Many diffusion processes in nature and society were found to be anomalous, in the sense of being fundamentally different from conventional Brownian motion. An important example is the migration of biological cells, which exhibits non-trivial temporal decay of velocity autocorrelation functions. This means that the corresponding dynamics is characterized by memory effects that slowly decay in time. Motivated by this we construct non-Markovian lattice-gas cellular automata models for moving agents with memory. For this purpose the reorientation probabilities are derived from velocity autocorrelation functions that are given a priori; in that respect our approach is “data-driven”. Particular examples we consider are velocity correlations that decay exponentially or as power laws, where the latter functions generate anomalous diffusion. The computational efficiency of cellular automata combined with our analytical results paves the way to explore the relevance of memory and anomalous diffusion for the dynamics of interacting cell populations, like confluent cell monolayers and cell clustering.

En chimiotaxie, le modèle parabolique-parabolique classique de Keller-Segel en dimension d décrit l’évolution en temps de la densité d'une population de cellules et de la concentration d'un attracteur chimique. Cette thèse porte sur l’étude des équations de Keller-Segel parabolique-parabolique par des méthodes probabilistes. Dans ce but, nous construisons une équation différentielle stochastique non linéaire au sens de McKean-Vlasov dont le coefficient dont le coefficient de dérive dépend, de manière singulière, de tout le passé des lois marginales en temps du processus. Ces lois marginales couplées avec une transformation judicieuse permettent d’interpréter les équations de Keller-Segel de manière probabiliste. En ce qui concerne l'approximation particulaire il faut surmonter une difficulté intéressante et, nous semble-t-il, originale et difficile chaque particule interagit avec le passé de toutes les autres par l’intermédiaire d'un noyau espace-temps fortement singulier. En dimension 1, quelles que soient les valeurs des paramètres de modèle, nous prouvons que les équations de Keller-Segel sont bien posées dans tout l'espace et qu'il en est de même pour l’équation différentielle stochastique de McKean-Vlasov correspondante. Ensuite, nous prouvons caractère bien posé du système associé des particules en interaction non markovien et singulière. Nous établissons aussi la propagation du chaos vers une unique limite champ moyen dont les lois marginales en temps résolvent le système Keller-Segel parabolique-parabolique. En dimension 2, des paramètres de modèle trop grands peuvent conduire à une explosion en temps fini de la solution aux équations du Keller-Segel. De fait, nous montrons le caractère bien posé du processus non-linéaire au sens de McKean-Vlasov en imposant des contraintes sur les paramètres et données initiales. Pour obtenir ce résultat, nous combinons des techniques d'analyse d’équations aux dérivées partielles et d'analyse stochastique. Finalement, nous proposons une méthode numérique totalement probabiliste pour approcher les solutions du système Keller-Segel bi-dimensionnel et nous présentons les principaux résultats de nos expérimentations numériques. / The standard d-dimensional parabolic--parabolic Keller--Segel model for chemotaxis describes the time evolution of the density of a cell population and of the concentration of a chemical attractant. This thesis is devoted to the study of the parabolic--parabolic Keller-Segel equations using probabilistic methods. To this aim, we give rise to a non linear stochastic differential equation of McKean-Vlasov type whose drift involves all the past of one dimensional time marginal distributions of the process in a singular way. These marginal distributions coupled with a suitable transformation of them are our probabilistic interpretation of a solution to the Keller Segel model. In terms of approximations by particle systems, an interesting and, to the best of our knowledge, new and challenging difficulty arises: each particle interacts with all the past of the other ones by means of a highly singular space-time kernel. In the one-dimensional case, we prove that the parabolic-parabolic Keller-Segel system in the whole Euclidean space and the corresponding McKean-Vlasov stochastic differential equation are well-posed in well chosen space of solutions for any values of the parameters of the model. Then, we prove the well-posedness of the corresponding singularly interacting and non-Markovian stochastic particle system. Furthermore, we establish its propagation of chaos towards a unique mean-field limit whose time marginal distributions solve the one-dimensional parabolic-parabolic Keller-Segel model. In the two-dimensional case there exists a possibility of a blow-up in finite time for the Keller-Segel system if some parameters of the model are large. Indeed, we prove the well-posedness of the mean field limit under some constraints on the parameters and initial datum. Under these constraints, we prove the well-posedness of the Keller-Segel model in the plane. To obtain this result, we combine PDE analysis and stochastic analysis techniques. Finally, we propose a fully probabilistic numerical method for approximating the two-dimensional Keller-Segel model and survey our main numerical results.

