Dans cette thèse, nous présentons des méthodes asymptotiques <br />mathématiquement justifiées permettant de connaître les champs <br />électromagnétiques dans des milieux à couches minces hétérogènes. <br />La motivation de ce travail est le calcul du champ électrique dans des <br />cellules biologiques composées d'un cytoplasme conducteur entouré <br />d'une fine membrane très isolante. <br />Nous remplaçons la membrane, lorsque son épaisseur est infiniment <br />petite, par des conditions de transmission ou des conditions aux <br />limites appropriées et nous estimons l'erreur commise par ces <br />approximations.<br /> Pour les basses fréquences, nous considérons l'équation quasistatique<br />donnant le potentiel dont dérive le champ. A l'aide d'un <br />calcul en géométrie circulaire nous obtenons les expressions explicites<br /> du potentiel et nous en déduisons les asymptotiques du champ <br />électrique, en fonction de l'épaisseur de la couche mince, avec des <br />estimations de l'erreur. Nous estimons ensuite la différence entre le <br />champ réel et le champ statique. Puis nous généralisons notre <br />développement asymptotique à une géométrie quelconque. <br /> La deuxième partie de cette thèse traite des moyennes fréquences : <br />nous donnons le développement asymptotique de la solution de <br />l'équation de Helmholtz lorsque l'épaisseur de la membrane tend vers <br />0. Tous ces précédents résultats sont illustrés par des calculs par <br />éléments finis.<br /> Enfin, pour les hautes fréquences, nous construisons une condition <br />d'impédance pseudodifférentielle permettant de concentrer l'effet de <br />la couche sur son bord intérieur. Nous concluons cette thèse par un <br />problème de diffraction à haute fréquence d'une onde incidente par <br />un disque de petite taille. A l'aide d'une analyse pseudodifférentielle, <br />nous bornons la norme de la trace du champ diffracté à distance fixe <br />de l'inhomogénéité en fonction de la taille de l'objet et de l'onde <br />incidente.

We extend our results on the degree of ill-posedness for linear integration opera- tors A with weights mapping in the Hilbert space L^2(0,1), which were published in the journal 'Inverse Problems' in 2005 ([5]). Now we can prove that the degree one also holds for a family of exponential weight functions. In this context, we empha- size that for integration operators with outer weights the use of the operator AA^* is more appropriate for the analysis of eigenvalue problems and the corresponding asymptotics of singular values than the former use of A^*A.

We derive at-the-money call-price and implied volatility asymptotic expansions in time to maturity for a selection of exponential Lévy models, restricting our attention to asset-price models whose log returns structure is a Lévy process. We consider two main problems. First, we consider very general Lévy models that are in the domain of attraction of a stable random variable. Under some relatively minor assumptions, we give first-order at-the-money call-price and implied volatility asymptotics. In the case where our Lévy process has Brownian component, we discover new orders of convergence by showing that the rate of convergence can be of the form t¹/ᵃℓ(t) where ℓ is a slowly varying function and $\alpha \in (1,2)$. We also give an example of a Lévy model which exhibits this new type of behavior where ℓ is not asymptotically constant. In the case of a Lévy process with Brownian component, we find that the order of convergence of the call price is √t. Second, we investigate the CGMY process whose call-price asymptotics are known to third order. Previously, measure transformation and technical estimation methods were the only tools available for proving the order of convergence. We give a new method that relies on the Lipton-Lewis formula, guaranteeing that we can estimate the call-price asymptotics using only the characteristic function of the Lévy process. While this method does not provide a less technical approach, it is novel and is promising for obtaining second-order call-price asymptotics for at-the-money options for a more general class of Lévy processes.

For a power series which converges in some neighborhood of the origin in the complex plane, the zeros of its partial sums often behave in a controlled manner. We give an overview of some of the major results in the study of this phenomenon in the past century, focusing on recent developments which build on the theme of asymptotic analysis. Inspired by this work, we study the asymptotic behavior of the zeros of partial sums of power series for entire functions defined by exponential integrals of a certain type. Most of the zeros of the n'th partial sum travel outwards from the origin at a rate comparable to n, so we rescale the variable by n and explicitly calculate the limit curves of these normalized zeros. We discover that the zeros' asymptotic behavior depends on the order of the critical points of the integrand in the aforementioned exponential integral. / 62+x pages, 24 figures

