Le sujet de cette thèse est l'étude du rôle du bruit dans les systèmes interagissants, avec en vue des applications dans les systèmes biologiques. Cette étude est basée sur le modèle de Kuramoto, qui est un modèle d'oscillateurs uni-dimensionnels interagissants admettant une transition de phase de synchronisation, ainsi que sur certaines de ses généralisations. Une première partie (réalisée en collaboration avec G. Giacomin, K. Pakdaman et X. Pellegrin) est consacrée au modèle des "Active Rotators", une généralisation du modèle de Kuramoto, dans lequel chaque oscillateur a une dynamique propre, qui est peut être choisie excitable. Nous démontrons de manière rigoureuse que le système global peut avoir une dynamique très différente de celle d'un oscillateur isolé, en réduisant le problème à un problème de phase. On peut en particulier voir l'apparition de phénomènes périodiques. La deuxième partie (réalisée en collaboration avec G. Giacomin et E. Luçon) est consacrée à l'étude du modèle de Kuramoto bruité, dans la limite du faible désordre. Nous démontrons en particulier, dans le cas où le désordre n'est pas symétrique, l'existence d'une solution périodique et donnons un développement de sa vitesse. La troisième partie (réalisée en collaboration avec G. Giacomin et L. Bertini) est consacrée au comportement du modèle de Kuramoto en temps long (proportionnel au nombre d'oscillateurs): les oscillateurs conservent un profil synchronisé qui se déplace dans la limite d'une infinité d'oscillateurs suivant un mouvement Brownien. Enfin dans la dernière partie je me suis intéressé à la problématique de réduction de phase dans le cas du problème de sortie de potentiel, pour des modèle proches de la réversibilité.

The central concern of this thesis is the study of non-equilibrium behaviour in magnetic materials and its interpretation within the framework of the Preisach model of hysteresis. Comprehensive experimental characterizations of the field and temperature and time dependence of a suite of standard magnetic response functions have been performed on a variety of magnetic materials, including a naturally occurring mineral of nanodimensional titanomagnetite particles embedded in volcanic glass, a compressed powder of nanodimensional magnetite particles immobilized in an organic binder, a thin film of nanodimensional Fe particles embedded in alumina, and a series of sintered, bond-disordered CaxSr1-xRuO3 ferromagnets. The measurements were compared with numerical simulations based on a model Preisach ensemble of thermally activated two-level subsystems, characterized individually by a double well free energy profile in a two-dimensional configuration space, an elementary moment reversal, a dissipation field and a bias field, and characterized collectively by a distribution of these characteristic fields. Our efforts were concentrated on two principal spheres of investigation. (1) By performing detailed numerical simulations of the relaxation response of model Preisach collections of two-level subsystems under the same field and temperature protocols used to probe experimentally the relaxation dynamics of spin glasses, we have been able to show that aging, memory and rejuvenation effects are ubiquitous features of all materials which possess a broad distribution of free energy barriers which block the approach to thermal equilibrium. (2) We propose a general strategy for isolating and quantifying the two principal mechanisms, thermal fluctuations and barrier growth, which are jointly responsible for shaping the measured temperature dependence of the magnetic properties of all magnetic materials which exhibit a history dependent response to an external field excitation, and is based on the analysis of viscosity isotherms and, in particular, on a plot of T ln(tr/0) versus Ha , where tr is the time at which a viscosity isotherm measured in a field Ha at temperature T reverses sign. When thermal activation dominates barrier growth, this plot will yield a universal curve while, in the opposite limit the plot fractures into a family of isothermal curves. The strategy is applied to the analysis of each magnetic material listed above.

