Relativity is one of the most important and well tested theories and Lorentz invariance is one of its pillars. Lorentz invariance violation (LIV), however, has been discussed in several quantum gravity and high energy models. For this reason, it is crucial to test it. Several tests, both terrestrial and astrophysical, have been performed in the last years and provide limits on the violation. This work takes part in these efforts and discuss the possibility of testing LIV with ultra-high energy cosmic rays (UHECRs). The effects of LIV in their propagation and the resulting changes in the spectrum of UHECRs are obtained and compared to the experimental data from the Pierre Auger Observatory. An analytical calculation for the inelasticity in the laboratory frame with LIV of any a + b → c + d interaction is presented and used to obtain the phase space and the energy losses of the pion production for protons, the photodisintegration for nuclei and the pair production for photons with LIV. A parametrization for the threshold energy of the photodisintegration with LIV is also proposed. The main effect seen is a decrease in the phase space and a resulting decrease in the energy loss. These changes have been implemented in Monte Carlo propagation codes and the resulting spectra of protons, nuclei and photons on Earth have been obtained and fitted to the data from the Pierre Auger Observatory. It is shown that upper limits on the photon LIV coefficient can be derived from the upper limits on the photon flux from the Pierre Auger Observatory. / Relatividade é uma das mais importantes e bem testadas teorias e a invariância de Lorentz é um de seus pilares. A violação da invariância de Lorentz (VIL), todavia, tem sido discutida em diversos modelos de gravidade quântica e altas energias. Por tal motivo, é crucial testá-la. Diversos testes, tanto terrestres quanto astrofísicos, foram realizados nos últimos anos e fornecem limites na violação. Este trabalho se insere nesses esforços e discute a possibilidade de testar VIL com raios cósmicos de altíssima energia. Os efeitos da VIL em sua propagação e as consequentes mudanças no espectro de raios cósmicos de altíssima energia são obtidos e comparados com os dados experimentais do Observatório Pierre Auger. Um cálculo analítico para a inelasticidade no referencial do laboratório com VIL para qualquer interação da forma a + b → c + d é apresentado e usado para obter o espaço de fase e as perdas de energia para a produção de píons para prótons, a fotodesintegração para núcleos e a produção de pares para fótons com VIL. Uma parametrização para o limiar de energia da fotodesintegração com VIL também é proposta. O principal efeito observado é uma diminuição no espaço de fase e uma consequente diminuição nas perdas de energia. Tais mudanças foram implementadas em códigos de Monte Carlo para a propagação e os espectros resultantes para prótons, núcleos e fótons na Terra foram obtidos e ajustados aos dados do Observatório Pierre Auger. É mostrado que limites superiores nos coeficientes de VIL para o fóton podem ser deduzidos dos limites superiores para o fluxo de fótons do Observatório Pierre Auger.

