Sorry, you need to enable JavaScript to visit this website.
Share

Publications

Publications

CMAP Theses  are available by following this link:
Discover CMAP theses

Listed below, are sorted by year, the publications appearing in the HAL open archive.

2020

  • An Eco-Routing Algorithm for HEVs Under Traffic Conditions
    • Rhun Arthur Le
    • Bonnans Frédéric
    • Nunzio Giovanni De
    • Leroy Thomas
    • Martinon Pierre
    IFAC-PapersOnLine, Elsevier, 2020, 53 (2), pp.14242 - 14247. In a previous work, a bi-level optimization approach was presented for the energy management of Hybrid Electric Vehicles (HEVs), using a statistical model for traffic conditions. The present work is an extension of this framework to the eco-routing problem. The optimal trajectory is computed as the shortest path on a weighted graph whose nodes are (position, state of charge) pairs for the vehicle. The edge costs are provided by cost maps from an offline optimization at the lower level of small road segments. The error due to the discretization of the state of charge is proven to be linear if the cost maps are Lipschitz. The classical A * algorithm is used to solve the problem, with a heuristic based on a lower bound of the energy needed to complete the travel. The eco-routing method is compared to the fastest-path strategy by numerical simulations on a simple synthetic road network. (10.1016/j.ifacol.2020.12.1158)
    DOI : 10.1016/j.ifacol.2020.12.1158
  • Quality Gain Analysis of the Weighted Recombination Evolution Strategy on General Convex Quadratic Functions
    • Akimoto Youhei
    • Auger Anne
    • Hansen Nikolaus
    Theoretical Computer Science, Elsevier, 2020, 832, pp.42-67. Quality gain is the expected relative improvement of the function value in a single step of a search algorithm. Quality gain analysis reveals the dependencies of the quality gain on the parameters of a search algorithm, based on which one can derive the optimal values for the parameters. In this paper, we investigate evolution strategies with weighted recombination on general convex quadratic functions. We derive a bound for the quality gain and two limit expressions of the quality gain. From the limit expressions, we derive the optimal recombination weights and the optimal step-size, and find that the optimal recombination weights are independent of the Hessian of the objective function. Moreover, the dependencies of the optimal parameters on the dimension and the population size are revealed. Differently from previous works where the population size is implicitly assumed to be smaller than the dimension, our results cover the population size proportional to or greater than the dimension. Simulation results show the optimal parameters derived in the limit approximates the optimal values in non-asymptotic scenarios. (10.1016/j.tcs.2018.05.015)
    DOI : 10.1016/j.tcs.2018.05.015
  • ADDITIVE MANUFACTURING SCANNING PATHS OPTIMIZATION USING SHAPE OPTIMIZATION TOOLS
    • Boissier M
    • Allaire G.
    • Tournier Christophe
    Structural and Multidisciplinary Optimization, Springer Verlag, 2020, 61, pp.2437–2466. This paper investigates path planning strategies for additive manufacturing processes such as powder bed fusion. The state of the art mainly studies trajectories based on existing patterns. Parametric optimization on these patterns or allocating them to the object areas are the main strategies. We propose in this work a more systematic optimization approach without any a priori restriction on the trajectories. The typical optimization problem is to melt the desired structure, without overheating (to avoid thermally induced residual stresses) and possibly with a minimal path length. The state equation is the heat equation with a source term depending on the scanning path. First, in a steady-state context, shape optimization tools are applied to trajec-tories. Second, for time-dependent problems, an optimal control method is considered instead. In both cases, gradient type algorithms are deduced and tested on 2-d examples. Numerical results are discussed, leading to a better understanding of the problem and thus to short-and long-term perspectives. (10.1007/s00158-020-02614-3)
    DOI : 10.1007/s00158-020-02614-3
  • Ergodic behavior of non-conservative semigroups via generalized Doeblin's conditions
    • Bansaye Vincent
    • Cloez Bertrand
    • Gabriel Pierre
