The first part analyzes an Endogenous Business Cycle model with embodied technological change. Households take an optimal decision about their spending for consumption and financing of R&D. The probability of a technology invention occurring is an increasing function of aggregate R&D expenditure in the whole economy. New technologies bring higher productivity, but rather than applying to the whole capital stock, they require a new vintage of capital, which first has to be accumulated before the productivity gain can be realized. The model offers some valuable features: Firstly, the response of output following a technology shock is very gradual; there are no jumps. Secondly, R&D is an ongoing activity; there are no distinct phases of research and production. Thirdly, R&D expenditure is pro-cyclical and the real interest rate is counter-cyclical. Finally, long-run growth is without scale effects. The second part analyzes a RBC model in continuous time featuring deterministic incremental development of technology and stochastic fundamental inventions arriving according to a Poisson process. In a special case an analytical solution is presented. In the general case a delay differential equation (DDE) has to be solved. Standard numerical solution methods fail, because the steady state is path dependent. A new solution method is presented which is based on a modified method of steps for DDEs. It provides not only approximations but also upper and lower bounds for optimal consumption path and steady state. Furthermore, analytical expressions for the long-term equilibrium distributions of the stationary variables of the model are presented. The distributions can be described as extended Beta distributions. This is deduced from a methodical result about a delay extension of the Pearson system.

La diversité des régimes des instruments de la famille des flûtes a été mise en évidence à de nombreuses reprises : régimes statiques, périodiques, ou non périodiques. Cependant, de nombreux aspects de la dynamique de ces instruments demeurent mal compris. Pour les musiciens comme pour les facteurs d'instruments, les transitions entre régimes revêtent une importance particulière : d'une part elles correspondent à des changements de notes, et d'autre part la production d'un régime donné est conditionnée par les paramètres de facture (liés à la fabrication de l'instrument), et de contrôle (ajustés en permanence par l'instrumentiste). On s'attache dans ce document à caractériser les transitions entre régimes dans les flûtes, en lien avec des problématiques de facture et de jeu. Différentes approches sont mises en place. Des approches expérimentales d'une part, avec des mesures sur musicien et sur bouche artificielle. Par ailleurs, un modèle physique de l'instrument - un système dynamique à retard de type neutre - est étudié, par intégration temporelle d'une part, mais également par collocation orthogonale et continuation, donnant ainsi accès aux diagrammes de bifurcations.Croiser les résultats de ces différentes approches permet de mieux appréhender différents phénomènes : hystérésis associée aux changements de régime, ou mécanisme d'apparition des régimes non périodiques. L'influence de paramètres de facture et de contrôle est également étudiée : le rôle majeur de la géométrie interne du canal des flûtes à bec est mis en évidence, et l'influence de la dynamique de la pression dans la bouche du musicien sur les seuils de changement de régimes est caractérisée. / Various studies have highlighted the diversity of regimes in flute-like instruments : static, periodic or non periodic regimes. However, some aspects of their dynamics remain poorly understood. Both for flute players and makers, transitions between regimes are particularly important : on the one hand, they correspond to a change of the note played, and on the other hand, production of a given regime is determined by parameters related to making and to playing of the instrument. In this document, we are interested in caracteristics of regime change in flute-like instruments, in relation with making and playing issues.Different approches are considered. First, experimental methods, with measurement on both musician and an artificial mouth. On the other hand, a physical model of the instrument - a system of delay differential equations of neutral type - is studied, through time-domain integration, and using orthogonal collocation coupled to numerical continuation. This last approach provides access to bifurcation diagrams.Considering results of these different methods, it becomes possible to better understand different experimental phenomena, such as regime change and associated hysteresis, or production mechanisms of non periodic regimes. Influence of different parameters is further studied : the crucial importance of the channel geometry in recorders is highlighted, and the influence of the mouth pressure dynamics on regime change thresholds is analysed.

