Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / This thesis presents an evaluation methodology to optimize parameters in a model of propagation of electromagnetic waves in the troposphere. The propagation model is based on parabolic equations solved by Split-Step Fourier. This propagation model shows good efficiency and rough terrain situations where the refractivity varies with distance. The search for optimal parameters in models involving electromagnetic waves requires a large computational cost, especially in large search spaces. Aiming to reduce the computational cost in determining the parameter values that maximize the field strength at a given position of the observer was developed an application called EP-AG. The application has two main modules. The first is the propagation module that estimates the value of the electric field in the area of a given terrain irregularities and varying with the refractivity with distance. The second is the optimization module which finds the optimum antenna height and frequency of operation that lead the field to the maximum value of the land in a certain position. Initially performed only the propagation module using different profiles of land and refractivity. The results shown by contours and profile field shown the efficiency of the model. Subsequently to evaluate the optimization by genetic algorithms were used two different settings as well as the irregularity of the terrain, refractivity profile and size of the search space. In each of these settings picked up a point observation in which the value of the electric field served as a metric for comparison. At this point, we determined the optimal values of the parameters by the brute force method and the genetic algorithm optimization. The results showed that for small search spaces virtually no reduction of the computational cost, however for large search spaces, the decrease was very significant and relative errors much smaller than those obtained by the method of brute force. / Esta tese apresenta uma avaliação metodológica para otimizar parâmetros em um modelo de propagação de ondas eletromagnéticas na troposfera. O modelo de propagação é baseado em equações parabólicas resolvidas pelo Divisor de Passos de Fourier. Esse modelo de propagação apresenta boa eficiência em terrenos irregulares e situações em que a refratividade varia com a distância. A busca de parâmetros ótimos em modelos que envolvem ondas eletromagnéticas demanda um grande custo computacional, principalmente em grandes espaços de busca. Com o objetivo de diminuir o custo computacional na determinação dos valores dos parâmetros que maximizem a intensidade de campo em uma determinada posição do observador, foi desenvolvido um aplicativo denominado EP-AG. O aplicativo possui dois módulos principais. O primeiro é o módulo de propagação, que estima o valor do campo elétrico na área de um determinado terreno com irregularidades e com a refratividade variando com a distância. O segundo é o módulo de otimização, que encontra o valor ótimo da altura da antena e da frequência de operação que levam o campo ao valor máximo em determinada posição do terreno. Inicialmente, executou-se apenas o módulo de propagação utilizando diferentes perfis de terrenos e de refratividade. Os resultados apresentados através de contornos e de perfis de campo mostraram a eficiência do modelo. Posteriormente, para avaliar a otimização por algoritmos genéticos, foram utilizadas duas configurações bem diferentes quanto à irregularidade do terreno, perfil de refratividade e tamanho de espaço de busca. Em cada uma dessas configurações, escolheu-se um ponto observação no qual o valor do campo elétrico serviu de métrica para comparação. Nesse ponto, determinou-se os valores ótimos dos parâmetros pelo método da força bruta e pela otimização por algoritmo genético. Os resultados mostraram que, para pequenos espaços de busca, praticamente não houve redução do custo computacional, porém, para grandes espaços de busca, a redução foi muito significativa e com erros relativos bem menores do que os obtidos pelo método da força bruta. / Doutor em Ciências