No description available.

Diese Dissertation untersucht Quantensysteme in kondensierter Phase, welche mit ihrer Umgebung wechselwirken und durch ultrakurze Laserpulse angeregt werden. Die Zeitskalen der verschiedenen beteiligten Prozessen lassen sich bei solchen Problemen nicht separieren, weshalb die Standardmethoden zur Behandlung offener Quantensysteme nicht angewandt werden können. Die Methode des Surrogate Hamiltonian stellt ein Beispiel neuer Herangehensweisen an dissipative Quantendynamik dar. Die Weiterentwicklung der Methode und ihre Anwendung auf Phänomene, die zur Zeit experimentell untersucht werden, stehen im Mittelpunkt dieser Arbeit. Im ersten Teil der Arbeit werden die einzelnen dissipativen Prozesse klassifiziert und diskutiert. Insbesondere wird ein Modell der Dephasierung in die Methode des Surrogate Hamiltonian eingeführt. Dies ist wichtig für zukünftige Anwendungen der Methode, z.b. auf kohärente Kontrolle oder Quantencomputing. Diesbezüglich hat der Surrogate Hamiltonian einen großen Vorteil gegenüber anderen zur Verfügung stehenden Methoden dadurch, daß er auf dem Spin-Bad, d.h. auf einer vollständig quantenmechanischen Beschreibung der Umgebung, beruht. Im nächsten Schritt wird der Surrogate Hamiltonian auf ein Standardproblem für Ladungstransfer in kondensierter Phase angewandt, zwei nichtadiabatisch gekoppelte harmonische Oszillatoren, die in ein Bad eingebettet sind. Dieses Modell stellt eine große Vereinfachung von z.B. einem Molekül in Lösung dar, es dient hier jedoch als Testbeispiel für die theoretische Beschreibung eines prototypischen Ladungstransferereignisses. Alle qualitativen Merkmale eines solchen Experimentes können wiedergegeben und Defizite früherer Behandlungen identifiziert werden. Ultraschnelle Experimente beobachten Reaktionsdynamik auf der Zeitskala von Femtosekunden. Dies kann besonders gut durch den Surrogate Hamiltonian als einer Methode, die auf einer zeitabhängigen Beschreibung beruht, erfaßt werden. Die Kombination der numerischen Lösung der zeitabhängigen Schrödingergleichung mit der Wignerfunktion, die die Visualisierung eines Quantenzustands im Phasenraum ermöglicht, gestattet es, dem Ladungstransferzyklus intuitiv Schritt für Schritt zu folgen. Der Nutzen des Surrogate Hamiltonian wird weiterhin durch die Verbindung mit der Methode der Filterdiagonalisierung erhöht. Dies gestattet es, aus mit dem Surrogate Hamiltonian nur für relative kurze Zeite konvergierte Erwartungswerten Ergebnisse in der Frequenzdomäne zu erhalten. Der zweite Teil der Arbeit beschäftigt sich mit der theoretischen Beschreibung der laserinduzierten Desorption kleiner Moleküle von Metalloxidoberflächen. Dieses Problem stellt ein Beispiel dar, in dem alle Aspekte mit derselben methodischen Genauigkeit beschrieben werden, d.h. ab initio Potentialflächen werden mit einem mikroskopischen Modell für die Anregungs- und Relaxationsprozesse verbunden. Das Modell für die Wechselwirkung zwischen angeregtem Adsorbat-Substrat-System und Elektron-Loch-Paaren des Substrats beruht auf einer vereinfachten Darstellung der Elektron-Loch-Paare als ein Bad aus Dipolen und auf einer Dipol-Dipol-Wechselwirkung zwischen System und Bad. Alle Parameter können aus Rechnungen zur elektronischen Struktur abgeschätzt werden. Desorptionswahrscheinlichkeiten und Desorptionsgeschwindigkeiten werden unabhängig voneinander im experimentell gefundenen Bereich