In this thesis, we prove the existence and uniqueness of the solution to a Neumann boundary problem for an elliptic differential operator with singular coefficients, and reveal the relationship between the solution to the partial differential equation (PDE in abbreviation) and the solution to a kind of backward stochastic differential equations (BSDE in abbreviation).This study is motivated by the research on the Dirichlet problem for an elliptic operator (\cite{Z}). But it turns out that different methods are needed to deal with the reflecting diffusion on a bounded domain. For example, the integral with respect to the boundary local time, which is a nondecreasing process associated with the reflecting diffusion, needs to be estimated. This leads us to a detailed study of the reflecting diffusion. As a result, two-sided estimates on the heat kernels are established. We introduce a new type of backward differential equations with infinity horizon and prove the existence and uniqueness of both L2 and L1 solutions of the BSDEs. In this thesis, we use the BSDE to solve the semilinear Neumann boundary problem. However, this research on the BSDEs has its independent interest. Under certain conditions on both the "singular" coefficient of the elliptic operator and the "semilinear coefficient" in the deterministic differential equation, we find an explicit probabilistic solution to the Neumann problem, which supplies a L2 solution of a BSDE with infinite horizon. We also show that, less restrictive conditions on the coefficients are needed if the solution to the Neumann boundary problem only provides a L1 solution to the BSDE.

We study a free boundary problem with initial data given on three-dimensional cones. In particular, we study when the free boundary is allowed to pass through the vertex of the cone, which depends on the cone’s slope, determined by a parameter c. With a mix of analytical and computational methods, we show that the free boundary may pass through the vertex of the cone when c ≤ 0.43.

La propagation d'une fissure chargée par un écoulement de fluide visqueux est un phénomène complexe où la compréhension des phénomènes mécaniques mis en jeu en pointe de fissures reste encore partielle. C'est le cas de la zone de décollement entre le solide et le fluide qui apparaît pour un certain choix de débit d'injection, de viscosité du fluide et de ténacité du matériau. Cette thèse propose une modélisation simplifiée de ce problème d'interaction fortement couplé. Dans un premier chapitre, on étudie un modèle simplifié unidimensionnel de film élastique collé sur un substrat rigide et on considère une injection de fluide visqueux entre le film et le substrat. On suppose que la propagation de la fissure est régie par la loi de Griffith. On néglige l'existence du retard possible entre le fluide et le solide et on choisit une loi de comportement non-linéaire pour le fluide visqueux. A partir d'une analyse asymptotique pour une faible viscosité, on établit une solution approchée du problème. On montre que le champ pression est singulier en pointe de fissure et on montre l'influence du débit d'injection sur la cinétique du trajet de fissuration. Dans le deuxième chapitre on propose de prendre en compte l'existence de la zone de décollement en modifiant la formulation du modèle et en le réécrivant sous la forme d'un problème d'optimisation en temps discret où les zones de décollement font partie des inconnues du problème. On valide la formulation proposée sur l'exemple analytique de l'écrasement d'une goutte par une barre rigide. On montre ensuite que cette formulation et l'algorithme lié à son implémentation sont capables de gérer l'évolution de l'écrasement de plusieurs gouttes de forme quelconque en capturant correctement les phase d'étalement des gouttes ainsi que de leur coalescence. On étend ensuite cette formulation au cas de l'écrasement d'une goutte par un film élastique. Dans le dernier chapitre, on examine la validité de l'hypothèse de lubrification utilisée en fracturation hydraulique. A l'aide de la méthode de développement asymptotique, on construit une équation de Reynolds régularisée avec des termes de gradient supérieur tenant compte de la variation spatiale de la hauteur des parois. On compare alors le comportement des champs de pression donnés par les équations de Reynolds classique et régularisée sur des exemples d'écoulement entre des conduits de formes multiples. / The crack evolution under a viscous fluid action is a complex phenomenon where the understanding of the mechanical phenomena near the crack tip is still largely limited. This is the case for the lag between the solid and the fluid front propagation which appears for some configurations of injection rate, fluid viscosity and material toughness. This thesis proposes a simplified model for this strongly coupled interaction problem.The first chapter studies a simplified one-dimensional model of a elastic film bonded to a rigid substrate. We consider a viscous fluid injection between the film and the substrate. The crack propagation is assumed to follow the Griffith's law. The existence of the lag is neglected and a non-linear behavior law is chosen for the viscous fluid. Using an asymptotic analysis, an approximate solution is established for the low viscosity case. It is shown that the pressure field diverges at the crack tip and that the kinetics of the crack is influenced by the injection rate. The second chapter proposes to take into account the existence of the lag by modifying the model formulation and rewriting it as a discrete time optimisation problem where the delamination zones are part of the unknowns of the problem. This formulation is validated for the analytical example of a drop crushed by a rigid bar. It is shown that this formulation and its implementation can manage the evolution of several drops of any shape and correctly captures the drops spreading and coalescence. This formulation is then extended to the case of a drop crushed by an elastic film. In the last chapter, the validity of the lubrication hypothesis is examinated. Using an asymptotic analysis, a regularized Reynolds equation is constructed with higher gradient terms taking into account the spatial variation of the walls height. A comparison between the pressure fields behaviour given by the classical and the regularized Reynolds equation is shown for different conducts.

