La première partie de la thèse est dédiée à la contrôlabilité exacte globale de l'équation de Schrödinger bilinéaire (BSE).Nous montrons comment construire un voisinage de toute fonction propre du Laplacien Dirichlet où la contrôlabilité exacte locale est satisfaite à un temps explicit. Ensuite, pour tout couple de telles fonctions propres, nous étudions comment construire des contrôles et des temps tels que le flot de (BSE) envoie la première sur un voisinage de la seconde arbitrairement petit. Finalement, en regroupant les deux résultats précédents, nous définissons une dynamique entre états propres et nous fournissons un temps explicite requis pour atteindre l'état propre ciblé.Dans la deuxième partie, nous étudions la contrôlabilité exacte globale en projection d'une infinité d'équation de type (BSE) et nous prouvons la contrôlabilité exacte locale en projection à des termes dephases près pour tout temps positif. Dans la démonstration, nous adoptons différentes techniques provenant de la méthode du retour de Coron habituellement utilisée pour ces types de résultats. La principale nouveauté de ce travail est le fait que nous fournissons un ensemble de conditions en le champ de contrôle, impliquant la validité du résultat. Pour un champs de contrôle donné, nous pouvons vérifier si ces hypothèses sont satisfaites.La troisième partie du travail traite de la contrôlabilité de l'équation de Schrödinger bilinéaire (BSE) sur des graphiques compactes. Considérer (BSE) sur un telle structure est utile quand nous devons étudier la dynamique des paquets d'ondes sur un modèle de type graphes. Nous étudions les hypothèses sur le graphe et le champ de contrôle implique que (BSE) soit bien posée dans des espaces appropriés que nous caractérisons en utilisant les méthodes d'interpolation. Ensuite, nous fournissons la contrôlabilité exacte globale dans ces espaces en étudiant comment la structure du graphe et des conditions de bords affectent le résultat. Nous donnons également des exemples de graphes et de champ de contrôle, tels que les hypothèses spectrales de la contrôlabilité exacte globale soient vérifiées, par exemple les graphes en étoile, graphe dit « têtard » et graphe à double anneau. Enfin, quand nos hypothèses de la contrôlabilité exacte globale ne sont pas vérifiées, nous définissons une notion plus faible de contrôlabilité appelée « contrôlabilité énergétique » qui assure l'existence d'un ensemble d'états liés pour lesquels la contrôlabilité exacte est vérifiée. En d'autres termes, nous prouvons l'existence de niveaux d'énergie pour lesquelles il est possible de changer l'état du système. Cette technique permet de traiter un grand nombre de problèmes intéressants. En effet, pour des graphes complexes, il n'est pas possible de vérifier les hypothèses spectrales donnant la contrôlabilité exacte globale. Cependant, la contrôlabilité énergétique permet d'obtenir des résultats intéressants en regardant seulement des sous-graphes particuliers. / The first part of the research is dedicated to the global exact controllability of the bilinear Schrödinger equation (BSE).We show how to construct a neighborhood of some eigenfunctions of the Dirichlet Laplacian where the local exact controllability is satisfied in a specific time. Then, for any couple of those eigenfunctions, we study how to construct controls and times such that the relative dynamics of (BSE) drives the first close to the second as much desired. Third, by gathering the two previous results, we define a dynamics steering eigenstates in eigenstates and we provide an explicit time required to reach the target.In the second part, we study the simultaneous global exact controllability in projection of infinitely many (BSE) and we prove the simultaneous local exact controllability in projection up to phases for any positive time. In the proof, we use different techniques from the Coron's return method usually adopted for those types of results. The main novelty of the work is the fact that it provides a set of conditions implying the validity of the result. Given any control field, one can verify if those assumptions are satisfied.The third part of the work treats the controllability of the bilinear Schrödinger equation (BSE) on compact graph. Considering (BSE) on such a complex structure is useful when one has to study the dynamics of wave packets on graph type model. We investigate assumptions on the graph and on the control field implying the well-posedness of (BSE) in suitable spaces that we characterize by providing peculiar interpolation features.Then, we provide the global exact controllability in those spaces by studying how the structure of the graph and the boundary conditions affect the result. We also provide examples of graphs and control fields so that the spectral assumptions of the global exact controllability are satisfied, e.g. star graphs, tadpole graphs and double-ring graphs.Afterwards, when the hypothesis for the global exact controllability fail, we define a weaker notion of controllability, the so-called “energetic controllability" which ensures the existence of a set of bounded states for which the exact controllability is verified. In other words, we prove the existence of energy levels in which it is possible to change the energy of the system.This technique allows to treat a large number of interesting problems. Indeed, for complex graphs, it is not possible to verify the spectral hypothesis of the global exact controllability. However, the energetic controllability allows to obtain interesting results only by looking for particular substructure contained in the graph.

