La perméabilisation des cellules à l’aide d’impulsions électriques intenses, appelée électroperméabilisation, est un phénomène biologique impliqué dans des thérapies anticancéreuses récentes. Elle permet, par exemple, d’améliorer l’efficacité d’une chimiothérapie en diminuant les effets secondaires, d’effectuer des transferts de gènes, ou encore de procéder à l’ablation de tumeurs. Les mécanismes de l’électroperméabilisation restent cependant encore méconnus, et l’hypothèse majoritairement admise par la communauté de formation de pores à la surface des membranes cellulaires est en contradiction avec certains résultats expérimentaux.Le travail de modélisation proposé dans cette thèse est basé sur une approche différente des modèles d’électroporation existants. Au lieu de proposer des lois sur les propriétés des membranes à partir d’hypothèses à l’échelle moléculaire, nous établissons des lois ad hoc pour les décrire, en se basant uniquement sur les informations expérimentales disponibles. Aussi, afin de rester au plus prèsde ces dernières et faciliter la phase de calibration à venir, nous avons ajouté un modèle de transport et de diffusion de molécules dans la cellule. Une autre spécificité de notre modèle est que nous faisons la distinction entre l’état conducteur et l’état perméable des membranes.Des méthodes numériques spécifiques ainsi qu’un code en 3D et parallèle en C++ ont été écrits et validés pour résoudre les équations aux dérivées partielles de ces différents modèles. Nous validons le travail de modélisation en montrant que les simulations reproduisent qualitativement les comportements observés in vitro. / Cell permeabilization by intense electric pulses, called electropermeabilization, is a biological phenomenon involved in recent anticancer therapies. It allows, for example, to increase the efficacy of chemotherapies still reducing their side effects, to improve gene transfer, or to proceed tumor ablation. However, mechanisms of electropermeabilization are not clearly explained yet, and the mostly adopted hypothesis of the formation of pores at the membrane surface is in contradiction with several experimental results.This thesis modeling work is based on a different approach than existing electroporation models. Instead of deriving equations on membranes properties from hypothesis at the molecular scale, we prefer to write ad hoc laws to describe them, based on available experimental data only. Moreover, to be as close as possible to these data, and to ease the forthcoming work of parameter calibration, we added to our model equations of transport and diffusion of molecules in the cell. Another important feature of our model is that we differentiate the conductive state of membranes from their permeable state.Numerical methods, as well as a 3D parallel C++ code were written and validated in order to solve the partial differential equations of our models. The modeling work was validated by showing qualitative match between our simulations and the behaviours that are observed in vitro

Nous analysons trois modèles non-locaux décrivant la dynamique évolutive d’un trait phénotypique continu soumis à l’action conjointe des mutations et de la sélection. Nous établissons l’existence et l’unicité des solutions du problème de Cauchy, et donnons la description du comportement en temps long de la solution. Dans le premier travail nous étudions l’équation du réplicateur-mutateur en domaine non borné et généralisons aux cas des valeurs sélectives confinantes les résultats connus dans le cas harmonique. À savoir, l’existence d’une unique solution globale, régulière, convergeant en temps long vers un profil universel ; pour cela, nous employons des techniques de décomposition spectrale d’opérateurs de Schrödinger. Le deuxième travail traite d’un modèle dont la valeur sélective est densité-dépendante. Afin de montrer le caractère bien posé de l’équation, nous combinons deux approches. La première est basée sur l’étude de la fonction génératrice des cumulants, satisfaisant une équation de transport non locale et permettant d’obtenir implicitement le trait moyen. La deuxième exploite un changement de variable (formule d’Avron-Herbst), permettant d’écrire la solution en termes du trait moyen et de la solution de l’équation de la chaleur avec même donnée initiale. Finalement, nous étudions un modèle dont le taux de mutation est proportionnel à la valeur moyenne du trait. Nous établissons un lien bijectif entre ce dernier modèle et le deuxième, permettant ainsi de décrire finement la dynamique de la solution. Nous montrons en particulier la croissance exponentielle du trait moyen. / We analyze three non-local models describing the evolutionary dynamics of a continuous phenotypic trait undergoing the joint action of mutations and selection. We establish the existence and uniqueness of the solutions to the Cauchy problem, and give a description of the long-time behaviour of the solution. In the first work we study the replicator-mutator equation in the unbounded domain and generalize to cases of selective values confining the known results in the harmonic case. Namely, the existence of a unique global regular solution, converging towards a universal profile; for this, we use spectral decomposition techniques of Schrödinger operators. In the second work, we discuss a model whose fitness value is density-dependent. In order to show the well-posedness of the equation, we combine two approaches. The first is based on the study of the cumulant generating functions, satisfying a non-local transport equation and making it possible to implicitly obtain the average trait. The second uses a change of variable (Avron-Herbst formula), allowing the solution to be written in terms of the average trait and the solution of the heat equation with the same initial data. Finally, we study a model whose mutation rate is proportional to the average value of the trait. We establish a bijective link between this last model and the second, thus making it possible to describe the dynamics of the solution in detail. In particular, we show the exponential growth of the average trait.

