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
• 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
• 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.
• Les fameux points de Lagrange -- Fameux, pour qui les connaît !
  
  • Perez Jérôme
  Images des Mathématiques, CNRS, 2014. Parmi tous les domaines abordés par Joseph-Louis Lagrange la mécanique céleste tient une place de choix. C'est pendant sa période berlinoise, de 1766 à 1788 qu'il découvre une famille de points d'équilibre de certaines extensions du problème des deux corps. Les points de Lagrange étaient nés ! Depuis cette époque, nombreuses sont les extensions de cette théorie à différentes configurations. Et nombreuses sont aussi les observations astronomiques en relation directe avec ces théories.
• La clé du mystère de la lettre H ?
  
  • Perez Jérôme
  Images des Mathématiques, CNRS, 2014. En physique théorique, en mécanique quantique, en optimisation, et dans bien d'autres domaines la lettre $H$ est traditionnellement rattachée à $H\!$amilton à travers le terme hamiltonien. Lorsque l'on fait l'exégèse de cette notation on constate pourtant que la notation lui est antérieure et a été introduite par Lagrange dans un contexte où $H\!$uygens semble être mis en avant... Un manuscrit redécouvert récemment dans l'un des ouvrages de la seconde édition de la mécanique analytique, publié par Lagrange en 1815 alors qu'Hamilton n'avait pas 10 ans, pourrait bien être la clé de ce mystère.
• 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.
• 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
• 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
• 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
• 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
• 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
• 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
• 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
• Hausdorff measures and dimensions in non equiregular sub-Riemannian manifolds
  
  • Ghezzi Roberta
  • Jean Frédéric
  , 2014, 5, pp.201-218. (10.1007/978-3-319-02132-4_13)
  DOI : 10.1007/978-3-319-02132-4_13
• On the absence of trapped modes in locally perturbed open waveguides
  
  • Hazard Christophe
  IMA Journal of Applied Mathematics, Oxford University Press (OUP), 2014, pp.14. This paper presents a new approach for proving that the presence of a bounded defect in a uniform open waveguide cannot produce trapped modes, contrary to the case of a closed waveguide. The originality of the proof lies in the fact that it relies on a modal decomposition. It shows in particular that the absence of trapped modes results from a strong connection between the various modal components of the field. The case of the three-dimensional scalar wave equation is considered. (10.1093/imamat/hxu046)
  DOI : 10.1093/imamat/hxu046
• Quadro-quadric cremona transformations in low dimensions via the JC-correspondence
  
  • Pirio Luc
  • Russo Francesco
  Annales de l'Institut Fourier, Association des Annales de l'Institut Fourier, 2014, 64 (1), pp.71-111. We apply the results of arXiv:1109.3573 to study quadro-quadric Cremona transformations in low-dimensional projective spaces. In particular we describe new very simple families of such birational maps and obtain complete and explicit classifications in dimension four and five. (10.5802/aif.2839)
  DOI : 10.5802/aif.2839
• Extraordinary transmission through subwavelength dielectric gratings in the microwave range
  
  • Ahmed Akarid
  • Ourir Abdelwaheb
  • Maurel Agnes
  • Félix Simon
  • Mercier Jean-François
  Optics Letters, Optical Society of America - OSA Publishing, 2014, 39 (13), pp.3752-3755. We address the problem of the transmission through subwavelength dielectric gratings. Following Maurel et al. [Phys. Rev. B 88, 115416 (2013)], the problem is reduced to the transmission by an homogeneous slab, either anisotropic (for transverse magnetic waves, TM) or isotropic (for transverse electric waves, TE), and an explicit expression of the transmission coefficient is derived. The optimum angle realizing perfect impedance matching (Brewster angle) is shown to depend on the contrasts of the dielectric layers with respect to the air. Besides, we show that the Fabry–Perot resonances may be dependent on the incident angle, in addition to the dependence on the frequency. These facts depart from the case of metallic gratings usually considered; they are confirmed experimentally both for TE and TM waves in the microwave regime. (10.1364/OL.39.003752)
  DOI : 10.1364/OL.39.003752
• Finite Element Heterogeneous Multiscale Method for the Wave Equation: Long-Time Effects
  
  • Abdulle Assyr
  • Grote Marcus J.
  • Stohrer Christian
  Multiscale Modeling and Simulation: A SIAM Interdisciplinary Journal, Society for Industrial and Applied Mathematics, 2014, 12 (3), pp.1230–1257. A new finite element heterogeneous multiscale method (FE-HMM) is proposed for the numerical solution of the wave equation over long times in a rapidly varying medium. Our new FE-HMM-L method captures not only the short-time behavior of the wave field, well described by classical homogenization theory, but also more subtle long-time dispersive effects, both at a computational cost independent of the microscale. Optimal error estimates in the energy norm and the $L^2$-norm are proved over finite time intervals, which imply convergence to the solution from classical homogenization theory when both the macro- and the microscale are refined simultaneously. Numerical experiments illustrate the usefulness of the FE-HMM-L method and corroborate the theory. (10.1137/13094195X)
  DOI : 10.1137/13094195X
• Asymptotic behaviour of codes in rank metric over finite fields
  
  • Loidreau P
  Designs, Codes and Cryptography, Springer Verlag, 2014, 71 (1), pp.105-118. In this paper, we rst recall some basic facts about rank metric. We then derive an asymptotic equivalent of the minimum rank distance of codes that reach the rank metric GilbertVarshamov bound. We then derive an asymptotic equivalent of the average minimum rank distance of random codes. We show that random codes reach GV bound. Finally, we show that optimal codes in rank metric have a packing density which is bounded by functions depending only on the base eld and the minimum distance and show the potential interest in cryptographic applications. (10.1007/s10623-012-9716-0)
  DOI : 10.1007/s10623-012-9716-0
• 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
• 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
• 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