Diplomová práce je zaměřena na problematiku nelineárních diferenciálních rovnic. Obsahuje věty důležité k určení chování nelineárního systému pouze za pomoci zlinearizovaného systému, což je následně ukázáno na rovnici matematického kyvadla. Dále se práce zabývá problematikou diferenciálních rovnic se zpoždéním. Pomocí těchto rovnic je možné přesněji popsat některé reálné systémy, především systémy, ve kterých se vyskytují časové prodlevy. Zpoždění ale komplikuje řešitelnost těchto rovnic, což je ukázáno na zjednodušené rovnici portálového jeřábu. Následně je zkoumána oscilace lineární rovnice s nekonstantním zpožděním a nalezení podmínek pro koeficienty rovnice zaručující oscilačnost každého řešení.

L'objectif de cette thèse est principalement d'appliquer la théorie du contrôle optimal à des problématiques que soulèvent la maladie du diabète et celle de la propagation de la rumeur sur les réseaux sociaux.Pour la première application, à savoir la maladie du diabète, nous développons deux études. Dans une première étude, à un modèle qui examine les diabétiques avec et sans complications, nous associons un problème de contrôle optimal. Nous montrons qu'il n'existe pas de comportement cyclique entre le groupe des diabétiques avec complications et celui des diabétiques sans complications, et que le point d'équilibre associé au problème existe et est un point selle. Dans une seconde étude, nous modifions un modèle de glucose-insuline à temps différé par l'ajout d'actions extérieures avec retard. Puis, pour minimiser la glycémie d'un diabétique, nous les contrôlons séparément puis simultanément, afin d'en donner une caractérisation à l'aide du principe du maximum de Pontryagin.Pour la deuxième application, la problématique de la propagation de la rumeur sur les réseaux sociaux, nous proposons aussi deux approches. Premièrement, nous mettons en place des stratégies optimales, par l'ajout d'actions extérieures sur un modèle d'e-rumeur de type SIR que nous contrôlons séparément puis simultanément, pour minimiser la propagation d'une fausse information. Et, dans une deuxième approche, nous construisons un nouveau modèle d'e-rumeur pour lequel nous étudions les points d'équilibres admissibles en mettant en évidence leurs conditions de stabilité, ainsi que les critères de persistance du modèle. / The aim of this thesis is mainly to apply optimal control theory to problems raised by diabetes disease and the spread of rumors on social networks.For the first application, namely diabetes disease, we develop two studies. In a first one, from a model that examines diabetics with and without complications, we associate an optimal control problem. We show that there is no cyclical behavior between the group of diabetics with complications and the one without complications, and that the associated equilibrium point exists and is a saddle point. In a second study, we modify a model of delayed glucose-insulin by adding external actions with delay. Then, in order to minimize the glycemia of a diabetic, we control them separately and simultaneously in order to give a characterization of the optimal actions with the Pontryagin maximum principle.For the second application, the issue of spreading rumors on social networks, we also give two approaches. First, we introduce some optimal strategies, by adding external actions on a e-rumor model of SIR type that we control separately and simultaneously to minimize the spread of fake news. Then, in a second approach, we build a new e-rumor model for which we study the admissible equilibrium points by highlighting their stability conditions, as well as the criteria of persistence of the model.

The first part analyzes an Endogenous Business Cycle model with embodied technological change. Households take an optimal decision about their spending for consumption and financing of R&D. The probability of a technology invention occurring is an increasing function of aggregate R&D expenditure in the whole economy. New technologies bring higher productivity, but rather than applying to the whole capital stock, they require a new vintage of capital, which first has to be accumulated before the productivity gain can be realized. The model offers some valuable features: Firstly, the response of output following a technology shock is very gradual; there are no jumps. Secondly, R&D is an ongoing activity; there are no distinct phases of research and production. Thirdly, R&D expenditure is pro-cyclical and the real interest rate is counter-cyclical. Finally, long-run growth is without scale effects. The second part analyzes a RBC model in continuous time featuring deterministic incremental development of technology and stochastic fundamental inventions arriving according to a Poisson process. In a special case an analytical solution is presented. In the general case a delay differential equation (DDE) has to be solved. Standard numerical solution methods fail, because the steady state is path dependent. A new solution method is presented which is based on a modified method of steps for DDEs. It provides not only approximations but also upper and lower bounds for optimal consumption path and steady state. Furthermore, analytical expressions for the long-term equilibrium distributions of the stationary variables of the model are presented. The distributions can be described as extended Beta distributions. This is deduced from a methodical result about a delay extension of the Pearson system.

