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TURINICI Gabriel

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Professeur des universités

Gabriel.Turiniciping@dauphinepong.fr

Tél : 01 44 05 48 58

Bureau : B 519

Site web : http://www.ceremade.dauphine.fr/~turinici/

Poste actuel et responsabilités à Dauphine

Responsable d'un programme de formation : M2 MIDO/MAMD/INGENIERIE STATISTIQUE & FINANCIERE app

Responsabilité de direction : Directeur de département (MIDO)

Formation et qualification

HDR

Mathématiques appliquées et applications ( - )

Doctorat

Mathématiques appliquées et applications ( - )

Domaine d'enseignement, de recherche et d'expertise professionnelle

Domaines d'enseignements

  • Finance numérique
  • Introduction au calcul et à l'analyse numérique
  • Analyse numérique

Domaines de recherche

  • Mathématiques appliquées et applications
  • Epidémiologie, économie santé et prévent
  • Finances
  • Chimie quantique
  • Analyse numérique

Domaines d'expertise

  • analyse numérique
  • théorie du contrôle
  • finance

Publications de TURINICI Gabriel


2013

Articles

  • Turinici, Gabriel ; Papin, Timothée . Valuation of the prepayment option of a perpetual corporate loan. Abstract and Applied Analysis. Volume 2013. 2013. pages ID 960789. Hindawi Publishing Corp.. DOI http://dx.doi.org/10.1155/2013/960789.
  • Turinici, Gabriel ; Rabitz, Herschel ; Grigoriu, Andreea . Controllability Analysis of Quantum Systems Immersed Within an Engineered Environment. Journal of Mathematical Chemistry. Volume 51. n° 6. 2013. pages 1548-1560. Springer. DOI http://dx.doi.org/10.1007/s10910-013-0163-6.

Documents de travail

  • Turinici, Gabriel ; Mula, Olga ; Maday, Yvon . A priori convergence of the Generalized Empirical Interpolation Method.. Université Paris-Dauphine . 2013 .

2012

Articles

  • Rouchon, Pierre ; Rabitz, Herschel ; Turinici, Gabriel ; Leghtas, Zaki . Hamiltonian Identification Through Enhanced Observability Utilizing Quantum Control.. IEEE Transactions on Automatic Control. Volume 57. n° 10. 2012. pages 2679-2683. IEEE. DOI http://dx.doi.org/10.1109/TAC.2012.2190209.
  • Shen, Min ; Turinici, Gabriel . Liquidity generated by heterogeneous beliefs and costly estimations. Networks and Heterogeneous Media. Volume 7. n° 2. 2012. pages 349-361. American Institute of Mathematical Sciences. DOI http://dx.doi.org/10.3934/nhm.2012.7.349.
  • Buffa, Annalisa ; Maday, Yvon ; Patera, Anthony T. ; Prud'Homme, Christophe ; Turinici, Gabriel . A priori convergence of the Greedy algorithm for the parametrized reduced basis method. ESAIM: Mathematical Modelling and Numerical Analysis (M2AN). Volume 46. n° 3. 2012. pages 595-603. EDP Sciences. DOI http://dx.doi.org/10.1051/m2an/2011056.
  • Ho, Tak-San ; Rabitz, Herschel ; Turinici, Gabriel . Critical points of the optimal quantum control landscape: a propagator approach. Acta Applicandae Mathematicae. Volume 118. n° 1. 2012. pages 49-56. Springer. DOI http://dx.doi.org/10.1007/s10440-012-9677-3.

