Nosso trabalho considera o processo de exclusão simples do vizinho mais próximo evoluindo com taxas de salto aleatórias . Demonstramos o limite hidrodinâmico deste processo. Este resultado è obtido através do limite hidrodinâmico do processo de exclusão onde as taxas de salto iniciais são substituidas pelas taxas cx,N que tem a mesma distribuição para cada N maior ou igal a 1. Fazemos algumas suposições no meio c_N e consideramos que as partículas estão inicialmente distribuidas de acordo à medida produto de Bernoulli associada a um perfil inicial. / Consider a Poisson process with rate equal to 1 in IR. Consider the nearest neighbor simple exclusion process with random jump rates § where §x =\\lambda, \\lambda > 0 if there is a Poisson mark between (x, x + 1) and §x = 1 otherwise. We prove the hydrodynamic limit of this process. This result follows from the hydrodynamic limit in the case that the jump rates {§x : x inteiro} are replaced by an array {cx,N : x inteiro} having the same distribution for each N >=1.

Nosso trabalho considera o processo de exclusão simples do vizinho mais próximo evoluindo com taxas de salto aleatórias . Demonstramos o limite hidrodinâmico deste processo. Este resultado è obtido através do limite hidrodinâmico do processo de exclusão onde as taxas de salto iniciais são substituidas pelas taxas cx,N que tem a mesma distribuição para cada N maior ou igal a 1. Fazemos algumas suposições no meio c_N e consideramos que as partículas estão inicialmente distribuidas de acordo à medida produto de Bernoulli associada a um perfil inicial. / Consider a Poisson process with rate equal to 1 in IR. Consider the nearest neighbor simple exclusion process with random jump rates § where §x =\\lambda, \\lambda > 0 if there is a Poisson mark between (x, x + 1) and §x = 1 otherwise. We prove the hydrodynamic limit of this process. This result follows from the hydrodynamic limit in the case that the jump rates {§x : x inteiro} are replaced by an array {cx,N : x inteiro} having the same distribution for each N >=1.

Apresentamos o teorema de limite hidrodinâmico para o processo de exclusão simples simétrico com taxa lenta no bordo. Neste processo, partículas descrevem passeios aleatórios independentes no espaço {O, 1, , N}, respeitando a regra de exclusão (que afirma que duas partículas não ocupam o mesmo lugar ao mesmo instante). Paralelamente, partículas podem nascer ou morrer nos sítios O e N com taxas proporcionais a N-1 . Com o devido reescalonamento, a densidade de partículas converge para a solução fraca de urna equação diferencial parcial parabólica. Além disso, no primeiro capítulo, apresentamos seções sobre o Teorema de Prohorov, o espaço das funções càdlàg e a métrica de Skorohod definida nesse espaço. / We present the hydrodynamic limit theorem for the simple symmetric exclusion process with slow driven boundary. In this process, particles describe independent random walks in the space {O, 1, , N}, using the exclusion rule (which says that two particles do not occupy the same place at the same time). We also suppose that particles can be born or die on the sites O and N with rates proportional to N -1 . With the right rescaling procedure, the density of particles converges to the weak solution of a parabolic partial differential equation. In the first chapter, we present sections about Prohorov's Theorem, the càdlàg function space and Skorohod's metric defined in this space.

Apresentamos o teorema de limite hidrodinâmico para o processo de exclusão simples simétrico com taxa lenta no bordo. Neste processo, partículas descrevem passeios aleatórios independentes no espaço {O, 1, , N}, respeitando a regra de exclusão (que afirma que duas partículas não ocupam o mesmo lugar ao mesmo instante). Paralelamente, partículas podem nascer ou morrer nos sítios O e N com taxas proporcionais a N-1 . Com o devido reescalonamento, a densidade de partículas converge para a solução fraca de urna equação diferencial parcial parabólica. Além disso, no primeiro capítulo, apresentamos seções sobre o Teorema de Prohorov, o espaço das funções càdlàg e a métrica de Skorohod definida nesse espaço. / We present the hydrodynamic limit theorem for the simple symmetric exclusion process with slow driven boundary. In this process, particles describe independent random walks in the space {O, 1, , N}, using the exclusion rule (which says that two particles do not occupy the same place at the same time). We also suppose that particles can be born or die on the sites O and N with rates proportional to N -1 . With the right rescaling procedure, the density of particles converges to the weak solution of a parabolic partial differential equation. In the first chapter, we present sections about Prohorov's Theorem, the càdlàg function space and Skorohod's metric defined in this space.

