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Publications sur H.A.L.

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[hal-00018493] A Stochastic EM algorithm for a semiparametric mixture model

Recently several authors considered finite mixture models with semi-/non-parametric component distributions. Identifiability of such model parameters is generally not obvious, and when it occurs, inference methods are rather specific to the mixture model under consideration. In this paper we propose a generalization of the EM algorithm to semiparametric mixture models. Our approach is methodological and can be applied to a wide class of semiparametric mixture models. The behavior of the EM type estimators we propose is studied numerically through several Monte Carlo experiments but also by comparison with alternative methods existing in the literature. In addition to these numerical experiments we provide applications to real data showing that our estimation methods behaves well, that it is fast and easy to be implemented.

ano.nymous@ccsd.cnrs.fr.invalid (Laurent Bordes), Laurent Bordes

[inria-00561601] Modeling fractures as interfaces with nonmatching grids

We consider a model for fluid flow in a porous medium with a fracture. In this model, the fracture is represented as an interface between subdomains, where specific equations have to be solved. In this article we analyse the discrete problem, assuming that the fracture mesh and the subdomain meshes are completely independent, but that the geometry of the fracture is respected. We show that despite this non-conformity, first order convergence is preserved with the lowest order Raviart-Thomas(-Nedelec) mixed finite elements. Numerical simulations confirm this result.

ano.nymous@ccsd.cnrs.fr.invalid (Najla Frih), Najla Frih

[inria-00136971] Numerical simulation of blood flows through a porous interface

We propose a model for a medical device, called a stent, designed for the treatment of cerebral aneurysms. The stent consists of a grid, immersed in the blood flow and located at the inlet of the aneurysm. It aims at promoting a clot within the aneurysm. The blood flow is modelled by the incompressible Navier-Stokes equations and the stent by a dissipative surface term. We propose a stabilized finite element method for this model and we analyse its convergence in the case of the Stokes equations. We present numerical results for academical test cases, and on a realistic aneurysm obtained from medical imaging.

ano.nymous@ccsd.cnrs.fr.invalid (Miguel Angel Fernández), Miguel Angel Fernández

[hal-01026457] Cauchy Matrices in the Observation of Diffusion Equations

Observability Gramians of diffusion equations have been recently connected to infinite Pick and Cauchy matrices. In fact, inverse or observability inequalities can be obtained after estimating the extreme eigenvalues of these structured matrices, with respect to the diffusion semi-group matrix. The purpose is hence to conduct a spectral study of a subclass of symmetric Cauchy matrices and present an algebraic way to show the desired observability results. We revisit observability inequalities for three different observation problems of the diffusion equation and show how they can be (re)stated through simple proofs.

ano.nymous@ccsd.cnrs.fr.invalid (Faker Ben Belgacem), Faker Ben Belgacem

[hal-00781238] Mixed finite element discretization of a model for organic pollution in waters Part I. The problem and its discretization

We consider a mixed reaction diffusion system describing the organic pollution in stream-waters. It may be viewed as the static version of Streeter-Phelps equations relating the Biochemical Oxygen Demand and Dissolved Oxygen to which dispersion terms are added. In this work, we propose a mixed variational formulation and prove its well-posedness. Next, we develop two finite element discretizations of this problem and establish optimal a priori error estimates for the second discrete problem.

ano.nymous@ccsd.cnrs.fr.invalid (Faker Ben Belgacem), Faker Ben Belgacem

[hal-00820289] An Ill-posed Parabolic Evolution System for Dispersive Deoxygenation-Reaeration in Waters

We consider an inverse problem that arises in the management of water resources and pertains to the analysis of the surface waters pollution by organic matter. Most of physical models used by engineers derive from various additions and corrections to enhance the earlier deoxygenation-reaeration model proposed by Streeter and Phelps in 1925, the unknowns being the biochemical oxygen demand (BOD) and the dissolved oxygen (DO) concentrations. The one we deal with includes Taylor's dispersion to account for the heterogeneity of the contamination in all space directions. The system we obtain is then composed of two reaction-dispersion equations. The particularity is that both Neumann and Dirichlet boundary conditions are available on the DO tracer while the BOD density is free of any condition. In fact, for real-life concerns, measurements on the dissolved oxygen are easy to obtain and to save. In the contrary, collecting data on the biochemical oxygen demand is a sensitive task and turns out to be a long-time process. The global model pursues the reconstruction of the BOD density, and especially of its flux along the boundary. Not only this problem is plainly worth studying for its own interest but it can be also a mandatory step in other applications such as the identification of the pollution sources location. The non-standard boundary conditions generate two difficulties in mathematical and computational grounds. They set up a severe coupling between both equations and they are cause of ill-posedness for the data reconstruction problem. Existence and stability fail. Identifiability is therefore the only positive result one can seek after ; it is the central purpose of the paper. We end by some computational experiences to assess the capability of the mixed finite element capability in the missing data recovery (on the biochemical oxygen demand).

ano.nymous@ccsd.cnrs.fr.invalid (Mejdi Azaïez), Mejdi Azaïez

[hal-00112170] The mortar spectral element method in domains of operators Part II : The curl operator and the vector potential problem

The mortar spectral element method is a domain decomposition technique that allows for discretizing second- or fourth-order elliptic equations when set in standard Sobolev spaces.he aim of this paper is to extend this method to problems formulated in the space of square-integrable vector fields with square-integrable curl.We consider the problem of computing the vector potential associated with a divergence- free function in dimension 3 and propose a discretization of it. The numerical analysis of the discrete problem is performed and numerical experiments are presented, they turn out to be in good coherency with the theoretical results.

ano.nymous@ccsd.cnrs.fr.invalid (Mjedi Azaïez), Mjedi Azaïez

[hal-00592280] Shape derivatives of boundary integral operators in electromagnetic scattering. Part I : Shape differentiability of pseudo-homogeneous boundary integral operators.