erhalten. Damit erlaubt der Surrogate Hamiltonian erstmalig eine vollständige Beschreibung der Photodesorptionsdynamik auf ab initio-Basis. / This thesis investigates condensed phase quantum systems which interact with their environment and which are subject to ultrashort laser pulses. For such systems the timescales of the involved processes cannot be separated, and standard approaches to treat open quantum systems fail. The Surrogate Hamiltonian method represents one example of a number of new approaches to address quantum dissipative dynamics. Its further development and application to phenomena under current experimental investigation are presented. The single dissipative processes are classified and discussed in the first part of this thesis. In particular, a model of dephasing is introduced into the Surrogate Hamiltonian method. This is of importance for future work in fields such as coherent control and quantum computing. In regard to these subjects, it is a great advantage of the Surrogate Hamiltonian over other available methods that it relies on a spin, i.e. a fully quantum mechanical description of the bath. The Surrogate Hamiltonian method is applied to a standard model of charge transfer in condensed phase, two nonadiabatically coupled harmonic oscillators immersed in a bath. This model is still an oversimplification of, for example, a molecule in solution, but it serves as testing ground for the theoretical description of a prototypical ultrafast pump-probe experiment. All qualitative features of such an experiment are reproduced and shortcomings of previous treatments are identified. Ultrafast experiments attempt to monitor reaction dynamics on a femtosecond timescale. This can be captured particularly well by the Surrogate Hamiltonian as a method based on a time-dependent picture. The combination of the numerical solution of the time-dependent Schrödinger equation with the phase space visualization given by the Wigner function allows for a step by step following of the sequence of events in a charge transfer cycle in a very intuitive way. The utility of the Surrogate Hamiltonian is furthermore significantly enhanced by the incorporation of the Filter Diagonalization method. This allows to obtain frequency domain results from the dynamics which can be converged within the Surrogate Hamiltonian approach only for comparatively short times. The second part of this thesis is concerned with the theoretical treatment of laser induced desorption of small molecules from oxide surfaces. This is an example which allows for a description of all aspects of the problem with the same level of rigor, i.e. ab initio potential energy surfaces are combined with a microscopic model for the excitation and relaxation processes. This model of the interaction between the excited adsorbate-substrate complex and substrate electron-hole pairs relies on a simplified description of the electron-hole pairs as a bath of dipoles, and a dipole-dipole interaction between system and bath. All parameters are connected to results from electronic structure calculations. The obtained desorption probabilities and desorption velocities are simultaneously found to be in the right range as compared to the experimental results. The Surrogate Hamiltonian approach therefore allows for a complete description of the photodesorption dynamics on an ab initio basis for the first time.

