Some theoretical results on Markov-switching autoregressive models with gamma innovations

In this Note, we give some theoretical results for an original Markov-switching autoregressive model with gamma innovations which has been introduced to describe wind time series. We provide explicit conditions that imply the stability of this model and the consistency of the maximum likelihood estimator. To cite this article: P. Ailliot, C. R. Acad. Sci. Paris, Ser. I 343 (2006).     

Turbulent boundary layer equationsÉquations de la couche limite turbulente

We study a boundary layer problem for the Navier–Stokes-alpha model obtaining a generalization of the Prandtl equations which we conjecture to represent the averaged flow in a turbulent boundary layer. We study the equations for the semi-infinite plate, both theoretically and numerically. Solutions agree with some experimental data in a part of the turbulent boundary layer. To cite this article: A. Cheskidov, C. R. Acad. Sci. Paris, Ser. I 334 (2002) 423–427.     

Optimal embeddings of odd ladders into a hypercube

An embedding of a graph G into a hypercube of dimension k is called optimal if the number of vertices of G is greater than 2^k−1. A ladder is a special graph in which two paths of the same length are connected in such a way that each vertex of the first one is connected by a path – called a rung – to its corresponding vertex in the second one. We construct an optimal embedding for every ladder with rungs of odd sizes greater than 6 into a dense set of a hypercube.     

A note on logarithmic transformations on the Hopf surface

In this note we study logarithmic transformations in the sense of differential topology on two fibers of the Hopf surface. It is known that such transformations are susceptible to yield exotic smooth structures on 4-manifolds. We will show here that this is not the case for the Hopf surface, all integer homology Hopf surfaces we obtain are diffeomorphic to the standard Hopf surface. To cite this article: R. Zentner, C. R. Acad. Sci. Paris, Ser. I 342 (2006).     

Simulations de l'écoulement turbulent marin avec un modèle de déconvolution

We display a continous equation for the deconvolution process that generalizes the Van Cittert algorithm in the case of oceanic boundary conditions for a given fixed wind. We deduce a LES model for which we have existence and uniqueness of a strong solution. Finally, we display several numerical simulations showing the practical interest of the model. To cite this article: A.-C. Bennis et al., C. R. Acad. Sci. Paris, Ser. I 347 (2009).     

Explosion en temps fini de la solution d'un problème d'évolution de surface de film mince

In this Note, we are interested in the evolution of a surface of a crystal structure, constituted by an elastic substrate and a thin film. If the crystal is constrained, some morphological instabilities may appear. To study these instabilities, we made use of the model developped in Phys. Rev. B 47 (1993) 9760–9777. There, the map f of the free surface of the film satisfies a parabolic partial differential equation, depending on the elastic displacement of the substrate. For simplicity, the substrate is assumed to be linearly elastic and the structure to be infinite in one direction. Then, under some formal asymptotic assumptions, a formal expansion of the displacement can be determined after some appropriate scalings, allowing to derive a simplified parabolic nonlinear equation as in Lods et al. (Asymptotic Anal. 33 (2003) 67–91). We give here some results about the finite-time blow-up and the existence and uniqueness of the solution in an appropriate space. To validate the theoretical results, we also performed some numerical simulations using a pseudo-spectral method and also compute the initial-profile dependent critical value of the parameter θ involved in the nonlinear equation. To cite this article: M. Boutat et al., C. R. Acad. Sci. Paris, Ser. I 337 (2003).     

On pancyclic digraphs

We show that a strongly connected digraph with n vertices and minimum degree ? n is pancyclic unless it is one of the graphs K_p,p. This generalizes a result of A. Ghouila-Houri. We disprove a conjecture of J. A. Bondy by showing that there exist hamiltonian digraphs with n vertices and $\text{1}\text{2}\text{n(n + 1) – 3}$ edges which are not pancyclic. We show that any hamiltonian digraph with n vertices and at least $\text{1}\text{2}\text{n(n + 1) – 1}$ edges is pancyclic and we give some generalizations of this result. As applications of these results we determine the minimal number of edges required in a digraph to guarantee the existence of a cycle of length k, k ? 2, and we consider the corresponding problem where the digraphs under consideration are assumed to be strongly connected.     

Forecasting with imprecise probabilities

We review de Finetti’s two coherence criteria for determinate probabilities: coherence₁ defined in terms of previsions for a set of events that are undominated by the status quo – previsions immune to a sure-loss – and coherence₂ defined in terms of forecasts for events undominated in Brier score by a rival forecast. We propose a criterion of IP-coherence₂ based on a generalization of Brier score for IP-forecasts that uses 1-sided, lower and upper, probability forecasts. However, whereas Brier score is a strictly proper scoring rule for eliciting determinate probabilities, we show that there is no real-valued strictly proper IP-score. Nonetheless, with respect to either of two decision rules – Γ-maximin or (Levi’s) E-admissibility-+-Γ-maximin – we give a lexicographic strictly proper IP-scoring rule that is based on Brier score.     

A fast algorithm for solving systems of linear equations with two variables per equation

We present a fast algorithm for solving m X n systems of linear equations Ax = c with at most two variables per equation. The algorithm makes use of a linear-time algorithm for constructing a spanning forest of an undirected graph, and it requires 5m + 2n – 2 arithmetic operations in the worst case.     