In this paper we study the shape differentiability properties of a class of boundary integral operators and of potentials with weakly singular pseudo-homogeneous kernels acting between classical Sobolev spaces, with respect to smooth deformations of the boundary. We prove that the boundary integral operators are infinitely differentiable without loss of regularity. The potential operators are infinitely shape differentiable away from the boundary, whereas their derivatives lose regularity near the boundary. We study the shape differentiability of surface differential operators. The shape differentiability properties of the usual strongly singular or hypersingular boundary integral operators of interest in acoustic, elastodynamic or electromagnetic potential theory can then be established by expressing them in terms of integral operators with weakly singular kernels and of surface differential operators.

ano.nymous@ccsd.cnrs.fr.invalid (Martin Costabel), Martin Costabel

[hal-01914534] Optimal input design for parameter estimation in a bounded-error context for nonlinear dynamical systems

This paper deals with optimal input design for parameter estimation in a bounded-error context. Uncertain controlled nonlinear dynamical models, when the input can be parametrized by a finite number of parameters, are considered. The main contribution of this paper concerns criteria for obtaining optimal inputs in this context. Two input design criteria are proposed and analysed. They involve sensitivity functions. The first criterion requires the inversion of the Gram matrix of sensitivity functions. The second one does not require this inversion and is then applied for parameter estimation of a model taken from the aeronautical domain. The estimation results obtained using an optimal input are compared with those obtained with an input optimized in a more classical context (Gaussian measurement noise and parameters a priori known to belong to some boxes). These results highlight the potential of optimal input design in a bounded-error context.

ano.nymous@ccsd.cnrs.fr.invalid (Qiaochu Li), Qiaochu Li

[hal-01914536] Optimal initial state for fast parameter estimation in nonlinear dynamical systems

Background and Objective: This paper deals with the improvement of parameter estimation in terms of precision and computational time for dynamical models in a bounded error context. Methods: To improve parameter estimation, an optimal initial state design is proposed combined with a contractor. This contractor is based on a volumetric criterion and an original condition initializing this contractor is given. Based on a sensitivity analysis, our optimal initial state design methodology consists in searching the minimum value of a proposed criterion for the interested parameters. In our framework, the uncertainty (on measurement noise and parameters) is supposed unknown but belongs to known bounded intervals. Thus guaranteed state and sensitivity estimation have been considered. An elementary effect analysis on the number of sampling times is also implemented to achieve the fast and guaranteed parameter estimation. Results: The whole procedure is applied to a pharmacokinetics model and simulation results are given. Conclusions: The good improvement of parameter estimation in terms of computational time and precision for the case study highlights the potential of the proposed methodology.

ano.nymous@ccsd.cnrs.fr.invalid (Qiaochu Li), Qiaochu Li

[hal-01919067] A posteriori error estimates and adaptive stopping criteria for a compositional two-phase flow with nonlinear complementarity constraints *

In this work, we develop an a-posteriori-steered algorithm for a compositional two-phase flow with exchange of components between the phases in porous media. As a model problem, we choose the two-phase liquid-gas flow with appearance and disappearance of the gas phase formulated as a system of nonlinear evolutive partial differential equations with nonlinear complementarity constraints. The discretization of our model is based on the backward Euler scheme in time and the finite volume scheme in space. The resulting nonlinear system is solved via an inexact semismooth Newton method. The key ingredient for the a posteriori analysis are the discretization, linearization, and algebraic flux reconstructions allowing to devise estimators for each error component. These enable to formulate criteria for stopping the iterative algebraic solver and the iterative linearization solver whenever the corresponding error components do not affect significantly the overall error. Numerical experiments are performed using the Newton-min algorithm as well as the Newton-Fischer-Burmeister algorithm in combination with the GMRES iterative linear solver to show the efficiency of the proposed adaptive method.

ano.nymous@ccsd.cnrs.fr.invalid (Ibtihel Ben Gharbia), Ibtihel Ben Gharbia

[hal-01006087] Multidimensional Independent Component Analysis with Higher-order cumulant matrices for vector sources with possibly differing dimensions

The paper addresses the separation of multidimensional sources, with possibly different dimensions, by means of higher-order cumulant matrices. First, it is rigorously proved, in a general setting, that contracted cumulant matrices of any order are all block-diagonalizable in the same basis. Second, a family of joint block-diagonalization algorithms is proposed that separate multidimensional sources by combining contracted cumulant matrices of arbitrary orders. Third, a specific solution is given to determine the source dimensions when they are unknown but all different. The performances of the proposed algorithms are compared between them and with algorithms of the literature based on orders 3 and 6.

ano.nymous@ccsd.cnrs.fr.invalid (Hanany Ould-Baba), Hanany Ould-Baba

[hal-01006074] Concise formulae for the cumulant matrices of a random vector

Concise formulae are given for the cumulant matrices of a random vector up to order 6. In addition to usual matrix operations, they involve only the Kronecker product, the vec operator, and the commutation matrix. Orders 5 and 6 are provided here for the first time; the same method as provided in the paper can be applied to compute higher orders. An immediate consequence of these formulae is to return 1) upper bounds on the rank of the cumulant matrices and 2) the expression of the sixth-order moment matrix of a Gaussian vector. Due to their conciseness, the proposed formulae also have a computational advantage as compared to the repeated use of Leonov and Shiryaev formula.

ano.nymous@ccsd.cnrs.fr.invalid (Hanany Ould-Baba), Hanany Ould-Baba

[hal-00453948] Shape derivatives of boundary integral operators in electromagnetic scattering

We develop the shape derivative analysis of solutions to the problem of scattering of time-harmonic electromagnetic waves by a bounded penetrable obstacle. Since boundary integral equations are a classical tool to solve electromagnetic scattering problems, we study the shape differentiability properties of the standard electromagnetic boundary integral operators. Using Helmholtz decomposition, we can base their analysis on the study of scalar integral operators in standard Sobolev spaces, but we then have to study the Gâteaux differentiability of surface differential operators. We prove that the electromagnetic boundary integral operators are infinitely differentiable without loss of regularity and that the solutions of the scattering problem are infinitely shape differentiable away from the boundary of the obstacle, whereas their derivatives lose regularity on the boundary. We also give a characterization of the first shape derivative as a solution of a new electromagnetic scattering problem.

ano.nymous@ccsd.cnrs.fr.invalid (Martin Costabel), Martin Costabel

[hal-01070701] Implementation of an adaptive energy-efficient MAC protocol in OMNeT++/MiXiM

