A (convex) polytope P is said to be 2-level if every hyperplane H that is facet-defining for P has a parallel hyperplane H' that contains all the vertices of P which are not contained in H.Two level polytopes appear in different areas of mathematics, in particular in contexts related to discrete geometry and optimization. We study the problem of enumerating all combinatorial types of 2-level polytopes of a fixed dimension d. We describe the first algorithm to achieve this. We ran it to produce the complete database for d <= 8. Our results show that the number of combinatorial types of 2-level d-polytopes is surprisingly small for low dimensions d.We provide an upper bound for the number of combinatorially inequivalent 2-level d-polytopes. We phrase this counting problem in terms of counting some objects called 2-level configurations, that capture the class of "maximal" rank d 0/1-matrices, including (maximal) slack matrices of 2-level cones and 2-level polytopes. We provide a proof that the number of d-dimensional 2-level configurations coming from cones and polytopes, up to linear equivalence, is at most 2^{O(d^2 log d)}.Finally, we prove that the extension complexity of every stable set polytope of a bipartite graph with n nodes is O(n^2 log n) and that there exists an infinite class of bipartite graphs such that, for every n-node graph in this class, its stable set polytope has extension complexity equal to Omega(n log n). / Doctorat en Sciences / info:eu-repo/semantics/nonPublished

Cette thèse aborde deux sujets peu traités dans la littérature concernant le théorie des valeurs extrêmes : celui des observations en présence de covariables et celui des mesures de dépendance pour des paires d'observations. Dans la première partie de cette thèse, nous avons considéré le cas où la variable d'intérêt est observée simultanément avec une covariable, pouvant être fixe ou aléatoire. Dans ce contexte, l'indice de queue dépend de la covariable et nous avons proposé des estimateurs de ce paramètre dont nous avons étudié les propriétés asymptotiques. Leurs comportements à distance finie ont été validés par simulations. Puis, dans la deuxième partie, nous nous sommes intéressés aux extrêmes multivariés et plus particulièrement à mesurer la dépendance entre les extrêmes. Dans une situation proche de l'indépendance asymptotique, il est très difficile de mesurer cette dépendance et de nouveaux modèles doivent être introduits. Dans ce contexte, nous avons adapté un outil de géostatistique, le madogramme, et nous avons étudié ses propriétés asymptotiques. Ses performances sur simulations et données réelles ont également été exhibées. Cette thèse offre de nombreuses perspectives, tant sur le plan pratique que théorique dont une liste non exhaustive est présentée en conclusion de la thèse. / This thesis presents a study of the extreme value theory and is focused on two subjects rarely analyzed: observations associated with covariates and dependence measures for pairs of observations.In the first part, we considered the case where the variable of interest is simultaneously recorded with a covariate which can be either fixed or random. The conditional tail index then depends on the covariate and we proposed several estimators with their asymptotic properties. Their behavior have been approved by simulations.In the second part, we were interested in multivariate extremes and more particularly in measuring the dependence between them. In a case of near asymptotic independence, we have to introduce new models in order to measure the dependence properly. In this context, we adapted a geostatistical tool, the madogram, and studied its asymptotic properties. We completed the study with simulations and real data of precipitations.

Neste trabalho investigamos, dos pontos de vistas analítico e numérico, o comportamento assintótico da solução da equação do aerofólio, com uma singularidade do tipo Cauchy, de nida sobre um intervalo com uma pequena abertura. Exibimos um modelo matemático com uma solução f" para o intervalo disjunto G" = (−1,−ε) ∪ (ε, 1) e uma solução f0 que corresponde ao limite de f" quando (ε → 0), relacionando esta última com a solução da equação do aerofólio f no intervalo (−1, 1). Além do mais, demonstramos casos particulares de funções ψ = Tm e ψ = Un(onde Tm e Un são os polinômios de Tchebychev do primeiro e segundo tipo respectivamente) em que temos a igualdade f = f0 e conseqüentemente f" ≈ f. Apresentamos e comparamos numericamente as soluções f", f0 e f para diferentes funções ψ e valores de ε no intervalo G". Mostramos ainda soluções quase polinomiais analíticas da equação do aerofólio, e propomos um método espectral para a equação do aerofólio generalizada. Por m, obtemos soluções analíticas das equações do aerofólio para os intervalos G", (−1, 1)\ {0} e (−1, 1) para diferentes funções ψ(t) através da expansão em série da densidade da integral singular com núcleo Cauchy. / In this work we investigate, of the analytical and numerical points of views, the asymptotic behavior of the airfoil equation solution with a singularity of the Cauchy type, de ned over a interval with a small opening. We display a mathematical model with a f" solution to the disjoint interval G" = (−1,−ε)∪(ε, 1) and a f0 solution corresponding to limit of f" when (ε → 0), linking the latter with the solution of the airfoil equation f in the interval (−1, 1). Furthermore, we demonstrate particular cases of functions ψ = Tm and ψ = Un (where Tm and Un are the Chebyshev polynomials of the rst and second type respectively) where we have equality f = f0 and then f" ≈ f. We present and compare numerically the solutions f", f0 and f for di erent functions ψ and values of ε in G". We also show almost polynomial analytical solutions for the airfoil equation, and we propose a spectral method for the generalized airfoil equation. Finally, we obtain analytical solutions of the airfoil equations to the interval G", (−1, 1)\ {0} and (−1, 1) for various functions ψ(t) by expanding in series the density of the Cauchy singular integral.

