System identification finds nowadays application in various areas of biological research as a tool of empiric mathematical modeling and model individualization. A fundamental challenge of system identification in biology awaits in the form of response variability. Furthermore, biological systems tend to exhibit high degree of nonlinearity as well as significant time delays. This thesis covers system identification approaches developed for the applications within two particular biomedical fields: neuroscience and endocrinology. The first topic of the thesis is parameter estimation of the classical Elementary Motion Detector (EMD) model in insect vision. There are two important aspects to be taken care of in the identification approach, namely the nonlinear dynamics of the individual EMD and the spatially distributed structure of multiple detectors producing a measurable neural response. Hence, the suggested identification method is comprised of two consecutive stages addressing each of the above aspects. Furthermore, visual stimulus design for high spatial excitation order has been investigated. The second topic is parameter estimation of mathematical model for testosterone regulation in the human male. The main challenges of this application are in the unavailability of input signal measurements and the presence of an unknown pulsatile feedback in the system resulting in a highly nonlinear closed-loop dynamics. Semi-blind identification method has been developed based on a recently proposed pulse-modulated model of pulsatile endocrine regulation. The two system identification problems treated in the thesis bear some resemblance in the sense that both involve measured signals that can be seen as square-integrable functions of time. This property is handled by transforming the signals into the Laguerre domain, i.e. by equivalently representing the functions with their infinite Laguerre series.

In 2010 Chung-Graham-Knuth proved an interesting symmetric identity for the Eulerian numbers and asked for a q-analog version. Using the q-Eulerian polynomials introduced by Shareshian-Wachs we find such a q-identity. Moreover, we provide a bijective proof that we further generalize to prove other symmetric qidentities using a combinatorial model due to Foata-Han. Meanwhile, Hyatt has introduced the colored Eulerian quasisymmetric functions to study the joint distribution of the excedance number and major index on colored permutations. Using the Decrease Value Theorem of Foata-Han we give a new proof of his main generating function formula for the colored Eulerian quasisymmetric functions. Furthermore, certain symmetric q-Eulerian identities are generalized and expressed as identities involving the colored Eulerian quasisymmetric functions. Next, generalizing the recent works of Savage-Visontai and Beck-Braun we investigate some q-descent polynomials of general signed multipermutations. The factorial and multivariate generating functions for these q-descent polynomials are obtained and the real rootedness results of some of these polynomials are given. Finally, we study the diagonal generating function of the Jacobi-Stirling numbers of the second kind by generalizing the analogous results for the Stirling and Legendre-Stirling numbers of the second kind. It turns out that the generating function is a rational function, whose numerator is a polynomial with nonnegative integral coefficients. By applying Stanley's theory of P-partitions we find combinatorial interpretations of those coefficients

在這篇論文中,我們定義了熱帶導數和熱帶反導數.當我們對兩個相同的熱帶多項式求導數時,可能會得到不同的函數.為了克服此困難,我們限制在最大係數多項式下才求導數.熱帶導數的定義與古典導數相當不同.特別的是,我們有d/dxan⊙x^(⊙n)= an⊙x⊙n-1.將它線性化,我們得到d/dx[an⊙x^(⊙n)⊕an-1⊙x⊙n-1 ⊕…. a1⊙x⊕a0] = an⊙x⊙n-1 ⊕an-1⊙x⊙n-2⊕…⊕a1.我們將會解釋為什麼使用這種定義.導數對了解熱帶幾何很有幫助,它也引出了一些與古典導數相似的資訊.最後,我們討論如何定義及求熱帶多項式的熱帶反導數 / In this thesis, we define the tropical derivatives and anti-derivatives. When we differ- entiate two identical tropical polynomials, we might get two different functions. In order to overcome the diffculties, we restrict the polynomials to largest coeffcient polynomials to avoid unpredictable results when taking derivatives. The definitiion of the tropical derivatives is quite diffrent from the definition of classical derivatives. In particular, we have d/dxan⊙x^(⊙n)= an⊙x⊙n-1 . To extend it linearly, we obtain d/dx[an⊙x^(⊙n)⊕ a n-1⊙x⊙n-1 ⊕…. a1⊙x⊕a0] = an⊙x⊙n-1 ⊕a n-1⊙x⊙n-2⊕…⊕a1. We will explain why we use this kind of definition. The derivatives are helpful in understanding more about tropical geometry, and it carries out some information similar to classical derivatives. Finally, we discuss how to define and find tropical anti-derivatives for tropical polynomials. Keywords : Tropical derivatives, tropical anti-derivatives, tropical polynomials.

