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

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

Cosmological effects in the local static frame

What is the influence of cosmology (the expansion law and its acceleration, the cosmological constant...) on the dynamics and optics of a local system like the solar system, a galaxy, a cluster, a supercluster...? The answer requires the solution of Einstein equation with the local source, which tends towards the cosmological model at large distance. There is, in general, no analytic expression for the corresponding metric, but we calculate here an expansion in a small parameter, which allows to answer the question. First, we derive a static expression for the pure cosmological (Friedmann-Lema\^itre) metric, whose validity, although local, extends in a very large neighborhood of the observer. This expression appears as the metric of an osculating de Sitter model. Then we propose an expansion of the cosmological metric with a local source, which is valid in a very large neighborhood of the local system. This allows to calculate exactly the (tiny) influence of cosmology on the dynamics of the solar system: it results that, contrary to some claims, cosmological effects fail to account for the unexplained acceleration of the Pioneer probe by several order of magnitudes. Our expression provide estimations of the cosmological influence in the calculations of rotation or dispersion velocity curves in galaxies, clusters, and any type of cosmic structure, necessary for precise evaluations of dark matter and/or cosmic flows. The same metric can also be used to estimate the influence of cosmology on gravitational optics in the vicinity of such systems.Comment: to appear in Astron. & Astrop

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