Cette thèse traite de la synthèse et de la réalisation d’un intégrateur d’ordre non entier borné en fréquence. La réalisation est faite par un réseau constitué d’un faible nombre de cellules capacitives et dissipatives. La première partie de ce mémoire s’attache à développer des méthodes permettant de déterminer les paramètres physiques des éléments du réseau à partir des quatre paramètres de haut niveau qui caractérisent l’intégrateur d’ordre non entier à réaliser. Les spécificités liées à une réalisation en technologie hydropneumatique sont détaillées. Il est montré, dans un contexte d’isolation vibratoire, qu’elles conduisent à des performances remarquables de robustesse du degré de stabilité et de robustesse de la rapidité vis-à-vis des variations de la masse suspendue, et ce, malgré l’existence de non-linéarités. Les non-linéarités sont étudiées à l’aide des séries de Volterra. La seconde partie est consacrée à l’application au secteur de l’automobile des résultats de la première partie. La synthèse et la réalisation d’une suspension CRONE hydractive, suspension multi-états dont le mode souple assure la robustesse du degré de stabilité de la caisse vis-à-vis des variations de la masse suspendue, sont proposées et validées en simulation sur un modèle de véhicule à 14 degrés de liberté. / The thesis deals with the synthesis and the realisation of a band limited fractional differentiator. The realisation is made thanks to a small number of resistive and capacitive cells (RC cells). The first part of this thesis is about some new methods to compute the physical parameters of the RC cells from the 4 high-level parameters of the band limited fractional differentiator. The specificities of a realisation using hydropneumatic technology are detailed. It is shown that, in vibration isolation, they lead to remarkable performances. The stability degree robustness and the rapidity robustness towards the variation of the sprung mass value are obtained in spite of non- linearities. Volterra serie expansion is used to study the non-linearities. The second part is about the application of the previous results to the automotive field. The design and the realisation of an hydractive CRONE suspension is proposed. An hydractive CRONE suspension is a suspension with several operating modes and which allows to obtain the stability degree robustness. The hydractive CRONE suspension is then test with a 14 degrees of freedom model of a car.

Le thème des travaux qui fait l'objet de ce mémoire de thèse s'inscrit dans le cadre de la caractérisation de systèmes biologiques par modèles non entiers. Cette thèse comporte deux parties qui reposent sur deux collaborations distinctes. La première s'appuie sur une collaboration avec le laboratoire Mouvement Adaptation Cognition de l'Université Bordeaux 2 et l'institut Magendie de l'Inserm. L'objectif de ce travail consiste à étudier l'influence la longueur du muscle sur sa dynamique dans les cas de variations statiques et dynamiques de cette grandeur. La deuxième collaboration est un projet original, en partenariat avec l'équipe Anesthésiologie-Réanimation II du CHU Haut-Lévêque ayant pour but l'identification de transfert thermique dans le poumon au cours d'opération à cœur ouvert, grâce à des mesures obtenues sur des poumons de mouton. / This PhD thesis deals with biological system characterization using fractional models. This study is divided in two parts stemming from two different cooperations. The first one involves the laboratoire Mouvement Adaption Cognition of Université Bordeaux 2 and the Institut Magendie of Inserm. The aim of this teamwork is to study the muscle length effect on its dynamic, considering static and dynamical length variations. The second collaboration involves the Anesthésiologie-Réanimation team of CHU Haut-Lévêque from Bordeaux. This research work aims at identifying models of thermal transfer inside the lungs during open-heart surgery.