In recent years, many MAC protocols for wireless sensor networks have been proposed and most of them are evaluated using Matlab simulator and/or network simulators (OMNeT++, NS2, etc). However, most of them have a static behavior and few network simulations are available for adaptive protocols. Specially, in OMNeT++/MiXiM, there are few energy efficient MAC protocols for WSNs (B-MAC & L-MAC) and no adaptive ones. To this end, the TAD-MAC (Traffic Aware Dynamic MAC) protocol has been simulated in OMNeT++ with the MiXiM framework and implementation details are given in this paper. The simulation results have been used to evaluate the performance of TAD-MAC through comparisons with B-MAC and L-MAC protocols.

ano.nymous@ccsd.cnrs.fr.invalid (Van-Thiep Nguyen), Van-Thiep Nguyen

[hal-01023384] A Finite Element Method for the Boundary Data Recovery in an Oxygen-Balance Dispersion Model

The inverse problem under investigation consists of the boundary data completion in a deoxygenation-reaeration model in stream-waters. The unidimensional transport model we deal with is based on the one introduced by Streeter and Phelps, augmented by Taylor dispersion terms. The missing boundary condition is the load or/and the flux of the biochemical oxygen demand indicator at the outfall point. The counterpart is the availability of two boundary conditions on the dissolved oxygen tracer at the same point. The major consequences of these non-standard boundary conditions is that dispersive transport equations on both oxygen tracers are strongly coupled and the resulting system becomes ill-posed. The main purpose is a finite element space-discretization of the variational problem put under a non-symmetric mixed form. Combining analytical calculations, numerical computations and theoretical justifications, we try to elucidate the characteristics related to the ill-posedness of this data completion dynamical problem and understand its mathematical structure.

ano.nymous@ccsd.cnrs.fr.invalid (Faker Ben Belgacem), Faker Ben Belgacem

[hal-01666845] Adaptive inexact semismooth Newton methods for the contact problem between two membranes

We propose an adaptive inexact version of a class of semismooth Newton methods. As a model problem, we study the system of variational inequalities describing the contact between two membranes. This problem is discretized with conforming finite elements of order $p \geq 1$, yielding a nonlinear algebraic system of variational inequalities. We consider any iterative semismooth linearization algorithm like the Newton-min or the Newton--Fischer--Burmeister which we complement by any iterative linear algebraic solver. We then derive an a posteriori estimate on the error between the exact solution and the approximate solution which is valid at any step of the linearization and algebraic resolutions. Our estimate is based on flux reconstructions in discrete subspaces of $\mathbf{H}(\mathrm{div}, \Omega)$ and on potential reconstructions in discrete subspaces of $H^1(\Omega)$ satisfying the constraints. It distinguishes the discretization, linearization, and algebraic components of the error. Consequently, we can formulate adaptive stopping criteria for both solvers, giving rise to an adaptive version of the considered inexact semismooth Newton algorithm. Under these criteria, the efficiency of our estimates is also established, meaning that we prove them equivalent with the error up to a generic constant, except for a typically small contact term. Numerical experiments for the Newton-min algorithm in combination with the GMRES algebraic solver confirm the efficiency of the developed adaptive method.

ano.nymous@ccsd.cnrs.fr.invalid (Jad Dabaghi), Jad Dabaghi

[hal-01666845] Adaptive inexact semismooth Newton methods for the contact problem between two membranes

We propose an adaptive inexact version of a class of semismooth Newton methods. As a model problem, we study the system of variational inequalities describing the contact between two membranes. This problem is written using a complementary formulation and discretized with conforming finite elements, yielding a nonlinear, semismooth (non-differentiable) algebraic system. We consider any iterative linearization algorithm like the Newton-min or the Newton Fischer--Burmeister which we complement by any iterative linear algebraic solver. We then derive an a posteriori estimate on the error between the exact solution and the approximate solution which is valid on any step of the linearization and algebraic resolutions. Our estimate is based on flux reconstructions in discrete subspaces of $\mathbf{H}(\mathrm{div}, \Omega)$ and on potential reconstructions in discrete subspaces of $H^1(\Omega)$ satisfying the constraints. It distinguishes the discretization, linearization, and algebraic components of the error. Consequently, we can formulate adaptive stopping criteria for both solvers, giving rise to an adaptive version of the considered inexact semismooth Newton algorithm. Under these criteria, the efficiency of our estimates is also established, meaning that we prove them equivalent with the error up to a generic constant. Numerical experiments for the Newton-min algorithm in combination with the GMRES algebraic solver confirm the efficiency of the developed adaptive method.

ano.nymous@ccsd.cnrs.fr.invalid (Jad Dabaghi), Jad Dabaghi

[hal-01525249] Shape sensitivity analysis for elastic structures with generalized impedance boundary conditions of the Wentzell type -Application to compliance minimization

This paper focuses on Generalized Impedance Boundary Conditions (GIBC) with second order derivatives in the context of linear elasticity and general curved interfaces. A condition of the Wentzell type modeling thin layer coatings on some elastic structure is obtained through an asymptotic analysis of order one of the transmission problem at the thin layer interfaces with respect to the thickness parameter. We prove the well-posedness of the approximate problem and the theoretical quadratic accuracy of the boundary conditions. Then we perform a shape sensitivity analysis of the GIBC model in order to study a shape optimization/optimal design problem. We prove the existence and characterize the first shape derivative of this model. A comparison with the asymptotic expansion of the first shape derivative associated to the original thin layer transmission problem shows that we can interchange the asymptotic and shape derivative analysis. Finally we apply these results to the compliance minimization problem. We compute the shape derivative of the compliance in this context and present some numerical simulations.

ano.nymous@ccsd.cnrs.fr.invalid (Fabien Caubet), Fabien Caubet

[hal-01800481] Diffusion Problems in Multi-layer Media with Nonlinear Interface Contact Resistance

The purpose is a finite element approximation of the heat diffusion problem in composite media, with non-linear contact resistance at the interfaces. As already explained in [Journal of Scientific Computing, {\bf 63}, 478-501(2015)], hybrid dual formulations are well fitted to complicated composite geometries and provide tractable approaches to variationally express the jumps of the temperature. The finite elements spaces are standard. Interface contributions are added to the variational problem to account for the contact resistance. This is an important advantage for computing codes developers. We undertake the analysis of the non-linear heat problem for a large range of contact resistance and we investigate its discretization by hybrid dual finite element methods. Numerical experiments are presented at the end to support the theoretical results.