    Acta Applicandae Mathematicae, Springer Verlag, 2020, 166 (1), pp.29-72. We provide quantitative estimates in total variation distance for positive semi-groups, which can be non-conservative and non-homogeneous. The techniques relies on a family of conservative semigroups that describes a typical particle and Doeblin's type conditions for coupling the associated process. Our aim is to provide quantitative estimates for linear partial differential equations and we develop several applications for population dynamics in varying environment. We start with the asymptotic profile for a growth diffusion model with time and space non-homogeneity. Moreover we provide general estimates for semigroups which become asymptotically homogeneous, which are applied to an age-structured population model. Finally, we obtain a speed of convergence for periodic semi-groups and new bounds in the homogeneous setting. They are are illustrated on the renewal equation. (10.1007/s10440-019-00253-5)
    DOI : 10.1007/s10440-019-00253-5
  • Variance Reduction Methods and Multilevel Monte Carlo Strategy for Estimating Densities of Solutions to Random Second-Order Linear Differential Equations
    • Jornet Marc
    • Calatayud Julia
    • Le Maitre Olivier
    • Cortés Juan Carlos
    International Journal for Uncertainty Quantification, Begell House Publishers, 2020, 10 (5), pp.467-497. This paper concerns the estimation of the density function of the solution to a random nonautonomous second-order linear differential equation with analytic data processes. In a recent contribution, we proposed to express the density function as an expectation, and we used a standard Monte Carlo algorithm to approximate the expectation. Although the algorithms worked satisfactorily for most test problems, some numerical challenges emerged for others, due to large statistical errors. In these situations, the convergence of the Monte Carlo simulation slows down severely, and noisy features plague the estimates. In this paper, we focus on computational aspects and propose several variance reduction methods to remedy these issues and speed up the convergence. First, we introduce a pathwise selection of the approximating processes which aims at controlling the variance of the estimator. Second, we propose a hybrid method, combining Monte Carlo and deterministic quadrature rules, to estimate the expectation. Third, we exploit the series expansions of the solutions to design a multilevel Monte Carlo estimator. The proposed methods are implemented and tested on several numerical examples to highlight the theoretical discussions and demonstrate the significant improvements achieved.
  • Hölder-logarithmic stability in Fourier synthesis
    • Isaev Mikhail
    • Novikov Roman G
    Inverse Problems, IOP Publishing, 2020, 36 (12), pp.125003(17 pp.). We prove a Hölder-logarithmic stability estimate for the problem of finding a sufficiently regular compactly supported function v on R^d from its Fourier transform Fv given on [−r, r]^d. This estimate relies on a Hölder stable continuation of Fv from [−r, r]^d to a larger domain. The related reconstruction procedures are based on truncated series of Chebyshev polynomials. We also give an explicit example showing optimality of our stability estimates. (10.1088/1361-6420/abb5df)
    DOI : 10.1088/1361-6420/abb5df
  • SCALPEL3: a scalable open-source library for healthcare claims databases
    • Bacry Emmanuel
    • Gaiffas Stéphane
    • Leroy Fanny
    • Morel Maryan
    • Nguyen D.P.
    • Sebiat Youcef
    • Sun Dian
    International Journal of Medical Informatics, Elsevier, 2020.
  • State-constrained control-affine parabolic problems I: First and Second order necessary optimality conditions
    • Aronna M Soledad
    • Bonnans J. Frederic
    • Kröner Axel
    Set-Valued and Variational Analysis, Springer, 2020. In this paper we consider an optimal control problem governed by a semilinear heat equation with bilinear control-state terms and subject to control and state constraints. The state constraints are of integral type, the integral being with respect to the space variable. The control is multidimen-sional. The cost functional is of a tracking type and contains a linear term in the control variables. We derive second order necessary conditions relying on the concept of alternative costates and quasi-radial critical directions. The appendix provides an example illustrating the applicability of our results.
