L'avant-pays de Chartreuse est une zone de transition entre les chaînes subalpines (massif de la Grande-Sure ) , la terminaison méridionale du Jura (chaînon du Ratz) et le bassin molassique du Bas-Dauphiné. La grande diversité des dépôts (calcaire karstique , molasse marneuse et conglomératique, alluvions fluviatiles , glaciaires et interglaciaires ) a justifié l'emploi de méthodes variées dans le but de définir le comportement hydrodynamique des différents aquifères et d'en déterminer les potentialités. La description des particularités lithologiques et hydrogéologiques des différentes formations a permis de préciser les conditions aux limites des réservoirs alluviaux. L'étude du remplissage alluvial, réalisée à partir d'une campagne de prospection géophysique et de nombreux forages , a défini la géométrie de ces réservoirs et a permis l'ébauche d'un schéma de la configuration des dépôts en fonction des phases glaciaires et interglaciaires. Les limites de bassins versants ont été déterminées par l'étude des circulations karstiques dans les massifs calcaires . L'analyse de la structure et de la fracturation, l 'observation des débits et des caractères physico- chimiques des eaux des émergences ont donné un schéma cohérent du fonctionnement des systèmes karstiques qui participent pour une grande part à l 'alimentation des aquifères alluviaux. L'évaluation des volumes d'eau infiltrée à partir des données hydroclimatiques a mis en évidence de remarquables potentialités d'exploitation de la nappe dans la vallée de Saint-Laurent-du-Pont . L'étude hydrodynamique de cette nappe a fait apparaître que l 'effet transitoire des apports est rapidement effacé vers l'aval, la nappe acquérant en permanence un régime de quasi-équilibre entre les effets d ' alimentations amont et le drainage des zones argileuses . L' ensemble des connaissances concernant l'aquifère et ses limites a donc pu être contrôlé par un modèle d'écoulement permanent qui permet de simuler les effets d 'un captage.

X-ray crystallography is a powerful method for determining the three-dimensional structures of biological macromolecules at atomic resolution. Crystallography can reliably provide the answer to many structure related questions, from global folds to atomic details of bonding. Crystallographic techniques find wide applications in understanding macromolecular assembly, enzyme mechanism, mode of activation of enzymes, substrate-specificity, ligand-binding properties, domain movement etc. The knowledge of accurate molecular structures is also a prerequisite for rational drug design and for structure based functional studies to aid the development of effective therapeutic agents. The current thesis can be broadly divided into two major parts. The first four chapters deal with assembly studies that have been carried out on Sesbania mosaic virus and the next two chapters describe the structure and function of a stationary phase survival protein, SurE from Salmonella typhimurium. In both studies X-ray crystallographic techniques have been used extensively for the structural studies. Viruses are obligate parasites with a proteinaceous capsid enclosing the genetic material. For genetic economy, several copies of capsid proteins self assemble to form complex virus capsids. Due to their intricate symmetric structures, viruses are considered as minute marvels of molecular architecture and study of virus structures serve as a paradigm for solutions to problems concerning macromolecular assembly and function in general. Crystallography provides a means of visualizing intact virus particles as well as their isolated constituent proteins and enzymes at near-atomic resolution, and is thus an extraordinarily powerful tool for understanding the function of these biological systems. Protein-protein interactions, protein-nucleic acid interactions, metal-ion mediated interactions, interactions between capsid proteins and auxillary or scaffolding proteins and particle maturation or post processing of capsid protein subunits are various elements that play a role in capsid assembly. Many structural and sequential motifs have been proposed as important conformational switches of capsid assembly. A functional analysis of these motifs by way of mutations in the capsid protein and structural studies of these mutants can provide further insight into capsid assembly pathways. Interaction between capsid protein subunits can determine the size and robustness of the capsid. Analysis of protein-protein interactions can help in understanding the