Background: Foam rolling (FR) is a promising new trend in the world of resistance training, sports and  athletics. It is often used as a warm up activity as a substitute or addition to  stretching modalities such as static stretching (SS). The proposed benefits behind FR is that it can lead to  both acute and chronic increases in performance and flexibility. Aim: The aim of this study was to investigate the effects of two different warm­up intervention protocols  of the hamstrings musculature on: 1) Performance in the bilateral standing long jump 2) Flexibility in a  supine active­knee­extension test. Method: The study consisted of sixteen male participants who were all healthy adult recreational athletes.  The two different interventions were, a) Static Stretching protocol (SS) and b) a Foam Rolling protocol  (FR). These were compared to a baseline warm up (BLWU). The SS consisted of 1 x 30 seconds of active  SS using the lying supine active­knee­extension position after a short warm­up. The FR consisted of 1  bout of 30 seconds of FR of the hamstrings musculature of each leg after a short warm­up. BLWU  consisted of a short warm­up (5 submaximal bilateral standing long jumps). Performance was measured  using a bilateral standing long jump test. Flexibility was measured with a goniometer using a lying supine active ­knee­ extension test. The student’s t­test was used to study differences between and within groups (BLWU, SS, FR). Results: No differences between BLWU and Post­SS (p=0.89) as well as BLWU compared to Post­FR (p=0.86) was detected for performance. However, an increase in flexibility was shown favoring Post­SS over BLWU (p=0.021) as well as Post­FR over BLWU (p=0.045). No significant difference was seen  between changes in the Post­SS and Post­FR groups in either performance or flexibility (p=0.887 and  p=0.944 respectively). Conclusion: It seems that both SS and FR are similarly viable and effective methods for acute increases  in flexibility in the active­knee­extension test without subsequent decreases in performance of the bilateral standing long jump.

Multiscale mathematical modelling is one of the major driving forces behind the systems biology revolution. The inherently interdisciplinary nature of its study and the multiple spatial and temporal scales which characterise its dynamics make cell migration an ideal candidate for a systems biology approach. Due to its ease of analysis and its compatibility with the type of data available, phenomenological continuum modelling has long been the default framework adopted by the cell migration modelling community. However, in recent years, with increased computational power, complex, discrete, cell-level models, able to capture the detailed dynamics of experimental systems, have become more prevalent. These two modelling paradigms have complementary advantages and disadvantages. The challenge now is to combine these two seemingly disparate modelling regimes in order to exploit the benefits offered by each in a comprehensive, multiscale equivalence framework for modelling cell migration. The main aim of this thesis is to begin with an on-lattice, individual-based model and derive a continuum, population-based model which is equivalent to it in certain limits. For simple models this is relatively easy to achieve: beginning with a one-dimensional, discrete model of cell migration on a regular lattice we derive a partial differential equation for the evolution of cell density on the same domain. We are also able to simply incorporate various signal sensing dynamics into our fledgling equivalence framework. However, as we begin to incorporate more complex model attributes such as cell proliferation/death, signalling dynamics and domain growth we find that deriving an equivalent continuum model requires some innovative mathematics. The same is true when considering a non-uniform domain discretisation in the one-dimensional model and when determining appropriate domain discretisations in higher dimensions. Higher-dimensional simulations of individual-based models bring with them their own computational challenges. Increased lattice sites in order to maintain spatial resolution and increased cell numbers in order to maintain consistent densities lead to dramatic reductions in simulation speeds. We consider a variety of methods to increase the efficiency of our simulations and derive novel acceleration techniques which can be applied to general reaction systems but are especially useful for our spatially extended cell migration algorithms. The incorporation of domain growth in higher dimensions is the final hurdle we clear on our way to constructing a complex discrete-continuum modelling framework capable of representing signal-mediated cell migration on growing (possibly non-standard) domains in multiple dimensions.

