A prestudy indicated superior accuracy and convergence properties of apseudo-spectral method compared to a spline-based method implemented byCòrdoba et al. in 2005 when solving the α-patches problem. In this thesis wefurther investigate the numerical properties of the pseudo-spectral method and makeit more robust by implementing the Nonequispaced Fast Fourier Transform. Wepresent a more detailed overview and analysis of the pseudo-spectral method and theα-patches problem in general and conclude that the pseudo-spectral method issuperior in regards to accuracy in periodic settings.

Esse trabalho é um estudo sobre circuitos resistivos que apresentam a característica da autossimilaridade em sua configuração. A construção desses circuitos é feita de uma maneira recursiva, de forma análoga a um fractal autossimilar. Os circuitos são analisados pelas suas resistências equivalentes, sendo obtida uma condição para convergência desse valor. Os conceitos auxiliares necessários ao tema desta dissertação abordam a representação de um circuito resistivo como um grafo, além de conceitos envolvendo fractais autossimilares. São propostas ao final de cada capítulo atividades interdisciplinares acessíveis a alunos de ensino médio, com conteúdos envolvendo resistência equivalente, sequências, conjuntos, e noções de área e perímetro. / This work is a study of resistive circuits which present a characteristic of self similarity in their configuration. The construction of these circuits is made in a self recursive way, analogously to a self similar fractal. The circuits are analyzed by their equivalent resistance, and a condition for convergence of this quantity is obtained. Auxiliary concepts that are necessary to this dissertation theme treat the resistive circuit as a graph, and concepts involving self similar fractals. It is proposed at the end of each chapter interdisciplinary activities that are accessible to high school students, with topics involving equivalent resistence, sequences, sets, and notions of area and perimeter.

Este trabalho visa dar uma contribuição para o aumento de eficiência no fluxo de projeto de sistemas integrados, especificamente na avaliação de desempenho da comunicação entre os seus blocos componentes. É proposto o uso de modelagem e simulação de hardware em alto nível, no nível de transações, denominado TLM, para aproveitar a redução de esforço e tempo que se pode oferecer ao projeto de sistemas integrados, diferentemente de enfoques convencionais em níveis mais baixos de descrição, como o nível de registradores (RTL). É proposta uma forma de análise do tráfego intrachip produzido na comunicação de elementos do sistema, visando-se o uso dos resultados obtidos para descrição de geradores de tráfego. A principal contribuição deste trabalho é a proposta da análise de séries de tráfego obtido durante simulação de plataformas de hardware descritas no nível TLM usando-se métodos estatísticos conhecidos da área de estudo de séries temporais. A análise permite ao projetista ter maior compreensão da natureza estatística do tráfego intrachip, denominada dependência de curta ou longa duração (SRD e LRD), para o posterior ajuste de modelos usados na geração de séries sintéticas que representem tal natureza. Os resultados da análise mostraram que o tráfego obtido por simulação TLM tem natureza similar em relação ao da do tráfego obtido por simulação num nível mais baixo de abstração, do tipo de precisão por ciclos, indicando que o tráfego TLM pode ser usado para a representação do tráfego intrachip. Outra contribuição deste trabalho é a proposta de ajuste de modelos paramétricos autossimilares usando-se a decomposição da série de tráfego original, tendo sido feita uma comparação dos resultados desta com o ajuste convencional feito a modelos sem decomposição. Estas contribuições foram agrupadas dentro de uma metodologia detalhada, apresentada neste documento, para a qual experimentos foram realizados. Os resultados a partir das séries sintéticas autossimilares geradas pelos modelos estimados, apresentaram semelhança nos indicadores de SRD e LRD em relação às séries originais TLM, mostrando ser favorável o uso futuro destas séries sintéticas na implementação de geradores de tráfego. / It is objective of this work to make a contribution to improve the efficiency of the integrated systems design flow, specifically on the evaluation of communication performance between component blocks. The use of high level hardware modeling and simulation, at the transaction level, known as TLM, is proposed, in order to take advantage of the reduction of effort and time for the integrated system design; that in contrast to the traditional approaches, which use lower hardware description level, such as register transfer level (RTL). A methodology to evaluate the intra-chip traffic produced by the communication between system elements is proposed. The main contribution of this work is the analysis of traffic time series obtained by simulation of hardware platforms modeled in TLM, using well-known statistical methods for time series analysis. The analysis allows the system developer to understand the statistical nature of the intra-chip traffic, also known as short and long range dependence (SRD and LRD), for later adjustment and accurate representation of the traffic nature in synthetic series. The analysis results have shown that traffic traces obtained by TLM simulation has similar statistical nature as the traffic traces obtained at lower abstraction level, as cycle accurate type, which indicates that TLM traffic could be used to represent intrachip traffic. Another contribution of this work is a fitting procedure to auto similar parametric models thought the decomposition of the original traffic, and its comparison to the results of the conventional fitting, when applied to models that are not decomposed. These contributions were grouped and included in the detailed methodology presented in this document, being a series of experiments carried out. The results related to self-similar synthetic series, obtained from the fitted models, have shown similarity to the SRD and LRD indicators of the original TLM series, what favors the use of synthetic series future for the implementation of traffic generators.

