Publications

2013

• Modelling microstructure noise with mutually exciting point processes
  
  • Bacry Emmanuel
  • Delattre Sylvain
  • Hoffmann Marc
  • Muzy Jean-François
  Quantitative Finance, Taylor & Francis (Routledge), 2013, 13 (1), pp.65-77. We introduce a new stochastic model for the variations of asset prices at the tick-by-tick level in dimension 1 (for a single asset) and 2 (for a pair of assets). The construction is based on marked point pro- cesses and relies on linear self and mutually exciting stochastic inten- sities as introduced by Hawkes. We associate a counting process with the positive and negative jumps of an asset price. By coupling suitably the stochastic intensities of upward and downward changes of prices for several assets simultaneously, we can reproduce microstructure noise (i.e. strong microscopic mean reversion at the level of seconds to a few minutes) and the Epps effect (i.e. the decorrelation of the increments in microscopic scales) while preserving a standard Brownian diffusion behaviour on large scales. More effectively, we obtain analytical closed-form formulae for the mean signature plot and the correlation of two price increments that enable to track across scales the effect of the mean-reversion up to the diffusive limit of the model. We show that the theoretical results are consistent with empirical fits on futures Euro-Bund and Euro-Bobl in several situations. (10.1080/14697688.2011.647054)
  DOI : 10.1080/14697688.2011.647054
• Reconstruction of a potential from the impedance boundary map
  
  • Isaev Mikhail
  • Novikov Roman
  Eurasian Journal of Mathematical and Computer Applications, Eurasian National University, Kazakhstan (Nur-Sultan), 2013, 1 (1), pp.5-28. We give formulas and equations for finding generalized scattering data for the Schrödinger equation in open bounded domain at fixed energy from the impedance boundary map (or Robin-to-Robin map). Combining these results with results of the inverse scattering theory we obtain efficient methods for reconstructing potential from the impedance boundary map.
• Linearized Cauchy Data Inversion Method for Two-Dimensional Buried Target Imaging
  
  • Ozdemir Ozgur
  • Haddar Houssem
  IEEE Transactions on Antennas and Propagation, Institute of Electrical and Electronics Engineers, 2013, 61 (6). We propose a novel inversion algorithm to image buried objects in inhomogeneous media from the electromagnetic data on the outer boundary. Our method is based on exploiting the Cauchy data to derive a new Born-like linearization of the inverse problem. The main advantage of this formulation is to avoid the use of the background Green function and therefore is computationally more efficient. It also provides better accuracy than classical Born approximation. In the case of stratified media, our approach can be coupled with any appropriate continuation method. We discuss here the coupling with a continuation method based on the use of approximate transmission conditions. The feasibility and robustness of our methodology is validated through numerical experiments for single and multiple targets.
• Actuator and sensor fault detection, isolation and identification in nonlinear dynamical systems, with an application to a waste water treatment plant
  
  • Methnani Salowa
  • Lafont Frédéric
  • Gauthier Jean-Paul
  • Damak Tarak
  • Toumi Ahmed
  , 2013. no abstract
• Sparse Adaptive Parameterization of Variability in Image Ensembles
  
  • Durrleman Stanley
  • Allassonnière Stéphanie
  • Joshi S.
  International Journal of Computer Vision, Springer Verlag, 2013, 101 (1), pp.161-183. This paper introduces a new parameterization of diffeomorphic deformations for the characterization of the variability in image ensembles. Dense diffeomorphic deformations are built by interpolating the motion of a finite set of control points that forms a Hamiltonian flow of self-interacting particles. The proposed approach estimates a template image representative of a given image set, an optimal set of control points that focuses on the most variable parts of the image, and template-to-image registrations that quantify the variability within the image set. The method automatically selects the most relevant control points for the characterization of the image variability and estimates their optimal positions in the template domain. The optimization in position is done during the estimation of the deformations without adding any computational cost at each step of the gradient descent. The selection of the control points is done by adding a L 1 prior to the objective function, which is optimized using the FISTA algorithm. (10.1007/s11263-012-0556-1)
  DOI : 10.1007/s11263-012-0556-1
• Stabilization of persistently excited linear systems
  