In financial markets, spread option is a derivative security with two underlying assets and the payoff of the spread option depends on the difference of these assets. We consider American style spread option which allows the owners to exercise it at any time before the maturity. The complexity of pricing American spread option is that the boundary of the corresponding partial differential equation which determines the option price is unknown and the model for the underlying assets is two-dimensional.In this dissertation, we incorporate the stochasticity to the interest rate and assume that it satisfies the Vasicek model or the CIR model. We derive the partial differential equations with terminal and boundary conditions which determine the American spread option with stochastic interest rate and formulate the associated free boundary problem. We convert the free boundary problem to the linear complimentarity conditions for the American spread option, so that we can go around the free boundary and compute the option price numerically. Alternatively, we approximate the option price using methods based on the Monte Carlo simulation, including the regression-based method, the Lonstaff and Schwartz method and the dual method. We make the comparisons among the option prices derived by the partial differential equation method and Monte Carlo methods to show the accuracy of the result.

No description available.

Les déplacements cellulaires, collectifs ou individuels, sont essentiels pour assurer des fonctions fondamentales de l'organisme (réponse immunitaire, morphogenèse), mais jouent également un rôle crucial dans le développement de certaines pathologies (invasion métastatique).Les processus cellulaires à l'origine du déplacement forment une activité complexe, auto-organisée et fortement multi-échelle en temps mais aussi en espace. Mettre en évidence des principes généraux de la migration est donc un enjeu majeur. Dans cette thèse, nous nous intéressons à la construction de modèles de migration individuelle qui prennent en compte ce caractère multi-échelle de manière minimale.Dans une première partie, nous nous intéressons à des modèles particulaires. Nous décrivons des processus intracellulaires clés de la migration de manière discrète au moyen de processus de population. Puis, par une renormalisation en grand nombre d'individus, taille infinitésimale et dynamique accélérée, nous obtenons des équations de dynamique continue et stochastique, permettant de faire le lien entre la dynamique intracellulaire et le déplacement macroscopique.Nous nous confrontons d'abord à la situation d'un leucocyte se déplaçant dans une artère, et développant des liaisons de différentes natures avec les molécules de la paroi, jusqu'à éventuellement s'arrêter. La dynamique de formation de liaisons est décrite par un processus stochastique de type Naissance et Mort avec Immigration. Ces liaisons correspondent à des forces de résistance au mouvement. Nous obtenons explicitement le temps d'arrêt moyen de la cellule.Puis, nous nous intéressons à la reptation cellulaire, qui se produit grâce à la formation d'excroissances au bord de la cellule, appelées protrusions, qui avancent sur le substrat et exercent des forces de traction. Nous modélisons cette dynamique au moyen d'un processus de population structurée par l'orientation de la protrusion. Le modèle continu limite obtenu peut être étudié pour la migration 1D, et donne lieu à une équation de Fokker-Planck sur la distribution de probabilité de la population de protrusion. L'étude d'une configuration stationnaire permet de mettre en avant une dichotomie entre un état non motile et un état de déplacement directionnel.Dans une seconde partie, nous construisons un modèle déterministe minimal de migration dans un domaine discoïdal non déformable. Nous nous basons sur l'idée selon laquelle les structures responsables de la migration renforcent la polarisation de la cellule, ce qui favorise en retour un déplacement directionnel. Cette boucle positive passe par le transport d'un marqueur moléculaire dont la répartition inhomogène caractérise un état polarisé.Le modèle comporte un problème de convection-diffusion sur la concentration en marqueur, où le champs d'advection correspond à la vitesse d'un fluide de Darcy modélisant le cytosquelette. Son caractère actif est porté par des termes de bord, ce qui fait l'originalité du modèle.Du point de vue analytique, le modèle 1D présente une dichotomie face à