Ce travail de thèse porte sur l'étude de systèmes dynamiques substitutifs. Les substitutions ont historiquement été introduites pour décrire la suite des sommes des chiffres modulo 2 en base 2 . On étudie des propriétés de la suite somme des chiffres et notamment les propriétés des densités asymptotiques d'ensembles liés aux autocorrélations de fonctions arithmétiques définies par les fonctions somme des chiffres. On démontre notamment un théorème de la limite centrale pour ces densités. On étudie également les propriétés de régularité de la fonction de pression dans le cadre du formalisme thermodynamique, introduit par Bowen, Ruelle et Sinaï, pour une famille de potentiels définis en terme de distance à l'attracteur de la substitution de k-bonacci. On démontre la convergence des itérés de l'opérateur de renormalisation introduit par Baraviera, Leplaideur et Lopes vers un point fixe pour cette même famille de potentiels. Enfin, on étudie des propriétés de régularité de certaines mesures spectrales associées à des pavages auto-similaires en s'appuyant sur des travaux de Bufetov et Solomyak portant sur les déviations des sommes ergodiques dans le cas de l'action par translation de \R^d sur les pavages auto-similaires de R^d. On démontre qu'après renormalisation, ces mesures spectrales se comportent comme des mesures de Radon autour de zér / In the present work we study substitutive dynamical systems. Historically, substitutions have been introduced in order to describe the sequence of the sum-of-digits mod 2 in base 2. We study some properties of densities of sets defined by sum-of-digits functions, sets which are linked with autocorrelations of some arithmétic functions. We prove that these densities are usually normally distributed. We also study the regularity of the pressure function in the framework of the thermodynamics formalism, introduced by Bowen, Ruelle and Sinaï, for a family of potentials defined in terms of distance to the attractor of the k-bonacci substitution. We also show that the iterations of the renormalisation operator defined by Baraviera, Leplaideur and Lopes converges towards a fixed point of this operator. Finally we study the regularity of some spectral measures associated to self-similar tilings using mostly works from Bufetov and Solomyak on the deviations of ergodic sums for the action of translations by vectors in R^d on self-similar tilings of R^d. We prove that, afeter renormalisation, these spectral measures behave like Radon measures around

Title: Options under Stable Laws. Author: Andrea Karlová Department: Department of Probability and Mathematical Statistics Supervisor: Doc. Petr Volf, CSc. Abstract: Stable laws play a central role in the convergence problems of sums of independent random variables. In general, densities of stable laws are represented by special functions, and expressions via elementary functions are known only for a very few special cases. The convenient tool for investigating the properties of stable laws is provided by integral transformations. In particular, the Fourier transform and Mellin transform are greatly useful methods. We first discuss the Fourier transform and we give overview on the known results. Next we consider the Mellin transform and its applicability on the problem of the product of two independent random variables. We establish the density of the product of two independent stable random variables, discuss the properties of this product den- sity and give its representation in terms of power series and Fox's H-functions. The fourth chapter of this thesis is focused on the application of stable laws into option pricing. In particular, we generalize the model introduced by Louise Bachelier into stable laws. We establish the option pricing formulas under this model, which we refer to as the Lévy Flight...

No / Traffic congestion in communication networks can dramatically deteriorate user-perceived Quality-of-Service (QoS). The integration of the Random Early Detection (RED) and priority scheduling mechanisms is a promising scheme for congestion control and provisioning of differentiated QoS required by multimedia applications. Although analytical modelling of RED congestion control has received significant research efforts, the performance models reported in the current literature were primarily restricted to the RED algorithm only without consideration of traffic scheduling scheme for QoS differentiation. Moreover, for analytical tractability, these models were developed under the simplified assumption that the traffic follows Short-Range-Dependent (SRD) arrival processes (e.g., Poisson or Markov processes), which are unable to capture the self-similar nature (i.e., scale-invariant burstiness) of multimedia traffic in modern communication networks. To fill these gaps, this paper presents a new analytical model of RED congestion control for prioritized multi-class self-similar traffic. The closed-form expressions for the loss probability of individual traffic classes are derived. The effectiveness and accuracy of the model are validated through extensive comparison between analytical and simulation results. To illustrate its application, the model is adopted as a cost-effective tool to investigate the optimal threshold configuration and minimize the required buffer space with congestion control.

