On the Convergence of Descent Algorithms

It is proved that any cluster point of a sequence defined by a steepest descent algorithm in a general normed vector space is a critical point. The function is just assumed to be continuously differentiable. The class of algorithms we consider encompasses several choices such as the Cauchy steplength and the Curry steplength.     

Classes caractéristiques pour les cônes projectifs et homologie d'intersection

Sans résumé En hommage à Jean Louis Verdier     

ERYTHROPOIETIC PROTOPORPHYRIA: PHOTODYNAMIC TRANSFER OF PROTOPORPHYRIN FROM INTACT ERYTHROCYTES TO OTHER CELLS

Erythrocytes in patients with erythropoietic protoporphyria (EPP) contain large amounts of protoporphyrin and are regarded as the main source of protoporphyrin in this disease. Cells in the skin of EPP patients accumulate protoporphyrin released from the erythrocytes and upon sun exposure endothelial cells are photodamaged. In the present study a light-induced transfer of protoporphyrin directly from EPP erythrocytes to cultured cells is demonstrated. Erythrocytes were layered upon cultured cells and irradiated. The nearness of erythrocyte and cultured cell membranes potentiated the transfer of protoporphyrin between these cells. This transfer was rapid and preceded the release of protoporphyrin to proteins in the medium. Further irradiation of the protoporphyrin-enriched cultured cells, after removal of the erythrocytes, caused severe photodamage to the cells and survival was dependent on both the amount of protoporphyrin transferred and on the light fluence. Clinical observations and the results of this study indicate that light energy may be involved in two steps in the pathophysiology of EPP: (A) light-induced release of protoporphyrin from erythrocytes to endothelial cells and (B) photodynamic damage to protoporphyrin-enriched endothelial cells.     

Genericity of Well-Posedness, Perturbations and Smooth Variational Principles

We show that three important topics in nonlinear analysis and optimization are intimately related: the theory of perturbations, the notion of well-posedness and variational principles in the sense of Ekeland, Borwein–Preiss and Deville–Godefroy–Zizler. The concept of genericity and the new notion of flexible perturbation play a key role in these connections. This notion enables one to consider topologies on spaces of functions which have been introduced recently. A link between the Asplund and Ekeland–Lebourg methods and the Palais–Smale condition, another important topic in nonlinear analysis, is pointed out.     

Design and demonstration of a high-energy booster amplifier for a high-repetition rate petawatt class laser system

We have successfully developed a high-energy, high-repetition rate Ti:sapphire laser system that delivers 33 J before compression at 0.1 Hz. The final booster amplifier is based on a 100 mm diameter Ti:sapphire crystal pumped with 72 J of energy in six beams delivered by three frequency-doubled high-repetition rate Nd:glass lasers. This system is, to the best of our knowledge, the first demonstrated petawatt class laser system running at a high repetition rate.     

Fully three-dimensional direct numerical simulation of a plunging breakerSimulation numérique directe tridimensionnelle du déferlement plongeant

The scope of this paper is to show the results obtained for simulating three-dimensional breaking waves by solving the Navier–Stokes equations in air and water. The interface tracking is achieved by a Lax–Wendroff TVD scheme (Total Variation Diminishing), which is able to handle interface reconnections. We first present the equations and the numerical methods used in this work. We then proceed to the study of a three-dimensional plunging breaking wave, using initial conditions corresponding to unstable periodic sinusoidal waves of large amplitudes. We compare the results obtained for two simulations, a longshore depth perturbation has been introduced in the solution of the flow equations in order to see the transition from a two-dimensional velocity field to a fully three-dimensional one after plunging. Breaking processes including overturning, splash-up and breaking induced vortex-like motion beneath the surface are presented and discussed. To cite this article: P. Lubin et al., C. R. Mecanique 331 (2003).     