Indiana University-Purdue University Indianapolis (IUPUI) / Physical and biological phenomena that involve oscillations on multiple time scales attract attention of mathematicians because resulting equations include a small parameter that allows for decomposing a three- or higher-dimensional dynamical system into fast/slow subsystems of lower dimensionality and analyzing them independently using geometric singular perturbation theory and other techniques. However, in most life sciences applications observed dynamics is extremely complex, no small parameter exists and this approach fails. Nevertheless, it is still desirable to gain insight into behavior of these mathematical models using the only viable alternative – ad hoc computational analysis. Current dissertation is devoted to this latter approach. Neural networks in the region of the brain called basal ganglia (BG) are capable of producing rich activity patterns. For example, burst firing, i.e. a train of action potentials followed by a period of quiescence in neurons of the subthalamic nucleus (STN) in BG was shown to be related to involuntary shaking of limbs in Parkinson’s disease called tremor. The origin of tremor remains unknown; however, a few hypotheses of tremor-generation were proposed recently. The first project of this dissertation examines the BG-thalamo-cortical loop hypothesis for tremor generation by building physiologically-relevant mathematical model of tremor-related circuits with negative delayed feedback. The dynamics of the model is explored under variation of connection strength and delay parameters in the feedback loop using computational methods and data analysis techniques. The model is shown to qualitatively reproduce the transition from irregular physiological activity to pathological synchronous dynamics with varying parameters that are affected in Parkinson’s disease. Thus, the proposed model provides an explanation for the basal ganglia-thalamo-cortical loop mechanism of tremor generation. Besides tremor-related bursting activity BG structures in Parkinson’s disease also show increased synchronized activity in the beta-band (10-30Hz) that ultimately causes other parkinsonian symptoms like slowness of movement, rigidity etc. Suppression of excessively synchronous beta-band oscillatory activity is believed to suppress hypokinetic motor symptoms in Parkinson’s disease. Recently, a lot of interest has been devoted to desynchronizing delayed feedback deep brain stimulation (DBS). This type of synchrony control was shown to destabilize synchronized state in networks of simple model oscillators as well as in networks of coupled model neurons. However, the dynamics of the neural activity in Parkinson’s disease exhibits complex intermittent synchronous patterns, far from the idealized synchronized dynamics used to study the delayed feedback stimulation. The second project of this dissertation explores the action of delayed feedback stimulation on partially synchronous oscillatory dynamics, similar to what one observes experimentally in parkinsonian patients. We employ a computational model of the basal ganglia networks which reproduces the fine temporal structure of the synchronous dynamics observed experimentally. Modeling results suggest that delayed feedback DBS in Parkinson’s disease may boost rather than suppresses synchronization and is therefore unlikely to be clinically successful. Single neuron dynamics may also have important physiological meaning. For instance, bistability – coexistence of two stable solutions observed experimentally in many neurons is thought to be involved in some short-term memory tasks. Bistability that occurs at the depolarization block, i.e. a silent depolarized state a neuron enters with excessive excitatory input was proposed to play a role in improving robustness of oscillations in pacemaker-type neurons. The third project of this dissertation studies what parameters control bistability at the depolarization block in the three-dimensional conductance-based neuronal model by comparing the reduced dopaminergic neuron model to the Hodgkin-Huxley model of the squid giant axon. Bifurcation analysis and parameter variations revealed that bistability is mainly characterized by the inactivation of the Na+ current, while the activation characteristics of the Na+ and the delayed rectifier K+ currents do not account for the difference in bistability in the two models.