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A tese apresenta um método para a solução dos problemas do valor inicial (PVIs) com margens de erro comparáveis às de métodos numéricos consagrados (MN), tanto para a função quanto para suas derivadas. O método é aplicável a equações diferenciais (EDs) lineares ou não, sendo o ferramental desenvolvido até a quarta ordem, que pode ser expandido para ordens superiores. A solução é uma expressão polinomial de alto grau com coeficientes expressos pela razão entre dois inteiros. O método se mostra eficaz mesmo em alguns casos em que os MN não conseguiram dar a partida. As resoluções são obtidas considerando que o espaço de soluções é um espaço de Hilbert, equipado com a base completa dos polinômios de Legendre. Em decorrência do método aqui desenvolvido, os majorantes de erros para a função e derivadas são determinados analiticamente por um cálculo matricial também deduzido nesta tese. Paralelamente a toda fundamentação analítica, foi desenvolvido o software SAM, que automatiza todas as tarefas na busca de soluções dos PVIs. A tese propõe e verifica a validade de um novo critério de erro no qual pesam tanto os erros locais quanto os erros globais, simultaneamente. Como subprodutos dos resultados já descritos, igualmente integrados ao SAM, obtiveram-se também: (1) Um critério objetivo para analisar a qualidade de um MN, sem necessidade do conhecimento de seu algoritmo; (2) Uma ferramenta para aproximações polinomiais de alta precisão para funções de quadrado integrável em determinado intervalo limitado, com um majorante de erro; (3) Um ferramental analítico para transposição genérica (linear ou não) dos PVIs até 4ª ordem, nas mudanças de domínio; (4) As matrizes de integração e diferenciação genéricas para todas as bases polinomiais do espaço de Hilbert. / This thesis shows a new method to get polynomial solutions to the initial value problems (IVP), with an error margin comparable to the consecrate numerical methods (NM), for both the function and its derivatives. The method works with differential equations (DEs) linear or not, beeing the developed tolls available until 4th order, whose can be expanded to higher orders. The solution is a polynomial high degree expression with coefficients expressed by the ratio between two integers. The method behaves efficiently even in some cases that NM cannot get started. The resolutions are gotten considering that, the solution space is a Hilbert space, equipped with a complete set basis of Legendre Polynomials. Due the method here developed, the errors majoratives for the function and its derivatives are found analytically by a matrix calculus, also derived in this thesis. Beside all analytical foundation, a software (SAM) was developed to automate the whole process, joining all the tasks involved in the search for solutions to the IVP. This thesis proposes, verifies and validates a new error criterion, which takes in account simultaneously the local and global errors. As sub-products of the results described before, also integrated to the SAM, the following achievements should be highlighted: (1) An objective criterion to analyze the quality of any NM, despite of the knowledge of its algorithm; (2) A tool for a polynomial approximation, of high precision, for functions whose square is integrable in a given limited domain, with an errors majorative; (3) A tool-kit for a generically transpose (linear or not) of the IVPs domain and form, taking into account its derivatives, until the 4th order; (4) The generic matrices for integration and differentiation for all the polynomial basis of the Hilbert space.

Vlasov-Maxwell equilibria are characterised by the self-consistent descriptions of the steady-states of collisionless plasmas in particle phase-space, and balanced macroscopic forces. We study the theory of Vlasov-Maxwell equilibria in one spatial dimension, as well as its application to current sheet and flux tube models. The ‘inverse problem' is that of determining a Vlasov-Maxwell equilibrium distribution function self-consistent with a given magnetic field. We develop the theory of inversion using expansions in Hermite polynomial functions of the canonical momenta. Sufficient conditions for the convergence of a Hermite expansion are found, given a pressure tensor. For large classes of DFs, we prove that non-negativity of the distribution function is contingent on the magnetisation of the plasma, and make conjectures for all classes. The inverse problem is considered for nonlinear ‘force-free Harris sheets'. By applying the Hermite method, we construct new models that can describe sub-unity values of the plasma beta (βpl) for the first time. Whilst analytical convergence is proven for all βpl, numerical convergence is attained for βpl = 0.85, and then βpl = 0.05 after a ‘re-gauging' process. We consider the properties that a pressure tensor must satisfy to be consistent with ‘asymmetric Harris sheets', and construct new examples. It is possible to analytically solve the inverse problem in some cases, but others must be tackled numerically. We present new exact Vlasov-Maxwell equilibria for asymmetric current sheets, which can be written as a sum of shifted Maxwellian distributions. This is ideal for implementations in particle-in-cell simulations. We study the correspondence between the microscopic and macroscopic descriptions of equilibrium in cylindrical geometry, and then attempt to find Vlasov-Maxwell equilibria for the nonlinear force-free ‘Gold-Hoyle' model. However, it is necessary to include a background field, which can be arbitrarily weak if desired. The equilibrium can be electrically non-neutral, depending on the bulk flows.

