Publications

2024

• A complex-scaled boundary integral equation for time-harmonic water waves
  
  • Bonnet-Ben Dhia Anne-Sophie
  • Faria Luiz
  • Pérez‐Arancibia Carlos
  SIAM Journal on Applied Mathematics, Society for Industrial and Applied Mathematics, 2024, 84 (4), pp.1532-1556. This paper presents a novel boundary integral equation (BIE) formulation for the two-dimensional time-harmonic water-waves problem. It utilizes a complex-scaled Laplace's free-space Green's function, resulting in a BIE posed on the infinite boundaries of the domain. The perfectly matched layer (PML) coordinate stretching that is used to render propagating waves exponentially decaying, allows for the effective truncation and discretization of the BIE unbounded domain. We show through a variety of numerical examples that, despite the logarithmic growth of the complex-scaled Laplace's free-space Green's function, the truncation errors are exponentially small with respect to the truncation length. Our formulation uses only simple function evaluations (e.g. complex logarithms and square roots), hence avoiding the need to compute the involved water-wave Green's function. Finally, we show that the proposed approach can also be used to find complex resonances through a \emph{linear} eigenvalue problem since the Green's function is frequency-independent. (10.1137/23M1607866)
  DOI : 10.1137/23M1607866
• Combined field-only boundary integral equations for PEC electromagnetic scattering problem in spherical geometries
  
  • Faria Luiz
  • Pérez-Arancibia Carlos
  • Turc Catalin
  SIAM Journal on Applied Mathematics, Society for Industrial and Applied Mathematics, 2024, 84 (1). We analyze the well posedness of certain field-only boundary integral equations (BIE) for frequency domain electromagnetic scattering from perfectly conducting spheres. Starting from the observations that (1) the three components of the scattered electric field $\mathbf{E}^s(\mathbf{x})$ and (2) scalar quantity $\mathbf{E}^s(\mathbf{x})\cdot\mathbf{x}$ are radiative solutions of the Helmholtz equation, novel boundary integral equation formulations of electromagnetic scattering from perfectly conducting obstacles can be derived using Green's identities applied to the aforementioned quantities and the boundary conditions on the surface of the scatterer. The unknowns of these formulations are the normal derivatives of the three components of the scattered electric field and the normal component of the scattered electric field on the surface of the scatterer, and thus these formulations are referred to as field-only BIE. In this paper we use the Combined Field methodology of Burton and Miller within the field-only BIE approach and we derive new boundary integral formulations that feature only Helmholtz boundary integral operators, which we subsequently show to be well posed for all positive frequencies in the case of spherical scatterers. Relying on the spectral properties of Helmholtz boundary integral operators in spherical geometries, we show that the combined field-only boundary integral operators are diagonalizable in the case of spherical geometries and their eigenvalues are non zero for all frequencies. Furthermore, we show that for spherical geometries one of the field-only integral formulations considered in this paper exhibits eigenvalues clustering at one -- a property similar to second kind integral equations. (10.1137/23M1561865)
  DOI : 10.1137/23M1561865
• SDEs WITH SINGULAR COEFFICIENTS: THE MARTINGALE PROBLEM VIEW AND THE STOCHASTIC DYNAMICS VIEW
  
  • Issoglio Elena
  • Russo Francesco
  Journal of Theoretical Probability, Springer, 2024. We consider SDEs with (distributional) drift in negative Besov spaces and random initial condition and investigate them from two different viewpoints. In the first part we set up a martingale problem and show its well-posedness. We then prove further properties of the martingale problem, like continuity with respect to the drift and the link with the Fokker-Planck equation. We also show that the solutions are weak Dirichlet processes for which we evaluate the quadratic variation of the martingale component. In the second part we identify the dynamics of the solution of the martingale problem by describing the proper associated SDE. Under suitable assumptions we show equivalence with the solution to the martingale problem. (10.1007/s10959-024-01325-5)
  DOI : 10.1007/s10959-024-01325-5
• ROUGH PATHS AND SYMMETRIC-STRATONOVICH INTEGRALS DRIVEN BY SINGULAR COVARIANCE GAUSSIAN PROCESSES
  