In this thesis a new frequency domain approach for the analysis of time delay systems is presented. After linearization of a nonlinear delay differential equation (DDE) with constant distributed delay around a constant or periodic reference solution the so-called Hill-Floquet method can be used for the analysis of the resulting linear DDE. In addition, systems with fast or slowly time-varying delays, systems with variable transport delays originating from a transport with variable velocity, and the corresponding spatially extended systems are presented, which can be also analyzed with the presented method. The newly introduced Hill-Floquet method is based on the Hill’s infinite determinant method and enables the transformation of a system with periodic coefficients to an autonomous system with constant coefficients. This makes the usage of a variety of existing methods for autonomous systems available for the analysis of periodic systems, which implies that the typical calculation of the monodromy matrix for the time evolution of the solution over the principle period is no longer required. In this thesis, the Chebyshev collocation method is used for the analysis of the autonomous systems. Specifically, in this case the periodic part of the solution is expanded in a Fourier series and the exponential behavior of the solution is approximated by the discrete values of the Fourier coefficients at the Chebyshev nodes, whereas in classical spectral or pseudo-spectral methods for the analysis of linear periodic DDEs the complete solution is expanded in terms of basis functions. In the last part of this thesis, new results for three applications with time delay effects are presented, which were analyzed with the presented methods. On the one hand, the occurrence of diffusion-driven instabilities in reaction-diffusion systems with delay is investigated. It is shown that wave instabilities are possible already for single-species reaction diffusion systems with distributed or time-varying delay. On the other hand, the stability of metal cutting vibrations at machine tools is analyzed. In particular, parallel orthogonal turning processes with multiple discrete delays and turning processes with a time-varying delay due to a spindle speed variation are studied. Finally, the stability of the synchronized solution in networks with heterogeneous coupling delays is studied. In particular, the eigenmode expansion for synchronized periodic orbits is derived, which includes an extension of the classical master stability function to networks with heterogeneous coupling delays. Numerical results are shown for a network of Hodgkin-Huxley neurons with two delays in the coupling. / In dieser Dissertation wird ein neues Verfahren zur Analyse von Systemen mit Totzeiten im Frequenzraum vorgestellt. Nach Linearisierung einer nichtlinearen retardierten Differentialgleichung (DDE) mit konstanter verteilter Totzeit um eine konstante oder periodische Referenzlösung kann die sogenannte Hill-Floquet Methode für die Analyse der resultierende linearen DDE angewendet werden. Darüber hinaus werden Systeme mit schnell oder langsam variierender Totzeit, Systeme mit einer variablen Totzeit, resultierend aus einem Transport mit variabler Geschwindigkeit, und entsprechende räumlich ausgedehnte Systeme vorgestellt, welche ebenfalls mit der vorgestellten Methode analysiert werden können. Die neu eingeführte Hill-Floquet Methode basiert auf der Hillschen unendlichen Determinante und ermöglicht die Transformation eines Systems mit periodischen Koeffizienten auf ein autonomes System mit konstanten Koeffizienten. Dadurch können zur Analyse periodischer Systeme auch eine Vielzahl existierender Methoden für autonome Systeme genutzt werden und die Berechnung der Monodromie-Matrix für die Lösung des Systems über eine Periode entfällt. In dieser Arbeit wird zur Analyse des autonomen Systems die Tschebyscheff-Kollokationsmethode verwendet. Im Speziellen wird bei diesem Verfahren der periodische Teil der Lösung in einer Fourierreihe entwickelt und das exponentielle Verhalten durch die Werte der Fourierkoeffizienten an den Tschebyscheff Knoten approximiert, wohingegen bei klassischen spektralen Verfahren die komplette Lösung in bestimmten Basisfunktionen entwickelt wird. Im Anwendungsteil der Arbeit werden neue Ergebnisse für drei Beispielsysteme präsentiert, welche mit den vorgestellten Methoden analysiert wurden. Es wird gezeigt, dass Welleninstabilitäten schon bei Einkomponenten-Reaktionsdiffusionsgleichungen mit verteilter oder variabler Totzeit auftreten können. In einem zweiten Beispiel werden Schwingungen an Werkzeugmaschinen betrachtet, wobei speziell simultane Drehbearbeitungsprozesse und Prozesse mit Drehzahlvariationen genauer untersucht werden. Am Ende wird die Synchronisation in Netzwerken mit heterogenen Totzeiten in den Kopplungstermen untersucht, wobei die Zerlegung in Netzwerk-Eigenmoden für synchrone periodische Orbits hergeleitet wird und konkrete numerische Ergebnisse für ein Netzwerk aus Hodgkin-Huxley Neuronen gezeigt werden.