ano.nymous@ccsd.cnrs.fr.invalid (F Belgacem), F Belgacem

[hal-01005515] Finite element methods for the temperature in composite media with contact resistance

Nous considérons une ́equation qui modélise la diffusion de la température dans une mousse de graphite contenant des capsules de sel. Les conditions de transition de la température entre le graphite et le sel doivent être traitées correctement. Nous effectuons l'analyse de ce modèle et prouvons qu'il est bien posé. Puis nous en proposons une discrétisation par éléments finis et effectuons l'analyse a priori du problème discret. Quelques expériences numériques confirment l'intérêt de cette approche.

ano.nymous@ccsd.cnrs.fr.invalid (Faker Ben Belgacem), Faker Ben Belgacem

[hal-00699171] Modeling Pollutant Emissions of Diesel Engine based on Kriging Models : a Comparison between Geostatistic and Gaussian Process Approach

In order to optimize the performance of a diesel engine subject to legislative constraints on pollutant emissions, it is necessary to improve their design, and to identify how design parameters a ect engine behaviours. One speci city of this work is that it does not exist a physical model of engine behaviour under all possible operational conditions. A powerful strategy for engine modeling is to build a fast emulator based on carefully chosen observations, made according to an experimental design. In this paper, two Kriging models are considered. One is based on a geostatistical approach and the other corresponds to a Gaussian process metamodel approach. Our aim is to show that the use of each of these methods does not lead to the same results, particularly when "atypical" points are present in our database. In a more precise way, the statistical approach allows us to obtain a good quality modeling even if atypical data are present, while this situation leads to a bad quality of the modeling by the geostatistical approach. This behaviour takes a fundamental importance for the problem of the pollutant emissions, because the analysis of these atypical data, which are rarely erroneous data, can supply precious information for the engine tuning in the design stage.

ano.nymous@ccsd.cnrs.fr.invalid (Sébastien Castric), Sébastien Castric

[hal-00731856] On the necessity of Nitsche term

The aim of this article is to explore the possibility of using a family of fixed finite elements shape functions to solve a Dirichlet boundary value problem with an alternative variational formulation. The domain is embedded in a bounding box and the finite element approximation is associated to a regular structured mesh of the box. The shape of the domain is independent of the discretization mesh. In these conditions, a meshing tool is never required. This may be especially useful in the case of evolving domains, for example shape optimization or moving interfaces. This is not a new idea, but we analyze here a special approach. The main difficulty of the approach is that the associated quadratic form is not coercive and an inf-sup condition has to be checked. In dimension one, we prove that this formulation is well posed and we provide error estimates. Nevertheless, our proof relying on explicit computations is limited to that case and we give numerical evidence in dimension two that the formulation does not provide a reliable method. We first add a regularization through a Nitscheterm and we observe that some instabilities still remain. We then introduce and justify a geometrical regularization. A reliable method is obtained using both regularizations.

ano.nymous@ccsd.cnrs.fr.invalid (Gaël Dupire), Gaël Dupire

[hal-00731528] On the necessity of Nitsche term. Part II : An alternative approach

The aim of this article is to explore the possibility of using a family of fixed finite element shape functions that does not match the domain to solve a boundary value problem with Dirichlet boundary condition. The domain is embedded in a bounding box and the finite element approximation is associated to a regular structured mesh of the box. The shape of the domain is independent of the discretization mesh. In these conditions, a meshing tool is never required. This may be especially useful in the case of evolving domains, for example shape optimization or moving interfaces. Nitsche method has been intensively applied. However, Nitsche is weighted with the mesh size h and therefore is a purely discrete point of view with no interpretation in terms of a continuous variational approach associated with a boundary value problem. In this paper, we introduce an alternative to Nitsche method which is associated with a continuous bilinear form. This extension has strong restrictions: it needs more regularity on the data than the usual method. We prove the well-posedness of our formulation and error estimates. We provide numerical comparisons with Nitsche method.

ano.nymous@ccsd.cnrs.fr.invalid (Jean-Paul Boufflet), Jean-Paul Boufflet

[hal-00565512] Two stage approaches for modeling pollutant emission of diesel engine based on Kriging model

Nowdays, one of the greatest problems that earth has to face up is pollution, and that is what leads European Union to make stricter laws about pollution constraints. Moreover, the European laws lead to the increase of emission constraints. In order to take into account these constraints, automotive constructors are obliged to create more and more complex systems. The use of model to predict systems behavior in order to make technical choices or to understand its functioning, has become very important during the last decade. This paper presents two stage approaches for the prediction of NOx (nitrogen oxide) emissions, which are based on an ordinary Kriging method. In the first stage, a reduction of data will take place by selecting signals with correlations studies and by using a fast Fourier transformation. In the second stage, the Kriging method is used to solve the problem of the estimation of NOx emissions under given conditions. Numerical results are presented and compared to highlight the effectiveness of the proposed methods

ano.nymous@ccsd.cnrs.fr.invalid (El Hassane Brahmi), El Hassane Brahmi

[hal-01492141] Approche à deux échelles pour la prise en compte de défauts surfaciques dans l’analyse à rupture des structures

L’objectif de ce travail est de prendre en compte l’influence de la présence de défauts surfaciques sur le comportement jusqu’à rupture des structures et ce sans description fine de la géométrie des perturbations. L’approche proposée s’appuie principalement sur deux outils : une analyse asymptotique fine des équations de Navier et l’utilisation des modèles à discontinuité forte. Une stratégie de couplage des deux approches permettant l’analyse du comportement de la structure jusqu’à rupture est également présentée.

ano.nymous@ccsd.cnrs.fr.invalid (Delphine Brancherie), Delphine Brancherie

[hal-00085376] A MULTISCALE CORRECTION METHOD FOR LOCAL SINGULAR PERTURBATIONS OF THE BOUNDARY

In this work, we consider singular perturbations of the boundary of a smooth domain. We describe the asymptotic behavior of the solution uε of a second order elliptic equation posed in the perturbed domain with respect to the size parameter ε of the deformation. We are also interested in the variations of the energy functional. We propose a numerical method for the approximation of uε based on a multiscale superposition of the unperturbed solution u0 and a profile defined in a model domain. We conclude with numerical results.

