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In this paper we consider the optimization of a functional $F$ defined as the convolution of a function $f$ with a Gaussian kernel. We propose this type of objective function for the optimization of the output of complex computational simulations, which often present some form of deterministic noise and need to be smoothed for the results to be meaningful. We introduce a derivative-free algorithm that computes trial points from the minimization of a regression model of the noisy function $f$ over a trust region. The regression model is constructed from function values at sample points that are chosen randomly around iterates and trial points of the algorithm. The weights given to the individual sample points in the regression problem are obtained according to an adaptive multiple importance sampling strategy. This has two advantages. First, it makes it possible to reuse all noisy function values collected over the course of the optimization. Second, the resulting regression model converges to the second-o...

Dental FEA consiste in una metodologia che si applica in campo dentale e si basa sull'analisi agli elementi finiti. Sulla protesi dentale vengono identificate le aree di sollecitazione, consentendo all'analista una riduzione della stessa mediante modifica di forma, spessore o materiale della protesi, in tal modo ottimizzando quest'ultima dal punto di vista strutturale e funzionale. Nel presente lavoro viene illustrata, come caso di studio, l'applicazione del metodo ad un ponte dentale in zirconia, materiale biocompatibile, confermando le potenzialità di questa metodologia.

The aim of the study here presented would be that of showing the capabilities of a con-vincing medical and technical methodology aimed at developing a dental prosthesis forecast model and a simulation tool with state-of-the-art acceptable validation. A FEM model of the dental prosthesis was developed taking into account shape and material characteristics of the different parts of the prosthesis. Starting from patient specific raw data and CAD representations, stress and displacements were computed on specific contact tooth areas and connecting parts by means of a FEM linear static analysis. Boundary conditions and loads were defined and applied following an at present normally used patient specific simulation in personal medicine. More realistic load values in the contact bite areas could be experimentally measured and acquired by means of on purpose designed load cells. The main advantage of the proposed method consists in identifying and pointing out the dental prosthesis area with the highest and hazardous stress by means of a fast, reliable and automated procedure. So that the technical analyst can intervene immediately to reduce or eliminate the problem by varying dental prosthesis morphology and thickness, moreover improving material characteristics and/or testing new bio-compatible components. This way an optimal prosthesis can be realized without iatrogenic damage, in particular in complex implant projects. On this purpose, a new application is presented here dealing with structural behavior and bone modeling around implant by comparing zirconia and titanium FEM analyses results. Some valuable conclusions can be utilized for the implementation of zirconia implants, more bio-compatible than the usual titanium ones.

Il metodo Dental FEA consiste nell'applicazione dell'analisi a elementi finiti in campo dentale. Sulla protesi dentale vengono identificate le aree di maggiore sollecitazione, consentendo al medico una riduzione o eliminazione della stessa mediante modifica di forma o spessore della protesi e identificazione del materiale più idoneo alla sua realizzazione. In questo modo è possibile realizzare protesi ottimizzate dal punto di vista strutturale e funzionale, prevenendo inoltre danni iatrogeni. Nel presente lavoro si illustrano le potenzialità di questa metodologia ingegneristica applicata in campo medicale.

We study the problem of a retailer that maximizes profit through joint replenishment, pricing and removal decisions. This problem is motivated by the observation that retailers usually retain rights to remove inventory from their network either by returning it to the suppliers or through liquidation in the face of random demand and capacity constraints. We develop a tractable dynamic program by leveraging the concept of L-natural-concavity that allows us to partially characterize the structure of optimal policies. Different modes of return rights are considered, and we explore extensions that consider lead-time, perishability and temporal demand dependency under capacity constraints. We additionally present illustrative numerical results.

Dental FEA consists in a dental application of finite element analysis. The dental prosthesis area can be identified and pointed out with the highest stress generated allowing the technical analyst to riduce or eliminate it by varying dental prosthesis morphology and thickness and improving material characteristics. This way an optimal prosthesis can be realized without iatrogenic damage, in particular in complex implant projects. An FEM model of the dental prosthesis has been developed taking into account shape and material characteristics of the different parts of the prosthesis. The model was developed starting from patient specific raw data and CAD representations. A FEM linear static analysis has been carried out in order to compute stress and displacements on specific contact tooth areas and connecting parts of the project. Boundary conditions and loads have been defined and applied following an at present normally used patient specific simulation in personal medicine, with a reproduceable accuracy of contact bite areas and vectorial loads from meta analysis and statistical-experimental values. More realistic load values in the contact bite areas could be experimentally measured and acquired by means of on purpose designed load cells and assigned patient test conditions in a near future for a better FEM simulation results validation. The aim of the study here presented would be that of showing the capabilities of a convincing medical and technical methodology in order to develop a dental prosthesis forecast model and a simulation tool with state-of-the-art acceptable validation. This method could be open and shared with European Community experties by means of a cross fertilization idea in International and interdisciplinary community. This new predictive approach in the medical field seems interesting as patient specific with advances in prevention, diagnosis and therapy of a lot of pathologies in personal dental medicine, surgical planning and medical device design. Orthodontic and maxillo facial applications could also be improved by means of dental FEA.