Cette thèse est consacrée à l'étude des équations et systèmes de réaction-diffusion dans des milieux hétérogènes. Elle est divisée en deux parties. La première est dédiée à l'étude des équations de réaction-diffusion dans des milieux périodiques. Nous nous intéressons en particulier aux équations posées dans des domaines qui ne sont pas l'espace entier $\mathbb{R}^{N}$, mais des domaines périodiques, avec des "obstacles". Dans un premier chapitre, nous étudions l'effet de la géométrie du domaine sur la vitesse d'invasion des solutions. Après avoir dérivé une formule de type Freidlin-Gartner, nous construisons des domaines où la vitesse d'invasion est strictement inférieure à la vitesse critique des fronts. Nous donnons également des critères géométriques qui garantissent l'existence de directions où l'invasion se produit à la vitesse critique. Dans le chapitre suivant, nous donnons des conditions nécessaires et suffisantes pour garantir que l'invasion ait lieu, après quoi nous construisons des domaines où des phénomènes intermédiaires (blocage, invasion orientée) se produisent. La deuxième partie de cette thèse est consacrée à l'étude de modèles décrivant l'influence de lignes à diffusion rapide (une route, par exemple) sur la propagation d'espèces invasives. Il a en effet été observé que certaines espèces, dont le moustique-tigre, envahissent plus rapidement que prévu certaines zones proches du réseau routier. Nous étudions deux modèles : le premier décrit l'influence d'une route courbe sur la propagation. Nous nous intéressons en particulier au cas de deux routes non-parallèles. Le second modèle décrit l'influence d'une route sur une niche écologique, en présence d'un changement climatique. Le résultat principal est que l'effet de la route est ambivalent : si la niche est stationnaire, alors l'effet de la route est délétère. Cependant, si la niche se déplace, suite à un changement climatique, nous montrons que la route peut permettre à une population de survivre. Pour étudier ce second modèle, nous développons une notion de valeur propre principale généralisée pour des systèmes de type KPP, et nous dérivons une inégalité de Harnack, qui est nouvelle pour ce type de systèmes. / This thesis is dedicated to the study of reaction-diffusion equations and systems in heterogeneous media. It is divided into two parts. The first one is devoted to the study of reaction-diffusion equations in periodic media. We pay a particular attention to equations set on domains that are not the whole space $\mathbb{R}^{N}$, but periodic domains, with "obstacles". In a first chapter, we study how the geometry of the domain can influence the speed of invasion of solutions. After establishing a Freidlin-Gartner type formula, we construct domains where the speed of invasion is strictly less than the critical speed of fronts. We also give geometric criteria to ensure the existence of directions where the invasion occurs with the critical speed. In the second chapter, we give necessary and sufficient conditions to ensure that invasion occurs, and we construct domains where intermediate phenomena (blocking, oriented invasion) occur. The second part of this thesis is dedicated to the study of models describing the influence of lines with fast diffusion (a road, for instance) on the propagation of invasive species. Indeed, it was observed that some species, such as the tiger mosquito, invade faster than expected some areas along the road-network. We study two models : the first one describes the influence of a curved road on the propagation. We study in particular the case of two non-parallel roads. The second model describes the influence of a road on an ecological niche, in presence of climate change. The main result is that the effect of the road is ambivalent: if the niche is stationary, then effect of the road is deleterious. However, if the niche moves, because of a shifting climate, the road can actually help the population to persist. To study this model, we introduce a notion of generalized principal eigenvalue for KPP-type systems, and we derive a Harnack inequality, that is new for this type of systems.

In this paper, optimal control problems for semilinear parabolic equations with distributed and boundary controls are considered. Pointwise constraints on the control and on the state are given. Main emphasis is laid on the discussion of second order sufficient optimality conditions. Sufficiency for local optimality is verified under different assumptions imposed on the dimension of the domain and on the smoothness of the given data.

The overreaching goal of this paper is to investigate the existence and uniqueness of weak solution of a semilinear parabolic equation with double nonlocality in space and in time variables that naturally arises while modeling a biological nano-sensor in the chaotic dynamics of a polymer chain. In fact, the problem under consideration involves a symmetric integrodifferential operator of Lévy type and a term called the interaction potential, that depends on the time-integral of the solution over the entire interval of solving the problem. Owing to the Galerkin approximation, the existence and uniqueness of a weak solution of the nonlocal complement value problem is proven for small time under fair conditions on the interaction potential.

