Résumé La place à accorder aux mathématiques dans la formation des ingénieurs pour répondre aux besoins professionnels constitue l'objet de notre recherche qui s'appuie sur la théorie anthropologique du didactique. Le texte de la thèse débute par une enquête historique qui s'appuie à la fois sur l'histoire de l'Ecole Polytechnique et sur les travaux de la CIEM (ICMI) depuis sa création au début du XXe siècle. Elle met en évidence les tensions entre théorie et pratique qui sont sous-jacentes aux premiers modèles de formation et les débats qui s'ensuivent. Une analyse des recherches consacrées à la formation mathématique des ingénieurs et à l'analyse de pratiques professionnelles nous permet ensuite de situer notre problématique dans le contexte actuel. Nous utilisons alors le suivi de projets professionnels organisés dans le cadre d'une formation d'ingénieurs-maîtres à l'Institut Universitaire Professionnalisé d'Evry sur deux années consécutives et l'analyse approfondie de trois de ces projets pour comprendre les besoins mathématiques rencontrés par les étudiants et la façon dont ils y font face. Finalement, nous analysons les choix opérés par divers cours d'automatique et de mathématiques sur la transformée de Laplace, notion utilisée dans un des projets. Les praxéologies mathématiques sur lesquelles nous centrons notre étude vivent dans plusieurs institutions, mathématiques, disciplines intermédiaires et pratique, qui servent de référence aux institutions didactiques. S'appuyant sur les outils de la théorie anthropologique du didactique, notre travail est ainsi un exemple d'étude des effets transpositifs de la circulation des savoirs entre institutions.

<p>Using the finite element software FEMLAB® solutions are computed to Dirichlet problems for the Infinity-Laplace equation ∆∞(<i>u</i>) ≡ <i>u</i>²_x<i>u</i>_xx+ 2<i>u</i>_x<i>u</i>_y<i>u</i>_xy+<i>u</i>²_y<i>u</i>_yy= 0. For numerical reasons ∆<i>q</i>(<i>u</i>) = div (|▼<i>u</i>|<i>q</i>▼<i>u</i>)<i> = </i>0, which (formally) approaches as ∆∞(<i>u</i>) = 0 as <i>q</i> → ∞, is used in computation. A parametric nonlinear solver is used, which employs a variant of the damped Newton-Gauss method. The analysis of the experiments is done using the known theory of solutions to Dirichlet problems for ∆∞(<i>u</i>) = 0, which includes AMLEs (Absolutely Minimizing Lipschitz Extensions), sets of uniqueness, critical segments and lines of singularity. From the experiments one main conjecture is formulated: For Dirichlet problems, which have a non-constant boundary function, it is possible to predict the structure of the lines of singularity in solutions in the Infinity-Laplace case by examining the corresponding Laplace case.</p>

<p>In this thesis the double exponential jump-diffusion model is considered and the Laplace transform is used as a method for pricing both plain vanilla and path-dependent options. The evolution of the underlying stock prices are assumed to follow a double exponential jump-diffusion model. To invert the Laplace transform, the Euler algorithm is used. The thesis includes the programme code for European options and the application to the real data. The results show how the Kou model performs on the NASDAQ OMX Stockholm Market in the case of the SEB stock.</p>

In this thesis, capacity-constrained aspects of multi-level, multi-stage productionplanning are investigated. The aim has been to extend Material Requirements Planning Theory (MRP Theory) to cover more general problems dealing with capacity constraints, in particular when non-zero lead times are present and the processes take place in continuous time. MRP Theory deals with multi-level production systems with multiple items taking place either within a discrete or continuous time framework. External demand is considered either deterministic or stochastic. Lead times are assumed to be given constants, and the Net Present Value Principle has been applied as the objective function. The Bill-of-Materials, capturing component as well as capacity requirements, in volume as well as in advanced timing due to lead times, has been described using a generalised input matrix involving Laplace transforms or z transforms. In order to be able to apply Dynamic Programming as a solution method, the system state has been defined and designed in terms of a matrix, in which historical values of cumulative production and cumulative demand are given state variables. A high power computer has been used to calculate solutions to numerical examples. Moreover, this thesis examines the fundamental equations of MRP Theory in order to analyse the possibility to obtain closed-form expressions for the time development of the system, when standard ordering rules of MRP are applied. In addition, capacity-constrained production planning problems and procedures in a paper mill have been surveyed and are presented in the form of a case study.