ano.nymous@ccsd.cnrs.fr.invalid (Marc Dambrine), Marc Dambrine

[hal-01267024] Generalized Impedance Boundary Conditions and Shape Derivatives for 3D Helmholtz Problems

This paper is concerned with the shape sensitivity analysis of the solution to the Helmholtz transmission problem for three dimensional sound-soft or sound-hard obstacles coated by a thin layer. This problem can be asymptotically approached by exterior problems with an improved condition on the exterior boundary of the coated obstacle, called Generalised Impedance Boundary Condition (GIBC). Using a series expansion of the Laplacian operator in the neighborhood of the exterior boundary, we retrieve the first order GIBCs characterizing the presence of an interior thin layer with either a constant or a variable thickness. The first shape derivative of the solution to the original Helmholtz transmission problem solves a new thin layer transmission problem with non vanishing jumps across the exterior and the interior boundary of the thin layer. In the special case of thin layers with a constant thickness, we show that we can interchange the first order differentiation with respect to the shape of the exterior boundary and the asymptotic approximation of the solution. Numerical experiments are presented to highlights the various theoretical results.

ano.nymous@ccsd.cnrs.fr.invalid (Djalil Kateb), Djalil Kateb

[inria-00625293] Exact MLE and asymptotic properties for nonparametric semi-Markov models

This article concerns maximum-likelihood estimation for discrete time homogeneous nonparametric semi-Markov models with finite state space. In particular, we present the exact maximum-likelihood estimator of the semi-Markov kernel which governs the evolution of the semi-Markov chain (SMC). We study its asymptotic properties in the following cases: (i) for one observed trajectory, when the length of the observation tends to infinity, and (ii) for parallel observations of independent copies of an SMC censored at a fixed time, when the number of copies tends to infinity. In both cases, we obtain strong consistency, asymptotic normality, and asymptotic efficiency for every finite dimensional vector of this estimator. Finally, we obtain explicit forms for the covariance matrices of the asymptotic distributions.

ano.nymous@ccsd.cnrs.fr.invalid (Samis Trevezas), Samis Trevezas

[hal-01279503] First-order indicators for the estimation of discrete fractures in porous media

Faults and geological barriers can drastically affect the flow patterns in porous media. Such fractures can be modeled as interfaces that interact with the surrounding matrix. We propose a new technique for the estimation of the location and hydrogeological properties of a small number of large fractures in a porous medium from given distributed pressure or flow data. At each iteration, the algorithm builds a short list of candidates by comparing fracture indicators. These indicators quantify at the first order the decrease of a data misfit function; they are cheap to compute. Then, the best candidate is picked up by minimization of the objective function for each candidate. Optimally driven by the fit to the data, the approach has the great advantage of not requiring remeshing, nor shape derivation. The stability of the algorithm is shown on a series of numerical examples representative of typical situations.

ano.nymous@ccsd.cnrs.fr.invalid (Hend Ben Ameur), Hend Ben Ameur

[hal-00592282] Shape derivatives of boundary integral operators in electromagnetic scattering. Part II : Application to scattering by a homogeneous dielectric obstacle

We develop the shape derivative analysis of solutions to the problem of scattering of time-harmonic electromagnetic waves by a bounded penetrable obstacle. Since boundary integral equations are a classical tool to solve electromagnetic scattering problems, we study the shape differentiability properties of the standard electromagnetic boundary integral operators. The latter are typically bounded on the space of tangential vector fields of mixed regularity $TH\sp{-\frac{1}{2}}(\Div_{\Gamma},\Gamma)$. Using Helmholtz decomposition, we can base their analysis on the study of pseudo-differential integral operators in standard Sobolev spaces, but we then have to study the Gâteaux differentiability of surface differential operators. We prove that the electromagnetic boundary integral operators are infinitely differentiable without loss of regularity. We also give a characterization of the first shape derivative of the solution of the dielectric scattering problem as a solution of a new electromagnetic scattering problem.

ano.nymous@ccsd.cnrs.fr.invalid (Martin Costabel), Martin Costabel

[inria-00628032] MagnetoHemoDynamics in Aorta and Electrocardiograms

This paper addresses a complex multi-physical phenomemon involving cardiac electrophysiology and hemodynamics. The purpose is to model and simulate a phenomenon that has been observed in MRI machines: in the presence of a strong magnetic field, the T-wave of the electrocardiogram (ECG) gets bigger, which may perturb ECG-gated imaging. This is due a magnetohydrodynamic (MHD) eff ect occurring in the aorta. We reproduce this experimental observation through computer simulations on a realistic anatomy, and with a three-compartment model: inductionless magnetohydrodynamic equations in the aorta, bidomain equations in the heart and electrical di ffusion in the rest of the body. These compartments are strongly coupled and solved using fi nite elements. Several benchmark tests are proposed to assess the numerical solutions and the validity of some modeling assumptions. Then, ECGs are simulated for a wide range of magnetic field intensities (from 0 to 20 Tesla).

ano.nymous@ccsd.cnrs.fr.invalid (Vincent Martin), Vincent Martin

[inria-00543014] Analysis of a stabilized finite element method for fluid flows through a porous interface

This work is devoted to the numerical simulation of an incompressible fluid through a porous interface, modeled as a macroscopic resistive interface term in the Stokes equations. We improve the results reported in [M2AN, 42(6):961-990, 2008], by showing that the standard Pressure Stabilized Petrov-Galerkin (PSPG) finite element method is stable, and optimally convergent, without the need for controlling the pressure jump across the interface.

ano.nymous@ccsd.cnrs.fr.invalid (Alfonso Caiazzo), Alfonso Caiazzo

[hal-00534134] Uniqueness results for diagonal hyperbolic systems with large andmonotone data

In this paper, we study the uniqueness of solutions for diagonal hyperbolic systems in one space dimension. We present two uniqueness results. The first one is a global existence and uniqueness result of a continuous solution for strictly hyperbolic systems. The second one is a global existence and uniqueness result of a Lipschitz solution for hyperbolic systems not necessarily strictly hyperbolic. An application of these two results is shown in the case of the one-dimensional isentropic gas dynamics.