On s'intéresse dans cette thèse à la couverture des produits dérivés dans des marchés incomplets. L'approche choisie peut se voir comme une extension des travaux de M. Schweizer sur la minimisation locale du risque quadratique. En effet, tout en restant dans le cadre de la modélisation des actifs par des semimartingales, notre méthode consiste à remplacer le critère de risque quadratique par un critère de risque plus général, sous la forme d'une fonctionnelle convexe du coût local. Nous obtenons d'abord des résultats d'existence, d'unicité et de caractérisation des stratégies optimales dans un marché sans friction, en temps discret et en temps continu. Puis nous explicitons ces stratégies dans le cadre de modèles de diffusion avec et sans sauts. Nous étendons également notre méthode au cas où la liquidité n'est plus infinie. Enfin nous montrons par le biais de simulations numériques les effets du choix de la fonctionnelle de risque sur la constitution du portefeuille optimal. / This thesis deals with the issue of hedging contingent claims in incomplete markets. The way we tackle this issue may be seen as an extension of M. Schweizer's work on quadratic local risk-minimization. Indeed, while still modelling assets as semimartingales, our method relies on the introduction of a convex function of the local costs to assess risk, thus relaxing the quadratic assumption. The results we obtain are existence and uniqueness results first and characterizations of optimal strategies in a frictionless market, both in discrete and continuous time settings. We then make those strategies explicit by using diffusion models with and without jumps. We further extend our approach in the case when liquidity is given through a stochastic supply curve. Finally we show the effect of the choice of different risk functions on the optimal portfolio by numerically solving the optimality equations.

Submitted by Jaqueline Duarte (1157279@mackenzie.br) on 2018-10-11T23:06:18Z No. of bitstreams: 2 Reginaldo Peixoto.pdf: 2496440 bytes, checksum: 4498253260cf1667a7f7bdf5398ce546 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Approved for entry into archive by Paola Damato (repositorio@mackenzie.br) on 2018-10-25T14:50:04Z (GMT) No. of bitstreams: 2 Reginaldo Peixoto.pdf: 2496440 bytes, checksum: 4498253260cf1667a7f7bdf5398ce546 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Made available in DSpace on 2018-10-25T14:50:04Z (GMT). No. of bitstreams: 2 Reginaldo Peixoto.pdf: 2496440 bytes, checksum: 4498253260cf1667a7f7bdf5398ce546 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2018-08-24 / The work presented here aims to analyze how the Programa de Desenvolvimento Educacional - PDE, for the continuing education of teachers of Basic Education in the State of Paraná. As for the methodology, the research has a descriptive-analytical approach, of a qualitative nature and was carried out through an empirical study, with data collection from instruments compatible with theoretical and methodological coherence, whose purpose is to know and analyze a cut of a reality, referring to formative processes derived from a public policy of continuous teacher training, from the perspective of the participants, who are effective teachers of the Rede Estadual de Educação Básica do Estado do Paraná, which concluded the Programa de Desenvolvimento Educacional - PDE. In order to fulfill the research objective, in the first chapter we will discuss public policies on teacher education in Brazil and present the PDE as a Program that breaks with traditional models of continuing education existing in Brazil, with higher education institutions, study, research, implementation of pedagogical projects and the socialization of knowledge acquired with their peers through a virtual learning tool. In the second chapter, we will conceptualize teacher education as an apprenticeship that begins even before the initial training courses, which pass through it and endures throughout the profession, due to the need for new learning, since the undergraduate courses, per se only, do not exhaust the needs of new knowledge that are used in the formal educational processes, demonstrating a certain distance between practice and the one that requires recurrent professional updates. Finally, in the third chapter, we will analyze the narratives