Efficiency of approximate boundary conditions for corner domains coated with thin layers

In this Note, we consider an interface problem posed in a bounded domain with thin layer. In the case of a smooth domain, approximate boundary conditions (also called impedance conditions) are known to approximate in a precise way the effect of the layer, as its thickness goes to zero. We investigate here the efficiency of such conditions when the domain has a corner; we show that it deteriorates when the opening of the corner angle grows, giving optimal estimates thanks to multiscale asymptotic expansions. Numerical results are given, which illustrate these estimates. To cite this article: G. Vial, C. R. Acad. Sci. Paris, Ser. I 340 (2005).     

Analysis of a Poisson system with boundary conditions

We consider a class of problems originating from a Raman laser amplification model, for which the equations can be written as a Poisson system with boundary conditions. Once reformulated, this system becomes an integro-differential equation that we study here in some detail. In particular, we show the existence of a smooth solution under general assumptions, and prove its uniqueness for boundary values that are not too far apart. Eventually, we completely solve the question of uniqueness for systems of dimensions one and two. To cite this article: F. Castella et al., C. R. Acad. Sci. Paris, Ser. I 336 (2003).     

On the recovery of a curve isometrically immersed in a Euclidean space

It is known from differential geometry that one can reconstruct a curve with n?1 prescribed curvature functions, if these functions can be differentiated a certain number of times in the usual sense and if the first n?2 functions are strictly positive. We establish here that this result still holds under the assumption that the curvature functions belong to some Sobolev spaces, by using the notion of derivative in the distributional sense. We also show that the mapping that associates with such prescribed curvature functions the reconstructed curve is of class $\text{C}{}^{\mathrm{\infty }}$. To cite this article: M. Szopos, C. R. Acad. Sci. Paris, Ser. I 338 (2004).     

Jeux à champ moyen. I – Le cas stationnaire

We introduce here a general approach to model games with a large number of players. More precisely, we consider N players Nash equilibria for long term stochastic problems and establish rigorously the ‘mean field’ type equations as N goes to infinity. We also prove general uniqueness results and determine the deterministic limit. To cite this article: J.-M. Lasry, P.-L. Lions, C. R. Acad. Sci. Paris, Ser. I 343 (2006).     

Construction of pseudo-isometries for treelike hyperbolic 3-manifolds of infinite volume

We introduce a family of rigid hyperbolic 3-manifolds of infinite volume with possibly infinitely many ends: the treelike manifolds. These manifolds generalize a family of constructive non compact surfaces – the equational surfaces – for which the homeomorphism problem is decidable. The proof of rigidity relies firstly on Thurston's theorem of compactness of the Teichmüller space of acylindrical compact 3-manifolds, and secondly, on Sullivan's rigidity theorem. To cite this article: O. Ly, C. R. Acad. Sci. Paris, Ser. I 337 (2003).     

Du discret au continu pour des modèles de réseaux aléatoires d'atomes

We study in this Note the continuum (macroscopic) limit for some atomistic models for crystals. The purpose is to derive densities of mechanical energies from microscopic models. In contrast to the setting of a previous study, where the microscopic structure was assumed to be periodic, it is modelled here by a stochastic lattice, which enjoys some stationarity and ergodicity properties, following notions previously introduced elsewhere. To cite this article: X. Blanc et al., C. R. Acad. Sci. Paris, Ser. I 342 (2006).     

Mathematical study of rotating fluids with resonant surface stress

We are interested here in describing the linear response of a highly rotating fluid to some surface stress tensor, which admits fast time oscillations and may be resonant with the Coriolis force. In addition to the usual Ekman layer, we exhibit another - much larger - boundary layer, and we prove that for large times, the effect of the surface stress may no longer be localized in the vicinity of the surface. From a mathematical point of view, the main novelty here is to introduce some systematic approach for the study of boundary effects.     

On a property of tan x

In a paper of Hirzebruch (Ann. of Math.60 (1954), 213–235) the following number-theoretical question occurs in a problem (Problem 5, p. 217): Determine those coefficients in the Taylor expansion of tan xwhose reciprocals are inZ. We give here the complete solution.In 1960, Adams solved Problem 5 along algebraic-topological lines so that the question about tan x was no longer important for this problem.     

Extreme values of particular non-linear processesValeurs extrêmes pour des processus non linéaires particuliers

We investigate the asymptotic behavior of the maxima of a general class of deterministic chaotic processes – including the tent map and the logistic map –, of noisy chaotic processes, and of the Gaussian long memory k-factor Gegenbauer processes. To cite this article: D. Guégan, S. Ladoucette, C. R. Acad. Sci. Paris, Ser. I 335 (2002) 73–78.     

Insensitizing controls for a large-scale ocean circulation model

We consider here a linear quasi-geostrophic ocean model. We look for controls insensitizing (resp. ε-insensitizing) an observation function of the state. The existence of such controls is equivalent to a null controllability property (resp. an approximate controllability property) for a cascade Stokes-like system. Under reasonable assumptions on the spatial domains where the observation and the control are performed, we are able to prove these properties. To cite this article: E. Fernández-Cara et al., C. R. Acad. Sci. Paris, Ser. I 337 (2003).