Density of heat curves in the moduli space
Density-dependent incompressible fluids with non-Newtonian viscosity
We study the system of PDEs describing unsteady flows of incompressible fluids with variable density and non-constant viscosity. Indeed, one considers a stress tensor being a nonlinear function of the symmetric velocity gradient, verifying the properties of -coercivity and -growth, for a given parameter . The existence of Dirichlet weak solutions was obtained in [2], in the cases if or if , being the dimension of the domain. In this paper, with help of some new estimates (which lead...
Derivation and mathematical analysis of a nonlocal model for large amplitude internal waves
This note is devoted to the study of a bi-fluid generalization of the nonlinear shallow-water equations. It describes the evolution of the interface between two fluids of different densities. In the case of a two-dimensional interface, this systems contains unexpected nonlocal terms (that are of course not present in the usual one-fluid shallow water equations). We show here how to derive this systems from the two-fluid Euler equations and then show that it is locally well-posed.
Derivation and well-posedness of Boussinesq/Boussinesq systems for internal waves
We consider the propagation of internal waves at the interface between two layers of immiscrible fluids of different densities, under the rigid lid assumption, with the presence of surface tension and with uneven bottoms. We are interested in the case where the flow has a Boussinesq structure in both the upper and lower fluid domains. Following the global strategy introduced recently by Bona, Lannes and Saut [J. Math. Pures Appl. 89 (2008)], we derive an asymptotic model in this regime, namely the...
Derivation of a homogenized two-temperature model from the heat equation
This work studies the heat equation in a two-phase material with spherical inclusions. Under some appropriate scaling on the size, volume fraction and heat capacity of the inclusions, we derive a coupled system of partial differential equations governing the evolution of the temperature of each phase at a macroscopic level of description. The coupling terms describing the exchange of heat between the phases are obtained by using homogenization techniques originating from [D. Cioranescu, F. Murat,...
Derivation of Hartree’s theory for mean-field Bose gases
This article is a review of recent results with Phan Thành Nam, Nicolas Rougerie, Sylvia Serfaty and Jan Philip Solovej. We consider a system of bosons with an interaction of intensity (mean-field regime). In the limit , we prove that the first order in the expansion of the eigenvalues of the many-particle Hamiltonian is given by the nonlinear Hartree theory, whereas the next order is predicted by the Bogoliubov Hamiltonian. We also discuss the occurrence of Bose-Einstein condensation in these...
Derivation of the drift diffusion Shockley-Read-Hall model for semiconductors
Derivation of the Zakharov equations
Determination of surfaces in three-dimensional Minkowski and Euclidean spaces based on solutions of the sinh-Laplace equation.
Deterministic state-constrained optimal control problems without controllability assumptions
In the present paper, we consider nonlinear optimal control problems with constraints on the state of the system. We are interested in the characterization of the value function without any controllability assumption. In the unconstrained case, it is possible to derive a characterization of the value function by means of a Hamilton-Jacobi-Bellman (HJB) equation. This equation expresses the behavior of the value function along the trajectories arriving or starting from any position x. In the constrained...
Deterministic state-constrained optimal control problems without controllability assumptions
In the present paper, we consider nonlinear optimal control problems with constraints on the state of the system. We are interested in the characterization of the value function without any controllability assumption. In the unconstrained case, it is possible to derive a characterization of the value function by means of a Hamilton-Jacobi-Bellman (HJB) equation. This equation expresses the behavior of the value function along the trajectories arriving or starting from any position x. In...
Development of a mathematical theory of inner gravitational waves in deep reservoirs of variable width.
Development of local, global, and trace estimates for the solutions of elliptic equations.
Développement asymptotique de la densité d'états pour l'opérateur de Schrödinger aléatoire avec champ magnétique
Développements asymptotiques dans l'approximation de Born-Oppenheimer
Développements asymptotiques et effet tunnel dans l'approximation de Born-Oppenheimer
Développements asymptotiques pour des perturbations fortes de l'opérateur de Schrödinger périodique
DG method for numerical pricing of multi-asset Asian options—the case of options with floating strike
Option pricing models are an important part of financial markets worldwide. The PDE formulation of these models leads to analytical solutions only under very strong simplifications. For more general models the option price needs to be evaluated by numerical techniques. First, based on an ideal pure diffusion process for two risky asset prices with an additional path-dependent variable for continuous arithmetic average, we present a general form of PDE for pricing of Asian option contracts on two...
DG method for pricing European options under Merton jump-diffusion model
Under real market conditions, there exist many cases when it is inevitable to adopt numerical approximations of option prices due to non-existence of analytical formulae. Obviously, any numerical technique should be tested for the cases when the analytical solution is well known. The paper is devoted to the discontinuous Galerkin method applied to European option pricing under the Merton jump-diffusion model, when the evolution of the asset prices is driven by a Lévy process with finite activity....
DG method for the numerical pricing of two-asset European-style Asian options with fixed strike
The evaluation of option premium is a very delicate issue arising from the assumptions made under a financial market model, and pricing of a wide range of options is generally feasible only when numerical methods are involved. This paper is based on our recent research on numerical pricing of path-dependent multi-asset options and extends these results also to the case of Asian options with fixed strike. First, we recall the three-dimensional backward parabolic PDE describing the evolution of European-style...