<p>This thesis consists of four papers and a summary. The common topic of the included papers are the pricing equations of path-dependent options. Various properties of barrier options and American options are studied, such as convexity of option prices, the size of the continuation region in American option pricing and pricing formulas for turbo warrants. In Paper I we study the effect of model misspecification on barrier option pricing. It turns out that, as in the case of ordinary European and American options, this is closely related to convexity properties of the option prices. We show that barrier option prices are convex under certain conditions on the contract function and on the relation between the risk-free rate of return and the dividend rate. In Paper II a new condition is given to ensure that the early exercise feature in American option pricing has a positive value. We give necessary and sufficient conditions for the American option price to coincide with the corresponding European option price in at least one diffusion model. In Paper III we study parabolic obstacle problems related to American option pricing and in particular the size of the non-coincidence set. The main result is that if the boundary of the set of points where the obstacle is a strict subsolution to the differential equation is C¹-Dini in space and Lipschitz in time, there is a positive distance, which is uniform in space, between the boundary of this set and the boundary of the non-coincidence set. In Paper IV we derive explicit pricing formulas for turbo warrants under the classical Black-Scholes assumptions.</p>

This dissertation is concerned with the mathematical modeling of the flow in a porous cylinder with a focus on applications to solid rocket motors. After discussing the historical development and major contributions to the understanding of wall injected flows, we present an inviscid rotational model for solid and hybrid rockets with arbitrary headwall injection. Then, we address the problem of pressure integration and find that for a given divergence free velocity field, unless the vorticity transport equation is identically satisfied, one cannot find an analytic expression for the pressure by direct integration of the Navier-Stokes equations. This is followed by the application of a variational procedure to seek novel solutions with varying levels of kinetic energies. These are found to cover a wide spectrum of admissible motions ranging from purely irrotational to highly rotational fields. Subsequently, a second law analysis as well as an extension of Kelvin's energy theorem to open boundaries are presented to verify and corroborate the variational model. Finally, the focus is shifted to address the problem of laminar viscous flow in a porous cylinder with regressing walls. This is tackled using two different analytical techniques, namely, perturbation and decomposition. Comparisons with numerical Runge--Kutta solutions are also provided for a variety of wall Reynolds numbers and wall regression speeds.

Electrical propagation in excitable tissue, such as nerve fibers and heart muscle, is described by a nonlinear diffusion-reaction parabolic partial differential equation for the transmembrane voltage $V(x,t)$, known as the cable equation. This equation involves a highly nonlinear source term, representing the total ionic current across the membrane, governed by a Hodgkin-Huxley type ionic model, and requires the solution of a system of ordinary differential equations. Thus, the model consists of a PDE (in 1-, 2- or 3-dimensions) coupled to a system of ODEs, and it is very expensive to solve, especially in 2 and 3 dimensions. In order to solve this equation numerically, we develop an algorithm, extended from the Parareal Algorithm, to efficiently incorporate space-parallelized solvers into the framework of the Parareal algorithm, to achieve time-and-space parallelization. Numerical results and comparison of the performance of several serial, space-parallelized and time-and-space-parallelized time-stepping numerical schemes in one-dimension and in two-dimensions are also presented.

