Nous présentons dans cette thèse des théorèmes de point fixe pour des contractions multivoques définies sur des espaces métriques, et, sur des espaces de jauges munis d’un graphe. Nous illustrons également les applications de ces résultats à des inclusions intégrales et à la théorie des fractales. Cette thèse est composée de quatre articles qui sont présentés dans quatre chapitres. Dans le chapitre 1, nous établissons des résultats de point fixe pour des fonctions multivoques, appelées G-contractions faibles. Celles-ci envoient des points connexes dans des points connexes et contractent la longueur des chemins. Les ensembles de points fixes sont étudiés. La propriété d’invariance homotopique d’existence d’un point fixe est également établie pour une famille de Gcontractions multivoques faibles. Dans le chapitre 2, nous établissons l’existence de solutions pour des systèmes d’inclusions intégrales de Hammerstein sous des conditions de type de monotonie mixte. L’existence de solutions pour des systèmes d’inclusions différentielles avec conditions initiales ou conditions aux limites périodiques est également obtenue. Nos résultats s’appuient sur nos théorèmes de point fixe pour des G-contractions multivoques faibles établis au chapitre 1. Dans le chapitre 3, nous appliquons ces mêmes résultats de point fixe aux systèmes de fonctions itérées assujettis à un graphe orienté. Plus précisément, nous construisons un espace métrique muni d’un graphe G et une G-contraction appropriés. En utilisant les points fixes de cette G-contraction, nous obtenons plus d’information sur les attracteurs de ces systèmes de fonctions itérées. Dans le chapitre 4, nous considérons des contractions multivoques définies sur un espace de jauges muni d’un graphe. Nous prouvons un résultat de point fixe pour des fonctions multivoques qui envoient des points connexes dans des points connexes et qui satisfont une condition de contraction généralisée. Ensuite, nous étudions des systèmes infinis de fonctions itérées assujettis à un graphe orienté (H-IIFS). Nous donnons des conditions assurant l’existence d’un attracteur unique à un H-IIFS. Enfin, nous appliquons notre résultat de point fixe pour des contractions multivoques définies sur un espace de jauges muni d’un graphe pour obtenir plus d’information sur l’attracteur d’un H-IIFS. Plus précisément, nous construisons un espace de jauges muni d’un graphe G et une G-contraction appropriés tels que ses points fixes sont des sous-attracteurs du H-IIFS. / In this thesis, we present fixed point theorems for multivalued contractions defined on metric spaces, and, on gauge spaces endowed with directed graphs. We also illustrate the applications of these results to integral inclusions and to the theory of fractals. chapters. In Chapter 1, we establish fixed point results for the maps, called multivalued weak G-contractions, which send connected points to connected points and contract the length of paths. The fixed point sets are studied. The homotopical invariance property of having a fixed point is also established for a family of weak G-contractions. In Chapter 2, we establish the existence of solutions of systems of Hammerstein integral inclusions under mixed monotonicity type conditions. Existence of solutions to systems of differential inclusions with initial value condition or periodic boundary value condition are also obtained. Our results rely on our fixed point theorems for multivalued weak G-contractions established in Chapter 1. In Chapter 3, those fixed point results for multivalued G-contractions are applied to graph-directed iterated function systems. More precisely, we construct a suitable metric space endowed with a graph G and an appropriate G-contraction. Using the fixed points of this G-contraction, we obtain more information on the attractors of graph-directed iterated function systems. In Chapter 4, we consider multivalued maps defined on a complete gauge space endowed with a directed graph. We establish a fixed point result for maps which send connected points into connected points and satisfy a generalized contraction condition. Then, we study infinite graph-directed iterated function systems (H-IIFS). We give conditions insuring the existence of a unique attractor to an H-IIFS. Finally, we apply our fixed point result for multivalued contractions on gauge spaces endowed with a graph to obtain more information on the attractor of an H-IIFS. More precisely, we construct a suitable gauge space endowed with a graph G and a suitable multivalued G-contraction such that its fixed points are sub-attractors of the H-IIFS.

