A comparison of different approaches to compute surface tension contribution in incompressible two-phase flows

We perform a quantitative assessment of different strategies to compute the contribution due to surface tension in incompressible two-phase flows using a conservative level set (CLS) method. More specifically, we compare classical approaches, such as the direct computation of the curvature from the level set or the Laplace-Beltrami operator, with an evolution equation for the mean curvature recently proposed in literature. We consider the test case of a static bubble, for which an exact solution for the pressure jump across the interface is available, and the test case of an oscillating bubble, showing pros and cons of the different approaches

Luminosity determination using Z boson production at the CMS experiment

International audienceThe measurement of Z boson production is presented as a method to determine the integrated luminosity of CMS data sets. The analysis uses proton-proton collision data, recorded by the CMS experiment at the CERN LHC in 2017 at a center-of-mass energy of 13 TeV. Events with Z bosons decaying into a pair of muons are selected. The total number of Z bosons produced in a fiducial volume is determined, together with the identification efficiencies and correlations from the same dataset, in small intervals of 2 pb$^{-1}$ of integrated luminosity, thus facilitating the efficiency and rate measurement as a function of time and instantaneous luminosity. Using the ratio of the efficiency-corrected numbers of Z bosons, the precisely measured integrated luminosity of one data set is used to determine the luminosity of another. For the first time, a full quantitative uncertainty analysis of the use of Z bosons for the integrated luminosity measurement is performed. The uncertainty in the extrapolation between two data sets, recorded in 2017 at low and high instantaneous luminosity, is less than 0.5%. We show that the Z boson rate measurement constitutes a precise method, complementary to traditional methods, with the potential to improve the measurement of the integrated luminosity

Signature volatility models: pricing and hedging with Fourier

We consider a stochastic volatility model where the dynamics of the volatility are given by a possibly infinite linear combination of the elements of the time extended signature of a Brownian motion. First, we show that the model is remarkably universal, as it includes, but is not limited to, the celebrated Stein-Stein, Bergomi, and Heston models, together with some path-dependent variants. Second, we derive the joint characteristic functional of the log-price and integrated variance provided that some infinitedimensional extended tensor algebra valued Riccati equation admits a solution. This allows us to price and (quadratically) hedge certain European and path-dependent options using Fourier inversion techniques. We highlight the efficiency and accuracy of these Fourier techniques in a comprehensive numerical study

Cover crop studies: The need for more reliable data

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Quadratic regularization of bilevel pricing problems and application to electricity retail markets

38 pages, 10 figuresInternational audienceWe consider the profit-maximization problem solved by an electricity retailer who aims at designing a menu of contracts. This is an extension of the unit-demand envy-free pricing problem: customers aim to choose a contract maximizing their utility based on a reservation bill and multiple price coefficients (attributes). A basic approach supposes that the customers have deterministic utilities; then, the response of each customer is highly sensitive to price since it concentrates on the best offer. A second classical approach is to consider logit model to add a probabilistic behavior in the customers’ choices. To circumvent the intrinsic instability of the former and the resolution difficulties of the latter, we introduce a quadratically regularized model of customer’s response, which leads to a quadratic program under complementarity constraints (QPCC). This allows to robustify the deterministic model, while keeping a strong geometrical structure. In particular, we show that the customer’s response is governed by a polyhedral complex, in which every polyhedral cell determines a set of contracts which is effectively chosen. Moreover, the deterministic model is recovered as a limit case of the regularized one. We exploit these geometrical properties to develop a pivoting heuristic, which we compare with implicit or non-linear methods from bilevel programming, showing the effectiveness of the approach. Throughout the paper, the electricity retailer problem is our guideline, and we present a numerical study on this application case

Coupled heat transfers resolution by Monte Carlo in urban geometry including direct and diffuse solar irradiations

International audienceModelling transient combined heat transfer in complex urban geometry is a key step to predict human exposure or energy consumption and to quantify the effect of climate change mitigation and adaptation measures. A difficulty lies in the possibility for a model to scale up and integrate large and complex urban morphology. We develop a probabilistic approach to solve heat transfers with the Monte Carlo method that is insensitive to the complexity of both the urban geometry and the boundary conditions. The integral formulation that includes random walks for each heat transfer mode is presented and the computation of absorbed solar irradiations at walls with the double randomization technique is detailed. Numerical validations are given through comparisons with deterministic method results for single and two-layer slabs, but also a three-dimensional thermal bridge geometry. The developed probabilistic heat transfer model is then used in a demonstration heat wave scenario where are computed: the outdoor mean radiant temperature showing the influence of trees; and the indoor average wall temperature showing the influence of solar gains through windows