Numerical Studies on Asymptotics of European Option Under Multiscale Stochastic Volatility

Multiscale stochastic volatilities models relax the constant volatility assumption from Black-Scholes option pricing model. Such models can capture the smile and skew of volatilities and therefore describe more accurately the movements of the trading prices. Christoffersen et al. Manag Sci 55(2):1914–1932 (2009) presented a model where the underlying price is governed by two volatility components, one changing fast and another changing slowly. Chiarella and Ziveyi Appl Math Comput 224:283–310 (2013) transformed Christoffersen’s model and computed an approximate formula for pricing American options. They used Duhamel’s principle to derive an integral form solution of the boundary value problem associated to the option price. Using method of characteristics, Fourier and Laplace transforms, they obtained with good accuracy the American option prices. In a previous research of the authors (Canhanga et al. 2014), a particular case of Chiarella and Ziveyi Appl Math Comput 224:283–310 (2013) model is used for pricing of European options. The novelty of this earlier work is to present an asymptotic expansion for the option price. The present paper provides experimental and numerical studies on investigating the accuracy of the approximation formulae given by this asymptotic expansion. We present also a procedure for calibrating the parameters produced by our first-order asymptotic approximation formulae. Our approximated option prices will be compared to the approximation obtained by Chiarella and Ziveyi Appl Math Comput 224:283–310 (2013).     

Nonequilibrium vibration-dissociation phenomena behind a propagating shock wave: Vibrational population calculation

An analysis of nonequilibrium phenomena behind a plane shock is presented concerning the vibrational relaxation and the dissociation of a pure diatomic gas. In the first part, the temperature range is 600 K–2500 K and the dissociation processes are neglected. The population of each vibrational level is computed by solving relaxation and conservation equations. The relaxation process is described by the master equations of each vibrational level. The vibrational transition probabilities appearing in the relaxation equations are calculated analytically and take into account the anharmonicity of molecular vibration and the potential angular dependence. The populations obtained are compared to those calculated using a Treanor model and to those calculated with a nonequilibrium Boltzmann distribution. For moderately high levels significant differences may be observed. The importance of the V-V process is found to be weak for the transitions involving the lowest levels. In the second part, the temperature range is 2500 K–5500K and the dissociation process is taken into account as well as the gas dynamic behavior which did not appear in several recent works. The kinetic equations are transformed to obtain a first order differential system and the resolution of such a system coupled with the conservation equations leads to the population of each vibrational level. The vibrational transition probabilities associated with the atom-molecule interaction are deduced from the cross section calculation used in the first part. The bound-free transition probabilities are obtained, following Marrone and Treanor, assuming that dissociation must occur preferentially from the higher vibrational states: the Marrone and Treanor probability model is extended and employed with an anharmonic oscillator. In the present investigation, behind the shock wave, the evolution of the population distribution expressed as a function of the distance is not monotonous: a lag time appears as shown experimentally in previous works for the macroscopic parameters. For moderately high levels the influence of the anharmonicity and those of the V-V processes appear significant and strongly related. In a general way, in both temperature ranges investigated, the V-V processes reduce the effects of the T-V transfer. Finally the influence of thecharacteristic probability temperature U of Marrone and Treanor is analyzed and a method of determination of local varying U is proposed.     

Local velocity measurements in the shear-thickening transition of dilute micellar solutions of surfactants

Local velocimetry and rheometric measurements are performed on three dilute micellar solutions which undergo the shear-thickening transition. The three surfactants, namely, alkyltrimethyl ammonium bromide (C(n)TAB), all belong to the same family and only differ by the length of the aliphatic chain. Simultaneous ultrasonic velocimetry and rheometry recordings provide convincing evidence for a heterogeneous flow in the shear-thickening domain. A detailed analysis allows us to demonstrate surprisingly similar evolutions of the wall slip magnitude and of the apparent viscosity as well as subtle differences between the three systems. Together with the velocimetry results, the direct observation of the flow in the vorticity-velocity plane reveals that the shear-thickening transition is associated with the emergence of a three-dimensional unstable flow.     

Nanocomposite Carbon‐PDMS Material for Chip‐Based Electrochemical Detection

This paper presents an alternative approach to create low‐cost and patternable carbon electrodes suitable for microfluidic devices. The fabrication and the electrochemical performances of electrodes made of Polydimethylsiloxane doped with commercially available carbon black (C‐PDMS) are described. Conductivity and electrochemical measurements performed on various carbon to PDMS ratios showed that electrodes with suitable electrochemical properties were obtained with a ratio of 25 %.