HAL-Ecole des Ponts ParisTech
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Existence, uniqueness and positivity of solutions to the Guyon-Lekeufack path-dependent volatility model with general kernels
No full textInternational audienceWe show the existence and uniqueness of a continuous solution to a path-dependent volatility model introduced by Guyon and Lekeufack (2023) to model the price of an equity index and its spot volatility. The considered model for the trend and activity features can be written as a Stochastic Volterra Equation (SVE) with non-convolutional and non-bounded kernels as well as non-Lipschitz coefficients. We first prove the existence and uniqueness of a solution to the SVE under integrability and regularity assumptions on the two kernels and under a condition on the second kernel weighting the past squared returns which ensures that the activity feature is bounded from below by a positive constant. Then, assuming in addition that the kernel weighting the past returns is of exponential type and that an inequality relating the logarithmic derivatives of the two kernels with respect to their second variables is satisfied, we show the positivity of the volatility process which is obtained as a non-linear function of the SVE’s solution. We show numerically that the choice of an exponential kernel for the kernel weighting the past returns has little impact on the quality of model calibration compared to other choices and the inequality involving the logarithmic derivatives is satisfied by the calibrated kernels. These results extend those of Nutz and Valdevenito (2023)
Increased Hydrogen escape from Mars atmosphere during periods of high obliquity
No full textInternational audienceIt is still unknown how much water has escaped from Mars during its history. Hydrogen escape from Mars’s atmosphere probably played a major role in drying the planet, but present-day H loss rates (~3 × 1026 atoms per second on average) cannot explain the geological evidence for the large volumes of liquid water on ancient Mars. Here we used the three-dimensional Mars-Planetary Climate Model to show that H loss rates could have increased by more than one order of magnitude (6 × 1027 atoms per second) during higher spin axis obliquity periods, notably in the last few million years when Mars’s obliquity was about 35° on average. The resulting accumulated H escape over Mars’s history translates into an ~80 m global equivalent layer, which is close to the lower limit of geological estimates, assessing the major role of atmospheric escape in drying Mars
Le bien-être en France. Rapport 2024.
No full textInternational audienceCe cinquième rapport annuel s’ouvre sur un hommage à Richard Easterlin, père fondateur de l’économie du bonheur, disparu en décembre 2024.Si les Jeux Olympiques ont offert une parenthèse de bonheur collectif en 2024, le bien-être des Français est globalement resté stable sur l’année, avec une inquiétude croissante pour l’avenir. Or, la baisse de la satisfaction de vie et de la confiance sociale nourrissent la polarisation politique des opinions et des votes, en France comme chez nos voisins européens et américains. Nous relevons aussi une montée spectaculaire des émotions, notamment de la colère, dans le débat public, aussi bien l’Assemblée nationale que sur les réseaux sociaux.Plusieurs groupes sociaux font l’objet d’analyses spécifiques. Les lycéens d’abord, qui manifestent une forte aspiration à la mobilité mais aussi une forte éco-anxiété. Ensuite, les élèves de classes préparatoires, aussi heureux que leurs pairs, malgré un stress important, et qui valorisent fortement leur formation. Enfin, les jeunes actifs, dont les aspirations professionnelles se révèlent remarquablement proches de celles de leurs aînés, le salaire demeurant la première préoccupation à travers les générations. Les enseignants, quant à eux, s’ils sont fortement insatisfaits de leur rémunération, ont également le sentiment d’être peu respectés, tant par la société en général que par leur propre administration. Enfin, les femmes manifestent une inquiétude particulière face à l’avenir, que leur niveau de revenu n’explique pas entièrement.Au-delà des facteurs économiques, ce rapport souligne l’impact positif du contact avec la nature sur le bien-être, ainsi que l’influence complexe de l’environnement sonore, au-delà de la simple dichotomie bruit/silence
Evolution of the dynamics of centennial hot summers in Western Europe with climate change