  • Chitour Yacine
  • Mazanti Guilherme
  • Sigalotti Mario
  , 2013, pp.85-120. This chapter presents recent developments on the stabilization of persistently excited linear systems. The first section of the chapter deals with finite-dimensional systems and gives two main results on stabilization, concerning neutrally stable systems and systems whose eigenvalues all have non-positive real parts. It also presents a result stating the existence of persistently excited systems for which the pair (A, b) is controllable but that cannot be stabilized by means of a linear state feedback. The second section presents some results for infinite-dimensional systems to the case of systems defined by a linear operator A which generates a strongly continuous contraction semigroup, with applications to Schrödinger's equation and the wave equation. The final section discusses some problems that remain open, giving some preliminary results in certain cases. (10.1002/9781118639856.ch4)
  DOI : 10.1002/9781118639856.ch4
• Mathématiques: l'explosion continue
  
  • Anantharaman Nalini
  • de Bouard Anne
  • Lagoutière Frédéric
  • Gegout-Petit Anne
  • Ollivier Yann
  • Santambrogio Filippo
  • Bardet Jean-Marc
  , 2013, pp.1-180.
• Perron--Frobenius theorem for nonnegative multilinear forms and extensions
  
  • Friedland S.
  • Gaubert Stéphane
  • Han L.
  Linear Algebra and its Applications, Elsevier, 2013, 438 (2), pp.738-749. We prove an analog of Perron-Frobenius theorem for multilinear forms with nonnegative coefficients, and more generally, for polynomial maps with nonnegative coefficients. We determine the geometric convergence rate of the power algorithm to the unique normalized eigenvector. (10.1016/j.laa.2011.02.042)
  DOI : 10.1016/j.laa.2011.02.042
• On the class of graphs with strong mixing properties
  
  • Isaev Mikhail
  • Isaeva K.V
  Proceeding of MIPT, 2013, 5 (6), pp.44-54. We study three mixing properties of a graph: large algebraic connectivity, large Cheeger constant (isoperimetric number) and large spectral gap from 1 for the second largest eigenvalue of the transition probability matrix of the random walk on the graph. We prove equivalence of this properties (in some sense). We give estimates for the probability for a random graph to satisfy these properties. In addition, we present asymptotic formulas for the numbers of Eulerian orientations and Eulerian circuits in an undirected simple graph.
• Time reversal in viscoelastic media
  
  • Ammari Habib
  • Bretin Elie
  • Garnier Josselin
  • Wahab Abdul
  European Journal of Applied Mathematics, Cambridge University Press (CUP), 2013, 24, pp.565-600. In this paper, we consider the problem of reconstructing sources in a homogeneous viscoelastic medium from wavefield measurements using time-reversal algorithms. Our motivation is the recent advances on hybrid methods in biomedical imaging. We first present a modified time-reversal imaging algorithm based on a weighted Helmholtz decomposition and justify mathematically that it provides a better approximation than by simply time reversing the displacement field. Then, we investigate the source inverse problem in an elastic attenuating medium. We provide a regularized time-reversal imaging which corrects the attenuation effect at the first order.
• First and second order optimality conditions for optimal control problems of state constrained integral equations
  
  • Bonnans J. Frédéric
  • de La Vega Constanza
  • Dupuis Xavier
  Journal of Optimization Theory and Applications, Springer Verlag, 2013, 159 (1), pp.1-40. This paper deals with optimal control problems of integral equations, with initial-final and running state constraints. The order of a running state constraint is defined in the setting of integral dynamics, and we work here with constraints of arbitrary high orders. First and second-order necessary conditions of optimality are obtained, as well as second-order sufficient conditions. (10.1007/s10957-013-0299-3)
  DOI : 10.1007/s10957-013-0299-3
• Ecologie prédictive & changement planétaire
  