In der vorliegenden Promotionsarbeit werden optische Eigenschaften von Halbleiterquantengräben untersucht, die mit der Ausbildung von Speckle-Mustern in der exzitonischen Emission zusammenhängen. Die in nichtspekulärer Richtung nach resonanter Anregung von Exzitonen ausgestrahlte Emission enthält Informationen über Unordnung und Streuprozesse in der Probe. Im Kapitel "Spektrale Speckle-Analyse" wird gezeigt, dass Speckles zur Bestimmung des koährenten Anteils verwendet werden können. Außerdem kann die innerhalb des inhomogen verbreiterten Ensembles frequenzaufgelöste Lebensdauer der Exzitonen bestimmt werden. Eine mikroskopische Dichtematrixtheorie wird entwickelt und numerisch gelöst. Es wird eine gute Übereinstimmung mit den gemessenen Daten für unterschiedliche Quantengraben-Dicken und Temperaturen gefunden. Im Kapitel "Schrägliegende Speckles" werden Quantengräben mit mechanischer Verzerrung betrachtet. Die Verzerrung führt zu einer ort-abhängigen Änderung der Emissionsenergie in der Ebene des Quantengrabens und das richtungs- und zeitaufgelöste Specklemuster erfährt eine Drehung. Die theoretische Beschreibung des Rayleigh-Spektrums erlaubt es, diese Drehung mit dem lokalen Wert des Gradienten der Exzitonenergie in Beziehung zu setzen. Numerische Simulationen zeigen allerdings, dass dieser Effekt nicht durch eine Bewegung der Exzitonen entlang des Verzerrungs-Gradienten verursacht wird. Im Kapitel "Nicht-Markovsche Exziton-Phonon Dynamik" die Dichtematrixtheorie, wird jenseits der Markovschen Näherung für die Streuung von Exzitonen an akustischen Phononen numerisch gelöst. Das Absorptionsspektrum besteht aus Lorentz-formige Peaks und breiteren Seitenbändern, die aus der nicht-Markovschen Kopplung stammen. Diese Eigenschaften sind vor allem für die stark lokalisierten Zustände auf der Niederenergie-Seite des Spektrums wichtig, und erlauben eine bessere Deutung von Nahfeld-Experimenten. / In this work, optical properties of semiconductor quantum wells (QW) are investigated, which are relevant for the irregular light pattern (speckle pattern) emitted in nonspecular directions by QW after resonant excitation of the exciton states. This emission contains information on disorder and scattering processes in the sample. In Chapter "Spectral Speckle Analysis", it is shown that Speckles can be used for extraction of the coherent part of the emission, the Resonant Rayleigh Scattering. Furthermore, the frequency resolved lifetime of excitons within an inhomogeneously broadened ensemble can be established. A microscopic density matrix theory for excitons interacting with acoustic phonons is developed and numerically solved. Good agreement with the experimental results for different QW sizes and temperatures is found. In Chapter "Sloped Speckles" QW with mechanical strain are considered. The strain leads to a spatially dependent modification of the emission energy and to a tilting of the direction- and time-resolved speckle pattern. The theoretical description of the RRS relates this tilting to the local value of the spatial gradient of the exciton energy. However, numerical simulations make clear that this effect is not due to exciton motion along the strain gradient. In Chapter "Non-Markovian exciton-phonon dynamics" the density matrix theory is numerically solved beyond the Markov approximation for the interaction between excitons and acoustical phonons. The resulting absorption spectrum consists of Lorentzian peaks on top of broader sidebands originating from the non-Markovian coupling. These features are mostly important for the strongly localized states in the low energy side of the spectrum, suggesting a better interpretation of near-field experiments.

Diese Dissertation wendet eine unendlichdimensionalen Markov'schen Hebemethode auf nicht-Markov'sche Dynamiken an und schlägt das Modell der kontinuierlichen Saatbank sowie ein unendlichdimensionales Preisbeeinflussungsmodell vor. Wir verallgemeinern das Saatbankmodell aus [BGCKWB16], um allgemeinere Dormanzzeitverteilungen zu berücksichtigen. Inspiriert von [GdHO22] führen wir die Wright-Fisher-Diffusion und Koaleszenz mit einer Kontinuität von Saatbänken ein. Durch die Formulierung einer unendlichen dimensionale stochastischen Differentialgleichung beweisen wir die Existenz einer eindeutigen starken Lösung: der kontinuierlichen Saatbank-Diffusion. Anschließend zeigen wir, dass dieser Diffusionsprozess das Skalierungs-Limit der Allelfrequenzprozesse in einer Reihe von diskreten Wright-Fisher-Modellen darstellt. Darüber hinaus stellen wir eine Dualitätsbeziehung zwischen der kontinuierlichen Saatbank-Diffusion und der kontinuierlichen Saatbank-Koaleszenz her und diskutieren einige grundlegende Eigenschaften dieses Koaleszenzprozesses. Im finanziellen Bereich entwickeln wir, ähnlich wie im kontinuierlichen Saatbankmodell, einen unendlichen transienten Preisbeeinflussungsprozess. Dieser Prozess ist ein Markov'sche Hebung eines nicht-Markov'schen 