Dans cette thèse nous étudions différents problèmes de graphes et multigraphes arêtes-coloriés tels que la connexité propre, la coloration forte d'arêtes et les chaînes et cycles hamiltoniens propres. Enfin, nous améliorons l'algorithme connu $O(n^4)$ pour décider du comportement d'un graphe sous opérateur biclique, en étudiant les bicliques dans les graphes sans faux jumeaux. Plus précisément, 1) Nous étudions d'abord le nombre $k$-connexité-propre des graphes, noté $pc_k(G)$, ç'est à dire le nombre minimum de couleurs nécessaires pour colorer les arêtes d'un graphe de façon à ce qu'entre chaque paire de sommets, ils existent $k$ chemins intérieurement sommet-disjoints. Nous prouvons plusieurs bornes supérieures pour $pc_k(G)$. Nous énonçons quelques conjectures pour les graphes généraux et bipartis et nous les prouvons dans le cas où $k = 1$. 2) Nous étudions l'existence de chaînes et de cycles hamiltoniens propres dans les multigraphes arêtes-coloriés. Nous établissons des conditions suffisantes, en fonction de plusieurs paramètres tels que le nombre d'arêtes, le degré arc-en-ciel, la connexité, etc. 3) Nous montrons que l'indice chromatique fort est linéaire au degré maximum pour tout graphe $k$-dégénéré où, $k$ est fixe. En corollaire, notre résultat conduit à une amélioration des constantes et donne également un algorithme plus simple et plus efficace pour cette famille de graphes. De plus, nous considérons les graphes planaires extérieurs. Nous donnons une formule pour trouver l'indice chromatique fort exact pour les graphes bipartis planaires extérieurs. Nous améliorons également la borne supérieure pour les graphes planaires extérieurs généraux. 4) Enfin, nous étudions les bicliques dans les graphes sans faux jumeaux et nous présentons ensuite un algorithme $O(n+m)$ pour reconnaître les graphes convergents et divergents en améliorant l'algorithme $O(n^4)$. / In this thesis, we study different problems in edge-colored graphs and edge-colored multigraphs, such as proper connection, strong edge colorings, and proper hamiltonian paths and cycles. Finally, we improve the known $O(n^4)$ algorithm to decide the behavior of a graph under the biclique operator, by studying bicliques in graphs withoutfalse-twin vertices. In particular: 1) We first study the $k$-proper-connection number of graphs, this is, the minimum number of colors needed to color the edges of a graph such that between any pair of vertices there exist $k$ internally vertex-disjoint paths. We denote this number $pc_k(G)$. We prove several upper bounds for $pc_k(G)$. We state some conjectures for general and bipartite graphs, and we prove all of them for the case $k=1$. 2) Then, we study the existence of proper hamiltonian paths and proper hamiltonian cycles in edge-colored multigraphs. We establish sufficient conditions, depending on several parameters such as the number of edges, the rainbow degree, the connectivity, etc. 3) Later, we showthat the strong chromatic index is linear in the maximum degree for any $k$-degenerate graph where $k$ is fixed. As a corollary, our result leads to considerable improvement of the constants and also gives an easier and more efficient algorithm for this familly of graphs. Next, we consider outerplanar graphs. We give a formula to find exact strong chromatic index for bipartite outerplanar graphs. We also improve the upper bound for general outerplanar graphs from the $3\Delta-3$ bound. 4) Finally, we study bicliques in graphs without false-twin vertices and then we present an $O(n+m)$ algorithm to recognize convergent and divergent graphs improving the $O(n^4)$ known algorithm.

In vehicle industry, it has been trends towards focusing on pull-basedsystems and elimination of waste (Lean), which decrease the tied-up capitallevel in the focal factory. Research by Holweg & Miemczyk (2002)showed that the relevant supply chain has low inventory level in the focalfactory, but at upstream and especially downstream; the tied-up capitallevel is dramatically higher in comparison to the focal factory.By conducting research and extensive literature reviews, this volatilityof tied-up capital level has been studied and analysed with regard topush and pull systems. As the three main causes of this unevenness; bullwhipeffect, CODP position in supply chain and intensity level of supplierrelationship have been identified and explained.As a practical solution for decreasing the tied-up capital level of finishedvehicles, implementation of centralised warehouse structure hasbeen suggested and discussed.Moreover, as an application of game theory in logistics, iterated prisoners’dilemma has been discussed as the base for a progressive relationshipwith suppliers (upgrading to win-win game) which is requisite for the successof pull-based supply chains. / Program: BSc in Industrial Engineering - International Business Engineering