  • Austerlitz Frédéric
  • Blum Michael
  • Calba Sarah
  • Chave Jérôme
  • Choisy Marc
  • Coreau Audrey
  • Devictor Vincent
  • Doyen Luc
  • Dray Stéphane
  • Duputié Anne
  • Eveillard Damien
  • Faure Denis
  • Favier Charly
  • Gaggiotti Oscar
  • Galtier Nicolas
  • Garnier Éric
  • Gimenez Olivier
  • Guis Helene
  • Herbreteau Vincent
  • Huneman Philippe
  • Jabot Franck
  • Jarne Philippe
  • Joly Dominique
  • Julliard Romain
  • Kéfi Sonia
  • Kergoat Gael
  • Lacroix Gerard
  • Lagadeuc Yvan
  • Lavorel Sandra
  • Le Gaillard Jean-François
  • Le Gall Line
  • Loreau Michel
  • Maris Virginie
  • Morand Serge
  • Morin Xavier
  • Morlon Hélène
  • Mouquet Nicolas
  • Pinay Gilles
  • Pottier Julien
  • Pradel Roger
  • Ronce Ophélie
  • Schurr Frank
  • Simonet Pascal
  • Teplitsky Céline
  • Thuiller Wilfried
  • Tran Anne-Lise
  • Venner Samuel
  , 2013, hors s\'{e}rie, pp.9-44.
• Surface integral formulation of the interior transmission problem
  
  • Cossonnière Anne
  • Haddar Houssem
  Journal of Integral Equations and Applications, Rocky Mountain Mathematics Consortium, 2013, 25 (3), pp.341-376.. We consider a surface integral formulation of the so-called interior transmission problem that appears in the study of inverse scattering problems from dielectric inclusions. In the case where the magnetic permeability contrast is zero, the main originality of our approach consists in still using classical potentials for the Helmholtz equation but in weaker trace space solutions. One major outcome of this study is to establish Fredholm properties of the problem for relaxed assumptions on the material coefficients. For instance we allow the contrast to change sign inside the medium. We also show how one can retrieve discreteness results for transmission eigenvalues in some particular situations. (10.1216/JIE-2013-25-3-341)
  DOI : 10.1216/JIE-2013-25-3-341
• Transmission eigenvalues
  