The weather dynamics are significantly determined by the motion of the atmosphere and the ocean. This motion is often turbulent, characterized by fluctuations of the flow velocity over wide spatial and temporal scales. This fact, besides limited observability and inaccurate models, impedes the predictability of quantities such as the velocity of winds, which are relevant for the everyday life. One is always interested in improving such predictions - by employing better models or obtaining more information about the system. The Crooks fluctuation theorem is a relation from nonequilibrium thermodynamics, which has its typical applications in nanoscale systems. It quantifies the distribution of imposed work in a process, where the system is pushed out of thermal equilibrium. This distribution is broadened due to the fluctuations of the microscopic degrees of freedom in the system. The fluctuations of the velocity field in turbulent flow suggest the derivation of an analogy of Crooks' theorem for this macroscopic system. The knowledge about the validity of such a relation is additional information, which one in reverse could use to improve predictions about the system. In this thesis both issues are addressed: the derivation of the theorem, and the improvement of predictions. We illustrate the application of Crooks' theorem to hydrodynamic flow within a model of a two-dimensional inviscid and incompressible fluid field, when pushed out of dynamical equilibrium. The flow on a rectangular domain is approximated by the two-dimensional vorticity equation with spectral truncation. In this setting, the equilibrium statistics of the flow can be described through a canonical ensemble with two conserved quantities, kinetic energy and enstrophy. To perturb the system out of equilibrium, we change the shape of the domain according to a protocol, which changes the kinetic energy but leaves the enstrophy constant. This is interpreted as doing work to the system. Evolving along a forward and its corresponding backward process, we find that the distributions of the work performed in these processes satisfy the Crooks relation with parameters derived from the canonical ensembles. We address the issue of prediction in this thesis in a concrete setting: There are examples where the distributions of a variable in the forward and the backward process collapse into one, hence Crooks' theorem relates the distribution of one variable with itself. For a finite data set drawn from such a distribution, we are interested in an estimate of this variable to exceed a certain threshold. We demonstrate that, using the knowledge about Crooks' relation, forecast schemes can be proposed which improve compared to a pure frequency estimate on the data set. The findings are illustrated in three examples, studies of parameters such as exceedance threshold and data set size are presented.

The recent empirical literature has shown that the dynamic generating mechanism of macroeconomic variables can be asymmetric. Inspiring from these empirical results, this thesis uses a class of nonlinear models called smooth transition autoregressive models to investigate possible asymmetric dynamics in inflation and nominal exchange rate series of Turkey. Estimation results imply that variables under consideration contain strong nonlinearities and these can be modeled by STAR models.

台灣擁有許多很好很賺錢的企業，這些企業形成高獲利投資的明星產業。為尋找台灣股市波動因素對股價的影響，與股票市場投資正確方法與目標，本研究試圖從高價電子產業股中以企業背景、產業特性、重大事件等依據研究出投資行為是否有跡可尋，進而擬定適當的投資策略，成為高價電子股是否可以追尋與研究之重要課題。爰此，本文旨在探討台灣股市波動因素研究與企業股價波動因素之關連研究，藉由電子相關類股研究以產業因素、大環境景氣循環統計變數及企業經營策略來進行討論研究，並透過次級資料分析及歷史資料事件分析，以高價電子股票來進行市場研究。研究結果顯示台灣股市波動因素可以經由企業經營策略、市場競爭資訊來源、景氣評估準則、重大事件特性與產業循環等方面予以適當解釋。此外，可將高價股企業股價波動因素研究分為三個區隔研究，並對此三個區隔研究目標研擬有效的投資策略。本研究之結果可藉由產業角度來分析股價波動因素有用之資訊，對台灣高價股價高股股價波動因素找尋一些投資策略的蛛絲馬跡亦有一定之對高價電子股之企業股價之參考價值。 / Taiwan and discuss factors affecting stock price fluctuations in quality companies by the corresponding industry structures,The existence of quality companies that are well positioned to benefit from the economic trends in Taiwan has developed into a unique industry for investment choice. In order to search for a proper method and objective for investing in the Taiwanese stock market, this paper attempts to infer a favorable investment behavior from the company background, industry characteristics, and event studies of specific growth stocks, and further proposes appropriate investing strategies. Specifically, the purpose of this paper is to conduct stock market research with quality companies in Taiwan and discuss factors affecting stock price fluctuations in quality companies by the corresponding industry structures, statistical indicators for economic cycle and event studies. The result of this research indicates that stock price fluctuations in quality companies can be justified by company management strategies, information source from the market, evaluation guidance for economic cycle, characteristic of event studies and industry cycle. Moreover, the research in sock price fluctuations in quality companies can be divided into three individual research areas and three effective investment strategies can be proposed accordingly. In conclusion, this paper demonstrates that factors affecting stock price fluctuations can be explained from the perspective of industry analysis and would contribute in providing beneficial reference for proposing the appropriate investment strategies.

