Dispersion and Strichartz estimates for the Liouville equation

We consider the Liouville equation associated to a metric g and we prove dispersion and Strichartz estimates for the solution of this equation in terms of the geometry of the trajectories associated to g. In particular, we obtain global Strichartz estimates in time for metrics where dispersion estimate is false even locally in time. We also study the analogy between Strichartz estimates obtained for the Liouville equation and the Schrödinger equation with variable coefficients. To cite this article: D. Salort, C. R. Acad. Sci. Paris, Ser. I 342 (2006).     

High extrema of Gaussian chaos processes

Let ξ ( t)=(ξ ₁(t),…,ξ _d (t)) be a Gaussian stationary vector process. Let \(g:{\mathbb {R}}^{d}\rightarrow {\mathbb {R}}\) be a homogeneous function. We study probabilities of large extrema of the Gaussian chaos process g(ξ(t)). Important examples include \(g(\mathbf {\boldsymbol {\xi }}(t))={\prod }_{i=1}^{d}\xi _{i}(t)\) and \(g(\mathbf {\boldsymbol {\xi }}(t))={\sum }_{i=1}^{d}a_{i}{\xi _{i}^{2}}(t)\). We review existing results partially obtained in collaboration with E. Hashorva, D. Korshunov, and A. Zhdanov. We also present the principal methods of our investigations which are the Laplace asymptotic method and other asymptotic methods for probabilities of high excursions of Gaussian vector process’ trajectories.     

Remarks on exact controllability for Stokes and Navier–Stokes systems

This Note deals with the controllability of Stokes and Navier–Stokes systems with distributed controls with support in possibly small subdomains. We first present a new global Carleman inequality for the solutions to Stokes-like systems that leads to the null controllability at any time T>0. Then, we present a local result concerning exact controllability to trajectories of the Navier–Stokes system. To cite this article: E. Fernández-Cara et al., C. R. Acad. Sci. Paris, Ser. I 338 (2004).     

The Falkner-Skan Equation II: Dynamics and the Bifurcations of P- and Q-Orbits

The Falkner-Skan equation is a reversible three-dimensional system of ordinary differential equations with two distinguished straight-line trajectories which form a heteroclinic loop between fixed points at infinity. We showed in the previous paper (1995, J. Differential Equations119, 336-394) that at positive integer values of the parameter λ there are bifurcations creating large sets of periodic and other interesting trajectories. Here we show that all but two of these trajectories are destroyed in another sequence of bifurcations as λ→∞, and by considering topological invariants and orderings on certain manifolds we obtain unusually detailed information about the sequences of bifurcations which can occur.     

An asymptotically stable Particle-in-Cell (PIC) scheme for collisionless plasma simulations near quasineutrality

We propose a new Particle-in-Cell scheme for the Vlasov–Poisson equation. This scheme remains stable when the Debye length and plasma period tend to zero without any restriction on the size of the time and length step. It relies on a semi-implicit integration of the particle trajectories. The numerical integration cost is that of the standard explicit method thanks to the use of a reformulation of the Poisson equation. To cite this article: P. Degond et al., C. R. Acad. Sci. Paris, Ser. I 343 (2006).     

Applications of the continuous-time ballot theorem to Brownian motion and related processes

Motivated by questions related to a fragmentation process which has been studied by Aldous, Pitman, and Bertoin, we use the continuous-time ballot theorem to establish some results regarding the lengths of the excursions of Brownian motion and related processes. We show that the distribution of the lengths of the excursions below the maximum for Brownian motion conditioned to first hit λ>0 at time t is not affected by conditioning the Brownian motion to stay below a line segment from (0,c) to (t,λ). We extend a result of Bertoin by showing that the length of the first excursion below the maximum for a negative Brownian excursion plus drift is a size-biased pick from all of the excursion lengths, and we describe the law of a negative Brownian excursion plus drift after this first excursion. We then use the same methods to prove similar results for the excursions of more general Markov processes.     

On Trajectories of Analytic Gradient Vector Fields

Let f:Rⁿ,0→R,0 be an analytic function defined in a neighbourhood of the origin, having a critical point at 0. We show that the set of non-trivial trajectories of the equation xdot;=∇f(x) attracted by the origin has the same ?ech-Alexander cohomology groups as the real Milnor fibre of f.     

Vector fields dynamics as geodesic motion on Lie groups

We study to what extent vector fields on Lie groups may be considered as geodesic fields. For a given left invariant vector field on a Lie group, we prove there exists a Riemannian metric whose geodesics are its trajectories. When we consider left invariant metrics, differences between the Riemannian and the Lorentzian cases appear, coded by properties of the Lie algebra. To cite this article: G.T. Pripoae, C. R. Acad. Sci. Paris, Ser. I 342 (2006).     

Ranked functionals of Brownian excursions

It was shown, in our previous work, that the law of the sequence of normalized ranked lengths of Brownian excursions considered up to a random time T is the same for a large class of random times T.We present now some results about (unnormalized) ranked heights of Brownian excursions, which although quite different from those obtained for the lengths, have led us to extend the scope of both studies.     

A quasi-optimal convergence result for fracture mechanics with XFEM

The aim of this Note is to give a convergence result for a variant of the eXtended Finite Element Method (XFEM) on cracked domains using a cut-off function to localize the singular enrichment area. The difficulty is caused by the discontinuity of the displacement field across the crack, but we prove that a quasi-optimal convergence rate holds in spite of the presence of elements cut by the crack. The global linear convergence rate is obtained by using an enriched linear finite element method. To cite this article: E. Chahine et al., C. R. Acad. Sci. Paris, Ser. I 342 (2006).     