La première partie de cette thèse porte sur les automates cellulaires probabilistes (ACP) sur la ligne et à deux voisins. Pour un ACP donné, nous cherchons l'ensemble de ces lois invariantes. Pour des raisons expliquées en détail dans la thèse, ceci est à l'heure actuelle inenvisageable de toutes les obtenir et nous nous concentrons, dans cette thèse, surles lois invariantes markoviennes. Nous établissons, tout d'abord, un théorème de nature algébrique qui donne des conditions nécessaires et suffisantes pour qu'un ACP admette une ou plusieurs lois invariantes markoviennes dans le cas où l'alphabet E est fini. Par la suite, nous généralisons ce résultat au cas d'un alphabet E polonais après avoir clarifié les difficultés topologiques rencontrées. Enfin, nous calculons la fonction de corrélation du modèleà 8 sommets pour certaines valeurs des paramètres du modèle en utilisant une partie desrésultats précédents. / The first part of this thesis is about probabilistic cellular automata (PCA) on the line and with two neighbors. For a given PCA, we look for the set of its invariant distributions. Due to reasons explained in detail in this thesis, it is nowadays unthinkable to get all of them and we concentrate our reections on the invariant Markovian distributions. We establish, first, an algebraic theorem that gives a necessary and sufficient condition for a PCA to have one or more invariant Markovian distributions when the alphabet E is finite. Then, we generalize this result to the case of a polish alphabet E once we have clarified the encountered topological difficulties. Finally, we calculate the 8-vertex model's correlation function for some parameters values using previous results.The second part of this thesis is about infinite iterations of stochastic processes. We establish the convergence of the finite dimensional distributions of the α-stable processes iterated n times, when n goes to infinite, according to parameter of stability and to drift r. Then, we describe the limit distributions. In the iterated Brownian motion case, we show that the limit distributions are linked with iterated functions system.

Complexity underlying life is largely governed by the dynamics of interaction within and between living and nonliving entities. Evolutionary strategy games are extensively used in modelling and understanding complex behaviors in a wide range of fields including theoretical biology, social interactions, economics, politics, defense and security. Strategy games are said to distill the key elements of interactions be- tween real-world entities and organizations - one of the challenges lies in determining the mapping of complex real life situation dynamics to that of a certain game. That leads us to the two major research questions outlined below. In this thesis, we are taking evolutionary games a step further to investigate the interplay between local and global dynamics, where local dynamics are repre- sented by locally pairwise interactions among the population's players governed by the Iterated Prisoner's Dilemma game. To represent the global dynamics, two main modelling ideas are proposed, in the first model; a mixed evolutionary game is in- troduced where players are competing globally on the population level in a minority game. The interplay between local and global dynamics in this model represents the interplay between different scopes of competition between the same players. Sec- ondly, we introduce a model for studying the effect of sharing global information concerning a population of players, shedding light on how global information can alter the emerging dynamics of local interactions. Furthermore, the thesis addresses the question of whether games - with different dynamics - have unique signatures (footprints) that can be used in recognizing and differentiating among them, and whether these footprints are consistent along the evolutionary path of these games. We show here that by building winning networks between players, and determining network motifs of these winning networks, we can obtain motifs' counts signals that are sufficient to categorize and recognize the game's utility matrix used by the players. We also demonstrate that these footprints - motifs' counts - are consistent along the evolutionary path of the games, due to a hyper-cyclic behavior that exists between strategies. Finally, we show that this approach is capable of identifying whether a certain population is driven by local dynamics or both local and global dynamics using the proposed mixed game.

