Soit F ∈ Z[X1, . . . ,Xn] une forme décomposable, c’est-à-dire un polynôme homogène de degré d qui peut être factorisé en formes linéaires sur C. Notons NF (m) le nombre de solutions entières à l’inégalité |F(x)| ≤ m et VF (m) le volume de l’ensemble {x ∈ Rn :|F(x)| ≤ m}. En 2001, Thunder [19] a prouvé une conjecture de W.M. Schmidt, énonçant que, sous des conditions de finitude appropriées, on a NF (m) << m n/d où la constante implicite ne dépend que de n et d. En outre, il a montré une formule asymptotique NF (m) = m n/d V (F) + OF (m n/(d+n−2)) où, cependant, la constante implicite dépend de F. Dans des articles ultérieurs, la préoccupation de Thunder était d’obtenir une formule asymptotique similaire, mais avec la borne supérieure du terme d’erreur |NF (m) −m n/dV (F)| ne dépendant que de n et d. Dans [20] et [22], il a réussi à prouver que si gcd(n, d) = 1, la constante implicite dans le terme d’erreur peut en effet être fonction uniquement de n et d. L’objectif principal de cette thèse est d’étendre les résultats de Thunder au cadre p-adique. `A savoir, nous sommes intéressés par les solutions à l’inégalité |F(x)| · |F(x)|p1 . . . |F(x)|pr ≤ m en x = (x1, x2, . . . ,xn) ∈ Zn avec gcd(x1, x2, . . . ,xn, p1 · · · pr) = 1. (5.4.9) où p1, . . . , pr sont des nombres premiers distincts et |·|p désigne la valeur absolue p-adique habituelle. Le chapitre 1 est consacré au cadre p-adique de ce problème et aux preuves des lemmes auxiliaires. Le chapitre 2 est consacré à l’extension des résultats de Thunder de [19]. Dans le chapitre 3, nous montrons l’effectivité de la condition sous laquelle le nombre de solutions de (5.4.9) est fini. Le chapitre 4 et le chapitre 5 généralisent les résultats de Thunder dans [20], [21] et [22]. / Let F ∈ Z[X1, . . . ,Xn] be a decomposable form, that is, a homogeneous polynomial of degree d which can be factored into linear forms over C. Denote by NF (m) the number of integer solutions to the inequality |F(x)| ≤ m and by VF (m) the volume of the set{x ∈ Rn : |F(x)| ≤ m}. In 2001, Thunder [19] proved a conjecture of W.M. Schmidt, stating that, under suitable finiteness conditions, one has NF (m) << mn/d where the implicit constant depends only on n and d. Further, he showed an asymptotic formula NF (m) = mn/dV (F) + OF (mn/(d+n−2)) where, however, the implicit constant depends on F. In subsequent papers, Thunder’s concern was to obtain a similar asymptotic formula, but with the upper bound of the error term |NF (m)−mn/dV (F)| depending only on n and d. In [20] and [22], hemanaged to prove that if gcd(n, d) = 1, the implicit constant in the error term can indeed be made depending only on n and d.The main objective of this thesis is to extend Thunder’s results to the p-adic setting. Namely, we are interested in solutions to the inequality |F(x)| · |F(x)|p1 . . . |F(x)|pr ≤ m in x = (x1, x2, . . . ,xn) ∈ Zn with gcd(x1, x2, . . . ,xn, p1 · · · pr) = 1. (5.4.3)where p1, . . . , pr are distinct primes and | · |p denotes the usual p-adic absolute value.Chapter 1 is devoted to the p-adic set-up of this problem and to the proofs of the auxiliary lemmas. Chapter 2 is devoted to extending Thunder’s results from [19]. In chapter 3, we show the effectivity of the condition under which the number of solutions of (5.4.3) is finite. Chapter 4 and chapter 5 generalize Thunder’s results from [20], [21] and [22].

