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Entropy and complexity of a path in sub-riemannian geometry

Frédéric Jean — 2003

ESAIM: Control, Optimisation and Calculus of Variations

We characterize the geometry of a path in a sub-riemannian manifold using two metric invariants, the entropy and the complexity. The entropy of a subset A of a metric space is the minimum number of balls of a given radius ε needed to cover A . It allows one to compute the Hausdorff dimension in some cases and to bound it from above in general. We define the complexity of a path in a sub-riemannian manifold as the infimum of the lengths of all trajectories contained in an ε -neighborhood of the path,...

Entropy and complexity of a path in sub-Riemannian geometry

Frédéric Jean — 2010

ESAIM: Control, Optimisation and Calculus of Variations

We characterize the geometry of a path in a sub-Riemannian manifold using two metric invariants, the entropy and the complexity. The entropy of a subset of a metric space is the minimum number of balls of a given radius needed to cover . It allows one to compute the Hausdorff dimension in some cases and to bound it from above in general. We define the complexity of a path in a sub-Riemannian manifold as the infimum of the lengths of all trajectories contained in an -neighborhood of the path,...

The car with N Trailers : characterization of the singular configurations

Frédéric Jean — 2010

ESAIM: Control, Optimisation and Calculus of Variations

In this paper we study the problem of the car with N trailers. It was proved in previous works ([9], [12]) that when each trailer is perpendicular with the previous one the degree of nonholonomy is F (the (n+3)-th term of the Fibonacci's sequence) and that when no two consecutive trailers are perpendicular this degree is n+2. We compute here by induction the degree of non holonomy in every state and obtain a partition of the singular set by this degree of non-holonomy. We give also for each...

Multiplicity of polynomials on trajectories of polynomial vector fields in C 3

Andrei GabrielovFrédéric JeanJean-Jacques Risler — 1998

Banach Center Publications

Let ξ be a polynomial vector field on n with coefficients of degree d and P be a polynomial of degree p. We are interested in bounding the multiplicity of a zero of a restriction of P to a non-singular trajectory of ξ, when P does not vanish identically on this trajectory. Bounds doubly exponential in terms of n are already known ([9,5,10]). In this paper, we prove that, when n=3, there is a bound of the form p + 2 p ( p + d - 1 ) 2 . In Control Theory, such a bound can be used to give an estimate of the degree of nonholonomy...

A quasi-Newton algorithm based on a reduced model for fluid-structure interaction problems in blood flows

Jean-Frédéric GerbeauMarina Vidrascu — 2003

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

We propose a quasi-Newton algorithm for solving fluid-structure interaction problems. The basic idea of the method is to build an approximate tangent operator which is cost effective and which takes into account the so-called added mass effect. Various test cases show that the method allows a significant reduction of the computational effort compared to relaxed fixed point algorithms. We present 2D and 3D fluid-structure simulations performed either with a simple 1D structure model or with shells...

Some short elements on hedging credit derivatives

Philippe DurandJean-Frédéric Jouanin — 2007

ESAIM: Probability and Statistics

In practice, it is well known that hedging a derivative instrument can never be perfect. In the case of credit derivatives ( synthetic CDO tranche products), a trader will have to face some specific difficulties. The first one is the inconsistence between most of the existing pricing models, where the risk is the occurrence of defaults, and the real hedging strategy, where the trader will protect his portfolio against small CDS spread movements. The second one, which is the main subject of this paper,...

A Quasi-Newton Algorithm Based on a Reduced Model for Fluid-Structure Interaction Problems in Blood Flows

Jean-Frédéric GerbeauMarina Vidrascu — 2010

ESAIM: Mathematical Modelling and Numerical Analysis

We propose a quasi-Newton algorithm for solving fluid-structure interaction problems. The basic idea of the method is to build an approximate tangent operator which is cost effective and which takes into account the so-called . Various test cases show that the method allows a significant reduction of the computational effort compared to relaxed fixed point algorithms. We present 2D and 3D fluid-structure simulations performed either with a simple 1D structure model or with shells in large ...

Medical image – based computational model of pulsatile flow in saccular aneurisms

Stéphanie SalmonMarc ThirietJean-Frédéric Gerbeau — 2003

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

Saccular aneurisms, swelling of a blood vessel, are investigated in order (i) to estimate the development risk of the wall lesion, before and after intravascular treatment, assuming that the pressure is the major factor, and (ii) to better plan medical interventions. Numerical simulations, using the finite element method, are performed in three-dimensional aneurisms. Computational meshes are derived from medical imaging data to take into account both between-subject and within-subject anatomical...

Medical image – based computational model of pulsatile flow in saccular aneurisms

Stéphanie SalmonMarc ThirietJean-Frédéric Gerbeau — 2010

ESAIM: Mathematical Modelling and Numerical Analysis

Saccular aneurisms, swelling of a blood vessel, are investigated in order (i) to estimate the development risk of the wall lesion, before and after intravascular treatment, assuming that the pressure is the major factor, and (ii) to better plan medical interventions. Numerical simulations, using the finite element method, are performed in three-dimensional aneurisms. Computational meshes are derived from medical imaging data to take into account both between-subject and within-subject anatomical...

Numerical simulation of blood flows through a porous interface

Miguel A. FernándezJean-Frédéric GerbeauVincent Martin — 2008

ESAIM: Mathematical Modelling and Numerical Analysis

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...

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