L’analyse biomécanique du mouvement humain en utilisant des systèmes optoélectroniques et des marqueurs cutanés considère les segments du corps comme des corps rigides. Cependant, le mouvement des tissus mous par rapport à l'os, c’est à dire les muscles et le tissu adipeux, provoque le déplacement des marqueurs. Ce déplacement est le fait de deux composantes, une composante propre correspondant au mouvement aléatoire de chaque marqueur et une composante à l’unisson provoquant le déplacement commun des marqueurs cutanés lié au mouvement des masses sous-jacentes. Si nombre d’études visent à minimiser ces déplacements, des simulations ont montré que le mouvement des masses molles réduit la dynamique articulaire. Cette observation est faite uniquement par la simulation, car il n'existe pas de méthodes capables de dissocier la cinématique des masses molles de celle de l’os. L’objectif principal de cette thèse consiste à développer une méthode numérique capable de distinguer ces deux cinématiques. Le premier objectif était d'évaluer une méthode d'optimisation locale pour estimer le mouvement des masses molles par rapport à l’humérus obtenu avec une tige intra-corticale vissée chez trois sujets. Les résultats montrent que l'optimisation locale sous-estime de 50% le déplacement des marqueurs et qu’elle conduit à un classement de marqueurs différents en fonction de leur déplacement. La limite de cette méthode vient du fait qu'elle ne tient pas compte de l’ensemble des composantes du mouvement des tissus mous, notamment la composante en unisson. Le second objectif était de développer une méthode numérique qui considère toutes les composantes du mouvement des tissus mous. Plus précisément, cette méthode devait fournir une cinématique similaire et une plus grande estimation du déplacement des marqueurs par rapport aux méthodes classiques et dissocier ces composantes. Le membre inférieur est modélisé avec une chaine cinématique de 10 degrés de liberté reconstruite par optimisation globale en utilisant seulement les marqueurs placés sur le pelvis et la face médiale du tibia. L’estimation de la cinématique sans considérer les marqueurs placés sur la cuisse et le mollet permet d'éviter l’influence de leur déplacement sur la reconstruction du modèle cinématique. Cette méthode testée sur 13 sujets lors de sauts a obtenu jusqu’à 2,1 fois plus de déplacement des marqueurs en fonction de la méthode considérée en assurant des cinématiques similaires. Une approche vectorielle a montré que le déplacement des marqueurs est surtout dû à la composante à l’unisson. Une approche matricielle associant l’optimisation locale à la chaine cinématique a montré que les masses molles se déplacent principalement autour de l'axe longitudinal et le long de l'axe antéro-postérieur de l'os. L'originalité de cette thèse est de dissocier numériquement la cinématique os de celle des masses molles et les composantes de ce mouvement. Les méthodes développées dans cette thèse augmentent les connaissances sur le mouvement des masses molles et permettent d’envisager l’étude de leur effet sur la dynamique articulaire. / Biomechanical analysis of human movement using optoelectronic system and skin markers considers body segments as rigid bodies. However the soft tissue motion relative to the bone, including muscles, fat mass, results in relative displacement of markers. This displacement is the results of two components, an own component which corresponds to a random motion of each marker and an in-unison component corresponding to the common movement of skin markers resulting from the movement of the underlying wobbling mass. While most studies aim to minimize these displacements, computer simulation models have shown that the movement of the soft tissue motion relative to the bones reduces the joint kinetics. This observation is only available using computer simulations because there are no methods able to distinguish the kinematics of wobbling mass of the bones kinematics. The main objective of this thesis is to develop a numerical method able to distinguish this different kinematics. The first aim of this thesis was to assess a local optimisation method for estimating the soft tissue motion using intra-cortical pins screwed into the humerus in three subjects. The results show that local optimisation underestimates of 50% the marker displacements. Also it leads to a different marker ranking in terms of displacement. The limit of local optimisation comes from the fact that it does not consider all the components of the soft tissue motion, especially the in-unison component. The second aim of this thesis was to develop a numerical method that accounts for all the component of the soft tissue motion. More specifically, this method should provide similar kinematics and estimate large marker displacement and distinguish the two components to conventional approaches. The lower limb is modeled using a 10 degree of freedom chain model reconstructed using global optimisation and the markers placed only on the pelvis and the medial face of the shank. The original estimate of joint kinematics without considering the markers placed on the thigh and on the calf avoids the influences of these markers displacement on the kinematic model reconstruction. This method was tested on 13 subjects who performed hopping trials and obtained up to 2.1 times of marker displacement depending the method considered ensuring similar joint-kinematics. A vector approach shown that marker displacements is more induce by the in-unison component. A matrix approach combining the local optimisation and the kinematic model shown that the wobbling mass moves around the longitudinal axis and along the antero-posterior axis of the bone. The originality of this thesis is to numerically distinguish the bone kinematics from the wobbling mass kinematics and the two components of the soft tissue motion. The methods developed in this thesis increases the knowledge on soft tissue motion and allow future studies to consider their movement in joint kinetics calculation.

