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On numerical approximations for stochastic differential equationsZhang, Xiling January 2017 (has links)
This thesis consists of several problems concerning numerical approximations for stochastic differential equations, and is divided into three parts. The first one is on the integrability and asymptotic stability with respect to a certain class of Lyapunov functions, and the preservation of the comparison theorem for the explicit numerical schemes. In general, those properties of the original equation can be lost after discretisation, but it will be shown that by some suitable modification of the Euler scheme they can be preserved to some extent while keeping the strong convergence rate maintained. The second part focuses on the approximation of iterated stochastic integrals, which is the essential ingredient for the construction of higher-order approximations. The coupling method is adopted for that purpose, which aims at finding a random variable whose law is easy to generate and is close to the target distribution. The last topic is motivated by the simulation of equations driven by Lévy processes, for which the main difficulty is to generalise some coupling results for the one-dimensional central limit theorem to the multi-dimensional case.
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Analyse mathématique d’un système dynamique/réaction-diffusion modélisant la distribution des bactéries résistantes aux antibiotiques dans les rivières / Mathematical analysis of a dynamical/reaction-diffusion system modelling the distribution of antibiotic resistant bacteria in riversMostefaoui, Imene Meriem 03 October 2014 (has links)
L'objectif de cette thèse est l'étude qualitative de certains modèles de la dynamique et la distribution des bactéries dans une rivière. Il s'agit de la stabilité des états stationnaires et l'existence des solutions périodiques. Nous considérons, dans la première partie de la thèse, un système d'équations différentielles ordinaires qui modélise les interactions et la dynamique de quatre espèces de bactéries dans une rivière. Nous avons étudié le comportement asymptotique des états stationnaires. L'étude de la stabilité des états stationnaires est essentiellement faite par la construction d'une fonction de Lyapunov combinée avec le principe d'invariance de LaSalle. D'autre part, l'existence des solutions périodiques est démontrée en utilisant le théorème de continuation de Mawhin. La deuxième partie de la thèse est consacrée à l'étude d'un système de convection-diffusion non-autonome. Ce modèle tient compte du transport des bactéries. Nous étudions l'analyse qualitative des solutions, nous déterminons l'ensemble limite du système et nous démontrons l'existence des états stationnaires positifs. L'étude de l'existence des états stationnaires (les seuls qu'il soit possible d'obtenir) est basée sur le théorème de Leray-Schauder. / The objective of this thesis is the qualitative study of some models of the dynamic and the distribution of bacteria in a river. We are interested in the stability of equilibria and the existence of periodic solutions. The thesis can be divided into two parts; the first part is concerned with a mathematical analysis of a system of differential equations modelling the dynamics and the interactions of four species of bacteria in a river. The asymptotic behavior of equilibria is established. The stability study of equilibrium states is mainly done by construction of Lyapunov functions combined with LaSalle's invariance principle. On the other hand, the existence of periodic solutions is proved under certain conditions using the continuation theorem of Mawhin. In the second part of this thesis, we propose a non-autonomous convection-reaction diffusion system with nonlinear reaction source functions. This model refers to the quantification and the distribution of antibiotic resistant bacteria (ARB) in a river. Our main contributions are : (i) the determination of the limit set of the system; it is shown that it is reduced to the solutions of the associated elliptic system; (ii) sufficient conditions for the existence of a positive solution of the associated elliptic system based on the Leray Schauder's degree theory.
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