  • Ohashi Alberto
  • Russo Francesco
  Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2024, 30 (2), pp.1197-1230. We examine the relation between a stochastic version of the rough path integral with the symmetric-Stratonovich integral in the sense of regularization. Under mild regularity conditions in the sense of Malliavin calculus, we establish equality between stochastic rough path and symmetric-Stratonovich integrals driven by a class of Gaussian processes. As a by-product, we show that solutions of multi-dimensional rough differential equations driven by a large class of Gaussian rough paths they are actually solutions to Stratonovich stochastic differential equations. We obtain almost sure convergence rates of the first-order Stratonovich scheme to rough paths integrals in the sense of Gubinelli. In case the time-increment of the Malliavin derivative of the integrands is regular enough, the rates are essentially sharp. The framework applies to a large class of Gaussian processes whose the second-order derivative of the covariance function is a sigma-finite non-positive measure on ${\mathbb R}^2$ + off diagonal. (10.3150/23-BEJ1629)
  DOI : 10.3150/23-BEJ1629
• Solvability results for the transient acoustic scattering by an elastic obstacle
  
  • Bonnet Marc
  • Chaillat Stéphanie
  • Nassor Alice
  Journal of Mathematical Analysis and Applications, Elsevier, 2024, 536 (128198). The well-posedness of the linear evolution problem governing the transient scattering of acoustic waves by an elastic obstacle is investigated. After using linear superposition in the acoustic domain, the analysis focuses on an equivalent causal transmission problem. The proposed analysis provides existence and uniqueness results, as well as continuous data-to-solution maps. Solvability results are established for three cases, which differ by the assumed regularity in space on the transmission data on the acoustic-elastic interface Γ. The first two results consider data with "standard" H −1/2 (Γ) and improved H 1/2 (Γ) regularity in space, respectively, and are established using the Hille-Yosida theorem and energy identities. The third result assumes data with L 2 (Γ) regularity in space and follows by Sobolev interpolation. Obtaining the latter result was motivated by the key role it plays (in a separate study) in the justification of an iterative numerical solution method based on domain decomposition. A numerical example is presented to emphasize the latter point. (10.1016/j.jmaa.2024.128198)
  DOI : 10.1016/j.jmaa.2024.128198
• Computing singular and near-singular integrals over curved boundary elements: The strongly singular case
  
  • Montanelli Hadrien
  • Collino Francis
  • Haddar Houssem
  SIAM Journal on Scientific Computing, Society for Industrial and Applied Mathematics, 2024, 46 (6), pp.A3756-A3778. (10.1137/23M1605594)
  DOI : 10.1137/23M1605594
• Modified error-in-constitutive-relation (MECR) framework for the characterization of linear viscoelastic solids
  
  • Bonnet Marc
  • Salasiya Prasanna
  • Guzina Bojan B.
  Journal of the Mechanics and Physics of Solids, Elsevier, 2024, 190, pp.105746. We develop an error-in-constitutive-relation (ECR) approach toward the full-field characterization of linear viscoelastic solids described within the framework of standard generalized materials. To this end, we formulate the viscoelastic behavior in terms of the (Helmholtz) free energy potential and a dissipation potential. Assuming the availability of full-field interior kinematic data, the constitutive mismatch between the kinematic quantities (strains and internal thermodynamic variables) and their ``stress'' counterparts (Cauchy stress tensor and that of thermodynamic tensions), commonly referred to as the ECR functional, is established with the aid of Legendre-Fenchel gap functionals linking the thermodynamic potentials to their energetic conjugates. We then proceed by introducing the modified ECR (MECR) functional as a linear combination between its ECR parent and the kinematic data misfit, computed for a trial set of constitutive parameters. The affiliated stationarity conditions then yield two coupled evolution problems, namely (i) the forward evolution problem for the (trial) displacement field driven by the constitutive mismatch, and (ii) the backward evolution problem for the adjoint field driven by the data mismatch. This allows us to establish compact expressions for the MECR functional and its gradient with respect to the viscoelastic constitutive parameters. For generality, the formulation is established assuming both time-domain (i.e. transient) and frequency-domain data. We illustrate the developments in a two-dimensional setting by pursuing the multi-frequency MECR reconstruction of (i) piecewise-homogeneous standard linear solid, and (b) smoothly-varying Jeffreys viscoelastic material. (10.1016/j.jmps.2024.105746)
  DOI : 10.1016/j.jmps.2024.105746
• On the convergence analysis of one-shot inversion methods
  