of five teachers, recorded during the pilot research, through e-mail, and five others recorded and transcribed, in person, inside four different schools of two municipalities of the Estado do Paraná. In the end, we will conclude that the PDE, because it is a policy of continuous teacher training regulated by Law, is affirmative, proclaims appreciation, professional performance and corroborates significant changes in teaching practice, which will certainly contribute to better educational levels in the Estado do Paraná, although in the long term. / O trabalho aqui apresentado tem o intuito de analisar as contribuições do Programa de Desenvolvimento Educacional - PDE, para a formação continuada de professores da Educação Básica do Estado do Paraná. Quanto à metodologia, a pesquisa possui abordagem descritivo-analítica, de natureza qualitativa e foi realizada por meio de um estudo empírico, com coleta de dados a partir de instrumentos compatíveis com coerência teórico-metodológicas, cuja finalidade é conhecer e analisar um recorte de uma realidade, referente a processos formativos derivados de uma política pública de formação continuada de professores, sob a ótica dos participantes, que são docentes efetivos da Rede Estadual de Educação Básica do Estado do Paraná, os quais concluíram o Programa de Desenvolvimento Educacional - PDE. Para cumprir ao objetivo da pesquisa, no primeiro capítulo faremos uma discussão acerca das políticas públicas sobre a formação de professores no Brasil e apresentaremos o PDE como sendo um Programa que rompe com modelos tradicionais de formação continuada existentes no Brasil, tendo como diferencial, o diálogo com as instituições de ensino superior, o estudo, a pesquisa, a implementação de projetos pedagógicos e a socialização de conhecimentos adquiridos com seus pares por meio de ferramenta virtual de aprendizagem. No segundo capítulo conceituaremos a formação docente como sendo uma aprendizagem que se inicia antes mesmo dos cursos de formação inicial, que passa por ela e perdura por toda a profissão, em decorrência da necessidade de novas aprendizagens, visto que os cursos de licenciatura, por si só, não esgotam as necessidades de novos saberes que são utilizados nos processos educativos formais, demonstrando um certo distanciamento entre a teria e a prática, o que exige dos docentes, recorrentes atualizações profissionais. Por fim, no terceiro capítulo analisaremos as narrativas de cinco professores, registradas durante a pesquisa piloto, por meio de e-mail e, ainda, cinco outras gravadas e transcritas, de forma presencial, no interior de quatro diferentes escolas de dois municípios do Estado do Paraná. Ao final, concluiremos que o PDE, por se tratar de uma política de formação continuada de professores regulamentada por Lei é afirmativa, apregoa valorização, desempenho profissional e corrobora para mudanças significativas na prática docente, o que contribuirá, certamente, para melhores níveis educacionais no Estado do Paraná, ainda que em longo prazo.

In this dissertation we investigate methods of solving various optimization problems with PDE constraints, i.e. optimization problems that have a system of partial differential equations in the set of constraints, and develop frameworks for a number of practically inspired problems that were not considered in the literature before. Such problems arise in areas like fluid mechanics, chemical engineering, finance, and other areas where a physical system needs to be optimized. In most of the literature sources on PDE-constrained optimization only relatively simple systems of PDEs are considered, they are either linear, or the size of the system is small. On the contrary, in our case, we search for solution methods to problems constrained by large (8 to 10 equations) and non-linear systems of PDEs. More specifically, in the first part of the dissertation we consider a multiphysics phenomenon where electromagnetic and mechanical fields interact within an electrically conductive body, and develop the optimization framework to find an efficient way to control one field through another. We also apply the developed PDE-constrained optimization framework to a financial options portfolio optimization problem, and more specifically consider the case that to the best of our knowledge is not covered in the literature.

