Publications

2013

• On the extinction of Continuous State Branching Processes with catastrophes
  
  • Bansaye Vincent
  • Pardo Millan Juan Carlos
  • Smadi Charline
  Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2013, 18, pp.1-31. We consider continuous state branching processes (CSBP) with additional multiplicative jumps modeling dramatic events in a random environment. These jumps are described by a Lévy process with bounded variation paths. We construct a process of this class as the unique solution of a stochastic differential equation. The quenched branching property of the process allows us to derive quenched and annealed results and to observe new asymptotic behaviors. We characterize the Laplace exponent of the process as the solution of a backward ordinary differential equation and establish the probability of extinction. Restricting our attention to the critical and subcritical cases, we show that four regimes arise for the speed of extinction, as in the case of branching processes in random environment in discrete time and space. The proofs are based on the precise asymptotic behavior of exponential functionals of Lévy processes. Finally, we apply these results to a cell infection model and determine the mean speed of propagation of the infection. (10.1214/EJP.v18-2774)
  DOI : 10.1214/EJP.v18-2774
• Aircraft classification with a low resolution infrared sensor
  
  • Lefebvre Sidonie
  • Allassonniere Sidonie
  • Jakubowicz Jérémie
  • Lasne Thomas
  • Moulines Éric
  Machine Vision and Applications, Springer Verlag, 2013, 24 (1), pp.175-186. Existing computer simulations of aircraft infrared signature (IRS) do not account for dispersion induced by uncertainty on input parameters, such as aircraft aspect angles and meteorological conditions. As a result, they are of little use to quantify the detection performance of IR optronic systems: in this case, the scenario encompasses a lot of possible situations that must indeed be considered, but cannot be individually simulated. In this paper, we focus on low resolution infrared sensors and we propose a methodological approach for predicting simulated IRS dispersion of an aircraft, and performing a classification of different aircraft on the resulting set of low resolution infrared images. It is based on a quasi-Monte Carlo survey of the code output dispersion, and on a maximum likelihood classification taking advantage of Bayesian dense deformable template models estimation. This method is illustrated in a typical scenario, i.e., a daylight air-to-ground full-frontal attack by a generic combat aircraft flying at low altitude, over a database of 30,000 simulated aircraft images. Assuming a spatially white noise background model, classification performance is very promising, and appears to be more accurate than more classical state of the art techniques (such as kernel-based support vector classifiers). (10.1007/s00138-012-0437-1)
  DOI : 10.1007/s00138-012-0437-1
• Daphnias: from the individual based model to the large population equation
  
  • Metz J.A.J.
  • Tran Viet Chi
  Journal of Mathematical Biology, Springer, 2013, 66 (4-5), pp.915--933. The class of deterministic 'Daphnia' models treated by Diekmann et~al. (J Math Biol 61: 277--318, 2010) has a long history going back to Nisbet and Gurney (Theor Pop Biol 23: 114--135, 1983) and Diekmann et~al. (Nieuw Archief voor Wiskunde 4: 82--109, 1984). In this note, we formulate the individual based models (IBM) supposedly underlying those deterministic models. The models treat the interaction between a general size-structured consumer population ('Daphnia') and an unstructured resource ('algae'). The discrete, size and age-structured Daphnia population changes through births and deaths of its individuals and throught their aging and growth. The birth and death rates depend on the sizes of the individuals and on the concentration of the algae. The latter is supposed to be a continuous variable with a deterministic dynamics that depends on the Daphnia population. In this model setting we prove that when the Daphnia population is large, the stochastic differential equation describing the IBM can be approximated by the delay equation featured in (Diekmann et~al., l.c.). (10.1007/s00285-012-0619-5)
  DOI : 10.1007/s00285-012-0619-5
• On the robust superhedging of measurable claims
  