Dans cette thèse, nous nous intéressons à l'étude de trois équations aux dérivées partielles et d'évolution non-locales en espace et en temps. Les solutions de ces trois solutions peuvent exploser en temps fini. Dans une première partie de cette thèse, nous considérons l'équation de la chaleur nonlinéaire avec une puissance fractionnaire du laplacien, et obtenons notamment que, dans le cas d'exposant sur-critique, le comportement asymptotique de la solution lorsque $t\rightarrow+\infty$ est déterminé par le terme de diffusion anormale. D'autre part, dans le cas d'exposant sous-critique, l'effet du terme non-linéaire domine. Dans une deuxième partie, nous étudions une équation parabolique avec le laplacien fractionnaire et un terme non-linéaire et non-local en temps. On montre que la solution est globale dans le cas sur-critique pour toute donnée initiale ayant une mesure assez petite, tandis que dans le cas sous-critique, on montre que la solution explose en temps fini $T_{\max}>0$ pour toute condition initiale positive et non-triviale. Dans ce dernier cas, on cherche le comportement de la norme $L^1$ de la solution en précisant le taux d'explosion lorsque $t$ s'approche du temps d'explosion $T_{\max}.$ Nous cherchons encore les conditions nécessaires à l'existence locale et globale de la solution. Une toisième partie est consacré à une généralisation de la deuxième partie au cas de systèmes $2\times 2$ avec le laplacien ordinaire. On étudie l'existence locale de la solution ainsi qu'un résultat sur l'explosion de la solution avec les mêmes propriétés étudiées dans le troisième chapitre. Dans la dernière partie, nous étudions une équation hyperbolique dans $\mathbb{R}^N,$ pour tout $N\geq2,$ avec un terme non-linéaire non-local en temps. Nous obtenons un résultat d'existence locale de la solution sous des conditions restrictives sur les données initiales, la dimension de l'espace et les exposants du terme non-linéaire. De plus on obtient, sous certaines conditions sur les exposants, que la solution explose en temps fini, pour toute condition initiale ayant de moyenne strictement positive.

This PhD thesis aims to study financial processes which have semi-heavy-tailed marginal distributions and may exhibit memory. The traditional Black-Scholes model is expanded to incorporate memory via an integral operator, resulting in a class of market models which still preserve the completeness and arbitragefree conditions needed for replication of contingent claims. This approach is used to estimate the implied volatility of the resulting model. The first part of the thesis investigates the semi-heavy-tailed behaviour of financial processes. We treat these processes as continuous-time random walks characterised by a transition probability density governed by a fractional Riesz- Bessel equation. This equation extends the Feller fractional heat equation which generates a-stable processes. These latter processes have heavy tails, while those processes generated by the fractional Riesz-Bessel equation have semi-heavy tails, which are more suitable to model financial data. We propose a quasi-likelihood method to estimate the parameters of the fractional Riesz- Bessel equation based on the empirical characteristic function. The second part considers a dynamic model of complete financial markets in which the prices of European calls and puts are given by the Black-Scholes formula. The model has memory and can distinguish between historical volatility and implied volatility. A new method is then provided to estimate the implied volatility from the model. The third part of the thesis considers the problem of classification of financial markets using high-frequency data. The classification is based on the measure representation of high-frequency data, which is then modelled as a recurrent iterated function system. The new methodology developed is applied to some stock prices, stock indices, foreign exchange rates and other financial time series of some major markets. In particular, the models and techniques are used to analyse the SET index, the SET50 index and the MAI index of the Stock Exchange of Thailand.