This paper presents an algorithm that constructs a fastest curvature-constrained path in a direction-dependent environment for given initial and target locations and heading angles. The problem studied here is a generalization of the classical Dubins car problem, where the vehicle speed and minimum turning radius are assumed to be constant. This assumption is relaxed and the settings where the two parameters are arbitrary functions of the agent’s heading angle are considered, such as a maneuvering sailboat for example. This paper is concerned with the extension and implementation of the authors’ earlier results that establish the fastest path between two positions in the plane for a Dubins-like vehicle in a (possibly) anisotropic medium to be of the form CSCSC (or any subset of this word) where C denotes a sharpest turn and S denotes a straight line segment. While the authors’ preceding work has derived the structure of a fastest path, the actual implementation of the results presents a significant challe...

Considerable research has been done on the vehicle routing problem and its variants; however only limited amount of existing work deals with possible environmental conditions and their effects on the vehicle routes. This paper presents the multiple-depot vehicle routing problem for surface vessels, where the vehicles must traverse a time-invariant direction-dependent medium. Our model captures environmental effects and vessel dynamics on the considered paths. Three heuristic solution methods are developed and tested on simulated scenarios. The first approach exactly solves an approximate formulation of the problem, the second approximately solves an approximate problem formulation, while the third approximately solves the exact problem. Performance of the algorithms are compared to assess the tradeoff between computational cost and quality of the found solutions.

International audience

Can France Reach the Factor 4 Objective ? An Assessment Based on a Stylised Energy-Economy Model. We build, calibrate and simulate a stylised energy-economymodel designed to evaluate the level of carbon tax thatwould allow the French economy to reduce its CO2 emissions by a factor of four over a forty-year horizon. We estimate the substitution possibilities between fossil energy and other factors for households and firms. We showthat if energy-saving technical progress continues at its recent historical pace, the initial level of the carbon tax recommended by the Quinet report is totally inadequate., Nous construisons, calibrons, et simulons un modèle stylisé de l’économie française, conçu pour évaluer le niveau de la taxe carbone qui permettrait d’atteindre l’objectif du Facteur 4, c’est-à-dire de diviser par quatre les émissions de CO2 à un horizon de quarante ans. Nous estimons les possibilités de substitution entre l’énergie fossile et les autres facteurs, du côté à la fois de la consommation des ménages et de la production des entreprises. Nous montrons que si le taux de progrès technique permettant d’économiser l’énergie reste à sa valeur historique récente, le niveau initial de la taxe carbone recommandé par le rapport Quinet est tout à fait insuffisant., Henriet Fanny, Maggiar Nicolas, Schubert Katheline. La France peut-elle atteindre l’objectif du Facteur 4 ? Une évaluation à l’aide d’un modèle stylisé énergie-économie. In: Économie & prévision, n°208-209, 2016. Politiques de l’environnement. pp. 1-21.

This paper characterizes time-optimal trajectories in anisotropic (direction-dependent) environments where path curvatures are bounded by the inverse of the minimum-turning radius of a mobile agent. Such problems are often faced in the navigation of aerial, ground and naval vehicles when a mobile agent cannot instantaneously change its heading angle. The work presented is a generalization of the Dubins car problem, which considers the fastest paths with bounded curvature while assuming constant speed and minimum-turning radius. We relax this assumption and discuss fastest-path finding problems for the generalized direction-dependent speed and minimum-turning radius functions, to account for the effects of waves, winds and slope of the terrain on the agent’s motions. We establish that there exists an optimal path such that it is a portion of a path of the type [Formula: see text] where [Formula: see text] denotes a sharpest-turn curve and [Formula: see text] a straight-line segment. We further analyze a special case wherein the speed polar plot is convex, and show that in that case there exists an optimal path with the same structure as for the Dubins problem: [Formula: see text] or [Formula: see text]. An algorithm that implements our results for the convex speed polar plot is also presented.

The authors illustrate the usefulness of the Bayesian approach in economic-policy assessment, which typically relies on simulations. We describe a dynamic stochastic general equilibrium (DGSE) model for the euro zone. The Bayesian estimation of the model measures parameter-related uncertainty, which translates into simulation-related uncertainty. We offer a practical application by simulating the impact of a tax policy : an announced VAT shock., Nous proposons d’illustrer l’intérêt de l’approche bayésienne dans le cadre de l’évaluation des politiques économiques, réalisée le plus souvent à l’aide de variantes. Nous présentons un modèle d’équilibre général stochastique dynamique (DSGE ) pour la zone euro. L’estimation bayésienne de ce modèle mesure l’incertitude sur les paramètres, qui se traduit en une incertitude sur les variantes. Nous donnons une application pratique en simulant les effets d’une politique fiscale (choc de TVA annoncé)., Maggiar Nicolas, Devulder Antoine, Cahn Christophe, Adjemian Stéphane. Variantes en univers incertain. In: Économie & prévision, n°183-184, 2008-2-3. pp. 223-238.