  • Possamaï Dylan
  • Royer Guillaume
  • Touzi Nizar
  Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2013, 18 (95), pp.1-13. The problem of robust hedging requires to solve the problem of superhedging under a nondominated family of singular measures. Recent progress was achieved by van Handel, Neufeld, and Nutz. We show that the dual formulation of this problem is valid in a context suitable for martingale optimal transportation or, more generally, for optimal transportation under controlled stochastic dynamics (10.1214/ECP.v18-2739)
  DOI : 10.1214/ECP.v18-2739
• On the asymptotics of a Robin eigenvalue problem
  
  • Cakoni Fioralba
  • Chaulet Nicolas
  • Haddar Houssem
  Comptes Rendus. Mathématique, Académie des sciences (Paris), 2013, 351, pp.517-521. The considered Robin problem can formally be seen as a small perturbation of a Dirichlet problem. However, due to the sign of the impedance value, its associated eigenvalues converge point-wise to −∞ as the perturbation goes to zero. We prove in this case that Dirichlet eigenpairs are the only accumulation points of the Robin eigenpairs with normalized eigenvectors. We then provide a criterion to select accumulating sequences of eigenvalues and eigenvectors and exhibit their full asymptotic with respect to the small parameter. (10.1016/j.crma.2013.07.022)
  DOI : 10.1016/j.crma.2013.07.022
• Is the Distance Geometry Problem in NP?
  
  • Beeker Nathanael
  • Gaubert Stéphane
  • Glusa Christian
  • Liberti Leo
  , 2013, pp.85-93. (10.1007/978-1-4614-5128-0_5)
  DOI : 10.1007/978-1-4614-5128-0_5
• Méthodes de Monte-Carlo et processus stochastiques
  
  • Gobet Emmanuel
  , 2013, pp.258. La méthode de Monte-Carlo, qui tire son nom du fameux casino à Monaco, s’est développée de manière spectaculaire depuis 60 ans : elle figure parmi les 10 algorithmes ayant eu le plus d’influence sur le développement et la pratique de la science et de l’ingénierie au xxe siècle. En fait, il n’existe pas une méthode de Monte-Carlo mais des méthodes de Monte-Carlo. La 1re partie de l’ouvrage dresse un panorama de l’existant, puis détaille les outils de base pour la simulation de variables aléatoires, les résultats de convergence les plus courants et les techniques d’accélération des méthodes de Monte-Carlo. Puis, la 2e partie aborde la simulation des équations différentielles stochastiques (processus à évolution linéaire dérivant du mouvement brownien), dont les applications en biologie, chimie, économie, finance, géophysique, mécanique des fluides, neuroscience etc. sont importantes. L’objectif principal est le calcul d’espérance de leurs trajectoires. Cela donne, via les formules de Feynman-Kac, des solutions probabilistes aux équations aux dérivées partielles : ce lien remarquable permet de résoudre, par simulations Monte-Carlo, ces équations en toute dimension. Enfin, la 3e partie, la plus originale, traite des processus stochastiques ayant des évolutions non-linéaires (modélisant des interactions variées), comme les équations du contrôle stochastique, les diffusions branchantes, les équations stochastiques de McKean-Vlasov, avec des applications fondamentales en plein développement. Nous présentons notamment quelques idées importantes d’apprentissage statistique, dont le couplage aux méthodes de Monte-Carlo (via les régressions empiriques) conduit à des algorithmes des plus performants. Dans cet ouvrage, nous mettons en avant les grands principes de simulation efficace, avec une présentation exigeant le moins de préalables mathématiques. Le niveau prérequis à la lecture de ce cours est celui de Master 1, ou 2e année d’école d’ingénieurs. Cet ouvrage intéressera aussi des étudiants plus avancés ou des enseignants-chercheurs, souhaitant dégager l’essentiel des outils sophistiqués pour la simulation de processus stochastiques linéaires et non-linéaires.
• Minimal external representations of tropical polyhedra
  
  • Allamigeon Xavier
  • Katz R.D.
  Journal of Combinatorial Theory, Series A, Elsevier, 2013, 120 (4), pp.907-940. (10.1016/j.jcta.2013.01.011)
  DOI : 10.1016/j.jcta.2013.01.011
• Faddeev eigenfunctions for multipoint potentials
  