This thesis consists of a comprehensive summary and six scientific papers dealing with the boundary behaviour of functions related to parabolic partial differential equations and several complex variables. Paper I concerns solutions to non-linear parabolic equations of linear growth. The main results include a backward Harnack inequality, and the Hölder continuity up to the boundary of quotients of non-negative solutions vanishing on the lateral boundary of an NTA cylinder. It is also shown that the Riesz measure associated with such solutions has the doubling property. Paper II is concerned with solutions to linear degenerate parabolic equations, where the degeneracy is controlled by a weight in the Muckenhoupt class 1+2/n. Two main results are that non-negative solutions which vanish continuously on the lateral boundary of an NTA cylinder satisfy a backward Harnack inequality and that the quotient of two such functions is Hölder continuous up to the boundary. Another result is that the parabolic measure associated to such equations has the doubling property. In Paper III, it is shown that a bounded pseudoconvex domain whose boundary is α-Hölder for each 0<α<1, is hyperconvex. Global estimates of the exhaustion function are given. In Paper IV, it is shown that on the closure of a domain whose boundary locally is the graph of a continuous function, all plurisubharmonic functions with continuous boundary values can be uniformly approximated by smooth plurisubharmonic functions defined in neighbourhoods of the closure of the domain. Paper V studies  Poletsky’s notion of plurisubharmonicity on compact sets. It is shown that a function is plurisubharmonic on a given compact set if, and only if, it can be pointwise approximated by a decreasing sequence of smooth plurisubharmonic functions defined in neighbourhoods of the set. Paper VI introduces the notion of a P-hyperconvex domain. It is shown that in such a domain, both the Dirichlet problem with respect to functions plurisubharmonic on the closure of the domain, and the problem of approximation by smooth plurisubharmoinc functions in neighbourhoods of the closure of the domain have satisfactory answers in terms of plurisubharmonicity on the boundary.

In dieser Arbeit untersuchen wir zwei Modelle, die das Laden und Entladen einer Lithium-Ionen Batterie beschreiben. Beide Modelle spiegeln eine Hysterese in dem Spannungs-Ladungs-Verlauf wider. Wir skizzieren den Modellierungsprozess von einem diskreten vielteilchen Modell sowie einem kontinuierlichen vielteilchen Modell. Das erste führt zu einer axiomatischen Beschreibung der Evolution makroskopischer Größen, während das zweite in eine nichtlineare Fokker-Planck Gleichung mündet. Wir zeigen die Existenz und Eindeutigkeit von Lösungen der nichtlinearen Fokker-Planck Gleichung und untersuchen deren qualitative Eigenschaften. Wir benutzen Interpolationsräume und Halbgruppen sektorieller Operatoren um den semilinearen Charakter der partiellen Differentialgleichung auszunutzen. Um globale Existenz zu erhalten, schätzen wir die Dissipation einer mit dem Modell verknüpften Energie ab. Diese Energie ist verwandt mit der L-log-L Norm, welche wir mithilfe einer Gagliardo-Nirenberg Ungleichung zu der L^2 Norm in Verbindung setzen können. Die notwendigen und hinreichenden Bedingungen zur globalen Existenz von Lösungen sind aus physikalischer Sicht plausibel. Der Ladezustand der Batterie muss innerhalb der Werte Voll und Leer sein. In numerischen Experimenten untersuchen wir das qualitative Verhalten von Lösungen. Wir zeigen die Konvergenz der numerischen Lösungen zu den exakten Lösungen. Dafür nutzen wir ähnliche Techniken wie bei der lokalen Existenztheorie. Wir beobachten die Tendenz von Lösungen sich um bestimmte Punkte zu konzentrieren. Unterstützt durch die formale Asymptotik zeigt dies für eine bestimmte Wahl von Parameter-Skalierungen, dass Lösungen gegen Dirac-Maße konvergieren. In diesem Grenzverhalten wird das System durch die Evolution von makroskopischen Größen beschrieben, welche wir auch in dem diskreten vielteilchen Modell wiederfinden. In diesen makroskopischen Größen lässt sich eine Hysterese beobachten. / We discuss two models which describe the charging and discharging of a lithium-ion battery and especially the hysteretical behaviour therein. We give an overview on the modelling process for a discrete many particle model and a continuous many particle model. The former results in an axiomatic description of macroscopic quantities while the latter gives a nonlinear Fokker-Planck equation. The nonlinear Fokker-Planck equation is analysed with respect to existence and uniqueness of solutions as well as qualitative behaviour of solutions. The nonlinearity in this partial differential equation stems from a coefficient which depends on the solution first non-local and second in a higher order. We use interpolation spaces and semigroups generated from sectorial operators to show the existence and uniqueness of solutions locally in time. The global existence in time relies on estimates for the dissipation of an energy. The suitable energy is related to the L-log-L norm and so a Gagliardo-Nirenberg inequality is needed to connect this back to L^2 estimates. It turns out that the conditions for global in time existence of solutions are physical reasonable. One needs that the loading state of the battery shall stay between totally empty and totally full. In numerical experiments we investigate the qualitative behaviour of solutions to the nonlinear Fokker-Planck equation. We are able to show convergence of the numerical solutions to the exact solution. We observe that solutions tend to concentrate at certain points. Supported by results from formal asymptotic expansions, we document the limiting behaviour in a certain scaling of the appearing parameters, which is the formation of Dirac measures. The evolution of the global quantities, which we observe in numerical simulations, is the same as what results from the discrete many particle model and one observes hysteretic behaviour in macroscopic quantities.

