, numerical dispersion curves of trapped and leaky modes are compared to analytical results. (10.1016/j.wavemoti.2014.05.003)
  DOI : 10.1016/j.wavemoti.2014.05.003
• Improved multimodal method in varying cross section waveguides
  
  • Maurel Agnes
  • Mercier Jean-François
  • Pagneux Vincent
  Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, Royal Society, 2014, 470, pp.20130448. An improved version of the multimodal admittance method in acoustic waveguides with varying cross sections is presented. This method aims at a better convergence with respect to the number of transverse modes that are taken into account. It is based on an enriched modal expansion of the pressure: the N first modes are the local transverse modes and a supplementary (N+1)th mode, called boundary mode, is a well-chosen transverse function orthogonal to the N first modes. This expansion leads to the classical form of the coupled mode equations where the component of the boundary mode is of evanescent character. Under this form, the multimodal admittance method based on the Riccati equation on the admittance matrix (the Dirichlet-to-Neumann operator) is straightforwardly implemented. With this supplementary mode, in addition to the improvement of the convergence of the pressure field, results show a superconvergence of the scattered field outside of the varying cross sections region. (10.1098/rspa.2013.0448)
  DOI : 10.1098/rspa.2013.0448