Acceleration Methods

This monograph covers some recent advances in a range of acceleration techniques frequently used in convex optimization. We first use quadratic optimization problems to introduce two key families of methods, namely momentum and nested optimization schemes. They coincide in the quadratic case to form the Chebyshev method. We discuss momentum methods in detail, starting with the seminal work of Nesterov and structure convergence proofs using a few master templates, such as that for optimized gradient methods, which provide the key benefit of showing how momentum methods optimize convergence guarantees. We further cover proximal acceleration, at the heart of the Catalyst and Accelerated Hybrid Proximal Extragradient frameworks, using similar algorithmic patterns. Common acceleration techniques rely directly on the knowledge of some of the regularity parameters in the problem at hand. We conclude by discussing restart schemes, a set of simple techniques for reaching nearly optimal convergence rates while adapting to unobserved regularity parameters.Comment: Published in Foundation and Trends in Optimization (see https://www.nowpublishers.com/article/Details/OPT-036

Amélioration virtuelle de la résolution d'images du Soleil par augmentation d'information invariante d'échelle

4 pagesNational audienceCurrent images of the quiet Sun from the spatial telescope EIT are such that 1 pixel = (1800km)2 whereas the smallest physical scales would be of about 100 m. The design of a high resolution spatial telescope where 1 pixel = (80 km)2 is planned. With a resolution 25 times finer, the images may be under-exposed or even useless. The point is to predict at best the quality of these images from the current observations. We exploit the scale invariance properties of images currently available to suggest a method to artificially improve (of a potentially infinite factor) the current images resolution by integrating details from a multifractal stochastic model. Quiet Sun images are magnified by a factor 32 while preserving the multiscale properties (spectrum, multiscaling) and assuring that reducing the magnified image gives the initial image back. We deduce from that an extrapolation of histograms of high resolution images allowing a prediction of the quality of images from a future high resolution telescope

Existence of corotating and counter-rotating vortex pairs for active scalar equations

In this paper, we study the existence of corotating and counter-rotating pairs of simply connected patches for Euler equations and the $(\hbox{SQG})_\alpha$ equations with $\alpha\in (0,1).$ From the numerical experiments implemented for Euler equations in \cite{DZ, humbert, S-Z} it is conjectured the existence of a curve of steady vortex pairs passing through the point vortex pairs. There are some analytical proofs based on variational principle \cite{keady, Tur}, however they do not give enough information about the pairs such as the uniqueness or the topological structure of each single vortex. We intend in this paper to give direct proofs confirming the numerical experiments and extend these results for the $(\hbox{SQG})_\alpha$ equation when $\alpha\in (0,1)$. The proofs rely on the contour dynamics equations combined with a desingularization of the point vortex pairs and the application of the implicit function theorem.Comment: 39 pages, we unified some section

Stochastic analysis with modelled distributions

Using a Besov topology on spaces of modelled distributions in the framework of Hairer's regularity structures, we prove the reconstruction theorem on these Besov spaces with negative regularity. The Besov spaces of modelled distributions are shown to be UMD Banach spaces and of martingale type $2$. As a consequence, this gives access to a rich stochastic integration theory and to existence and uniqueness results for mild solutions of semilinear stochastic partial differential equations in these spaces of modelled distributions and for distribution-valued SDEs. Furthermore, we provide a Fubini type theorem allowing to interchange the order of stochastic integration and reconstruction.Comment: corrected some typo

Stochastic analysis with modelled distributions

Using a Besov topology on spaces of modelled distributions in the framework of Hairer’s regularity structures, we prove the reconstruction theorem on these Besov spaces with negative regularity. The Besov spaces of modelled distributions are shown to be UMD Banach spaces and of martingale type 2. As a consequence, this gives access to a rich stochastic integration theory and to existence and uniqueness results for mild solutions of semilinear stochastic partial differential equations in these spaces of modelled distributions and for distribution-valued SDEs. Furthermore, we provide a Fubini type theorem allowing to interchange the order of stochastic integration and reconstruction.ISSN:2194-0401ISSN:2194-041

Régression sur variable fonctionnelle: Estimation, Tests de structure et Applications

