Publications

2015

• Interface Motion in Random Media
  
  • Bodineau T.
  • Teixeira A.
  Communications in Mathematical Physics, Springer Verlag, 2015, 334 (2), pp.843 - 865. (10.1007/s00220-014-2152-4)
  DOI : 10.1007/s00220-014-2152-4
• Numerical study of a cylinder model of the diffusion MRI signal for neuronal dendrite trees
  
  • van Nguyen Dang
  • Grebenkov Denis S
  • Le Bihan Denis
  • Li Jing-Rebecca
  Journal of Magnetic Resonance, Elsevier, 2015, 252, pp.103-113. (10.1016/j.jmr.2015.01.008)
  DOI : 10.1016/j.jmr.2015.01.008
• Path-dependent equations and viscosity solutions in infinite dimension
  
  • Cosso Andrea
  • Federico Salvatore
  • Gozzi Fausto
  • Rosestolato Mauro
  • Touzi Nizar
  , 2015. Path Dependent PDE's (PPDE's) are natural objects to study when one deals with non Markovian models. Recently, after the introduction (see [12]) of the so-called pathwise (or functional or Dupire) calculus, various papers have been devoted to study the well-posedness of such kind of equations, both from the point of view of regular solutions (see e.g. [18]) and viscosity solutions (see e.g. [13]), in the case of finite dimensional underlying space. In this paper, motivated by the study of models driven by path dependent stochastic PDE's, we give a first well-posedness result for viscosity solutions of PPDE's when the underlying space is an infinite dimensional Hilbert space. The proof requires a substantial modification of the approach followed in the finite dimensional case. We also observe that, differently from the finite dimensional case, our well-posedness result, even in the Markovian case, apply to equations which cannot be treated, up to now, with the known theory of viscosity solutions.
• Infinite horizon problems on stratifiable state-constraints sets
  
  • Hermosilla Cristopher
  • Zidani Hasnaa
  Journal of Differential Equations, Elsevier, 2015, 258 (4), pp.1430–1460. This paper deals with a state-constrained control problem. It is well known that, unless some compatibility condition between constraints and dynamics holds, the value function has not enough regularity, or can fail to be the unique constrained viscosity solution of a Hamilton-Jacobi-Bellman (HJB) equation. Here, we consider the case of a set of constraints having a stratified structure. Under this circumstance, the interior of this set may be empty or disconnected, and the admissible trajectories may have the only option to stay on the boundary without possible approximation in the interior of the constraints. In such situations, the classical pointing qualification hypothesis are not relevant. The discontinuous value function is then characterized by means of a system of HJB equations on each stratum that composes the state constraints. This result is obtained under a local controllability assumption which is required only on the strata where some chattering phenomena could occur. (10.1016/j.jde.2014.11.001)
  DOI : 10.1016/j.jde.2014.11.001
• Optimal Design for Purcell Three-link Swimmer
  
  • Giraldi Laetitia
  • Martinon Pierre
  • Zoppello Marta
  Physical Review, American Physical Society (APS), 2015, 91 (2), pp.023012. In this paper we address the question of the optimal design for the Purcell 3-link swimmer. More precisely we investigate the best link length ratio which maximizes its displacement. The dynamics of the swimmer is expressed as an ODE, using the Resistive Force Theory. Among a set of optimal strategies of deformation (strokes), we provide an asymptotic estimate of the displacement for small deformations, from which we derive the optimal link ratio. Numerical simulations are in good agreement with this theoretical estimate, and also cover larger amplitudes of deformation. Compared with the classical design of the Purcell swimmer, we observe a gain in displacement of roughly 60%.
• Intermittent process analysis with scattering moments
  