En raison de leurs applications prometteuses dans les domaines de l'optoélectronique et de l'électronique, les semiconducteurs III-V à base d'azote: les nitrures (AlN, GaN, InN) et leurs alliages (InAlN, InGaN, AlGaN), font l'objet, depuis les années 1990, d'une activité intense en recherche et développement. Dans ce travail, nous avons étudié les propriétés structurales des couches d'InN et de l'alliage InAlN dans les hétérostructures InAlN/AlN/GaN et InAlN/GaN en combinant les techniques AFM, IBA, DRXHR, Raman et MET. L'étude des couches d'InN a été menée par DRX afin de déterminer la contrainte résiduelle, et on a cherché à faire une corrélation avec la morphologie des surfaces par AFM. Les contraintes résiduelles obtenues par DRX ont été comparées aux résultats de spectroscopie Raman, et on a pu montrer que toutes les couches avaient une contrainte résiduelle qui n'est pas purement bi-axiale. Les hétérostructures InAlN pour transistors à haute mobilité électronique (HEMTs) sont des couches ultraminces de quelques monocouches atomiques à plusieurs dizaines de nanomètres d'épaisseur. De plus, leur structure peut être assez complexe dans le but d'optimiser le gaz d'électrons généré dans le canal du transistor. Dans l'idéal, on utilise une concentration en indium autour de 17%, qui est celle de l'accord de paramètres cristallins avec le GaN. Nos travaux ont mis en évidence qu'il n'est pas facile de contrôler la composition locale; en effet la structure et morphologie des couches sont très sensibles aux conditions de croissance.

La tesis consta de dos partes. En la primera parte se analiza la relación entre las fricciones en los flujos de información que llegan a la empresa y la persistencia del patrón de la inflación. En particular, se presenta un nuevo estimador por el modelo de Makiw y Reis (2002) "Sticky Information Phillips Curve", y se aplica usando datos trimestrales de EE.UU. El resultado principal es que el modelo tan solo puede explicar la persistencia de la inflación asumiendo que la variancia de la inflación sea mucho mas grande de la que observamos o, equivalentemente, que el modelo no puede explicar conjuntamente la variancia y la persistencia de la inflación.En la segunda parte se presentan nuevas evidencias sobre la publicidad agregada en EE.UU. y se estudian los efectos de la publicidad en la economía usando un modelo dinámico estocástico de equilibrio general. En particular, el capitulo 2 se enfoca en las relaciones de corto plazo entre las mas comunes variables macroeconómicas - consumo agregado, producto interno bruto, totalidad de horas trabajadas en la economía - y la publicidad agregada, con particular atención a la relación de causalidad entre publicidad y consumo. En cambio, el capitulo 3 se enfoca sobre las relaciones de largo plazo, enseñando como la publicidad agregada afecte el nivel de trabajo de la economía. A través del modelo presentado en el capitulo 2, se demuestra que un mayor nivel de publicidad implica un mayor números de oras trabajadas asociadas con un menor nivel de bienestar por los consumidores. / This thesis is organized in two parts. In the first one, I seek to understand the relationship between frictions in information flows among firms and inflation persistence. To this end, I present a novel estimator for the Sticky Information Phillips Curve (Mankiw and Reis, 2002), and I use it to estimate this model with U.S. postwar data. The main result is that the Sticky Information Phillips Curve can match inflation persistence only at the cost of mispredicting inflation variance. I conclude that the Sticky Information Phillips Curve is a valid model to explain inflation persistence but not an overall valid theory of inflation. The second part presents new evidence about aggregate advertising expenditures in U.S., and analyzes the effect of advertising in the aggregate economy by the mean of a dynamic stochastic general equilibrium model. Chapter 2 focuses on the short run impact of advertising on the aggregate dynamics, and shows that an increase in aggregate advertising significantly increases the aggregate consumption. Chapter 3 focuses on the long run effects of advertising on the labor supply, showing that in economies where aggregate advertising is higher, agents supply more hours of works and are generally worse off in terms of welfare.

In contrast to the static snapshots provided by protein crystallography, G protein-coupled receptors constitute a group of proteins with highly dynamic properties, which are required in the receptors’ function as signaling molecule. Here, the human neuropeptide Y2 receptor was reconstituted into a model membrane composed of monounsaturated phospholipids and solid-state NMR was used to characterize its dynamics. Qualitative static 15N NMR spectra and quantitative determination of 1H-13C order parameters through measurement of the 1H-13C dipolar couplings of the CH, CH2 and CH3 groups revealed axially symmetric motions of the whole molecule in the membrane and molecular fluctuations of varying amplitude from all molecular segments. The molecular order parameters (Sbackbone = 0.59-0.67, SCH2 = 0.41-0.51 and SCH3 = 0.22) obtained in directly polarized 13C NMR experiments demonstrate that the Y2 receptor is highly mobile in the native-like membrane. Interestingly, according to these results the receptor was found to be slightly more rigid in the membranes formed by the monounsaturated phospholipids than by saturated phospholipids as investigated previously. This could be caused by an increased chain length of the monounsaturated lipids, which may result in a higher helical content of the receptor. Furthermore, the incorporation of cholesterol, phosphatidylethanolamine, or negatively charged phosphatidylserine into the membrane did not have a significant influence on the molecular mobility of the Y2 receptor.