  • Grinevich Piotr
  • Novikov Roman
  Eurasian Journal of Mathematical and Computer Applications, Eurasian National University, Kazakhstan (Nur-Sultan), 2013, 1 (2), pp.76-91. We present explicit formulas for the Faddeev eigenfunctions and related generalized scattering data for multipoint potentials in two and three dimensions. For single point potentials in 3D such formulas were obtained in an old unpublished work of L.D. Faddeev. For single point potentials in 2D such formulas were given recently in [P.G. Grinevich, R.G. Novikov, Physics Letters A,376,(2012),1102-1106].
• Stochastic Simulation and Monte Carlo Methods. Mathematical Foundations of Stochastic Simulation.
  
  • Talay Denis
  • Graham Carl
  , 2013, 68, pp.268.
• Shape dependent controllability of a quantum transistor
  
  • Méhats Florian
  • Privat Yannick
  • Sigalotti Mario
  , 2013, pp.1253-1258.
• A decomposition technique for pursuit evasion games with many pursuers
  
  • Festa Adriano
  • Vinter Richard
  , 2013. Here we present a decomposition technique for a class of differential games. The technique consists in a decomposition of the target set which produces, for geometrical reasons, a decomposition in the dimensionality of the problem. Using some elements of Hamilton-Jacobi equations theory, we find a relation between the regularity of the solution and the possibility to decompose the problem. We use this technique to solve a pursuit evasion game with multiple agents.
• Tumor Growth Parameters Estimation and Source Localization From a Unique Time Point: Application to Low-grade Gliomas
  
  • Rekik Islem
  • Allassonnière Stéphanie
  • Clatz Olivier
  • Geremia Ezequiel
  • Stretton Erin
  • Delingette Hervé
  • Ayache Nicholas
  Computer Vision and Image Understanding, Elsevier, 2013, 117 (3), pp.238--249. Coupling time series of MR Images with reaction-di usion-based models has provided interesting ways to better understand the proliferative-invasive as- pect of glial cells in tumors. In this paper, we address a di erent formulation of the inverse problem: from a single time point image of a non-swollen brain tumor, estimate the tumor source location and the di usivity ratio between white and grey matter, while exploring the possibility to predict the further extent of the observed tumor at later time points in low-grade gliomas. The synthetic and clinical results show the stability of the located source and its varying distance from the tumor barycenter and how the estimated ratio controls the spikiness of the tumor. (10.1016/j.cviu.2012.11.001)
  DOI : 10.1016/j.cviu.2012.11.001
• Lipschitz classification of almost-Riemannian distances on compact oriented surfaces
  
  • Boscain Ugo
  • Charlot Grégoire
  • Ghezzi Roberta
  • Sigalotti Mario
  The Journal of Geometric Analysis, Springer, 2013, 23, pp.438-455. Two-dimensional almost-Riemannian structures are generalized Riemannian structures on surfaces for which a local orthonormal frame is given by a Lie bracket generating pair of vector fields that can become collinear. We consider the Carnot--Caratheodory distance canonically associated with an almost-Riemannian structure and study the problem of Lipschitz equivalence between two such distances on the same compact oriented surface. We analyse the generic case, allowing in particular for the presence of tangency points, i.e., points where two generators of the distribution and their Lie bracket are linearly dependent. The main result of the paper provides a characterization of the Lipschitz equivalence class of an almost-Riemannian distance in terms of a labelled graph associated with it. (10.1007/s12220-011-9262-4)
  DOI : 10.1007/s12220-011-9262-4
• An adaptive sparse grid semi-lagrangian scheme for first order Hamilton-Jacobi Bellman equations
  