principles of self-assembly. Arresting capsid assembly by disrupting intersubunit interactions and trapping the assembly intermediates will be helpful to delineate the changes that happen in capsid protein during the course of assembly and understand assembly pathways. Sesbania mosaic virus (SeMV) is a plant virus with a positive sense single-stranded RNA genome and belongs to the Sobemovirus genus. The protein and nucleic acids of SeMV can be separated and reassembled in vitro. Also, expression of the coat protein (CP) gene of SeMV in E. coli leads to the formation of virus like particles (VLPs). Therefore, SeMV is an excellent model system to study the assembly pathways that lead to the formation of complex virus shells. Earlier structural and functional studies on the native virus and the recombinant capsid protein and its various mutants have revealed the following: SeMV is a T=3 virus with chemically identical A-, B- and C-subunits occupying quasi equivalent positions in the icosahedral asymmetric unit of the virus particle. The A-type subunits form pentamers at the five-fold, and the B- and C- type subunits form hexamers at the icosahedral three-fold axes. The amino terminus of the polypeptide is ordered from residue 72 in the A- and B- subunits whereas it is ordered from residue 44 in the C-subunit. The disordered segment in all the subunits has an arginine rich motif (N-ARM). The segment ordered only in C-subunits has a -annulus structure that promotes intersubunit interactions at the quasi six-fold and a -segment (A). The virus is stabilized by protein-protein, protein–RNA and Ca2+ mediated protein-protein interactions. Virus like particles (VLPs) formed by the expression of full length CP encapsidate 23 S E. coli rRNA and CP mRNA. Expression of a deletion mutant lacking the N-terminal 65 residues (rCP∆N65) which results in the removal of the N-ARM, the -annulus and the A leads to the formation of stable T=1 particles. The -annulus, which was earlier believed to be an important molecular switch controlling the assembly of T=3 VLPs was found to be dispensable. The N-ARM, though important for RNA encapsidation, was not essential for capsid assembly . Depletion of Ca2+ ions led to slight swelling of virus particles and significantly reduced stability. Extensive studies on the VLPs suggested that the assembly is most likely initiated by the dimers of the capsid protein. Following a brief account of the historical highlights in the field of structural virology, a review of current literature on the available crystal structures of viruses and various assembly studies on viruses that have been carried out with emphasis on role of nucleic acid mediated interactions, protein-protein interactions and role of specific residues and ion-mediated interactions in assembly are presented in Chapter I of the thesis. A separate section in this chapter deals with the disassembly experiments that have led to the formation of smaller oligomers of spherical viruses. This chapter also gives an account of the earlier work that has been carried out on SeMV, which is the model system of study for the present thesis. Chapter II describes in detail the structural studies on the β-annulus deletion mutant of SeMV. A unique feature of several T = 3 icosahedral viruses is the presence of a structure called the β-annulus formed by extensive hydrogen bonding between protein subunits related by icosahedral three-fold axis of symmetry. This unique structure has been suggested as a molecular switch that determines the T = 3 capsid assembly. In order to examine the importance of the β-annulus, a deletion mutant of Sesbania mosaic virus coat protein in which residues 48–59 involved in the formation of the β-annulus were deleted retaining the rest of the residues in the amino terminal segment (rCP (Δ48–59)) was constructed. When expressed in Escherichia coli, the mutant protein assembled into virus like particles of size close to that of the wild type virus particles. The purified capsids were crystallized and their three dimensional structure was determined at 3.6Å resolution by X-ray crystallography. The mutant capsid structure closely resembled that of the native virus particles. However, surprisingly, the structure revealed that the assembly of the particles has proceeded without the formation of the β-annulus. Therefore, the β-annulus is not essential for T = 3 capsid assembly as speculated earlier and may be formed as a consequence of the particle assembly. This is the first structural demonstration