Publications

2013

• Statistical models for deformable templates in image and shape analysis (Modèles statistiques d'atlas déformables pour l'analyse d'images et de formes)
  
  • Allassonnière Stéphanie
  • Bigot Jérémie
  • Glaunès Joan Alexis
  • Maire Florian
  • Richard Frederic J.P.
  Annales Mathématiques Blaise Pascal, Université Blaise-Pascal - Clermont-Ferrand, 2013, 20 (1), pp.1-35. Les données de grande dimensions sont de plus en plus fréquemment collectées dans de nombreux domaines d'application. Il devient alors particulièrement important d'être capable d'extraire des caractéristiques significatives de ces bases de données. Le modèle d'atlas déformable (Deformable template model) est un outil maintenant répandu pour atteindre ce but. Cet article présente un panorama des aspects statistiques de ce modèle ainsi que ses généralisations. Nous décrivons les différents cadres mathématiques permettant de prendre en compte des types variés de données et de déformations. Nous rappelons les propriétés théoriques de convergence des estimateurs et des algorithmes permettant l'estimation de ces caractéristiques. Nous terminons cet article par la présentation de quelques résultats publiés utilisant des données réelles. (10.5802/ambp.320)
  DOI : 10.5802/ambp.320
• Statistics of animal movement
  
  • Berthelot Geoffroy C.B.
  • Bansaye Vincent
  • Calenge C.
  , 2013.
• Diffraction of Bloch Wave Packets for Maxwell's Equations
  
  • Allaire Grégoire
  • Palombaro Mariapia
  • Rauch Jeffrey
  Communications in Contemporary Mathematics, World Scientific Publishing, 2013, 15 (6), pp.1350040. We study, for times of order 1/h, solutions of Maxwell's equations in an O(h^2) modulation of an h-periodic medium. The solutions are of slowly varying amplitude type built on Bloch plane waves with wavelength of order h. We construct accurate approximate solutions of three scale WKB type. The leading profile is both transported at the group velocity and dispersed by a Schrödinger equation given by the quadratic approximation of the Bloch dispersion relation. A weak ray average hypothesis guarantees stability. Compared to earlier work on scalar wave equations, the generator is no longer elliptic. Coercivity holds only on the complement of an infinite dimensional kernel. The system structure requires many innovations. (10.1142/S0219199713500405)
  DOI : 10.1142/S0219199713500405
• Ergodic Control and Polyhedral approaches to PageRank Optimization
  
  • Fercoq Olivier
  • Akian Marianne
  • Bouhtou Mustapha
  • Gaubert Stéphane
  IEEE Transactions on Automatic Control, Institute of Electrical and Electronics Engineers, 2013, 58 (1), pp.134--148. We study a general class of PageRank optimization problems which involve finding an optimal outlink strategy for a web site subject to design constraints. We consider both a continuous problem, in which one can choose the intensity of a link, and a discrete one, in which in each page, there are obligatory links, facultative links and forbidden links. We show that the continuous problem, as well as its discrete variant when there are no constraints coupling different pages, can both be modeled by constrained Markov decision processes with ergodic reward, in which the webmaster determines the transition probabilities of websurfers. Although the number of actions turns out to be exponential, we show that an associated polytope of transition measures has a concise representation, from which we deduce that the continuous problem is solvable in polynomial time, and that the same is true for the discrete problem when there are no coupling constraints. We also provide efficient algorithms, adapted to very large networks. Then, we investigate the qualitative features of optimal outlink strategies, and identify in particular assumptions under which there exists a "master" page to which all controlled pages should point. We report numerical results on fragments of the real web graph. (10.1109/TAC.2012.2226103)
  DOI : 10.1109/TAC.2012.2226103
• A new non linear shell modeling combining flexural and membrane effects
  
  • Pantz Olivier
  • Trabelsi Karim
  , 2013.
• 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
• 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
• Homogenization of a Conductive, Convective and Radiative Heat Transfer Problem in a Heterogeneous Domain
  
  • Allaire Grégoire
  • Habibi Zakaria
  SIAM Journal on Mathematical Analysis, Society for Industrial and Applied Mathematics, 2013, 45 (3), pp.1136-1178. We are interested in the homogenization of heat transfer in periodic porous media where the fluid part is made of long thin parallel cylinders, the diameter of which is of the same order than the period. The heat is transported by conduction in the solid part of the domain and by conduction, convection and radiative transfer in the fluid part (the cylinders). A non-local boundary condition models the radiative heat transfer on the cylinder walls. To obtain the homogenized problem we first use a formal two-scale asymptotic expansion method. The resulting effective model is a convection-diffusion equation posed in a homogeneous domain with homogenized coefficients evaluated by solving so-called cell problems where radiative transfer is taken into account. In a second step we rigorously justify the homogenization process by using the notion of two-scale convergence. One feature of this work is that it combines homogenization with a 3D to 2D asymptotic analysis since the radiative transfer in the limit cell problem is purely two-dimensional. Eventually, we provide some 3D numerical results in order to show the convergence and the computational advantages of our homogenization method.
• Aircraft classification with a low resolution infrared sensor
  
  • Lefebvre Sidonie
  • Allassonniere Sidonie
  • Jakubowicz Jérémie
  • Lasne Thomas
  • Moulines Éric
  Machine Vision and Applications, Springer Verlag, 2013, 24 (1), pp.175-186. Existing computer simulations of aircraft infrared signature (IRS) do not account for dispersion induced by uncertainty on input parameters, such as aircraft aspect angles and meteorological conditions. As a result, they are of little use to quantify the detection performance of IR optronic systems: in this case, the scenario encompasses a lot of possible situations that must indeed be considered, but cannot be individually simulated. In this paper, we focus on low resolution infrared sensors and we propose a methodological approach for predicting simulated IRS dispersion of an aircraft, and performing a classification of different aircraft on the resulting set of low resolution infrared images. It is based on a quasi-Monte Carlo survey of the code output dispersion, and on a maximum likelihood classification taking advantage of Bayesian dense deformable template models estimation. This method is illustrated in a typical scenario, i.e., a daylight air-to-ground full-frontal attack by a generic combat aircraft flying at low altitude, over a database of 30,000 simulated aircraft images. Assuming a spatially white noise background model, classification performance is very promising, and appears to be more accurate than more classical state of the art techniques (such as kernel-based support vector classifiers). (10.1007/s00138-012-0437-1)
  DOI : 10.1007/s00138-012-0437-1
• 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
• 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
• 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
• 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
• Time-reversal in visco-elastic 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. 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, where artifacts due to the coupling betwe en the pressure and shear waves appear. Then, we investigate the source inverse problem in an elastic attenuating medium. We provide a regularized time-reversal imagin g which corrects the attenuation effect at the first order. The results of this paper yie ld the fundamental tools for solving imaging problems in elastic media using cross correl ation techniques
• 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
• Asymptotic enumeration of Eulerian orientations for graphs with strong mixing properties
  
  • Isaev Mikhail
  • Kseniia Isaeva
  Journal of Applied and Industrial Mathematics / Sibirskii Zhurnal Industrial'noi Matematiki and Diskretnyi Analiz i Issledovanie Operatsii, MAIK Nauka/Interperiodica, 2013, 20 (6), pp.40-58. We prove an asymptotic formula for the number of Eulerian orientations 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+epsilon}), where n is the number of vertices.
• 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.
• 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