We introduce a simple tree growth process that gives rise to a new two-parameter family of discrete fragmentation trees that extends Ford's alpha model to multifurcating trees and includes the trees obtained by uniform sampling from Duquesne and Le Gall's stable continuum random tree. We call these new trees the alpha-gamma trees. In this thesis, we obtain their splitting rules, dislocation measures both in ranked order and in sized-biased order, and we study their limiting behaviour. We further extend the underlying exchangeable fragmentation processes of such trees into partly exchangeable fragmentation processes by weakening the exchangeability. We obtain the integral representations for the measures associated with partly exchangeable fragmentation processes and subordinator of the tagged fragments. We also embed the trees associated with such processes into continuum random trees and study their limiting behaviour. In the end, we generate a three-parameter family of partly exchangeable trees which contains the family of the alpha-gamma trees and another important two-parameter family based on Poisson-Dirichlet distributions.

Le schéma d'allumage par choc pour la fusion par confinement inertiel utilise une impulsion laser intense à la fin d'une phase d'assemblage de combustible. Les paramètres clefs de ce schéma sont la génération d'une haute pression d'ablation, l'amplification de la pression du choc généré par un facteur supérieur à cent et le couplage du choc avec le point chaud de la cible. Dans cette thèse, de nouveaux modèles semi-analytiques sont développés afin de décrire le choc d'allumage depuis sa génération jusqu'à l'allumage du combustible. Tout d'abord, un choc sphérique convergent dans le coeur pré-chauffé de la cible est décrit. Le modèle est obtenu par perturbation de la solution auto-semblable de Guderley en tenant compte du nombre de Mach du choc élevé mais fini. La correction d'ordre un tient compte de l'effet de la force du choc. Un critère d'allumage analytique est exprimé en fonction de la densité surfacique du point chaud et de la pression du choc d'allumage. Le seuil d'allumage est plus élevé pour un nombre de Mach faible. Il est montré que la pression minimale du choc, lorsqu'il entre dans le coeur de la cible, est de 20Gbar. La dynamique du choc dans la coquille en implosion est ensuite analysée. Le choc se propage dans un milieu non inertiel avec un fort gradient de pression et une augmentation temporelle générale de la pression. La pression du choc est amplifiée plus encore durant la collision avec une onde de choc divergente provenant de la phase d'assemblage. Les modèles analytiques développés permettent une description de la pression et de la force du choc dans une simulation typique de l'allumage par choc. Il est démontré que, dans le cas d'une cible HiPER, une pression initiale du choc de l'ordre de 300 Mbar dans la zone d'ablation est nécessaire. Il est proposé une analyse des expériences sur la génération de chocs forts avec l'installation laser OMEGA. Il est montré qu'une pression du choc proche de 300Mbar est atteinte près de la zone d'ablation avec une intensité laser absorbée de l'ordre de 2 X 10(15) W.cm-2 et une longueur d'onde de 351 nm. Cette valeur de la pression est deux fois plus importante que la valeur attendue en considérant une absorption collisionnelle de l'énergie laser. Cette importante différence est expliquée par la contribution d'électrons supra-thermiques générés durant l'interaction laser/plasma dans la couronne. Les modèles analytiques proposés permettent une optimisation de l'allumage par choc lorsque les paramètres de la phase d'assemblage, sont pris en compte. Les diverses approches analytiques, numériques et expérimentales sont cohérentes entre-elles. / The shock ignition concept in inertial confinement fusion uses an intense power spike at the end of an assembly laser pulse. the key feature of shock ignition are the generation of a high ablation pressure, the shock pressure amplification by at least a factor of a hundred in the cold fuel shell and the shock coupling to the hot-spot. in this theses, new semi-analytical hydrodynamic models are developed to describe the ignitor shock from its generation up to the moment of fuel ignition. A model is developed to describe a spherical concerging shock wave in a pre-heated hotspot. The self-similar solution developed by Guderley is perturbed over the shock Mach number Ms >>1. The first order correction accounts for the effects of the shock strength. An analytical ignition criterion is defined in terms of the shock strength ans th hot-spot areal density. The ignition threshold is higher when the initial Mach number of the shock is lower. A minimal shock pressure of 20 Gbar is needed when it enters the hot-spot. The shock dynamics in the imploding shell is the analyzed. The shock is propagating into a non inertial medium with a high radial pressure gradient and an averall pressure increase with time. The collision with a returning shock coming from the assembly phase enhances further the ignitor shock pressure. The analytica theory allows to des cribe the shock pressure and strength evolution in a typical shock ignition implosion. It is demonstrated that, in the case of the HiPER target design, a generation shock pressure near the ablation zone on the order of 300-400 Mbar is needed. An analysis of experiments on the strong shock generation performed on the OMEGA laser facility is presented. It is sown that a shock presssure close to 300 Mbar near the ablation zone has been reached with an absorbed laser intensity up to 2 x 10(15) W:cm-2 and a laser wavelength of 351 nm. This value is two times higher than the one expected from collisional laser absorption only. That significant pressure enhancement is explained by contribution of hot-electrons generated by non-linear laser/plasma interaction in the corona. The proposed analytical models allow to optimize the shock ignition scheme, including the inuence of the implosion parameters. Analytical, numerical and experimental results are mutualy consistent.