Im ersten Teil der Dissertation wird ein diskretes stochastisches zustandsabhängiges Modell eines zweiseitigen Limit Orderbuchs als bestehend aus den Zustandsgrößen bester Bidpreis (Geldkurs), bester Askpreis (Briefkurs) und vorhandener Kauf- bzw. Verkaufsdichte definiert. Für eine einfache Skalierung mit zwei Zeitskalen wird ein Grenzwertsatz bewiesen. Die Veränderungen der besten Bid- und Askpreise werden im Sinne des Gesetzes der großen Zahlen skaliert und dies entspricht der langsameren Zeitskala. Das Platzieren bzw. Stornieren der Limitorder findet auf der schnelleren Zeitskala statt. Der Grenzwertsatz besagt, dass die fundamentalen Zustandsgrößen, gegeben Regularitätsbedingungen der einkommenden Order, fast sicher zu einem stetigen Limesmodell konvergieren. Im Limesmodell sind der beste Bidpreis und der beste Askpreis die eindeutigen Lösungen von zwei gekoppelten gewöhnlichen DGLen. Die Kauf- und Verkaufsdichten sind jeweils als eindeutige Lösungen von linearen hyperbolischen PDGLen, die anhand der Erwartungswerte der einkommenden Orderparameter festgelegt sind, gegeben. Die Lösungen sind in geschlossener Form erhältlich. Im zweiten Teil wird ein funktionaler zentraler Grenzwertsatz d.h. ein Invarianzprinzip für ein vereinfachtes Modell eines Limitorderbuches bewiesen. Unter einer natürlichen Skalierung konvergiert der zweidimensionale Preisprozess (Bid- und Askpreis) in Verteilung zu einer Semimartingal reflektierten Brownschen Bewegung in der zugelassenen Preismenge. Gleichzeitig konvergieren die Kauf- und Verkaufsdichten im schwachen Sinn zum Betrag einer zweiparametrischen Brownschen Bewegung. Es wird weiterhin anhand eines Beispiels gezeigt, wie man für das Modell im ersten Teil eine stochastiche PDGL, unter einer starken Stationaritätsannahme für die Orderplatzierungen und -stornierungen, herleiten kann. Im dritten Teil wird ein Mittelungs- bzw. ein Invarianzprinzip für diskrete Banach- bzw. Hilbertraumwertige stochastische Prozesse bewiesen. / In the first part of the thesis, we define a random state-dependent discrete model of a two-sided limit order book in terms of its key quantities best bid [ask] price and the standing buy [sell] volume density. For a simple scaling that introduces a slow time scaling, that is equivalent to the classical law of large numbers, for the bid/ask prices and a faster time scale for the limit volume placements/cancelations, that keeps the expected volume rate over the considered price interval invariant, we prove a limit theorem. The limit theorem states that, given regularity conditions on the random order flow, the key quantities converge in the sense of a strong law of large numbers to a tractable continuous limiting model. The limiting model is such that the best bid and ask price dynamics can be described in terms of two coupled ODE:s, while the dynamics of the relative buy and sell volume density functions are given as the unique solutions of two linear first-order hyperbolic PDE:s with variable coefficients, specified by the expectation of the order flow parameters. In the second part, we prove a functional central limit theorem i.e. an invariance principle for an order book model with block shaped volume densities close to the spread. The weak limit of the two-dimensional price process (best bid and ask price) is given by a semi-martingale reflecting Brownian motion in the set of admissible prices. Simultaneously, the relative buy and sell volume densities close to the spread converge weakly to the modulus of a two-parameter Brownian motion. We also demonstrate an example how to easily derive an SPDE for the relative volume densities in a simple case, when a strong stationarity assumption is made on the limit order placements and cancelations for the model suggested in the first part. In the third and final part of the thesis, we prove an averaging and an invariance principle for discrete processes taking values in Banach and Hilbert spaces, respectively.

Le thème principal de ce mémoire est la commande sous contraintes pour des systèmes à retard, en tenant compte de la problématique d’échantillonnage (où les informations concernant le système en temps continu sont, par exemple, envoyées par un réseau de communication) et de la présence de contraintes sur les trajectoires du système et sur l’entrée de commande. Pendant le processus d’échantillonnage, le retard variable dans le temps peut être traité comme une incertitude, le but étant de confiner cette variation dans un polytope, de façon à couvrir toutes les variations possibles du retard. Pour stabiliser des systèmes à retard, nous nous sommes basés sur la théorie de Lyapunov. En utilisant cette méthode, nous pouvons trouver un retour d’état qui stabilise le système malgré la présence du retard variable dans la boucle. Une autre possibilité est l’utilisation des candidates de Lyapunov-Krasovskii. La théorie des ensembles invariants est largement utilisée dans ce manuscrit, car il est souhaitable d’obtenir une région de ≪ sûreté ≫, ou le comportement du système est connu, en dépit de la présence du retard (variable) et des contraintes sur les trajectoires du système. Lorsqu’ils sont obtenus dans l’espace d’état augmenté, les ensembles invariants sont très complexes, car la dimension de l’espace Euclidien sera proportionnelle à la taille du système mais aussi à la taille du retard. Le concept de D-invariance est ainsi proposé. La commande prédictive (en anglais MPC) est présentée, pour tenir compte des contraintes sur les trajectoires et appliquer une commande optimale à l’entrée du système. / The main interest of the present thesis is the constrained control of time-delay system, more specifically taking into consideration the discretization problem (due to, for example, a communication network) and the presence of constraints in the system’s trajectories and control inputs. The effects of data-sampling and modeling problem are studied in detail, where an uncertainty is added into the system due to additional effect of the discretization and delay. The delay variation with respect to the sampling instants is characterized by a polytopic supra-approximation of the discretization/delay induced uncertainty. Some stabilizing techniques, based on Lyapunov’s theory, are then derived for the unconstrained case. Lyapunov-Krasovskii candidates were also used to obtain LMI conditions for a state feedback, in the ``original” state-space of the system. For the constrained control purposes, the set invariance theory is used intensively, in order to obtain a region where the system is ``well-behaviored”, despite the presence of constraints and (time-varying) delay. Due to the high complexity of the maximal delayed state admissible set obtained in the augmented state-space approach, in the present manuscript we proposed the concept of set invariance in the ``original” state-space of the system, called D-invariance. Finally, in the las part of the thesis, the MPC scheme is presented, in order to take into account the constraints and the optimality of the control solution.