In this thesis, several new aspects of asymptotic symmetries have been exploited.Firstly, we have shown that the asymptotic symmetries can be enhanced tosymplectic symmetries in three dimensional asymptotically Anti-de Sitter (AdS) space-time with Dirichletboundary conditions. Such enhancement providesa natural connection between the asymptotic symmetries in the far region i.e. closeto the boundary) and the near-horizon region, which leads to a consistenttreatment for both cases. The second investigation in three dimensional space-time is to study theEinstein-Maxwell theory including asymptotic symmetries, solutionspace and surface charges with asymptotically flat boundary conditionsat null infinity. This model allows one to illustrate several aspectsof the four dimensional case in a simplified setting. Afterwards, we givea parallel analysis of Einstein-Maxwell theory in the asymptotically AdScase.Another new aspect consists in demonstrating a deep connection between certainasymptotic symmetry and soft theorem. Recently, a remarkable equivalence wasfound between the Ward identity of certain residual (large) U(1) gauge transformations and the leadingpiece of the soft photon theorem. It is well known that the softphoton theorem includes also a sub-leading piece. We have proven thatthe large U(1) gauge transformation responsible for the leading soft factorcan also explain the sub-leading one.In the last part of the thesis, wewill investigate the asymptotic symmetries near the inner boundary. Asa null hypersurface, the black hole horizon can be considered as an innerboundary. The near horizon symmetries create “soft” degrees of freedom. Wehave generalised such argument to isolated horizon and have shown that those “soft” degreesof freedom of an isolated horizon are equivalent to its electric multipolemoments. / Doctorat en Sciences / info:eu-repo/semantics/nonPublished

This paper deals with the joint and conditional distributions concerning the maximum of random walk paths and the number of times this maximum is achieved. This joint distribution was studied first by Dwass [1967]. Based on his result, the correlation and some conditional moments are derived. The main contributions are however asymptotic expansions concerning the conditional distribution and conditional moments. (author's abstract) / Series: Forschungsberichte / Institut für Statistik

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D.Phil. / We propose solutions to two statistical problems using the frequency domain approach to time series analysis. In both problems the data at hand can be described by the well known signal plus noise model. The first problem addressed is the estimation of the underlying variance of a process for the use in a Shewhart or CUSUM control chart when the mean of the process may be changing. We propose an estimator for the underlying variance based on the periodogram of the observed data. Such estimators have properties which make them superior to some estimators currently used in Statistical Quality Control. We also present a CUSUM chart for monitoring the variance which is based upon the periodogram-based estimator for the variance. The second problem, stimulated by a specific problem in Variable Star Astronomy, is to test whether or not the mean of a bivariate time series is constant over the span of observations. We consider two periodogram-based tests for constancy of the mean, derive their asymptotic distributions under the null hypothesis and under local alternatives and show how consistent estimators for the unknown parameters in the proposed model can be found

Le travail est consacré aux questions de la statistique des processus stochastiques. Particulièrement, on considère deux problèmes d'estimation. Le premier chapitre se concentre sur le problème d'estimation non-paramétrique pour le processus de Poisson non-homogène. On estime la fonction moyenne de ce processus, donc le problème est dans le domaine d'estimation non-paramétrique. On commence par la définition de l'efficacité asymptotique dans les problèmes non-paramétriques et on procède à exploration de l'existence des estimateurs asymptotiquement efficaces. On prend en considération la classe des estimateurs à noyau. Dans la thèse il est démontré que sous les conditions sur les coefficients du noyau par rapport à une base trigonométrique, on a l'efficacité asymptotique dans le sens minimax sur les ensembles divers. Les résultats obtenus soulignent le phénomène qu'en imposant des conditions de régularité sur la fonction inconnue, on peut élargir la classe des estimateurs asymptotiquement efficaces. Pour comparer les estimateurs asymptotiquement efficaces (du premier ordre), on démontre une inégalité qui nous permet de trouver un estimateur qui est asymptotiquement efficace du second ordre. On calcule aussi la vitesse de convergence pour cet estimateur, qui dépend de la régularité de la fonction inconnue et finalement on calcule la valeur minimale de la variance asymptotique pour cet estimateur. Cette valeur joue le même rôle dans l'estimation du second ordre que la constantede Pinsker dans le problème d'estimation de la densité ou encore l'information de Fisher dans les problèmes d'estimation paramétrique.Le deuxième chapitre est dédié au problème de l’estimation de la solution d’une équation différentielle stochastique rétrograde (EDSR). On observe un processus de diffusion qui est donnée par son équation différentielle stochastique dont le coefficient de la diffusion dépend d’un paramètre inconnu. Les observations sont discrètes. Pour estimer la solution de l’EDSR on a besoin d’un estimateur-processus pour leparamètre, qui, chaque instant n’utilise que la partie des observations disponible. Dans la littérature il existe une méthode de construction, qui minimise une fonctionnelle. On ne pouvait pas utiliser cet estimateur, car le calcul serait irréalisable. Dans le travail nous avons proposé un estimateur-processus qui a la forme simple et peut être facilement calculé. Cet estimateur-processus est un estimateur asymptotiquementefficace et en utilisant cet estimateur on estime la solution de l’EDSR de manière efficace aussi. / This work is devoted to the questions of the statistics of stochastic processes. Particularly, the first chapter is devoted to a non-parametric estimation problem for an inhomogeneous Poisson process. The estimation problem is non-parametric due to the fact that we estimate the mean function. We start with the definition of the asymptotic efficiency in non-parametric estimation problems and continue with examination of the existence of asymptotically efficient estimators. We consider a class of kernel-type estimators. In the thesis we prove that under some conditions on the coefficients of the kernel with respect to a trigonometric basis we have asymptotic efficiency in minimax sense over various sets. The obtained results highlight the phenomenon that imposing regularity conditions on the unknown function, we can widen the class ofasymptotically efficient estimators. To compare these (first order) efficient estimators, we prove an inequality which allows us to find an estimator which is asymptotically efficient of second order. We calculate also the rate of convergence of this estimator, which depends on the regularity of the unknown function, and finally the minimal value of the asymptotic variance for this estimator is calculated. This value plays the same role in the second order estimation as the Pinsker constant in the density estimation problem or the Fisher information in parametric estimation problems. The second chapter is dedicated to a problem of estimation of the solution of a Backward Stochastic Differential Equation (BSDE). We observe a diffusion process which is given by its stochastic differential equation with the diffusion coefficientdepending on an unknown parameter. The observations are discrete. To estimate the solution of a BSDE, we need an estimator-process for a parameter, which, for each given time, uses only the available part of observations. In the literature there exists a method of construction, which minimizes a functional. We could not use this estimator, because the calculations would not be feasible. We propose an estimator-process which has a simple form and can be easily computed. Using this estimator we estimate the solution of a BSDE in an asymptotically efficient way.

