On Jensen’s inequality and Hölder’s inequality for g-expectation

In this paper, we shall prove that for n > 1, the n-dimensional Jensen inequality holds for the g-expectation if and only if g is independent of y and linear with respect to z, in other words, the corresponding g-expectation must be linear. A Similar result also holds for the general nonlinear expectation defined in Coquet et al. (Prob. Theory Relat. Fields 123 (2002), 1–27 or Peng (Stochastic Methods in Finance Lectures, LNM 1856, 143–217, Springer-Verlag, Berlin, 2004). As an application of a special n-dimensional Jensen inequality for g-expectation, we give a sufficient condition for g under which the Hölder’s inequality and Minkowski’s inequality for the corresponding g-expectation hold true.     

Maillage simplicial d'un polyèdre arbitraire

Issues related to the existence of a triangulation of an arbitrary polyhedron are addressed. Given a boundary surface mesh (a set of triangular facets), the problem to decide whether or not a triangulation (with no internal points apart from the Steiner points) exists is reported to be NP-hard. In this paper, an algorithm to triangulate a general polyhedron is used which makes use of a classical Delaunay triangulation algorithm, a phase for recovering the missing boundary facets by means of facet partitioning and a final phase that makes it possible to remove the additional (non-Steiner) points previously defined so as to recover the initial boundary mesh thus resulting in a mesh of the given polyhedron. To cite this article: P.-L. George, H. Borouchaki, C. R. Acad. Sci. Paris, Ser. I 338 (2004).     

The Ehrhard inequality

We prove Ehrhard's inequality for all Borel sets. To cite this article: C. Borell, C. R. Acad. Sci. Paris, Ser. I 337 (2003).     

Nulle contrôlabilité régionale d'une équation de type Crocco linéariséeRegional null controllability of a linearized Crocco type equation

We are interested in controllability problems of equations coming from a boundary layer model. This problem is described by a degenerate parabolic equation (a linearized Crocco type equation) where phenomena of diffusion and transport are coupled.First we give a geometric characterization of the influence domain of a locally distributed control. Then we prove regional null controllability results on this domain. The proof is based on an adequate observability inequality for the homogeneous adjoint problem. This inequality is obtained by decomposition of the space–time domain and Carleman type estimates along characteristics. To cite this article: P. Martinez et al., C. R. Acad. Sci. Paris, Ser. I 334 (2002) 581–584.     

Uniform boundary stabilization of the finite difference space discretization of the 1−d wave equation

The energy of solutions of the wave equation with a suitable boundary dissipation decays exponentially to zero as time goes to infinity. We consider the finite-difference space semi-discretization scheme and we analyze whether the decay rate is independent of the mesh size. We focus on the one-dimensional case. First we show that the decay rate of the energy of the classical semi-discrete system in which the 1?d Laplacian is replaced by a three-point finite difference scheme is not uniform with respect to the net-spacing size h. Actually, the decay rate tends to zero as h goes to zero. Then we prove that adding a suitable vanishing numerical viscosity term leads to a uniform (with respect to the mesh size) exponential decay of the energy of solutions. This numerical viscosity term damps out the high frequency numerical spurious oscillations while the convergence of the scheme towards the original damped wave equation is kept. Our method of proof relies essentially on discrete multiplier techniques.     

Actions moyennables et fonctions harmoniquesAmeanable actions and harmonic functions

We prove that the action of a countable discrete group on a locally compact invariant space of minimal harmonic functions is ameanable. To cite this article: P. Biane, E. Germain, C. R. Acad. Sci. Paris, Ser. I 334 (2002) 355–358.     

An inequality connecting entropy distance,Fisher Information and large deviations

In this paper we introduce a new generalisation of the relative Fisher Information for Markov jump processes on a finite or countable state space, and prove an inequality which connects this object with the relative entropy and a large deviation rate functional. In addition to possessing various favourable properties, we show that this generalised Fisher Information converges to the classical Fisher Information in an appropriate limit. We then use this generalised Fisher Information and the aforementioned inequality to qualitatively study coarse-graining problems for jump processes on discrete spaces.     

A composition formula for squares of Hermite polynomials and its generalizations

We prove a general formula which, with appropriately chosen parameters, gives a composition formula for squares of Gould–Hopper polynomials g²_n(x,h), and hence also for Hermite polynomials. Our main tool is the classical Mehler formula, but with imaginary arguments. To cite this article: P. Graczyk, A. Nowak, C. R. Acad. Sci. Paris, Ser. I 338 (2004).     

Polynomial decay and control of a 1−d model for fluid–structure interaction

We consider a linearized and simplified 1?d model for fluid–structure interaction. The domain where the system evolves consists in two bounded intervals in which the wave and heat equations evolve respectively, with transmission conditions at the point of interface. First, we develop a careful spectral asymptotic analysis on high frequencies. Next, according to this spectral analysis we obtain sharp polynomial decay rates for the whole energy of smooth solutions. Finally, we prove the null-controllability of the system when the control acts on the boundary of the interval where the heat equation holds. The proof is based on a new Ingham-type inequality, which follows from the spectral analysis we develop and the null controllability result in Zuazua (in: J.L. Menaldi et al. (Eds.), Optimal Control and Partial Differential Equations, IOS Press, 2001, pp. 198–210) where the control acts on the wave component. To cite this article: X. Zhang, E. Zuazua, C. R. Acad. Sci. Paris, Ser. I 336 (2003).     

A finite volume scheme for anisotropic diffusion problems

A new finite volume for the discretization of anisotropic diffusion problems on general unstructured meshes in any space dimension is presented. The convergence of the approximate solution and its discrete gradient is proven. The efficiency of the scheme is illustrated by numerical results. To cite this article: R. Eymard et al., C. R. Acad. Sci. Paris, Ser. I 339 (2004).     