Nous nous intéressons à trois problèmes issus du monde des arbres aléatoires discrets et continus. Dans un premier lieu, nous faisons une étude générale des arbres de fragmentation auto-similaires, étendant certains résultats de Haas et Miermont en 2006, notamment en calculant leur dimension de Hausdorff sous des hypothèses malthusiennes. Nous nous intéressons ensuite à une suite particulière d’arbres discrets k-aires, construite de manière récursive avec un algorithme similaire à celui de Rémy de 1985. La taille de l’arbre obtenu à la n-ième étape est de l’ordre de n^(1/k), et après renormalisation, on trouve que la suite converge en probabilité vers un arbre de fragmentation. Nous étudions également des manières de plonger ces arbres les uns dans les autres quand k varie. Dans une dernière partie, nous démontrons la convergence locale en loi d’arbres de Galton-Watson multi-types critiques quand on les conditionne à avoir un grand nombre de sommets d’un certain type fixé. Nous appliquons ensuite ce résultat aux cartes planaires aléatoire pour obtenir la convergence locale en loi de grandes cartes de loi de Boltzmann critique vers une carte planaire infinie. / We study three problems related to discrete and continuous random trees. First, we do a general study of self-similar fragmentation trees, extending some results established by Haas and Miermont in 2006, in particular by computing the Hausdorff dimension of these trees under some Malthusian hypotheses. We then work on a particular sequence of k-ary growing trees, defined recursively with a similar method to Rémy’s algorithm from 1985. We show that the size of the tree obtained at the n-th step if of order n^(1/k), and, after renormalization, we prove that the sequence convergences to a fragmentation tree. We also study embeddings of the limiting trees as k varies. In the last chapter, we show the local convergence in distribution of critical multi-type Galton-Watson trees conditioned to have a large number of vertices of a fixed type. We then apply this result to the world of random planar maps, obtaining that large critical Boltzmann-distributed maps converge locally in distribution to an infinite planar map.