  • Orlicz Random Fourier Features
    • Chamakh Linda
    • Gobet Emmanuel
    • Szabó Zoltán
    Journal of Machine Learning Research, Microtome Publishing, 2020, 21 (145), pp.1−37. Kernel techniques are among the most widely-applied and influential tools in machine learning with applications at virtually all areas of the field. To combine this expressive power with computational efficiency numerous randomized schemes have been proposed in the literature, among which probably random Fourier features (RFF) are the simplest and most popular. While RFFs were originally designed for the approximation of kernel values, recently they have been adapted to kernel derivatives, and hence to the solution of large-scale tasks involving function derivatives. Unfortunately, the understanding of the RFF scheme for the approximation of higher-order kernel derivatives is quite limited due to the challenging polynomial growing nature of the underlying function class in the empirical process. To tackle this difficulty, we establish a finite-sample deviation bound for a general class of polynomial-growth functions under α-exponential Orlicz condition on the distribution of the sample. Instantiating this result for RFFs, our finite-sample uniform guarantee implies a.s. convergence with tight rate for arbitrary kernel with α-exponential Orlicz spectrum and any order of derivative.
  • Avis en réponse à la saisine du 2 juillet 2020 relative au projet de décret modifiant l’article D.531-2 du code de l'environnement
    • Comité Scientifique Du Haut Conseil Des Biotechnologies .
    • Angevin Frédérique
    • Bagnis Claude
    • Bar-Hen Avner
    • Barny Marie-Anne
    • Boireau Pascal
    • Brévault Thierry
    • Chauvel Bruno B.
    • Collonnier Cécile
    • Couvet Denis
    • Dassa Elie
    • Demeneix Barbara
    • Franche Claudine
    • Guerche Philippe
    • Guillemain Joël
    • Hernandez Raquet Guillermina
    • Khalife Jamal
    • Klonjkowski Bernard
    • Lavielle Marc
    • Le Corre Valérie
    • Lefèvre François
    • Lemaire Olivier
    • Lereclus Didier D.
    • Maximilien Rémy
    • Meurs Eliane
    • Naffakh Nadia
    • Négre Didier
    • Noyer Jean-Louis
    • Ochatt Sergio
    • Pages Jean-Christophe
    • Raynaud Xavier
    • Regnault-Roger Catherine
    • Renard Michel M.
    • Renault Tristan
    • Saindrenan Patrick
    • Simonet Pascal
    • Troadec Marie-Bérengère
    • Vaissière Bernard
    • de Verneuil Hubert
    • Vilotte Jean-Luc
    , 2020, pp.44 p.. Les analyses contenues dans le rapport de surveillance de Bayer Agriculture BVBA ne font apparaître aucun problème majeur associé à la culture de maïs MON 810 en 2018. Toutefois, le CS du HCB identifie encore certaines faiblesses et limites méthodologiques concernant la surveillance de la sensibilité des ravageurs ciblés à la toxine Cry1Ab, remettant en question les conclusions du rapport. Le HCB estime notamment que l’utilisation d’une dose diagnostic présente certaines limites pour la détection précoce de l’évolution de la résistance, tant dans son principe intrinsèque que dans sa mise en oeuvre par Bayer, et recommande une méthode alternative de type F2 screen permettant de déterminer la fréquence des allèles de résistance au sein d’une population de ravageurs cibles. Par ailleurs, le HCB formule des recommandations destinées à renforcer la mise en oeuvre des zones refuges pour prévenir ou retarder le développement de résistance à la toxine Cry1Ab chez les ravageurs ciblés. Concernant la surveillance générale, le CS du HCB relève un problème de pertinence méthodologique quant aux questions étudiées, avec des règles de décision arbitraires, des conclusions incorrectement justifiées et un possible biais associé au format d’enquête auprès du panel d’agriculteurs qui ont accepté de répondre au questionnaire. Enfin, le CS du HCB recommande que le rapport de surveillance considère la présence de téosinte dans des zones de culture du maïs MON 810 en Espagne et les risques potentiels associés à une éventuelle introgression de gènes de maïs MON 810 chez le téosinte.