In this thesis the double exponential jump-diffusion model is considered and the Laplace transform is used as a method for pricing both plain vanilla and path-dependent options. The evolution of the underlying stock prices are assumed to follow a double exponential jump-diffusion model. To invert the Laplace transform, the Euler algorithm is used. The thesis includes the programme code for European options and the application to the real data. The results show how the Kou model performs on the NASDAQ OMX Stockholm Market in the case of the SEB stock.

Heteroscedasticity (or time-dependent volatility) in economic and financial time series has been recognized for decades. Still, heteroscedasticity is surprisingly often neglected by practitioners and researchers. This may lead to inefficient procedures. Much of the work in this thesis is about finding more effective ways to deal with heteroscedasticity in economic and financial data. Paper I suggest a filter that, unlike the Box-Cox transformation, does not assume that the heteroscedasticity is a power of the expected level of the series. This is achieved by dividing the time series by a moving average of its standard deviations smoothed by a Hodrick-Prescott filter. It is shown that the filter does not colour white noise. An appropriate removal of heteroscedasticity allows more effective analyses of heteroscedastic time series. A few examples are presented in Paper II, III and IV of this thesis. Removing the heteroscedasticity using the proposed filter enables efficient estimation of the underlying probability distribution of economic growth. It is shown that the mixed Normal - Asymmetric Laplace (NAL) distributional fit is superior to the alternatives. This distribution represents a Schumpeterian model of growth, the driving mechanism of which is Poisson (Aghion and Howitt, 1992) distributed innovations. This distribution is flexible and has not been used before in this context. Another way of circumventing strong heteroscedasticity in the Dow Jones stock index is to divide the data into volatility groups using the procedure described in Paper III. For each such group, the most accurate probability distribution is searched for and is used in density forecasting. Interestingly, the NAL distribution fits best also here. This could hint at a new analogy between the financial sphere and the real economy, further investigated in Paper IV. These series are typically heteroscedastic, making standard detrending procedures, such as Hodrick-Prescott or Baxter-King, inadequate. Prior to this comovement study, the univariate and bivariate frequency domain results from these filters are compared to the filter proposed in Paper I. The effect of often neglected heteroscedasticity may thus be studied.

A discrete analogue of the Witten Laplacian on the n-dimensional integer lattice is considered. After rescaling of the operator and the lattice size we analyze the tunnel effect between different wells, providing sharp asymptotics of the low-lying spectrum. Our proof, inspired by work of B. Helffer, M. Klein and F. Nier in continuous setting, is based on the construction of a discrete Witten complex and a semiclassical analysis of the corresponding discrete Witten Laplacian on 1-forms. The result can be reformulated in terms of metastable Markov processes on the lattice. / In dieser Arbeit wird auf dem n-dimensionalen Gitter der ganzen Zahlen ein Analogon des Witten-Laplace-Operatoren eingeführt. Nach geeigneter Skalierung des Gitters und des Operatoren analysieren wir den Tunneleffekt zwischen verschiedenen Potentialtöpfen und erhalten vollständige Aymptotiken für das tiefliegende Spektrum. Der Beweis (nach Methoden, die von B. Helffer, M. Klein und F. Nier im Falle des kontinuierlichen Witten-Laplace-Operatoren entwickelt wurden) basiert auf der Konstruktion eines diskreten Witten-Komplexes und der Analyse des zugehörigen Witten-Laplace-Operatoren auf 1-Formen. Das Resultat kann im Kontext von metastabilen Markov Prozessen auf dem Gitter reformuliert werden und ermöglicht scharfe Aussagen über metastabile Austrittszeiten.