  • Muzy Jean-François
  • Bacry Emmanuel
  • Mallat Stéphane
  • Bruna Joan
  Annals of Statistics, Institute of Mathematical Statistics, 2015, 43 (1), pp.323. Scattering moments provide nonparametric models of random processes with stationary increments. They are expected values of random variables computed with a nonexpansive operator, obtained by iteratively applying wavelet transforms and modulus nonlinearities, which preserves the variance. First- and second-order scattering moments are shown to characterize intermittency and self-similarity properties of multiscale processes. Scattering moments of Poisson processes, fractional Brownian motions, Lévy processes and multifractal random walks are shown to have characteristic decay. The Generalized Method of Simulated Moments is applied to scattering moments to estimate data generating models. Numerical applications are shown on financial time-series and on energy dissipation of turbulent flows. (10.1214/14-AOS1276)
  DOI : 10.1214/14-AOS1276
• Optimal control problems on well-structured domains and stratified feedback controls
  
  • Hermosilla Cristopher
  , 2015. The aim of this dissertation is to study some issues in Control Theory of ordinary differential equations. Optimal control problems with tame state-constraints and feedback controls with stratified discontinuities are of special interest. The techniques employed along the manuscript have been chiefly taken from control theory, nonsmooth analysis, variational analysis, tame geometry, convex analysis and differential inclusions theory. The first part of the thesis is devoted to provide general results and definitions required for a good understanding of the entire manuscript. In particular, a strong invariance criterion adapted to manifolds is presented. Moreover, a short insight into manifolds and stratifications is done. The notions of relatively wedged sets is introduced and in addition, some of its properties are stated. The second part is concerned with the characterization of the Value Function of an optimal control problem with state-constraints. Three cases have been taken into account. The first one treats stratifiable state-constraints, that is, sets that can be decomposed into manifolds of different dimensions. The second case is focused on linear systems with convex state-constraints, and the last one considers convex state-constraints as well, but from a penalization point of view. In the latter situation, the dynamics are nonlinear and verify an absorbing property at the boundary. The third part is about discontinuous feedbacks laws whose singularities form a stratified set on the state-space. This type of controls yields to consider stratified discontinuous ordinary differential equations, which motivates an analysis of existence of solutions and robustness with respect to external perturbation for these equations. The construction of a suboptimal continuous feedback from an optimal one is also addressed in this part. The fourth part is dedicated to investigate optimal control problems on networks. The main feature of this contribution is that no controllability assumption around the junctions is imposed. The results can also be extended to generalized notions of networks, where the junction is not a single point but a manifold.
• Approximate controllability, exact controllability, and conical eigenvalue intersections for quantum mechanical systems
  
  • Boscain Ugo
  • Gauthier Jean-Paul
  • Rossi Francesco
  • Sigalotti Mario
  Communications in Mathematical Physics, Springer Verlag, 2015, 333 (3), pp.1225-1239. We study the controllability of a closed control-affine quantum system driven by two or more external fields. We provide a sufficient condition for controllability in terms of existence of conical intersections between eigenvalues of the Hamiltonian in dependence of the controls seen as parameters. Such spectral condition is structurally stable in the case of three controls or in the case of two controls when the Hamiltonian is real. The spectral condition appears naturally in the adiabatic control framework and yields approximate controllability in the infinite-dimensional case. In the finite-dimensional case it implies that the system is Lie-bracket generating when lifted to the group of unitary transformations, and in particular that it is exactly controllable. Hence, Lie algebraic conditions are deduced from purely spectral properties. We conclude the article by proving that approximate and exact controllability are equivalent properties for general finite-dimensional quantum systems. (10.1007/s00220-014-2195-6)
  DOI : 10.1007/s00220-014-2195-6
• A Holder-logarithmic stability estimate for an inverse problem in two dimensions
  
  • Santacesaria Matteo
  Journal of Inverse and Ill-posed Problems, De Gruyter, 2015, 23 (1), pp.51–73. The problem of the recovery of a real-valued potential in the two-dimensional Schrodinger equation at positive energy from the Dirichlet-to-Neumann map is considered. It is know that this problem is severely ill-posed and the reconstruction of the potential is only logarithmic stable in general. In this paper a new stability estimate is proved, which is explicitly dependent on the regularity of the potentials and on the energy. Its main feature is an efficient increasing stability phenomenon at sufficiently high energies: in some sense, the stability rapidly changes from logarithmic type to Holder type. The paper develops also several estimates for a non-local Riemann-Hilbert problem which could be of independent interest. (10.1515/jiip-2013-0055)
  DOI : 10.1515/jiip-2013-0055
• Geometric and numerical methods in the contrast imaging problem in nuclear magnetic resonance
  
