Publications

2018

• Solving 2D linear isotropic elastodynamics by means of scalar potentials: a new challenge for finite elements
  
  • Albella Martínez Jorge
  • Imperiale Sébastien
  • Joly Patrick
  • Rodríguez Jerónimo
  Journal of Scientific Computing, Springer Verlag, 2018. In this work we present a method for the computation of numerical solutions of 2D homogeneous isotropic elastodynamics equations by solving scalar wave equations. These equations act on the potentials of a Helmholtz decomposition of the displacement field and are decoupled inside the propagation domain. We detail how these equations are coupled at the boundary depending on the nature of the boundary condition satisfied by the displacement field. After presenting the case of rigid boundary conditions, that presents no specific difficulty, we tackle the challenging case of free surface boundary conditions that presents severe stability issues if a straightforward approach is used. We introduce an adequate functional framework as well as a time domain mixed formulation to circumvent these issues. Numerical results confirm the stability of the proposed approach. (10.1007/s10915-018-0768-9)
  DOI : 10.1007/s10915-018-0768-9
• On the analysis of perfectly matched layers for a class of dispersive media and application to negative index metamaterials
  
  • Bécache Eliane
  • Joly Patrick
  • Vinoles Valentin
  Mathematics of Computation, American Mathematical Society, 2018, 87, pp.2775-2810. This work deals with Perfectly Matched Layers (PMLs) in the context of dispersive media, and in particular for Negative Index Metamaterials (NIMs). We first present some properties of dispersive isotropic Maxwell equations that include NIMs. We then demonstrate numerically the inherent instabilities of the classical PMLs applied to NIMs. We propose and analyse the stability of very general PMLs for a large class of dispersive systems using a new change of variable. We give necessary criteria for the stability of such models. For dispersive isotropic Maxwell equations, this analysis is completed by giving necessary and sufficient conditions of stability. Finally, we propose new PMLs that satisfy these criteria and demonstrate numerically their efficiency. (10.1090/mcom/3307)
  DOI : 10.1090/mcom/3307
• Solving chance constrained optimal control problems in aerospace via Kernel Density Estimation
  
  • Caillau Jean-Baptiste
  • Cerf Max
  • Sassi Achille
  • Trélat Emmanuel
  • Zidani Hasnaa
  Optimal Control Applications and Methods, Wiley, 2018, 39 (5), pp.1833-1858. The goal of this paper is to show how non-parametric statistics can be used to solve some chance constrained optimization and optimal control problems. We use the Kernel Density Estimation method to approximate the probability density function of a random variable with unknown distribution , from a relatively small sample. We then show how this technique can be applied and implemented for a class of problems including the God-dard problem and the trajectory optimization of an Ariane 5-like launcher. (10.1002/oca.2445)
  DOI : 10.1002/oca.2445
• Monte-Carlo Algorithms for Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations
  
  • Lecavil Anthony
  • Oudjane Nadia
  • Russo Francesco
  Monte Carlo Methods and Applications, De Gruyter, 2018, 24 (1), pp.55-70. The paper is devoted to the construction of a probabilistic particle algorithm. This is related to nonlin-ear forward Feynman-Kac type equation, which represents the solution of a nonconservative semilinear parabolic Partial Differential Equations (PDE). Illustrations of the efficiency of the algorithm are provided by numerical experiments. (10.1515/mcma-2018-0005)
  DOI : 10.1515/mcma-2018-0005
• Minimal graphs for matching extension
  
  • Costa Marie-Christine
  • de Werra Dominique
  • Picouleau Christophe
  Discrete Applied Mathematics, Elsevier, 2018, 234, pp.47-55. Let G = (V, E) be a simple loopless finite undirected graph. We say that G is (2-factor) expandable if for any non-edge uv, G + uv has a 2-factor F that contains uv. We are interested in the following: Given a positive integer n = |V |, what is the minimum cardinality of E such that there exists G = (V, E) which is 2-factor expandable? This minimum number is denoted by Exp 2 (n). We give an explicit formula for Exp 2 (n) and provide 2-factor expandable graphs of minimum size Exp 2 (n). (10.1016/j.dam.2015.11.007)
  DOI : 10.1016/j.dam.2015.11.007
• Error estimates for numerical approximation of Hamilton-Jacobi equations related to hybrid control systems
  
  • Ferretti Roberto
  • Sassi Achille
  • Zidani Hasnaa
  Applied Mathematics and Optimization, Springer Verlag (Germany), 2018. Hybrid control systems are dynamical systems that can be controlled by a combination of both continuous and discrete actions. In this paper we study the approximation of optimal control problems associated to this kind of systems, and in particular of the Quasi-Variational Inequality which characterizes the value function. Our main result features the error estimates between the value function of the problem and its approximation. We also focus on the hypotheses describing the mathematical model and the properties defining the class of numerical scheme for which the result holds true. (10.1007/s00245-018-9515-8)
  DOI : 10.1007/s00245-018-9515-8
• A Family of Crouzeix-Raviart Finite Elements in 3D
  