that the virus particle morphology with and without the β-annulus could be closely similar. Chapter III begins with a detailed description of the interfacial residue mutations that have been carried out in SeMV with the aim of disrupting assembly and trapping an assembly intermediate. These mutations were performed in rCP as well as rCP∆N65 gene. Among these, a single point mutation of a Trp 170 to a charged residue (either Glu or Lys) arrested virus assembly and resulted in stable dimers of the capsid protein. The chapter also gives an account of the biophysical characterization of these mutants. rCP∆N65 dimer mutants showed a characteristic 230 nm peak in CD spectral studies which may be due to the interactions of a stretch of aromatic residues in the capsid protein. The isolated dimers were more susceptible to trypsin cleavage compared to the assembled capsids due to the exposed basic amino terminus. Thermal melting studies showed that the isolated dimer mutants were much less stable when compared to the assembled capsids, probably due to the loss of intersubunit interactions and Ca2+ mediated interactions. The structure of one of the isolated dimer mutant- rCP∆N65W170K was solved to a resolution of 2.65Å. Chapter IV describes the crystal structure analysis of the rCP∆N65W170K mutant dimer and compares its structure with the dimers of native virus, T=3 and T=1 VLPs. A number of structural changes occur especially in the loop and interfacial regions during the course of assembly. The dimer in solution was “more relaxed” than the dimer that initiates assembly. Ca2+ ion is not bound and consequently the C-terminal residues are disordered. The FG loop, which interacts with RNA, was found to be flexible and adopts a different conformation in the unassembled dimer. The present thesis also deals with the structural and functional studies of a phosphatase, SurE, the stationary phase survival protein from Salmonella typhimurium. Chapter V provides a general introduction on Salmonella, which is a mesophilic food borne pathogen, its general features, classification and stress responses. This chapter also gives an account of stationary phase in bacteria and stress responses. A brief description about phosphatases and their classification is also presented in this chapter. Following this, a review of the current literature on the structural, biochemical and functional role of stress related proteins and phylogenetic and enzymatic studies of various homologues of SurE are described in detail. Chapter VI deals with the detailed crystal structure analysis of SurE, the first stationary phase survival protein from a mesophilic organism. SurE, of Salmonella typhimurium forms part of a stress survival operon regulated by the stationary phase RNA polymerase alternative sigma factor. SurE is known to improve bacterial viability during stress conditions. It functions as a phosphatase specific to nucleoside monophosphates. Here we report the X-ray crystal structure of SurE from Salmonella typhimurium (St SurE). The protein crystallized in two forms- orthorhombic F222 and monoclinic C2. The two structures were determined to resolutions of 1.7Å and 2.7Å, respectively. The protein exists as a domain swapped dimer. The residue Asp 230 is involved in several interactions that are probably crucial for domain swapping. A divalent metal ion is found at the active site of the enzyme, which is consistent with the divalent metal-ion dependent activity of the enzyme. Interactions of the conserved DD motif present at the N-terminus with the phosphate and the Mg2+ present in the active site suggest that these residues play an important role in enzyme activity. The divalent metal ion specificity and the kinetic constants of SurE were determined using the generic phosphatase substrate- para- Nitro Phenyl Phosphate. The enzyme was inactive in the absence of divalent cations and was most active in the presence of Mg2+. Thermal denaturation studies showed that St SurE is much less stable compared to its homologues and an attempt was made to understand the molecular basis of the lower thermal stability based on solvation free energy. The thesis concludes with a brief summary of the entire work that have been presented and future prospects. The various crystallographic, biochemical and biophysical techniques employed in the investigations are described under the section experimental techniques in Appendix I and the NCS matrices used in the structure solution of the β-annulus deletion mutant are listed in Appendix II.