A generalization of the Syracuse algorithm in Fq[x]

In this note we remark that while much of the theory of a recent paper of Matthews and Watts on mappings T: Z → Z generalizing the Syracuse algorithm also goes over to mappings T: F_q[x] → F_q[x], the conjectural picture is not as clear for polynomials. We exhibit two divergent trajectories which possess an unexpected regularity, and which do not obey a certain expected uniformity of distribution.     

Ten penalisation results of Brownian motion involving its one-sided supremum until first and last passage times, VIII

We penalise Brownian motion by a function of its one-sided supremum considered up to the last zero before t, respectively first zero after t, of that Brownian motion. This study presents some analogy with penalisation by the longest length of Brownian excursions, up to time t.     

Propriétés génériques des trajectoires singulières

We give genericity results for singular trajectories in sub-Riemannian geometry: generically (in the sense of the Whitney topology), every singular trajectory is of minimal order and of corank 1 and in particular is not of Goh type if the rank of the distribution is greater or equal to 3. We extend these results to control-affine systems. To cite this article: Y. Chitour et al., C. R. Acad. Sci. Paris, Ser. I 337 (2003).     

L'ion hydrogénoïde piégé en électrodynamique quantique non relativiste

We consider a system of a nucleus with an electron together with the quantized electromagnetic field. Instead of fixing the nucleus, the system is confined by its center of mass. This model is used in theoretical physics to explain the Lamb–Dicke and the Mössbauer effects. When an ultraviolet cut-off is imposed we initiate the spectral analysis of the Hamiltonian describing the system and we derive the existence of a ground state. This is achieved without conditions on the fine structure constant. To cite this article: L. Amour, J. Faupin, C. R. Acad. Sci. Paris, Ser. I 343 (2006).     

Un principe d'invariance relatif à un processus généralisant le mouvement brownien N-dimensionnel

We prove that the generalized random walks associated to a root system R in $\text{R}{}^{\mathrm{N}}$ and a nonnegative multiplicity function k defined on R, converge in distribution (if suitably normalized) to a Markov process with càdlàg trajectories and infinitesimal generator a differential-difference operator on $\text{R}{}^{\mathrm{N}}$ which generalizes the usual Laplacian. To cite this article: L. Gallardo, L. Godefroy, C. R. Acad. Sci. Paris, Ser. I 338 (2004).     

Local times for stochastic processes which are subordinate to Gaussian processes

Let X and Y be random vectors of the same dimension such that Y has a normal distribution with mean vector O and covariance matrix R. Let g(x), x≥0, be a bounded nonincreasing function. X is said to be g-subordinate to Y if |Ee^iu′X| ≤ g(u′Ru) for all real vectors u of the same dimension as X. This is used to define the g-subordination of a real stochastic process X(t), 0 ≤ t ≤ 1, to a Gaussian process Y(t), 0 ≤ t ≤ 1. It is shown that the basic local time properties of a given Gaussian process are shared by all the processes that age g-subordinate to it. It is shown in particular that certain random series, including some random Fourier series, are g-subordinate to Gaussian processes, and so have their local time properties.     

Factorizing multivariate time series operators

Motivated by problems occurring in the empirical identification and modelling of a n-dimensional ARMA time series X(t) we study the possibility of obtaining a factorization (I + a₁B + … + a_pB^p) X(t) = [Π_i=1^p (I ? α_iB)] X(t), where B is the backward shift operator. Using a result in [3] we conclude that as in the univariate case such a factorization always exists, but unlike the univariate case in general the factorization is not unique for given a₁, a₂,…, a_p. In fact the number of possibilities is limited upwards by $\text{(np)!}\text{(n!)}{}^{\mathrm{p}}$, there being cases, however, where this maximum is not reached. Implications for the existence and possible use of transformations which removes nonstationarity (or almost nonstationarity) of X(t) are mentioned.     

An existence result for optimal economic growth problems

An existence result for optimal control problems of Lagrange type with unbounded time domain is derived very directly from a corresponding result for problems with bounded time domain. This subsumes the main existence result of R. F. Baum ¦J. Optim. Theory Appl.19 (1976), 89–116¦ and has the existence results for optimal economic growth problems of S.-I. Takekuma ¦J. Math. Econom.7 (1980), 193–208¦ and M. J. P. Magill ¦Econometrica49 (1981), 679–711; J. Math. Anal. Appl.82 (1981), 66–74¦ as simple corollaries. In addition, a new notion of uniform integrability is used, which coincides with the classical notion if the time domain is bounded.     

Asymptotic distributions of functions of the eigenvalues of sample covariance matrix and canonical correlation matrix in multivariate time series

Let S = (1/n) Σ_t=1ⁿ X(t) X(t)′, where X(1), …, X(n) are p × 1 random vectors with mean zero. When X(t) (t = 1, …, n) are independently and identically distributed (i.i.d.) as multivariate normal with mean vector 0 and covariance matrix Σ, many authors have investigated the asymptotic expansions for the distributions of various functions of the eigenvalues of S. In this paper, we will extend the above results to the case when {X(t)} is a Gaussian stationary process. Also we shall derive the asymptotic expansions for certain functions of the sample canonical correlations in multivariate time series. Applications of some of the results in signal processing are also discussed.