In this thesis, we study numerical analysis for random processes and fields. We investigate the behavior of the approximation accuracy for specific linear methods based on a finite number of observations. Furthermore, we propose techniques for optimizing performance of the methods for particular classes of random functions. The thesis consists of an introductory survey of the subject and related theory and four papers (A-D). In paper A, we study a Hermite spline approximation of quadratic mean continuous and differentiable random processes with an isolated point singularity. We consider a piecewise polynomial approximation combining two different Hermite interpolation splines for the interval adjacent to the singularity point and for the remaining part. For locally stationary random processes, sequences of sampling designs eliminating asymptotically the effect of the singularity are constructed. In Paper B, we focus on approximation of quadratic mean continuous real-valued random fields by a multivariate piecewise linear interpolator based on a finite number of observations placed on a hyperrectangular grid. We extend the concept of local stationarity to random fields and for the fields from this class, we provide an exact asymptotics for the approximation accuracy. Some asymptotic optimization results are also provided. In Paper C, we investigate numerical approximation of integrals (quadrature) of random functions over the unit hypercube. We study the asymptotics of a stratified Monte Carlo quadrature based on a finite number of randomly chosen observations in strata generated by a hyperrectangular grid. For the locally stationary random fields (introduced in Paper B), we derive exact asymptotic results together with some optimization methods. Moreover, for a certain class of random functions with an isolated singularity, we construct a sequence of designs eliminating the effect of the singularity. In Paper D, we consider a Monte Carlo pricing method for arithmetic Asian options. An estimator is constructed using a piecewise constant approximation of an underlying asset price process. For a wide class of Lévy market models, we provide upper bounds for the discretization error and the variance of the estimator. We construct an algorithm for accurate simulations with controlled discretization and Monte Carlo errors, andobtain the estimates of the option price with a predetermined accuracy at a given confidence level. Additionally, for the Black-Scholes model, we optimize the performance of the estimator by using a suitable variance reduction technique.

In this thesis, we present efficient deterministic algorithms for polynomial matrix computation problems, including the computation of order basis, minimal kernel basis, matrix inverse, column basis, unimodular completion, determinant, Hermite normal form, rank and rank profile for matrices of univariate polynomials over a field. The algorithm for kernel basis computation also immediately provides an efficient deterministic algorithm for solving linear systems. The algorithm for column basis also gives efficient deterministic algorithms for computing matrix GCDs, column reduced forms, and Popov normal forms for matrices of any dimension and any rank. We reduce all these problems to polynomial matrix multiplications. The computational costs of our algorithms are then similar to the costs of multiplying matrices, whose dimensions match the input matrix dimensions in the original problems, and whose degrees equal the average column degrees of the original input matrices in most cases. The use of the average column degrees instead of the commonly used matrix degrees, or equivalently the maximum column degrees, makes our computational costs more precise and tighter. In addition, the shifted minimal bases computed by our algorithms are more general than the standard minimal bases.

Dans la première partie de la thèse, nous présentons un nouveau système permettant de produire des mouvements de caméra réalistes pour l'animation stopmotion. Le système permettra d'enrichir les logiciels d'animation 3D classiques (comme par exemple Maya et 3D Studio Max) afin de leur faire contrôler des mouvements de caméra pour la stop motion, grâce à l'utilisation d'une interface haptique. Nous décrivons le fonctionnement global du système. La première étapeconsiste à récupérer et enregistrer les données envoyées par le périphérique haptique de motion capture. Dans la seconde étape, nous réélaborons ces données par un procédé mathématique, puis les exportons vers un logiciel de 3D pour prévisualiser les mouvements de la caméra. Finalement la séquence est exécutée avec un robot de contrôle de mouvement et un appareil photo. Le système est évalué par un groupe d'étudiants du Master "Art plastiques et Création numérique" de l'Université de Valenciennes. Dans la deuxième partie, nous définissons une nouvelle classe de courbes à partir des courbes polynomiales paramétriques à hodographe pythagorien (PH) construite sur un espace algébrique-trigonométrique. Nous montrons leurs propriétés fondamentaleset leurs avantages importants par rapport à leur équivalent polynomial, grâce à l'utilisation d'un paramètre de forme. Nous introduisons une formulation complexe et nous résolvons le problème d'interpolation de Hermite.