  • Bonnard Bernard
  • Claeys Mathieu
  • Cots Olivier
  • Martinon Pierre
  Acta Applicandae Mathematicae, Springer Verlag, 2015, 135 (1), pp.pp.5-45. In this article, the contrast imaging problem in nuclear magnetic resonance is modeled as a Mayer problem in optimal control. The optimal solution can be found as an extremal, solution of the Maximum Principle and analyzed with the techniques of geometric control. This leads to a numerical investigation based on so-called indirect methods using the HamPath software. The results are then compared with a direct method implemented within the Bocop toolbox. Finally lmi techniques are used to estimate a global optimum. (10.1007/s10440-014-9947-3)
  DOI : 10.1007/s10440-014-9947-3
• Formal Proofs for Nonlinear Optimization
  
  • Magron Victor
  • Allamigeon Xavier
  • Gaubert Stéphane
  • Werner Benjamin
  Journal of Formalized Reasoning, ASDD-AlmaDL, 2015, 8 (15), pp.1-24. We present a formally verified global optimization framework. Given a semialgebraic or transcendental function f and a compact semialgebraic domain K, we use the nonlinear maxplus template approximation algorithm to provide a certified lower bound of f over K. This method allows to bound in a modular way some of the constituents of f by suprema of quadratic forms with a well chosen curvature. Thus, we reduce the initial goal to a hierarchy of semialgebraic optimization problems, solved by sums of squares relaxations. Our implementation tool interleaves semialgebraic approximations with sums of squares witnesses to form certificates. It is interfaced with Coq and thus benefits from the trusted arithmetic available inside the proof assistant. This feature is used to produce, from the certificates, both valid underestimators and lower bounds for each approximated constituent. The application range for such a tool is widespread; for instance Hales' proof of Kepler's conjecture yields thousands of multivariate transcendental inequalities. We illustrate the performance of our formal framework on some of these inequalities as well as on examples from the global optimization literature.
• Monte Carlo methods for linear and non-linear Poisson-Boltzmann equation
  
  • Bossy Mireille
  • Champagnat Nicolas
  • Leman Helene
  • Maire Sylvain
  • Violeau Laurent
  • Yvinec Mariette
  ESAIM: Proceedings, EDP Sciences, 2015, 48, pp.420-446. The electrostatic potential in the neighborhood of a biomolecule can be computed thanks to the non-linear divergence-form elliptic Poisson-Boltzmann PDE. Dedicated Monte-Carlo methods have been developed to solve its linearized version (see e.g.Bossy et al 2009, Mascagni & Simonov 2004}). These algorithms combine walk on spheres techniques and appropriate replacements at the boundary of the molecule. In the first part of this article we compare recent replacement methods for this linearized equation on real size biomolecules, that also require efficient computational geometry algorithms. We compare our results with the deterministic solver APBS. In the second part, we prove a new probabilistic interpretation of the nonlinear Poisson-Boltzmann PDE. A Monte Carlo algorithm is also derived and tested on a simple test case. (10.1051/proc/201448020)
  DOI : 10.1051/proc/201448020
• Singular limits for reaction-diffusion equations with fractional Laplacian and local or nonlocal nonlinearity
  