Title: Training jumps difficulty in sport aerobics. Objectives: Jumps difficulty in aerobic sports athletes seems to be most problematic part of the performance for large demands on the technical implementation. Aim of this study will therefore analyze the technical and didactic jumps difficulty developing a methodology and training. The work can use coaches and athletes, as a methodological material to correct the errors in the current design practice new jumps and difficulty. Methods: After studying literature, focusing on sports and gymnastic training, I used the specific chapters related to the technique performed jumps in sport aerobics. Video analysis, I analyzed the reports selected category of racing sports aerobics usually classified in terms of difficulty of the jumps. Results: Analysis of the technical difficulty of execution jumps according to the rules of sports aerobics, I proposed a number of methodological training jumps selected difficulty. Finally, I have said frequently occurring errors in the implementation of selected jumps. The work could help improve the technical aspects of performance sport aerobics athletes to achieve better performance. Keywords: Sport aerobic, fitness aerobic, aerobic team show, jumps, jump training, elements of difficulty, sports performance, sports...

In the presented thesis we study three methods of pricing European currency barrier options. With help of these methods we value selected barrier options with underlying asset EUR/CZK. In the first chapter we introduce the basic definitions from the world of financial derivatives and we describe our data. In the second chapter we deal with the classical model based on geometric Brownian motion of underlying asset and we prove a theorem of valuating Up-In-barrier option in this model. In the third chapter we introduce a model with stochastic volatility, the Heston model. We calibrate this model to market data and we use it to value our barrier options. In the last chapter we describe a jump diffusion model. Again we calibrate this jump diffusion model to market data and price our barrier options. The aim of this thesis is to decribe and to compare different methods of valuating barrier options. 1

Title: Black-Scholes Models of Option Pricing Author: Martin Cekal Department: Department of Probability and Mathematical Statistics Supervisor: prof. RNDr. Bohdan Maslowski, DrSc., Charles University in Prague, Faculty of Mathematics and Physics, Department of Probability and Mathematical Statistics. Abstract: In the present master thesis we study a generalization of Black-Scholes model using fractional Brownian motion and jump processes. The main goal is a derivation of the price of call option in a fractional jump market model. The first chapter introduces long memory and its modelling by discrete and continuous time models. In the second chapter fractional Brownian motion is defined, appropriate stochastic analysis is developed and we generalize the notion of Lévy and jump processes. The third chapter introduces fractional Black-Scholes model. In the fourth chapter, tools developed in the second chapter are used for the construction of jump fractional Black-Scholes model and derivation of explicit formula for the price of european call option. In the fifth chapter, we analyze long memory contained in simulated and empirical time series. Keywords: Black-Scholes model, fractional Brownian motion, fractional jump process, long- memory, options pricing.