Les Moments ont été largement utilisés dans la reconnaissance de formes et dans le traitement d'image. Dans cette thèse, nous concentrons notre attention sur les 3D moments orthogonaux de Gauss-Hermite, les moments invariants 2D et 3D de Gauss-Hermite, l'algorithme rapide de l'attribut de cohérence et les applications de l'interprétation sismique en utilisant la méthode des moments.Nous étudions les méthodes de suivi automatique d'horizon sismique à partir de moments de Gauss-Hermite en cas de 1D et de 3D. Nous introduisons une approche basée sur une étude multi-échelle des moments invariants. Les résultats expérimentaux montrent que la méthode des moments 3D de Gauss-Hermite est plus performante que les autres algorithmes populaires.Nous avons également abordé l'analyse des faciès sismiques basée sur les caractéristiques du vecteur à partir des moments 3D de Gauss -Hermite, et la méthode de Cartes Auto-organisatrices avec techniques de visualisation de données. L'excellent résultat de l'analyse des faciès montre que l'environnement intégré donne une meilleure performance dans l'interprétation de la structure des clusters.Enfin, nous introduisons le traitement parallèle et la visualisation de volume. En profitant des nouvelles performances par les technologies multi-threading et multi-cœurs dans le traitement et l'interprétation de données sismiques, nous calculons efficacement des attributs sismiques et nous suivons l'horizon. Nous discutons également l'algorithme de rendu de volume basé sur le moteur Open-Scene-Graph qui permet de mieux comprendre la structure de données sismiques.

In this thesis, we present efficient deterministic algorithms for polynomial matrix computation problems, including the computation of order basis, minimal kernel basis, matrix inverse, column basis, unimodular completion, determinant, Hermite normal form, rank and rank profile for matrices of univariate polynomials over a field. The algorithm for kernel basis computation also immediately provides an efficient deterministic algorithm for solving linear systems. The algorithm for column basis also gives efficient deterministic algorithms for computing matrix GCDs, column reduced forms, and Popov normal forms for matrices of any dimension and any rank. We reduce all these problems to polynomial matrix multiplications. The computational costs of our algorithms are then similar to the costs of multiplying matrices, whose dimensions match the input matrix dimensions in the original problems, and whose degrees equal the average column degrees of the original input matrices in most cases. The use of the average column degrees instead of the commonly used matrix degrees, or equivalently the maximum column degrees, makes our computational costs more precise and tighter. In addition, the shifted minimal bases computed by our algorithms are more general than the standard minimal bases.

Image registration is a fundamental problem that can be found in a diverse range of fields within the research community. It is used in areas such as engineering, science, medicine, robotics, computer vision and image processing, which often require the process of developing a spatial mapping between sets of data. Registration plays a crucial role in the medical imaging field where continual advances in imaging modalities, including MRI, CT and PET, allow the generation of 3D images that explicitly outline detailed in vivo information of not only human anatomy, but also human function. Mutual Information (MI) is a popular entropy-based similarity measure which has found use in a large number of image registration applications. Stemming from information theory, this measure generally outperforms most other intensity-based measures in multimodal applications as it does not assume the existence of any specific relationship between image intensities. It only assumes a statistical dependence. The basic concept behind any approach using MI is to find a transformation, which when applied to an image, will maximise the MI between two images. This thesis presents research using MI in three major topics encompassed by the computer vision and medical imaging field: rigid image registration, stereo vision, and non-rigid image registration. In the rigid domain, a novel gradient-based registration algorithm (MIGH) is proposed that uses Parzen windows to estimate image density functions and Gauss-Hermite quadrature to estimate the image entropies. The use of this quadrature technique provides an effective and efficient way of estimating entropy while bypassing the need to draw a second sample of image intensities (a procedure required in previous Parzen-based MI registration approaches). It is possible to achieve identical results with the MIGH algorithm when compared to current state of the art MI-based techniques. These results are achieved using half the previously required sample sizes, thus doubling the statistical power of the registration algorithm. Furthermore, the MIGH technique improves algorithm complexity by up to an order of N, where N represents the number of samples extracted from the images. In stereo vision, a popular passive method of depth perception, new extensions have been pro- posed in order to increase the robustness of MI-based stereo matching algorithms. Firstly, prior probabilities are incorporated into the MI measure to considerably increase the statistical power of the matching windows. The statistical power, directly related to the number of samples, can become too low when small matching windows are utilised. These priors, which are calculated from the global joint histogram, are tuned to a two level hierarchical approach. A 2D match surface, in which the match score is computed for every possible combination of template and matching windows, is also utilised to enforce left-right consistency and uniqueness constraints. These additions to MI-based stereo matching significantly enhance the algorithms ability to detect correct matches while decreasing computation time and improving the accuracy, particularly when matching across multi-spectra stereo pairs. MI has also recently found use in the non-rigid domain due to a need to compute multimodal non-rigid transformations. The viscous fluid algorithm is perhaps the best method for re- covering large local mis-registrations between two images. However, this model can only be used on images from the same modality as it assumes similar intensity values between images. Consequently, a hybrid MI-Fluid algorithm is proposed to compute a multimodal non-rigid registration technique. MI is incorporated via the use of a block matching procedure to generate a sparse deformation field which drives the viscous fluid algorithm, This algorithm is also compared to two other popular local registration techniques, namely Gaussian convolution and the thin-plate spline warp, and is shown to produce comparable results. An improved block matching procedure is also proposed whereby a Reversible Jump Markov Chain Monte Carlo (RJMCMC) sampler is used to optimally locate grid points of interest. These grid points have a larger concentration in regions of high information and a lower concentration in regions of small information. Previous methods utilise only a uniform distribution of grid points throughout the image.