<p>This thesis, consisting of six papers and a summary, studies the area of continuous time financial mathematics. A unifying theme for many of the problems studied is the implications of possible mis-specifications of models. Intimately connected with this question is, perhaps surprisingly, convexity properties of option prices. We also study qualitative behavior of different optimal stopping boundaries appearing in option pricing.</p><p>In Paper I a new condition on the contract function of an American option is provided under which the option price increases monotonically in the volatility. It is also shown that American option prices are continuous in the volatility.</p><p>In Paper II an explicit pricing formula for the perpetual American put option in the Constant Elasticity of Variance model is derived. Moreover, different properties of this price are studied.</p><p>Paper III deals with the Russian option with a finite time horizon. It is shown that the value of the Russian option solves a certain free boundary problem. This information is used to analyze the optimal stopping boundary.</p><p>A study of perpetual game options is performed in Paper IV. One of the main results provides a condition under which the value of the option is increasing in the volatility.</p><p>In Paper V options written on several underlying assets are considered. It is shown that, within a large class of models, the only model for the stock prices that assigns convex option prices to all convex contract functions is geometric Brownian motion.</p><p>Finally, in Paper VI it is shown that the optimal stopping boundary for the American put option is convex in the standard Black-Scholes model. </p>

This thesis, consisting of six papers and a summary, studies the area of continuous time financial mathematics. A unifying theme for many of the problems studied is the implications of possible mis-specifications of models. Intimately connected with this question is, perhaps surprisingly, convexity properties of option prices. We also study qualitative behavior of different optimal stopping boundaries appearing in option pricing. In Paper I a new condition on the contract function of an American option is provided under which the option price increases monotonically in the volatility. It is also shown that American option prices are continuous in the volatility. In Paper II an explicit pricing formula for the perpetual American put option in the Constant Elasticity of Variance model is derived. Moreover, different properties of this price are studied. Paper III deals with the Russian option with a finite time horizon. It is shown that the value of the Russian option solves a certain free boundary problem. This information is used to analyze the optimal stopping boundary. A study of perpetual game options is performed in Paper IV. One of the main results provides a condition under which the value of the option is increasing in the volatility. In Paper V options written on several underlying assets are considered. It is shown that, within a large class of models, the only model for the stock prices that assigns convex option prices to all convex contract functions is geometric Brownian motion. Finally, in Paper VI it is shown that the optimal stopping boundary for the American put option is convex in the standard Black-Scholes model.