Derivation of an electromagnetic model, regarding the wave propagation in a very long (10 km or more) High Voltage Direct Current (HVDC) power cable, is the central part of this thesis. With an existing “perfect” electromagnetic model there are potentially a wide range of applications.The electromagnetic model is focused on frequencies between 0 and 100 kHz since higher frequencies essentially will be attenuated. An exact dispersion relation is formulated and the propagation constant is computed numerically. The dominating mode is the first Transversal Magnetic (TM) mode of order zero, denoted TM01, which is also referred to as the quasi-TEM mode. A comparison is made with the second propagating TM mode of order zero denoted TM02. The electromagnetic model is verified against real time data from Time Domain Reflection (TDR) measurements on a HVDC power cable. A mismatch calibration procedure is performed due to matching difficulties between the TDR measurement equipment and the power cable regarding the single-mode transmission line model.An example of power cable length measurements is addressed, which reveals that with a “perfect” model the length of an 80 km long power cable could be estimated to an accuracy of a few centimeters. With the present model the accuracy can be estimated to approximately 100 m.In order to understand the low-frequency wave propagation characteristics, an exact asymptotic analysis is performed. It is shown that the behavior of the propagation constant is governed by a square root of the complex frequency in the lowfrequency domain. This thesis also focuses on an analysis regarding the sensitivity of the propagation constant with respect to some of the electric parameters in the model. Variables of interest when performing the parameter sensitivity study are the real relative permittivityand the conductivity.

The present thesis is a study of the robustness and performance of a test applicable in the high-dimensional context (𝑝&gt;𝑛) whose components are unbiased statistics (U-statistics). This test (the U-test) has been shown to perform well under a variety of circumstances and can be adapted to any general linear hypothesis. However, the robustness of the test is largely unexplored. Here, a simulation study is performed, focusing particularly on violations of the assumptions the test is based on. For extended evaluation, the performance of the U-test is compared to its permutation counterpart. The simulations show that the U-test is robust, performing poorly only when the permutation test does so as well. It is also discussed that the U-test does not inevitably rest on the assumptions originally imposed on it.

Orientador: Dimitar Kolev Dimitrov / Banca: Valdir Antônio Menegatto / Banca: Ali Messaoudi / Resumo: Estudamos alguns tópicos da Teoria do Potencial Logarítmico. Enfatizamos o problema de caracterizar a medida do equilíbrio. Provamos um resultado sobre a assintótica da medida contadora de zeros, associada com uma classe de polinômios. / Abstract: We study some basic topics of The Theory of the Logarithmic potential. We emphasize on the problem by characterizing the equilibrium measure. A result on the asymptotics of the zero counting measure associated with a class of polynomials is proved. / Mestre

Statistical depth functions became well known nonparametric tool of multivariate data analyses. The most known depth functions include the halfspace depth. Although the halfspace depth has many desirable properties, some of its properties may lead to biased and misleading results especially when data are not elliptically symmetric. The thesis introduces 2 new classes of the depth functions. Both classes generalize the halfspace depth. They keep some of its properties and since they more respect the geometric structure of data they usually lead to better results when we deal with non-elliptically symmetric, multimodal or mixed distributions. The idea presented in the thesis is based on replacing the indicator of a halfspace by more general weight function. This provides us with a continuum, especially if conic-section weight functions are used, between a local view of data (e.g. kernel density estimate) and a global view of data as is e.g. provided by the halfspace depth. The rate of localization is determined by the choice of the weight functions and theirs parameters. Properties including the uniform strong consistency of the proposed depth functions are proved in the thesis. Limit distribution is also discussed together with some other data depth related topics (regression depth, functional data depth)...