  • Computing invariant sets of random differential equations using polynomial chaos
    • Breden Maxime
    • Kuehn Christian
    SIAM Journal on Applied Dynamical Systems, Society for Industrial and Applied Mathematics, 2020, 19 (1), pp.577–618. Differential equations with random parameters have gained significant prominence in recent years due to their importance in mathematical modelling and data assimilation. In many cases, random ordinary differential equations (RODEs) are studied by using Monte-Carlo methods or by direct numerical simulation techniques using polynomial chaos (PC), i.e., by a series expansion of the random parameters in combination with forward integration. Here we take a dynamical systems viewpoint and focus on the invariant sets of differential equations such as steady states, stable/unstable manifolds, periodic orbits, and heteroclinic orbits. We employ PC to compute representations of all these different types of invariant sets for RODEs. This allows us to obtain fast sampling, geometric visualization of distributional properties of invariants sets, and uncertainty quantification of dynamical output such as periods or locations of orbits. We apply our techniques to a predator-prey model, where we compute steady states and stable/unstable manifolds. We also include several benchmarks to illustrate the numerical efficiency of adaptively chosen PC depending upon the random input. Then we employ the methods for the Lorenz system, obtaining computational PC representations of periodic orbits, stable/unstable manifolds and heteroclinic orbits. (10.1137/18M1235818)
    DOI : 10.1137/18M1235818
  • Diagonal Acceleration for Covariance Matrix Adaptation Evolution Strategies
    • Akimoto Youhei
    • Hansen Nikolaus
    Evolutionary Computation, Massachusetts Institute of Technology Press (MIT Press), 2020, 28 (3), pp.405-435. We introduce an acceleration for covariance matrix adaptation evolution strategies (CMA-ES) by means of adaptive diagonal decoding (dd-CMA). This diagonal acceleration endows the default CMA-ES with the advantages of separable CMA-ES without inheriting its drawbacks. Technically, we introduce a diagonal matrix $D$ that expresses coordinate-wise variances of the sampling distribution in $DCD$ form. The diagonal matrix can learn a rescaling of the problem in the coordinates within linear number of function evaluations. Diagonal decoding can also exploit separability of the problem, but, crucially, does not compromise the performance on non-separable problems. The latter is accomplished by modulating the learning rate for the diagonal matrix based on the condition number of the underlying correlation matrix. dd-CMA-ES not only combines the advantages of default and separable CMA-ES, but may achieve overadditive speedup: it improves the performance, and even the scaling, of the better of default and separable CMA-ES on classes of non-separable test functions that reflect, arguably, a landscape feature commonly observed in practice. The paper makes two further secondary contributions: we introduce two different approaches to guarantee positive definiteness of the covariance matrix with active CMA, which is valuable in particular with large population size; we revise the default parameter setting in CMA-ES, proposing accelerated settings in particular for large dimension. All our contributions can be viewed as independent improvements of CMA-ES, yet they are also complementary and can be seamlessly combined. In numerical experiments with dd-CMA-ES up to dimension 5120, we observe remarkable improvements over the original covariance matrix adaptation on functions with coordinate-wise ill-conditioning. The improvement is observed also for large population sizes up to about dimension squared. (10.1162/evco_a_00260)
    DOI : 10.1162/evco_a_00260
  • Fluctuation theory in the Boltzmann--Grad limit
    • Bodineau Thierry
    • Gallagher Isabelle
    • Saint-Raymond Laure
    • Simonella Sergio
    Journal of Statistical Physics, Springer Verlag, 2020, 180, pp.873–895. We develop a rigorous theory of hard-sphere dynamics in the kinetic regime, away from thermal equilibrium. In the low density limit, the empirical density obeys a law of large numbers and the dynamics is governed by the Boltzmann equation. Deviations from this behaviour are described by dynamical correlations, which can be fully characterized for short times. This provides both a fluctuating Boltzmann equation and large deviation asymptotics.