The recent advances in the Materials Engineering have led to the development of new materials with customized microstructure in which the properties of its constituents and their geometric distribution have a considerable effect on determination of the macroscopic properties of the substance. Direct inclusion of the material microstructure in the analysis on a macro level is challenging since spatial meshes created for the analysis should have enough resolution to be able to accurately capture the geometry of the microstructure. In most cases this leads to a huge finite element model which requires a substantial amount of computational resources. To circumvent this limitation a number of homogenization techniques were developed. By considering a small element of the material, referred to as Representative Volume Element (RVE), homogenization methods make it possible to include the effects of a material’s microstructure on the overall properties at the macro level. However, complexity of the microstructure geometry and the necessity of satisfying periodic boundary conditions introduce additional difficulties into the analysis procedure. In this dissertation we propose a hybrid homogenization method that combines Asymptotic homogenization with MeshFree Solution Structures Method (SSM). Our approach allows realistic inclusion of complex geometry of the microstructure that can be captured from micrographs or micro CT scans. In addition to unprecedented flexibility in handling complex geometries, this method also provides a completely automatic analysis procedure. Using meshfree solution structures simplifies meshing to creating a simple cartesian grid which only needs to contain the domain. This also eliminates manual modifications which usually needs to be performed on meshes created from image data. A computational platform is developed in C++ based on meshfree/asymptotic method. In this platform also a novel meshfree solution structure is designed to provide exact satisfaction of periodic boundary conditions for boundary value problems such as homogenization. Performance of the developed platform is tested over 2D and 3D domains against previously published data and/or conventional finite element methods. After getting satisfactory results, homogenized properties are used to compute localized stress and strain distributions over inhomogeneous structures. Furthermore, effects of geometric features of pores/inclusions on homogenized mechanical properties is investigated and it is demonstrated that the developed platform could provide an automated quantitative analysis tool for studying effects of different design parameters on homogenized properties.

We consider the motion of a Brownian particle trapped in an arbitrary bounded two or three-dimensional domain, whose boundary is reflecting except for a small absorbing window through which the particle can escape. We use the method of matched asymptotic expansions to calculate the mean first passage time, defined as the time taken for the Brownian particle to escape from the domain through the absorbing window. This is known as the narrow escape problem. Since the mean escape time diverges as the window shrinks, the calculation is a singular perturbation problem. We extend our results to include N absorbing windows of varying length in two dimensions and varying radius in three dimensions. We present findings in two dimensions for the unit disk, unit square and ellipse and in three dimensions for the unit sphere. The narrow escape problem has various applications in many fields including finance, biology, and statistical mechanics. / Science, Faculty of / Mathematics, Department of / Graduate