Apresentamos o teorema de limite hidrodinâmico para o processo de exclusão simples simétrico com taxa lenta no bordo. Neste processo, partículas descrevem passeios aleatórios independentes no espaço {O, 1, , N}, respeitando a regra de exclusão (que afirma que duas partículas não ocupam o mesmo lugar ao mesmo instante). Paralelamente, partículas podem nascer ou morrer nos sítios O e N com taxas proporcionais a N-1 . Com o devido reescalonamento, a densidade de partículas converge para a solução fraca de urna equação diferencial parcial parabólica. Além disso, no primeiro capítulo, apresentamos seções sobre o Teorema de Prohorov, o espaço das funções càdlàg e a métrica de Skorohod definida nesse espaço. / We present the hydrodynamic limit theorem for the simple symmetric exclusion process with slow driven boundary. In this process, particles describe independent random walks in the space {O, 1, , N}, using the exclusion rule (which says that two particles do not occupy the same place at the same time). We also suppose that particles can be born or die on the sites O and N with rates proportional to N -1 . With the right rescaling procedure, the density of particles converges to the weak solution of a parabolic partial differential equation. In the first chapter, we present sections about Prohorov's Theorem, the càdlàg function space and Skorohod's metric defined in this space.

This thesis deals with problems arising in the study of nonlinear partial differential equations arising from many-body problems. It is divided into two parts: The first part concerns the derivation of a nonlinear diffusion equation from a microscopic stochastic process. We give a new method to show that in the hydrodynamic limit, the particle densities of a one-dimensional zero range process on a periodic lattice converge to the solution of a nonlinear diffusion equation. This method allows for the first time an explicit uniform-in-time bound on the rate of convergence in the hydrodynamic limit. We also discuss how to extend this method to the multi-dimensional case. Furthermore we present an argument, which seems to be new in the context of hydrodynamic limits, how to deduce the convergence of the microscopic entropy and Fisher information towards the corresponding macroscopic quantities from the validity of the hydrodynamic limit and the initial convergence of the entropy. The second part deals with problems arising in the analysis of nonlinear Schrödinger equations of Gross-Pitaevskii type. First, we consider the Cauchy problem for (energy-subcritical) nonlinear Schrödinger equations with sub-quadratic external potentials and an additional angular momentum rotation term. This equation is a well-known model for superfluid quantum gases in rotating traps. We prove global existence (in the energy space) for defocusing nonlinearities without any restriction on the rotation frequency, generalizing earlier results given in the literature. Moreover, we find that the rotation term has a considerable influence in proving finite time blow-up in the focusing case. Finally, a mathematical framework for optimal bilinear control of nonlinear Schrödinger equations arising in the description of Bose-Einstein condensates is presented. The obtained results generalize earlier efforts found in the literature in several aspects. In particular, the cost induced by the physical work load over the control process is taken into account rather then often used L^2- or H^1-norms for the cost of the control action. We prove well-posedness of the problem and existence of an optimal control. In addition, the first order optimality system is rigorously derived. Also a numerical solution method is proposed, which is based on a Newton type iteration, and used to solve several coherent quantum control problems.

