Cette thèse présente des travaux originaux dans le domaine des méthodes de moyennisation d'ordre élevé. On s'intéresse notamment à des procédures de moyennisation dite stroboscopique ou quasi-stroboscopique dans des espaces de Banach ou de Hilbert. Ces procédures sont ensuite appliquées à des exemples concrets: des équations d'évolutions hautement oscillantes. Plus précisément, on montre dans un premier temps un résultat de moyennisation stroboscopique dans un espace de Banach où l'on obtient des estimations d'erreurs exponentielles. Ce théorème est ensuite appliqué sur deux équations des ondes semi-linéaire hautement oscillantes. On montre également que la Stroboscopic Averaging Method s'applique à une équation des ondes semi-linéaire avec conditions de Dirichlet. On trouve enfin numériquement, une dynamique intéressante de l'équation des ondes semi-linéaire mise en lumière par la procédure de moyennisation. Dans un second temps, on présente un théorème de moyennisation quasi-stroboscopique dans un espace de Hilbert quelconque avec des estimations d'erreurs exponentielles. Ce théorème est alors appliqué de façon indirecte à une équation de Schrödinger semi-linéaire oscillante. Cette équation est d'abord projeté dans un espace de dimension finie pour qu'on puisse lui appliquer le théorème de moyennisation quasi-stroboscopique. On écrit alors un résultat de moyennisation quasi-stroboscopique pour l'équation de Schrödinger semi-linéaire avec des estimations d'erreur polynomiales. / This thesis presents some original work in the field of high order averaging procedure. In particular, we are interested in stroboscopic and quasi-stroboscopic averaging procedure in abstract Banach or Hilbert spaces. This procedures is applied to concrete examples: some highly oscillatory evolution equations. More precisely, we first show a theorem of stroboscopic averaging in a Banach space where we obtain exponential error estimates. This theorem is then applied on two semi-linear and highly oscillatory wave equations. We also put in evidence that the {\it Stroboscopic Averaging Method} works fine with a semi-linear wave equation with Dirichlet conditions. Finally, the averaging procedure puts in evidence, numerically, an interesting dynamics regarding the semi-linear wave equation with Dirichlet conditions. In a second part, we present a quasi-stroboscopic averaging theorem in a Hilbert space with exponential error estimates. This theorem is applied on a semi-linear Schrödinger equation. This equation has first, to be project in a finite dimensional space in order to fit in the hypotheses of the theorem. We then write a quasi-stroboscopic averaging theorem for a semi-linear Schrödinger equation with polynomial error estimates.

Cette thèse concerne l'étude des propriétés de champs scalaires classiques et quantiques en présence d'un environnement inhomogène et/ou dépendant du temps. Nous nous concentrerons sur des modèles pouvant être décrits, fondamentalement ou de manière effective, par un espace-temps courbe contenant un horizon des événements. Nous verrons en particulier comment une correspondance mathématique, provenant d'une symétrie de Lorentz effective à basse énergie, permet de relier les comportements des ondes dans un cadre non relativiste à la physique des trous noirs, quelles en sont les limites et dans quelle mesure les résultats ainsi obtenus sont og analogues fg à leurs pendants gravitationnels. Après un premier chapitre d'introduction rappelant quelques bases de relativité générale puis une dérivation de la radiation de Hawking et de la correspondance avec des systèmes non relativistes, je présenterai le détail de quatre travaux effectués durant ma thèse. Les autres articles écrits dans ce cadre sont résumés dans le dernier chapitre, précédant une conclusion générale. Mes collaborateurs et moi nous sommes concentrés sur trois aspects du comportement des champs près de l'analogue d'un horizon des événements dans des modèles avec une symétrie de Lorentz effective à basse énergie. Le premier concerne les effets non linéaires, cruciaux pour comprendre l'évolution de la radiation de Hawking ainsi que pour les réalisations expérimentales mais auparavant peu étudiés. Nous montrerons comment ceux-ci déterminent les possibles comportements aux temps longs pour des systèmes stables ou instables. Le second aspect a trait aux effets linéaires et quantiques, en particulier la radiation de Hawking elle-même, son devenir lorsque l'horizon est continûment effacé, ainsi que les diverses instabilités à même de survenir dans différents modèles. Enfin, nous avons participé à l'élaboration, à l'analyse et à l'étude d’expériences dites de og gravité analogue fg dans des condensats de Bose-Einstein et des systèmes hydrodynamiques ou acoustiques, dont je rapporte les principaux résultats. / The present thesis deals with some properties of classical and quantum scalar fields in an inhomogeneous and/or time-dependent background, focusing on models where the latter can be described as a curved space-time with an event horizon. While naturally formulated in a gravitational context, such models extend to many physical systems with an effective Lorentz invariance at low energy. We shall see how this effective symmetry allows one to relate the behavior of perturbations in these systems to black-hole physics, what are its limitations, and in which sense results thus obtained are “analogous” to their general relativistic counterparts. The first chapter serves as a general introduction. A few notions from Einstein's theory of gravity are introduced and a derivation of Hawking radiation is sketched. The correspondence with low-energy systems is then explained through three important examples. The next four chapters each details one of the works completed during this thesis, updated and slightly reorganized to account for new developments which occurred after their publication. The other articles I contributed to are summarized in the last chapter, before the general conclusion. My collaborators and I focused on three aspects of the behavior of fields close to the (analogue) event horizon in models with an effective low-energy Lorentz symmetry. The first one concerns nonlinear effects, which had been given little attention in view of their crucial importance for understanding the evolution in time of Hawking radiation as well as for experimental realizations. We showed in particular how they determine the late-time behavior in stable and unstable configurations. The second aspect concerns linear and quantum effects. We studied the Hawking radiation itself in several models and what replaces it when continuously erasing the horizon. We also characterized and classified the different types of linear instabilities which can occur. Finally, we contributed to the design and analysis of “analogue gravity” experiments in Bose-Einstein condensates, hydrodynamic flows, and acoustic setups, of which I report the main results.