International audience; We build, calibrate and simulate a stylized energy-economy model designed to evaluate the magnitude of carbon tax that would allow the French economy to reduce by a factor of four its CO2 emissions at a forty-year horizon. We estimate the substitution possibilities between fossil energy and other factors for households and firms. We build two versions of the model, the first with exogenous technical progress, and the second with an endogenization of the direction of technical progress. We show that if the energy-saving technical progress rate remains at its recent historical value, the magnitude of the carbon tax is quite unrealistic. When the direction of technical progress responds endogenously to economic incentives, CO2 emissions can be reduced by more than that allowed by the substitution possibilities, but not by a factor of four. To achieve this, an additional instrument is needed, namely a subsidy to fossil energy-saving research. The redirection of technical progress, which is a driver of energy transition, comes at a small cost in terms of the overall growth rate of the economy. [ABSTRACT FROM AUTHOR]

We build, calibrate and simulate a stylized energy-economy model designed to evaluate the magnitude of carbon tax that would allow the French economy to reduce by a factor of four its CO2 emissions at a forty-year horizon. We estimate the substitution possibilities between fossil energy and other factors for households and firms. We build two versions of the model, the first with exogenous technical progress, and the second with an endogenization of the direction of technical progress. We show that if the energy-saving technical progress rate remains at its recent historical value, the magnitude of the carbon tax is quite unrealistic. When the direction of technical progress responds endogenously to economic incentives, CO2 emissions can be reduced by more than that allowed by the substitution possibilities, but not by a factor of four. To achieve this, an additional instrument is needed, namely a subsidy to fossil energy-saving research. The redirection of technical progress, which is a driver of energy transition, comes at a small cost in terms of the overall growth rate of the economy. [ABSTRACT FROM AUTHOR]

We build, calibrate and simulate a stylized energy-economy model designed to evaluate the magnitude of carbon tax that would allow the French economy to reduce by a factor of four its CO2 emissions at a forty-year horizon. We estimate the substitution possibilities between fossil energy and other factors for households and firms. We build two versions of the model, the first with exogenous technical progress, and the second with an endogeneisation of the direction of technical progress. We show that if the energy-saving technical progress rate remains at its recent historical value, the magnitude of the carbon tax is quite unrealistic. When the direction of technical progress responds endogenously to economic incentives, CO2 emissions can be reduced by more than that allowed by the substitution possibilities, but not by a factor of four. To achieve this, an additional instrument is needed, namely a subsidy to fossil energy-saving research. The redirection of technical progress, which is a driver of energy transition, comes at a small cost in terms of the overall growth rate of the economy.

International audience

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National audience; L'expression " croissance verte " est largement utilisée mais chacun n'y associe pas le même contenu. Pour certains, elle désigne une croissance économique stimulée par des innovations liées à l'environnement. Pour d'autres, elle fait avant tout référence à un mode de développement respectueux de l'environnement, la croissance économique passant au second plan. Chacun des deux termes, pris individuellement, a pourtant un sens bien précis : la croissance économique, mesurée par la comptabilité nationale, correspond à l'accroissement de la richesse créée par une économie, et l'adjectif vert, ainsi utilisé, fait référence à l'environnement. Néanmoins, les deux termes accolés renvoient à une notion plus complexe, ce qui explique que son sens soit ambigu. Il s'agit en effet de concilier plusieurs dimensions - croissance économique, environnement, bien-être, respect des générations futures - qui peuvent parfois s'avérer contradictoires.

In this paper, we try to illustrate the interest of the Bayesian approach for the evaluation of economic policies, often realised by analysing the response of the economy to a standard shock. We present a Stochastic Dynamic General Equilibrium model for the euro area. The Bayesian estimation gives a measure of the uncertainty on the parameters, from which we can derive the uncertainty of the responses to standard shocks. As an illustration, we simulate the effects of a fiscal shock (announced VAT increase).

In this paper we study the application of the Black-Litterman model to an active fixed-income portfolio management. We present a rigorous derivation of the model in a general setting and then move on to apply it to active management. We derive the characteristics of the fixed-income portfolio we wish to manage, comprising government bonds, inflation-linked bonds and currencies and present results derived from the application of the BlackLitterman model. We also introduce and use some risk management tools to assess the benefits of using the Black-Litterman model. Finally, we discuss a way to calculate a sound covariance matrix to be used in the optimization process.