Au cours des dernières années, la branche de la statistique consacrée à l'étude de variables fonctionnelles a connu un réel essor tant en terme de développements théoriques que de diversification des domaines d'application. Nous nous intéressons plus particulièrement dans ce mémoire à des modèles de régression dans lesquels la variable réponse est réelle tandis que la variable explicative est fonctionnelle, c'est à dire à valeurs dans un espace de dimension infinie. Les résultats que nous énonçons sont liés aux propriétés asymptotiques de l'estimateur à noyau généralisé au cas d'une variable explicative fonctionnelle. Nous supposons pour commencer que l'échantillon que nous étudions est constitué de variables alpha-mélangeantes et que le modèle de régression est de nature non-paramétrique. Nous établissons la normalité asymptotique de notre estimateur et donnons l'expression explicite des termes asymptotiquement dominants du biais et de la variance. Une conséquence directe de ce résultat est la construction d'intervalles de confiance asymptotiques ponctuels dont nous étudions les propriétés aux travers de simulations et que nous appliquons sur des données liées à l'étude du courant marin El Niño. On établit également à partir du résultat de normalité asymptotique et d'un résultat d'uniforme intégrabilité l'expression explicite des termes asymptotiquement dominants des moments centrés et des erreurs Lp de notre estimateur. Nous considérons ensuite le problème des tests de structure en régression sur variable fonctionnelle et supposons maintenant que l'échantillon est composé de variables indépendantes. Nous construisons une statistique de test basée sur la comparaison de l'estimateur à noyau et d'un estimateur plus particulier dépendant de l'hypothèse nulle à tester. Nous obtenons la normalité asymptotique de notre statistique de test sous l'hypothèse nulle ainsi que sa divergence sous l'alternative. Les conditions générales sous lesquelles notre résultat est établi permettent l'utilisation de notre statistique pour construire des tests de structure innovants permettant de tester si l'opérateur de régression est de forme linéaire, à indice simple, ... Différentes procédures de rééchantillonnage sont proposées et comparées au travers de diverses simulations. Nos méthodes sont enfin appliquées dans le cadre de tests de non effet à deux jeux de données spectrométriques.Functional data analysis is a typical issue in modern statistics. During the last years, many papers have been devoted to theoretical results or applied studies on models involving functional data. In this manuscript, we focus on regression models where a real response variable depends on a functional random variable taking its values in an infinite dimensional space. We state various kinds of results linked with the asymptotic properties of the nonparametric kernel estimator generalized to the case of a functional explanatory variable. We firstly assume that the dataset under study is composed of strong-mixing variables and focus on a nonparametric regression model. A first result gives asymptotic normality of the kernel estimator with explicit expressions of the asymptotic dominant bias and variance terms. On one hand, we propose from this result a way to construct asymptotic pointwise confidence bands and study their properties on simulation studies and apply our method on a dataset dealing with El Niño phenomenon. On the other hand, we decline from both asymptotical normality and uniform integrability results the explicit expressions of the asymptotic dominant terms of centered moments and Lp errors of the kernel estimator. We now assume that the dataset is composed of independent random variables and focus on structural testing procedures in regression on functional data. We construct a test statistic based on the comparison between the nonparametric kernel estimator and a particular one that must be chosen in accordance to the null hypothesis we want to test. We then state both asymptotic normality of our test statistic under the null hypothesis and its divergence under the alternative. Moreover, we prove our result under general conditions that enable to use our approach to construct innovative structural tests allowing to check if the regression operator is linear, single index, ... Different bootstrap procedures are proposed and compared through various simulation studies. Finally, we focus on no effect tests and apply our testing procedures on two spectrometric datasets

Birkhoff normal forms for Hamiltonian PDEs in their energy space

We study the long time behavior of small solutions of semi-linear dispersive Hamiltonian partial differential equations on confined domains. Provided that the system enjoys a new non-resonance condition and a strong enough energy estimate, we prove that its low super-actions are almost preserved for very long times. Roughly speaking, it means that, to exchange energy, modes have to oscillate at the same frequency. Contrary to the previous existing results, we do not require the solutions to be especially smooth. They only have to live in the energy space. We apply our result to nonlinear Klein-Gordon equations in dimension d = 1 and nonlinear Schr{\"o}dinger equations in dimension d $\le$ 2