Dans cette thèse, nous discutons du stress, de l'incertitude et de la multimodalité des mesures de risque en accordant une attention particulière à deux parties. Les résultats ont une influence directe sur le calcul du capital économique et réglementaire des banques. Tout d'abord, nous fournissons une nouvelle mesure de risque - la VaR du stress du spectre (SSVaR) - pour quantifier et intégrer l'incertitude de la valeur à risque. C'est un modèle de mise en œuvre de la VaR stressée proposée par Bâle III. La SSVaR est basée sur l'intervalle de confiance de la VaR. Nous étudions la distribution asymptotique de la statistique de l'ordre, qui est un estimateur non paramétrique de la VaR, afin de construire l'intervalle de confiance. Deux intervalles de confiance sont obtenus soit par le résultat gaussien asymptotique, soit par l'approche saddlepoint. Nous les comparons avec l'intervalle de confiance en bootstrapping par des simulations, montrant que l'intervalle de confiance construit à partir de l'approche saddlepoint est robuste pour différentes tailles d'échantillons, distributions sous-jacentes et niveaux de confiance. Les applications de test de stress utilisant SSVaR sont effectuées avec des rendements historiques de l'indice boursier lors d'une crise financière, pour identifier les violations potentielles de la VaR pendant les périodes de turbulences sur les marchés financiers. Deuxièmement, nous étudions l'impact de la multimodalité des distributions sur les calculs de la VaR et de l'ES. Les distributions de probabilité unimodales ont été largement utilisées pour le calcul paramétrique de la VaR par les investisseurs, les gestionnaires de risques et les régulateurs. Cependant, les données financières peuvent être caractérisées par des distributions ayant plus d'un mode. Avec ces données nous montrons que les distributions multimodales peuvent surpasser la distribution unimodale au sens de la qualité de l'ajustement. Deux catégories de distributions multimodales sont considérées: la famille de Cobb et la famille Distortion. Nous développons un algorithme d'échantillonnage de rejet adapté, permettant de générer efficacement des échantillons aléatoires à partir de la fonction de densité de probabilité de la famille de Cobb. Pour une étude empirique, deux ensembles de données sont considérés: un ensemble de données quotidiennes concernant le risque opérationnel et un scénario de trois mois de rendement du portefeuille de marché construit avec cinq minutes de données intraday. Avec un éventail complet de niveaux de confiance, la VaR et l'ES à la fois des distributions unimodales et des distributions multimodales sont calculés. Nous analysons les résultats pour voir l'intérêt d'utiliser la distribution multimodale au lieu de la distribution unimodale en pratique. / In this thesis, we focus on discussing the stress, uncertainty and multimodality of risk measures with special attention on two parts. The results have direct influence on the computation of bank economic and regulatory capital. First, we provide a novel risk measure - the Spectrum Stress VaR (SSVaR) - to quantify and integrate the uncertainty of the Value-at-Risk. It is an implementation model of stressed VaR proposed in Basel III. The SSVaR is based on the confidence interval of the VaR. We investigate the asymptotic distribution of the order statistic, which is a nonparametric estimator of the VaR, in order to build the confidence interval. Two confidence intervals are derived from either the asymptotic Gaussian result, or the saddlepoint approach. We compare them with the bootstrapping confidence interval by simulations, showing that the confidence interval built from the saddlepoint approach is robust for different sample sizes, underlying distributions and confidence levels. Stress testing applications using SSVaR are performed with historical stock index returns during financial crisis, for identifying potential violations of the VaR during turmoil periods on financial markets. Second, we investigate the impact of multimodality of distributions on VaR and ES calculations. Unimodal probability distributions have been widely used for parametric VaR computation by investors, risk managers and regulators. However, financial data may be characterized by distributions having more than one modes. For these data, we show that multimodal distributions may outperform unimodal distribution in the sense of goodness-of-fit. Two classes of multimodal distributions are considered: Cobb's family and Distortion family. We develop an adapted rejection sampling algorithm, permitting to generate random samples efficiently from the probability density function of Cobb's family. For empirical study, two data sets are considered: a daily data set concerning operational risk and a three month scenario of market portfolio return built with five minutes intraday data. With a complete spectrum of confidence levels, the VaR and the ES from both unimodal distributions and multimodal distributions are calculated. We analyze the results to see the interest of using multimodal distribution instead of unimodal distribution in practice.