Résumé : Cette thèse comporte 8 chapitres. Le chapitre 1 est une introduction aux problématiques rencontrées sur les marchés énergétiques : fréquence d'intervention faible, coûts de transaction élevés, évaluation des options spread. Le chapitre 2 étudie la convergence de l'erreur de couverture d'une option call dans le modèle de Bachelier, pour des coûts de transaction proportionnels (modèle de Leland-Lott) et lorsque la fréquence d'intervention devient infinie. Il est prouvé que cette erreur est bornée par une variable aléatoire proportionnelle au taux de transaction. Cependant, les démonstrations de convergence en probabilité demandent des régularités sur les sensibilités assez restrictives en pratique. Les chapitres suivants contournent ces obstacles en étudiant des convergences presque sûres. Le chapitre 3 développe tout d'abord de nouveaux outils de convergence presque sûre. Ces résultats ont de nombreuses conséquences sur le contrôle presque sûr de martingales et de leur variation quadratique, ainsi que de leurs incréments entre deux temps d'arrêt généraux. Ces résultats de convergence trajectorielle sont connus pour être difficiles à obtenir sans information sur les lois. Par la suite, nous appliquons ces résultats à la minimisation presque sûre de la variation quadratique renormalisée de l'erreur de couverture d'une option de payoff général (cadre multidimensionnel, payoff asiatique, lookback) sur une large classe de temps d'intervention. Une borne inférieure à notre critère est trouvée et une suite minimisante de temps d'arrêt optimale est exhibée : il s'agit de temps d'atteinte d'ellipsoïde aléatoire, dépendant du gamma de l'option. Le chapitre 4 étudie la convergence de l'erreur de couverture d'une option de payoff convexe (dimension 1) en prenant en compte des coûts de transaction à la Leland-Lott. Nous décomposons l'erreur de couverture en une partie martingale et une partie négligeable, puis nous minimisons la variation quadratique de cette martingale sur une classe de temps d'atteintes générales pour des Deltas vérifiant une certaine EDP non-linéaire sur les dérivées secondes. Nous exhibons aussi une suite de temps d'arrêt atteignant cette borne. Des tests numériques illustrent notre approche par rapport à une série de stratégies connues de la littérature. Le chapitre 5 étend le chapitre 3 en considérant une fonctionnelle des variations discrètes d'ordre Y et de Z de deux processus d'Itô Y et Z à valeurs réelles, la minimisation étant sur une large classe de temps d'arrêt servant au calcul des variations discrètes. Borne inférieure et suite minimisant sont obtenues. Une étude numérique sur les coûts de transaction est faite. Le chapitre 6 étudie la discrétisation d'Euler d'un processus multidimensionnel X dirigé par une semi-martingale d'Itô Y . Nous minimisons sur les temps de la grille de discrétisation un critère quadratique sur l'erreur du schéma. Nous trouvons une borne inférieure et une grille optimale, ne dépendant que des données observables. Le chapitre 7 donne un théorème limite centrale pour des discrétisations d'intégrale stochastique sur des grilles de temps d'atteinte d'ellipsoïdes adaptées quelconque. La corrélation limite est conséquence d'asymptotiques fins sur les problèmes de Dirichlet. Dans le chapitre 8, nous nous intéressons aux formules d'expansion pour les options sur spread, pour des modèles à volatilité locale. La clé de l'approche consiste à conserver la propriété de martingale de la moyenne arithmétique et à exploiter la structure du payoff call. Les tests numériques montrent la pertinence de l'approche.

This thesis is concerned with identifying the best decision among a set of possible decisions in the presence of uncertainty. We are primarily interested in situations where the objective function value at any feasible solution needs to be estimated, for example via a ``black-box' simulation procedure. We develop adaptive random search methods for solving such simulation optimization problems. The methods are adaptive in the sense that they use information gathered during previous iterations to decide how simulation effort is expended in the current iteration. We consider random search because such methods assume very little about the structure of the underlying problem, and hence can be applied to solve complex simulation optimization problems with little expertise required from an end-user. Consequently, such methods are suitable for inclusion in simulation software. We first identify desirable features that algorithms for discrete simulation optimization need to possess to exhibit attractive empirical performance. Our approach emphasizes maintaining an appropriate balance between exploration, exploitation, and estimation. We also present two new and almost surely convergent random search methods that possess these desirable features and demonstrate their empirical attractiveness. Second, we develop two frameworks for designing adaptive and almost surely convergent random search methods for discrete simulation optimization. Our frameworks involve averaging, in that all decisions that require estimates of the objective function values at various feasible solutions are based on the averages of all observations collected at these solutions so far. We present two new and almost surely convergent variants of simulated annealing and demonstrate the empirical effectiveness of averaging and adaptivity in the context of simulated annealing. Finally, we present three random search methods for solving simulation optimization problems with uncountable feasible regions. One of the approaches is adaptive, while the other two are based on pure random search. We provide conditions under which the three methods are convergent, both in probability and almost surely. Lastly, we include a computational study that demonstrates the effectiveness of the methods when compared to some other approaches available in the literature.

