Thanks for your answers. In fact, the problem comes from the LaTeX package
"underscore" (I had it in my ~/.emacs).

In this situation:

#+latex_header: \usepackage{underscore}
#+latex_header: \graphicspath{ {./images/} }
[[file:simul001_a-4_b-0-1.pdf]]
=> the image is not displayed

Whereas in this situation:
#+latex_header: \graphicspath{ {./images/} }
[[file:simul001_a-4_b-0-1.pdf]]
=> the image is displayed correctly

Therefore, if one needs to have any underscore in the text as well as in
image file names, the only way I found is to use the verbatim mode ("=" in
org-mode) to handle underscore in text.
Here is an example that works:

#+latex_header: \graphicspath{ {./images/} }
File name: =simul001_a-4_b-0-1.pdf=
[[file:simul001_a-4_b-0-1.pdf]]

Note also that underscore "_" and hyphen "-" work well separately as well
as together.

Timothée Flutre

2015-02-06 9:06 GMT+01:00 Rainer M Krug <Rainer@krugs.de>:

> I remember a similar problem, and the cuprit was the dot. If I remember
> correctly, LaTeX was interpreting everything after the *first* "." as
> the extension.
>
> After avoiding "." in file names for images, it worked.
>
> "_" are fine.
>
> Rainer
>
>
> John Kitchin <jkitchin@andrew.cmu.edu> writes:
>
> > Dashes are usually fine. Did you try replacing the _ with -?
> >
> > I try to avoid _ in filenames, but - works for me.
> >
> > On Thu, Feb 5, 2015 at 6:42 PM, Timothée Flutre <timflutre@gmail.com>
> wrote:
> >
> >> In the org file, it would look like this:
> >> #+latex_header: \graphicspath{ {./images/} }
> >> [[file:simul001_a-4_b-0.1.pdf]]
> >
> >
> >
> >
> > John
> >
> > -----------------------------------
> > Professor John Kitchin
> > Doherty Hall A207F
> > Department of Chemical Engineering
> > Carnegie Mellon University
> > Pittsburgh, PA 15213
> > 412-268-7803
> > @johnkitchin
> > http://kitchingroup.cheme.cmu.edu
>
> --
> Rainer M. Krug
> email: Rainer<at>krugs<dot>de
> PGP: 0x0F52F982
>