  • Null space gradient flows for constrained optimization with applications to shape optimization
    • Feppon Florian
    • Allaire Grégoire
    • Dapogny Charles
    ESAIM: Control, Optimisation and Calculus of Variations, EDP Sciences, 2020, 26, pp.90. The purpose of this article is to introduce a gradient-flow algorithm for solving equality and inequality constrained optimization problems, which is particularly suited for shape optimization applications. We rely on a variant of the Ordinary Differential Equation (ODE) approach proposed by Yamashita (Math. Program. 18 (1980) 155–168) for equality constrained problems: the search direction is a combination of a null space step and a range space step, aiming to decrease the value of the minimized objective function and the violation of the constraints, respectively. Our first contribution is to propose an extension of this ODE approach to optimization problems featuring both equality and inequality constraints. In the literature, a common practice consists in reducing inequality constraints to equality constraints by the introduction of additional slack variables. Here, we rather solve their local combinatorial character by computing the projection of the gradient of the objective function onto the cone of feasible directions. This is achieved by solving a dual quadratic programming subproblem whose size equals the number of active or violated constraints. The solution to this problem allows to identify the inequality constraints to which the optimization trajectory should remain tangent. Our second contribution is a formulation of our gradient flow in the context of – infinite-dimensional – Hilbert spaces, and of even more general optimization sets such as sets of shapes, as it occurs in shape optimization within the framework of Hadamard’s boundary variation method. The cornerstone of this formulation is the classical operation of extension and regularization of shape derivatives. The numerical efficiency and ease of implementation of our algorithm are demonstrated on realistic shape optimization problems. (10.1051/cocv/2020015)
    DOI : 10.1051/cocv/2020015
  • Universal limits of substitution-closed permutation classes
    • Bassino Frédérique
    • Bouvel Mathilde
    • Féray Valentin
    • Gerin Lucas
    • Maazoun Mickaël
    • Pierrot Adeline
    Journal of the European Mathematical Society, European Mathematical Society, 2020, 22 (11), pp.3565-3639. We consider uniform random permutations in proper substitution-closed classes and study their limiting behavior in the sense of permutons. The limit depends on the generating series of the simple permutations in the class. Under a mild sufficient condition, the limit is an elementary one-parameter deformation of the limit of uniform separable permutations, previously identified as the Brownian separable permuton. This limiting object is therefore in some sense universal. We identify two other regimes with different limiting objects. The first one is degenerate; the second one is nontrivial and related to stable trees. These results are obtained thanks to a characterization of the convergence of random permutons through the convergence of their expected pattern densities. The limit of expected pattern densities is then computed by using the substitution tree encoding of permutations and performing singularity analysis on the tree series. (10.4171/JEMS/993)
    DOI : 10.4171/JEMS/993
  • Intensity fluctuations in random waveguides
    • Garnier Josselin
    Communications in Mathematical Sciences, International Press, 2020, 18 (4), pp.947-971. (10.4310/CMS.2020.v18.n4.a3)
    DOI : 10.4310/CMS.2020.v18.n4.a3
  • Wave Propagation in Randomly Perturbed Weakly Coupled Waveguides
    • Borcea Liliana
    • Garnier Josselin
    Multiscale Modeling and Simulation: A SIAM Interdisciplinary Journal, Society for Industrial and Applied Mathematics, 2020, 18 (1), pp.44-78. We present an analysis of wave propagation in a two step-index, parallel waveguide system. The goal is to quantify the effect of scattering at randomly perturbed interfaces between the guiding layers of high index of refraction and the host medium. The analysis is based on the expansion of the solution of the wave equation in a complete set of guided, radiation and evanescent modes with amplitudes that are random fields, due to scattering. We obtain a detailed characterization of these amplitudes and thus quantify the transfer of power between the two waveguides in terms of their separation distance. The results show that, no matter how small the fluctuations of the interfacesare, they have significant effect at sufficiently large distance of propagation, which manifests in two ways: The first effect is well known and consists of power leakage from the guided modes to the radiation ones. The second effect consists of blurring of the periodic transfer of power between the waveguides and the eventual equipartition of power. Its quantification is the main practical result ofthe paper. (10.1137/18M1230591)