  • Bonazzoli Marcella
  • Haddar Houssem
  • Vu Tuan Anh
  SIAM Journal on Applied Mathematics, Society for Industrial and Applied Mathematics, 2024, 84 (6), pp.2440-2475. When an inverse problem is solved by a gradient-based optimization algorithm, the corresponding forward and adjoint problems, which are introduced to compute the gradient, can be also solved iteratively. The idea of iterating at the same time on the inverse problem unknown and on the forward and adjoint problem solutions yields the concept of one-shot inversion methods. We are especially interested in the case where the inner iterations for the direct and adjoint problems are incomplete, that is, stopped before achieving a high accuracy on their solutions. Here, we focus on general linear inverse problems and generic fixed-point iterations for the associated forward problem. We analyze variants of the so-called multi-step one-shot methods, in particular semi-implicit schemes with a regularization parameter. We establish sufficient conditions on the descent step for convergence, by studying the eigenvalues of the block matrix of the coupled iterations. Several numerical experiments are provided to illustrate the convergence of these methods in comparison with the classical gradient descent, where the forward and adjoint problems are solved exactly by a direct solver instead. We observe that very few inner iterations are enough to guarantee good convergence of the inversion algorithm, even in the presence of noisy data. (10.1137/23M1585866)
  DOI : 10.1137/23M1585866
• On the Accessibility and Controllability of Statistical Linearization for Stochastic Control: Algebraic Rank Conditions and their Genericity
  
  • Bonalli Riccardo
  • Leparoux Clara
  • Hérissé Bruno
  • Jean Frédéric
  Mathematical Control and Related Fields, AIMS, 2024, 14 (2). Statistical linearization has recently seen a particular surge of interest as a numerically cheap method for robust control of stochastic differential equations. Although it has already been successfully applied to control complex stochastic systems, accessibility and controllability properties of statistical linearization, which are key to make the robust control problem well-posed, have not been investigated yet. In this paper, we bridge this gap by providing sufficient conditions for the accessibility and controllability of statistical linearization. Specifically, we establish simple sufficient algebraic conditions for the accessibility and controllability of statistical linearization, which involve the rank of the Lie algebra generated by the drift only. In addition, we show these latter algebraic conditions are essentially sharp, by means of a counterexample, and that they are generic with respect to the drift and the initial condition. (10.3934/mcrf.2023020)
  DOI : 10.3934/mcrf.2023020
• Fair Energy Allocation for Collective Self-Consumption
  
  • Jorquera-Bravo Natalia
  • Elloumi Sourour
  • Kedad-Sidhoum Safia
  • Plateau Agnès
  , 2024, 14594. This study explores a collective self-consumption community with several houses, a shared distributed energy resource (DER), and a common energy storage system, as a battery. Each house has an energy demand over a discrete planning horizon, met by using the DER, the battery, or purchasing electricity from the main power grid. Excess energy can be stored in the battery or sold back to the main grid. The objective is to determine a supply plan ensuring a fair allocation of renewable energy while minimizing the overall microgrid cost. We investigate and discuss the formulation of these optimization problems using mixed integer linear programming. We show some dominance properties that allow to reformulate the model into a linear program. We study some fairness metrics like the proportional allocation rule and max-min fairness. Finally, we illustrate our proposal in a real case study in France with up to seven houses and a one-day time horizon with 15minute intervals. (10.1007/978-3-031-60924-4_29)
  DOI : 10.1007/978-3-031-60924-4_29
• Coupling of discontinuous Galerkin and pseudo-spectral methods for time-dependent acoustic problems
  
  • Meyer Rose-Cloé
  • Bériot Hadrien
  • Gabard Gwenael
  • Modave Axel
  Journal of Theoretical and Computational Acoustics, World Scientific, 2024, 32 (4), pp.2450017. Many realistic problems in computational acoustics involve complex geometries and sound propagation over large domains, which requires accurate and efficient numerical schemes. It is difficult to meet these requirements with a single numerical method. Pseudo-spectral (PS) methods are very efficient, but are limited to rectangular shaped domains. In contrast, the nodal discontinuous Galerkin (DG) method can be easily applied to complex geometries, but can become expensive for large problems. In this paper, we study a coupling strategy between the PS and DG methods to efficiently solve time-domain acoustic wave problems. The idea is to combine the strengths of these two methods: the PS method is used on the part of the domain without geometric constraints, while the DG method is used around the PS region to accurately represent the geometry. This combination allows for the rapid and accurate simulations of large-scale acoustic problems with complex geometries, but the coupling and the parameter selection require great care. The coupling is achieved by introducing an overlap between the PS and DG regions. The solutions are interpolated on the overlaps, which allows the use of unstructured finite element meshes. A standard explicit Runge-Kutta time-stepping scheme is used with the DG scheme, while implicit schemes can be used with the PS scheme due to the peculiar structure of this scheme. We present one-and two-dimensional results to validate the coupling technique. To guide future implementations of this method, we extensively study the influence of different numerical parameters on the accuracy of the schemes and the coupling strategy. (10.1142/S2591728524500178)
  DOI : 10.1142/S2591728524500178
• Adaptive solution of the domain decomposition+ $L^2$ -jumps method applied to the neutron diffusion equation on structured meshes
  