Matrix function approximation is a current focus of worldwide interest and finds application in a variety of areas of applied mathematics and statistics. In this thesis we focus on the approximation of A..=2b, where A 2 Rnn is a large, sparse symmetric positive definite matrix and b 2 Rn is a vector. In particular, we will focus on matrix function techniques for sampling from Gaussian Markov random fields in applied statistics and the solution of fractional-in-space partial differential equations. Gaussian Markov random fields (GMRFs) are multivariate normal random variables characterised by a sparse precision (inverse covariance) matrix. GMRFs are popular models in computational spatial statistics as the sparse structure can be exploited, typically through the use of the sparse Cholesky decomposition, to construct fast sampling methods. It is well known, however, that for sufficiently large problems, iterative methods for solving linear systems outperform direct methods. Fractional-in-space partial differential equations arise in models of processes undergoing anomalous diffusion. Unfortunately, as the fractional Laplacian is a non-local operator, numerical methods based on the direct discretisation of these equations typically requires the solution of dense linear systems, which is impractical for fine discretisations. In this thesis, novel applications of Krylov subspace approximations to matrix functions for both of these problems are investigated. Matrix functions arise when sampling from a GMRF by noting that the Cholesky decomposition A = LLT is, essentially, a `square root' of the precision matrix A. Therefore, we can replace the usual sampling method, which forms x = L..T z, with x = A..1=2z, where z is a vector of independent and identically distributed standard normal random variables. Similarly, the matrix transfer technique can be used to build solutions to the fractional Poisson equation of the form n = A..=2b, where A is the finite difference approximation to the Laplacian. Hence both applications require the approximation of f(A)b, where f(t) = t..=2 and A is sparse. In this thesis we will compare the Lanczos approximation, the shift-and-invert Lanczos approximation, the extended Krylov subspace method, rational approximations and the restarted Lanczos approximation for approximating matrix functions of this form. A number of new and novel results are presented in this thesis. Firstly, we prove the convergence of the matrix transfer technique for the solution of the fractional Poisson equation and we give conditions by which the finite difference discretisation can be replaced by other methods for discretising the Laplacian. We then investigate a number of methods for approximating matrix functions of the form A..=2b and investigate stopping criteria for these methods. In particular, we derive a new method for restarting the Lanczos approximation to f(A)b. We then apply these techniques to the problem of sampling from a GMRF and construct a full suite of methods for sampling conditioned on linear constraints and approximating the likelihood. Finally, we consider the problem of sampling from a generalised Matern random field, which combines our techniques for solving fractional-in-space partial differential equations with our method for sampling from GMRFs.

Les applications du calcul fractionnaire en automatique se sont considérablement développées ces dernières années, surtout en commande robuste. Ce mémoire est une contribution à la commande robuste des systèmes d'ordre entier à l'aide d'un correcteur PID d'ordre fractionnaire.Le conventionnel régulateur PID, unanimement apprécié pour le contrôle des processus industriels, a été adapté au cas fractionnaire sous la forme PInDf grâce à l'introduction d'un modèle de référence d'ordre non entier, réputé pour sa robustesse vis-à-vis des variations du gain statique.Cette nouvelle structure a été étendue aux systèmes à retard sous la forme d'un Prédicteur de SMITH fractionnaire. Dans leur forme standard, ces correcteurs sont adaptés à la commande des systèmes du premier et du second ordre, avec ou sans retard pur.Pour des systèmes plus complexes, deux méthodologies de synthèse du correcteur ont été proposées, grâce à la méthode des moments et à l'approche retour de sortie.Pour les systèmes dont le modèle est obtenu à partir d'une identification, la boucle fermée doit en outre être robuste aux erreurs d'estimation. Un modèle pire-cas, déduit de la matrice de covariance de l'estimateur et des domaines d'incertitudes fréquentielles, a été proposé pour la synthèse du correcteur.Les différentes simulations numériques montrent l'efficacité de cette méthodologie pour l'obtention d'une boucle fermée robuste aux variations du gain statique et aux incertitudes d'identification. / The application of fractional calculus in automatic control have received much attention these last years, mainly in robust control. This PhD dissertation is a contribution to the control of integer order systems using a fractional order PID controller.The classical PID, well known for its applications to industrial plants, has been adapted to the fractional case as a PInDf controller, thanks to a fractional order reference model, characterized by its robustness to static gain variations.This new controller has been generalized to time delay systems as a fractional SMITH Predictor. In standard case, these controllers are adapted to first and second order systems, with or without a time delay. For more complex systems, two design methodologies have been proposed, based on the method of moments and on output feedback approach.For systems whose model is obtained by an identification procedure, the closed loop has to be robust to estimation errors. So, a worst-case model, derived from the covariance matrix of the estimator and the frequency uncertainty domains, has been proposed for the design of the controller.The different numerical simulations demonstrate that this methodology is able to provide robustness to static gain variations and to identification uncertainties.