Ce mémoire concerne la modélisation mathématique de l’érythropoïèse, à savoir le processus de production des érythrocytes (ou globules rouges) et sa régulation par l’érythropoïétine, une hormone de contrôle. Nous proposons une extension d’un modèle d’érythropoïèse tenant compte du vieillissement des cellules matures. D’abord, nous considérons un modèle structuré en maturité avec condition limite mouvante, dont la dynamique est capturée par des équations d’advection. Biologiquement, la condition limite mouvante signifie que la durée de vie maximale varie afin qu’il y ait toujours un flux constant de cellules éliminées. Par la suite, des hypothèses sur la biologie sont introduites pour simplifier ce modèle et le ramener à un système de trois équations différentielles à retard pour la population totale, la concentration d’hormones ainsi que la durée de vie maximale. Un système alternatif composé de deux équations avec deux retards constants est obtenu en supposant que la durée de vie maximale soit fixe. Enfin, un nouveau modèle est introduit, lequel comporte un taux de mortalité augmentant exponentiellement en fonction du niveau de maturité des érythrocytes. Une analyse de stabilité linéaire permet de détecter des bifurcations de Hopf simple et double émergeant des variations du gain dans la boucle de feedback et de paramètres associés à la fonction de survie. Des simulations numériques suggèrent aussi une perte de stabilité causée par des interactions entre deux modes linéaires et l’existence d’un tore de dimension deux dans l’espace de phase autour de la solution stationnaire. / This thesis addresses erythropoiesis mathematical modeling, which is the process of erythrocytes production and its regulation by erythropeitin. We propose an erythropoiesis model extension which includes aging of mature cells. First, we consider an age-structured model with moving boundary condition, whose dynamics are represented by advection equations. Biologically, the moving boundary condition means that the maximal lifespan varies to account for a constant degraded cells flux. Then, hypotheses are introduced to simplify and transform the model into a system of three delay differential equations for the total population, the hormone concentration and the maximal lifespan. An alternative model composed of two equations with two constant delays is obtained by supposing that the maximal lifespan is constant. Finally, a new model is introduced, which includes an exponential death rate depending on erythrocytes maturity level. A linear stability analysis allows to detect simple and double Hopf bifurcations emerging from variations of the gain in the feedback loop and from parameters associated to the survival function. Numerical simulations also suggest a loss of stability caused by interactions between two linear modes and the existence of a two dimensional torus in the phase space close to the stationary solution.

Das Ziel dieser Arbeit ist die Entwicklung eines effizienten parametrischen Schätzverfahrens für den Drift einer durch einen Lévy-Prozess getriebenen Sprungdiffusion. Zunächst werden zeit-stetige Beobachtungen angenommen und auf dieser Basis eine Likelihoodtheorie entwickelt. Dieser Schritt umfasst die Frage nach lokaler Äquivalenz der zu verschiedenen Parametern auf dem Pfadraum induzierten Maße. Wir diskutieren in dieser Arbeit Schätzer für Prozesse vom Ornstein-Uhlenbeck-Typ, Cox-Ingersoll-Ross Prozesse und Lösungen linearer stochastischer Differentialgleichungen mit Gedächtnis im Detail und zeigen starke Konsistenz, asymptotische Normalität und Effizienz im Sinne von Hájek und Le Cam für den Likelihood-Schätzer. In Sprungdiffusionsmodellen ist die Likelihood-Funktion eine Funktion des stetigen Martingalanteils des beobachteten Prozesses, der im Allgemeinen nicht direkt beobachtet werden kann. Wenn nun nur Beobachtungen an endlich vielen Zeitpunkten gegeben sind, so lässt sich der stetige Anteil der Sprungdiffusion nur approximativ bestimmen. Diese Approximation des stetigen Anteils ist ein zentrales Thema dieser Arbeit und es wird uns auf das Filtern von Sprüngen führen. Der zweite Teil dieser Arbeit untersucht die Schätzung der Drifts, wenn nur diskrete Beobachtungen gegeben sind. Dabei benutzen wir die Likelihood-Schätzer aus dem ersten Teil und approximieren den stetigen Martingalanteil durch einen sogenannten Sprungfilter. Wir untersuchen zuerst den Fall endlicher Aktivität und zeigen, dass die Driftschätzer im Hochfrequenzlimes die effiziente asymptotische Verteilung erreichen. Darauf aufbauend beweisen wir dann im Falle unendlicher Sprungaktivität asymptotische Effizienz für den Driftschätzer im Ornstein-Uhlenbeck