Publications

2016

• State-constrained stochastic optimal control problems via reachability approach
  
  • Bokanowski Olivier
  • Picarelli Athena
  • Zidani Hasnaa
  SIAM Journal on Control and Optimization, Society for Industrial and Applied Mathematics, 2016, 54 (5), pp.2568–2593. This paper deals with a class of stochastic optimal control problems (SOCP) in presence of state-constraints. It is well-known that for such problems the value function is, in general, discontinuous and its characterization by a Hamilton-Jacobi equation requires additional assumptions involving an interplay between the boundary of the set of constraints and the dynamics of the controlled system. Here, we give a characterization of the epigraph of the value function without assuming the usual controllability assumptions. For this end, the SOCP is first translated into a state-constrained stochastic target problem. Then a level-set approach is used to describe the backward reachable sets of the new target problem. It turns out that these backward-reachable sets describe the value function. The main advantage of our approach is that it allows to handle easily the state constraints by an exact penalization. However, the target problem involves a new state variable and a new control variable that is unbounded. (10.1137/15M1023737)
  DOI : 10.1137/15M1023737
• Existence of guided waves due to a lineic perturbation of a 3D periodic medium
  
  • Delourme Bérangère
  • Joly Patrick
  • Vasilevskaya Elizaveta
  Applied Mathematics Letters, Elsevier, 2016. In this note, we exhibit a three dimensional structure that permits to guide waves. This structure is obtained by a geometrical perturbation of a 3D periodic domain that consists of a three dimensional grating of equi-spaced thin pipes oriented along three orthogonal directions. Homogeneous Neumann boundary conditions are imposed on the boundary of the domain. The diameter of the section of the pipes, of order ε > 0, is supposed to be small. We prove that, for ε small enough, shrinking the section of one line of the grating by a factor of √ µ (0 < µ < 1) creates guided modes that propagate along the perturbed line. Our result relies on the asymptotic analysis (with respect to ε) of the spectrum of the Laplace-Neumann operator in this structure. Indeed, as ε tends to 0, the domain tends to a periodic graph, and the spectrum of the associated limit operator can be computed explicitly. (10.1016/j.aml.2016.11.017)
  DOI : 10.1016/j.aml.2016.11.017
• Comparison of Quadratic Convex Reformulations to Solve the Quadratic Assignment Problem
  
  • Elloumi Sourour
  • Lambert Amélie
  , 2016, 10043, pp.726-734. We consider the (QAP) that consists in minimizing a quadratic function subject to assignment constraints where the variables are binary. In this paper, we build two families of equivalent quadratic convex formulations of (QAP). The continuous relaxation of each equivalent formulation is then a convex problem and can be used within a B&B. In this work, we focus on finding the “best” equivalent formulation within each family, and we prove that it can be computed using semidefinite programming. Finally, we get two convex formulations of (QAP) that differ from their sizes and from the tightness of their continuous relaxation bound. We present computational experiments that prove the practical usefulness of using quadratic convex formulation to solve instances of (QAP) of medium sizes. (10.1007/978-3-319-48749-6_54)
  DOI : 10.1007/978-3-319-48749-6_54
• Solvability of a Volume Integral Equation Formulation for Anisotropic Elastodynamic Scattering
  
  • Bonnet Marc
  Journal of Integral Equations and Applications, Rocky Mountain Mathematics Consortium, 2016, 28, pp.169-203. This article investigates the solvability of volume integral equations arising in elastodynamic scattering by penetrable obstacles. The elasticity tensor and mass density are allowed to be smoothly heterogeneous inside the obstacle and may be discontinuous across the background-obstacle interface, the background elastic material being homogeneous. Both materials may be anisotropic, within certainme limitations for the background medium. The volume integral equation associated with this problem is first derived, relying on known properties of the background fundamental tensor. To avoid difficulties associated with existing radiation conditions for anisotropic elastic media, we also propose a definition of the radiating character of transmission solutions. The unique solvability of the volume integral equation (and of the scattering problem) is established. For the important special case of isotropic background properties, our definition of a radiating solution is found to be equivalent to the Sommerfeld-Kupradze radiation conditions. Moreover, solvability for anisotropic elastostatics, directly related to known results on the equivalent inclusion method, is recovered as a by-product.