Team, Visitors, External Collaborators
Overall Objectives
Research Program
Application Domains
New Software and Platforms
New Results
Bilateral Contracts and Grants with Industry
Partnerships and Cooperations
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Section: Partnerships and Cooperations

National Initiatives

QuAMProcs of the program Project Blanc of the ANR

The mathematical analysis of metastable processes started 75 years ago with the seminal works of Kramers on Fokker-Planck equation. Although the original motivation of Kramers was to « elucidate some points in the theory of the velocity of chemical reactions », it turns out that Kramers’ law is observed to hold in many scientific fields: molecular biology (molecular dynamics), economics (modelization of financial bubbles), climate modeling, etc. Moreover, several widely used efficient numerical methods are justified by the mathematical description of this phenomenon.

Recently, the theory has witnessed some spectacular progress thanks to the insight of new tools coming from Spectral and Partial Differential Equations theory.

Semiclassical methods together with spectral analysis of Witten Laplacian gave very precise results on reversible processes. From a theoretical point of view, the semiclassical approach allowed to prove a complete asymptotic expansion of the small eigenvalues of Witten Laplacian in various situations (global problems, boundary problems, degenerate diffusions, etc.). The interest in the analysis of boundary problems was rejuvenated by recent works establishing links between the Dirichlet problem on a bounded domain and the analysis of exit event of the domain. These results open numerous perspectives of applications. Recent progress also occurred on the analysis of irreversible processes (e.g. on overdamped Langevin equation in irreversible context or full (inertial) Langevin equation).

The above progresses pave the way for several research tracks motivating our project: overdamped Langevin equations in degenerate situations, general boundary problems in reversible and irreversible case, non-local problems, etc.

Chaire Stress Test of the Ecole Polytechnique

The Chaire “Stress Testing” is a specific research program between Ecole Polytechnique, BNP Paribas, Fondation de l'Ecole Polytechnique, and is hosted at Polytechnique by the Center of Applied Mathematics. This research project is part of an in-depth reflection on the increasingly sophisticated issues surrounding stress tests (under the impulse of the upcoming European Banking regulation). Simulation of extreme adverse scenarios is an important topic to better understand which critical configurations can lead to financial and systemic crises. These scenarios may depend on complex phenomena, for which we partially lack information, making the modeling incomplete and uncertain. Last, the data are multivariate and reflect the dependency between driving variables. From the above observations, different lines of research are considered:

1. the generation of stress test and meta-modeling scenarios using machine learning;

2. the quantification of uncertainties in risk metrics;

3. modeling and estimation of multidimensional dependencies.

ANR StocMC (2014-2018) of the program Project Blanc of the ANR

The involved research groups are Inria Rennes/IRISA Team SUMO; Inria Rocquencourt Team Lifeware; LIAFA University Paris 7; Bordeaux University.

The aim of this research project is to develop scalable model checking techniques that can handle large stochastic systems. Large stochastic systems arise naturally in many different contexts, from network systems to system biology. A key stochastic model we will consider is from the biological pathway of apoptosis, the programmed cell death.

ANR BNPSI: Bayesian Non Parametric methods for Signal and Image Processing

Statistical methods have become more and more popular in signal and image processing over the past decades. These methods have been able to tackle various applications such as speech recognition, object tracking, image segmentation or restoration, classification, clustering, etc. We propose here to investigate the use of Bayesian nonparametric methods in statistical signal and image processing. Similarly to Bayesian parametric methods, this set of methods is concerned with the elicitation of prior and computation of posterior distributions, but now on infinite-dimensional parameter spaces. Although these methods have become very popular in statistics and machine learning over the last 15 years, their potential is largely underexploited in signal and image processing. The aim of the overall project, which gathers researchers in applied probabilities, statistics, machine learning and signal and image processing, is to develop a new framework for the statistical signal and image processing communities. Based on results from statistics and machine learning we aim at defining new models, methods and algorithms for statistical signal and image processing. Applications to hyperspectral image analysis, image segmentation, GPS localization, image restoration or space-time tomographic reconstruction will allow various concrete illustrations of the theoretical advances and validation on real data coming from realistic contexts.

Gaspard Monge Program for Optimisation and Operational Research (2017-2019)

The involved research groups are Inria Bordeaux Sud-Ouest Team CQFD and Thales Optronique. This new collaboration with Thales Optronique that started in October 2017 is funded by the Fondation Mathématique Jacques Hadamard. This is the continuation of the PhD Thesis of A. Geeraert. The objective of this project is to optimize the maintenance of a multi-component equipment that can break down randomly. The underlying problem is to choose the best dates to repair or replace components in order to minimize a cost criterion that takes into account costs of maintenance but also the cost associated to the unavailability of the system for the customer. In the PhD thesis of A. Geeraert, the model under consideration was rather simple and only a numerical approximation of the value function was provided. Here, our objective is more ambitious. A more realistic model will be considered and our aim is to provide a tractable quasi-optimal control strategy that can be applied in practice to optimize the maintenance of such equipments.

Mission pour les initiatives transverses et interdisciplinaires, Défi Modélisation du Vivant, projet MISGIVING

The aim of MISGIVING (MathematIcal Secrets penGuins dIVING) is to use mathematical models to understand the complexity of the multiscale decision process conditioning not only the optimal duration of a dive but also the diving behaviour of a penguin inside a bout. A bout is a sequence of succesive dives where the penguin is chasing prey. The interplay between the chasing period (dives) and the resting period due to the physiological cost of a dive (the time spent at the surface) requires some kind of optimization.