Image segmentation is a critical step in building a computer vision algorithm that is able to distinguish between separate objects in an image scene. Image segmentation is based on two fundamentally intertwined components: pixel comparison and pixel grouping. In the pixel comparison step, pixels are determined to be similar or different from each other. In pixel grouping, those pixels which are similar are grouped together to form meaningful regions which can later be processed. This thesis makes original contributions to both of those areas. First, given a Markov Random Field framework, a Stochastic Nested Aggregation (SNA) framework for pixel and region grouping is presented and thoroughly analyzed using a Potts model. This framework is applicable in general to graph partitioning and discrete estimation problems where pairwise energy models are used. Nested aggregation reduces the computational complexity of stochastic algorithms such as Simulated Annealing to order O(N) while at the same time allowing local deterministic approaches such as Iterated Conditional Modes to escape most local minima in order to become a global deterministic optimization method. SNA is further enhanced by the introduction of a Graduated Models strategy which allows an optimization algorithm to converge to the model via several intermediary models. A well-known special case of Graduated Models is the Highest Confidence First algorithm which merges pixels or regions that give the highest global energy decrease. Finally, SNA allows us to use different models at different levels of coarseness. For coarser levels, a mean-based Potts model is introduced in order to compute region-to-region gradients based on the region mean and not edge gradients. Second, we develop a probabilistic framework based on hypothesis testing in order to achieve color constancy in image segmentation. We develop three new shading invariant semi-metrics based on the Dichromatic Reflection Model. An RGB image is transformed into an R'G'B' highlight invariant space to remove any highlight components, and only the component representing color hue is preserved to remove shading effects. This transformation is applied successfully to one of the proposed distance measures. The probabilistic semi-metrics show similar performance to vector angle on images without saturated highlight pixels; however, for saturated regions, as well as very low intensity pixels, the probabilistic distance measures outperform vector angle. Third, for interferometric Synthetic Aperture Radar image processing we apply the Potts model using SNA to the phase unwrapping problem. We devise a new distance measure for identifying phase discontinuities based on the minimum coherence of two adjacent pixels and their phase difference. As a comparison we use the probabilistic cost function of Carballo as a distance measure for our experiments.

Image segmentation is a critical step in building a computer vision algorithm that is able to distinguish between separate objects in an image scene. Image segmentation is based on two fundamentally intertwined components: pixel comparison and pixel grouping. In the pixel comparison step, pixels are determined to be similar or different from each other. In pixel grouping, those pixels which are similar are grouped together to form meaningful regions which can later be processed. This thesis makes original contributions to both of those areas. First, given a Markov Random Field framework, a Stochastic Nested Aggregation (SNA) framework for pixel and region grouping is presented and thoroughly analyzed using a Potts model. This framework is applicable in general to graph partitioning and discrete estimation problems where pairwise energy models are used. Nested aggregation reduces the computational complexity of stochastic algorithms such as Simulated Annealing to order O(N) while at the same time allowing local deterministic approaches such as Iterated Conditional Modes to escape most local minima in order to become a global deterministic optimization method. SNA is further enhanced by the introduction of a Graduated Models strategy which allows an optimization algorithm to converge to the model via several intermediary models. A well-known special case of Graduated Models is the Highest Confidence First algorithm which merges pixels or regions that give the highest global energy decrease. Finally, SNA allows us to use different models at different levels of coarseness. For coarser levels, a mean-based Potts model is introduced in order to compute region-to-region gradients based on the region mean and not edge gradients. Second, we develop a probabilistic framework based on hypothesis testing in order to achieve color constancy in image segmentation. We develop three new shading invariant semi-metrics based on the Dichromatic Reflection Model. An RGB image is transformed into an R'G'B' highlight invariant space to remove any highlight components, and only the component representing color hue is preserved to remove shading effects. This transformation is applied successfully to one of the proposed distance measures. The probabilistic semi-metrics show similar performance to vector angle on images without saturated highlight pixels; however, for saturated regions, as well as very low intensity pixels, the probabilistic distance measures outperform vector angle. Third, for interferometric Synthetic Aperture Radar image processing we apply the Potts model using SNA to the phase unwrapping problem. We devise a new distance measure for identifying phase discontinuities based on the minimum coherence of two adjacent pixels and their phase difference. As a comparison we use the probabilistic cost function of Carballo as a distance measure for our experiments.

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.