An elliptic equation with history

We prove the existence and uniqueness for a semilinear elliptic problem with memory, both in the weak and the classical setting. This problem describes the effective behaviour of a biological tissue under the injection of an electrical current in the radiofrequency range. To cite this article: M. Amar et al., C. R. Acad. Sci. Paris, Ser. I 338 (2004).     

Jensen's inequality for g-expectation: part 1

Briand et al. (Electron. Comm. Probab. 5 (2000) 101–117) gave a counterexample and proposition to show that given g,g-expectations usually do not satisfy Jensen's inequality for most of convex functions. This yields a natural question, under which conditions on g, do g-expectations satisfy Jensen's inequality for convex functions? In this paper, we shall deal with this question in the case that g is convex and give a necessary and sufficient condition on g under which Jensen's inequality holds for convex functions. To cite this article: Z. Chen et al., C. R. Acad. Sci. Paris, Ser. I 337 (2003).     

Algorithme de Neumann–Dirichlet pour des problèmes de contact unilatéral : Résultat de convergenceNeumann–Dirichlet algorithm for unilateral contact problems: Convergence results

In this Note, we propose and we prove the convergence of a Neumann–Dirichlet algorithm in order to approximate a Signorini problem between two elastic bodies. The idea is to retain the natural interface between the two bodies as numerical interface for the domain decomposition and to replace the Dirichlet problem in [4] by a variational inequality. To cite this article: G. Bayada et al., C. R. Acad. Sci. Paris, Ser. I 335 (2002) 381–386.     

Explicit Plancherel formula for the p-adic group GL(n)

We provide an explicit Plancherel formula for the p-adic group GL(n). We determine explicitly the Bernstein decomposition of Plancherel measure, including all numerical constants. We also prove a transfer-of-measure formula for GL(n). To cite this article: A.-M. Aubert, R. Plymen, C. R. Acad. Sci. Paris, Ser. I 338 (2004).     

Two-level pressure projection finite element methods for Navier-Stokes equations with nonlinear slip boundary conditions

The two-level pressure projection stabilized finite element methods for Navier-Stokes equations with nonlinear slip boundary conditions are investigated in this paper, whose variational formulation is the Navier-Stokes type variational inequality problem of the second kind. Based on the P₁-P₁ triangular element and using the pressure projection stabilized finite element method, we solve a small Navier-Stokes type variational inequality problem on the coarse mesh with mesh size H and solve a large Stokes type variational inequality problem for simple iteration or a large Oseen type variational inequality problem for Oseen iteration on the fine mesh with mesh size h. The error analysis obtained in this paper shows that if h=O(H²), the two-level stabilized methods have the same convergence orders as the usual one-level stabilized finite element methods, which is only solving a large Navier-Stokes type variational inequality problem on the fine mesh. Finally, numerical results are given to verify the theoretical analysis.     

Convergence of a multigrid method for the controllability of a 1-d wave equation

We consider the problem of computing numerically the boundary control for the wave equation. It is by now well known that, due to high frequency spurious oscillations, numerical instabilities occur and may led to the failure of convergence of some apparently natural numerical algorithms. Several remedies have been proposed in the literature to compensate this fact: Tychonoff regularization, Fourier filtering, mixed finite elements,… In this Note we prove that the two-grid method proposed by Glowinski (J. Comput. Phys. 103 (2) (1992) 189–221) does indeed provide a convergent algorithm. This is done in the context of the finite-difference semi-discrete approximation of the 1-d wave equation. To cite this article: M. Negreanu, E. Zuazua, C. R. Acad. Sci. Paris, Ser. I 338 (2004).     

Dispersive properties of a viscous numerical scheme for the Schrödinger equation

In this Note we study the dispersive properties of the numerical approximation schemes for the free Schrödinger equation. We consider finite-difference space semi-discretizations. We first show that the standard conservative scheme does not reproduce at the discrete level the properties of the continuous Schrödinger equation. This is due to spurious high frequency numerical solutions. In order to damp out these high-frequencies and to reflect the properties of the continuous problem we add a suitable extra numerical viscosity term at a convenient scale. We prove that the dispersive properties of this viscous scheme are uniform when the mesh-size tends to zero. Finally we prove the convergence of this viscous numerical scheme for a class of nonlinear Schrödinger equations with nonlinearities that may not be handeled by standard energy methods and that require the so-called Strichartz inequalities. To cite this article: L.I. Ignat, E. Zuazua, C. R. Acad. Sci. Paris, Ser. I 340 (2005).     

On bounds for total absolute curvature of surfaces in hyperbolic 3-space

We construct examples of surfaces in hyperbolic space which do not satisfy the Chern–Lashof inequality (which holds for immersed surfaces in Euclidean space). To cite this article: R. Langevin, G. Solanes, C. R. Acad. Sci. Paris, Ser. I 336 (2003).     

Factorialité de l'anneau des séries de Dirichlet analytiques

We study arithmetical properties of the ring of analytic Dirichlet series. In particular, we prove a theorem of division by several series and we deduce from it that the ring is factorial. To cite this article: F. Bayart, A. Mouze, C. R. Acad. Sci. Paris, Ser. I 336 (2003).     

Kato's inequality when Δu is a measure

We extend the classical version of Kato's inequality in order to allow functions u∈L¹_loc such that Δu is a Radon measure. This inequality has been recently applied by Brezis, Marcus, and Ponce to study the existence of solutions of the nonlinear equation ?Δu+g(u)=μ, where μ is a measure and $\text{g}\text{:}\text{R}\text{→}\text{R}$ is a nondecreasing continuous function. To cite this article: H. Brezis, A.C. Ponce, C. R. Acad. Sci. Paris, Ser. I 338 (2004).