Documents de travail

  • Turinici, Gabriel ; Papin, Timothée . Prepayment option of a perpetual corporate loan: the impact of funding costs. Université Paris-Dauphine . 2012 .
  • Turinici, Gabriel ; Haguet, Eleonore ; Bialecki, Agnes . An equilibrium trading volume model in presence of heterogeneous biased estimations and information acquisition costs. Université Paris-Dauphine . 2012 .
  • Turinici, Gabriel . Quantum control. Université Paris-Dauphine . 2012 .
  • Turinici, Gabriel . Cubature on C^1 space. Université Paris-Dauphine . 2012 .
  • Turinici, Gabriel ; Salomon, Julien ; Rabitz, Herschel ; Laurent, Philippe . Control through operators for quantum chemistry. Université Paris-Dauphine . 2012 .
  • Rouchon, Pierre ; Rabitz, Herschel ; Turinici, Gabriel ; Leghtas, Zaki . Hamiltonian identification through enhanced observability utilizing quantum control. Université Paris-Dauphine . 2012 .

2011

Articles

  • Baudouin, Lucie ; Salomon, Julien ; Turinici, Gabriel . Analysis of the Toolkit method for the time-dependant Schrödinger equation. Journal of Scientific Computing. Volume 49. n° 2. 2011. pages 111-136. Springer. DOI http://dx.doi.org/10.1007/s10915-010-9450-6.
  • Salomon, Julien ; Turinici, Gabriel . A monotonic method for solving nonlinear optimal control problems. International Journal of Control. Volume 84. n° 3. 2011. pages 551-562. Taylor & Francis. DOI http://dx.doi.org/10.1080/00207179.2011.562548.

Communications / Conférences

  • Turinici, Gabriel . Contrôler les molécules. 12e Salon Culture & Jeux Mathématiques.. paris. France. 2011.

2010

Articles

  • Lachapelle, Aimé ; Salomon, Julien ; Turinici, Gabriel . Computation of Mean Field Equilibria in Economics. Mathematical Models and Methods in Applied Sciences. Volume 20. n° 4. 2010. pages 567-588. World Scientific. DOI http://dx.doi.org/10.1142/S0218202510004349.
  • Turinici, Gabriel ; Salomon, Julien ; Nielsen, Niels ; Maximov, Ivan . A smoothing monotonic convergent optimal control algorithm for NMR pulse sequence design. Journal of Chemical Physics. Volume 132. n° 8. 2010. pages Paper 084107. American Institute of Physics. DOI http://dx.doi.org/10.1063/1.3328783.
  • Turinici, Gabriel ; Rabitz, Herschel . Multi-polarization quantum control of rotational motion through dipole coupling. Journal of Physics A: Mathematical and Theoretical. Volume 43. n° 10. 2010. Institute of Physics. DOI http://dx.doi.org/10.1088/1751-8113/43/10/105303.

Communications / Conférences

  • Turinici, Gabriel ; Belhadj, Mohamed ; Grigoriu, Andreea . Singular constant control trajectories and transition degeneracies in a closed 4-level quantum system. 49th IEEE Conference on Decision and Control (CDC), 2010. Proceedings. Atlanta. Etats-Unis. 2010.

2009

Articles

  • Coron, Jean-Michel ; Grigoriu, Andreea ; Lefter, Catalin ; Turinici, Gabriel . Quantum control design by Lyapunov trajectory tracking for dipole and polarizability coupling. New Journal of Physics. Volume 11. 2009. pages 105034. Institute of Physics. DOI http://dx.doi.org/10.1088/1367-2630/11/10/105034.
  • Turinici, Gabriel . Calibration of local volatility using the local and implied instantaneous variance. Journal of Computational Finance. Volume 13. n° 2. 2009. Incisive Financial Publishing ltd.
  • Turinici, Gabriel ; Grigoriu, Andreea . Projector Space Optimization in Quantum Control. ESAIM: Proceedings (PROC). Volume 27. 2009. pages 171-179. EDP Sciences. DOI http://dx.doi.org/10.1051/proc/2009026.

Communications / Conférences

  • Grigoriu, Andreea ; Lefter, Catalin ; Turinici, Gabriel . Lyapunov control of Schrödinger equation: beyond the dipole approximations. Modelling, Identification and Control (MIC 2009). Innsbruck. Autriche. 2009.
  • Turinici, Gabriel ; Laillat, Marc . Cross-currency smile calibration. Modelling, Identification and Control (MIC 2009). Innsbruck. Autriche. 2009.