Le thème de cette thèse est l'identification de paramètres tels que la conductivité hydraulique, K, pour un problème d'intrusion marine dans un aquifère isotrope et libre. Plus précisément, il s'agit d'estimer la conductivité hydraulique en fonction d'observations ou de mesures sur le terrain faites sur les profondeurs des interfaces (h, h₁), entre l'eau douce et l'eau salée et entre le milieu saturé et la zone insaturée. Le problème d'intrusion marine consiste en un système à dérivée croisée d'edps de type paraboliques décrivant l'évolution de h et de h₁. Le problème inverse est formulé en un problème d'optimisation où la fonction coût minimise l'écart quadratique entre les mesures des profondeurs des interfaces et celles fournies par le modèle. Nous considérons le problème exact comme une contrainte pour le problème d'optimisation et nous introduisons le Lagrangien associé à la fonction coût. Nous démontrons alors que le système d'optimalité a au moins une solution, les princcipales difficultés étant de trouver le bon ensemble pour les paramètres admissibles et de prouver la différentiabilité de l'application qui associe (h(K), h₁(K₁)) à K. Ceci constitue le premier résultat de la thèse. Le second résultat concerne l'implémentation numérique du problème d'optimisation. Notons tout d'abord que, concrètement, nous ne disposons que d'observations ponctuelles (en espace et en temps) correspondant aux nombres de puits de monitoring. Nous approchons donc la fonction coût par une formule de quadrature qui est ensuite minimisée en ultilisant l'algorithme de la variable à mémoire limitée (BLMVM). Par ailleurs, le problème exact et le problème adjoint sont discrétisés en espace par une méthode éléments finis P₁-Lagrange combinée à un schéma semi-implicite en temps. Une analyse de ce schéma nous permet de prouver qu'il est d'ordre 1 en temps et en espace. Certains résultats numériques sont présentés pour illustrer la capacité de la méthode à déterminer les paramètres inconnus. Dans la troisième partie de la thèse, nous considérons la conductivité hydraulique comme un paramètre stochastique. Pour réaliser une étude numérique rigoureuse des effets stochastiques sur le problème d'intrusion marine, nous utilisons les développements de Wiener pour tenir compte des variables aléatoires. Le système initiale est alors transformé en une suite de systèmes déterministes qu'on résout pour chaque coefficient stochastique du développement de Wiener. / This thesis is concerned with the identification, from observations or field measurements, of the hydraulic conductivity K for the saltwater intrusion problem involving a nonhomogeneous, isotropic and free aquifer. The involved PDE model is a coupled system of nonlinear parabolic equations completed by boudary and initial conditions, as well as compatibility conditions on the data. The main unknowns are the saltwater/freshwater interface depth and the elevation of upper surface of the aquifer. The inverse problem is formulated as the optimization problem where the cost function is a least square functional measuring the discrepancy between experimental interfaces depths and those provided by the model. Considering the exact problem as a constraint for the optimization problem and introducing the Lagrangian associated with the cost function, we prove that the optimality system has at least one solution. The main difficulties are to find the set of all eligible parameters and to prove the differentiability of the operator associating to the hydraulic conductivity K, the state variables (h, h₁). This is the first result of the thesis. The second result concerns the numerical implementation of the optimization problem. We first note that concretely, we only have specific observations (in space and in time) corresponding to the number of monitoring wells, we then adapt the previous results to the case of discrete observations data. The gradient of the cost function is computed thanks to an approximate formula in order to take into account the discrete observations data. The cost functions then is minimized by using a method based on BLMVM algorithm. On the other hand, the exact problem and the adjoint problem are discretized in space by a P₁-Lagrange finite element method combined with a semi-implicit time discretization scheme. Some numerical results are presented to illustrate the ability of the method to determine the unknown parameters. In the third part of the thesis we consider the hydraulic conductivity as a stochastic parameter. To perform a rigorous numerical study of stochastic effects on the saltwater intrusion problem, we use the spectral decomposition and the stochastic variational problem is reformulated to a set of deterministic variational problems to be solved for each Wiener polynomial chaos.

This work is concerned with the theoretical analysis of the space-time discontinuous Galerkin method applied to the numerical solution of nonstationary nonlinear convection-diffusion problem in a time- dependent domain. At first, the problem is reformulated by the use of the arbitrary Lagrangian-Eulerian (ALE) method, which replaces the classical partial time derivative by the so-called ALE derivative and an additional convection term. Then the problem is discretized with the use of the ALE space-time discontinuous Galerkin method. On the basis of a technical analysis we obtain an unconditional stability of this method. An important step in the analysis is the generalization of a discrete characteristic function associated with the approximate solutionin a time-dependentdomainand the derivationof its properties. Further we derive an a priori error estimate of the method in terms of the interpolation error, as well as in terms of h and tau. Finally, some practical applications of the ALE space-time discontinuos Galerkin method in a time-dependent domain are given. We are concerned with the numerical solution of a nonlinear elasticity benchmark problem and moreover with the interaction of compressible viscous flow with elastic structures. The main attention is paid to the modeling of flow induced vocal fold...