No full textsubmitted to Geophysical Research LettersInternational audienceThe intensity and frequency of heat extremes is expected to increase with climate change. However, answering questions about their physical mechanisms and how they may evolve in the future is challenging because of their rareness. Here we investigate the evolution of the mechanisms leading to heat extremes in Western Europe with climate change. We use a rare event algorithm to increase the number of extremely hot summers in Western Europe simulated in the IPSL-CM6A-LR climate model under present, SSP2- 4.5 and SSP3-7.0 forcings. We show that centennial hot summers arise because of a succession of heatwaves, occurring through the local amplification of a synoptic scale Rossby wave packet and the advection of sensible heat from eastward regions. The atmospheric dynamics of these summers become more local in the future, and more driven by regional diabatic heat fluxes than by the large scale organization of the atmosphere
Mesoscale dynamics and transport in the North Brazil Current as revealed by the EUREC4A-OA experiment
No full textInternational audienceThe North Brazil Current (NBC) rings are key features for interhemispheric water transport, facilitating exchange between the South Atlantic and North Atlantic Ocean. However, significant uncertainties persist regarding the total volume transported by these structures and the water masses they advect. In this study, we integrate high-resolution in situ observations from the EUREC4A-OA field experiment with satellite altimetry to address these knowledge gaps. Using a novel methodology, we estimate that surface NBC rings transport approximately 1.5 Sv, while subsurface eddies contribute between 0.4 and 9.7 Sv, underscoring their critical role in the regional total transport. Combined, these transports may significantly contribute to closing the Atlantic Meridional Overturning Circulation transport at low latitudes. Surface NBC rings predominantly advect Salinity Maximum Waters and fresh waters from the Amazon River, whereas subsurface NBC rings play a critical role in transporting Eastern South Atlantic Central Waters, Western South Atlantic Central Waters, and Antarctic Intermediate Waters northward. We estimate that the heat transport by surface and subsurface NBC rings is 5.8 and 0.3 TW, respectively, which is significantly lower than previous findings. Overall, these findings underscore the pivotal role of subsurface NBC rings as conduits for South Atlantic Waters across the Equator to the tropical North Atlantic. This study confirms the intricate dynamics of NBC rings and their essential role in interhemispheric water transport
Differentiable Constitutive Modeling with FEniCSx and JAX
No full textInternational audienceThe field of computational mechanics is increasingly converging with machine learning, particularly in the area of constitutive modeling. Constitutive models, which are inherently data-driven, share formal similarities with neural network layers. Beyond simply learning constitutive models from data, there is significant potential in developing implementations of traditional constitutive models that are compatible with machine learning frameworks.Automatic differentiation (AD) has transformed machine learning by enabling complex computations to be composed from simpler operations while automating the calculation of derivatives. In this talk, we will explore the application of AD to constitutive modeling, with a special emphasis on two key areas: efficient tangent operator computation and material parameter sensitivity. These developments are now part of the dolfinx_materials package which leverages implementations in JAX.First, AD can be used to automatically derive consistent tangent operators, which are essential for the efficient integration of constitutive models in large-scale simulations. We will discuss various strategies for obtaining these operators, including applying AD directly to the unrolled algorithm or using the more efficient method of implicit differentiation.Second, AD can also be leveraged to compute sensitivities of material parameters, enabling more efficient model calibration. Finally, we will explore how AD and implicit differentiation can be extended to handle more complex constitutive models, such as multi-surface plasticity, which require advanced nonlinear solvers
Diffusion asymptotics of a kinetic model for gas-particle mixtures with energy exchanges
No full textIn this paper, we propose a non-isothermal kinetic model for the interactions between dust particles and gas molecules. We assume that gas-dust collisions follow a diffuse reflection mechanism at the surface of the dust particles. The surface temperature of the particles is treated as a function of time and space, satisfying a transport-like equation. The key novelty of this model is its ability to derive both the conservation of total energy in the system and an explicit expression for entropy. After adimensionalising the equations, we perform a formal diffusive asymptotic analysis leading to a coupled system of partial differential equations. In particular, we examine the limiting case where the mass ratio between gas and dust, as well as the Mach and Knudsen numbers, approach zero