  • Ciarlet Patrick
  • Dunkl Charles F
  • Sauter Stefan A
  Analysis and Applications, World Scientific Publishing, 2018. In this paper we will develop a family of non-conforming " Crouzeix-Raviart " type finite elements in three dimensions. They consist of local polynomials of maximal degree p ∈ N on simplicial finite element meshes while certain jump conditions are imposed across adjacent simplices. We will prove optimal a priori estimates for these finite elements. The characterization of this space via jump conditions is implicit and the derivation of a local basis requires some deeper theoretical tools from orthogonal polynomials on triangles and their representation. We will derive these tools for this purpose. These results allow us to give explicit representations of the local basis functions. Finally we will analyze the linear independence of these sets of functions and discuss the question whether they span the whole non-conforming space. (10.1142/S0219530518500070)
  DOI : 10.1142/S0219530518500070
• A mixed formulation of the Tikhonov regularization and its application to inverse PDE problems
  
  • Bourgeois Laurent
  • Recoquillay Arnaud
  ESAIM: Mathematical Modelling and Numerical Analysis, Société de Mathématiques Appliquées et Industrielles (SMAI) / EDP, 2018, 52 (1), pp.123-145. This paper is dedicated to a new way of presenting the Tikhonov regularization in the form of a mixed formulation. Such formulation is well adapted to the regularization of linear ill-posed partial differential equations because when it comes to discretization, the mixed formulation enables us to use some standard finite elements. As an application of our theory, we consider an inverse obstacle problem in an acoustic waveguide. In order to solve it we use the so-called “exterior approach”, which couples the mixed formulation of Tikhonov regularization and a level set method. Some 2d numerical experiments show the feasibility of our approach. (10.1051/m2an/2018008)
  DOI : 10.1051/m2an/2018008
• Gas storage valuation and hedging. A quantification of the model risk.
  
  • Henaff Patrick
  • Laachir Ismail
  • Russo Francesco
  International Journal of Financial Studies, MDPI, 2018, 6 (1 (27)). This paper focuses on the valuation and hedging of gas storage facilities, using a spot-based valuation framework coupled with a financial hedging strategy implemented with futures contracts. The first novelty consist in proposing a model that unifies the dynamics of the futures curve and the spot price, which accounts for the main stylized facts of the US natural gas market, such as seasonality and presence of price spikes. The second aspect of the paper is related to the quantification of model uncertainty related to the spot dynamics. (10.3390/ijfs6010027)
  DOI : 10.3390/ijfs6010027
• Optimal control of normalized SIMR models with vaccination and treatment
  
  • Pinho Maria Do Rosário De
  • Maurer Helmut
  • Zidani Hasnaa
  Discrete and Continuous Dynamical Systems - Series B, American Institute of Mathematical Sciences, 2018, 23 (1), pp.79 - 99. (10.3934/dcdsb.2018006)
  DOI : 10.3934/dcdsb.2018006
• On measures in sub-Riemannian geometry
  
  • Ghezzi Roberta
  • Jean Frédéric
  Séminaire de Théorie Spectrale et Géométrie, Grenoble : Université de Grenoble 1, Institut Fourier, 1983-, 2018, 33 (2015-2016). In \cite{gjha} we give a detailed analysis of spherical Hausdorff measures on sub-Riemannian manifolds in a general framework, that is, without the assumption of equiregularity. The present paper is devised as a complement of this analysis, with both new results and open questions. The first aim is to extend the study to other kinds of intrinsic measures on sub-Riemannian manifolds, namely Popp's measure and general (i.e., non spherical) Hausdorff measures. The second is to explore some consequences of \cite{gjha} on metric measure spaces based on sub-Riemannian manifolds. (10.5802/tsg.312)
  DOI : 10.5802/tsg.312
• Microstructural topological sensitivities of the second-order macroscopic model for waves in periodic media
  
  • Bonnet Marc
  • Cornaggia Rémi
  • Guzina Bojan B
  SIAM Journal on Applied Mathematics, Society for Industrial and Applied Mathematics, 2018, 78 (4), pp.2057-2082. We consider scalar waves in periodic media through the lens of a second-order effective i.e. macroscopic description, and we aim to compute the sensitivities of the germane effective parameters due to topological perturbations of a microscopic unit cell. Specifically, our analysis focuses on the tensorial coefficients in the governing mean-field equation – including both the leading order (i.e. quasi-static) terms, and their second-order companions bearing the effects of incipient wave dispersion. The results demonstrate that the sought sensitivities are computable in terms of (i) three unit-cell solutions used to formulate the unperturbed macroscopic model; (ii) two adoint-field solutions driven by the mass density variation inside the unperturbed unit cell; and (iii) the usual polarization tensor, appearing in the related studies of non-periodic media, that synthesizes the geometric and constitutive features of a point-like perturbation. The proposed developments may be useful toward (a) the design of periodic media to manipulate macroscopic waves via the microstructure-generated effects of dispersion and anisotropy, and (b) sub-wavelength sensing of periodic defects or perturbations. (10.1137/17M1149018)
  DOI : 10.1137/17M1149018