  • Gervais Mario
  • Madiot François
  • Do Minh-Hieu
  • Ciarlet Patrick
  EPJ Web of Conferences, EDP Sciences, 2024, 302, pp.02011. At the core scale, neutron deterministic calculations are usually based on the neutron diffusion equation. Classically, this equation can be recast in a mixed variational form, and then discretized by using the Raviart-Thomas-Nédélec Finite Element. The goal is to extend the Adaptive Mesh Refinement (AMR) strategy previously proposed in [1] to the Domain Decomposition+ $L^2$ jumps which allows non conformity at the interface between subdomains. We are able to refine each subdomain independently, which eventually leads to a more optimal refinement. We numerically investigate the improvements made to the AMR strategy. (10.1051/epjconf/202430202011)
  DOI : 10.1051/epjconf/202430202011
• Construction of transparent conditions for electromagnetic waveguides
  
  • Bonnet-Ben Dhia Anne-Sophie
  • Chesnel Lucas
  • Fliss Sonia
  • Parigaux Aurélien
  , 2024. We are interested in the numerical resolution of diffraction problems in closed electromagnetic waveguides by means of finite elements methods. To proceed, we need to truncate the domain and design adapted transparent conditions on the artificial boundary to avoid spurious reflections. When the guide is homogeneous in the transverse section, this can be done by writing an Electric-to-Magnetic condition based on a modal decomposition of the field. The latter takes a rather simple form thanks to the orthogonality of transverse modes. For guides that are heterogeneous in the transverse section, the transverse modes are no longer orthogonal but satisfy bi-orthogonality relations linked to the Poynting energy flux. Modal decompositions are more delicate to derive and it may happen that certain modes have phase and group velocities of different sign, which prevents the use of Perfectly Matched Layers. Adapting techniques already developed in elasticity, we derive a new transparent condition based on a Poynting-to-Magnetic operator with overlap. To illustrate the method, we present numerical results obtained with Nédélec finite elements using the XLiFE++ library.
• Stochastic incremental mirror descent algorithms with Nesterov smoothing
  
  • Bitterlich Sandy
  • Grad Sorin-Mihai
  Numerical Algorithms, Springer Verlag, 2024, 95, pp.351–382. For minimizing a sum of finitely many proper, convex and lower semicontinuous functions over a nonempty closed convex set in an Euclidean space we propose a stochastic incremental mirror descent algorithm constructed by means of the Nesterov smoothing. Further we modify the algorithm in order to minimize over a nonempty closed convex set in an Euclidean space a sum of finitely many proper, convex and lower semicontinuous functions composed with linear operators. Next a stochastic incremental mirror descent Bregman-proximal scheme with Nesterov smoothing is proposed in order to minimize over a nonempty closed convex set in an Euclidean space a sum of finitely many proper, convex and lower semicontinuous functions and a prox-friendly proper, convex and lower semicontinuous function. Different to the previous contributions from the literature on mirror descent methods for minimizing sums of functions, we do not require these to be (Lipschitz) continuous or differentiable. Applications in Logistics, Tomography and Machine Learning modelled as optimization problems illustrate the theoretical achievements. (10.1007/s11075-023-01574-1)
  DOI : 10.1007/s11075-023-01574-1
• The linear sampling method for data generated by small random scatterers
  
  • Garnier Josselin
  • Haddar Houssem
  • Montanelli Hadrien
  SIAM Journal on Imaging Sciences, Society for Industrial and Applied Mathematics, 2024, 17 (4), pp.2142-2173. (10.1137/24M1650417)
  DOI : 10.1137/24M1650417
• Active Design of Diffuse Acoustic Fields in Enclosures
  
