mapage.html

Olivier Bokanowski

Maître de conférence
1. UFR de Mathématiques, Université Denis-Diderot, Paris 7
2. Laboratoire Jacques Louis Lions, Université Pierre et Marie Curie, Paris 6
3. Inria Commands / Ensta UMA
Site de Chevaleret: Bureau 5D17 (CP 7012), 175 rue du chevaleret, 75013 Paris.
Tel: 33 (0)1 44 27 - 69 67; Sec: - 54 00 - Fax: - 69 35; Email: boka @ math . jussieu . fr

Post doc position (links):
Global HJB approach for lauching problems (Inria Saclay - Commands and Cnes)
Theoretical and numerical methods for state-constrained optimal control problems.

Actual research interests

Hamilton-Jacobi-Bellman equations for optimal control. Application to space launchers and to finance
Theoretical analysis and numerical methods for front propagation and reachability problems: state constraints, continuous and discontinuous approaches, non autonomous systems, anti-diffusive schemes, sparse approaches for high-dimensional problems.

Multidimensional integration (multipole, wavelets and probabilistic approaches)

Conference slides

"Fast implementation of the HJB-UB scheme and applications", Enumath 2005, Saint-Jacques de Compostelle, July 2005

"Lower semicontinuous solutions for target problems with state constraints", New trends in viscosity solutions and PDE's, Lisboa, July 2006.

"An other way to approximate deterministic optimal control problem with state constraints", ICIAM, July 2007.

"Antidiffusive schemes for HJB equations", CEA-INRIA-EDF school, September 2008.

Some papers
2005
Fast Multipole Method for Multivariable Integrals , with M. Lemou (2005). J. Scient. Computing, SIAM J. Numer. Anal. Vol. 42, No. 5, pp. 2098-2117
2006
An anti-diffusive scheme for viability problems, with S. Martin, R. Munos, H. Zidani. Applied Numerical Mathematics Volume 56, Issue 9, Pages 1147-1162, 2006 (online)
An adaptative antidissipative method for optimal control problems, with N. Megdich and H. Zidani. ARIMA Vol 5, 256---271 (2006). (RR-5770)
Long time behaviour to the Schrödinger--Poisson--X-alpha systems, with J-L. Lopez, O. Sanchez & J. Soler (2006), in Lecture Note in Physics, pp. 217-232, Vol 690 (HYKE2005-078)
2007
Anti-dissipative schemes for advection and application to HJB equations, with H. Zidani. J. Scient. Computing, Vol. 30, No. 1, pp. 1-33 (2007)
A re-statement of the Hohenberg-Kohn theorem and its extension to finite subspaces , with R. Pino, E. V. Ludena, R. Lopez-Boada, in Theo. Chem. Accounts, Vol 118 (3), 2007, pp. 557-561.
Y. Achdou, O. Bokanowski, T. Lelievre, PDE in finance. Preprint. Cermics, 2007. (Review document for master students)
2009
O. Bokanowski, B. Bruder, S. Maroso, H. Zidani, Numerical approximation for a superreplication problem under gamma constraints. SIAM J. Numer. Anal. Vol. 47 (3), pp. 2289-2320 (2009) Preprint.
O. Bokanowski, S. Maroso, H. Zidani, Some convergence results for Howard's algorithm. SIAM J. Numer. Anal. Volume 47, Issue 4, pp. 3001-3026 (2009) Preprint
R. Pino, O. Bokanowski, E. V. Ludena, R. Lopez-Boada. Analysis of the Stability of Finite Subspaces in Density Functional Theory. Theor. Chem. Accounts (2009) 123 pp. 189--196. Article
Trajectory optimization of launcher with Hamilton-Jacobi-Bellman approach O. Bokanowski, E. Cristiani, J. Laurent-Varin, H. Zidani. Proceeding Eucass - Europeen Conference for Aerospace science (2009)
Minimum time control problems for non autonomous differential equations. O. Bokanowski, A. Briani, H. Zidani, Systems & Control Letters, Volume 58, Issues 10-11, pp. 742-746 (2009). Preprint.
2010
O. Bokanowski, E. Cristiani and H. Zidani An efficient data structure and accurate scheme to solve front propagation problems J. Sci. Computing, Vol. 42, No. 10, pp. 251-273 (2010). Preprint.
O. Bokanowski, N. Megdich, H. Zidani, Convergence of a non-monotone scheme for HJB equations with discontinous initial data, Numerische Math., Vol 115, No. 1, pp. 1-44 (2010) Preprint.
O. Bokanowski, N. Forcadel, H. Zidani, L1-error estimate for numerical approximations of Hamilton-Jacobi-Bellman equations in dimension 1. Math. Comp. (2010) DOI: 10.1090/S0025-5718-10-02311-2 Preprint.
Preprints
Hamilton-Jacobi-Bellman approach for the climbing problem for heavy launchers. O. Bokanowski, E. Cristiani, J. Laurent-Varin, H. Zidani. Research Report (2009)
Reachability and minimal times for state constrained nonlinear problems without any controllability assumption. O. Bokanowski, N. Forcadel, H. Zidani, Preprint hal-00395589 submitted to SICON (2009)
Deterministic state constrained optimal control problems without controllability assumptions. O. Bokanowski, N. Forcadel, H. Zidani, Preprint (2009)
A discontinuous galerkin solver for front propagation, O. Bokanowski, Y. Cheng, C.-W. Shu, Preprint Submitted to SIAM J. Sci. Comput. (2009)

Teaching : 2009-2010 (passed)

Film sur le groupe Commands
xd3d Miscellaneous

All truth passes through three stages :

First, it is ridiculed

Second, it is violently opposed

Third, it is accepted as being self-evident

(Schopenhauer 1788-1860)