Finding a topologically accurate approximation of a real planar algebraic curve is a classic problem in Computer Aided Geometric Design. Algorithms describing the topology search primarily the singular points and are usually based on algebraic techniques applied directly to the curve equation. In this thesis we propose a more geometric approach, taking into account the subsequent high-precision approximation. Our algorithm is primarily based on the identification and approximation of smooth monotonous curve segments, which can in certain cases cross the singularities of the curve. To find the characteristic points we use not only the primary algebraic equation of the curve but also, and more importantly, its implicit support function representation. Using the rational Puiseux series, we describe local properties of curve branches at the points of interest and exploit them to find their connectivity. The support function representation is also used for an approximation of the segments. In this way, we obtain an approximate graph of the entire curve with several nice properties. It approximates the curve within a given Hausdorff distance. The actual error can be measured efficiently. The ap- proximate curve and its offsets are piecewise rational. And the question of topological equivalence of the...

Vilela Mendes et al. (2015), based on the discovery of long-range dependence in the volatility of stock returns, proposed a stochastic volatility continuous mar- ket model where the volatility is given as a transform of the fractional Brownian motion (fBm) and studied its No-Arbitrage and completeness properties under va- rious assumptions. We investigate the possibility of generalization of their results from fBm to a wider class of Hermite processes. We have reworked and completed the proofs of the propositions in the cited article. Under the assumption of indepen- dence of the stock price and volatility driving processes the model is arbitrage-free. However, apart from a case of a special relation between the drift and the volatility, the model is proved to be incomplete. Under a different assumption that there is only one source of randomness in the model and the volatility driving process is bounded, the model is arbitrage-free and complete. All the above results apply to any Hermite process driving the volatility. 1

Cette thèse a été réalisée au sein de l’entreprise Invivoo. L’objectif principal était de trouver des stratégies d’investissement : avoir un gain important et un risque faible. Les travaux de recherche ont été principalement portés par ce dernier point. Dans ce sens, nous avons voulu généraliser un modèle fidèle à la réalité des marchés financiers, que ce soit pour des données à basse comme à haute fréquence et, à très haute fréquence, variation par variation. / No English summary available.

The task of this diploma thesis is the Lattice Boltzmann method (LBM). LBM is a mesoscopic method describing the particle motion in a fluid by the Boltzmann equation, where the distribution function is involved. The Chapman-Enskog expansion shows the connection with the macroscopic Navier-Stokes equations of conservation laws. In this process the Hermite polynoms are used. The Lattice Boltzmann equation is derived by the discretisation of velocity, space and time which is concluding to the numerical algorithm. This algorithm is applied at two problems of fluid flow: the two-dimensional square cavity and a flow arround obstacles. In both cases were the results of velocities compared to results calculated by finite volume method (FVM). The relative errors are in order of multiple 1 %.