Submitted by ANA KARLA PEREIRA RODRIGUES (anakarla_@hotmail.com) on 2017-08-15T11:54:12Z No. of bitstreams: 1 arquivototal.pdf: 1761582 bytes, checksum: 7e797a75c54f45dbcc28cbeab246335d (MD5) / Made available in DSpace on 2017-08-15T11:54:12Z (GMT). No. of bitstreams: 1 arquivototal.pdf: 1761582 bytes, checksum: 7e797a75c54f45dbcc28cbeab246335d (MD5) Previous issue date: 2016-12-15 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / This thesis is concerned with the dynamics of Mindlin-Timoshenko system for beams and plates. We study issues relating to the asymptotic limit in relation to the parameters and decay rates. In the context of asymptotic limit, as the main result, we present a positive response to the conjecture made by Lagnese and Lions in 1988, where the Von-Kármán model is obtained as singular limit when k tends to infinity, the Mindlin-Timoshenko system. Introducing appropriate damping mechanisms (internal and boundary), we also show that the energy of solutions for the Mindlin-Timoshenko system has decay properties exponential and polynomial, with respect to the parameters. / Esta tese aborda a dinâmica do sistema de Mindlin-Timoshenko para vigas e placas. Estudamos questões relacionadas com o limite assintótico em relação aos parâmetros e as taxas de decaimento. No contexto do limite assintótico, como resultado principal, apresentamos uma resposta positiva à conjectura feita por Lagnese e Lions em 1988, onde o modelo de Von-Kármán é obtido como limite singular, quando k tende ao infinito, do sistema de Mindlin-Timoshenko. Introduzindo mecanismos de amortecimento apropriados (internos e de fronteira), também mostramos que, sob certas condições, a energia de solução do sistema de Mindlin-Timoshenko tem propriedades de decaimento exponencial e polinomial com relação aos parâmetros.

Neste trabalho investigamos, dos pontos de vistas analítico e numérico, o comportamento assintótico da solução da equação do aerofólio, com uma singularidade do tipo Cauchy, de nida sobre um intervalo com uma pequena abertura. Exibimos um modelo matemático com uma solução f" para o intervalo disjunto G" = (−1,−ε) ∪ (ε, 1) e uma solução f0 que corresponde ao limite de f" quando (ε → 0), relacionando esta última com a solução da equação do aerofólio f no intervalo (−1, 1). Além do mais, demonstramos casos particulares de funções ψ = Tm e ψ = Un(onde Tm e Un são os polinômios de Tchebychev do primeiro e segundo tipo respectivamente) em que temos a igualdade f = f0 e conseqüentemente f" ≈ f. Apresentamos e comparamos numericamente as soluções f", f0 e f para diferentes funções ψ e valores de ε no intervalo G". Mostramos ainda soluções quase polinomiais analíticas da equação do aerofólio, e propomos um método espectral para a equação do aerofólio generalizada. Por m, obtemos soluções analíticas das equações do aerofólio para os intervalos G", (−1, 1)\ {0} e (−1, 1) para diferentes funções ψ(t) através da expansão em série da densidade da integral singular com núcleo Cauchy. / In this work we investigate, of the analytical and numerical points of views, the asymptotic behavior of the airfoil equation solution with a singularity of the Cauchy type, de ned over a interval with a small opening. We display a mathematical model with a f" solution to the disjoint interval G" = (−1,−ε)∪(ε, 1) and a f0 solution corresponding to limit of f" when (ε → 0), linking the latter with the solution of the airfoil equation f in the interval (−1, 1). Furthermore, we demonstrate particular cases of functions ψ = Tm and ψ = Un (where Tm and Un are the Chebyshev polynomials of the rst and second type respectively) where we have equality f = f0 and then f" ≈ f. We present and compare numerically the solutions f", f0 and f for di erent functions ψ and values of ε in G". We also show almost polynomial analytical solutions for the airfoil equation, and we propose a spectral method for the generalized airfoil equation. Finally, we obtain analytical solutions of the airfoil equations to the interval G", (−1, 1)\ {0} and (−1, 1) for various functions ψ(t) by expanding in series the density of the Cauchy singular integral.