There has been an on-going debate about choices of the most suitable model amongst a variety of model specifications and parameterizations. The first dissertation essay investigates whether asymmetric leptokurtic return distributions such as Hansen's (1994) skewed tdistribution combined with GARCH specifications can outperform mixed GARCH-jump models such as Maheu and McCurdy's (2004) GARJI model incorporating the autoregressive conditional jump intensity parameterization in the discrete-time framework. I find that the more parsimonious GJR-HT model is superior to mixed GARCH-jump models. Likelihood-ratio (LR) tests, information criteria such as AIC, SC, and HQ and Value-at-Risk (VaR) analysis confirm that GJR-HT is one of the most suitable model specifications which gives us both better fit to the data and parsimony of parameterization. The benefits of estimating GARCH models using asymmetric leptokurtic distributions are more substantial for highly volatile series such as emerging stock markets, which have a higher degree of non-normality. Furthermore, Hansen's skewed t-distribution also provides us with an excellent risk management tool evidenced by VaR analysis. The second dissertation essay provides a variety of empirical evidences to support redundancy of stochastic volatility for SP500 index returns when stochastic volatility is taken into account with infinite activity pure Lévy jumps models and the importance of stochastic volatility to reduce pricing errors for SP500 index options without regard to jumps specifications. This finding is important because recent studies have shown that stochastic volatility in a continuous-time framework provides an excellent fit for financial asset returns when combined with finite-activity Merton's type compound Poisson jump-diffusion models. The second essay also shows that stochastic volatility with jumps (SVJ) and extended variance-gamma with stochastic volatility (EVGSV) models perform almost equally well for option pricing, which strongly imply that the type of Lévy jumps specifications is not important factors to enhance model performances once stochastic volatility is incorporated. In the second essay, I compute option prices via improved Fast Fourier Transform (FFT) algorithm using characteristic functions to match arbitrary log-strike grids with equal intervals with each moneyness and maturity of actual market option prices.

On dérive un nouveau modèle d’écoulements cisaillés et turbulents d’eau peu profonde. Les écarts de la vitesse horizontale par rapport à sa valeur moyenne sont pris en compte par une nouvelle variable appelée enstrophie, liée à la vorticité et à l’énergie turbulente. Le modèle comporte trois équations qui sont les bilans de masse, de quantité de mouvement et d’énergie. Le modèle est hyperbolique et peut être écrit sous forme conservative. L’énergie turbulente, dont l’intensité peut être importante, est produite par les ondes de choc qui apparaissent naturellement dans le modèle. Les écoulements rapidement variés étudiés sont caractérisés par l’existence d’une structure turbulente appelée rouleau dans laquelle la dissipation d’énergie turbulente joue un rôle majeur. Cette dissipation, qui détermine notamment le profil de profondeur, est modélisée par l’introduction d’un terme nouveau dans le bilan d’énergie. Le modèle comporte deux paramètres. L’un gouverne la dissipation de l’énergie turbulente du rouleau. L’autre paramètre, l’enstrophie de paroi, liée au cisaillement sur le fond, peut être considéré comme constant dans la partie rapidement variée d’un écoulement, sur laquelle il exerce une influence assez faible. Ce modèle a été appliqué avec succès aux vagues des trains de rouleaux et au ressaut hydraulique classique. Le profil de la surface libre est en très bon accord avec les résultats expérimentaux. L’étude numérique en régime non stationnaire permet notamment de prédire le régime oscillatoire du ressaut hydraulique. La fréquence d’oscillations correspondante est en accord satisfaisant avec les mesures expérimentales de la littérature. / We derive a new model of turbulent shear shallow water flows. The deviation of the horizontal velocity from its average value is taken into account by a new variable called enstrophy, which is related to the vorticity and to the turbulent energy. The model consists of three equations which are the balances of mass, momentum and energy. The model is hyperbolic and can be written in conservative form. The turbulent energy, which can be of high intensity, is produced in shock waves which appear naturally in the model. The rapidly varied flows we studied are characterized by the presence of a turbulent structure called roller in which the turbulent energy dissipation plays a major part. This dissipation, which determines, in particular, the depth profile, is modelled by the introduction of a new term in the energy balance equation. The model contains two parameters. The first one governs the dissipation of the turbulent energy of the roller. The second one, the wall enstrophy, related to the shearing at the bottom, can be considered as constant in the rapidly varied part of the flow on which it does not exert an important influence. This model was successfully applied to roll waves and to the classical hydraulic jump. The free surface profile was found in very good agreement with the experimental results. The numerical study in the non-stationary case can notably predict the oscillations of the hydraulic jump. The corresponding oscillation frequency is in good agreement with the experimental measures found in the literature.

