Exposé

Modal computation for an open electromagnetic eigenvalue problem

Mardi, 28 mai 2024 - 13:30 - 15:30
The study of electromagnetic (EM) wave propagation is essential for investigating the impact of human technologies on the environment. For example offshore wind energy is transported by dynamic twisted cables, whose armouring prevents the propagation of a significant proportion of the waves. Nevertheless, what remains escapes from the cable, and our aim here is to study its diffusion in the vast expanse of sea water.
 

GTEDPCS20240416

Decay estimates in evolution equations with classical and fractional time-derivatives and some discussion on the recurrence of related random processes

Mardi, 16 avril 2024 - 11:30 - 12:30

Using energy methods, we prove some power-law and exponential decay estimates for classical and nonlocal evolutionary equations. The results obtained are framed into a general setting, which comprises, among the others, equations involving both standard and Caputo time-derivative, and diffusion operators as the classic and fractional Laplacian, complex valued magnetic operators, fractional porous media equations and nonlocal Kirchhoff operators.

Physics informed neural networks for Stefan problem

Mardi, 16 avril 2024 - 13:30 - 14:30

Physics-informed deep learning has drawn tremendous interest in recent years to solve computational physics problems, whose basic concept is to embed physical laws to constrain/inform neural networks, with the need of less data for training a reliable model. In this presentation, we introduce physics-informed neural networks (PINNs) and we explore the resolution of the Stefan problem using this method.

Efficient estimation for stochastic differential equations driven by a stable Lévy process

Jeudi, 18 avril 2024 - 10:15 - 11:15
The joint parametric estimation of the drift coefficient, the scale coefficient and the jump activity in stochastic differential equations driven by a symmetric stable Lévy process is considered, based on high-frequency observations. Firstly, the LAMN property for the corresponding Euler type scheme is proved and lower bounds for the estimation risk in this setting is deduced. When the approximation scheme experiment is asymptotically equivalent to the original one, these bounds can be transferred.

Generalized Nash Equilibrium Problems with Unawareness

Mardi, 12 mars 2024 - 13:30 - 14:30

Game Theory is a discipline that we hear more and more about in different areas. This survey aims to study two concepts in this discipline, generalized Nash equilibrium and unawareness in static games. Generalized Nash equilibrium problems model situations in which each player's strategy space depends on the other agents' choices. While unawareness refers to models that represent the situation in which players don't have full knowledge of the game, leading to the emergence of subjective games.

Propagation d’épidémie : modélisation de séries temporelles dans un cadre de grande dimension et modélisation compartimentale SIR

Jeudi, 28 mars 2024 - 10:15 - 11:15

Une épidémie est définie par la propagation rapide d'une maladie contagieuse aux effets significatifs, touchant simultanément un grand nombre de personnes. Deux cas sont possibles : une augmentation d'une maladie endémique (c'est à dire où la présence de la maladie est permanente mais contenue à un taux constant dans une région ou une population particulière), ou l'apparition d'un grand nombre de malades là où il n'y avait rien avant. Le terme de pandémie n'a malheureusement aujourd'hui plus de secret pour personne.

Estimation en ligne de l'inverse du Hessien pour l'optimisation stochastique

Jeudi, 14 mars 2024 - 10:15 - 11:15

This work addresses second-order stochastic optimization for estimating the minimizer of a convex function written as an expectation. A direct recursive estimation technique for the inverse Hessian matrix using a Robbins-Monro procedure is introduced. This approach enables to drastically reduces computational complexity. Above all, it allows to develop universal stochastic Newton methods and investigate the asymptotic efficiency of the proposed approach.

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