Centre de Mathématiques Appliquées de l'Ecole Polytechnique

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

2013

  • Statistics of animal movement
    • Berthelot Geoffroy C.B.
    • Bansaye Vincent
    • Calenge C.
    , 2013.
  • Lineage selection and the maintenance of sex
    • de Vienne Damien M.
    • Giraud Tatiana
    • Gouyon Pierre-Henri
    PLoS ONE, Public Library of Science, 2013, 8 (6), pp.e66906. Sex predominates in eukaryotes, despite its short-term disadvantage when compared to asexuality. Myriad models have suggested that short-term advantages of sex may be sufficient to counterbalance its twofold costs. However, despite decades of experimental work seeking such evidence, no evolutionary mechanism has yet achieved broad recognition as explanation for the maintenance of sex. We explore here, through lineage-selection models, the conditions favouring the maintenance of sex. In the first model, we allowed the rate of transition to asexuality to evolve, to determine whether lineage selection favoured species with the strongest constraints preventing the loss of sex. In the second model, we simulated more explicitly the mechanisms underlying the higher extinction rates of asexual lineages than of their sexual counterparts. We linked extinction rates to the ecological and/ or genetic features of lineages, thereby providing a formalisation of the only figure included in Darwin's "The origin of species". Our results reinforce the view that the long-term advantages of sex and lineage selection may provide the most satisfactory explanations for the maintenance of sex in eukaryotes, which is still poorly recognized, and provide figures and a simulation website for training and educational purposes. Short-term benefits may play a role, but it is also essential to take into account the selection of lineages for a thorough understanding of the maintenance of sex. (10.1371/journal.pone.0066906)
    DOI : 10.1371/journal.pone.0066906
  • A numerical method for kinetic equations with discontinuous equations : application to mathematical modeling of cell dynamics
    • Aymard Benjamin
    • Clément Frédérique
    • Coquel Frédéric
    • Postel Marie
    SIAM Journal on Scientific Computing, Society for Industrial and Applied Mathematics, 2013, 35 (6), pp.27 pages. Abstract: In this work, we propose a numerical method to handle discontinuous fluxes arising in transport-like equations. More precisely, we study hyperbolic PDEs with flux transmission conditions at interfaces between subdomains where coefficients are discontinuous. A dedicated finite volume scheme with a limited high order enhancement is adapted to treat the discontinuities arising at interfaces. The validation of the method is done on 1D and 2D toy problems for which exact solutions are available, allowing us to do a thorough convergence study. We then apply the method to a biological model focusing on complex cell dynamics, that initially motivated this study, and illustrates the full potentialities of the scheme. (10.1137/120904238)
    DOI : 10.1137/120904238
  • Localization, Stability, and Resolution of Topological Derivative Based Imaging Functionals in Elasticity
    • Ammari Habib
    • Bretin Elie
    • Garnier Josselin
    • Jing Wenjia
    • Kang Hyeonbae
    • Wahab Abdul
    SIAM Journal on Imaging Sciences, Society for Industrial and Applied Mathematics, 2013, 6 (4), pp.2174 - 2212. (10.1137/120899303)
    DOI : 10.1137/120899303
  • 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
  • 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.
  • 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
  • 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
  • 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
  • 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
  • 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).
  • 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.
  • 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.
  • 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.
  • 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
  • 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.
  • 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
  • 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
  • A Hamilton-Jacobi approach to junction problems and application to traffic flows
    • Imbert Cyril
    • Monneau Régis
    • Zidani Hasnaa
    ESAIM: Control, Optimisation and Calculus of Variations, EDP Sciences, 2013, 19 (01), pp.pp 129-166. This paper is concerned with the study of a model case of first order Hamilton-Jacobi equations posed on a ''junction'', that is to say the union of a finite number of half-lines with a unique common point. The main result is a comparison principle. We also prove existence and stability of solutions. The two challenging difficulties are the singular geometry of the domain and the discontinuity of the Hamiltonian. As far as discontinuous Hamiltonians are concerned, these results seem to be new. They are applied to the study of some models arising in traffic flows. The techniques developed in the present article provide new powerful tools for the analysis of such problems. (10.1051/cocv/2012002)
    DOI : 10.1051/cocv/2012002
  • Energy and regularity dependent stability estimates for near-field inverse scattering in multidimensions
    • Isaev Mikhail
    Journal of Mathematics, Hindawi Publishing Corp., 2013, pp.DOI:10.1155/2013/318154. We prove new global Hölder-logarithmic stability estimates for the near-field inverse scattering problem in dimension $d\geq 3$. Our estimates are given in uniform norm for coefficient difference and related stability efficiently increases with increasing energy and/or coefficient regularity. In addition, a global logarithmic stability estimate for this inverse problem in dimension $d=2$ is also given. (10.1155/2013/318154)
    DOI : 10.1155/2013/318154
  • 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
  • Semi-infinite paths of the two dimensional radial spanning tree
    • Baccelli François
    • Coupier David
    • Tran Viet Chi
    Advances in Applied Probability, Applied Probability Trust, 2013, 45 (4), pp.895-916. We study semi-infinite paths of the radial spanning tree (RST) of a Poisson point process in the plane. We first show that the expectation of the number of intersection points between semi-infinite paths and the sphere with radius $r$ grows sublinearly with $r$. Then, we prove that in each (deterministic) direction, there exists with probability one a unique semi-infinite path, framed by an infinite number of other semi-infinite paths of close asymptotic directions. The set of (random) directions in which there are more than one semi-infinite paths is dense in $[0,2\pi)$. It corresponds to possible asymptotic directions of competition interfaces. We show that the RST can be decomposed in at most five infinite subtrees directly connected to the root. The interfaces separating these subtrees are studied and simulations are provided. (10.1239/aap/1386857849)
    DOI : 10.1239/aap/1386857849
  • A homogenization approach for the motion of motor proteins
    • Mirrahimi Sepideh
    • Souganidis Panagiotis E.
    Nonlinear Differential Equations and Applications, Springer Verlag, 2013, 20, pp.129-147. We consider the asymptotic behavior of an evolving weakly coupled Fokker-Planck system of two equations set in a periodic environment. The magnitudes of the diffusion and the coupling are respectively proportional and inversely proportional to the size of the period. We prove that, as the period tends to zero, the solutions of the system either propagate (concentrate) with a fixed constant velocity (determined by the data) or do not move at all. The system arises in the modeling of motor proteins which can take two different states. Our result implies that, in the limit, the molecules either move along a filament with a fixed direction and constant speed or remain immobile. (10.1007/s00030-012-0156-3)
    DOI : 10.1007/s00030-012-0156-3
  • 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