  • Méléard Sylvie
  • Mirrahimi Sepideh
  Communications in Partial Differential Equations, Taylor & Francis, 2015, 40 (5), pp.957-993. We perform an asymptotic analysis of models of population dynamics with a fractional Laplacian and local or nonlocal reaction terms. The first part of the paper is devoted to the long time/long range rescaling of the fractional Fisher-KPP equation. This rescaling is based on the exponential speed of propagation of the population. In particular we show that the only role of the fractional Laplacian in determining this speed is at the initial layer where it determines the thickness of the tails of the solutions. Next, we show that such rescaling is also possible for models with non-local reaction terms, as selection-mutation models. However, to obtain a more relevant qualitative behavior for this second case, we introduce, in the second part of the paper, a second rescaling where we assume that the diffusion steps are small. In this way, using a WKB ansatz, we obtain a Hamilton-Jacobi equation in the limit which describes the asymptotic dynamics of the solutions, similarly to the case of selection-mutation models with a classical Laplace term or an integral kernel with thin tails. However, the rescaling introduced here is very different from the latter cases. We extend these results to the multidimensional case. (10.1080/03605302.2014.963606)
  DOI : 10.1080/03605302.2014.963606
• Inverse scattering without phase information
  
  • Novikov Roman
  Séminaire Laurent Schwartz - EDP et applications, Centre de mathématiques Laurent Schwartz, 2015, 2014-2015, pp.Exposé no. 16, 13 pp. We report on nonuniqueness, uniqueness and reconstruction results in quantum mechanical and acoustic inverse scattering without phase information. We are motivated by recent and very essential progress in this domain. This paper is an extended version of the talk given at Séminaire Laurent Schwartz on March 31, 2015. (10.5802/slsedp.74)
  DOI : 10.5802/slsedp.74
• The topological derivative of stress-based cost functionals in anisotropic elasticity
  
  • Delgado Gabriel
  • Bonnet Marc
  Computers & Mathematics with Applications, Elsevier, 2015, 69, pp.1144-1166. The topological derivative of cost functionals J that depend on the stress (through the displacement gradient, assuming a linearly elastic material behavior) is considered in a quite general 3D setting where both the background and the inhomogeneity may have arbitrary anisotropic elastic properties. The topological derivative dJ(z) of J quantifies the asymptotic behavior of J under the nucleation in the background elastic medium of a small anisotropic inhomogeneity of characteristic radius a at a specified location z. The fact that the strain perturbation inside an elastic inhomogeneity remains finite for arbitrarily small a makes the small-inhomogeneity asymptotics of stress-based cost functionals quite different than that of the more usual displacement-based functionals. The asymptotic perturbation of J is shown to be of order O(a^3) for a wide class of stress-based cost functionals having smooth densities. The topological derivative of J, i.e. the coefficient of the O(a^3) perturbation, is established, and computational procedures then discussed. The resulting small-inhomogeneity expansion of J is mathematically justified (i.e. its remainder is proved to be of order o(a^3)). Several 2D and 3D numerical examples are presented, in particular demonstrating the proposed formulation of \dJ on cases involving anisotropic elasticity and non-quadratic cost functionals. (10.1016/j.camwa.2015.03.010)
  DOI : 10.1016/j.camwa.2015.03.010
• MatVPC: A User-Friendly MATLAB-Based Tool for the Simulation and Evaluation of Systems Pharmacology Models
  
  • Biliouris Kostas
  • Lavielle Marc
  • Trame Mirjam
  CPT: Pharmacometrics and Systems Pharmacology, American Society for Clinical Pharmacology and Therapeutics ; International Society of Pharmacometrics, 2015. Quantitative systems pharmacology (QSP) models are progressively entering the arena of contemporary pharmacology. The efficient implementation and evaluation of complex QSP models necessitates the development of flexible computational tools that are built into QSP mainstream software. To this end, we present MatVPC, a versatile MATLAB-based tool that accommodates QSP models of any complexity level. MatVPC executes Monte Carlo simulations as well as automatic construction of visual predictive checks (VPCs) and quantified VPCs (QVPCs). VPC is a model diagnostic tool that facilitates the evaluation of both the structural and the stochastic part of a model. It is constructed by superimposing the observations over the model simulations while accounting for both the interindivid-ual variability as well as the residual variability. 1 Once underutilized, 2 the VPC now is recognized as one of the most valuable model diagnostics in pharmacological model evaluation. 3–5 Its superiority over comparable diagnostic tools has been established 6 and reflected by the fact that regulatory agencies recommend it as one of the central model diagnostics. 7 (10.1002/psp4.12011)
  DOI : 10.1002/psp4.12011
• Ensuring robustness of domain decomposition methods by block strategies
  