1-dimensionalen Preisbeeinflussungsprozesses. In einem additiven Preisbeeinflussungsszenario vereinfachen wir, entsprechend den Methoden in [AKU22] und [BB24], das Problem der optimalen Liquidation zu einem linearen-quadratischen Optimalsteuerproblem. Strafterm werden in das erwartete Kostenfunktional eingeführt, um die eindeutige Lösbarkeit sicherzustellen. Schließlich stellen wir in Szenarien wie multiplikativen Preisbeeinflussungen die Skorokhod M1-Kontinuität der Kosten im unendlichen Dimensionen-Setting sicher. / This thesis applies an infinite-dimensional Markovian lifting method to non-Markovian dynamics, proposing the continuum seed-bank model and an infinite-dimensional price impact model. We generalize the seed-bank model from [BGCKWB16] to accommodate more general dormancy time distributions. Inspired by [GdHO22], we introduce the Wright-Fisher diffusion and coalescent with a continuum of seed-banks. By formulating an infinite-dimensional stochastic differential equation, we prove the existence of a unique strong solution: the continuum seed-bank diffusion. We then show that this diffusion process is the scaling limit of allele frequency processes in a sequence of discrete-time Wright-Fisher type models. Furthermore, we establish a duality relation between the continuum seed-bank diffusion and the continuum seed-bank coalescent, and discuss some basic properties of this coalescent process. In the financial domain, akin to the continuum seed-bank model, we develop an infinite-dimensional transient price impact process. This process is a Markovian lift of a non-Markovian 1-dimensional price impact process. In an additive price impact scenario, following the methods in [AKU22] and [BB24], we simplify the optimal liquidation problem to a linear-quadratic optimal control problem. Penalty terms are introduced into the expected cost functional to ensure unique solvability. Finally, in scenarios such as multiplicative price impacts, we establish the Skorokhod M1 continuity of the cost in the infinite-dimensional setting.

L'étude des effets quantiques, comme les cohérences quantiques, et leur exploitation en contrôle par impulsion laser constituent encore un défi numérique pour les systèmes de grande taille. Pour réduire la dimensionnalité du problème, la dynamique dissipative se focalise sur un sous-espace quantique dénommé 'système', qui inclut les degrés de liberté les plus importants. Le système est couplé à un bain thermique d'oscillateurs harmoniques. L'outil essentiel de la dynamique dissipative est la densité spectrale du bain, qui contient toutes les informations sur le bain et sur l'interaction entre le système et le bain. Plusieurs stratégies complémentaires existent. Nous adoptons une équation maîtresse quantique non-markovienne pour décrire l'évolution de la matrice densité associée au système. Cette approche, développée par C. Meier et D.J. Tannor, est perturbative en fonction du couplage entre le système et le bain, mais pas en fonction de l'interaction avec un champ laser. Le but est de confronter cette méthodologie à des systèmes réalistes calibrés par des calculs de structure électronique ab initio. Une première étude porte sur la modélisation du transfert d'électron ultrarapide à une hétérojonction oligothiophène-fullerène, présente dans des cellules photovoltaïques organiques. La description du problème en fonction d'une coordonnée brownienne permet de contourner la limitation du régime perturbatif. Le transfert de charge est plus rapide mais moins complet lorsque la distance R entre les fragments oligothiophène et fullerène augmente. La méthode de dynamique quantique décrite ci-dessus est ensuite combinée à la Théorie du Contrôle Optimal (OCT), et appliquée au contrôle d'une isomérisation, le réarrangement de Cope, dans le contexte des réactions de Diels-Alder. La prise en compte de la dissipation dès l'étape d'optimisation du champ permet à l'algorithme de contrôle de contrer la décohérence induite par l'environnement et conduit à un meilleur rendement. La comparaison de modèles à une et deux dimensions montre que le contrôle trouve un mécanisme adapté au modèle utilisé. En deux dimensions, il agit activement sur les deux coordonnées du modèle. En une dimension, le décohérence est minimisée par une accélération du passage par les états délocalisés situés au-dessus de la barrière de potentiel. / The study of quantum effects as quantum coherences and their exploitation for control by laser pulse are still a numerical challenge in big systems. To reduce the dimensionality of the problem, dissipative dynamics focuses on a quantum subspace called 'system', that includes the most important degrees of freedom. The system is coupled to a thermal bath made of harmonic oscillators. The essential tool of dissipative dynamics is the spectral density of the bath, that contains all the information about the bath and the interaction between the system and the bath. Several