Motivated by applications in tissue engineering, this thesis is concerned with the flow through and around a free-moving porous tissue construct (TC) within a high-aspect-ratio vessel (HARV) bioreactor. We formalise and extend various results for flow within a Hele-Shaw cell containing a porous obstacle. We also consider the impact of the flow on related nutrient transport problems. The HARV bioreactor is a cylinder with circular cross-section which rotates about its axis at a constant rate, and is filled with a nutrient-rich culture medium. The porous TC is modelled as a rigid porous cylinder with circular cross-section and is fully saturated with the fluid. We formulate the flow problem for a porous TC (governed by Darcy's equations) within a HARV bioreactor (governed by the Navier-Stokes equations). We couple the two regions via appropriate interfacial conditions which are derived by consideration of the intricate boundary-layer structure close to the TC surface. By exploiting various small parameters, we simplify the system of equations by performing an asymptotic analysis, and investigate the resulting system for the flow due to a prescribed TC motion. The motion of the TC is determined by analysis of the force and torque acting upon it, and the resulting equations of motion (which are coupled to the flow) are investigated. The short-time TC behaviour is periodic, but we are able to study the long-time drift from this periodic solution by considering the effect of inertia using a multiple-scale analysis. We find that, contrary to received wisdom, inertia affects TC drift on a similar timescale to tissue growth. Finally, we consider the advection of nutrient through the bioreactor and TC, and investigate the problem of nutrient advection-diffusion for a simplified model involving nutrient uptake.

La diffraction d'une onde électromagnétique par une structure présentant des échelles d'espace petites devant la longueur d'onde est un phénomène complexe qui décrit à la fois l'interaction entre l'onde et la géométrie de la structure et la matière qui la constitue. Quand la fréquence n'est pas résonnante, l'onde incidente interagit faiblement avec des petites irrégularités de la structure. En langage mathématique, ceci se traduit par le fait que la différence entre les champs électromagnétiques de la structure perturbée et ceux de la structure de référence est de l'ordre de la perturbation. Par contre, quand la fréquence est résonante, le comportement de l'onde est très sensible aux petites déformations singulières de la géométrie de la structure. Cette sensibilité est susceptible d'être détectée dans les mesures du champ lointain, et est la brique de base de plusieurs capteurs et filtres plasmoniques. Dans ce projet de thèse nous nous sommes intéressés aux propriétés optiques de surfaces métalliques comportant des cavités sub-longueur d'onde distribués périodiquement ou non, et de couches métalliques minces. Ces structures possèdent des résonances électromagnétiques proches de l’axe réel, et sont capables de concentrer l’énergie électromagnétique dans des volumes bien inférieurs à la cubique de la longueur d’onde incidente. La compréhension de ce phénomène est un enjeu important pour le développement des spectroscoepies ultra-sensibles, mais aussi dans le domaine des bio-capteurs et de l’opto-électronique. En utilisant des techniques asymptotiques couplées avec des équations intégrales, nous avons déterminé le développement asymptotique des fréquences de résonance de ces structures quand le rapport entre l'échelle de la structuration spatiale et la longueur d'onde tend vers zéro. Les modèles asymptotiques dérivés sont beaucoup plus simples à étudier et à simuler et rendent parfaitement compte des résultats expérimentaux. Ils permettent de prédire les fréquences résonnantes, la quantité d’énergie localisée en fonction de la géométrie des structures et des propriétés des matériaux qui les constituent. / Rough metallic surfaces with subwavelength structurations possess extraordinary diffractive properties: at certain frequencies, one may observe fine localization and very large enhancement of the electromagnetic fields. The discovery of these phenomena has raised considerable interest as potential applications are numerous (optical switches, sensors, devices for microscopy). This behavior results from the combination of very complex interaction between the incident excitation, the geometry and the material properties of the scatterer. The main goal of this thesis is to better understand these phenomena from the mathematical point of view.In mathematical terms, the localization and concentration of the fields is the mark of a resonance phenomenon. In our context, the corresponding resonant field may be surface plasmons, i.e., waves that propagate along the interface of the grating, and that decay exponentially away from it. Another type of resonance is due to possible cavity modes. Thus, the study of these phenomena pertains to eigenvalue problems for the solutions of the Maxwell system, in geometric configurations where in the whole of a dielectric (generally air) and a metal are separated by an infinite rough interface.We are interested in particular micro-structured devices, namely metallic surfaces that contain rectangular grooves with sub-wavelength apertures, and thin plane layers. Configurations of this type can be manufactured quite precisely and have been subject to many experimental works. The simple geometry of these structures allows us to transform the eigenvalue problem for the Maxwell system into a nonlinear eigenvalue problem for an integral operator that depends on a small parameter, which, using tools from analytic perturbation of operators theory, lends itself to a precise asymptotic analysis. Precisely, we showed that the resonances of these structures converge tothe zeros of some explicit dispersion equations when the ratio between the roughness parameter and the wavelength tends to zero. These asymptotic models provide a precise localization of the resonances in the complex plane, and are suited for numerical approximation, shape and material optimization.