[pt] Mercados emergentes de renda fixa desenvolveram-se rapidamente nesta última década. No contexto de mercados de renda fixa, a estrutura a termo da taxa de juros desempenha papel fundamental. No entanto, muitos dos métodos estatísticos e econométricos aplicados a problemas relacionados à estrutura a termo em mercados desenvolvidos não são úteis em mercados emergentes. A maior dificuldade encontra-se normalmente na falta de informações e na baixa liquidez. Neste trabalho,apresentamos uma extensão do modelo de estimação de estruturas a termo em mercados emergentes proposto em Almeida et al. [1998], e usamos este modelo para obter três diferentes aplicações em mercados emergentes de renda fixa: alocação de carteiras, evolução da estrutura a termo da taxa de juros e estimação de risco. / [en] Fixed income emerging markets developed quickly during the last decade. In the context of studying fixed income markets, the term structure of interest rates appears as a fundamental tool. However, many statistical and econometrics methods used to solve problems related to the term structure in developed markets are not useful in the context of emerging markets. The greatest difficulty is usually related to the lack of information and liquidity. In this work, we present an extension of a model for the estimation of term structures in emerging markets proposed in Almeida et al. [1998], and apply this model to obtain three different applications in fixed income emerging markets: portfolio allocation, term structure evolution and risk estimation. / [es] Mercados emergentes de renta fija se desarrollaron rápidamente en esta última década. En el contexto de mercados de renta fija, la extructura a término de la tasa de interés desempeña un papel fundamental. Sin embargo, muchos de los métodos estadísticos y econométricos aplicados a problemas relacionados a la extructura a término en mercados desarrollados no son útiles en mercados emergentes. La mayor dificuldad se encuentra normalmente en la falta de informaciones y en la baja liquidez. En este trabajo,presentamos una extensión del modelo de estimación de extructuras a término en mercados emergentes propuesto en Almeida et al. [1998], y usamos este modelo para analizar tres aplicaciones diferentes en mercados emergentes de renta fija: asignación de carteras, evolución de la extructura a término de la tasa de interés y estimación de riesgo.