Cryptographic hash functions are an important tool in cryptography to achieve certain security goals such as authenticity, digital signatures, digital time stamping, and entity authentication. They are also strongly related to other important cryptographic tools such as block ciphers and pseudorandom functions. The standard and widely used hash functions such as MD5 and SHA-1 follow the design principle of Merkle-Damgard iterated hash function construction which was presented independently by Ivan Damgard and Ralph Merkle at Crypto'89. It has been established that neither these hash functions nor the Merkle-Damgard construction itself meet certain security requirements. This thesis aims to study the attacks on this popular construction and propose schemes that offer more resistance against these attacks as well as investigating alternative approaches to the Merkle-Damgard style of designing hash functions. This thesis aims at analysing the security of the standard hash function Cellular Authentication and Voice Encryption Algorithm (CAVE) used for authentication and key-derivation in the second generation (2G) North American IS-41 mobile phone system. In addition, this thesis studies the analysis issues of message authentication codes (MACs) designed using hash functions. With the aim to propose some efficient and secure MAC schemes based on hash functions. This thesis works on three aspects of hash functions: design, cryptanalysis and applications with the following significant contributions: * Proposes a family of variants to the Damgard-Merkle construction called 3CG for better protection against specific and generic attacks. Analysis of the linear variant of 3CG called 3C is presented including its resistance to some of the known attacks on hash functions. * Improves the known cryptanalytical techniques to attack 3C and some other similar designs including a linear variant of GOST, a Russian standard hash function. * Proposes a completely novel approach called Iterated Halving, alternative to the standard block iterated hash function construction. * Analyses provably secure HMAC and NMAC message authentication codes (MACs) based on weaker assumptions than stated in their proofs of security. Proposes an efficient variant for NMAC called NMAC-1 to authenticate short messages. Proposes a variant for NMAC called M-NMAC which offers better protection against the complete key-recovery attacks than NMAC. As well it is shown that M-NMAC with hash functions also resists side-channel attacks against which HMAC and NMAC are vulnerable. Proposes a new MAC scheme called O-NMAC based on hash functions using just one secret key. * Improves the open cryptanalysis of the CAVE algorithm. * Analyses the security and legal implications of the latest collision attacks on the widely used MD5 and SHA-1 hash functions.

[pt] A dissertação aborda um problema real de reprogramação de uma frota de embarcações do tipo PLSV (Pipe Laying Support Vessel), responsáveis pelas interligações de poços petrolíferos submarinos. O cronograma de curto prazo dessas embarcações está sujeito à inúmeras incertezas inerentes às operações realizadas, acarretando em ociosidade nas embarcações ou postergações na produção de petróleo, que podem resultar em prejuízo de milhões de reais. Uma metaheurística ILS (Iterated Local Search) é proposta para atender a frequente demanda por reprogramações dos PLSVs. O método é composto de uma fase inicial de viabilização, para tratar potenciais inconsistências nas programações. Na sequência, iterativamente, são realizadas perturbações na solução por meio de movimentos de swap e aplicada uma busca local baseada na vizinhança insert, a fim de fugir de ótimos locais e encontrar soluções que aprimorem o cronograma. Foram feitos experimentos com diferentes parâmetros e critérios do ILS, sendo definidas duas abordagens aplicadas a dez instâncias oriundas de uma programação real de PLSVs. A partir de uma função de avaliação, capaz de medir o impacto operacional na programação, o ILS proporcionou uma melhoria média nos cronogramas acima de 91 por cento, quando comparados aos cronogramas originais. As soluções foram obtidas em um tempo computacional médio de 30 minutos, aderente ao processo da companhia. Em função dos resultados alcançados, o método provou ser uma boa base para uma ferramenta de apoio à decisão para a reprogramação dos PLSVs. / [en] This dissertation addresses a real-life rescheduling problem of a Pipe Laying Support Vessels (PLSVs) fleet, in charge of subsea oil wells interconnections. The short-term schedule of these vessels is subject to uncertainties inherent to its operations, resulting in ships idleness or delays in oil production, which may lead to losses of millions of Brazilian Reais. A method based on the ILS (Iterated Local Search) metaheuristic is proposed to meet the frequent demand of PLSVs rescheduling. The first step of this method aims to find a feasible initial solution from an incoming schedule with potencial inconsistencies. The following steps consists in, iteratively, performing a perturbation on a solution through swap movements and applying a local search based on the insertion neighborhood, in order to escape from local optimal and find better solutions. Extensive preliminary experiments were conducted considering different ILS parameters setups. The two most performing setups were selected and applied to ten instances of a real PLSV schedule. Taking into account an objective function that measures the operational impact on schedules, the ILS provided an average improvement above 91 percent in schedules when compared to the original planning. These solutions were obtained in an average computational time of 30 minutes, which fits in the company process. The obtained results showed that the proposed method might be a basis for a decision support tool for the PLSVs rescheduling problem.