Effects of salinity on the water retention properties and microstructure of the Opalinus Clay from the lower sandy facies (LSF) of Mont Terri
No full textInternational audienceIn this study, the impact of salinity on the water retention properties and microstructure of the Opalinus Clay from the lower sandy facies (LSF) of Mont Terri site was investigated by exposing a series of unsaturated Opalinus Clay samples to two sodium nitrate NaNO3 solutions of controlled osmotic suctions ( p ¼ 15 and 34MPa) nd to a synthetic water (same salinity as the natural pore water) p ¼ 1MPaÞ at different water contents. The water retention curves were determined along wetting path for the three osmotic suctions, and microstructural analyses were conducted at different saturation states. While the total suction increased with salinity, the porosity decreased, suggesting the decrease in the swelling potential. Exposing the Opalinus Clay to a highly saline solution at low water contents increased the specific surface area and the peak of the dominant mesopore population. This is due to the dispersion of the Na-clay fraction and to the swelling of the initially unsaturated clay fraction. At higher water content, the water transfer from the meso to the macropores prevails and a decrease in specific surface area, peak and density of the mesopores were observed. The higher the osmotic suction, the lower the water content at which the shrinkage of the mesopores is initiate
Sorption hysteresis in nanoporous swelling adsorbents
No full textInternational audienceDespite its ubiquitous practical impact, the physics of sorption in hygroscopic materials is still under debate. One major, but not yet understood, characteristic is the sorption-desorption hysteresis observed with such systems despite the absence of capillary effects. Here, through an experimental and theoretical approach, we show that this hysteresis is intimately linked to sorption-induced deformation, and more precisely to the existence of a compressive stress state opposing the swelling of the material. First, with the help of magnetic resonance imaging, in contrast with most previous studies, we get a detailed picture of the moisture distribution and transport through the thickness of a model cellulosic material under well-controlled humidity boundary conditions, which makes it possible to identify the actual local sorption dynamics and equilibrium. We observe that the sorption can be hampered, whereas the desorption process is instantaneous at our scale of observation. Interestingly, only sufficiently compacted samples exhibit reduced sorption, suggesting that the mechanical stress is central. Then, based on a statistical thermodynamic and poromechanical approach, we propose a model coupling adsorption and pressure that predicts our observation. This model is fully parametrized from independent tests, and it suggests that sorption is significantly affected when sample compaction exceeds a few megapascals. These developments clarify the link between adsorption hysteresis and mechanics with important implications for biopolymers sensitive to moisture (wood, textiles, paper, etc.)
Proximity-centred accessibility – A conceptual debate involving planning practitioners worldwide
No full textInternational audienceIn recent years, the concept of proximity has garnered increasing attention in both transportation research and practice, albeit under various terms and interpretations. Among these, the concept of the 15-minute city has catalysed attention in planning practice, with recent evolution to the x-minute city and city of proximities. In research, proximity-centred accessibility has been offered as an umbrella term to express the ability to reach activities and destinations at short distances. Regardless of the terminology used, the essence of proximity lies in the ease with which one can access desired activities and destinations within reasonable travel times, independent of speed-enhancing transport modes most notably through walking.This research investigates the nuanced meanings ascribed to proximity-centred accessibility by planning practitioners globally, spanning diverse regional and local contexts. For this, we used an online survey, disseminated among over 9000 practitioners from 22 countries across 5 continents, which generated over 1300 responses. The survey explored the preferred terms for proximity-centred accessibility and their definitions, specifically emphasizing time and distance thresholds and the identification of relevant activities. By juxtaposing our findings with an earlier survey of accessibility researchers, this study also contributes to the groundwork for a conceptual framework for proximity-centred accessibility