Malgré son indéniable succès pour décrire les systèmes physiques à l'équilibre thermodynamique (grâce à la distribution de Boltzmann, reflétant la maximisation de l'entropie, et permettant la construction systématique de potentiels thermodynamiques), la physique statistique n'offre pas de cadre général pour étudier les phénomènes hors d'équilibre, i.e dans lesquels on observe un courant moyen non nul d'une grandeur physique (énergie, charge, particules...).L'objectif de la thèse est de décrire de tels systèmes à l'aide de modèles très simples mais qui retranscrivent néanmoins les principales caractéristiques physiques de ceux-ci. Ces modèles sont constitués de particules se déplacant de manière aléatoire sur un réseau unidimensionnel connecté à des réservoirs et soumises à un principe d'exclusion. L'enjeu est de calculer exactement l'état stationnaire du modèle, notamment le courant de particules, ses fluctuations et plus particulièrement sa fonction de grande déviation (qui pourrait jouer le rôle d'un potentiel thermodynamique hors d'équilibre).Une première partie de la thèse vise à construire des modèles dits intégrables, dans lesquels il est possible de mener à bien des calculs exacts de quantités physiques. De nouveaux modèles hors d'équilibre sont proposés grâce à la résolution dans des cas particuliers de l'équation de Yang-Baxter et de l'équation de réflexion. De nouvelles structures algébriques permettant la construction de ces solutions par une procédure de Baxtérisation sont introduites.Une deuxième partie de la thèse consiste à calculer exactement l'état stationnaire de tels modèles en utilisant l'ansatz matriciel. Les liens entre cette technique et l'intégrabilité du modèle ont été mis en lumière au travers de deux relations clef: la relation de Zamolodchikov-Faddeev et la relation de Ghoshal-Zamolodchikov. L'intégrabilité a aussi été exploitée au travers des equations de Knizhnik-Zamolodchikov quantiques, afin de calculer les fluctuations du courant, mettant en lumière des connexions avec la théorie despolynômes symétriques (polynômes de Koornwinder en particulier).Enfin une dernière partie de la thèse porte sur la limite hydrodynamique des modèles étudiés, i.e lorsque la maille du réseau tend vers zero et que le nombre de constituants du système tend vers l'infini. Les résultats exacts obtenus sur les modèles à taille finie ont permis de vérifier les prédictions de la théorie des fluctuations macroscopiques (concernant les fluctuations du courant et du profil de densité dans l'état stationnaire) et de l'étendre à des modèles comprenant plusieurs espèces de particules. / Although statistical physics has been very successful to describe physical systems at thermal equilibrium (thanks to the Boltzmann distribution, which reflects the maximization of the entropy, and allows one to construct in a systematic way thermodynamic potentials), it remains elusive to provide an efficient framework to study phenomena that are out-of-equilibrium, i.e displaying non vanishing current of physical quantities (energy, charge, particles...).The goal of the thesis is to describe such systems with very simple models which retain nevertheless their main physical features. The models consist in particles evolving randomly on a one dimensional lattice connected to reservoirs and subject to hard-core repulsion. The challenge lies in computing exactly the stationary state of the model, especially the particle current, its fluctuations and more precisely its large deviation function (which is expected to play the role of an out-of-equilibrium thermodynamic potential).In the first part of the thesis we construct models, called integrable, in which we can perform exact computations of physical quantities. We introduce several new out-of-equilibrium models that are obtained by solving, in specific cases, the Yang-Baxter equation and the reflection equation. We provide new algebraic structures which allow us to construct the solutions through a Baxterisation procedure.In the second part of the thesis we compute exactly the stationary state of these models using a matrix ansatz. We shed light on the connection between this technique and the integrability of the model by pointing out two key relations: the Zamolodchikov-Faddeev relation and the Ghoshal-Zamolodchikov relation. The integrability is also exploited, through the quantum Knizhnik-Zamolodchikov equations, to compute the fluctuations of the particles current, unrevealing connections with the theory of symmetric polynomials (the Koornwinder polynomials in particular).Finally the last part of the thesis deals with the hydrodynamic limit of the models, i.e when the lattice spacing tends to $0$ and the number of particles tends to infinity. The exact results obtained for a finite size system allow us to check the validity of the predictions of the macroscopic fluctuations theory (concerning the fluctuations of the current and the density profile in the stationary state) and to extend the theory to systems with several species of particles.

This thesis consists of four research papers. In the first paper we construct nonmetrizable compact convex sets with pathological sets of simpliciality, show- ing that the properties of the set of simpliciality known in the metrizable case do not hold without the assumption of metrizability. In the second paper we construct an example concerning remotal sets, answering thus a question of Martín and Rao, and present a new proof of the fact that in every infinite- dimensional Banach space there exists a closed convex bounded set which is not remotal. The third paper is a study of the relations between polynomials on Banach spaces and linear identities. We investigate under which conditions a linear identity is satisfied only by polynomials, and describe the space of poly- nomials satisfying such linear identity. In the last paper we study the coarse and uniform embeddability between Orlicz sequence spaces. We show that the embeddability between two Orlicz sequence spaces is in most cases determined only by the values of their upper Matuszewska-Orlicz indices. 1

Uma questão interessante na política monetária é se os Bancos Centrais dão pesos iguais para desvios positivos e negativos da inflação e do hiato do produto das suas respectivas metas. Para responder à esta questão, estimou-se a função perda da autoridade monetária não parametricamente através do método de sieve estimator, expandindo-a através de uma base composta de polinômios ortogonais. A economia foi modelada com agentes foward-looking e com comprometimento por parte da autoridade monetária. O método foi aplicado para a os Estados Unidos desde 1960 e para o Brasil a partir de 1999. Para a economia norte-americana não foram encontradas evidências de assimetria nas preferências da autoridade monetária. Já no Brasil o Banco Central mostrou ter preferências assimétricas quanto à inflação, auferindo uma maior perda de desvios negativos do que positivos em relação à meta. / An interesting question in monetary policy is whether the Central Bank gives equal weights to positive and negative deviations of inflation and output gap from their targets. Trying answering this question, we estimated the monetary authority’s loss function nonparametrically, using the method of sieves, expanding it with orthogonal polynomials. The economy was model with forward-looking agents and with commitment of the monetary authority. We applied the method to U.S. monetary policy since 1960 and for Brazil since 1999. For the U.S. economy, it was not found evidence of asymmetry in the preferences of the monetary authority. In Brazil, the Central Bank proved to have asymmetric preferences about inflation, with a greater loss for negative deviations of inflation from the target rather for positive ones.