Ce travail de thèse nous a mené à apporter de nouveaux développements au code Monte-Carlo de simulation détaillée Geant4-DNA pour étudier les interactions des électrons de basse énergie dans l'eau liquide, principal constituant des organismes biologiques. La précision des résultats obtenus avec les codes Monte-Carlo repose sur le réalisme de leurs modèles physiques : les sections efficaces. CPA100 est un autre code Monte-Carlo de structure de trace. Il dispose de sections efficaces d'ionisation, d'excitation électronique et de diffusion élastique dont les méthodes de calculs sont indépendantes de celles utilisées pour les sections efficaces de Geant4-DNA (modèles physique " option 2 " et son amélioration " option 4 "). De plus, les sections efficaces de CPA100 sont en meilleur accord avec certaines données expérimentales. Nous avons implémenté les sections efficaces de CPA100 dans Geant4-DNA pour offrir aux utilisateurs l'opportunité d'utiliser des modèles physiques alternatifs désignés Geant4-DNA-CPA100. Ils sont disponibles en libre accès dans la plateforme Geant4 depuis juillet 2017. La vérification de l'implémentation correcte de ces modèles physiques dans Geant4-DNA a consisté à comparer la simulation de plusieurs grandeurs de base obtenues avec Geant4-DNA-CPA100 et CPA100 et des résultats très similaires ont été obtenus. Par exemple, un excellent accord entre les longueurs de trajectoire et les nombres d'interactions a été mis en évidence. Puis, nous avons évalué l'impact des sections efficaces en utilisant les modèles physiques originaux de Geant4-DNA (" option 2 " et " option 4 "), Geant4-DNA-CPA100 et le code PENELOPE, pour obtenir des grandeurs d'intérêt pour des calculs dosimétriques : les " dose-point kernels " (DPK, pour des électrons monoénergétiques) et les facteurs S (pour des électrons monoénergétiques et des émetteurs d'électrons Auger). Les calculs de DPK de Geant4-DNA avec les modèles physiques " option 2 " et " option 4 " sont similaires et une différence systématique a été mise en évidence avec Geant4-DNA-CPA100. Les DPK calculés par ce dernier ont montré un bon accord avec le code PENELOPE. Les facteurs S obtenus avec Geant4-DNA " option 2 " sont globalement proches de Geant4-DNA-CPA100. Enfin, nous avons cartographié les dépôts d'énergie dans un contexte de radioimmunothérapie. De telles simulations sont habituellement réalisées en considérant des tumeurs sphériques et des biodistributions uniformes d'anticorps monoclonaux. Nous avons extrait des données plus réalistes d'un modèle 3D innovant de lymphome folliculaire, incubé avec des anticorps. Les dépôts d'énergie ont été calculés pour différents émetteurs d'électrons Auger (111In et 125I) et de particules ß- (90Y, 131I et 177Lu). Ces calculs ont montré que les émetteurs de particules ß- délivrent plus d'énergie et irradient une plus grande fraction du volume que les émetteurs d'électrons Auger. L'émetteur de particule ß- le plus efficace dépend de la taille du modèle qui est utilisé. / During this PhD thesis, new developments have been brought to Geant4-DNA step-by-step Monte Carlo code. They were used to study low-energy electron interactions in liquid water - the major component of living organisms. The accuracy of results obtained through Monte Carlo code is limited by the validity of their cross sections. CPA100 is another step-by-step Monte Carlo code. It is equipped with ionization, electronic excitation and elastic scattering cross sections. However, these cross sections are calculated according to methods independent of those used for Geant4-DNA cross section calculations, which consisted of two original physics models: "option 2" and its improvement, "option 4". Moreover, in some cases CPA100 cross sections are in better agreement with experimental data. Therefore, the first objective of this research was to implement CPA100 cross sections into Geant4-DNA in order to give users the choice of alternative physics models, known as Geant4-DNA-CPA100. They have been available to users since July 2017. The verification of the correct implementation of these physics models within Geant4-DNA involved a comparison of different basic quantities between Geant4-DNA-CPA100 and CPA100 and extremely similar results were obtained. For instance, a very good agreement was highlighted between the calculations of the track length and the number of interactions. Consequently, the impact of cross sections was assessed using the original Geant4-DNA physics models ("option 2" and "option 4"), the alternative Geant4-DNA-CPA100 physics models and PENELOPE code for calculations of useful quantities in nuclear medicine, such as dose-point kernels (DPKs for monoenergetic electrons) and S values (for monoenergetic electrons and Auger electron emitters). With regards to DPK calculations, Geant4-DNA with "option 2" and "option 4" physics models were in close agreement, showing a systematic difference with Geant4-DNA-CPA100, which in turn were close to those calculated with PENELOPE code. For S value calculations, however, Geant4-DNA results were in good agreement with Geant4-DNA-CPA100. Finally, in the context of radioimmunotherapy, energy depositions were mapped. Such simulations are usually performed assuming spherical tumor geometries and uniform monoclonal antibody distributions. Realistic data was extracted from an innovative 3D follicular lymphoma model incubated with antibodies. Energy depositions were calculated for Auger electron (111In and 125I) and ß- particle (90Y, 131I and 177Lu) emitters. It was demonstrated that ß- particle emitters delivered more energy and irradiated greater volume than Auger electron emitters. The most effective ß- particle emitter depends on the size of the model that is used.