[pt] Os preços de ativos são fortemente influenciados pelas expectativas. Dessa forma, na presença de dívida colateralizada, a disponibilidade de crédito vai depender dessas expectativas. Nós desenvolvemos um modelo RBC simples, com restrição ao crédito, para formalizar essa intuição. Em seguida, nos construímos um modelo mais complexo, próprio para análise quantitativa, e estudados a relevância desse mecanismo. Nossa principal descoberta é que a restrição ao crédito não afeta a economia significativamente se permitirmos que as firmas substituam entre dívida e equity. Esse resultado se mantém mesmo que essa substituição esteja sujeita a fricções severas. / [en] Asset prices are strongly influenced by expectations. Therefore, in the presence of collateralized debt, credit availability will depend on those expectations. We develop a simple RBC model, with credit constraints, to formalize this intuition. We then build a more complex model, fit for quantitative analysis, in order to study the relevance of the mechanism. Our main finding is that the credit constraint does not significantly affect the economy if we allow firms to substitute between equity and debt. This result holds even if such substitution is subjected to severe frictions.

La question centrale qui chapeaute cette thèse est : quelle sont les sources des fluctuations économiques ? De nombreux articles mettent en évidence le rôle majeur des facteurs et chocs financiers. A partir de ce postulat, j'analyse la capacité des modèles macroéconomiques dynamiques à reproduire les co-mouvements observés dans les données entre la production, la consommation, l'investissement et l'emploi, suite à un choc financier. Le premier chapitre montre que les modèles standards n'arrivent pas à générer ces co-mouvements, car ils impliquent des mouvements opposés entre la consommation et l'investissement. Une solution est de modéliser des banques qui prêtent à la fois aux entreprises et aux ménages, puis de considérer le choc financier comme un resserrement simultané des contraintes de crédit des deux types d'emprunteurs. Le second chapitre est une évaluation quantitative de cette idée. Avec David Gauthier, nous estimons un riche modèle macroéconomique sur données américaines à l'aide de méthodes bayésiennes. Nous motivons notre choc de collatéral par l'observation que les banques américaines ajustent les conditions de crédit de manière similaire pour les firmes et les ménages. Nous trouvons que le choc de collatéral explique une large partie des fluctuations économiques, car il est capable de générer les co-mouvements. Le troisième chapitre est l'étape suivante. Je souhaite endogénéiser les conditions de prêts bancaires. L'idée est de reproduire la récession de 2008, au cours de laquelle un choc dans le marché immobilier affectant initialement les ménages a été transmis au reste de l'économie à travers les banques qui ont diminué le crédit alloué aux entreprises. / The main question at the heart of this thesis is, what drives business cycle fluctuations? A growing body of evidence suggests that financial factors and shocks matter most. Based on this premise, I ask whether financial shocks in dynamic macroeconomic models can generate the positive co-movements in output, consumption, investment, and hours worked observed in the data. The first chapter shows that standard models fail in doing so, because they typically imply a countercyclical response of consumption. One solution is to have banks lend both to firms and households, and to assume, that the financial shock is a common credit tightening on both. The second chapter offers a quantitative analysis of this idea. Together with David Gauthier, we motivate what we call the collateral shock by documenting that banks in the US effectively adjust standards in a similar way regard less if the borrower is a firm or a household. We estimate a rich macroeconomic model with Bayesian methods on US financial and macro data over the 1985-2015 period. We find that the collateral shock is the main driver of economic fluctuations. The reason is the collateral shock is able to generate pro cyclical consumption, investment, hours, and credit to firms and households, which are features of US business cycles. The third chapter attempts to go a step further by making lending standards endogenous. The idea is to have banks act as a propagation channel. A shock that emerges in the housing market and that initially affects households is transmitted to firms by a panic-prone financial sector that tightens credit to businesses. This model would replicate the story of the 2008 recession in the United States.