ano.nymous@ccsd.cnrs.fr.invalid (Ahmad El Hajj), Ahmad El Hajj

[hal-01788510] A comparative review of soil charcoal data : Spatiotemporal patterns of origin and long-term dynamics of Western European nutrient-poor grasslands

The nutrient-poor grasslands of Western Europe are of major conservation concern because land use changes threaten their high biodiversity. Studies assessing their characteristics show that their past and ongoing dynamics are strongly related to human activities. Yet, the initial development patterns of this specific ecosystem remain unclear. Here, we examine findings from previous paleoecological investigations performed at local level on European grassland areas ranging from several hundred square meters to several square kilometers. Comparing data from these locally relevant studies at a regional scale, we investigate these grasslands' spatiotemporal patterns of origin and long-term dynamics. The study is based on taxonomic identification and radiocarbon AMS dating of charcoal pieces from soil/soil sediment archives of nutrient-poor grasslands in Mediterranean and temperate Western Europe (La Crau plain, Mont Lozère, Grands Causses, Vosges Mountains, Franconian Alb, and Upper-Normandy region). We address the following questions: (1) What are the key determinants of the establishment of these nutrient-poor grasslands? (2) What temporal synchronicities might there be? and (3) What is the spatial scale of these grasslands' past dynamics? The nutrient-poor grasslands in temperate Western Europe are found to result from the first anthropogenic woodland clearings during the late Neolithic, revealed by fire events in mesophilious mature forests. In contrast, the sites with Mediterranean affinities appear to have developed at earlier plant successional stages (pine forest, matorral), established before the first human impacts in the same period. However, no general pattern of establishment and dynamics of the nutrient-poor grasslands could be identified. Local mechanisms appear to be the key determinants of the dynamics of these ecosystems. Nevertheless, this paleoecological synthesis provides insights into past climate or human impacts on present-day vegetation.

ano.nymous@ccsd.cnrs.fr.invalid (Vincent Robin), Vincent Robin

[hal-01203280] Bayesian optimal adaptive estimation using a sieve prior

We derive rates of contraction of posterior distributions on non-parametric models resulting from sieve priors. The aim of the study was to provide general conditions to get posterior rates when the parameter space has a general structure, and rate adaptation when the parameter is, for example, a Sobolev class. The conditions employed, although standard in the literature, are combined in a different way. The results are applied to density, regression, nonlinear autoregression and Gaussian white noise models. In the latter we have also considered a loss function which is different from the usual l2 norm, namely the pointwise loss. In this case it is possible to prove that the adaptive Bayesian approach for the l2 loss is strongly suboptimal and we provide a lower bound on the rate.

ano.nymous@ccsd.cnrs.fr.invalid (Julyan Arbel), Julyan Arbel

[hal-00937113] An extremal eigenvalue problem for the Wentzell-Laplace operator

We consider the question of giving an upper bound for the first nontrivial eigenvalue of the Wentzell-Laplace operator of a domain $\Omega$, involving only geometrical informations. We provide such an upper bound, by generalizing Brock's inequality concerning Steklov eigenvalues, and we conjecture that balls maximize the Wentzell eigenvalue, in a suitable class of domains, which would improve our bound. To support this conjecture, we prove that balls are critical domains for the Wentzell eigenvalue, in any dimension, and that they are local maximizers in dimension 2 and 3, using an order two sensitivity analysis. We also provide some numerical evidence.

ano.nymous@ccsd.cnrs.fr.invalid (Marc Dambrine), Marc Dambrine

[hal-01394849] Strong approximations for the $p$-fold integrated empirical process with applications to statistical tests

The main purpose of this paper is to investigate the strong approximation of the $p$-fold integrated empirical process, $p$ being a fixed positive integer. More precisely, we obtain the exact rate of the approximations by a sequence of weighted Brownian bridges and a weighted Kiefer process. Our arguments are based in part on results of Koml\'os, Major and Tusn\'ady (1975). Applications include the two-sample testing procedures together with the change-point problems. We also consider the strong approximation of integrated empirical processes when the parameters are estimated. Finally, we study the behavior of the self-intersection local time of the partial sum process representation of integrated empirical processes.

ano.nymous@ccsd.cnrs.fr.invalid (Sergio Alvarez-Andrade), Sergio Alvarez-Andrade

[hal-01136619] Guaranteed State and Parameter Estimation for Nonlinear Dynamical Aerospace Models

This paper deals with parameter and state estimation in a bounded-error context for uncertain dynamical aerospace models when the input is considered optimized or not. In a bounded-error context, perturbations are assumed bounded but otherwise unknown. The parameters to be estimated are also considered bounded. The tools of the presented work are based on a guaranteed numerical set integration solver of ordinary differential equations combined with adapted set inversion computation. The main contribution of this work consists in developing procedures for parameter estimation whose performance is highly related with the input of system. In this paper, a comparison with a classical non-optimized input is proposed.

ano.nymous@ccsd.cnrs.fr.invalid (Qiaochu Li), Qiaochu Li

[hal-00815297] Direct electrochemical reduction of solid uranium oxide in molten fluoride salts

The direct electrochemical reduction of UO2 solid pellets was carried out in LiF-CaF2 (+ 2 mass. % Li2O) at 850°C. An inert gold anode was used instead of the usual reactive sacrificial carbon anode. In this case, oxidation of oxide ions present in the melt yields O2 gas evolution on the anode. Electrochemical characterisations of UO2 pellets were performed by linear sweep voltammetry at 10mV/s and reduction waves associated to oxide direct reduction were observed at a potential 150mV more positive in comparison to the solvent reduction. Subsequent, galvanostatic electrolyses runs were carried out and products were characterised by SEM-EDX, EPMA/WDS and XRD. In one of the runs, uranium oxide was partially reduced and three phases were observed: non reduced UO2 in the centre, pure metallic uranium on the external layer and an intermediate phase representing the initial stage of reduction taking place at the grain boundaries. In another run, the UO2 sample was fully reduced. Due to oxygen removal, the U matrix had a typical coral-like structure which is characteristic of the pattern observed after the electroreduction of solid oxides.