Orientador: Marcelo Carvalho Minhoto Teixeira / Resumo: Neste trabalho apresentam-se condições descritas por desigualdades matriciais lineares, LMIs (do inglês: Linear Matrix Inequalities), para o projeto de controladores robustos para sistemas dinâmicos de ordem α ∈ [0,1). Os controladores propostos utilizam a realimentação da derivada de ordem α ∈ [0,1) do vetor de estado, a chamada realimentação α-derivativa, e também a realimentação do vetor de estado. A literatura clássica apresenta resultados que utilizam o método direto de Lyapunov e a estabilização quadrática no projeto de controladores para sistemas de ordem inteira. Os teoremas propostos neste trabalho para sistemas fracionários são condições suficientes análogas a estes resultados. Esta analogia é possível através da extensão fracionária, recentemente disponível na literatura, do método direto de Lyapunov e de um limitante superior para a derivada de ordem α ∈ [0,1) da função de Lyapunov do tipo quadrática, Dα V(x(t)). Nesse sentido, as LMIs propostas para estabilização quadrática são análogas aos casos clássicos, pois não dependem da ordem α ∈ [0,1) do sistema. Em particular, o foco deste trabalho recai no controle do tipo chaveado, que trata da minimização do limitante superior de Dα V(x(t)). O controle chaveado dispensa o conhecimento das funções de pertinência quando da utilização de modelos fuzzy Takagi-Sugeno, permitindo trabalhar com plantas lineares e não lineares, ambas incluindo parâmetros incertos. Dessa forma, a estabilização quadrática possibilitou a obtenç... (Resumo completo, clicar acesso eletrônico abaixo) / Abstract: This work proposes linear matrix inequalities (LMIs) conditions for the design of robust controllers for dynamic systems of order α ∈ [0,1). The proposed controllers use the feedback of the state vector derivative of of order α ∈ [0,1), the so-called α -derivative feedback, and also the feedback of the state vector. The classical literature presents results that use the Lyapunov direct method and the quadratic stabilization in the design of the controllers for integer order systems. The theorems proposed in this work for fractional systems are sufficient conditions analogous to these results. This analogy is possible through the fractional extension, recently available in the literature, of the direct Lyapunov method and an upper bound for the a α ∈ [0,1) order derivative of the quadratic Lyapunov function, Dα V(x(t)). In this sense, the proposed LMIs for quadratic stabilization are analogous to the classical ones, since they do not depend on the order α ∈ [0,1) of the system. In particular, the focus of this work lies in the switched control, which deals with the minimization of the upper bound of Dα V(x(t)). The switched control dispenses the knowledge of the membership functions when using the Takagi-Sugeno fuzzy models, allowing to work with linear and nonlinear plants, both of them with uncertain parameters. Therefore, the quadratic stabilization allowed to obtain new results for the robust control problem of α ∈ [0,1) order systems, considering the main analogous resu... (Complete abstract click electronic access below) / Mestre

Topologically ordered phases flamboyance a cornucopia of intriguing phenomena that cannot be perceived in the conventional phases including the most striking property of hosting anyon quasiparticles having fractional charges and fractional statistics. Such phases were discovered with the remarkable experiment of the fractional quantum Hall effect and are drawing a lot of recognition. Realization of these phases on lattice systems and study of the anyon quasiparticles there are important and interesting avenue to research in unraveling new physics, which can not be found in the continuum, and this thesis is an important contribution in that direction. Also such lattice models hosting anyons are particularly important to control the movement of anyons while experimentally implemented with ultra-cold atoms in optical lattices. We construct lattice models by implementing analytical states and parent Hamiltonians on two-dimensional plane hosting non-Abelian anyons, which are proposed candidates for quantum computations. Such lattice models are suitable to create both quasiholes and quasielectrons in the similar way and thereby avoiding the singularity problem for the quasielectrons in continuum. Anyons in these models are found to