Section: Partnerships and Cooperations

National Initiatives

ANR

• N. Champagnat and D. Villemonais are members of the ANR MANEGE (Modèles Aléatoires eN Écologie, Génétique et Évolution, started in 2009) whose aim is to provide methodological and conceptual advances in the study of stochastic processes modeling ecology, population genetics and evolution of life. This work is sustained by regular exchanges with biologists from several teams in France. In addition, the three working groups that operate in each of the three poles of the MANEGE project (Paris, Palaiseau, Marseille) gather all local probabilistic interests in the issues of this project. http://www.cmap.polytechnique.fr/~anr-manege/index_en.html

• N. Champagnat is member of the ANR MODECOL (Using mathematical MODeling to improve ECOLogical services of prairial ecosystems, which ended in August 2012), whose goal is to develop computational ecological modeling of terrestrial plants communities via the simulation of a prairie in relation with environmental data. This project focuses on developing an original tool-box that takes advantage of complementary mathematical disciplines (partial differential equations, individual-based stochastic modelling...) to assess ecological problems. Simulations will be extensively processed using distributed computing and webcomputing. Our target application concerns the setup of herbal strips around intensive cereal fields for purificating water from extra nitrate and pesticides, imposed by the European Common Agricultural Policy. http://ecobio.univ-rennes1.fr/modecol/gb/description.php

• S. Herrmann, J. Inglis, D. Talay and E. Tanré are member of the ANR MANDy (Mathematical Analysis of Neuronal Dynamics, started in 2009 under the direction of M. Thieullen, Univ. Paris 6). This project, which gathers mathematicians and neuroscientists, aims at developing mathematically rigorous approaches to neuroscience considering single neurons as well as interconnected neuronal populations. Our target is to conduct the mathematical analysis of existing models where there is still much work to be done and to enrich the modelling by proposing new models. See http://www.proba.jussieu.fr/pageperso/thieullen/MANDy/accueil.html for a more complete description of this project.

• A. Lejay is member of the ANR SIMUDMRI (Simulation of diffusion MRI signals in biological tissues) which started in November 2010 (directed by Jing-Rebecca Li, Inria Rocquencourt). http://www.cmap.polytechnique.fr/~jingrebeccali/grants/simudmri.html

• A. Lejay is member of the ANR H2MNO4 (ANR Cosinus, 2012–2015) on Original Optimized Object Oriented Numerical Model for Heterogeneous Hydrogeology which started in November 2012 (directed by Joceyline Erhel, IRISA, Rennes).

Contract with ADEME

Participants : Mireille Bossy, Jacques Morice.

Carbon value and carbon tax in the context of renewable energies deployment

Since January 2009, M. Bossy was member of a collaboration funded by the French Environment and Energy Management Agency (ADEME), involving the Center for Applied Mathematics (CMA) at Mines ParisTech, and Coprin and Tosca teams at Inria Sophia Antipolis. It focuses on a short term carbon value derived from the so-called financial carbon market, the European Union Emission Trading Scheme (EU ETS), which is a framework for GHG emissions reduction in European industry.

The objective of this project is to study the compatibility and complementarity of a carbon tax and a target for renewable energy deployment. As a first step, we are developing a method for assessing the EU ETS value. We consider the constraints related to emission allowances distributed through national plans of allocation (NAP) and the mechanisms of taxes that are taking place. The work will focus on electricity producers, key players in the market in its first phase (NAP-I, 2005-2007). The impact of the Renewable Energies park of the electricity producers on their own carbon value will be particularly studied.

We have selected the financial concept of indifference price as a relevant methodology to assess the European Union Emission Trading Scheme (EU ETS) value. In this setting, modelling strategies of production and emission of market quotas rely on stochastic optimal control problems and associated Hamilton-Jacobi-Bellman equations.

This year, we worked on game theoretic approach for the carbon market price, in the framewrok of a cap&trade program. Based on the Nash equilibrium concept, we derive an equilibrium price equation for the allowances. The analysis of this equation and its wellposedness strongly depend on the design of the penalty function.

The final report [30] synthesizes of the results of all the work of this 2009-2012 ADEME Convention

Promotion of Mathematics in the industry

D. Talay is the Vice-President of the Fondation d'Entreprise Natixis which aims to contribute to develop research in quantitative finance. He also serves as a member of the Scientific Committee of the Foundation.

D. Talay is a member of the Scientific Committee of the AMIESNational Agency aimed to promote interactions between Mathematics and Industry.