    DOI : 10.1137/18M1230591
  • High-Resolution Interferometric Synthetic Aperture Imaging in Scattering Media
    • Borcea Liliana
    • Garnier Josselin
    SIAM Journal on Imaging Sciences, Society for Industrial and Applied Mathematics, 2020, 13 (1), pp.291-316. The goal of synthetic aperture imaging is to estimate the reflectivity of a remoteregion of interest by processing data gathered with a moving sensor which emits periodically a signaland records the backscattered wave. We introduce and analyze a high-resolution interferometric method for synthetic aperture imaging through an unknown scattering medium which distorts thewave. The method builds on the coherent interferometric (CINT) approach which uses empiricalcross-correlations of the measurements to mitigate the distortion, at the expense of a loss of resolutionof the image. The new method shows that, while mitigating the wave distortion, it is possible toobtain a robust and sharp estimate of the modulus of the Fourier transform of the reflectivity function.A high-resolution image can then be obtained by a phase retrieval algorithm. (10.1137/19M1272470)
    DOI : 10.1137/19M1272470
  • The tropicalization of the entropic barrier
    • Allamigeon Xavier
    • Aznag Abdellah
    • Gaubert Stéphane
    • Hamdi Yassine
    , 2020. The entropic barrier, studied by Bubeck and Eldan (Proc. Mach. Learn. Research, 2015), is a self-concordant barrier with asymptotically optimal self-concordance parameter. In this paper, we study the tropicalization of the central path associated with the entropic barrier, i.e., the logarithmic limit of this central path for a parametric family of linear programs defined over the field of Puiseux series. Our main result is that the tropicalization of the entropic central path is a piecewise linear curve which coincides with the tropicalization of the logarithmic central path studied by Allamigeon et al. (SIAM J. Applied Alg. Geom., 2018). One consequence is that the number of linear pieces in the tropical entropic central path can be exponential in the dimension and the number of inequalities defining the linear program.
  • Multipoint formulas for scattered far field in multidimensions
    • Novikov Roman
    Inverse Problems, IOP Publishing, 2020, 36 (9), pp.095001(12 pp.). We give asymptotic formulas for finding the scattering amplitude at fixed frequency and angles (scattered far field) from the scattering wave function given at $n$ points in dimension $d\geq 2$. These formulas are explicit and their precision is proportional to $n$. To our knowledge these formulas are new already for $n\geq 2$. (10.1088/1361-6420/aba891)
    DOI : 10.1088/1361-6420/aba891
  • Support optimization in additive manufacturing for geometric and thermo-mechanical constraints
    • Allaire Grégoire
    • Bihr Martin
    • Bogosel Beniamin
    Structural and Multidisciplinary Optimization, Springer Verlag, 2020, 61, pp.2377-2399. Supports are often required to safely complete the building of complicated structures by additive manufacturing technologies. In particular, supports are used as scaffoldings to reinforce overhanging regions of the structure and/or are necessary to mitigate the thermal deformations and residual stresses created by the intense heat flux produced by the source term (typically a laser beam). However, including supports increase the fabrication cost and their removal is not an easy matter. Therefore, it is crucial to minimize their volume while maintaining their efficiency. Based on earlier works, we propose here some new optimization criteria. First, simple geometric criteria are considered like the projected area and the volume of supports required for overhangs: they are minimized by varying the structure orientation with respect to the baseplate. In addition, an accessibility criterion is suggested for the removal of supports, which can be used to forbid some parts of the structure to be supported. Second, shape and topology optimization of supports for compliance minimization is performed. The novelty comes from the applied surface loads which are coming either from pseudo gravity loads on overhanging parts or from equivalent thermal loads arising from the layer by layer building process. Here, only the supports are optimized, with a given non-optimizable structure, but of course many generalizations are possible, including optimizing both the structure and its supports. Our optimization algorithm relies on the level set method and shape derivatives computed by the Hadamard method. Numerical examples are given in 2-d and 3-d.