Cette thèse est articulée autour de deux facettes de l’étude des équations auxdérivées partielles. Dans une première partie, on étudie la stabilité des solutionspériodiques pour des lois de conservation. On démontre d’abord la stabilité asymptotiquedans L1 des solutions périodiques de lois de conservation scalaires et inhomogènes.On montre ensuite un résultat de stabilité structurelle des roll-waves. Plusprécisément, on montre que les solutions périodiques d’un système hyperbolique sansviscosité sont limites des solutions du problème avec viscosité, quand le terme deviscosité tend vers 0. Dans une deuxième partie, on s’intéresse à un système d’équationsaux dérivées partielles issu de la biologie : le modèle de Patlak-Keller-Segelen dimension 2 ; il décrit les phénomènes de chimiotactisme. Pour ce modèle, onconstruit un schéma de type volume fini, ce qui permet d’approcher la solution touten gardant certaines propriétés du système : positivité, conservation de la masse,estimation d’énergie. / This thesis is organized around two aspects of the study of partial differentialequations. In a first part, we study the stability of periodic solutions for conservationlaws. First, we prove asymptotic L1-stability of periodic solutions of scalarinhomogeneous conservation laws. Then, we show a result on structural stability ofroll-waves. More precisely, we prove that periodic solutions of a hyperbolic systemwithout viscosity are the limits of the solutions of the problem with viscosity, as theviscous term tends to 0. In a second part, we study a system of partial differentialequations derived from biology: the model of Patlak-Keller-Segel in dimension 2, describingthe phenomena of chemotaxis. For this model, we construct a finite-volumescheme, which approaches the solution while keeping some properties of the system:positivity, conservation of mass, energy estimate.

Alexander A. Razborov (2007) developed the theory of flag algebras to compute the minimum asymptotic density of triangles in a graph as a function of its edge density. The theory of flag algebras, however, can be used to study the asymptotic density of several combinatorial objects. In this dissertation, we present two original results obtained in the theory of tournaments through application of flag algebra proof techniques. The first result concerns minimization of the asymptotic density of transitive tournaments in a sequence of tournaments, which we prove to occur if and only if the sequence is quasi-random. As a byproduct, we also obtain new quasi-random characterizations and several other flag algebra elements whose density is minimized if and only if the sequence is quasi-random. The second result concerns a class of equivalent properties of a sequence of tournaments that we call quasi-carousel properties and that, in a similar fashion as quasi-random properties, force the sequence to converge to a specific limit homomorphism. Several quasi-carousel properties, when compared to quasi-random properties, suggest that quasi-random sequences and quasi-carousel sequences are the furthest possible from each other within the class of almost balanced sequences. / Alexander A. Razborov (2007) desenvolveu a teoria de álgebras de flags para calcular a densidade assintótica mínima de triângulos em um grafo em função de sua densidade de arestas. A teoria das álgebras de flags, contudo, pode ser usada para estudar densidades assintóticas de diversos objetos combinatórios. Nesta dissertação, apresentamos dois resultados originais obtidos na teoria de torneios através de técnicas de demonstração de álgebras de flags. O primeiro resultado compreende a minimização da densidade assintótica de torneios transitivos em uma sequência de torneios, a qual provamos ocorrer se e somente se a sequência é quase aleatória. Como subprodutos, obtemos também novas caracterizações de quase aleatoriedade e diversos outros elementos da álgebra de flags cuja densidade é minimizada se e somente se a sequência é quase aleatória. O segundo resultado compreende uma classe de propriedades equivalentes sobre uma sequência de torneios que chamamos de propriedades quase carrossel e que, de uma forma similar às propriedades quase aleatórias, forçam que a sequência convirja para um homomorfismo limite específico. Várias propriedades quase carrossel, quando comparadas às propriedades quase aleatórias, sugerem que sequências quase aleatórias e sequências quase carrossel estão o mais distantes possível umas das outras na classe de sequências quase balanceadas.