Dynamique des tourbillons pour quelques modèles de transport non-linéaires

In this dissertation, we are concerned with the study of some non-linear evolution models arising in fluid mechanics. We distinguish three independent parts. The first part of the thesis deals with the existence of the rotating vortex patches (called also V-states) for an inviscid quasi-geostrophic model. Our study is divided into two chapters dealing with different topological structures of the V-states. In the first chapter we study the simply connected case and we prove the existence of such structures in a neighborhood of the Rankine vortices by using the bifurcation theory. In the second chapter we discuss the doubly connected case where the patches admit only one hole. More precisely, close to a given annulus we describe this family by countable branches bifurcating from this annulus at some explicit angular velocities related to Bessel functions of the first kind. Our theoretical study was completed by numerical simulations on the limiting V-states and a number of interesting numerical observation were formulated opening new research perspectives. The second part of the thesis concerns the local well-posedness theory for the inviscid Boussinesq system with rough initial data. The problem is in some sense critical due to some terms involving Riesz transforms in the vorticity-density formulation. We give a positive answer for a special sub-class of Yudovich data including smooth and singular vortex patches. In the last part we address the problem of the incompressible limit for the 2D isentropic fluids associated to ill-prepared initial data and for which the vortices are not necessarily bounded and belong to some weighted BMO spaces. We mainly use two ingredients: On one hand, the Strichartz estimates to control the acoustic part and prove that it does not contribute for low Mach number. On the other hand, we use the transport compressible structure of the vorticity and we establish a linear propagation estimate in the spirit of a recent work of Bernicot and Keraani conducted in the incompressible case. The first part of the thesis deals with the existence of the rotating vortex patches (called also V-states) for an inviscid quasi-geostrophic model. Our study is divided into two chapters dealing with different topological structures of the V-states. In the first chapter we study the simply connected case and we prove the existence of such structures in a neighborhood of the Rankine vortices by using the bifurcation theory. In the second chapter we discuss the doubly connected case where the patches admit only one hole. More precisely, close to a given annulus we describe this family by countable branches bifurcating from this annulus at some explicit angular velocities related to Bessel functions of the first kind. Our theoretical study was completed by numerical simulations on the limiting V-states and a number of interesting numerical observation were formulated opening new research perspectives. The second part of the thesis concerns the local well-posedness theory for the inviscid Boussinesq system with rough initial data. The problem is in some sense critical due to some terms involving Riesz transforms in the vorticity-density formulation. We give a positive answer for a special sub-class of Yudovich data including smooth and singular vortex patches. In the last part we address the problem of the incompressible limit for the 2D isentropic fluids associated to ill-prepared initial data and for which the vortices are not necessarily bounded and belong to some weighted BMO spaces. We mainly use two ingredients: On one hand, the Strichartz estimates to control the acoustic part and prove that it does not contribute for low Mach number. On the other hand, we use the transport compressible structure of the vorticity and we establish a linear propagation estimate in the spirit of a recent work of Bernicot and Keraani conducted in the incompressible case.Cette thèse est consacrée à l'étude théorique de quelques modèles d'évolution non-linéaires issus de la mécanique des fluides. Nous distinguons trois parties indépendantes. La première partie de la thèse traite essentiellement de l'existence des poches de tourbillon en rotation uniforme (appelées aussi V-states) pour un modèle quasi-géostrophique non visqueux. Notre étude est répartie sur deux chapitres où les poches présentent des structures topologiques différentes. Dans le premier chapitre nous étudions le cas simplement connexe et nous validons l'existence de ces structures dans un voisinage du tourbillon de Rankine en utilisant des techniques de bifurcation. Dans le deuxième chapitre nous abordons le cas doublement connexe où la poche admet un seul trou. Plus précisément, proche d'un anneau donné, nous décrivons cette famille par des branches dénombrables bifurquant de cet anneau à certaines valeurs explicites des vitesses angulaires liées aux fonctions de Bessel. Notre étude théorique a été complétée par des simulations numériques portant sur les V-states limites et un bon nombre de constatations ont été formulées ouvrant la porte à de nouvelles perspectives de recherche. La seconde partie concerne l'étude du problème de Cauchy pour le système de Boussinesq non visqueux 2D avec des données initiales de type Yudovich. Le problème est dans un certain sens critique à cause de quelques termes comportant la transformée de Riesz dans la formulation tourbillon-densité. Nous donnons une réponse positive pour une sous-classe comprenant les poches de tourbillon régulières et singulières. Dans la dernière partie nous analysons le problème de la limite incompressible pour les équations d'Euler isentropiques 2D associées à des données initiales très mal préparées et pour lesquelles les tourbillons ne sont pas forcément bornés mais appartiennent plutôt à des espaces de type ''BMO'' à poids. On utilise principalement deux ingrédients: d'un côté les estimations de Strichartz pour contrôler la partie acoustique. D'un autre côté, on se sert de la structure de transport compressible du tourbillon et on démontre une estimation de propagation linéaire dans l'esprit d'un travail récent de Bernicot et Keraani mené dans le cas incompressible

Notes in Pure Mathematics & Mathematical Structures in Physics

These Notes deal with various areas of mathematics, and seek reciprocal combinations, explore mutual relations, ranging from abstract objects to problems in physics.Comment: Small improvements and addition