  • Cakoni Fioralba
  • Haddar Houssem
  Inverse Problems, IOP Publishing, 2013, 29 (10), pp.100201. In inverse scattering theory, transmission eigenvalues can be seen as the extension of the notion of resonant frequencies for impenetrable objects to the case of penetrable dielectrics. The transmission eigenvalue problem is a relatively late arrival to the spectral theory of partial differential equations. Its first appearance was in 1986 in a paper by Kirsch who was investigating the denseness of far-field patterns for scattering solutions of the Helmholtz equation or, in more modern terminology, the injectivity of the far-field operator [1]. The paper of Kirsch was soon followed by a more systematic study by Colton and Monk in the context of developing the dual space method for solving the inverse scattering problem for acoustic waves in an inhomogeneous medium [2]. In this paper they showed that for a spherically stratified media transmission eigenvalues existed and formed a discrete set. Numerical examples were also given showing that in principle transmission eigenvalues could be determined from the far-field data. This first period of interest in transmission eigenvalues was concluded with papers by Colton et al in 1989 [3] and Rynne and Sleeman in 1991 [4] showing that for an inhomogeneous medium (not necessarily spherically stratified) transmission eigenvalues, if they existed, formed a discrete set. For the next seventeen years transmission eigenvalues were ignored. This was mainly due to the fact that, with the introduction of various sampling methods to determine the shape of an inhomogeneous medium from far-field data, transmission eigenvalues were something to be avoided and hence the fact that transmission eigenvalues formed at most a discrete set was deemed to be sufficient. In addition, questions related to the existence of transmission eigenvalues or the structure of associated eigenvectors were recognized as being particularly difficult due to the nonlinearity of the eigenvalue problem and the special structure of the associated transmission eigenvalue problem. The need to answer these questions became important after a series of papers by Cakoni et al [5], and Cakoni et al [6] suggesting that these transmission eigenvalues could be used to obtain qualitative information about the material properties of the scattering object from far-field data. The first answer to the existence of transmission eigenvalues in the general case was given in 2008 when Päivärinta and Sylvester showed the existence of transmission eigenvalues for the index of refraction sufficiently large [7] followed in 2010 by the paper of Cakoni et al who removed the size restriction on the index of refraction [8]. More importantly, in the latter it was shown that transmission eigenvalues yielded qualitative information on the material properties of the scattering object and Cakoni et al established in [9] that transmission eigenvalues could be determined from the Tikhonov regularized solution of the far-field equation. Since the appearance of these papers there has been an explosion of interest in the transmission eigenvalue problem (we refer the reader to our recent survey paper [10] for a detailed account of the developments in this field up to 2012) and the papers in this special issue are representative of the myriad directions that this research has taken. Indeed, we are happy to see that many open theoretical and numerical questions raised in [10] have been answered (totally or partially) in the contributions of this special issue: the existence of transmission eigenvalues with minimal assumptions on the contrast, the numerical evaluation of transmission eigenvalues, the inverse spectral problem, applications to non-destructive testing, etc. In addition to these topics, many other new investigations and research directions have been proposed as we shall see in the brief content summary below. A number of papers in this special issue are concerned with the question of existence of transmission eigenvalues and the structure of the associated transmission eigenfunctions. The three papers by respectively Robbiano [11], Blasten and Päivärinta [12], and Lakshtanov and Vainberg [13] provide new complementary results on the existence of transmission eigenvalues for the scalar problem under weak assumptions on the (possibly complex valued) refractive index that mainly stipulates that the contrast does not change sign on the boundary. It is interesting here to see three different new methods to obtain these results. On the other hand, the paper by Bonnet-Ben Dhia and Chesnel [14] addresses the Fredholm properties of the interior transmission problem when the contrast changes sign on the boundary, exhibiting cases where this property fails. Using more standard approaches, the existence and structure of transmission eigenvalues are analyzed in the paper by Delbary [15] for the case of frequency dependent materials in the context of Maxwell's equations, whereas the paper by Vesalainen [16] initiates the study of the transmission eigenvalue problem in unbounded domains by considering the transmission eigenvalues for Schrödinger equation with non-compactly supported potential. The paper by Monk and Selgas [17] addresses the case where the dielectric is mounted on a perfect conductor and provides some numerical examples of the localization of associated eigenvalues using the linear sampling method. A series of papers then addresses the question of localization of transmission eigenvalues and the associated inverse spectral problem for spherically stratified media. More specifically, the paper by Colton and Leung [18] provides new results on complex transmission eigenvalues and a new proof for uniqueness of a solution to the inverse spectral problem, whereas the paper by Sylvester [19] provides sharp results on how to locate all the transmission eigenvalues associated with angular independent eigenfunctions when the index of refraction is constant. The paper by Gintides and Pallikarakis [20] investigates an iterative least square method to identify the spherically stratified index of refraction from transmission eigenvalues. On the characterization of transmission eigenvalues in terms of far-field measurements, a promising new result is obtained by Kirsch and Lechleiter [21] showing how one can identify the transmission eigenvalues using the eigenvalues of the scattering operator which are available in terms of measured scattering data. In the paper by Kleefeld [22], an accurate method for computing transmission eigenvalues based on a surface integral formulation of the interior transmission problem and numerical methods for nonlinear eigenvalue problems is proposed and numerically validated for the scalar problem in three dimensions. On the other hand, the paper by Sun and Xu [23] investigates the computation of transmission eigenvalues for Maxwell's equations using a standard iterative method associated with a variational formulation of the interior transmission problem with an emphasis on the effect of anisotropy on transmission eigenvalues. From the perspective of using transmission eigenvalues in non-destructive testing, the paper by Cakoni and Moskow [24] investigates the asymptotic behavior of transmission eigenvalues with respect to small inhomogeneities. The paper by Nakamura and Wang [25] investigates the linear sampling method for the time dependent heat equation and analyses the interior transmission problem associated with this equation. Finally, in the paper by Finch and Hickmann [26], the spectrum of the interior transmission problem is related to the unique determination of the acoustic properties of a body in thermoacoustic imaging. We hope that this collection of papers will stimulate further research in the rapidly growing area of transmission eigenvalues and inverse scattering theory. (10.1088/0266-5611/29/10/100201)
  DOI : 10.1088/0266-5611/29/10/100201
• The Factorization method applied to cracks with impedance boundary conditions
  
  • Boukari Yosra
  • Haddar Houssem
  Inverse Problems and Imaging, AIMS American Institute of Mathematical Sciences, 2013, 7 (4). We use the Factorization method to retrieve the shape of cracks with impedance boundary conditions from farfields associated with incident plane waves at a fixed fre- quency. This work is an extension of the study initiated by Kirsch and Ritter [Inverse Problems, 16, pp. 89-105, 2000] where the case of sound soft cracks is considered. We address here the scalar problem and provide theoretical validation of the method when the impedance boundary conditions hold on both sides of the crack. We then deduce an inversion algorithm and present some validating numerical results in the case of simply and multiply connected cracks.
• Path Planning and Ground Control Station Simulator for UAV
  