A modelagem matemática por meio de equações diferenciais é uma importante ferramenta para prever o comportamento de baterias redox de vanádio, pois ela pode contribuir para o aperfeiçoamento do produto e melhor entendimento dos princípios da sua operação. Os estudos de modelagem podem ser aliados à análise assintótica no intuito de promover reduções ou simplificações que tornem os modelos menos complexos, isso é feito a partir da observação da importância que cada termo exerce sobre as equações. Tais simplificações são úteis neste contexto, visto que os modelos geralmente abordam uma célula apenas - a menor unidade operacional da bateria - enquanto aplicações reais exigem o uso de dezenas ou centenas delas implicando em uma maximização do uso de recursos computacionais. Neste trabalho, foram investigadas múltiplas formas de reduções assintóticas que empregadas na construção dos modelos puderam acelerar o tempo de processamento em até 2,46 vezes ou reduzir os requisitos de memória principal em até 11,39%. As simulações computacionais foram executadas pelo software COMSOL Multiphysics v. 4.4, e também por scripts desenvolvidos em ambiente de programação MATLAB. A validação dos resultados foi feita comparando-os a dados experimentais presentes na literatura. Tal abordagem permitiu também validar as rotinas implementadas para a simulação dos modelos comparando suas soluções com aquelas providas pelo COMSOL. / Mathematical modelling using differential equations is an important tool to predict the behavior of vanadium redox batteries, since it may contribute to improve the device performance and lead to a better understanding of the principles of its operation. Modelling can be complemented by asymptotic analysis as a mean to promote reductions or simplifications that make models less complex. Such simplifications are useful in this context, whereas these models usually addresses one cell only the smallest operating unit while real applications demand tens or hundreds cells implying on larger computational requirements. In this research, several options for asymptotic reductions were investigated and, applied to different models, were able to speed up the processing time in 2.46× or reduce the memory requirements up to 11.39%. The computational simulations were executed by COMSOL Multiphysics v.4.4, also by in-house code developed in MATLAB. The validation of results was done by comparing it to experimental results available in literature. Additionally, correlating the results provided by COMSOL with the ones arising from the implemented sub-routines allowed to validate the developed algorithm.

Ripple marks and oscillation marks are undesirable defects which occur on the surface of solidified steel produced industrially in the ingot and the continuous casting processes, respectively; these defects are characterized by more or less evenly spaced indentations on the metal surface. Although the mechanisms for their formation are thought to be qualitatively understood, there is still considerable scope for improvement as regards quantitative mathematical modeling. In this thesis, models for the two processes are developed. For the case of ripple marks, transient twodimensional (2D) momentum and heat transfer in ingot casting is considered, and a criterion is derived, in terms of the process parameters, that can help to inform how to avoid such marks. For the case of oscillation marks in continuous casting, a novel numerical formulation for a transient 2D model is developed with the aim of tracking the spatial location of the first point of molten steel to solidify, since this determines the profile of the final oscillation mark. In both cases, the models are nondimensionalized, and the sizes of the dimensionless parameters that appear are used to derive asymptotically reduced models, with a view to not only clarifying the qualitative behavior, but also as a means to reducing the computational expense; both finite-difference and finite-element methods are used to solve the resulting model equations. One of the conclusions is that, although experimentalists and metallurgists have, in the past, treated the two cases as being linked, the present modeling approach shows quite clearly, and perhaps for the first time, how they quantitatively differ. / Marcas de ondulação e marcas de oscilação são defeitos indesejáveis que ocorrem na superfície do lingote de aço solidificado produzido industrialmente; esses defeitos são caracterizados por recortes mais ou menos uniformemente espaçados na superfície do metal. Embora se acredite que os mecanismos para sua formação sejam entendidos qualitativamente, ainda há considerável espaço para melhorias no que diz respeito à modelagem matemática quantitativa. Nesta tese, os modelos para os dois processos são desenvolvidos. Para o caso de marcas de ondulação, considera-se a transferência bidimensional e transitória (2D) de calor e de momento no lingotamento, e um critério é derivado, em termos dos parâmetros do processo, que pode ajudar a informar como evitar tais marcas. Para o caso de marcas de oscilação em lingotamento contínuo, uma nova formulação numérica para um modelo 2D transiente é desenvolvida com o objetivo de rastrear a localização espacial do primeiro ponto de aço fundido para solidificar, pois isso determina o perfil da marca final de oscilação. Em ambos os casos, os modelos são adimensionalizados, e os tamanhos dos parâmetros adimensionais que aparecem são usados para derivar modelos assintoticamente reduzidos, visando não apenas esclarecer o comportamento qualitativo, mas também como meio de reduzir o gasto computacional; ambos os métodos de diferenças finitas e elementos finitos são usados para resolver as equações do modelos resultantes. Uma das conclusões é que, embora os experimentalistas e metalúrgicos tenham, no passado, tratado os dois casos como estando ligados, a presente abordagem de modelagem mostra claramente, e talvez pela primeira vez, como eles diferem quantitativamente.