Model reduction is a powerful and ubiquitous tool used to reduce the complexity of a dynamical system while preserving the input-output behavior. It has been applied throughout many different disciplines, including controls, fluid and structural dynamics. Model reduction via proper orthogonal decomposition (POD) is utilized for of control of partial differential equations. In this thesis, the analytical expressions of POD modes are derived for the heat equation. The autocorrelation function of the latter is viewed as the kernel of a self adjoint compact operator, and the POD modes and corresponding eigenvalues are computed by solving homogeneous integral equations of the second kind. The computed POD modes are compared to the modes obtained from snapshots for both the one-dimensional and two-dimensional heat equation. Boundary feedback control is obtained through reduced-order POD models of the heat equation and the effectiveness of reduced-order control is compared to the full-order control. Moreover, the explicit computation of the POD modes and eigenvalues are shown to allow the computation of different n-widths approximations for the heat equation, including the linear, Kolmogorov, Gelfand, and Bernstein n-widths.

This thesis consists of four papers and a summary. The common topic of the included papers are the pricing equations of path-dependent options. Various properties of barrier options and American options are studied, such as convexity of option prices, the size of the continuation region in American option pricing and pricing formulas for turbo warrants. In Paper I we study the effect of model misspecification on barrier option pricing. It turns out that, as in the case of ordinary European and American options, this is closely related to convexity properties of the option prices. We show that barrier option prices are convex under certain conditions on the contract function and on the relation between the risk-free rate of return and the dividend rate. In Paper II a new condition is given to ensure that the early exercise feature in American option pricing has a positive value. We give necessary and sufficient conditions for the American option price to coincide with the corresponding European option price in at least one diffusion model. In Paper III we study parabolic obstacle problems related to American option pricing and in particular the size of the non-coincidence set. The main result is that if the boundary of the set of points where the obstacle is a strict subsolution to the differential equation is C1-Dini in space and Lipschitz in time, there is a positive distance, which is uniform in space, between the boundary of this set and the boundary of the non-coincidence set. In Paper IV we derive explicit pricing formulas for turbo warrants under the classical Black-Scholes assumptions.

Diffusion is a phenomenon in which particles move from regions of higher density to regions of lower density. Many physical systems, in fields as diverse as plant biology and finance, are known to involve diffusion phenomena. Typically, diffusion systems are modeled by partial differential equations (PDEs), which include certain parameters. These parameters characterize a given diffusion system. Therefore, for both modeling and simulation of a diffusion system, one has to either know or determine these parameters. Moreover, as PDEs are infinite order dynamic systems, for computational purposes one has to approximate them by a finite order model. In this thesis, we investigate these two issues of model reduction and parameter estimation by considering certain specific cases of heat diffusion systems. We first address model reduction by considering two specific cases of heat diffusion systems. The first case is a one-dimensional heat diffusion across a homogeneous wall, and the second case is a two-dimensional heat diffusion across a homogeneous rectangular plate. In the one-dimensional case we construct finite order approximations by using some well known PDE solvers and evaluate their effectiveness in approximating the true system. We also construct certain other alternative approximations for the one-dimensional diffusion system by exploiting the different modal structures inherently present in it. For the two-dimensional heat diffusion system, we construct finite order approximations first using the standard finite difference approximation (FD) scheme, and then refine the FD approximation by using its asymptotic limit. As for parameter estimation, we consider the same one-dimensional heat diffusion system, as in model reduction. We estimate the parameters involved, first using the standard batch estimation technique. The convergence of the estimates are investigated both numerically and theoretically. We also estimate the parameters of the one-dimensional heat diffusion system recursively, initially by adopting the standard recursive prediction error method (RPEM), and later by using two different recursive algorithms devised in the frequency domain. The convergence of the frequency domain recursive estimates is also investigated.

Die Dissertation behandelt methodische und algorithmische Aspekte der Spektralelementemethode zur räumlichen Diskretisierung partieller Differentialgleichungen. Die Weiterentwicklung einer symmetriebasierten Faktorisierung ermöglicht effiziente Operatoren für Tetraederelemente. Auf Grundlage einer umfassenden Leistungsanalyse werden Engpässe in der Implementierung der Operatoren identifiziert und durch algorithmische Modifikationen der Methode eliminiert.

