Publications

2026

• ExceedGAN: Simulation above extreme thresholds using Generative Adversarial Networks
  
  • Allouche Michaël
  • Girard Stéphane
  • Gobet Emmanuel
  Extremes, Springer Verlag (Germany), 2026. This paper devises a novel neural-inspired approach for simulating multivariate extremes. Specifically, we propose a GAN-based generative model for sampling multivariate data exceeding large thresholds, giving rise to what we refer to as the ExceedGAN algorithm. Our approach is based on approximating marginal log-quantile functions using feedforward neural networks with eLU activation functions specifically introduced for bias correction. An error bound is provided {on the margins}, assuming a $J$th order condition from extreme value theory. The numerical experiments illustrate that ExceedGAN outperforms competitors, both on synthetic and real-world data sets. The code is available at \url{https://github.com/michael-allouche/extreme-value-GAN} (10.1007/s10687-026-00528-9)
  DOI : 10.1007/s10687-026-00528-9
• A REMARK ON SELF-ADJOINT PROBLEMS IN THE OPTIMIZATION OF NON-LINEAR MODELS
  
  • Égoire Allaire G R
  • Cherrière Théodore
  • Gauthey Thomas
  • Hage Hassan Maya
  • Mininger Xavier
  Journal of Optimization Theory and Applications, Springer Verlag, 2026, 208, pp.100. This article considers optimization problems under nonlinear partial differential equation (p.d.e.) constraints. It is assumed that the p.d.e. arises from minimizing a convex energy. We prove that the optimization problem is self-adjoint when the objective function is the dual energy. In other words, the differential of the objective function with respect to the optimization variable does not involve any adjoint state. This result generalizes the well-known fact that the so-called compliance is self-adjoint in the linear case. We also prove that in a large class of objective functions the dual energy is the only one which is self-adjoint.
• Nonlinear model calibration through bifurcation curves
  
  • Mélot Adrien
  • Denimal Goy Enora
  • Renson Ludovic
  Mechanical Systems and Signal Processing, Elsevier, 2026, 242, pp.113589. Nonlinear systems exhibit a plethora of complex dynamic behaviours that are difficult to model and predict accurately. This difficulty often arises from a lack of knowledge of the physics that induces the nonlinear behaviours and the strong sensitivity of the nonlinear dynamics to parameter variation. We introduce in this paper a methodology to carry out nonlinear model updating based on bifurcations. The proposed approach involves minimising the distance between experimental and numerical bifurcation curves, which are key dynamic features that define stability boundaries and regions of multi-stability. For the model, bifurcation curves are computed via standard numerical bifurcation tracking analyses. In the experiment, we use control-based continuation to obtain the data. The approach is first demonstrated on a Duffing and a beam system using synthetic data, before being applied to experimental data collected on a base-excited energy harvester with magnetic nonlinearity.
• Improved well-posedness for the limit flow of differentiation of roots of polynomials
  
  • Bertucci Charles
  • Pesce Valentin
  , 2026. In this paper, we study the partial differential equation on the circle that was heuristically obtained by Steinerberg [32] on the real line and which represents the evolution of the density of the roots of polynomials under differentiation. After integrating the partial differential equation in question, we observe that it can be treated with the theory of viscosity solutions. This equation at hand is a non linear parabolic integro-differential equation which involves the elliptic operator called the half-Laplacian. Due to the singularity of the equation, we restrict our study to strictly positive initial condition. We obtain a comparison principle for solutions of the primitive equation which yields uniqueness, existence, continuity with respect to initial condition. We also present heuristics to justify that the system of particles indeed approximates the solution of the equation.
• A stochastic use of the Kurdyka-Lojasiewicz property: Investigation of optimization algorithms behaviours in a non-convex differentiable framework
  
  • Fest Jean-Baptiste
  • Repetti Audrey
  • Chouzenoux Emilie
  Foundations of Data Science, American Institute of Mathematical Sciences, 2026, 9, pp.164-191. Asymptotic analysis of generic stochastic algorithms often relies on descent conditions. In a convex setting, some technical shortcuts can be considered to establish asymptotic convergence guarantees of the associated scheme. However, in a non-convex setting, obtaining similar guarantees is usually more complicated, and relies on the use of the Kurdyka-Łojasiewicz (KŁ) property. While this tool has become popular in the field of deterministic optimization, it is much less widespread in the stochastic context and the few works making use of it are essentially based on trajectory-by-trajectory approaches. In this paper, we propose a new framework for using the KŁ property in a non-convex stochastic setting based on conditioning theory. We show that this framework allows for deeper asymptotic investigations on stochastic schemes verifying some generic descent conditions. We further show that our methodology can be used to prove convergence of generic stochastic gradient descent (SGD) schemes, and unifies conditions investigated in multiple articles of the literature. (10.3934/fods.2025016)
  DOI : 10.3934/fods.2025016
• Stability analysis of a new curl-based full field reconstruction method in 2D isotropic nearly-incompressible elasticity
  
  • Chibli Nagham
  • Genet Martin
  • Imperiale Sébastien
  Inverse Problems, IOP Publishing, 2026. In time-harmonic elastography, the shear modulus is typically inferred from full field displacement data by solving an inverse problem based on the time-harmonic elastodynamic equation. In this paper, we focus on nearly incompressible media, which pose robustness challenges, especially in the presence of noisy data. Restricting ourselves to 2D and considering an isotropic, linearly deforming medium, we reformulate the problem as a non-autonomous hyperbolic system and, through theoretical analysis, establish existence, uniqueness, and stability of the inverse problem. To ensure robustness with noisy data, we propose a least-squares approach with regularization. The convergence properties of the method are verified numerically using in silico data.
• Spatio-temporal thermalization and adiabatic cooling of guided light waves
  
  • Zanaglia Lucas
  • Garnier Josselin
  • Carusotto Iacopo
  • Doya Valérie
  • Michel Claire
  • Picozzi Antonio
  Physical Review Letters, American Physical Society, 2026, 136, pp.053802. We propose and theoretically characterize three-dimensional spatio-temporal thermalization of a continuous-wave classical light beam propagating along a multi-mode optical waveguide. By combining a non-equilibrium kinetic approach based on the wave turbulence theory and numerical simulations of the field equations, we anticipate that thermalizing scattering events are dramatically accelerated by the combination of strong transverse confinement with the continuous nature of the temporal degrees of freedom. In connection with the blackbody catastrophe, the thermalization of the classical field in the continuous temporal direction provides a novel intrinsic mechanism for adiabatic cooling and spatial beam condensation. This process of adiabatic cooling is distinct from other mechanisms of thermalization and provides new insights into the dynamics of far-from-equilibrium closed systems and their route to thermalization. (10.1103/mqzh-w2gh)
  DOI : 10.1103/mqzh-w2gh
• Quantitative sensitivity analysis for Fokker-Planck equation with respect to the Wasserstein distance
  
  • Morange Martin
  , 2026. We analyze the sensitivity of solutions to the Fokker-Planck equation with respect to some unknown parameter. Our main result is to provide quantitative upper bounds for the $p$-Wasserstein distance $\mathcal{W}_p$ between two solutions with different parameters, for every $p \geq 2$. We are able to give two proofs of this result, the first relying on synchronous coupling between two solutions of an SDE, and another one that relies on the differentiation of Kantorovitch dual formulation of optimal transport. We also provide more specific bounds in the case of the overdamped Langevin process, for which we are able to compare convergence to the invariant measure and sensitivity to the parameter.