strategies coexist and complement one another. We adopt a non-Markovian quantum master equation for the evolution of the density matrix associated to the system. This approach, developped by C. Meier and D.J. Tannor, is perturbative in the system-bath coupling, but not in the interaction with a laser field. Our goal is to confront this methodology to realistic systems calibrated by ab initio electronic structure calculations. We first study the ultrafast electron transfer modelling an oligothiophene-fullerene heterojunction, found in organic photovoltaic cells. We present a way of overcoming the limitation of the perturbative regime, using a Brownian oscillator representation to describe the problem. Charge transfer is faster but less complete when the R distance between oligothiophene and fullerene fragments increases. Then we combine the quantum dynamical method described above with the Optimal Control Theory (OCT) method. An application is the control of an isomerization, the Cope rearrangement, in the context of Diels-Alder reactions. Including the dissipation at the design stage of the field enables the control algorithm to react on the environment-induced decoherence and to lead to a better yield. Comparing one and two-dimension models shows that control finds a mechanism adapted to the model. In two dimensions, it actively acts on the two coordinates of the model. In one dimension, decoherence is minimized by accelerating the way through the delocalized states located above the potential energy barrier.

"A distributed queueing Medium Access Control (MAC) protocol is used in Distributed Queue Dual Bus (DQDB) networks. A modified version of the MAC protocol was proposed by R.R. Pillai and U. Mukherji in an attempt to overcome some of the shortcomings of the DQDB MAC protocol. They analyzed the performance of the system for Bernoulli arrivals and for large propagation delays between the nodes. We extend the performance analysis of the modified MAC protocol for a DQDB type of Network. The parameter of interest to us is the bus access delay. This has two components, viz., the request bus access delay and the data bu6 access delay. We use the model at the request point at node and present methods to evaluate the delay experienced in such a model. The model is an n-priority ./D/l queue with D vacations (non-preemptive priority) where n is the number of nodes sending requests on the request bus for transmission on the data bus. The methods presented help to evaluate the request bus access delay when the arrivals at each node are Markovian Arrival Processes (MAPs). The algorithms for evaluating the mean request bus access delay are based on matrix geometric techniques. Thus, one can use the algorithms developed in the literature to solve for the finite buffers case too. This model, for the request bus access delay, holds irrespective of the propagation delay between the nodes. We also evaluate the inter-departure time of class 1 customers and virtual customers in a 2-priority M/G/l system with G vacations (non-preemptive priority). In the case of Poisson arrivals at all the nodes, we would have a 2-priority M/D/l system with D vacations (non-preemptive priority). We thus evaluate the inter-arrival time of the free slots on the data bus as seen by Node 2. Note that this is independent of the number of active nodes in the network We then develop methods to evaluate the mean data bus access delay experienced by the customers at Node 2 in a three-node network with 2 nodes communicating with the third when the propagation delay between the nodes is large. We consider the case of finite Local Queue buffers at the two nodes. Using this assumption we arrive at process of arrivals to the Combined Queue and the process of free slots on the data bus to be Markov Modulated Bernoulli processes. The model at the combined queue at Node 2 then has a Quasi Birth-Death evolution. Thus, this system is solved by using the Ramaswami-Latouche algorithm. The stationary probabilities are then used to evaluate the mean data bus access delay experienced at Node 2. The finite buffer case of this system can be solved by G.Wi Stewart's algorithm. The method in modelling the system and the results are presented in detail for Poisson arrivals. The extension of this to more complex processes is also explained. We encounter in the analysis an explosion of the state-space of the system. We try to counter this by considering approximations to the process of free slots on the data bus. The approximations considered are on the basis of what are known as Idealized Aggregates. The performance of the approximation is also detailed. It works very well under low and moderate load but underestimates the mean delay under heavy load. Thereafter, we discuss the performance of the system with reference to the mean of the access delay and the standard deviation of the access delay under varying traffic at the two nodes. For this part we