Neste trabalho investigamos, dos pontos de vistas analítico e numérico, o comportamento assintótico da solução da equação do aerofólio, com uma singularidade do tipo Cauchy, de nida sobre um intervalo com uma pequena abertura. Exibimos um modelo matemático com uma solução f" para o intervalo disjunto G" = (−1,−ε) ∪ (ε, 1) e uma solução f0 que corresponde ao limite de f" quando (ε → 0), relacionando esta última com a solução da equação do aerofólio f no intervalo (−1, 1). Além do mais, demonstramos casos particulares de funções ψ = Tm e ψ = Un(onde Tm e Un são os polinômios de Tchebychev do primeiro e segundo tipo respectivamente) em que temos a igualdade f = f0 e conseqüentemente f" ≈ f. Apresentamos e comparamos numericamente as soluções f", f0 e f para diferentes funções ψ e valores de ε no intervalo G". Mostramos ainda soluções quase polinomiais analíticas da equação do aerofólio, e propomos um método espectral para a equação do aerofólio generalizada. Por m, obtemos soluções analíticas das equações do aerofólio para os intervalos G", (−1, 1)\ {0} e (−1, 1) para diferentes funções ψ(t) através da expansão em série da densidade da integral singular com núcleo Cauchy. / In this work we investigate, of the analytical and numerical points of views, the asymptotic behavior of the airfoil equation solution with a singularity of the Cauchy type, de ned over a interval with a small opening. We display a mathematical model with a f" solution to the disjoint interval G" = (−1,−ε)∪(ε, 1) and a f0 solution corresponding to limit of f" when (ε → 0), linking the latter with the solution of the airfoil equation f in the interval (−1, 1). Furthermore, we demonstrate particular cases of functions ψ = Tm and ψ = Un (where Tm and Un are the Chebyshev polynomials of the rst and second type respectively) where we have equality f = f0 and then f" ≈ f. We present and compare numerically the solutions f", f0 and f for di erent functions ψ and values of ε in G". We also show almost polynomial analytical solutions for the airfoil equation, and we propose a spectral method for the generalized airfoil equation. Finally, we obtain analytical solutions of the airfoil equations to the interval G", (−1, 1)\ {0} and (−1, 1) for various functions ψ(t) by expanding in series the density of the Cauchy singular integral.

Made available in DSpace on 2014-07-29T16:02:16Z (GMT). No. of bitstreams: 1 dissertacao mestrado bruno.pdf: 827818 bytes, checksum: a5cba491ff1345432a3713ce1bc17988 (MD5) Previous issue date: 2010-10-19 / Quadratic points (or special hyperbolic points) are points where a surface can be approximated by a quadric to the terms of order three. We will deal with a conjecture that asserts that every closed hyperbolic surface in RP3 has not less than eight distinct quadratic points. We prove a result which states that; if a generic surface in RP3 contains a hyperbolic disk bounded by a Jordan parabolic curve, then there is an odd number of quadratic points inside this disc. We study curves formed by the inflection points of asymptotic foliations and principals in the hyperbolic domain.We studied the behavior of the inflection curve of the asymptotically foliation near a special parabolic point (the point where the asymptotic direction is tangent to the parabolic curve), and the behavior of the inflection curve of the principal foliation near a umbilic point. / Pontos quadráticos (ou pontos hiperbólicos especiais) são pontos em que uma superfície pode ser aproximada por uma quádrica até os termos de ordem três. Trataremos de uma conjectura que afirma que toda superfície hiperbólica fechada em RP3 não tem menos que oito pontos quadráticos distintos. Provaremos um resultado que afirma que; se uma superfície genérica em RP3 contém um disco hiperbólico delimitado por uma curva parabólica de Jordan, então existe um número ímpar de pontos quadráticos no interior deste disco. Estudamos curvas formadas pelos pontos de inflexão das folheações assintóticas e principais no domínio hiperbólico. Estudamos o comportamento da curva de inflexão da folheação assintótica próxima de um ponto parabólico especial (ponto em que a direção assintótica é tangente a curva parabólica), e o comportamento da curva de inflexão da folheação principal próxima de um ponto umbílico.