  • Ajami Alain
  • Balmat Jean-François
  • Gauthier Jean-Paul
  • Maillot Thibault
  , 2013, pp.1-13. no abstract
• Optimally swimming stokesian robots
  
  • Alouges François
  • Desimone Antonio
  • Heltai Luca
  • Lefebvre-Lepot Aline
  • Merlet Benoît
  Discrete and Continuous Dynamical Systems - Series B, American Institute of Mathematical Sciences, 2013, 18 (5), pp.1189-1215. We study self-propelled stokesian robots composed of assemblies of balls, in dimensions 2 and 3, and prove that they are able to control their position and orientation. This is a result of controllability, and its proof relies on applying Chow's theorem in an analytic framework, similar to what has been done in [3] for an axisymmetric system swimming along the axis of symmetry. We generalize the analyticity result given in [3] to the situation where the swimmers can move either in a plane or in three-dimensional space, hence experiencing also rotations. We then focus our attention on energetically optimal strokes, which we are able to compute numerically. Some examples of computed optimal strokes are discussed in detail. (10.3934/dcdsb.2013.18.1189)
  DOI : 10.3934/dcdsb.2013.18.1189
• Asymptotic enumeration of Eulerian circuits for graphs with strong mixing properties
  
  • Isaev Mikhail
  Izvestiya RAN. Serya Matematicheskaya, 2013, 77 (6), pp.45-70. We prove an asymptotic formula for the number of Eulerian circuits for graphs with strong mixing properties and with vertices having even degrees. The exact value is determined up to the multiplicative error $O(n^{-1/2+\varepsilon})$, where $n$ is the number of vertices
• Direct competition results from strong competiton for limited resource
  
  • Mirrahimi Sepideh
  • Perthame Benoît
  • Wakano Joe Yuichiro
  Journal of Mathematical Biology, Springer, 2013, pp.0303-6812. We study a model of competition for resource through a chemostat-type model where species consume the common resource that is constantly supplied. We assume that the species and resources are characterized by a continuous trait. As already proved, this model, although more complicated than the usual Lotka-Volterra direct competition model, describes competitive interactions leading to concentrated distributions of species in continuous trait space. Here we assume a very fast dynamics for the supply of the resource and a fast dynamics for death and uptake rates. In this regime we show that factors that are independent of the resource competition become as important as the competition efficiency and that the direct competition model is a good approximation of the chemostat. Assuming these two timescales allows us to establish a mathematically rigorous proof showing that our resource-competition model with continuous traits converges to a direct competition model. We also show that the two timescales assumption is required to mathematically justify the corresponding classic result on a model consisting of only finite number of species and resources (MacArthur, R. Theor. Popul. Biol. 1970:1, 1-11). This is performed through asymptotic analysis, introducing different scales for the resource renewal rate and the uptake rate. The mathematical difficulty relies in a possible initial layer for the resource dynamics. The chemostat model comes with a global convex Lyapunov functional. We show that the particular form of the competition kernel derived from the uptake kernel, satisfies a positivity property which is known to be necessary for the direct competition model to enjoy the related Lyapunov functional. (10.1007/s00285-013-0659-5)
  DOI : 10.1007/s00285-013-0659-5
• Spatiotemporal Dynamic Simulation of Acute Perfusion/Diffusion Ischemic Stroke Lesions Evolution: A Pilot Study Derived from Longitudinal MR Patient Data
  