Nesta tese apresentamos a análise da absorção e do espalhamento de partículas não massivas de spins 0 e 1 por buracos negros de Schwarzschild, assim como a absorção e espalhamento por análogos acústicos destes buracos negros. Apresentamos também a análise da absorção e do espalhamento do campo escalar não massivo por buracos negros de Reissner-Nordström. A presente pesquisa se baseia no método de decomposição em ondas parciais. Devido a estes espaços-tempos serem estáticos e esfericamente simétricos, as partes temporal e angular das soluções das equações de campo se reduzem a funções conhecidas. O mesmo não acontece com a parte radial, o que nos leva a abordar o problema, principalmente, por meio de métodos numéricos. Cálculos analíticos também são realizados, geralmente para podermos verificar a precisão dos resultados numéricos. Os principais resultados analíticos mostrados aqui são a seção de choque de absorção em baixas e altas frequências e a seção de choque diferencial de espalhamento para ângulos próximos a 180 (efeito glória). Mostramos, de forma analítica, que as principais características das seções de choque de absorção e diferencial de espalhamento estão diretamente relacionadas à existência da órbita instável de partículas não massivas. Os nossos resultados numéricos estão em excelente concordância com os resultados obtidos por meio de cálculos analíticos. Com relação ao espaço-tempo de Reissner-Nordström, mostramos qual o comportamento das seções de choque com a variação da intensidade de carga do buraco negro. No caso de buracos negros descarregados, fazemos comparações das seções de choque obtidas para partículas de diferentes spins. / We present an analysis of the absorption and scattering of massless particles of spin 0 and 1 by Schwarzschild black holes, and the absorption and scattering by analogues of these black holes. We present also the analysis of the massless scalar field absorption and scattering by Reissner-Nordström black holes. This research is based on the partial wave methods. Since these spacetimes are static and spherically symmetric, the time and angular dependence of the field equation solutions can be written in terms of well known functions. The same does not happen with the radial part of the field equation solutions, so that we apply numerical methods to solve the absorption and scattering problem. Analytical computations are also performed and we use them to verify the precision of our numerical computations. The main analytical results obtained here are the low- and high-frequency absorption cross sections and the dierential scattering cross section for angles near 180 (the glory eect). We use our analytical results to show that the main cross sections properties are related to the existence of an unstable orbit for massless particles. We compare our numerical results with semiclassical approximations from a geodesic analysis, and find excellent agreement. In the Reissner-Nordström spacetime case, we show how the cross sections behave as we vary the black hole charge. For uncharged black holes, we compare cross sections for particles with dierent spins.