ano.nymous@ccsd.cnrs.fr.invalid (Mathieu Gibilaro), Mathieu Gibilaro

[hal-01026447] Ill-Conditioning versus Ill-Posedness for the Boundary Controllability of the Heat Equation

Ill-posedness and/or Ill-conditioning are features users have to deal with appropriately in the controllability of diffusion problems for secure and reliable outputs. We investigate those issues in the case of a boundary Dirichlet control, in an attempt to underline the origin of the troubles arising in the numerical computations and to shed some light on the difficulties to obtain good quality simulations. The exact controllability is severely ill-posed while, in spite of its well-posedness, the null-controllability turns out to be very badly ill-conditioned. Theoretical and numerical results are stated on the heat equation in one dimension to illustrate the specific instabilities of each problem. The main tools used here are first a characterization of the subspace where the HUM control lies and the study of the spectrum of some structured matrices, of Pick and Löwner type, obtained from the Fourier calculations on the state and adjoint equations.

ano.nymous@ccsd.cnrs.fr.invalid (Faker Ben Belgacem), Faker Ben Belgacem

[hal-00222765] Inégalités de Calderon-Zygmund, Potentiels et Transformées de Riesz dans des Espaces avec Poids

Nous complétons ici les résultats d'isomorphismes de l'opérateur de Laplace dans des espaces de Sobolev avec poids et nous donnons quelques applications. Parmi celles-ci, nous obtenons des inégalités semblables à celle de Calderon-Zygmund et en particulier des propriétés de continuité des transformées de Riesz dans des espaces avec poids. Nous donnons également des propriétes de potentiels newtoniens de certaines distributions.

ano.nymous@ccsd.cnrs.fr.invalid (Chérif Amrouche), Chérif Amrouche

[hal-01635178] Estimation of the Expected Number of Earthquake Occurrences Based on Semi-Markov Models

The present paper aims at the introduction of the semi-Markov model in continuous time as a candidate model for the description of seismicity patterns in time domain in the Northern Aegean Sea (Greece). Estimators of the semi-Markov kernels, Markov renewal functions and transition functions are calculated through a nonparametric method. Moreover , the hitting times for spatial occurrence of the strongest earthquakes as well as the confidence intervals of certain important indicators are estimated. Firstly, the classification of model states is based on earthquakes magnitude. The instantaneous earthquake occurrence rate between the states of the model as well as the total earthquake occurrence rate are calculated. In order to increase the consistency between the model and the process of earthquake generation, seismotectonic features have been incorporated as an important component in the model. Therefore, a new classification of states is proposed which combines both magnitude and fault orientation states. This model which takes into account seismotectonic features contributes significantly to the seismic hazard assessment in the region under study. The model is applied to earthquake catalogues for the Northern Aegean Sea, an area that accommodates high seismicity, being a key structure from the seismotec-tonic point of view.

ano.nymous@ccsd.cnrs.fr.invalid (Irene Votsi), Irene Votsi

[edutice-00000726] XMLlab1 : un outil générique de simulation basé sur XML et Scilab

Nous présentons un environnement de génération automatique de simulations entièrement basé sur les technologies XML. Le langage de description proposé permet de décrire des objets mathématiques tels que des systèmes d'équations différentielles, des systèmes d'équations non-linéaires, des équations aux dérivées partielles en dimension 2, ou bien de simples courbes et surfaces. Il permet aussi de décrire les paramètres dont dépendent ces objets. Ce langage est indépendant du logiciel et permet donc de garantir la pérennité du travail des auteurs ainsi que leur mutualisation et leur réutilisation. Nous décrivons aussi l'architecture d'une «chaîne de compilation» permettant de transformer ces fichiers XML sous forme de scripts et de les faire fonctionner dans le logiciel Scilab.

ano.nymous@ccsd.cnrs.fr.invalid (Stéphane Mottelet), Stéphane Mottelet

[hal-01088077] Sensitivity analysis for models with dynamic inputs : a case study to control the heat consumption of a real passive house

In this communication, we perform the sensitivity analysis of a building energy model. The aim is to assess the impact of the weather data on the performance of a model of a passive house, in order to better control it. The weather data are uncertain dynamic inputs to the model. To evaluate their impact, the problem of generating coherent weather data arises. To solve it, we carry out the Karhunen-Loève decomposition of the uncertain dynamic inputs. We then propose an approach for the sensitivity analysis of this kind of models. The originality for sensitivity analysis purpose is to separate the random variable of the dynamic inputs, propagated to the model response, from the deterministic spatio/temporal function. This analysis highlights the role of the solar gain on a high-insulated passive building, during winter time.

ano.nymous@ccsd.cnrs.fr.invalid (Floriane Anstett-Collin), Floriane Anstett-Collin

[hal-01063795] Sensitivity analysis of complex models : coping with dynamic and static inputs

In this paper, we address the issue of performing sensitivity analysis of complex models presenting uncertain static and dynamic inputs. The dynamic inputs are viewed as random processes which can be represented by a linear combination of the deterministic functions depending on time whose coefficients are uncorrelated random variables. To achieve this, the Karhunen-Loève decomposition of the dynamic inputs is performed. For sensitivity analysis purposes, the influence of the dynamic inputs onto the model response is then given by the one of the uncorrelated random coefficients of the Karhunen-Loève decomposition, which is the originality here. The approach is applied to a building energy model, in order to assess the impact of the uncertainties of the material properties and the weather data on the energy performance of a real low energy consumption house.

ano.nymous@ccsd.cnrs.fr.invalid (Floriane Anstett-Collin), Floriane Anstett-Collin

[hal-00926454] UASA of complex models : Coping with dynamic and static inputs

Uncertainty Analysis and Sensitivity Analysis of complex models: Coping with dynamic and static inputs

ano.nymous@ccsd.cnrs.fr.invalid (Floriane Anstett-Collin), Floriane Anstett-Collin

[hal-01280269] Stationary Flow of Blood in a Rigid Vessel in the Presence of an External Magnetic Field : Considerations about the Forces and Wall Shear Stresses