  • Rekik Islem
  • Allassonnière Stéphanie
  • Durrleman Stanley
  • Carpenter Trevor
  • Wardlaw Joanna M
  Computational and Mathematical Methods in Medicine, Hindawi Publishing Corporation, 2013. The spatiotemporal evolution of stroke lesions, from acute injury to final tissue damage, is complex. Diffusion-weighted (DWI) and perfusion-weighted (PWI) imaging is commonly used to detect early ischemic changes and attempts to distinguish between permanently damaged and salvageable tissues. To date, 2D and 3D measures of diffusion/perfusion regions at individual timepoints have been widely used but may underestimate the true lesion spatio-temporal dynamics. Currently there is no spatio-temporal 4D dynamic model that simulates the continuous evolution of ischemic stroke from MR images. We determined whether a 4D current-based diffeomorphic model, developed in the field of statistical modeling for measuring the variability of anatomical surfaces, could estimate patient-specific spatio-temporal continuous evolution for MR PWI (measured as mean transit time, (MTT)) and DWI lesions. In our representative pilot sample, the model fitted the data well. Our dynamic analysis of lesion evolution showed different patterns; for example, some DWI/PWI dynamic changes corresponded with DWI lesion expansion into PWI lesions, but other patterns were much more complex and diverse. There was wide variation in the time when the final tissue damage was reached after stroke for DWI and MTT (10.1155/2013/283593)
  DOI : 10.1155/2013/283593
• Preliminary control variates to improve empirical regression methods
  
  • Benzineb Tarik
  • Gobet Emmanuel
  Monte Carlo Methods and Applications, De Gruyter, 2013, 19 (4), pp.331--354. We design a variance reduction method to reduce the estimation error in regression problems. It is based on an appropriate use of other known regression functions. Theoretical estimates are supporting this improvement and numerical experiments are illustrating the efficiency of the method.
• A Formula for Popp’s Volume in Sub-Riemannian Geometry
  
  • Barilari Davide
  • Rizzi Luca
  Analysis and Geometry in Metric Spaces, Versita, 2013, 1. For an equiregular sub-Riemannian manifold M, Popp's volume is a smooth volume which is canonically associated with the sub-Riemannian structure, and it is a natural generalization of the Riemannian one. In this paper we prove a general formula for Popp's volume, written in terms of a frame adapted to the sub-Riemannian distribution. As a first application of this result, we prove an explicit formula for the canonical sub-Laplacian, namely the one associated with Popp's volume. Finally, we discuss sub-Riemannian isometries, and we prove that they preserve Popp's volume. We also show that, under some hypotheses on the action of the isometry group of M, Popp's volume is essentially the unique volume with such a property. (10.2478/agms-2012-0004)
  DOI : 10.2478/agms-2012-0004
• New global stability estimates for monochromatic inverse acoustic scattering
  
  • Isaev Mikhail
  • Novikov Roman
  SIAM Journal on Mathematical Analysis, Society for Industrial and Applied Mathematics, 2013, 45 (3), pp.1495-1504. We give new global stability estimates for monochromatic inverse acoustic scattering. These estimates essentially improve estimates of [P. Hahner, T. Hohage, SIAM J. Math. Anal., 33(3), 2001, 670-685] and can be considered as a solution of an open problem formulated in the aforementioned work.
• Extinction probabilities for a distylous plant population modeled by an inhomogeneous random walk on the positive quadrant
  
  • Lafitte-Godillon Pauline
  • Raschel Kilian
  • Tran Viet Chi
  SIAM Journal on Applied Mathematics, Society for Industrial and Applied Mathematics, 2013, 73 (2), pp.700-722. In this paper, we study a flower population in which self-reproduction is not permitted. Individuals are diploid, {that is, each cell contains two sets of chromosomes}, and {distylous, that is, two alleles, A and a, can be found at the considered locus S}. Pollen and ovules of flowers with the same genotype at locus S cannot mate. This prevents the pollen of a given flower to fecundate its {own} stigmata. Only genotypes AA and Aa can be maintained in the population, so that the latter can be described by a random walk in the positive quadrant whose components are the number of individuals of each genotype. This random walk is not homogeneous and its transitions depend on the location of the process. We are interested in the computation of the extinction probabilities, {as} extinction happens when one of the axis is reached by the process. These extinction probabilities, which depend on the initial condition, satisfy a doubly-indexed recurrence equation that cannot be solved directly. {Our contribution is twofold : on the one hand, we obtain an explicit, though intricate, solution through the study of the PDE solved by the associated generating function. On the other hand, we provide numerical results comparing stochastic and deterministic approximations of the extinction probabilities. (10.1137/120864258)
  DOI : 10.1137/120864258
• Partition-Based Conditional Density Estimation
  
  • Cohen Serge X.
  • Le Pennec Erwan
  ESAIM: Probability and Statistics, EDP Sciences, 2013, 17, pp.672--697. (10.1051/ps/2012017)
  DOI : 10.1051/ps/2012017