Dans cette thèse, nous étudions l’équation parabolique non linéaire ∂ t u = ∆u + a |x|⎺⥾ |u|ᵅ u, t > 0, x ∈ Rᴺ \ {0}, N ≥ 1, ⍺ ∈ R, α > 0, 0 < Ƴ < min(2,N) et avec une donnée initiale u(0) = φ. On établit l’existence et l’unicité locale dans Lq(Rᴺ) et dans Cₒ(Rᴺ). En particulier, la valeur q = N ⍺/(2 − γ) joue un rôle critique. Pour ⍺ > (2 − γ)/N, on montre l’existence de solutions auto-similaires globales avec données initiales φ(x) = ω(x) |x|−(2−γ)/⍺, où ω ∈ L∞(Rᴺ) homogène de degré 0 et ||ω||∞ est suffisamment petite. Nous montrons ainsi que si φ(x)∼ω(x) |x| ⎺(²⎺⥾)/⍺ pour |x| grande, alors la solution est globale et asymptotique dans L∞(Rᴺ) à une solution auto-similaire de l’équation non linéaire. Tandis que si φ(x)∼ω(x) |x| (x)|x|−σ pour des |x| grandes avec (2 − γ)/⍺ < σ < N, alors la solution est globale, mais elle est asymptotique dans L∞(Rᴺ) à eᵗ∆(ω(x) |x|−σ). L’équation avec un potentiel plus général, ∂ t u = ∆u + V(x) |u|ᵅ u, V(x) |x |⥾ ∈ L∞(Rᴺ), est également étudiée. En particulier, pour des données initiales φ(x)∼ω(x) |x| ⎺(²⎺⥾)/⍺, |x| grande, nous montrons que le comportement à grand temps est linéaire si V est à support compact au voisinage de l’origine, alors qu’il est non linéaire si V est à support compact au voisinage de l’infini. Nous étudions également le système non linéaire ∂ t u = ∆u + a |x|⎺⥾ |v|ᴾ⎺¹v, ∂ t v = ∆v + b |x|⎺ ᴾ |u|q⎺¹ u, t > 0, x ∈ Rᴺ \ {0}, N ≥ 1, a,b ∈ R, 0 < y < min(2,N)? 0 < p < min(2,N), p,q > 1. Sous des conditions sur les paramètres p, q, γ et ρ nous montrons l’existence et l’unicité de solutions globales avec données initiales petites par rapport à certaines normes. En particulier, on montre l’existence de solutions auto-similaires avec donnée initiale Φ = (φ₁, φ₂), où φ₁, φ₂ sont des données initiales homogènes. Nous montrons également que certaines solutions globales sont asymptotiquement auto-similaires. Comme deuxième objectif, nous considérons l’équation de la chaleur non linéaire ut = ∆u + |u|ᴾ⎺¹u - |u| q⎺¹u, avec t ≥ 0 et x ∈ Ω, la boule unité de Rᴺ, N ≥ 3, avec des conditions aux limites de Dirichlet. Soit h une solution stationnaire à symétrie radiale avec changement de signe de (E). On montre que la solution de (E) avec donnée initiale λh explose en temps fini si |λ − 1| > 0 est suffisamment petit et si 1 < q < p < Ps = N+2/N−2 et p suffisamment proche de Ps. Ceci prouve que l’ensemble des données initiales pour lesquelles la solution est globale n’est pas étoilé au voisinage de 0. / In this thesis, we study the nonlinear parabolic equation ∂ t u = ∆u + a |x|⎺⥾ |u|ᵅ u, t > 0, x ∈ Rᴺ \ {0}, N ≥ 1, ⍺ ∈ R, α > 0, 0 < Ƴ < min(2,N) and with initial value u(0) = φ. We establish local well-posedness in Lq(Rᴺ) and in Cₒ(Rᴺ). In particular, the value q = N ⍺/(2 − γ) plays a critical role.For ⍺ > (2 − γ)/N, we show the existence of global self-similar solutions with initial values φ(x) = ω(x) |x|−(2−γ)/⍺, where ω ∈ L∞(Rᴺ) is homogeneous of degree 0 and ||ω||∞ is sufficiently small. We then prove that if φ(x)∼ω(x) |x| ⎺(²⎺⥾)/⍺ for |x| large, then the solution is global and is asymptotic in the L∞-norm to a self-similar solution of the nonlinear equation. While if φ(x)∼ω(x) |x| (x)|x|−σ for |x| large with (2 − γ)/α < σ < N, then the solution is global but is asymptotic in the L∞-norm toe t(ω(x) |x|−σ). The equation with more general potential, ∂ t u = ∆u + V(x) |u|ᵅ u, V(x) |x |⥾ ∈ L∞(Rᴺ), is also studied. In particular, for initial data φ(x)∼ω(x) |x| ⎺(²⎺⥾)/⍺, |x| large , we show that the large time behavior is linear if V is compactly supported near the origin, while it is nonlinear if V is compactly supported near infinity. we study also the nonlinear parabolic system ∂ t u = ∆u + a |x|⎺⥾ |v|ᴾ⎺¹v, ∂ t v = ∆v + b |x|⎺ ᴾ |u|q⎺¹ u, t > 0, x ∈ Rᴺ \ {0}, N ≥ 1, a,b ∈ R, 0 < y < min(2,N)? 0 < p < min(2,N), p,q > 1. Under conditions on the parameters p, q, γ and ρ we show the existence and uniqueness of global solutions for initial values small with respect of some norms. In particular, we show the existence of self-similar solutions with initial value Φ = (φ₁, φ₂), where φ₁, φ₂ are homogeneous initial data. We also prove that some global solutions are asymptotic for large time to self-similar solutions. As a second objective we consider the nonlinear heat equation ut = ∆u + |u|ᴾ⎺¹u - |u| q⎺¹u, where t ≥ 0 and x ∈ Ω, the unit ball of Rᴺ, N ≥ 3, with Dirichlet boundary conditions. Let h be a radially symmetric, sign-changing stationary solution of (E). We prove that the solution of (E) with initial value λ h blows up in finite time if |λ − 1| > 0 is sufficiently small and if 1 < q < p < Ps = N+2/N−2 and p sufficiently close to Ps. This proves that the set of initial data for which the solution is global is not star-shaped around 0.