This thesis is composed of three chapters which propose some novel approaches to model and forecast financial time series. The first chapter focuses on high frequency financial returns and proposes a quantile regression approach to model their intraday seasonality and dynamics. The second chapter deals with the problem of forecasting the yield curve including large datasets of macroeconomics information. While the last chapter addresses the issue of modelling the term structure of interest rates. The first chapter investigates the distribution of high frequency financial returns, with special emphasis on the intraday seasonality. Using quantile regression, I show the expansions and shrinks of the probability law through the day for three years of 15 minutes sampled stock returns. Returns are more dispersed and less concentrated around the median at the hours near the opening and closing. I provide intraday value at risk assessments and I show how it adapts to changes of dispersion over the day. The tests performed on the out-of-sample forecasts of the value at risk show that the model is able to provide good risk assessments and to outperform standard Gaussian and Student’s t GARCH models. The second chapter shows that macroeconomic indicators are helpful in forecasting the yield curve. I incorporate a large number of macroeconomic predictors within the Nelson and Siegel (1987) model for the yield curve, which can be cast in a common factor model representation. Rather than including macroeconomic variables as additional factors, I use them to extract the Nelson and Siegel factors. Estimation is performed by EM algorithm and Kalman filter using a data set composed by 17 yields and 118 macro variables. Results show that incorporating large macroeconomic information improves the accuracy of out-of-sample yield forecasts at medium and long horizons. The third chapter statistically tests whether the Nelson and Siegel (1987) yield curve model is arbitrage-free. Theoretically, the Nelson-Siegel model does not ensure the absence of arbitrage opportunities. Still, central banks and public wealth managers rely heavily on it. Using a non-parametric resampling technique and zero-coupon yield curve data from the US market, I find that the no-arbitrage parameters are not statistically different from those obtained from the Nelson and Siegel model, at a 95 percent confidence level. I therefore conclude that the Nelson and Siegel yield curve model is compatible with arbitrage-freeness.

The interactions, with emulsion nuclei, of O-16 ions accelerated at 2.1 GeV/nucleon in the Berkeley accelerator, are analyzed. A phenomenological study of the events, particularly reaction cross sections and multiplicities is exposed to nuclear theories with nucleons acting individually and collectively An study of the angular distributions of the reaction products and their correlations, particularly in the transversal space, is shown. Finally, a discussion of the present parton model of the nucleon structure is done, comparing it with the experimental results.

The date for the formation of the Benton Uplift, Ouachita orogeny, is bracketed by Carboniferous synorogenic sediments deposited to the north and Late Pennsylvanian to Early Permian isotopic dates from the weakly metamorphosed rocks within the uplift. We address the largely unknown structural history between these two constraints by presenting an improved 3-dimensional kinematic model using better constrained retrodeformable sections. These new sections are based on all surface and subsurface data, new zircon fission track dates and thermal maturation data including new ‘crystallinity’ data to constrain the maximum burial depth. Concordant zircon fission track ages range from 307 ± 18.8 Ma to 333.4 ± 38.9 Ma or from the Late Devonian to Early Permian. Maximum ‘crystallinity’ of both illite and chlorite indicate these exposed rocks experienced a temperature of ~300°C across the eastern Benton Uplift. This temperature is consistent with reconstructed burial depths using cumulative stratigraphic thickness without having to call on structural thickening. Comparing coarse and fine clay fractions, computed temperature for the fine clay fraction is less by ~100°C than that of the coarse clay fraction. This difference is the same for all formations studied. This uniform difference in temperature may indicate cooling of the orogen as it deformed or more than one thermal event.