The famous Black-Scholes partial differential equation is one of the most widely used and researched equations in modern financial engineering to address the complex evaluations in the financial markets. This thesis investigates a numerical technique, using a fourth-order discretization in time and space, to solve a generalized version of the classical Black-Scholes partial differential equation. The numerical discretization in space consists of a fourth order centered difference approximation in the interior points of the spatial domain along with a fourth order left and right sided approximation for the points near the boundary. On the other hand, the temporal discretization is made by implementing a Runge-Kutta order four (RK4) method. The designed approximations are analyzed numerically with respect to stability and convergence properties.

Cette thèse concerne l'étude de certains problèmes elliptiques d'ordre 4 et, notamment, des propriétés qualitatives des solutions. Ces problèmes apparaissent dans de nombreux domaines, par exemple dans la théorie des plaques et dans la géométrie conforme, et, comparés à leurs homologues du deuxième ordre, ils présentent des difficultés intrinsèques, surtout liées à l'absence de principe de maximum. Premièrement on étudie la positivité des solutions dans le cas des conditions au bord de Steklov, qui sont intermédiaires entre les conditions de Dirichlet et de Navier. Elles apparaissent naturellement dans l'étude des minimiseurs de la fonctionnelle de Kirchhoff-Love, qui représente l'énergie d'une plaque encastrée soumise à l'action d'une force extérieure, en fonction d'un paramètre $\sigma$. On trouve des conditions suffisantes sur le domaine pour que les minimiseurs de la fonctionnelle soient positifs. De plus, pour ces domaines on étudie une version généralisée de la fonctionnelle. En utilisant des techniques variationnelles, on examine l'existence et la positivité des états fondamentaux, ainsi que leur comportement asymptotique pour les valeurs pertinentes de $\sigma$. Dans la deuxième partie de la thèse on établit des estimations uniformes a priori pour des problèmes semi linéaires du quatrième ordre dans $\mathbb R^4$, et donc avec des non linéarités exponentielles. On considère des conditions au bord soit de Dirichlet soit de Navier et on suppose que les non linéarités sont positives et sous-critiques. Nos arguments combinent des estimations uniformes près du bord et une analyse de blow-up. Enfin, en utilisant la théorie du degré, on obtient l'existence d'une solution. / This thesis concerns the study of fourth-order elliptic boundary value problems and, in particular, qualitative properties of solutions. Such problems arise in various fields, from plate theory to conformal geometry and, compared to their second-order counterparts, they present intrinsic difficulties, mainly due to the lack of the maximum principle. In the first part of the thesis, we study the positivity of solutions in case of Steklov boundary conditions, which are intermediate between Dirichlet and Navier boundary conditions. They naturally appear in the study of the minimizers of the Kirchhoff-Love functional, which represents the energy of a hinged thin and loaded plate in dependence of a parameter $\sigma$. We establish sufficient conditions on the domain to obtain the positivity of the minimizers of the functional. Then, for such domains, we study a generalized version of the functional. Using variational techniques, we investigate existence and positivity of the ground states, as well as their asymptotic behaviour for the relevant values of $\sigma$. In the second part of the thesis we establish uniform a-priori bounds for a class of fourth-order semi linear problems in $\mathbb R^4$, and thus with exponential non linearities. We considered both Dirichlet and Navier boundary conditions and we suppose our non linearities positive and subcritical. Our arguments combine uniform estimates near the boundary and a blow-up analysis. Finally, by means of the degree theory, we obtain the existence of a positive solution.

This thesis covers the basics in the stochastic homogenization of elliptic partial differential equations, from underlying theory up to numerical ap- proaches. In particular, we introduce and analyze a combination of the Fourier-Galerkin method in the spatial domain with a collocation method in the stochastic domain. The material coefficients are assumed to depend on a finite number of random variables. We present a comparison of the Monte Carlo method with the full tensor grid and sparse grid collocation method for two applications. The first one is the checkerboard problem with continuous random variables, the other considers the material coefficients to be described in terms of an autocorrelation function.