In this paper, we investigate the question of the spectrally equivalence of the so- called Pseudo-Laplacian to the usual discrete Laplacian in order to use hierarchical preconditioners for this more complicate matrix. The spectral equivalence is shown to be equivalent to a Brezzi-type inequality, which is fulfilled for the finite element spaces considered here.

The Modelica language is a modelling and programming  language for modelling cyber-physical systems using equations and  algorithms. In this thesis two suggested extensions of the Modelica  language are covered. Those are Partial Differential Equations (PDE)  and explicit parallelism in algorithmic code.  While PDEs are not  yet supported by the Modelica language, this thesis presents a  framework for solving PDEs using the algorithmic part of the  Modelica language, including parallel extensions. Different  numerical solvers have been implemented using the explicit parallel  constructs suggested for Modelica by the ParModelica language  extensions, and implemented as part of OpenModelica. The solvers  have been evaluated using different models, and it can be seen how  bigger models are suitable for a parallel solver. The intention has  been to write a framework suitable for modelling and parallel  simulation of PDEs. This work can, however, also be seen as a case  study of how to write a custom solver using parallel algorithmic  Modelica and how to evaluate the performance of a parallel solver.

The objective of this dissertation is to develop robust and accurate numerical methods for solving the compressible, non-linear Euler equations of gas dynamics in one and two space dimensions. In theory, solutions of the Euler equations can display various characteristics including shock waves, rarefaction waves and contact discontinuities. To capture these features correctly, highly accurate numerical schemes are designed. In this thesis, two different projects have been studied to show the accuracy and utility of these numerical schemes. Firstly, the compressible, non-linear Euler equations of gas dynamics in one space dimension are considered. Since the non-linear partial differential equations (PDEs) can develop discontinuities (shock waves), the numerical code is designed to obtain stable numerical solutions of the Euler equations in the presence of shocks. Discontinuous solutions are defined in a weak sense, which means that there are many different solutions of the initial value problems of PDEs. To choose the physically relevant solution among the others, the entropy condition was applied to the problem. This condition is then used to derive a bound on the solution in order to satisfy L2-stability. Also, it provides information on how to add an adequate amount of diffusion to smooth the numerical shock waves. Furthermore, numerical solutions are obtained using far-field and no penetration (wall) boundary conditions. Grid interfaces were also included in these numerical computations. Secondly, the two dimensional compressible, non-linear Euler equations are considered. These equations are used to obtain numerical solutions for compressible ow in a shock tube with a 90° circular bend for two channels of different curvatures. The cell centered finite volume numerical scheme is employed to achieve these numerical solutions. The accuracy of this numerical scheme is tested using two different methods. In the first method, manufactured solutions are used to the test the convergence rate of the code. Then, Sod's shock tube test case is implemented into the numerical code to show the correctness of the code in both ow directions. The numerical method is then used to obtain numerical solutions which are compared with experimental data available in the literature. It is found that the numerical solutions are in a good agreement with these experimental results.

