Adel BEN HAJ YEDDER - Le Cermics
Transcription
Adel BEN HAJ YEDDER - Le Cermics
Adel BEN HAJ YEDDER's Resume - 1/3 Adel BEN HAJ YEDDER Born 15 october 1973. Nationality: Address: Phone: Fax: Mobile: E-mail : French 10 Avenue Dubonnet 92400 Courbevoie France +33.1.43.33.10.77 (home) +33.1.43.33.10.77 (home) +33.6.67.41.76.75 [email protected] +33.1.43.33.10.77 (office) +33.1.43.33.10.77 (office) Graduated and received Ph.D. degree at Ecole Nationale des Ponts & Chaussées Ecole Nationale des Ponts & Chaussées (ENPC) is a leading and prestigious Engineering University in France, "Grandes Ecoles". Students enroll this university after succeeding a nationwide competitive examination at advanced mathematics, physics and chemistry. CERMICS is one of its laboratories specialized in applied mathematics and computer sciences. Work and Research experience June 2004 -> today: Quant at IXIS CIB / Equity Derivatives and Arbitrage Project: Development of pricing libraries for exotic options. Key words: Models: Black and Scholes, local volatility, stochastic volatility, market density, copulas. Products: vanilla options, barrier options, cliquets, equity default swaps,... Dec. 2003 - May 2004: Consultant at MathFi Project in INRIA (The French National Institute for Research in Computer Science and Control). Project: Calibration of stochastic volatility models with jumps (Heston and Merton models). My role is to develop the pricing routines using both closed forms and PDE methods (for Heston model) in the Premia pricer. Next I use the BFGS method for developping robust calibration strategy. Key words: Stochastic volatility, smile, jump process, calibration, optimization. Dec. 2002 - Oct. 2003: Post-Doc at Cermics, Ecole Nationale des Ponts & Chaussées. Application of optimization algorithms to problems from quantum physics and development in the "C++ OptimLib". June - July 2003: Invited research at the Computational Chemistry and Photonics department of Sherbrooke University (Canada). Project: Development of optimization tools for ultra-short laser generation. April-June 1999: Research student at INRIA. Project: Study of wave scattering by a moving object. My role was to adapt and to implement the fictitious domain method in the case of a moving object. Aug. 1997 - Aug. 1998: Research student at DER (Research center) of Electricité de France (French electricity supplier provider). Project: Introduction of a new finite element in the Finite Element Code Code_Aster developed by EDF. After a bibliographic study, I implemented one model of an enriched one-dimensional finite element and next I integrated this element into the Code_Aster. April - July 1996: Research student at the Politecnico Di Torino (Italy). Project: Resistance to the shearing of discontinuous rock structure under static and dynamic loadings. By an experimental approach, I studied different models of the rock structures behaviors. Education 2003 - 2004: Master of sciences in Stochastics and Financial Mathematics at Université Marne La Vallée (Paris). 1999 - 2002: Ph.D. student in Applied Mathematics. (see below for details) 1998 - 1999: Master of sciences in Numerical Analysis at Université Pierre et Marie Curie (Paris). Updated document available at: http://www.adel.online.fr/cv-eng/ Adel BEN HAJ YEDDER's Resume - 2/3 1995 - 1999: Master of engineering with major in Applied Mathematics and Computer Sciences. Ecole Nationale des Ponts & Chaussées. 1992 - 1995: Intense courses in Math and physics to prepare selected students for the entrance exams of the top French engineering universities, "Grandes Ecoles". Lycée Chaptal (Paris). Computer knowledge Operating systems: Linux, Unix, IBM/AIX, Windows. Programming languages: Fortran, C and C++. Specialized tools: Matlab/scilab, Code_Aster, PVM/MPI, CVS, Tapenade, Premia. Office software: LaTeX, OpenOffice, Word, Excel,... Other: Html, Php, XML/XSL-FO, notions in Shell, Perl and in Java. Languages Arabic: mother tongue. English: good. French: fluent. Italian: notions. Ph.D. thesis 1999 - 2002: Ph.D. student in Applied Mathematics. Cermics, Ecole Nationale des Ponts & Chaussées. Subject: Numerical Optimization and Optimal Control: (applications for quantum physics). Supervisor: Pr. Claude LE BRIS. To achieve the objective set in the study, advanced mathematical and numerical techniques including automatic differention, optimal control were implemented through evolutionary and hybrid algorithms. The most important part of this work concerns the application of control and optimization tools to the laser control of molecular systems. The main part of this thesis (Chapters 1 to 6) is devoted to laser control of molecular orientation. Our goal is to find the laser field which orients the molecule along its direction. In the first chapter we present the