  • Aquino Wilkins
  • Rouse Jerry
  • Bonnet Marc
  Journal of the Acoustical Society of America, Acoustical Society of America, 2024, 155, pp.1297-1307. This paper presents a numerical framework for designing diffuse fields in rooms of any shape and size, driven at arbitrary frequencies. That is, we aim at overcoming the Schroeder frequency limit for generating diffuse fields in an enclosed space. We formulate the problem as a Tikhonov regularized inverse problem and propose a lowrank approximation of the spatial correlation that results in significant computational gains. Our approximation is applicable to arbitrary sets of target points and allows us to produce an optimal design at a computational cost that grows only linearly with the (potentially large) number of target points. We demonstrate the feasibility of our approach through numerical examples where we approximate diffuse fields at frequencies well below the Schroeder limit. (10.1121/10.0024770)
  DOI : 10.1121/10.0024770
• A PDE WITH DRIFT OF NEGATIVE BESOV INDEX AND LINEAR GROWTH SOLUTIONS
  
  • Issoglio Elena
  • Russo Francesco
  Differential and integral equations, Khayyam Publishing, 2024, 37 (9-10), pp.585-622. This paper investigates a class of PDEs with coefficients in negative Besov spaces and whose solutions have linear growth. We show existence and uniqueness of mild and weak solutions, which are equivalent in this setting, and several continuity results. To this aim, we introduce ad-hoc Besov-Hölder type spaces that allow for linear growth, and investigate the action of the heat semigroup on them. We conclude the paper by introducing a special subclass of these spaces which has the useful property to be separable. (10.57262/die037-0910-585)
  DOI : 10.57262/die037-0910-585
• Construction of polynomial particular solutions of linear constant-coefficient partial differential equations
  
  • Anderson Thomas G.
  • Bonnet Marc
  • Faria Luiz
  • Pérez-Arancibia Carlos
  Computers & Mathematics with Applications, Elsevier, 2024, 162C, pp.94-103. This paper introduces general methodologies for constructing closed-form solutions to linear constant-coefficient partial differential equations (PDEs) with polynomial right-hand sides in two and three spatial dimensions. Polynomial solutions have recently regained significance in the development of numerical techniques for evaluating volume integral operators and also have potential applications in certain kinds of Trefftz finite element methods. The equations covered in this work include the isotropic and anisotropic Poisson, Helmholtz, Stokes, linearized Navier-Stokes, stationary advection-diffusion, elastostatic equations, as well as the time-harmonic elastodynamic and Maxwell equations. Several solutions to complex PDE systems are obtained by a potential representation and rely on the Helmholtz or Poisson solvers. Some of the cases addressed, namely Stokes flow, Maxwell’s equations and linearized Navier-Stokes equations, naturally incorporate divergence constraints on the solution. This article provides a generic pattern whereby solutions are constructed by leveraging solutions of the lowest-order part of the partial differential operator (PDO). With the exception of anisotropic material tensors, no matrix inversion or linear system solution is required to compute the solutions. This work is accompanied by a freely-available Julia library, ElementaryPDESolutions.jl, which implements the proposed methodology in an efficient and user-friendly format. (10.1016/j.camwa.2024.02.045)
  DOI : 10.1016/j.camwa.2024.02.045
• Fast, high-order numerical evaluation of volume potentials via polynomial density interpolation
  
  • Anderson Thomas G.
  • Bonnet Marc
  • Faria Luiz
  • Pérez‐Arancibia Carlos
  Journal of Computational Physics, Elsevier, 2024, 511, pp.113091. This article presents a high-order accurate numerical method for the evaluation of singular volume integral operators, with attention focused on operators associated with the Poisson and Helmholtz equations in two dimensions. Following the ideas of the density interpolation method for boundary integral operators, the proposed methodology leverages Green's third identity and a local polynomial interpolant of the density function to recast the volume potential as a sum of single- and double-layer potentials and a volume integral with a regularized (bounded or smoother) integrand. The layer potentials can be accurately and efficiently evaluated everywhere in the plane by means of existing methods (e.g. the density interpolation method), while the regularized volume integral can be accurately evaluated by applying elementary quadrature rules. Compared to straightforwardly computing corrections for every singular and nearly-singular volume target, the method significantly reduces the amount of required specialized quadrature by pushing all singular and near-singular corrections to near-singular layer-potential evaluations at target points in a small neighborhood of the domain boundary. Error estimates for the regularization and quadrature approximations are provided. The method is compatible with well-established fast algorithms, being both efficient not only in the online phase but also to set-up. Numerical examples demonstrate the high-order accuracy and efficiency of the proposed methodology; applications to inhomogeneous scattering are presented. (10.1016/j.jcp.2024.113091)
  DOI : 10.1016/j.jcp.2024.113091