In a Hilbert space setting homogenization of evolutionary equations is discussed. In order to do so, a suitable topology on material laws is introduced and several properties of that topology are shown. With those properties homogenization theorems of a large class of linear evolutionary problems of classical mathematical physics can be obtained. The results are exemplified by the equations of piezo-electro-magnetism.

The topic of this thesis is the convex hull property for systems of partial differential equations, which is a natural generalisation of the maximum principle for scalar equations. The main result of this thesis is a theorem asserting the convex hull property for the solutions of a certain class of parabolic systems of nonlinear partial differential equations. It also investigates the coefficients of linear systems. The respective results are sharp which is demonstrated by counterexamples to the convex hull property for solutions of linear elliptic and parabolic systems. The general theme is that the coupling of the system is what breaks the convex hull property, not necessarily the non-linearity.

In this thesis, we will develop the fundamental properties of financial mathematics, with a focus on establishing meaningful connections between martingale theory, stochastic calculus, and measure-theoretic probability. We first consider a simple binomial model in discrete time, and assume the impossibility of earning a riskless profit, known as arbitrage. Under this no-arbitrage assumption alone, we stumble upon a strange new probability measure Q, according to which every risky asset is expected to grow as though it were a bond. As it turns out, this measure Q also gives the arbitrage-free pricing formula for every asset on our market. In considering a slightly more complicated model over a finite probability space, we see that Q once again makes its appearance. Finally, in the context of continuous time, we build a framework of stochastic calculus to model the trajectories of asset prices on a finite time interval. Under the absence of arbitrage once more, we see that Q makes its return as a Radon-Nikodym derivative of our initial probability measure. Finally, we use the properties of Q and a stochastic differential equation that models the dynamics of the assets of our market, known as the Ito formula, in order to derive the classic Black-Scholes Equation.

<p>U tezi je predstavljena implementacija metode teorija funkcionala gustine (DFT) bazirana na metodi za sklapanje naelektrisanja (CPM) koja koristi bazise gausijanskih funkcija. Metod je baziran na pretpostavci da se elektronska gustina naelektrisanja velikih sistema, može predstaviti kao suma doprinosa pojedinačnih atoma, takozvanih motiva gustine naelektrisanja, koji se dobijaju računanjem malog prototip sistema. Talasna funkcija,<br />kao i gustina naelektrisanja, se u na&scaron;oj implementaciji reprezentuju uz pomoć bazise gausijanskih funkcija, dok se motivi opisuju kori&scaron;ćenjem prostornih koordinata. Uz pomoć procedure za minimizaciju se iz motiva opisanih koordinatama, dobija gustina naelektrisanja predstavljena u bazisu Gausijana. Implementacija serijskog programa pokazuje značajno pobolj&scaron;anje u performansama u odnosu na prethodne implementacije bazirane na ravnim talasima. Ova implementacija re&scaron;ava sistem od približno 1000 atoma na jednom procesorskom jezgru za svega nekoliko sati. Paralelna implementacija uz pomoć naprednih metoda paralelizacije i distribucije podataka omogućava re&scaron;avanje sistema od vi&scaron;e desetina hiljada atoma. Najveći testirani sistem ima približno<br />20000 atoma i testiran je na 256 paralelnih procesa.</p> / <p>We present the implementation of the density functional theory (DFT) based charge patching method (CPM) using the basis of Gaussian functions. The method is based on the assumption that the electronic charge density of a large system is the sum of contributions of individual atoms, so called charge density motifs, that are obtained from calculations of small prototype systems.In our implementation wave functions and electronic charge density are represented using the basis of Gaussian functions, while charge density motifs are represented using a real space grid. A constrained minimization procedure is used to obtain Gaussian basis representation of charge density from real space representation of motifs. The code based on this&nbsp; implementation exhibits superior performance in comparison to previous implementation of the charge patching method using the basis of plane waves. It enables calculations of electronic structure of systems with around 1000 atoms on a single CPU core with computational time of just several hours. The parallel implementation enables calculations for the system with more than ten thousand atoms. The largest system tested has around 20000 atoms and was computed on 256 parallel processes.</p>

Indiana University-Purdue University Indianapolis (IUPUI) / In 1970, Serge Novikov made a statement which is now called, "The Novikov Conjecture" and is considered to be one of the major open problems in topology. This statement was motivated by the endeavor to understand manifolds of arbitrary dimensions by relating the surgery map with the homology of the fundamental group of the manifold, which becomes diffi cult for manifolds of dimension greater than two. The Novikov Conjecture is interesting because it comes up in problems in many different branches of mathematics like algebra, analysis, K-theory, differential geometry, operator algebras and representation theory. Yu later proved the Novikov Conjecture holds for all closed manifolds with discrete fundamental groups that are coarsely embeddable into a Hilbert space. The class of groups that are uniformly embeddable into Hilbert Spaces includes groups of Property A which were introduced by Yu. In fact, Property A is generally a property of metric spaces and is stable under quasi-isometry. In this thesis, a new version of Yu's Property A in the case of locally compact groups is introduced. This new notion of Property A coincides with Yu's Property A in the case of discrete groups, but is different in the case of general locally compact groups. In particular, Gromov's locally compact hyperbolic groups is of Property A.