2008

Articles

  • Lapert, M. ; Tehini, R. ; Turinici, Gabriel ; Sugny, Dominique . Monotonically convergent optimal control theory of quantum systems under a nonlinear interaction with the control field. Physical Review A: Atomic, Molecular and Optical Physics. Volume 78. n° 2. 2008. pages 023408. American Physical Society. DOI http://dx.doi.org/10.1103/PhysRevA.78.023408.
  • Salomon, Julien ; Turinici, Gabriel ; Belhadj, Mohamed . A stable toolkit method in quantum control. Journal of Physics A: Mathematical and Theoretical. Volume 41. n° 36. 2008. pages 362001-362011. IOP. DOI http://dx.doi.org/10.1088/1751-8113/41/36/362001.
  • Turinici, Gabriel . Local volatility calibration using an adjoint proxy. Review of Economic and Business Studies. Volume 2. 2008. pages 1. Editura Universităţii "Al.I. Cuza.

Communications / Conférences

  • Turinici, Gabriel . Control-theoretic framework for a quasi-Newton local volatility surface inversion. ICCMSE. Crète. Grèce. 2008.

2007

Articles

  • Turinici, Gabriel ; Rabitz, Herschel ; Mirrahimi, Mazyar ; Le Bris, Claude . Hamiltonian identification for quantum systems : well posedness and numerical approaches. ESAIM: Control, Optimisation and Calculus of Variations. Volume 13. n° 2. 2007. pages 378-395. EDP Sciences. DOI http://dx.doi.org/10.1051/cocv:2007013.
  • Salomon, Julien ; Maday, Yvon ; Turinici, Gabriel . Parareal in time control for quantum systems. SIAM Journal on Numerical Analysis. Volume 45. n° 6. 2007. pages 2468-2482. DOI http://dx.doi.org/10.1137/050647086.

Communications / Conférences

  • Turinici, Gabriel . Beyond bilinear controllability : applications to quantum control. Optimal Control of Coupled Systems of PDE. Oberwolfach. Allemagne. 2007.

2006

Articles

  • Salomon, Julien ; Turinici, Gabriel . On the relationship between the local tracking procedures and monotonic schemes in quantum optimal control. Journal of Chemical Physics. Volume 124. n° 7. 2006. pages 074102. DOI http://dx.doi.org/10.1063/1.2170085.

2005

Articles

  • Turinici, Gabriel ; Rouchon, Pierre ; Mirrahimi, Mazyar . Lyapunov control of bilinear Schrodinger equations. Automatica. Volume 41. n° 11. 2005. pages 1987-1994. Elsevier. DOI http://dx.doi.org/10.1016/j.automatica.2005.05.018.
  • Dion, Claude M. ; Turinici, Gabriel ; Salomon, Julien . Optimal molecular alignment and orientation through rotational ladder climbing. Journal of Chemical Physics. Volume 123. n° 14. 2005. pages 144310. DOI http://dx.doi.org/10.1063/1.2049270.

Chapitres d'ouvrage

  • Turinici, Gabriel ; Maday, Yvon . The Parareal in Time Iterative Solver: a Further Direction to Parallel Implementation. . Domain Decomposition Methods in Science and Engineering. . 2005. pages 441-448.

Communications / Conférences

  • Turinici, Gabriel . Monotonically convergent algorithms for locally constraint quantum controls. Modelling, Identification, and Control. Innsbruck. Autriche. 2005.

2004

Articles

  • Sola, Ignatio ; Turinici, Gabriel ; Rabitz, Herschel ; Wu, Rong . Connectivity analysis of controlled quantum systems. Physical Review A. Volume 70. n° 5. 2004. American Physical Society. DOI http://dx.doi.org/10.1103/PhysRevA.70.052507.

2003

Articles

  • Rabitz, Herschel ; Li, Baiqing ; Ramakhrishna, Viswanath ; Turinici, Gabriel . Optimal discrimination of multiple quantum systems: controllability analysis. Journal of Physics A: Mathematical and General. Volume 37. n° 1. 2003. pages 273-282. IOP Science. DOI http://dx.doi.org/10.1088/0305-4470/37/1/019.