Diese Dissertation beschäftigt sich mit der Ein-Photonen-Ionisation von einfachen Atomen und hierbei insbesondere mit der Interpretation von Photoionisationsquerschnitten im Lichte elektronischer Korrelationen. Die Arbeit gliedert sich in zwei Teile. Im ersten Teil untersuchen wir die Einfachphotoionisation des Heliumatoms unterhalb der Doppelionisationsschwelle. Die korrelierte Dynamik der Elektronen drückt sich in diesem Energiebereich in der Existenz doppeltangeregter Resonanzzustände aus. Im Mittelpunkt dieses ersten Teiles steht die Analyse partieller Einfachphotoionisationsquerschnitte. Diese lassen sich anhand ihres gleichen Aussehens, wir sprechen von gleichartigen Resonanzmustern, quer durch die N-Mannigfaltigkeiten (d.h. über einen weiten Energiebereich) in sogenannte Ketten gruppieren. Die Deutung dieser Ähnlichkeitsmuster basiert auf der Klassifikation der doppeltangeregten Zustände mittels Quantenzahlen, die von approximativen Symmetrien im Heliumatom herrühren. Im zweiten Teil der Arbeit befassen wir uns mit der Mehrfachionisation von einfachen Atomen. Wir diskutieren zunächst einfache analytische Formfunktionen zur Beschreibung von Mehrfachionisationsquerschnitten. Den breitesten Raum des zweiten Teiles nimmt die Entwicklung eines Modells der Doppelphotoionisation ein, das auf der expliziten Separation der dominanten Ionisationsmechanismen beruht. Die zwei wesentlichen Mechanismen der Doppelphotoionisation (in nichtrelativistischer Dipolnäherung) sind die Knock-Out (KO)- und die Shake-Off (SO)-Ionisation. Im Rahmen unseres Modells beschreiben wir den KO-Mechanismus mittels einer konzeptionell wenig aufwendigen (quasi-)klassischen Phasenraummethode. Für den SO-Mechanismus stellen wir einen einfachen auf einer sudden approximation basierenden Zugang vor. Wir wenden unser Modell auf die Doppelionisation der Elemente der isoelektronischen Reihe von Helium an und diskutieren dabei die Bedeutung der Mechanismen in Abhängigkeit der Photonenenergie. Der KO-Beitrag zu den Querschnitten lässt sich im Rahmen des sogenannten Halbstoß-Modells der Doppelphotoionisation interpretieren, das eine Verbindung zur Elektronenstoßionisation herstellt.

Through distributed stream network routing, it has quantitatively been shown that the relationship between flow travel time and discharge varies strongly nonlinearly with stream stage and with catchment-specific properties. Physically derived distributions of water travel times through a stream network were successfully used to parameterise the streamflow response function of a compartmental hydrological model. Predictions were found to improve compared to conventional statistically based parameterisation schemes, for most of the modelled scenarios, particularly for peakflow conditions. A Fourier spectral analysis of 55-110 years of daily discharge time series from 79 unregulated catchments in Sweden revealed that the discharge power spectral slope has gradually increased over time, with significant increases for 58 catchments. The results indicated that the catchment scaling function power spectrum had steepened in most of the catchments for which historical precipitation series were available. These results suggest that (local) land-use changes within the catchments may affect the discharge power spectra more significantly than changes in precipitation (climate change). A case study from an agriculturally intense catchment using historical (from the 1880s) and modern stream network maps revealed that the average stream network flow distance as well as average water levels were substantially diminished over the past century, while average bottom slopes increased. The study verifies the hypothesis that anthropogenic changes (determined through scenario modelling using a 1D distributed routing model) of stream network properties can have a substantial influence on the travel times through the stream networks and thus on the discharge hydrographs. The findings stress the need for a more hydrodynamically based approach to adequately describe the variation of streamflow response, especially for predictions of higher discharges. An increased physical basis of response functions can be beneficial in improving discharge predictions during conditions in which conventional parameterisation based on historical flow patterns may not be possible - for example, for extreme peak flows and during periods of nonstationary conditions, such as during periods of climate and/or land use change. / <p>QC 20150903</p>

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