Background Health education programs that are aimed at improving individuals' skills to self-manage are increasingly recognised as a critical component of chronic disease management. Despite the apparent need for such interventions, current studies show inconsistent results regarding program effectiveness, with meta-analyses indicating only marginal effects for some disease groups. A closer examination of these studies however suggests that the magnitude and inconsistency of the findings may be related to the types of outcomes that were assessed rather than specific disease groups. Where self-report measures were used, results tended to be smaller and inconsistent. It is therefore possible that current studies do not adequately reflect program effects because self-report outcomes have a high risk to be confounded by a range of potential biases. Objective The aim of this thesis was to identify and quantify the potential influence of biases in the measurement of change in chronic disease self-management interventions using self-report. Methods The research design targeted the processes that individuals undergo when filling out questionnaires and whether this has an influence on their self-report outcomes. This was achieved by developing a three-group research design. The Health Education Impact Questionnaire (heiQ) was used to collect outcomes data. While pretest questionnaires were identical across groups, three questionnaire versions were randomly distributed at posttest. One of the groups filled out traditional posttest questions (n=331), whereas the other two groups were asked to provide data in addition to posttest questions, with one group providing transition questions (n=304) and one providing retrospective pretest data (n=314). Resulting datasets were further examined for possible confounding effects through response shift and social desirability bias. Through the random allocation of the heiQs it was ensured that data were not influenced by potential intra-group effects. Results The thesis revealed that the design of the posttest questionnaire significantly influenced people's ratings of their posttest levels. In particular, when participants were asked to provide ratings of their retrospective pretest levels in addition to their posttest levels, the latter scores were significantly higher than those of participants who did not perform this additional task. Subsequent analyses however suggested that these differences could neither be explained by response shift nor by social desirability bias. Conclusions This research has provided important insight into the measurement of outcomes of chronic disease self-management interventions. While the threat to the validity of traditional pretest-posttest data due to confounding effects through response shift and social desirability biases could not be supported, the thesis has highlighted that the cognitive task that subjects are asked to perform when providing data at posttest significantly influenced their self-reported outcomes. Given that previous research has predominantly focused on other aspects of validity - such as applying control group designs to circumvent common threats to internal and external validity - this study suggests that more attention must be paid to the design of questionnaires. The thesis concludes that further research, in particular into the influence of cognitive tasks on obtained scores, is important to improve the interpretation of self-report outcomes data derived from participants of self-management interventions.

Les cascades log-infiniment divisibles fournissent un cadre général à l'étude de la propriété d' invariance d'échelle. Nous introduisons ces objets en décrivant l'évolution historique des différents modèles proposés pour décrire le phénomène d'intermittence statistique en turbulence. Nous nous appliquons alors à préciser une définition formelle des cascades log-infiniment divisibles. Nous remplaçons aussi les accroissements, usuels en turbulence, par les coefficients d'une transformée en ondelettes associée à une analyse multirésolution, outil dédié à l'analyse temps-échelle. Une réflexion approfondie sur la signification du formalisme nous amène à démontrer sa flexibilité pour la modélisation, ainsi que sa richesse en lien avec les cascades multiplicatives, les processus de Markov, l'équation de Langevin, l'équation de Fokker-Planck...Grâce à l'étude des cascades log-Poisson composées, nous proposons une vision originale du phénomène d'intermittence statistique. Ensuite, des estimateurs des exposants de lois d'échelle (éventuellement relatives) sont étudiés en insistant sur la correction du biais et la détermination d'intervalles de confiance. Nous les appliquons à des données de télétrafic informatique. Nous expliquons pourquoi une procédure usuelle d'estimation du spectre multifractal appliquée aux mouvements linéaires stables fractionnaires risque de mener à une méprise. Enfin, le lien entre intermittence statistique et intermittence spatio-temporelle (structures cohérentes) en turbulence est étudié à partir de l'enregistrement de signaux de vitesse et de pression conjointement en espace et en temps dans un écoulement turbulent. De fortes dépressions associées à des tourbillons filamentaires sont détectées. Une analyse statistique des coefficients d'ondelette de la vitesse conditionnée à ces événements nous permet de décrire l'influence de ces structures cohérentes à différents nombres de Reynolds.