Nessa tese, estudamos o limite hidrodinâmico de um sistema estocástico de neurônios cujas interações são dadas por potenciais de Kac que imitam sinapses elétricas e químicas, e as correntes de vazamento. Esse sistema consiste de $\\ep^$ neurônios imersos em $[0,1)^2$, cada um disparando aleatoriamente de acordo com um processo pontual com taxa que depende tanto do seu potential de membrana como da posição. Quando o neurônio $i$ dispara, seu potential de membrana é resetado para $0$, enquanto que o potencial de membrana do neurônio $j$ é aumentado por um valor positivo $\\ep^2 a(i,j)$, se $i$ influencia $j$. Além disso, entre disparos consecutivos, o sistema segue uma movimento determinístico devido às sinapses elétricas e às correntes de vazamento. As sinapses elétricas estão envolvidas na sincronização do potencial de membrana dos neurônios, enquanto que as correntes de vazamento inibem a atividade de todos os neurônios, atraindo simultaneamente todos os potenciais de membrana para $0$. No principal resultado dessa tese, mostramos que a distribuição empírica dos potenciais de membrana converge, quando o parâmetro $\\ep$ tende à 0 , para uma densidade de probabilidade $ho_t(u,r)$ que satisfaz uma equação diferencial parcial nâo linear do tipo hiperbólica . / We study the hydrodynamic limit of a stochastic system of neurons whose interactions are given by Kac Potentials that mimic chemical and electrical synapses and leak currents. The system consists of $\\ep^$ neurons embedded in $[0,1)^2$, each spiking randomly according to a point process with rate depending on both its membrane potential and position. When neuron $i$ spikes, its membrane potential is reset to $0$ while the membrane potential of $j$ is increased by a positive value $\\ep^2 a(i,j)$, if $i$ influences $j$. Furthermore, between consecutive spikes, the system follows a deterministic motion due both to electrical synapses and leak currents. The electrical synapses are involved in the synchronization of the membrane potentials of the neurons, while the leak currents inhibit the activity of all neurons, attracting simultaneously their membrane potentials to 0. We show that the empirical distribution of the membrane potentials converges, as $\\ep$ vanishes, to a probability density $ho_t(u,r)$ which is proved to obey a nonlinear PDE of Hyperbolic type.

Nessa tese, estudamos o limite hidrodinâmico de um sistema estocástico de neurônios cujas interações são dadas por potenciais de Kac que imitam sinapses elétricas e químicas, e as correntes de vazamento. Esse sistema consiste de $\\ep^$ neurônios imersos em $[0,1)^2$, cada um disparando aleatoriamente de acordo com um processo pontual com taxa que depende tanto do seu potential de membrana como da posição. Quando o neurônio $i$ dispara, seu potential de membrana é resetado para $0$, enquanto que o potencial de membrana do neurônio $j$ é aumentado por um valor positivo $\\ep^2 a(i,j)$, se $i$ influencia $j$. Além disso, entre disparos consecutivos, o sistema segue uma movimento determinístico devido às sinapses elétricas e às correntes de vazamento. As sinapses elétricas estão envolvidas na sincronização do potencial de membrana dos neurônios, enquanto que as correntes de vazamento inibem a atividade de todos os neurônios, atraindo simultaneamente todos os potenciais de membrana para $0$. No principal resultado dessa tese, mostramos que a distribuição empírica dos potenciais de membrana converge, quando o parâmetro $\\ep$ tende à 0 , para uma densidade de probabilidade $ho_t(u,r)$ que satisfaz uma equação diferencial parcial nâo linear do tipo hiperbólica . / We study the hydrodynamic limit of a stochastic system of neurons whose interactions are given by Kac Potentials that mimic chemical and electrical synapses and leak currents. The system consists of $\\ep^$ neurons embedded in $[0,1)^2$, each spiking randomly according to a point process with rate depending on both its membrane potential and position. When neuron $i$ spikes, its membrane potential is reset to $0$ while the membrane potential of $j$ is increased by a positive value $\\ep^2 a(i,j)$, if $i$ influences $j$. Furthermore, between consecutive spikes, the system follows a deterministic motion due both to electrical synapses and leak currents. The electrical synapses are involved in the synchronization of the membrane potentials of the neurons, while the leak currents inhibit the activity of all neurons, attracting simultaneously their membrane potentials to 0. We show that the empirical distribution of the membrane potentials converges, as $\\ep$ vanishes, to a probability density $ho_t(u,r)$ which is proved to obey a nonlinear PDE of Hyperbolic type.