use simulation results to discuss the performance. The comparison between the performance measures at both the nodes is also done. Then we develop methods/techniques to understand the performance of the system when we have finite propagation delays between the nodes. We concentrate on the 3-node problem and calculate performance bounds based on linear programs. This is illustrated in detail for Bernoulli arrivals for the case of 1 slot propagation delay between the nodes as well as for the case of 2 slots propagation delay. The performance of the bounds obtained is also detailed. The presence of an idling system at the combined queue of Node 2 makes the bounds somewhat loose. Finally, we discuss the performance of the system with reference to the mean access delay and the standard deviation of the access delay under varying load on the system. Again, we rely on simulation studies. Finally, we study the performance of the system as a multiplexer. For this, we re­strict the traffic to Markov Modulated Processes (or those which would satisfy the Gartner-Ellis Theorem requirements). The traffic is characterized by what are known as Envelope Processes - Lower and Upper. The class of processes which satisfy the conditions of the Gartner-Ellis theorem come under the category where both the Envelope Processes exist and the Minimum Envelope Rate and the Maximum Lower Envelope Rate are the same. We use the system evolution equations at the combined queue at any node to develop re­lations between the various input and output processes. First, this is done for a. system of this kind, in isolation. Then, we consider this system as a part of the modified protocol and present relations, among the various input and output processes, which are specific to the modified protocol. The possible use of all of the above to do Admission Control at the entry point to the Asynchronous Transfer Mode (ATM) network is also presented.

No description available.

Cette thèse est consacrée à la restauration et l'estimation des paramètres par filtrage dans les modèles de chaîne de Markov cachée classique, couple et triplet à sauts Markoviens. Nous proposons deux nouvelles méthodes d'approximation dans le cas des systèmes linéaires gaussiens à sauts Markoviens. La première est fondée sur l'utilisation des chaînes de Markov cachées par du bruit à mémoire longue, on obtient alors une méthode " partiellement non supervisée" dans la quelle certains paramètres, peuvent être estimés en utilisant une version adaptative de l'algorithme EM ou ICE, les résultats obtenus sont encourageant et comparables avec les méthodes classiquement utilisées du type (Kalman/Particulaire). La deuxième exploite l'idée de ne garder à chaque instant que les trajectoires les plus probables; là aussi, on obtient une méthode très rapide donnant des résultats très intéressants. Nous proposons par la suite deux familles de modèles à sauts qui sont originaux. la première est très générale où le processus couple composé du processus d'intérêt et celui des observations conditionnellement aux sauts, est une chaîne de Markov cachée, et nous proposons une extension du filtrage particulaire à cette famille. La deuxième, est une sous famille de la première où le couple composé de la chaîne des sauts et le processus d'observations est Markovien dans ce dernier cas le filtrage optimal exact est possible avec une complexité linéaire dans le temps. L'utilisation de la deuxième famille en tant qu'approximation de la première est alors étudiée et les résultats exposés dans ce mémoire semblent très encourageants / This thesis is devoted to the restoration problem and the parameter estimation by filtering in the traditional hidden Markov chain model, couple and triplet with Markovian jumps. We propose two new approximate methods in the case of Gaussian linear systems with Markovian jumps. first is founded to use the hidden Markov chains by noise with long memory, we obtains a method " partially not supervised" some parameters, can be estimated by using an adaptive version of EM or ICE algorithm, the results obtained are encouraging and comparable with the methods used classically (Kalman/Particle). The second one exploits idea to keep at every moment only the most probable trajectories; we obtains a very fast method giving very interesting results. Then we propose two families of models to jumps which are original. The first one is very general where the process couples made up of the hidden and the observations process conditionally to the jumps, are a hidden Markov chain, and we propose an extension of particulate filtering to this family. The second is under family of the first, where the couple made up of the jumps and the observations process is Markovian, in this last case exact optimal filtering is possible with a linear complexity in time. Using of the second family to approach the first one is studied and the results exposed in this memory seem very encouraging