While great strides have been made in treating many classes of human disease, the late-onset neurodegenerative diseases continue to elude modern medicine. These diseases, which include Alzheimer's disease (AD), Parkinson's disease (PD), Huntington's disease (HD), the transmissible spongiform encephalopathies (TSEs), and amyotrophic lateral sclerosis (ALS), involve accumulation of insoluble aggregates of one or more causative proteins, leading to progressive loss of central nervous system neurons, progressively worsening neurological symptoms, and eventual patient death. All of these diseases are currently incurable and fatal. In the case of ALS, progressive death of upper and lower motor neurons leads to full-body paralysis, respiratory difficulty, and patient death. Of the subset of ALS cases showing familial inheritance, approximately 20% are caused by mutations in the SOD1 gene, encoding the Cu, Zn superoxide dismutase (SOD1). These mutations do not have the common property of impairing SOD1's normal function as a free radical scavenger. Instead, they are thought to increase the protein's likelihood of misfolding and aggregating via a poorly-understood aggregation cascade. It is believed that species populated along the misfolding and aggregation pathway may prove to be good targets for therapies designed to block accumulation of downstream toxic species, or to prevent aberrant protein-protein interactions responsible for neurotoxicity. In this thesis, several new techniques are developed to enable detailed elucidation of the SOD1 unfolding and misfolding pathways. Time-resolved measurements collected during SOD1 unfolding or misfolding of release of bound Cu and Zn, of changes in intrinsic fluorescence, of exposure of hydrophobic surface area, and of alterations in the chemical environment of histidine residues, are presented. A new mathematical analysis technique named the Analytical Laplace Inversion Algorithm is developed for rapid extraction of mechanistic information from these time-resolved signals. These tools are applied to the construction of the most detailed models to date of the unfolding and misfolding mechanisms of WT and ALS-causing mutant SOD1. The models presented identify several well-populated unfolding and misfolding intermediates that could serve as good targets for therapies designed to address the fundamental molecular mechanisms underlying SOD1-associated ALS, and to treat what is currently a devastating and incurable disease.

Using the finite element software FEMLAB® solutions are computed to Dirichlet problems for the Infinity-Laplace equation ∆∞(u) ≡ u2xuxx + 2uxuyuxy + u2yuyy = 0. For numerical reasons ∆q(u) = div (|▼u|q▼u) = 0, which (formally) approaches as ∆∞(u) = 0 as q → ∞, is used in computation. A parametric nonlinear solver is used, which employs a variant of the damped Newton-Gauss method. The analysis of the experiments is done using the known theory of solutions to Dirichlet problems for ∆∞(u) = 0, which includes AMLEs (Absolutely Minimizing Lipschitz Extensions), sets of uniqueness, critical segments and lines of singularity. From the experiments one main conjecture is formulated: For Dirichlet problems, which have a non-constant boundary function, it is possible to predict the structure of the lines of singularity in solutions in the Infinity-Laplace case by examining the corresponding Laplace case.

This thesis consists of six scientific papers, an introduction and a summary. All six papers concern the boundary behavior of non-negative solutions to partial differential equations. Paper I concerns solutions to certain p-Laplace type operators with variable coefficients. Suppose that u is a non-negative solution that vanishes on a part Γ of an Ahlfors regular NTA-domain. We prove among other things that the gradient Du of u has non-tangential limits almost everywhere on the boundary piece Γ, and that log|Du| is a BMO function on the boundary.  Furthermore, for Ahlfors regular NTA-domains that are uniformly (N,δ,r0)-approximable by Lipschitz graph domains we prove a boundary Harnack inequality provided that δ is small enough.  Paper II concerns solutions to a p-Laplace type operator with lower order terms in δ-Reifenberg flat domains. We prove that the ratio of two non-negative solutions vanishing on a part of the boundary is Hölder continuous provided that δ is small enough. Furthermore we solve the Martin boundary problem provided δ is small enough. In Paper III we prove that the boundary type Riesz measure associated to an A-capacitary function in a Reifenberg flat domain with vanishing constant is asymptotically optimal doubling. Paper IV concerns the boundary behavior of solutions to certain parabolic equations of p-Laplace type in Lipschitz cylinders. Among other things, we prove an intrinsic Carleson type estimate for the degenerate case and a weak intrinsic Carleson type estimate in the singular supercritical case. In Paper V we are concerned with equations of p-Laplace type structured on Hörmander vector fields. We prove that the boundary type Riesz measure associated to a non-negative solution that vanishes on a part Γ of an X-NTA-domain, is doubling on Γ. Paper VI concerns a one-phase free boundary problem for linear elliptic equations of non-divergence type. Assume that we know that the positivity set is an NTA-domain and that the free boundary is a graph. Furthermore assume that our solution is monotone in the graph direction and that the coefficients of the equation are constant in the graph direction. We prove that the graph giving the free boundary is Lipschitz continuous.