In mathematical population genetics a multiple merger <i>n</i>-coalescent process, or <i>Λ</i> <i>n</i>-coalescent process, {<i>Πⁿ(t) t</i> ≥ 0} models the genealogical tree of a sample of size <i>n</i> (e.g. of DNA sequences) drawn from a large population of haploid individuals. We study various properties of <i>Λ</i> coalescents. Novel in our approach is that we introduce the partition lattice as well as cumulants into the study of functionals of coalescent processes. We illustrate the success of this approach on several examples. Cumulants allow us to reveal the relation between the tree height, <i>T_n</i>, respectively the total branch length, <i>L_n</i>, of the genealogical tree of Kingman’s <i>n</i>-coalescent, arguably the most celebrated coalescent process, and the Riemann zeta function. Drawing on results from lattice theory, we give a spectral decomposition for the generator of both the Kingman and the Bolthausen-Sznitman <i>n</i>-coalescent, the latter of which emerges as a genealogy in models of populations undergoing selection. Taking mutations into account, let <i>M_j</i> count the number of mutations that are shared by <i>j</i> individuals in the sample. The random vector (<i>M₁</i>,...,<i>M_n-1</i>), known as the site frequency spectrum, can be measured from genetical data and is therefore an important statistic from the point of view of applications. Fu worked out the expected value, the variance and the covariance of the marginals of the site frequency spectrum. Using the partition lattice we derive a formula for the cumulants of arbitrary order of the marginals of the site frequency spectrum. Following another line of research, we provide a law of large numbers for a family of <i>Λ</i> coalescents. To be more specific, we show that the process {<i>#Πⁿ(t), t</i> ≥ 0} recording the number <i>#Πⁿ(t)</i> of individuals in the coalescent at time <i>t</i>, coverges, after a suitable rescaling, towards a deterministic limit as the sample size <i>n</i> grows without bound. In the statistical physics literature this limit is known as a hydrodynamic limit. Up to date the hydrodynamic limit was known for Kingman’s coalescent, but not for other <i>Λ</i> coalescents. We work out the hydrodynamic limit for beta coalescents that come down from infinity, which is an important subclass of the <i>Λ</i> coalescents.

Cette thèse est consacrée à l’étude des modèles microscopiques pour la dérivation de la conduction de la chaleur. Démontrer rigoureusement une équation diffusive macroscopique à partir d’une description microscopique du système est à aujourd’hui encore un problème ouvert. On étudie un système décrit par l’équation de Schrödinger linéaire discrète (DLS) en dim 1, perturbé par une dynamique stochastique conservative. On peut montrer que le système a une limite hydrodynamique donnée par la solution de l’équation de la chaleur. Quand le système est rattaché aux bords à deux réservoirs de Langevin à deux différents potentiels chimiques, on peut montrer que l’état stationnaire, dans la limite vers l'infinie, satisfait la loi de Fourier. On étudie une chaine des oscillateurs anharmonique immergée en un réservoir de chaleur avec un gradient de température. On exerce une tension, variable dans le temps, à une des deux extrémités de la chaine, et l’autre reste fixe. On montre que sous un changement d’échelle diffusive dans l’espace et dans le temps, la distribution d’étirement de la chaine évolue selon un équation diffusive non-linéaire. On développe des estimations qui reposent sur l’hypocoercitivité entropique. La limite macroscopique peut être utilisée pour modéliser les transformations thermodynamique isothermiques entre états stationnaire de non-équilibre. / The object of research of this thesis is the derivation of heat equation from the underlying microscopic dynamics of the system. Two main models have been studied: a microscopic system described by the discrete Schrödinger equation and an anharmonic chain of oscillators in presence of a gradient of temperature. The first model considered is the one-dimensional discrete linear Schrödinger (DLS) equation perturbed by a conservative stochastic dynamics, that changes the phase of each particles, conserving the total norm (or number of particles). The resulting total dynamics is a degenerate hypoelliptic diffusion with a smooth stationary state. It has been shown that the system has a hydrodynamical limit given by the solution of the heat equation. When it is coupled at the boundaries to two Langevin thermostats at two different chemical potentials, it has been proven that the stationary state, in the limit to infinity, satisfies the Fourier’s law. The second model considered is a chain of anharmonic oscillators immersed in a heat bath with a temperature gradient and a time varying tension applied to one end of the chain while the other side is fixed to a point. We prove that under diffusive space-time rescaling the volume strain distribution of the chain evolves following a non-linear diffusive equation. The stationary states of the dynamics are of non-equilibrium and have a positive entropy production, so the classical relative entropy methods cannot be used. We develop new estimates based on entropic hypocoercivity, that allows to control the distribution of the positions configurations of the chain. The macroscopic limit can be used to model isothermal thermodynamic transformations between non-equilibrium stationary states. CEMRACS project on simulating Rayleigh- Taylor and Richtmyer-Meshkov turbulent mixing zones with a probability density function method at last.