une masse critique. Dans les cas sous-critique et critique, il est possible de montrer l'existence globale de solutions faibles, ainsi que la convergence à taux explicite vers l'unique état stationnaire correspondant à un état non polarisé. Au delà de la masse critique et pour des masses intermédiaires, nous mettons en évidence deux états stationnaires supplémentaires correspondant à des profils polarisés. De plus, pour des conditions initiales assez asymétrique, nous démontrons l'apparition d'un blow-up en temps fini.Du point de vue numérique, des tests numériques en 2D sont effectués en volumes finis (Matlab) et éléments finis (FreeFem++). Ils permettent de mettre en évidence à nouveau des états motiles et non motiles. L'effet de perturbations stochastiques est étudié, permettant d'aborder des cas de réponse à des signaux extérieurs chimique (chimiotactisme) ou mécanique (obstacle). / Collective or individual cell displacements are essential in fundamental physiological processes (immune response, embryogenesis) as well as in pathological developments (tumor metastasis). The intracellular processes responsible for cell motion have a complex self-organized activity spanning different time and space scales. Highlighting general principles of migration is therefore a challenging task.In a first part, we build stochastic particular models of migration. To do so, we describe key intracellular processes as discrete in space by using stochastic population models. Then, by a renormalization in large population, infinitesimal size and accelerated dynamics, we obtain continuous stochastic equations for the dynamics of interest, allowing a relation between the intracellular dynamics and the macroscopic displacement.First, we study the case of a leukocyte carried by the blood flow and developing adhesive bonds with the artery wall, until an eventual stop. The binding dynamics is described by a stochastic Birth and Death with Immigration process. These bonds correspond to resistive forces to the motion. We obtain explicitly the mean stopping time of the cell.Then, we study the case of cell crawling, that happens by the formation of protrusions on the cell edge, that grow on the substrate and exert traction forces. We describe this dynamics by a structured population process, where the structure comes from the protrusions' orientations. The limiting continuous model can be analytically studied in the 1D migration case, and gives rise to a Fokker-Planck equation on the probability distribution for the protrusion density. For a stationary profile, we can show the existence of a dichotomy between a non motile state and a directional displacement state.In a second part, we build a deterministic minimal migration model in a discoïdal cell domain. We base our work on the idea such that the structures responsible for migration also reinforce cell polarisation, which favors in return a directional displacement. This positive feedback loop involves the convection of a molecular marker, whose inhomogeneous spatial repartition is characteristic of a polarised state.The model writes as a convection-diffusion problem for the marker's concentration, where the advection field is the velocity field of the Darcy fluid that describes the cytoskeleton. Its active character is carried by boundary terms, which makes the originality of the model.From the analytical point of vue, the 1D model shows a dichotomy depending on a critical mass for the marker. In the subcritical and critical cases, it is possible to show global existence of weak solutions, as well as a rate-explicit convergence of the solution towards the unique stationary profile, corresponding to a non-motile state. Above the critical mass, for intermediate values, we show the existence of two additional stationary solutions corresponding to polarised motile profiles. Moreover, for asymmetric enough initial profiles, we show the finite time apparition of a blowup.Studying a more complex model involving activation of the marker at the cell membrane permits to get rid of this singularity.From the numerical point of vue, numerical experiments are led in 2D either in finite volumes (Matlab) or finite elements (FreeFem++) discretizations. They allow to show both motile and non motile profiles. The effect of stochastic fluctuations in time and space are studied, leading to numerical simulations of cases of responses to an external signal, either chemical (chemotaxis) or mechanical (obstacles).