Mes travaux portent sur l'analyse de la dynamique cérébrale à partir de données de neuro-imagerie fonctionnelle issues d'examens d'Imagerie par Résonance Magnétique fonctionnelle (IRMf). Ils concernent aussi bien l'étude de la dynamique évoquée par un paradigme d'activation cérébrale et celle issue de l'activité spontanée ou de « fond » lorsque le sujet est au repos (resting state). Les algorithmes que j'ai développés s'appuient pour une large partie sur une connaissance explicite du paradigme expérimental mis au point par l'expérimentateur mais aussi prennent place dans une moindre part au sein des méthodes exploratoires, qui n'exploitant pas ces informations issues du paradigme.<br /><br />Ce thème de recherche embrasse à la fois des problèmes bas niveau relatifs à la reconstruction d'images en IRM mais aussi des aspects plus haut niveau qui concernent l'estimation et la sélection de modèles hémodynamiques régionaux non-paramétriques, capables de prendre en compte la variabilité inter-individuelle de la réponse impulsionnelle du système neuro-vasculaire. Les problèmes de reconstruction sont traités à l'aide de méthodes classiques de régularisation dans l'espace image ou des méthodes plus évoluées opérant dans l'espace transformé des coefficients d'ondelette. Les aspects inférentiels haut niveau sont majoritairement abordés dans le cadre des statistiques bayésiennes.

It has previously been determined that using 3 or 4 points on a categorized response scale will fail to produce a continuous distribution of scores. However, there is no evidence, thus far, revealing the number of scale points that may indeed possess an approximate or sufficiently continuous distribution. This study provides the evidence to suggest the level of categorization in discrete scales that makes them directly comparable to continuous scales in terms of their measurement properties. To do this, we first introduced a novel procedure for simulating discretely scaled data that was both informed and validated through the principles of the Classical True Score Model. Second, we employed a measurement invariance (MI) approach to confirmatory factor analysis (CFA) in order to directly compare the measurement quality of continuously scaled factor models to that of discretely scaled models. The simulated design conditions of the study varied with respect to item-specific variance (low, moderate, high), random error variance (none, moderate, high), and discrete scale categorization (number of scale points ranged from 3 to 101). A population analogue approach was taken with respect to sample size (N = 10,000). We concluded that there are conditions under which response scales with 11 to 15 scale points can reproduce the measurement properties of a continuous scale. Using response scales with more than 15 points may be, for the most part, unnecessary. Scales having from 3 to 10 points introduce a significant level of measurement error, and caution should be taken when employing such scales. The implications of this research and future directions are discussed.

Scale-invariant interest points have found several highly successful applications in computer vision, in particular for image-based matching and recognition. This paper presents a theoretical analysis of the scale selection properties of a generalized framework for detecting interest points from scale-space features presented in Lindeberg (Int. J. Comput. Vis. 2010, under revision) and comprising: an enriched set of differential interest operators at a fixed scale including the Laplacian operator, the determinant of the Hessian, the new Hessian feature strength measures I and II and the rescaled level curve curvature operator, as well as an enriched set of scale selection mechanisms including scale selection based on local extrema over scale, complementary post-smoothing after the computation of non-linear differential invariants and scale selection based on weighted averaging of scale values along feature trajectories over scale. A theoretical analysis of the sensitivity to affine image deformations is presented, and it is shown that the scale estimates obtained from the determinant of the Hessian operator are affine covariant for an anisotropic Gaussian blob model. Among the other purely second-order operators, the Hessian feature strength measure I has the lowest sensitivity to non-uniform scaling transformations, followed by the Laplacian operator and the Hessian feature strength measure II. The predictions from this theoretical analysis agree with experimental results of the repeatability properties of the different interest point detectors under affine and perspective transformations of real image data. A number of less complete results are derived for the level curve curvature operator. / <p>QC 20121003</p> / Image descriptors and scale-space theory for spatial and spatio-temporal recognition