be well-screened with proper charges and right statistics. Going beyond two dimensions, we unravel the intriguing physics of topologically ordered phases of matter in fractional dimensions such as in the fractal lattices by employing our model constructions of analytical states and parent Hamiltonians there. We find the anyons to be well-screened with right charges and statistics for all dimensions. Our work takes the first step in bridging the gap between two dimensions and one dimension in addressing topological phases which reveal new physics. Our constructions are particularly important in this context since such lattices lack translational symmetry and hence become unsuitable for the fractional Chern insulator implementations. The special features of topologically ordered phases make these difficult to probe and hence the detection of topological quantum phase transitions becomes challenging. The existing probes suffer from shortcomings uo-to a large extent and therefore construction of new type of probes become important and are on high demand. The robustness of anyon properties draw our attention to propose these as detector of topological quantum phase transitions with significant advantages including the facts that these are numerically cheaper probes and are independent of the boundary conditions. We test our probe in three different examples and find that simple properties like anyon charges detect the transitions. / Topologisch geordnete Phasen extravagieren ein Füllhorn faszinierender Phänomene, die in den herkömmlichen Phasen nicht wahrgenommen werden können, einschließlich der auffälligsten Eigenschaft, Quasiteilchen mit fraktionierten Ladungen und fraktion- ierten Statistiken aufzunehmen. Solche Phasen wurden mit dem bemerkenswerten Exper- iment des fraktionierten Quanten-Hall-Effekts entdeckt und finden viel Anerkennung. Die Realisierung dieser Phasen auf Gittersystemen und die Untersuchung der Anyon- Quasiteilchen sind wichtige und interessante Wege zur Erforschung der Entschlüsselung neuer Physik, die im Kontinuum nicht zu finden sind, und diese These ist ein wichtiger Beitrag in diese Richtung. Auch solche Gittermodelle, die Anyons enthalten, sind beson- ders wichtig, um die Bewegung von Anyons zu steuern, während sie experimentell mit ultrakalten Atomen in optischen Gittern implementiert werden. Wir konstruieren Gittermodelle, indem wir analytische Zustände und Eltern-Hamiltonianer auf einer zwei- dimensionalen Ebene implementieren, die nicht-abelsche Anyons enthält, die als Kan- didaten für Quantenberechnungen vorgeschlagen werden. Solche Gittermodelle sind geeignet, sowohl Quasi-Löcher als auch Quasielektronen auf ähnliche Weise zu erzeu- gen und dadurch das Singularitätsproblem für die Quasielektronen im Kontinuum zu vermeiden. Jeder in diesen Modellen wird mit angemessenen Gebühren und richtigen Statistiken gut überprüft. Über zwei Dimensionen hinaus enträtseln wir die faszinierende Physik topologisch geordneter Phasen der Materie in fraktionierten Dimensionen wie in den fraktalen Gittern, indem wir dort unsere Modellkonstruktionen von analytischen Zuständen und Eltern-Hamiltonianern verwenden. Wir finden, dass die Anyons mit den richtigen Gebühren und Statistiken für alle Dimensionen gut überprüft werden. Unsere Arbeit macht den ersten Schritt, um die Lücke zwischen zwei Dimensionen und einer Dimension zu schließen und topologische Phasen anzugehen, die neue Physik enthüllen. Unsere Konstruktionen sind in diesem Zusammenhang besonders wichtig, da solche Gitter keine Translationssymmetrie aufweisen und daher für die fraktionierten Chern- Isolatorimplementierungen ungeeignet werden. Die besonderen Merkmale topologisch geordneter Phasen machen es schwierig, diese zu untersuchen, und daher wird die Detek- tion topologischer Quantenphasenübergänge schwierig. Die vorhandenen Sonden leiden in hohem Maße unter Mängeln, weshalb die Konstruktion neuer Sondenarten wichtig wird und eine hohe Nachfrage besteht. Die Robustheit der Anyon-Eigenschaften lenkt unsere Aufmerksamkeit darauf, diese als Detektor für topologische Quantenphasenübergänge mit signifikanten Vorteilen vorzuschlagen, einschließlich der Tatsache, dass dies numerisch billigere Sonden sind und von den Randbedingungen unabhängig sind. Wir testen unsere Sonde in drei verschiedenen Beispielen und stellen fest, dass einfache Eigenschaften wie Ladungen die Übergänge erfassen.