arXiv subjects

Angele Niclas

Publications and source records attributed to Angele Niclas.

5 recordsLinked to original sources

arXiv2026

Asymptotic analysis of Rayleigh-Lamb dispersion relations under various boundary conditions

We investigate the asymptotic behavior of the complex roots of Rayleigh-Lamb dispersion relations arising in elastic waveguides. We consider Neumann, Dirichlet, and fluid boundary conditions and derive explicit asymptotic expansions of the associated wavenumbers as their modulus tends to infinity. In the Neumann case, we provide a rigorous justification of asymptotic formulas that have long been used in the literature without proof, together with higher-order terms and explicit constants. Similar results are obtained for Dirichlet and fluid boundary conditions. The analysis relies on a reformulation of the dispersion relations as zeros of holomorphic functions and on asymptotic properties of the Lambert function. We also show how these asymptotic expansions can be used to establish modal decompositions and well-posedness results for elastic waveguide problems. Numerical experiments confirm the accuracy of the proposed formulas.

math.AP↗

arXiv2022

Lamb modes and Born approximation for small shape defects inversion in elastic plates

The aim of this work is to present theoretical tools to study wave propagation in elastic waveguides and perform multi-frequency scattering inversion to reconstruct small shape defects in a 2D and 3D elastic plate. Given surface multi-frequency wavefield measurements, we use a Born approximation to reconstruct localized defect in the geometry of the plate. To justify this approximation, we introduce a rigorous framework to study the propagation of elastic wavefield generated by arbitrary sources. By studying the decreasing rate of the series of inhomogeneous Lamb mode, we prove the well-posedness of the PDE that model elastic wave propagation in 2D and 3D planar waveguides. We also characterize the critical frequencies for which the Lamb decomposition is not valid. Using these results, we generalize the shape reconstruction method already developed for acoustic waveguide to 2D elastic waveguides and provide a stable reconstruction method based on a mode-by-mode spacial Fourier inversion given by the scattered field.

math.AP↗

arXiv2019

A perturbation analysis of stochastic matrix Riccati diffusions

Matrix differential Riccati equations are central in filtering and optimal control theory. The purpose of this article is to develop a perturbation theory for a class of stochastic matrix Riccati diffusions. Diffusions of this type arise, for example, in the analysis of ensemble Kalman-Bucy filters since they describe the flow of certain sample covariance estimates. In this context, the random perturbations come from the fluctuations of a mean field particle interpretation of a class of nonlinear diffusions equipped with an interacting sample covariance matrix functional. The main purpose of this article is to derive non-asymptotic Taylor-type expansions of stochastic matrix Riccati flows with respect to some perturbation parameter. These expansions rely on an original combination of stochastic differential analysis and nonlinear semigroup techniques on matrix spaces. The results here quantify the fluctuation of the stochastic flow around the limiting deterministic Riccati equation, at any order. The convergence of the interacting sample covariance matrices to the deterministic Riccati flow is proven as the number of particles tends to infinity. Also presented are refined moment estimates and sharp bias and variance estimates. These expansions are also used to deduce a functional central limit theorem at the level of the diffusion process in matrix spaces.

math.PR↗

arXiv2019

An Introduction to Wishart Matrix Moments

These lecture notes provide a comprehensive, self-contained introduction to the analysis of Wishart matrix moments. This study may act as an introduction to some particular aspects of random matrix theory, or as a self-contained exposition of Wishart matrix moments. Random matrix theory plays a central role in statistical physics, computational mathematics and engineering sciences, including data assimilation, signal processing, combinatorial optimization, compressed sensing, econometrics and mathematical finance, among numerous others. The mathematical foundations of the theory of random matrices lies at the intersection of combinatorics, non-commutative algebra, geometry, multivariate functional and spectral analysis, and of course statistics and probability theory. As a result, most of the classical topics in random matrix theory are technical, and mathematically difficult to penetrate for non-experts and regular users and practitioners. The technical aim of these notes is to review and extend some important results in random matrix theory in the specific context of real random Wishart matrices. This special class of Gaussian-type sample covariance matrix plays an important role in multivariate analysis and in statistical theory. We derive non-asymptotic formulae for the full matrix moments of real valued Wishart random matrices. As a corollary, we derive and extend a number of spectral and trace-type results for the case of non-isotropic Wishart random matrices. We also derive the full matrix moment analogues of some classic spectral and trace-type moment results. For example, we derive semi-circle and Marchencko-Pastur-type laws in the non-isotropic and full matrix cases. Laplace matrix transforms and matrix moment estimates are also studied, along with new spectral and trace concentration-type inequalities.

math.PR↗

arXiv2018

A Taylor expansion of the square root matrix functional

This short note provides an explicit description of the Fréchet derivatives of the principal square root matrix functional at any order. We present an original formulation that allows to compute sequentially the Fréchet derivatives of the matrix square root at any order starting from the first order derivative. A Taylor expansion at any order with an integral remainder term is also provided, yielding the first result of this type for this class of matrix functional.

math.NA↗