Approved for public release; distribution is unlimited. / An efficient nozzle design is critical for enhancing the benefits of Pulse Detonation Engines (PDEs) and enabling their use as future propulsion or power generation systems. Due to the inherent variation in chamber pressure for Pulse Detonation Combustors, it has been difficult to design a nozzle, which has the capability to provide an appropriate exit-to-throat area ratio suited for both the detonation blow-down event and refresh pressures associated with the cyclic operation of a PDE. A two-dimensional PDE exit nozzle was designed, modeled, and constructed in an attempt to increase the overall efficiency of converting thermal energy to kinetic energy by providing a fluidic method to dynamically vary the effective nozzle area ratio. A fluidic nozzle configuration was evaluated, which had the ability to inject a small amount of air into the diverging section of the nozzle in order to dynamically create a more desirable exit-to-throat area ratio. Experimental testing was conducted on various injection flow rates, and a shadowgraph system was used to observe the fluid flow characteristics within the nozzle. Computer simulations were used to analyze the fluid flow properties within the nozzle. A comparison of the computer simulations and the experimental results was performed and demonstrated good agreement. / Lieutenant, United States Navy

This thesis is intended to contribute to policy analysis on nuclear energy planning, and also as a contribution to applied mathematics. From point of view of nuclear policy analysis, this thesis is not designed to offer realistic detail on nuclear engineering itself, which is of second order relative to our chosen problem. The goal is to address some large scale problems in the management of the world stocks of two important nuclear fuels, Uranium (an economically finite natural resource) and Plutonium (the result at first of policies for Uranium burning, and later of policies on fast reactor breeding). This thesis assumes, as a ‘political’ working hypothesis, that at some future time world governments will agree urgently to decarbonise the world economy. Up to that point, assuming no previous large progress towards decarbonisation, basic world electricity consumption will have continued to grow at its historic average of 1.9% compound. This rate is hypothetically a combination of slower growth in the developed world and faster growth in the developing world. On this hypothesis, a necessary but not sufficient condition for decarbonising the economy would be the complete decarbonisation of future basic electricity demand, plus the provision of sufficient extra decarbonised electricity supply to take over powering all land transport. The demand for electricity for land transport at any time is assumed to equal (in line with historical experience) an increment of approximately 20% above the contemporary basic world demand for electricity. The hypothetical scenario for achieving this model of decarbonisation, without major stress to the worlds economic and social system, is to expand nuclear power to meet the whole of basic electricity demand. This would leave intermittent renewable sources to power the intermittent electricity demands of road transport.This thesis explores the above hypothetical future in various ways. We first list published forecasts of future Uranium use and future Uranium supply. These suggest that presently known Uranium reserves can meet demand for many decades. However on extrapolating the cumulative demand for Uranium that results from the above working hypothesis, we find that if a dash to decarbonise world electricity supply begins immediately, this would consume a very large multiple of presently known Uranium reserves. Sustaining that decarbonisation for only a few more decades of demand growth would consume further large multiples of the known Uranium supply. A delay in the start of the dash for decarbonisation by only a few decades greatly increases the cumulative Uranium demand needed to reach decarbonisation even briefly.Therefore the sustained achievement of decarbonisation, in a world economy of the historical type, requires such large Uranium resources that a successor fuel cycle is required. This thesis models only the case of a Uranium-based fast reactor fuel cycle, since this cycle can in principle consume all the cumulative past and future Plutonium stockpile, and can then meet its own Plutonium needs for a long period (hundreds or thousands of years), allowing ample time for economic adjustment. However a commercially effective fast reactor technology is some decades away.Up to this point, the thesis has only added two physical factors to the existing debate on Uranium needs: namely cumulative growth of electricity demand at its historic rate, and a political choice for 100% physical decarbonisation of the electricity supply.The mathematical and economic contribution of the thesis then begins. We ask the following questions:1. Under what circumstances would profit-maximising investors (or an economically rational centralized economy) actually choose to build enough reactors to decarbonise the world electricity supply?2. Would the need for investors to make a profit increase or decrease the life of the economically accessible Uranium reserves?3. What is the effect of accelerating or delaying the technical availability of fast reactors?4. When if at all