  • Gosselet Pierre
  • Rixen Daniel
  • Spillane Nicole
  • Roux François-Xavier
  , 2015. no abstract
• Lyapunov and Minimum-Time Path Planning for Drones
  
  • Maillot Thibault
  • Boscain Ugo
  • Gauthier Jean-Paul
  • Serres Ulysse
  Journal of Dynamical and Control Systems, Springer Verlag, 2015, 21 (1), pp.1-34. (10.1007/s10883-014-9222-y)
  DOI : 10.1007/s10883-014-9222-y
• Coupling techniques for nonlinear hyperbolic equations. IV. Well-balanced schemes for scalar multi-dimensional and multi-component laws
  
  • Boutin Benjamin
  • Coquel Frédéric
  • LeFloch Philippe G.
  Mathematics of Computation, American Mathematical Society, 2015, 84 (294), pp.1663-1702. This series of papers is devoted to the formulation and the approximation of coupling problems for nonlinear hyperbolic equations. The coupling across an interface in the physical space is formulated in term of an augmented system of partial differential equations. In an earlier work, this strategy allowed us to develop a regularization method based on a thick interface model in one space variable for coupling scalar equations. In the present paper, we significantly extend this framework and, in addition, encompass equations in several space variables. This new formulation includes the coupling of several distinct scalar conservation laws and allows for a possible covering in space. Our main contributions are, on one hand, the design and analysis of a well–balanced finite volume method on general triangulations and, on the other hand, a proof of convergence of this method toward entropy solutions, extending Coquel, Cockburn, and LeFloch's theory (restricted to a single conservation law without coupling). The core of our analysis is, first, the derivation of entropy inequalities as well as a discrete entropy dissipation estimate and, second, a proof of convergence toward the entropy solution of the coupling problem. (10.1090/S0025-5718-2015-02933-0)
  DOI : 10.1090/S0025-5718-2015-02933-0
• Developmental Partial Differential Equations
  
  • Pouradier Duteil Nastassia
  • Rossi Francesco
  • Boscain Ugo
  • Piccoli Benedetto
  , 2015. In this paper, we introduce the concept of Developmental Partial Differential Equation (DPDE), which consists of a Partial Differential Equation (PDE) on a time-varying manifold with complete coupling between the PDE and the manifold’s evolution. In other words, the manifold’s evolution depends on the solution to the PDE, and vice versa the differential operator of the PDE depends on the manifold’s geometry. DPDE is used to study a diffusion equation with source on a growing surface whose growth depends on the intensity of the diffused quantity. The surface may, for instance, represent the membrane of an egg chamber and the diffused quantity a protein activating a signaling pathway leading to growth. Our main objective is to show controllability of the surface shape using a fixed source with variable intensity for the diffusion. More specifically, we look for a control driving a symmetric manifold shape to any other symmetric shape in a given time interval. For the diffusion we take directly the Laplace-Beltrami operator of the surface, while the surface growth is assumed to be equal to the value of the diffused quantity. We introduce a theoretical framework, provide approximate controllability and show numerical results. Future applications include a specific model for the oogenesis of Drosophila melanogaster.
• Phaseless inverse scattering in the one-dimensional case
  
  • Novikov Roman
  Eurasian Journal of Mathematical and Computer Applications, Eurasian National University, Kazakhstan (Nur-Sultan), 2015, 3 (1), pp.64-70. We consider the one-dimensional Schrödinger equation with a potential satisfying the standard assumptions of the inverse scattering theory and supported on the half-line x ≥ 0. For this equation at fixed positive energy we give explicit formulas for finding the full complex valued reflection coefficient to the left from appropriate phaseless scattering data measured on the left, i.e. for x < 0. Using these formulas and known inverse scattering results we obtain global uniqueness and reconstruction results for phaseless inverse scattering in dimension d = 1.
• Energy release rate for non smooth cracks in planar elasticity
  