  • Uncertainty Quantification for Stochastic Approximation Limits Using Chaos Expansion
    • Crépey Stéphane
    • Fort Gersende
    • Gobet Emmanuel
    • Stazhynski Uladzislau
    SIAM/ASA Journal on Uncertainty Quantification, ASA, American Statistical Association, 2020, 8 (3), pp.1061–1089. The uncertainty quantification for the limit of a Stochastic Approximation (SA) algorithm is analyzed. In our setup, this limit $f^*$ is defined as a zero of an intractable function and is modeled as uncertain through a parameter $\theta$. We aim at deriving the function $f^*$, as well as the probabilistic distribution of $f^*(\theta)$ given a probability distribution $\pi$ for $\theta$. We introduce the so-called Uncertainty Quantification for SA (UQSA) algorithm, an SA algorithm in increasing dimension for computing the basis coefficients of a chaos expansion of $\theta \mapsto f^*(\theta)$ on an orthogonal basis of a suitable Hilbert space. UQSA, run with a finite number of iterations $K$, returns a finite set of coefficients, providing an approximation $\widehat{f^*_K}(\cdot)$ of $f^*$. We establish the almost-sure and $L^p$-convergences in the Hilbert space of the sequence of functions $\widehat{f^*_K}(\cdot)$ when the number of iterations $K$ tends to infinity. This is done under mild, tractable conditions, uncovered by the existing literature for convergence analysis of infinite dimensional SA algorithms. For a suitable choice of the Hilbert basis, the algorithm also provides an approximation of the expectation, of the variance-covariance matrix and of higher order moments of the quantity $\widehat{f^*_K}(\theta)$ when $\theta$ is random with distribution $\pi$. UQSA is illustrated and the role of its design parameters is discussed numerically. (10.1137/18M1178517)
    DOI : 10.1137/18M1178517
  • A MOMENT CLOSURE BASED ON A PROJECTION ON THE BOUNDARY OF THE REALIZABILITY DOMAIN: 1D CASE
    • Pichard Teddy
    Kinetic and Related Models, AIMS, 2020, 13 (6), pp.1243-1280. This work aims to develop and test a projection technique for the construction of closing equations of moment systems. One possibility to define such a closure consists in reconstructing an underlying kinetic distribution from a vector of moments, then expressing the closure based on this reconstructed function. Exploiting the geometry of the realizability domain, i.e. the set of moments of positive distribution function, we decompose any realizable vectors into two parts, one corresponding to the moments of a chosen equilibrium function, and one obtain by a projection onto the boundary of the realizability domain in the direction of equilibrium function. A realizable closure of both of these parts are computed with standard techniques providing a realizable closure for the full system. This technique is tested for the reduction of a radiative transfer equation in slab geometry. (10.3934/xx.xx.xx.xx)
    DOI : 10.3934/xx.xx.xx.xx
  • A second order analysis of McKean-Vlasov semigroups
    • Arnaudon Marc
    • del Moral Pierre
    The Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2020. We propose a second order differential calculus to analyze the regularity and the stability properties of the distribution semigroup associated with McKean-Vlasov diffusions. This methodology provides second order Taylor type expansions with remainder for both the evolution semigroup as well as the stochastic flow associated with this class of nonlinear diffusions. Bismut-Elworthy-Li formulae for the gradient and the Hessian of the integro-differential operators associated with these expansions are also presented. The article also provides explicit Dyson-Phillips expansions and a refined analysis of the norm of these integro-differential operators. Under some natural and easily verifiable regularity conditions we derive a series of exponential decays inequalities with respect to the time horizon. We illustrate the impact of these results with a second order extension of the Alekseev-Gröbner lemma to nonlinear measure valued semigroups and interacting diffusion flows. This second order perturbation analysis provides direct proofs of several uniform propagation of chaos properties w.r.t. the time parameter, including bias, fluctuation error estimate as well as exponential concentration inequalities. (10.1214/20-AAP1568)
    DOI : 10.1214/20-AAP1568
  • A metric interpretation of the geodesic curvature in the Heisenberg group
    • Kohli Mathieu
    Journal of Dynamical and Control Systems, Springer Verlag, 2020, 26 (1), pp.159–174. In this paper we study the notion of geodesic curvature of smooth horizontal curves parametrized by arc lenght in the Heisenberg group, that is the simplest sub-Riemannian structure. Our goal is to give a metric interpretation of this notion of geodesic curvature as the first corrective term in the Taylor expansion of the distance between two close points of the curve. (10.1007/s10883-019-09444-7)
    DOI : 10.1007/s10883-019-09444-7