Strict bounding of quantities of interest in computations based on domain decomposition

This paper deals with bounding the error on the estimation of quantities of interest obtained by finite element and domain decomposition methods. The proposed bounds are written in order to separate the two errors involved in the resolution of reference and adjoint problems : on the one hand the discretization error due to the finite element method and on the other hand the algebraic error due to the use of the iterative solver. Beside practical considerations on the parallel computation of the bounds, it is shown that the interface conformity can be slightly relaxed so that local enrichment or refinement are possible in the subdomains bearing singularities or quantities of interest which simplifies the improvement of the estimation. Academic assessments are given on 2D static linear mechanic problems.Comment: Computer Methods in Applied Mechanics and Engineering, Elsevier, 2015, online previe

Strict lower bounds with separation of sources of error in non-overlapping domain decomposition methods

This article deals with the computation of guaranteed lower bounds of the error in the framework of finite element (FE) and domain decomposition (DD) methods. In addition to a fully parallel computation, the proposed lower bounds separate the algebraic error (due to the use of a DD iterative solver) from the discretization error (due to the FE), which enables the steering of the iterative solver by the discretization error. These lower bounds are also used to improve the goal-oriented error estimation in a substructured context. Assessments on 2D static linear mechanic problems illustrate the relevance of the separation of sources of error and the lower bounds' independence from the substructuring. We also steer the iterative solver by an objective of precision on a quantity of interest. This strategy consists in a sequence of solvings and takes advantage of adaptive remeshing and recycling of search directions.Comment: International Journal for Numerical Methods in Engineering, Wiley, 201

A strict error bound with separated contributions of the discretization and of the iterative solver in non-overlapping domain decomposition methods

This paper deals with the estimation of the distance between the solution of a static linear mechanic problem and its approximation by the finite element method solved with a non-overlapping domain decomposition method (FETI or BDD). We propose a new strict upper bound of the error which separates the contribution of the iterative solver and the contribution of the discretization. Numerical assessments show that the bound is sharp and enables us to define an objective stopping criterion for the iterative solverComment: Computer Methods in Applied Mechanics and Engineering (2013) onlin

Credit derivatives: instruments of hedging and factors of instability. The example of ?Credit Default Swaps? on French reference entities

Through a long-period analysis of the inter-temporal relations between the French markets for credit default swaps (CDS), shares and bonds between 2001 and 2008, this article shows how a financial innovation like CDS could heighten financial instability. After describing the operating principles of credit derivatives in general and CDS in particular, we construct two difference VAR models on the series: the share return rates, the variation in bond spreads and the variation in CDS spreads for thirteen French companies, with the aim of bringing to light the relations between these three markets. According to these models, there is indeed an interdependence between the French share, CDS and bond markets, with a strong influence of the share market on the other two. This interdependence increases during periods of tension on the markets (2001-2002, and since the summer of 2007).Comment: 2

Problems and prospects of local finance in Italy

Zadanie pt. „Digitalizacja i udostępnienie w Cyfrowym Repozytorium Uniwersytetu Łódzkiego kolekcji czasopism naukowych wydawanych przez Uniwersytet Łódzki” nr 885/P-DUN/2014 dofinansowane zostało ze środków MNiSW w ramach działalności upowszechniającej naukę

A Spectral Study of the Linearized Boltzmann Equation for Diffusively Excited Granular Media

In this work, we are interested in the spectrum of the diffusively excited granular gases equation, in a space inhomogeneous setting, linearized around an homogeneous equilibrium. We perform a study which generalizes to a non-hilbertian setting and to the inelastic case the seminal work of Ellis and Pinsky about the spectrum of the linearized Boltzmann operator. We first give a precise localization of the spectrum, which consists in an essential part lying on the left of the imaginary axis and a discrete spectrum, which is also of nonnegative real part for small values of the inelasticity parameter. We then give the so-called inelastic "dispersion relations", and compute an expansion of the branches of eigenvalues of the linear operator, for small Fourier (in space) frequencies and small inelasticity. One of the main novelty in this work, apart from the study of the inelastic case, is that we consider an exponentially weighted $L^1(m^{-1})$ Banach setting instead of the classical $L^2(\mathcal M_{1,0,1}^{-1})$ Hilbertian case, endorsed with Gaussian weights. We prove in particular that the results of Ellis and Pinsky holds also in this space.Comment: 30 pages, 2 figure

On Weighted Low-Rank Approximation

Our main interest is the low-rank approximation of a matrix in R^m.n under a weighted Frobenius norm. This norm associates a weight to each of the (m x n) matrix entries. We conjecture that the number of approximations is at most min(m, n). We also investigate how the approximations depend on the weight-values.Comment: 13 page