Habilitation à Diriger des Recherches : Processus aléatoires invariants d'échelle et analyse multirésolution pour la modélisation d'observations de systèmes physiques

A hybrid system is a dynamical system that exhibits both continuous and discrete dynamic behavior. Hybrid systems arise in a wide variety of important applications in diverse areas, ranging from biology to computer science to air traffic dynamics. The interaction of continuous- and discrete-time dynamics in a hybrid system often leads to very rich dynamical behavior and phenomena that are not encountered in purely continuous- or discrete-time systems. Investigating the dynamical behavior of hybrid systems is of great theoretical and practical importance. The objectives of this thesis are to develop the qualitative theory of nonlinear hybrid systems with impulses, time-delay, switching modes, and stochastic disturbances, to develop algorithms and perform analysis for hybrid systems with an emphasis on stability and control, and to apply the theory and methods to real-world application problems. Switched nonlinear systems are formulated as a family of nonlinear differential equations, called subsystems, together with a switching signal that selects the continuous dynamics among the subsystems. Uniform stability is studied emphasizing the situation where both stable and unstable subsystems are present. Uniformity of stability refers to both the initial time and a family of switching signals. Stabilization of nonlinear systems via state-dependent switching signal is investigated. Based on assumptions on a convex linear combination of the nonlinear vector fields, a generalized minimal rule is proposed to generate stabilizing switching signals that are well-defined and do not exhibit chattering or Zeno behavior. Impulsive switched systems are hybrid systems exhibiting both impulse and switching effects, and are mathematically formulated as a switched nonlinear system coupled with a sequence of nonlinear difference equations that act on the switched system at discrete times. Impulsive switching signals integrate both impulsive and switching laws that specify when and how impulses and switching occur. Invariance principles can be used to investigate asymptotic stability in the absence of a strict Lyapunov function. An invariance principle is established for impulsive switched systems under weak dwell-time signals. Applications of this invariance principle provide several asymptotic stability criteria. Input-to-state stability notions are formulated in terms of two different measures, which not only unify various stability notions under the stability theory in two measures, but also bridge this theory with the existent input/output theories for nonlinear systems. Input-to-state stability results are obtained for impulsive switched systems under generalized dwell-time signals. Hybrid time-delay systems are hybrid systems with dependence on the past states of the systems. Switched delay systems and impulsive switched systems are special classes of hybrid time-delay systems. Both invariance property and input-to-state stability are extended to cover hybrid time-delay systems. Stochastic hybrid systems are hybrid systems subject to random disturbances, and are formulated using stochastic differential equations. Focused on stochastic hybrid systems with time-delay, a fundamental theory regarding existence and uniqueness of solutions is established. Stabilization schemes for stochastic delay systems using state-dependent switching and stabilizing impulses are proposed, both emphasizing the situation where all the subsystems are unstable. Concerning general stochastic hybrid systems with time-delay, the Razumikhin technique and multiple Lyapunov functions are combined to obtain several Razumikhin-type theorems on both moment and almost sure stability of stochastic hybrid systems with time-delay. Consensus problems in networked multi-agent systems and global convergence of artificial neural networks are related to qualitative studies of hybrid systems in the sense that dynamic switching, impulsive effects, communication time-delays, and random disturbances are ubiquitous in networked systems. Consensus protocols are proposed for reaching consensus among networked agents despite switching network topologies, communication time-delays, and measurement noises. Focused on neural networks with discontinuous neuron activation functions and mixed time-delays, sufficient conditions for existence and uniqueness of equilibrium and global convergence and stability are derived using both linear matrix inequalities and M-matrix type conditions. Numerical examples and simulations are presented throughout this thesis to illustrate the theoretical results.