  • Bokanowski Olivier
  • Garcke Jochen
  • Griebel Michael
  • Klompmaker Irene
  Journal of Scientific Computing, Springer Verlag, 2013, 55, pp.pp. 575-605. We propose a semi-Lagrangian scheme using a spatially adaptive sparse grid to deal with non-linear time-dependent Hamilton-Jacobi Bellman equations. We focus in particular on front propagation models in higher dimensions which are related to control problems. We test the numerical efficiency of the method on several benchmark problems up to space dimension d = 8, and give evidence of convergence towards the exact viscosity solution. In addition, we study how the complexity and precision scale with the dimension of the problem. (10.1007/s10915-012-9648-x)
  DOI : 10.1007/s10915-012-9648-x
• Second order corrector in the homogenization of a conductive-radiative heat transfer problem
  
  • Allaire Grégoire
  • Habibi Zakaria
  Discrete and Continuous Dynamical Systems - Series B, American Institute of Mathematical Sciences, 2013, 18 (1), pp.1-36. This paper focuses on the contribution of the so-called second order corrector in periodic homogenization applied to a conductive-radiative heat transfer problem. More precisely, heat is diffusing in a periodically perforated domain with a non-local boundary condition modelling the radiative transfer in each hole. If the source term is a periodically oscillating function (which is the case in our application to nuclear reactor physics), a strong gradient of the temperature takes place in each periodicity cell, corresponding to a large heat flux between the sources and the perforations. This effect cannot be taken into account by the homogenized model, neither by the first order corrector. We show that this local gradient effect can be reproduced if the second order corrector is added to the reconstructed solution. (10.3934/dcdsb.2013.18.1)
  DOI : 10.3934/dcdsb.2013.18.1
• Bases Mathématiques de la théorie des jeux
  
  • Laraki Rida
  • Renault Jérôme
  • Sorin Sylvain
  , 2013, pp.186. Cet ouvrage est destiné aux étudiants en master ainsi qu'aux étudiants des écoles d'ingénieurs. Les connaissances mathématiques requises sont celles d'une licence scientifique. Ce cours est consacré à une présentation des principaux concepts et outils mathématiques de la théorie des jeux stratégiques. L'accent est mis sur l'exposé et les preuves des résultats fondamentaux (minmax et opérateur valeur, équilibre de Nash et corrélé). Par ailleurs certains développements récents sont présentés : variété des équilibres, dynamiques de sélection, apprentissage et jeux répétés. L'ouvrage comporte une importante section d'exercices et corrigés.
• Exponential instability in the inverse scattering problem on the energy interval
  
  • Isaev Mikhail
  Functional Analysis and Its Applications, Springer Verlag, 2013, 47 (3), pp.8. We consider the inverse scattering problem on the energy interval in three dimensions. We are focused on stability and instability questions for this problem. In particular, we prove an exponential instability estimate which shows optimality of the logarithmic stability result of [Stefanov, 1990] (up to the value of the exponent).
• Central limit theorems for linear statistics of heavy tailed random matrices
  
  • Benaych-Georges Florent
  • Guionnet Alice
  • Male Camille
  , 2013. We show central limit theorems (CLT) for the Stieltjes transforms or more general analytic functions of symmetric matrices with independent heavy tailed entries, including entries in the domain of attraction of $\alpha$-stable laws and entries with moments exploding with the dimension, as in the adjacency matrices of Erdös-Rényi graphs. For the second model, we also prove a central limit theorem of the moments of its empirical eigenvalues distribution. The limit laws are Gaussian, but unlike to the case of standard Wigner matrices, the normalization is the one of the classical CLT for independent random variables.
• Optimisation of cancer drug treatments using cell population dynamics
  
  • Billy Frédérique
  • Clairambault Jean
  • Fercoq Olivier
  , 2013, pp.265. Cancer is primarily a disease of the physiological control on cell population proliferation. Tissue proliferation relies on the cell division cycle: one cell becomes two after a sequence of molecular events that are physiologically controlled at each step of the cycle at so-called checkpoints, in particular at transitions between phases of the cycle [105]. Tissue proliferation is the main physiological process occurring in development and later in maintaining the permanence of the organism in adults, at that late stage mainly in fast renewing tissues such as bone marrow, gut and skin. (10.1007/978-1-4614-4178-6_10)
  DOI : 10.1007/978-1-4614-4178-6_10
• Approximate Lipschitz stability for non-overdetermined inverse scattering at fixed energy
  