Cette Thèse est composée de deux parties portant respectivement sur la discrétisation des équations différentielles stochastiques et sur le théorème de la limite centrale presque sûre pour les martingales.<br /><br />La première Partie est composée de trois chapitres: Le premier chapitre introduit le cadre de l'étude et présente les résultats obtenus. Le deuxième chapitre est consacré à l'étude d'une nouvelle méthode d'accélération de convergence, appelée méthode de Romberg statistique, pour le calcul d'espérances de fonctions ou de fonctionnelles d'une diffusion.<br />Ce chapitre est la version augmentée d'un article à paraître dans la revue Annals of Applied Probability.<br /><br />Le troisième chapitre traite de l'application de cette méthode à l'approximation de densité par des méthodes de noyaux.<br />Ce chapitre est basé sur un travail en collaboration avec Arturo Kohatsu-Higa.<br /><br />La deuxième partie de la thèse est composée de deux chapitres: le premier chapitre présente la littérature récente concernant le théorème de la limite centrale presque sûre et ses extensions. Le deuxième chapitre, basé sur un travail en collaboration avec Faouzi Chaâbane, étend divers résultats de type TLCPS à des martingales quasi-continues à gauche.

Submitted by João Cardoso Ramos (joao.cardoso@neoenergia.com) on 2016-10-18T17:54:17Z No. of bitstreams: 1 Choques precos Minerio de Ferro e Oleo Combustivel_Ramos_EPGE_2016.pdf: 16472320 bytes, checksum: 23f5ab6cc05689772c15ce6d62f48270 (MD5) / Approved for entry into archive by GILSON ROCHA MIRANDA (gilson.miranda@fgv.br) on 2016-10-24T18:35:40Z (GMT) No. of bitstreams: 1 Choques precos Minerio de Ferro e Oleo Combustivel_Ramos_EPGE_2016.pdf: 16472320 bytes, checksum: 23f5ab6cc05689772c15ce6d62f48270 (MD5) / Approved for entry into archive by GILSON ROCHA MIRANDA (gilson.miranda@fgv.br) on 2016-11-08T12:45:12Z (GMT) No. of bitstreams: 1 Choques precos Minerio de Ferro e Oleo Combustivel_Ramos_EPGE_2016.pdf: 16472320 bytes, checksum: 23f5ab6cc05689772c15ce6d62f48270 (MD5) / Made available in DSpace on 2016-11-08T13:21:48Z (GMT). No. of bitstreams: 1 Choques precos Minerio de Ferro e Oleo Combustivel_Ramos_EPGE_2016.pdf: 16472320 bytes, checksum: 23f5ab6cc05689772c15ce6d62f48270 (MD5) Previous issue date: 2016-05-27 / This paper analyzes the relation between iron ore and bunker oil prices` returns for the period from June, 2008 to March, 2016. For this purpose, econometric models were estimated separately (through OLS technique) as well as jointly (through SURE approach) to capture contemporaneous correlations of the shocks of both prices. The result indicates the existence of a contemporaneously monthly correlation of about 20% between the shocks. Additionally, it indicates the absence of correlation and causality when prices are compared with lags. Therefore, one can assume that mining companies with revenues linked to iron ore prices and costs linked to bunker oil prices do partially benefit from natural hedge against shocks in those two markets. / Este trabalho analisa a relação entre os choques de preços nos mercados de minério de ferro e de óleo combustível para navegação (bunker oil) no período entre junho de 2008 e março de 2016. Para isso, foram estimados modelos de forma independente (via OLS) e de forma conjunta (via SURE) para capturar o efeito de correlações contemporâneas nos choques entre os preços. Os resultados apontam para a existência de correlação mensal contemporânea da ordem de 20% entre os choques de preços. Adicionalmente, mostra-se a ausência de correlação e de causalidade quando se compara os preços de mercados com defasagens. Assim, conclui-se que mineradoras com receitas atreladas a minério de ferro e custos indexados ao óleo se beneficiam parcialmente de hedge natural contra choques de preços nesses dois mercados.