Chapitres d'ouvrage

  • Brown, Eric ; Turinici, Gabriel ; Rabitz, Herschel . Control of Quantum Dynamics: Concepts, Procedures and Future Prospects. Le Bris, Claude; Ciarlet, Philippe G.. Handbook of numerical analysis‎, volume 10, Special volume : computational chemistry. . 2003. pages 833-887.

Communications / Conférences

  • Turinici, Gabriel ; Salomon, Julien ; Maday, Yvon . Discretely monotonically convergent algorithms in quantum control. 2nd IFAC Workshop. Séville. Espagne. 2003.
  • Turinici, Gabriel ; Maday, Yvon ; Le Bris, Claude . Towards efficient numerical approaches for quantum control. Quantum Control: mathematical and numerical challenges. Montreal. Canada. 2002.
  • Turinici, Gabriel . Monotonically convergent algorithms for bounded quantum controls. 2nd IFAC Workshop. Séville. Espagne. 2003.

2002

Articles

  • Turinici, Gabriel ; Patera, Anthony T. ; Maday, Yvon . A priori Convergence Theory for Reduced-Basis Approximations of Single-Parametric Elliptic Partial Differential Equations. Journal of Scientific Computing. Volume 17. n° 1-4. 2002. pages 437-446. Springer. DOI http://dx.doi.org/10.1023/A:1015145924517.
  • Rabitz, Herschel ; Ramakrishna, Viswanath ; Turinici, Gabriel ; Li, Baiqing . Optimal Dynamic Discrimination of Similar Molecules Through Quantum Learning Control. Journal of Physical Chemistry B. Volume 106. n° 33. 2002. pages 8125-8131. ACP. DOI http://dx.doi.org/10.1021/jp0204657.

Communications / Conférences

  • Maday, Yvon ; Turinici, Gabriel . A parallel in time approach for quantum control: the parareal algorithm. 41st IEEE conference on decision and control. Las Vegas. États-Unis. 2002.

2001

Articles

  • Rabitz, Herschel ; Turinici, Gabriel . Quantum wavefunction controllability. Chemical Physics. Volume 267. n° 1-3. 2001. pages 1-9. Elsevier. DOI http://dx.doi.org/10.1016/S0301-0104(01)00216-6.
  • Turinici, Gabriel ; Maday, Yvon . Numerical Analysis of the Adiabatic Variable Method for the Approximation of the Nuclear Hamiltonian. ESAIM: Mathematical Modelling and Numerical Analysis (M2AN). Volume 35. n° 4. 2001. pages 779-798. EDP Sciences. DOI http://dx.doi.org/10.1051/m2an:2001136.

2000

Articles

  • Turinici, Gabriel . Contrôlabilité exacte de la population des états propres dans les systèmes quantiques bilinéaires. Comptes Rendus de l'Académie des Sciences - Series I - Mathematics. Volume 330. n° 15. 2000. pages 327-332. Elsevier. DOI http://dx.doi.org/10.1016/S0764-4442(00)00152-X.

Chapitres d'ouvrage

  • Turinici, Gabriel . On the controllability of bilinear quantum systems. Le Bris, Claude; Defranceschi, Mireille. Mathematical Models and Methods for Ab Initio Quantum Chemistry. . 2000. pages 75-92.

Communications / Conférences

  • Turinici, Gabriel . Controllable quantities for bilinear quantum systems. 39th IEEE Conference on Decision and Control. Sydney. Australie. 2000.

1998

Articles

  • Turinici, Gabriel ; Maday, Yvon . Analyse numérique de la méthode des variables adiabatiques pour l'approximation de l'hamiltonien nucléaire. Comptes Rendus de l'Académie des Sciences - Series I - Mathematics. Volume 326. n° 3. 1998. pages 397-402. Elsevier. DOI http://dx.doi.org/10.1016/S0764-4442(97)83002-9.

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