  • Novikov Roman
  Journal of Inverse and Ill-posed Problems, De Gruyter, 2013, 21 (6), pp.813–823. We prove approximate Lipschitz stability for non-overdetermined inverse scattering at fixed energy with incomplete data in dimension d ≥ 2. Our estimates are given in uniform norm for coefficient difference and related stability precision efficiently increases with increasing energy and coefficient difference regularity. In addition, our estimates are rather optimal even in the Born approximation.
• Representation, relaxation and convexity for variational problems in Wiener spaces
  
  • Chambolle Antonin
  • Goldman Michael
  • Novaga Matteo
  Journal de Mathématiques Pures et Appliquées, Elsevier, 2013. We show convexity of solutions to a class of convex variational problems in the Gauss and in the Wiener space. An important tool in the proof is a representation formula for integral functionals in this infinite dimensional setting, that extends analogous results valid in the classical Euclidean framework.
• A Global Steering Method for Nonholonomic Systems
  
  • Chitour Yacine
  • Jean Frédéric
  • Long Ruixing
  Journal of Differential Equations, Elsevier, 2013, 254, pp.1903-1956. In this paper, we present an iterative steering algorithm for nonholonomic systems (also called driftless control-affine systems) and we prove its global convergence under the sole assumption that the Lie Algebraic Rank Condition (LARC) holds true everywhere. That algorithm is an extension of the one introduced in [21] for regular systems. The first novelty here consists in the explicit algebraic construction, starting from the original control system, of a lifted control system which is regular. The second contribution of the paper is an exact motion planning method for nilpotent systems, which makes use of sinusoidal control laws and which is a generalization of the algorithm described in [29] for chained-form systems. (10.1016/j.jde.2012.11.012)
  DOI : 10.1016/j.jde.2012.11.012
• The topological derivative in anisotropic elasticity
  
  • Bonnet Marc
  • Delgado Gabriel
  Quarterly Journal of Mechanics and Applied Mathematics, Oxford University Press (OUP), 2013, 66, pp.557-586. A comprehensive treatment of the topological derivative for anisotropic elasticity is presented, with both the background material and the trial small inhomogeneity assumed to have arbitrary anisotropic elastic properties. A formula for the topological derivative of any cost functional defined in terms of regular volume or surface densities depending on the displacement is established, by combining small-inhomogeneity asymptotics and the adjoint solution approach. The latter feature makes the proposed result simple to implement and computationally efficient. Both three-dimensional and plane-strain settings are treated; they differ mostly on details in the elastic moment tensor (EMT). Moreover, the main properties of the EMT, a critical component of the topological derivative, are studied for the fully anisotropic case. Then, the topological derivative of strain energy-based quadratic cost functionals is derived, which requires a distinct treatment. Finally, numerical experiments on the numerical evaluation of the EMT and the topological derivative of the compliance cost functional are reported. (10.1093/qjmam/hbt018)
  DOI : 10.1093/qjmam/hbt018
• State-constrained Optimal Control Problems of Impulsive Differential Equations
  
  • Forcadel Nicolas
  • Rao Zhiping
  • Zidani Hasnaa
  Applied Mathematics and Optimization, Springer Verlag (Germany), 2013, 68, pp.1--19. The present paper studies an optimal control problem governed by measure driven differential systems and in presence of state constraints. The first result shows that using the graph completion of the measure, the optimal solutions can be obtained by solving a reparametrized control problem of absolutely continuous trajectories but with time-dependent state-constraints. The second result shows that it is possible to characterize the epigraph of the reparametrized value function by a Hamilton-Jacobi equation without assuming any controllability assumption. (10.1007/s00245-013-9193-5)
  DOI : 10.1007/s00245-013-9193-5