would there be shortages of Uranium or Plutonium?5. Under what circumstances would rational investors chose a smooth and physically feasible handover from Uranium burning to fast reactors, thus avoiding the need for a large but temporary return to fossil fuel?The above questions set a mathematically demanding problem: four interacting physical stocks and two physical flow variables ( control variables) must simultaneously be optimized, along with their economic effects. The two control variables are the rate of building or decommissioning Uranium burners, and the rate of building or decommissioning fast reactors. The first control variable drives the cumulative stock of Uranium burning reactors, and hence the resulting maximum physical supply of electricity (with sales income bounded by demand), less the costs of operating, and of new investment. This variable also drives the cumulative depletion of the finite economically extractable reserve of Uranium, and it simultaneously drives an increase in the free Plutonium stock (from Uranium burning). The second control variable, the rate of building or decommissioning fast reactors, drives a decrease in the Plutonium stock (from charging new fast reactors) and it drives a cumulative increase in the stock of fast reactors. This affects the resulting rate of supply of electricity and of income less operating costs and new investment costs. The combined sales of electricity from the two reactor systems is bounded by the total world demand for electricity.The thesis explores this problem in several stages. A fully stochastic form of the problem (stochastic in the price of electricity) is posed using the tools of contingent claims analysis, but this proves intractable to solve, even numerically. Fortunately the price increases needed to impose decarbonisation are very large, and they result from discrete and long lasting government actions. Hence for policy analysis it is adequate to assume a large one off change in electricity price, and observe the progress towards the resulting evolving equilibrium. This problem is also addressed in stages, firstly we optimise the Uranium burning and the fast reactor cycles in isolation from each other, then we allow some purely heuristic and manually controlled interaction between them. Finally we solve, and economically optimize, the total dynamic system of two physical control variables and the resulting four interacting dependent stock variables.

Cette thèse s'intéresse à l'étude des EDSR ergodiques et à leurs applications à l'étude du comportement en temps long des solutions d'EDP paraboliques semi-linéaires. Dans un premier temps, nous établissons des résultats d'existence et d'unicité d'une EDSR ergodique avec conditions de Neumann au bord dans un convexe non borné et dans un environnement faiblement dissipatif. Nous étudions ensuite leur lien avec les EDP avec conditions de Neumann au bord et nous donnons un exemple d'application à un problème de contrôle optimal stochastique. La deuxième partie est constituée de deux sous-parties. Tout d'abord, nous étudions le comportement en temps long des solutions mild d'une EDP parabolique semi-linéaire en dimension infinie par des méthodes probabilistes. Cette méthode probabiliste repose sur une application d'un résultat nommé "Basic coupling estimate" qui nous permet d'obtenir une vitesse de convergence exponentielle de la solution vers sons asymptote. Au passage notons que cette asymptote est entièrement déterminée par la solution de l'EDP ergodique semi-linéaire associée à l'EDP parabolique semi-linéaire initiale. Puis, nous adaptons cette méthode à l'étude du comportement en temps long des solutions de viscosité d'une EDP parabolique semi-linéaire avec condition de Neumann au bord dans un convexe borné en dimension finie. Par des méthodes de régularisation et de pénalisation des coefficients et en utilisant un résultat de stabilité pour les EDSR, nous obtenons des résultats analogues à ceux obtenus dans le contexte mild, avec notamment une vitesse exponentielle de convergence de la solution vers son asymptote. / This thesis deals with the study of ergodic BSDE and their applications to the study of the large time behaviour of solutions to semilinear parabolic PDE. In a first time, we establish some existence and uniqueness results to an ergodic BSDE with Neumann boundary conditions in an unbounded convex set in a weakly dissipative environment. Then we study their link with PDE with Neumann boundary condition and we give an application to an ergodic stochastic control problem. The second part consists of two sections. In the first one, we study the large time bahaviour of mild solutions to semilinear parabolic PDE in infinite dimension by a probabilistic method. This probabilistic method relies on a Basic coupling estimate result which gives us an exponential rate of convergence of the solution toward its asymptote. Let us mention that that this asymptote is fully determined by the solution of the ergodic semilinear PDE associated to the parabolic semilinear PDE. Then, we adapt this method to the sudy of the large time behaviour of viscosity solutions of semilinear parabolic PDE with Neumann boundary condition in a convex and bounded set in finite dimension. By regularization and penalization procedures, we obtain similar results as those obtained in the mild context, especially with an exponential rate of convergence for the solution toward its asymptote.