orientation problem and the different optimization methods we have developed. In the following chapters we give more details about the optimization methods we used (Chapters 2 and 3) and the main results obtained (Chapters 4, 5 and 6). In Chapter 7 we present another laser control problem using the same optimization tools. In this problem we study the optimization of the High Harmonic Generation (HHG) of an hydrogen atom excited by a laser field. The goal is to create an ultra-short laser field (attosecond laser). In Chapter 8 we present some numerical tools developed for a geometry optimization problem in molecular chemistry. In this chapter we optimize the position of N particles where the interaction is given (among other cases) by the Lennard-Jones potential. Finally, in Chapter 9 we give some theoretical results about the Optimized Effective Potential (OEP) problem for the Hartree-Fock energy minimization. In this problem we ask about the validity of the simplification consisting in replacing the Hartree-Fock equations by some eigenvalues equations of a simplified form. Full thesis document available at: http://www.adel.online.fr/ References Professor Bernard Lapeyre : Director of Cermics. +33.1.64.15.35.76 Professor Claude Le Bris [email protected] : Vice-Director of Cermics. +33.1.64.15.35.73 [email protected] Updated document available at: http://www.adel.online.fr/cv-eng/ Adel BEN HAJ YEDDER's Resume - 3/3 Dr. Osman Atabek : Director of research at CNRS (French National Center for Scientific Research) . +33.1.69.15.61.32 [email protected] Publications · A. Ben Haj Yedder. Optimisation numérique et Contrôle optimal : applications en mécanique quantique. PhD thesis, Ecole Nationale des Ponts et Chaussées, 2002. · A. Ben Haj Yedder, E. Cancès, and C. Le Bris. Optimal laser control of chemical reactions using automatic differentiation. In George Corliss, Christèle Faure, Andreas Griewank, Laurent Hascoët, and Uwe Naumann (eds.), editors, Proceedings of Automatic Differentiation 2000: From Simulation to Optimization, pages 203--213, New York, 2001. Springer-Verlag. · C. M. Dion, A. Ben Haj Yedder, E. Cancès, A. Keller, C. Le Bris, and O. Atabek. Optimal laser control of orientation: The kicked molecule. Phys. Rev. A, 65:063408, 2002. · A. Auger, A. Ben Haj Yedder, E. Cancès, C. Le Bris, C. M. Dion, A. Keller, and O. Atabek. Optimal laser control of molecular systems: methodology and results. Mathematical Models and Methods in Applied Sciences, 12(9):1281-1315, 2002. · A. Ben Haj Yedder, A. Auger, C. M. Dion, E. Cancès, A. Keller, C. Le Bris, and O. Atabek.Numerical optimization of laser fields to control molecular orientation. Phys. Rev. A, 66:063401, 2002. · A. Ben Haj Yedder.Optimal laser control of molecular orientation: some numerical results. Proceeding of 41st IEEE Conference on Decision and Control (CDC02), Las Vegas, Nevada, USA, 2002 (in press). · Anne Auger, Adel Ben Haj Yedder and Marc Schoenauer. Overview and software guide of evolutionary algorithms; case study in quantum control. In A. Bandrauk, M.C. Delfour, and C. Le Bris, editors, "Quantum Control: mathematical and numerical challenges", CRM Proc. Lect. Notes 33, pp.23-40, 2003. · A. Ben Haj Yedder, E. Cancès, and C. Le Bris. Mathematical remarks on the optimized effective potential problem. Differential and Integral Equations, 17(3-4), 331-368, 2004. · A. Ben Haj Yedder, X. Blanc, and C. Le Bris. A numerical investigation of the 2 dimensional crystal problem. Computational Optimization and Applications (submitted), 2003. · Osman Atabek, Claude Dion, and Adel Ben Haj Yedder. Evolutionary algorithms for the optimal laser control of molecular orientation. J. Phys B: At. Mol. Opt. Phys., 36, 4667-4682, 2003. · Adel Ben Haj Yedder, C. Le Bris, O. Atabek, S. Chelkowski and A. D. Bandrauk. Optimal Control of Attosecond Pulse Synthesis from High-Order Harmonic Generation. Phys. Rev. A Rapid Communication,69:041802(R), 2004. Oral presentations · Contrôle optimal de l'alignement d'une molécule par un laser (Poster), CANUM2000 : 32e Congrès national d'analyse numéique, 5 - 9 juin 2000, Port d'Albret (Landes France). · Optimal laser control of chemical reactions using automatic differentiation, AD 2000 The 3rd International Conference/Workshop on Automatic Differentiation: From Simulation to Optimization, June 19-23, 2000 (Maison du Séminaire Nice, France). · Optimal laser control of molecular orientation using Automatic Differentiation, Quantum Control: Mathematical and Numerical Challenges, 6-11 octobre 2002 (Montréal, Québec, Canada). · Optimal laser control of molecular orientation: some numerical results, IEEE 2002 Conference on Decision and Control, December 10 - 13, 2002 (The Venetian Hotel - Las Vegas, Nevada, USA). Updated document available at: http://www.adel.online.fr/cv-eng/