This is a collection of four papers about the All-Affected Principle (AAP): the view that every person whose morally weighty interests are affected by a democratic decision has the right to participate in that decision. The first paper ('Narrow Possibilism about Democratic Enfranchisement') examines how we should distribute democratic participation rights: a plausible version of AAP must avoid treating unlike cases alike, which would be procedurally unfair. The solution is to distribute participation rights proportionately to the risk that a person's interests will be affected. AAP thus implies an account of political equality that requires adherence to the 'one person-one vote' model only if interests are indeed equally affected. The second paper ('Economic Participation Rights and the AAP') argues that AAP supporters have paid insufficient attention to economic participation rights. The exercise of such rights raises unique worries about democratic accountability, which is why their exercise is constrained by a number of duties. The third paper ('What AAP Is, and How (Not) to Fight It') explores how AAP fares in light of possible objections from desirability and feasibility. Unlike crude versions of AAP, a plausibly restricted version of AAP cannot be dismissed as easily as many AAP sceptics may have thought. My reflections here are useful for AAP supporters and sceptics alike: this paper helps clarify what kind of objection can cast serious doubt on AAP. The fourth paper ('Criminal Disenfranchisement, Political Wrongdoing, and Affected Interests') asks: is AAP compatible with criminal disenfranchisement? AAP, when endorsed in combination with a plausible theory of punishment, is compatible with disenfranchising a narrow set of criminal wrongdoers only: those guilty of 'political wrongdoing', which is wrong primarily because it undermines democratic procedures and institutions for private gain. The upshot is that current blanket policies of criminal disenfranchisement are incompatible with AAP.

This thesis consists of three self-contained parts, each with its own abstract, body, references and page numbering. Part I, 'Potential theory, path integrals and the Laplacian of the indicator', finds the transition density of absorbed or reflected Brownian motion in a d-dimensional domain as a Feynman-Kac functional involving the Laplacian of the indicator, thereby relating the hitherto unrelated fields of classical potential theory and path integrals. Part II, 'The problem of alternatives', considers parallel investment in alternative technologies or drugs developed over time, where there can be only one winner. Parallel investment accelerates the search for the winner, and increases the winner's expected performance, but is also costly. To determine which candidates show sufficient performance and/or promise, we find an integral equation for the boundary of the optimal continuation region. Part III, 'Optimal support for renewable deployment', considers the role of government subsidies for renewable technologies. Rapidly diminishing subsidies are cheaper for taxpayers, but could prematurely kill otherwise successful technologies. By contrast, high subsidies are not only expensive but can also prop up uneconomical technologies. To analyse this trade-off we present a new model for technology learning that makes capacity expansion endogenous. There are two reasons for this standalone structure. First, the target readership is divergent. Part I concerns mathematical physics, Part II operations research, and Part III policy. Readers interested in specific parts can thus read these in isolation. Those interested in the thesis as a whole may prefer to read the three introductions first. Second, the separate parts are only partially interconnected. Each uses some theory from the preceding part, but not all of it; e.g. Part II uses only a subset of the theory from Part I. The quickest route to Part III is therefore not through the entirety of the preceding parts. Furthermore, those instances where results from previous parts are used are clearly indicated.

We propose a moving-boundary scenario to model the penetration of diffusants into rubbers. Immobilizing the moving boundary by using the well-known Landau transformation transforms the original governing equations into new equations posed in a fixed domain. We solve the transformed equations by the finite element method and investigate the parameter space by exploring the eventual effects of the choice of parameters on the overall diffusants penetration process. Numerical simulation results show that the computed penetration depths of the diffusant concentration are within the range of experimental measurements. We discuss numerical estimations of the expected large-time behavior of the penetration fronts. To have trust in the obtained simulation results, we perform the numerical analysis for our setting. Initially, we study semi-discrete finite element approximations of the corresponding weak solutions. We prove both a priori and a posteriori error estimates for the mass concentration of the diffusants, and respectively, for the a priori unknown position of the moving boundary. Finally, we present a fully discrete scheme for the numerical approximation of model equations. Our scheme is based on the Galerkin finite element method for the space discretization combined with the backward Euler method for time discretization. In addition to proving the existence and uniqueness of a solution to the fully discrete problem, we also derive a priori error estimates for the mass concentration of the diffusants, and respectively, for the position of the moving boundary that fit to our implementation in Python. Our numerical illustrations verify the obtained theoretical order of convergence in physical parameter regimes.

Let G be a subset of the dual of a real Banach space X and F ⊂ G. Then F is a James boundary of G if each w∗ -continuous linear functional on X attains its supremum over G on an element of the set F. We ask whether a norm bounded subset of X which is countably compact for the topology generated by F is ne- cessary sequentially compact for the topology generated by G. The main content of our work is a positive solution to this problem. As a corollary we obtain James characterization of weakly compact subsets of a real Banach space. Due to the Eberlein-Šmuljan theorem a positive solution to the so called boundary problem is shown as a special case of the affirmative answer to the question raised above. The question is further discussed for a case of Banach spaces defined over the complex field. In this case we cannot use the old definition of the James boun- dary but by a "natural" way it is possible to redefine the term James boundary and then we are able to answer our question positively again. 1