This thesis investigates the gradient flow of Dirac-harmonic maps. Dirac-harmonic maps are critical points of an energy functional that is motivated from supersymmetric field theories. The critical points of this energy functional couple the equation for harmonic maps with spinor fields. At present, many analytical properties of Dirac-harmonic maps are known, but a general existence result is still missing. In this thesis the existence question is studied using the evolution equations for a regularized version of Dirac-harmonic maps. Since the energy functional for Dirac-harmonic maps is unbounded from below the method of the gradient flow cannot be applied directly. Thus, we first of all consider a regularization prescription for Dirac-harmonic maps and then study the gradient flow. Chapter 1 gives some background material on harmonic maps/harmonic spinors and summarizes the current known results about Dirac-harmonic maps. Chapter 2 introduces the notion of Dirac-harmonic maps in detail and presents a regularization prescription for Dirac-harmonic maps. In Chapter 3 the evolution equations for regularized Dirac-harmonic maps are introduced. In addition, the evolution of certain energies is discussed. Moreover, the existence of a short-time solution to the evolution equations is established. Chapter 4 analyzes the evolution equations in the case that the domain manifold is a closed curve. Here, the existence of a smooth long-time solution is proven. Moreover, for the regularization being large enough, it is shown that the evolution equations converge to a regularized Dirac-harmonic map. Finally, it is discussed in which sense the regularization can be removed. In Chapter 5 the evolution equations are studied when the domain manifold is a closed Riemmannian spin surface. For the regularization being large enough, the existence of a global weak solution, which is smooth away from finitely many singularities is proven. It is shown that the evolution equations converge weakly to a regularized Dirac-harmonic map. In addition, it is discussed if the regularization can be removed in this case. / Die vorliegende Dissertation untersucht den Gradientenfluss von Dirac-harmonischen Abbildungen. Dirac-harmonische Abbildungen sind kritische Punkte eines Energiefunktionals, welches aus supersymmetrischen Feldtheorien motiviert ist. Die kritischen Punkte dieses Energiefunktionals koppeln die Gleichung für harmonische Abbildungen mit Spinorfeldern. Viele analytische Eigenschaften von Dirac-harmonischen Abbildungen sind bereits bekannt, ein allgemeines Existenzresultat wurde aber noch nicht erzielt. Diese Dissertation untersucht das Existenzproblem, indem der Gradientenfluss von einer regularisierten Version Dirac-harmonischer Abbildungen untersucht wird. Die Methode des Gradientenflusses kann nicht direkt angewendet werden, da das Energiefunktional für Dirac-harmonische Abbildungen nach unten unbeschränkt ist. Daher wird zunächst eine Regularisierungsvorschrift für Dirac-harmonische Abbildungen eingeführt und dann der Gradientenfluss betrachtet. Kapitel 1 stellt für die Arbeit wichtige Resultate über harmonische Abbildungen/harmonische Spinoren zusammen. Außerdem werden die zur Zeit bekannten Resultate über Dirac-harmonische Abbildungen zusammengefasst. In Kapitel 2 werden Dirac-harmonische Abbildungen im Detail eingeführt, außerdem wird eine Regularisierungsvorschrift präsentiert. Kapitel 3 führt die Evolutionsgleichungen für regularisierte Dirac-harmonische Abbildungen ein. Zusätzlich wird die Evolution von verschiedenen Energien diskutiert. Schließlich wird die Existenz einer Kurzzeitlösung bewiesen. In Kapitel 4 werden die Evolutionsgleichungen für den Fall analysiert, dass die Ursprungsmannigfaltigkeit eine geschlossene Kurve ist. Die Existenz einer Langzeitlösung der Evolutionsgleichungen wird bewiesen. Es wird außerdem gezeigt, dass die Evolutionsgleichungen konvergieren, falls die Regularisierung groß genug gewählt wurde. Schließlich wird diskutiert, ob die Regularisierung wieder entfernt werden kann. Kapitel 5 schlussendlich untersucht die Evolutionsgleichungen für den Fall, dass die Ursprungsmannigfaltigkeit eine geschlossene Riemannsche Spin Fläche ist. Es wird die Existenz einer global schwachen Lösung bewiesen, welche bis auf endlich viele Singularitäten glatt ist. Die Lösung konvergiert im schwachen Sinne gegen eine regularisierte Dirac-harmonische Abbildung. Auch hier wird schließlich untersucht, ob die Regularisierung wieder entfernt werden kann.