Updatable Encryption from Group Actions

Updatable Encryption (UE) allows to rotate the encryption key in the outsourced storage setting while minimizing the bandwith used. The server can update ciphertexts to the new key using a token provided by the client. UE schemes should provide strong confidentiality guarantees against an adversary that can corrupt keys and tokens. This paper studies the problem of building UE in the group action framework. We introduce a new notion of Mappable Effective Group Action (MEGA) and show that we can build CCA secure UE from a MEGA by generalizing the SHINE construction of Boyd et al. at Crypto 2020. Unfortunately, we do not know how to instantiate this new construction in the post-quantum setting. Doing so would solve the open problem of building a CCA secure post-quantum UE scheme. Isogeny-based group actions are the most studied post-quantum group actions. Unfortunately, the resulting group actions are not mappable. We show that we can still build UE from isogenies by introducing a new algebraic structure called Effective Triple Orbital Group Action (ETOGA). We prove that UE can be built from an ETOGA and show how to instantiate this abstract structure from isogeny-based group actions. This new construction solves two open problems in ciphertext-independent post-quantum UE. First, this is the first post-quantum UE scheme that supports an unbounded number of updates. Second, our isogeny-based UE scheme is the first post-quantum UE scheme not based on lattices. The security of this new scheme holds under an extended version of the weak pseudorandomness of the standard isogeny group action

Kodaira-Saito vanishing for the irregular Hodge filtration

27 pagesAfter making correct, and then improving, our definition of the category of irregular mixed Hodge modules thanks to Mochizuki's recent results arXiv:2108.03843, we show how these results allow us to obtain Kodaira-Saito-type vanishing theorems for the irregular Hodge filtration of irregular mixed Hodge modules

Color Coding for the Fragment-Based Docking, Design and Equilibrium Statistics of Protein-Binding ssRNAs

International audienceWe revisit the fragment-based docking and design of single-stranded RNA aptamers (ssRNAs), consisting of $k$ nucleotides, onto a rigid protein. Fragments, representing either one or multiple pieced nucleotides, are individually docked onto the protein surface using a force field, and some among the resulting $n$ poses are pieced together to form a conformation compatible with the input ssRNA sequence. Relaxing the sequence compatibility constraint, a similar methodology can be used to design ssRNAs that preferentially bind a protein of interest, possibly targeting a pocket. However, a brute-force enumeration of clash-free conformations quickly becomes prohibitive due to their superexponential ($\Theta(n^k)$ worst-case) combinatorial explosion, hindering the potential of fragment-based methods towards docking and design.We adopt the color-coding technique, introduced by Alon, Yuster and Zwick, to optimize over self-avoiding fragment assemblies in time/space linear on $n$ the number of poses, and in time only exponential on $k$ the number of fragments. The dynamic programming algorithm at the core of our method is surprisingly simple, and can be extended to produce suboptimal candidates, or modified to perform Boltzmann sampling of candidates assemblies. Using a rejection principle, and further optimized by a clique decomposition of clashing poses, these algorithms can be leveraged into efficient algorithms optimizing over clash-free complexes. The resulting sampling procedure can further be adapted into statistically-consistent estimators for any computable feature of interest.We showcase some of the capabilities of this new framework by reanalyzing a set of 7 documented ssRNA-protein complexes, demonstrating its practical relevance and versatility

High-order adaptive time discretisation of one-dimensional low-Mach reacting flows: a case study of solid propellant combustion

The present research was conducted thanks to a Ph.D grant co-funded by DGA, Ministry of Defence (E. Faucher,Technical Advisor), and ONERA. The authors would like acknowledge several fruitful discussions with Vincent Giovangigli and Gilles Vilmart.International audienceSolving the reactive low-Mach Navier-Stokes equations with high-order adaptive methods in time is still a challenging problem, in particular due to the handling of the algebraic variables involved in the mass constraint. We focus on the one-dimensional configuration, where this challenge has long existed in the combustion community. We consider a model of solid propellant combustion, which possesses the characteristic difficulties encountered in the homogeneous or spray combustion cases, with the added complication of an active interface. The system obtained after semi-discretisation in space is shown to be differential-algebraic of index 1. A numerical strategy relying on stiffly accurate Runge-Kutta methods is introduced, with a specific discretisation of the algebraic constraints and time adaptation. High order is shown to be reached on all variables, while handling the constraints properly. Three challenging test cases are investigated: ignition, limit cycle, and unsteady response with detailed gas-phase kinetics. We show that the time integration method can greatly affect the ability to predict the dynamics of the system. The proposed numerical strategy exhibits high efficiency and accuracy for all cases compared to traditional schemes used in the combustion literature