The magnetohydrodynamics laws govern the motion of a conducting fluid, such as blood, in an externally applied static magnetic field B 0. When an artery is exposed to a magnetic field, the blood charged particles are deviated by the Lorentz force thus inducing electrical currents and voltages along the vessel walls and in the neighboring tissues. Such a situation may occur in several bio-medical applications: magnetic resonance imaging (MRI), magnetic drug transport and targeting, tissue engineering… In this paper, we consider the steady unidirectional blood flow in a straight circular rigid vessel with non-conducting walls, in the presence of an exterior static magnetic field. The exact solution of Gold (1962) (with the induced fields not neglected) is revisited. It is shown that the integration over a cross section of the vessel of the longitudinal projection of the Lorentz force is zero, and that this result is related to the existence of current return paths, whose contributions compensate each other over the section. It is also demonstrated that the classical definition of the shear stresses cannot apply in this situation of magnetohydrodynamic flow, because, due to the existence of the Lorentz force, the axisymmetry is broken.

ano.nymous@ccsd.cnrs.fr.invalid (Agnès Drochon), Agnès Drochon

[hal-01084357] Alterations in human ECG due to the MagnetoHydroDynamic effect : A method for accurate R peak detection in the presence of high MHD artifacts

Blood flow in high static magnetic fields induces elevated voltages that contaminate the ECG signal which is recorded simultaneously during MRI scans for synchronization purposes. This is known as the magnetohydrodynamic (MHD) effect, it increases the amplitude of the T wave, thus hindering correct R peak detection. In this paper, we inspect the MHD induced alterations of human ECG signals recorded in a 1.5 Tesla steady magnetic field and establish a primary characterization of the induced changes using time and frequency domain analysis. We also reexamine our previously developed real time algorithm for MRI cardiac gating and determine that, with a minor modification, this algorithm is capable of achieving perfect detection even in the presence of strong MHD artifacts.

ano.nymous@ccsd.cnrs.fr.invalid (Dima Abi Abdallah), Dima Abi Abdallah

[hal-01083996] Cardiac and respiratory MRI gating using combined wavelet sub-band decomposition and adaptive filtering

Cardiac Magnetic Resonance Imaging (MRI) requires synchronization to overcome motion related artifacts caused by the heart’s contractions and the chest wall movements during respiration. Achieving good image quality necessitates combining cardiac and respiratory gating to produce, in real time, a trigger signal that sets off the consecutive image acquisitions. This guarantees that the data collection always starts at the same point of the cardiac cycle during the exhalation phase. In this paper, we present a real time algorithm for extracting a cardiac-respiratory trigger signal using only one, adequately placed, ECG sensor. First, an off-line calculation phase, based on wavelet decomposition, is run to compute an optimal QRS filter. This filter is used, afterwards, to accomplish R peak detection, while a low pass filtering process allows the retrieval of the respiration cycle. The algorithm’s synchronization capabilities were assessed during mice cardiac MRI sessions employing three different imaging sequences, and three specific wavelet functions. The prominent image enhancement gave a good proof of correct triggering. QRS detection was almost flawless for all signals. As for the respiration cycle retrieval it was evaluated on contaminated simulated signals, which were artificially modulated to imitate respiration. The results were quite satisfactory.

ano.nymous@ccsd.cnrs.fr.invalid (Dima Abi-Abdallah), Dima Abi-Abdallah

[inria-00468804] Variance Estimation in the Central Limit Theorem for Markov chains

This article concerns the variance estimation in the central limit theorem for finite recurrent Markov chains. The associated variance is calculated in terms of the transition matrix of the Markov chain. We prove the equivalence of different matrix forms representing this variance. The maximum likelihood estimator for this variance is constructed and it is proved that it is strongly consistent and asymptotically normal. The main part of our analysis consists in presenting closed matrix forms for this new variance. Additionally, we prove the asymptotic equivalence between the empirical and the MLE estimator for the stationary distribution.

ano.nymous@ccsd.cnrs.fr.invalid (Samis Trevezas), Samis Trevezas

[hal-00696672] A new method for estimating derivatives based on a distribution approach

In many applications, the estimation of derivatives has to be done from noisy measured signal. In this paper, an original method based on a distribution approach is presented. Its interest is to report the derivatives on infinitely differentiable functions. Thus, the estimation of the derivatives is done only from the signal. Besides, this method gives some explicit formulae leading to fast calculus. For all these reasons, it is an efficient method in the case of noisy signals as it will be confirmed in several examples.

ano.nymous@ccsd.cnrs.fr.invalid (Nathalie Verdière), Nathalie Verdière

[hal-00439221] On the Kleinman-Martin integral equation method for electromagnetic scattering by a dielectric body

The interface problem describing the scattering of time-harmonic electromagnetic waves by a dielectric body is often formulated as a pair of coupled boundary integral equations for the electric and magnetic current densities on the interface Γ. In this paper, following an idea developed by Kleinman and Martin for acoustic scattering problems, we consider methods for solving the dielectric scattering problem using a single integral equation over Γ. for a single unknown density. One knows that such boundary integral formulations of the Maxwell equations are not uniquely solvable when the exterior wave number is an eigenvalue of an associated interior Maxwell boundary value problem. We obtain four different families of integral equations for which we can show that by choosing some parameters in an appropriate way, they become uniquely solvable for all real frequencies. We analyze the well-posedness of the integral equations in the space of finite energy on smooth and non-smooth boundaries.

ano.nymous@ccsd.cnrs.fr.invalid (Martin Costabel), Martin Costabel

[hal-01157178] Some asymptotic results for the integrated empirical process with applications to statistical tests

The main purpose of this paper is to investigate the strong approximation of the integrated empirical process. More precisely, we obtain the exact rate of the approximations by a sequence of weighted Brownian bridges and a weighted Kiefer process. Our arguments are based in part on the Komlós et al. (1975)'s results. Applications include the two-sample testing procedures together with the change-point problems. We also consider the strong approximation of the integrated empirical process when the parameters are estimated. Finally, we study the behavior of the self-intersection local time of the partial sum process representation of the integrated empirical process. Reference: Koml\'os, J., Major, P. and Tusn\'ady, G. (1975). An approximation of partial sums of independent RV's and the sample DF. I. Z. Wahrscheinlichkeitstheorie und Verw. Gebiete, 32, 111-131.

ano.nymous@ccsd.cnrs.fr.invalid (Sergio Alvarez-Andrade), Sergio Alvarez-Andrade