  • Babadjian Jean-François
  • Chambolle Antonin
  • Lemenant Antoine
  Journal de l'École polytechnique — Mathématiques, École polytechnique, 2015, 2, pp.117-152. This paper is devoted to the characterization of the energy release rate of a crack which is merely closed, connected, and with density $1/2$ at the tip. First, the blow-up limit of the displacement is analyzed, and the convergence to the corresponding positively $1/2$-homogenous function in the cracked plane is established. Then, the energy release rate is obtained as the derivative of the elastic energy with respect to an infinitesimal additional crack increment.
• Training Schr\"odinger's cat: quantum optimal control
  
  • Glaser Stefffen J.
  • Boscain Ugo
  • Calarco Tommaso
  • Koch Christiane P.
  • Köckenberger Walter
  • Kosloff Ronnie
  • Kuprov Ilya
  • Luy Burkard
  • Schirmer Sophie
  • Schulte-Herbrüggen Thomas
  • Sugny Dominique
  • Wilhelm Frank K.
  , 2015. It is control that turns scientific knowledge into useful technology: in physics and engineering it provides a systematic way for driving a system from a given initial state into a desired target state with minimized expenditure of energy and resources -- as famously applied in the Apollo programme. As one of the cornerstones for enabling quantum technologies, optimal quantum control keeps evolving and expanding into areas as diverse as quantum-enhanced sensing, manipulation of single spins, photons, or atoms, optical spectroscopy, photochemistry, magnetic resonance (spectroscopy as well as medical imaging), quantum information processing and quantum simulation. --- Here state-of-the-art quantum control techniques are reviewed and put into perspective by a consortium uniting expertise in optimal control theory and applications to spectroscopy, imaging, quantum dynamics of closed and open systems. We address key challenges and sketch a roadmap to future developments.
• Artificial boundary conditions for axisymmetric eddy current probe problems
  
  • Haddar Houssem
  • Jiang Zixian
  • Lechleiter Armin
  Computers & Mathematics with Applications, Elsevier, 2015, 68 (12, Part A,), pp.1844–1870. We study different strategies for the truncation of computational domains in the simulation of eddy current probes of elongated axisymmetric tubes. For axial fictitious boundaries, an exact Dirichlet-to-Neumann map is proposed and mathematically analyzed via a non-selfadjoint spectral problem: under general assumptions we show convergence of the solution to an eddy current problem involving a truncated Dirichlet-to-Neumann map to the solution on the entire, unbounded axisymmetric domain as the truncation parameter tends to infinity. Under stronger assumptions on the physical parameters of the eddy current problem, convergence rates are shown. We further validate our theoretical results through numerical experiments for a realistic physical setting inspired by eddy current probes of nuclear reactor core tubes. (10.1016/j.camwa.2014.10.008)
  DOI : 10.1016/j.camwa.2014.10.008
• Numerical analysis of the nonlinear Schrödinger equation with white noise dispersion
  
  • Belaouar Radoin
  • de Bouard Anne
  • Debussche Arnaud
  Stochastics and Partial Differential Equations: Analysis and Computations, Springer US, 2015, 3 (1), pp.103-132. This article is devoted to the numerical study of a nonlinear Schrödinger equation in which the coefficient in front of the group velocity dispersion is multiplied by a real valued Gaussian white noise. We first perform the numerical analysis of a semi-discrete Crank-Nicolson scheme in the case when the continuous equation possesses a unique global solution. We prove that the strong order of convergence in probability is equal to one in this case. In a second step, we numerically investigate, in space dimension one, the behavior of the solutions of the equation for different power nonlinearities, corresponding to subcritical, critical or supercritical nonlinearities in the deterministic case. Numerical evidence of a change in the critical power due to the presence of the noise is pointed out. (10.1007/s40072-015-0044-z)
  DOI : 10.1007/s40072-015-0044-z