Sistemas Lineares com Saltos Markovianos (SLSMs) são estudados desde a década de 1960 e vêm ganhando visibilidade desde então, com diversas aplicações dentre as quais Finanças, Robótica e Engenharias diversas. Um problema de regulação trata de controlar o SLSM buscando fazer sua trajetória se aproximar de zero. Quando os saltos markovianos são observados, o problema é simples e bem resolvido, muito diferente de quando não se observam os saltos. Neste trabalho é estudado um algoritmo da literatura utilizado para resolver o problema de regulação sem observação dos saltos, chamado Método Variacional (MV). Sendo um dos melhores métodos para o dado problema, enfrenta dificuldades de cunho numérico. Neste trabalho se procura analisar e melhorar o condicionamento dos subproblemas envolvidos, de forma a favorecer a convergência do método. São testadas abordagens diferentes usando precondicionadores e comparados os resultados, permitindo concluir que três das cinco abordagens é que trouxeram os melhores resultados. Por se tratar de sistemas lineares do tipo Ax = b, as abordagens de condicionamento podem ser adaptadas para outros problemas semelhantes. / Markov Jump Linear Systems (MJLSs) have been studied since the decade of 1960 and they are gaining visibility ever since, due to a wide range of applications, such as Finance, Robotics, several Engeneerings among others. The so called regulation problem is to control the MJLS seeking to make its trajectory to approach zero. When markovian jumps are observed, the problem is simple and the solution given as closed formulas, which is quite different from the situation when jumps are not observed. We study an algorithm available in literature called Variational Method (VM). Even though it is one of the best methods to solve the problem, it has some numerical difficulties. We analyse its performance and propose some ideas aiming at the ill-conditioning of the subproblems involved, in order to improve the convergence of the method. Different approaches are tested using preconditioners and the results are compared, indicating that three approaches of the five tested ones are promising for convergence improvement. Because the subproblems are linear systems of type Ax = b, these approaches can be adapted to similar problems.

Neste trabalho estudamos um controlador denominado rastreador linear quadrático (RLQ) com custo médio de longo prazo (CMLP) para sistemas lineares com saltos markovianos (SLSM). Mostramos que o conceito de detetabilidade uniforme, juntamente com a hipótese de que o regulador linear quadrático associado ao RLQ tenha custo uniformemente limitado, são suficientes para que o controle obtido seja estabilizante em um certo sentido. A partir deste resultado, e considerando as mesmas hipóteses, demonstramos a existência do CMLP. Com isto, estendemos os resultados dispostos na literatura desde que consideramos um sistema variante no tempo e uma estrutura mais geral para a cadeia deMarkov. Além disto, avaliamos a aplicação deste controlador no planejamento da operação de um sistema hidrotérmico. Para isto, utilizamos o sistema de usinas do rio São Francisco, em dois casos de estudo, para comparar o desempenho do controlador estudado em relação à solução ótima para o problema, encontrada com o uso da programação dinâmica estocástica, e em relação à solução obtida via programação dinâmica determinística. Os resultados sugerem que o RLQ pode representar uma alternativa interessante para o problema de planejamento hidrotérmico / In the present work we study the reference tracking controller (RTC) for the long run average cost (LRAC) problem for Markov jump linear systems. We show that uniform detectability and an hypothesis that the linear quadratic regulator associated with the RTC has uniformly bounded cost, together, are sufficient conditions for the obtained control be exponentially stabilizing in a certain sense. This result allows us to demonstrate the existence of the LTAC under the same hypotheses. The results can be regarded as an extension of previous works, since we have considered a more general framework with time-varying systems and quite general Markov chains. As an applicatioin, we consider the operational planning of hydrothermal systems. We have considered some power plants of the Sao Francisco river, in two different scenarios, and we have compared the performances of the RTC and standard controls obtained by deterministic and stochastic dynamic programming, indicating that the RTC may be an interesting alternative for the hydrothermal planning problem