Cette thèse est consacrée aux résultats asymptotiques pour les modèles ARX en poursuite adaptative. Elle est constituée de quatre parties. La première partie est une brève introduction sur les modèles ARMAX et un état de l’art des principaux résultats de la littérature en poursuite adaptative. La seconde partie porte sur l’introduction d’un nouveau concept de contrôlabilité forte pour les modèles ARX en poursuite adaptative. Il permet de généraliser les résultats antérieurs. On montre la convergence presque sûre des algorithmes des moindres carrés ordinaires et pondérés. On établit également le théorème de la limite centrale ainsi que la loi du logarithme itéré pour ces deux algorithmes. La troisième partie est dédiée aux modèles ARX qui ne sont pas fortement contrôlables. On montre que, via un contrôle de poursuite excité, il est possible de s’affranchir de l’hypothèse de forte contrôlabilité. La quatrième partie est consacrée au comportement asymptotique de la statistique de Durbin-Watson pour les modèles ARX en poursuite adaptative via des arguments martingales. / This thesis is devoted to asymptotical results for ARX models in adaptive tracking. It is divided into four parts. The first part is a short introduction on ARMAX models together with a state of the art on the main results in the literature on adaptive tracking. The second part deals with a new concept of strong controllability for ARX models in adaptive tracking. This new notion allows us to extend the previous convergence results. We prove the almost sure convergence for both least squares and weighted least squares algorithms. We also establish a central limit theorem and a law of iterated logarithm for these two algorithms. The third part is dedicated to ARX models that are not strongly controllable. Thanks to a persistently excited adaptive tracking control, we show that it is possible to get rid of the strong controllability assumption. The fourth part deals with the asymptotic behaviour of the Durbin-Watson statistic for ARX models in adaptive tracking via a martingale approach.

The subject of this thesis is Microsoft Dynamics NAV 2013 ERP system implementation in functionally driven organization. The goal is to identify eventual problems, which can occur during the implementation of this system, and based on the findings deliver recommendations for the future projects to eliminate or minimize these problems. The scope of the theoretical section is the analysis of ERP market, specifications of ERP implementation projects, available methodologies, ERP system implementation strategies and finally the analysis of Microsoft Dynamics NAV 2013 implementation in specific company. During the research I managed to identify the most critical problems across the stages of ERP system Microsoft Dynamics NAV 2013 implementation. The results provide advice on how to choose suitable tools and procedures to minimize these problems.

This work deals with the creation of a program for calculating the tensile losses of an in-dustrial boiler. The work is divided into four parts. The first part of the thesis deals with a theoretical introduction to the issue of pressure losses. The second part deals with all equations and procedures by which the program was created, as well as the limitations and conditions of using a given type of equation. The third part consists of a sample calculation of pressure loss-es of a real boiler. Furthermore, in the third part, the correctness of the program function is checked, where the measured losses on the real device were compared with the losses calcu-lated by the program. The fourth part deals with the influence of the boiler's parameters on its pressure losses, where the individual losses were graphically represented and compared to determine the sensitivity analysis. The output of this work is a functional program that has been optimized for ease of use and requires almost no knowledge of the user.

No description available.