Modell. Im letzten Teil werden die theoretischen Ergebnisse für die Schätzer auf endlichen Stichproben aus simulierten Daten geprüft und es zeigt sich, dass das Sprungfiltern zu einem deutlichen Effizienzgewinn führen. / The problem of parametric drift estimation for a a Lévy-driven jump diffusion process is considered in two different settings: time-continuous and high-frequency observations. The goal is to develop explicit maximum likelihood estimators for both observation schemes that are efficient in the Hájek-Le Cam sense. The likelihood function based on time-continuous observations can be derived explicitly for jump diffusion models and leads to explicit maximum likelihood estimators for several popular model classes. We consider Ornstein-Uhlenbeck type, square-root and linear stochastic delay differential equations driven by Lévy processes in detail and prove strong consistency, asymptotic normality and efficiency of the likelihood estimators in these models. The appearance of the continuous martingale part of the observed process under the dominating measure in the likelihood function leads to a jump filtering problem in this context, since the continuous part is usually not directly observable and can only be approximated and the high-frequency limit. In the second part of this thesis the problem of drift estimation for discretely observed processes is considered. The estimators are constructed from discretizations of the time-continuous maximum likelihood estimators from the first part, where the continuous martingale part is approximated via a thresholding technique. We are able to proof that even in the case of infinite activity jumps of the driving Lévy process the estimator is asymptotically normal and efficient under weak assumptions on the jump behavior. Finally, the finite sample behavior of the estimators is investigated on simulated data. We find that the maximum likelihood approach clearly outperforms the least squares estimator when jumps are present and that the efficiency gap between both techniques becomes even more severe with growing jump intensity.

Lors de l’infection par un pathogène intracellulaire, l’organisme déclenche une réponse immunitaire spécifique dont les acteurs principaux sont les lymphocytes T-CD8. Ces cellules sont responsables de l’éradication de ce type d’infections et de la constitution du répertoire immunitaire de l’individu. Les processus qui composent la réponse immunitaire se répartissent sur plusieurs échelles physiques inter-connectées (échelle intracellulaire, échelle d’une cellule, échelle de la population de cellules). La réponse immunitaire est donc un processus complexe, pour lequel il est difficile d’observer ou de mesurer les liens entre les différents phénomènes mis en jeu. Nous proposons trois modèles mathématiques multi-échelles de la réponse immunitaire, construits avec des formalismes différents mais liés par une même idée : faire dépendre le comportement des cellules TCD8 de leur contenu intracellulaire. Pour chaque modèle, nous présentons, si possible, sa construction à partir des hypothèses biologiques sélectionnées, son étude mathématique et la capacité du modèle à reproduire la réponse immunitaire au travers de simulations numériques. Les modèles que nous proposons reproduisent qualitativement et quantitativement la réponse immunitaire T-CD8 et constituent ainsi de bons outils préliminaires pour la compréhension de ce phénomène biologique. / Upon infection by an intracellular pathogen, the organism triggers a specific immune response,mainly driven by the CD8 T cells. These cells are responsible for the eradication of this type of infections and the constitution of the immune repertoire of the individual. The immune response is constituted by many processes which act over several interconnected physical scales (intracellular scale, single cell scale, cell population scale). This biological phenomenon is therefore a complex process, for which it is difficult to observe or measure the links between the different processes involved. We propose three multiscale mathematical models of the CD8 immune response, built with different formalisms but related by the same idea : to make the behavior of the CD8 T cells depend on their intracellular content. For each model, we present, if possible, its construction process based on selected biological hypothesis, its mathematical study and its ability to reproduce the immune response using numerical simulations. The models we propose succesfully reproduce qualitatively and quantitatively the CD8 immune response and thus constitute useful tools to further investigate this biological phenomenon.