Nesta dissertação de mestrado o problema da estabilidade de geodésicas do tipo luz e do tipo tempo é estudado sobre o ponto de vista do formalismo de sistemas dinâmicos. Uma breve revisão bibliográfica sobre aspectos importantes de sistemas dinâmicos contínuos no tempo é realizada, bem como uma sucinta revisão de tópicos de interesse em relatividade geral. As equações de movimento para as geodésicas são deduzidas para geometrias com simetria esférica, e o caso Schwarzschild é inicialmente analisado. Em seguida, analisamos o caso das geometrias proposta por Casadio, Fabbri e Mazzacurati e um caso de buraco de minhoca assintoticamente de Sitter. A caracterização dos pontos fixos dos sistemas de interesse é feita, e a sua estabilidade é analisada sob a ótica dos métodos de Lyapunov e Jacobi, assim como bifurcações foram mapeadas. A fotosfera é caracterizada como um ciclo limite, sendo um ponto fixo estritamente instável no espaço de estados de buracos negros. A análise dos buracos de minhoca revelam a existência de uma fotosfera estável em determinadas regiões do espaço de parâmetros do sistema / In this dissertation, the problem associated with the stability of timelike and null geodesics is studied from the dynamical system point of view. A succinct bibliographical review covering important aspects of time-continuous dynamical systems is made, and a short review about some topics of interest of general relativity is also presented. The geodesic equations of motion are shown for geometries with spherical symmetry, and the Schwarzschild case is first analyzed. In the following, we analyze the geometries proposed by Casadio, Fabbri, and Mazzacurati and an asymptotically de Sitter wormhole case. The characterization of the fixed points of the system is performed, and their stability is studied from the perspective of the Lyapunov and Jacobi methods, as well as the bifurcation analysis. The photon sphere is characterized as a limit cycle, being a strictly unstable fixed point in the state space of the system. The wormhole analysis reveals the existence of a stable photon sphere in certain regions of the parameter space of the system

Cette thèse contient deux contributions à l’homogénéisation en espace-temps des équations de Hamilton-Jacobi du premier ordre. Ces équations sont en lien avec la modélisation du trafic routier. Enfin, sont présentés des résultats d’homogénéisation en milieu presque périodique. Le premier chapitre est consacré à l’homogénéisation d’un système infini d’équations différentielles couplées avec temps de retard. Ce système provient ici d’un modèle microscopique de trafic routier simple. Les conducteurs se suivent sur une route rectiligne infinie et l’on tient compte de leur temps de réaction. On suppose que la vitesse de chaque conducteur est une fonction de l’interdistance avec le conducteur qui le précède: on parle d’un modèle du type “follow-the-leader”. Grâce à un principe de comparaison strict, on montre la convergence vers un modèle macroscopique pour des temps de réaction inférieurs à une valeur critique. Dans un second temps, on exhibe un contre-exemple à l’homogénéisation pour un temps de réaction supérieur à cette valeur critique, pour des conditions initiales particulières. Pour cela, on perturbe la solution stationnaire dans laquelle les véhicules sont tous équidistants aux instants initiaux. Le second chapitre porte sur l’homogénéisation d’une équation de Hamilton-Jacobi dont l’Hamiltonien est discontinu en espace. Le modèle de trafic associé est une route rectiligne comportant une infinité de feux tricolores. Ces feux sont supposés identiques, équidistants et le déphasage entre deux feux successifs est supposé constant. On étudie l’influence à grande échelle de ce déphasage sur le trafic. On distingue la portion de route libre, qui sera représentée par un modèle macroscopique, et les feux, qui seront modélisés par des limiteurs de flux périodiques en temps. Le cadre théorique est celui par C. Imbert et R. Monneau (2017) pour les équations de Hamilton-Jacobi sur réseaux. L’étude se décompose en l’homogénéisation théorique, où l’Hamiltonien effectif dépend du déphasage, puis l’obtention de propriétés qualitatives de cet Hamiltonien à l’aide d’observations via des simulations numériques. Le troisième chapitre présente des résultats d’homogénéisation en milieu presque périodique. On étudie tout d’abord un problème d’évolution avec un Hamiltonien stationnaire, presque périodique en espace. À l’aide d’arguments presque périodiques, on effectue dans un second temps une nouvelle preuve du résultat d’homogénéisation du second chapitre. L’Hamiltonien est alors périodique en temps et presque périodique en espace. Sont également présentes des questions encore ouvertes, notamment dans le cas où l’Hamiltonien est presque périodique en temps-espace, et dans le cas d’un modèle de trafic où les feux sont assez proches, avec donc un modèle microscopique entre les feux / This thesis report deals with the homogenization in space and time of some first order Hamilton-Jacobi equations. It contains two contributions. The corresponding equations are derived from traffic flow modelling. We finally present some results of almost periodic homogenization. In the first chapter, we consider a one dimensional pursuit law with delay which is derived from traffic flow modelling. It takes the form of an infinite system of first order coupled delayed equations. Each equation describes the motion of a driver who interacts with the preceding one: such a model is referred to as a ``follow-the-leader" model. We take into account the reaction time of drivers. We derive a macroscopic model, namely a Hamilton-Jacobi equation, by a homogenization process for reaction times that are below an explicit threshold. The key idea is to show, that below this threshold, a strict comparison principle holds for the infinite system. Above this threshold, we show that collisions can occur. In a second time, for well-chosen dynamics and higher reaction times, we show that there exist some microscopic pursuit laws that do not lead to the previous macroscopic model. Such a law is here derived as a perturbation of the stationnary solution, for which all the vehicles are equally spaced at initial times. The second chapter is dedicated to the homogenization of a Hamilton-Jacobi equation for traffic lights. We consider an infinite road where lights are equally spaced and with a constant phase shift between two lights. This model takes the form of a first order Hamilton-Jacobi equation with an Hamiltonian that is discontinuous in the space variable and the notion of viscosity solution is the one introduced by C. Imbert and R. Monneau (2017). Each light is modelled as a time-periodic flux limiter and the traffic flow between two lights corresponds to the classical LWR model. The global Hamiltonian will be time-periodic but not periodic in space for a general phase shift. We first show that the rescaled solution converges toward the solution of the expected macroscopic model where the effective Hamiltonian depends on the phase shift. In a second time, numerical simulations are used to analyse the effect of the phase shift on the effective Hamiltonian and to reveal some properties of the effective Hamiltonian from the numerical observations. In the third chapter, we are interested in some homogenization problems of Hamilton-Jacobi equations within the almost periodic setting which generalizes the usual periodic one. The first problem is the evolutionary version of the work cite {ishii2000almost}, with the same stationary Hamiltonian. The second problem has already been solved in the second chapter but we use here almost periodic arguments for the time periodic and space almost periodic Hamiltonian. We only study the ergodicity of the associated cell problems. We finally discuss open problems, the first one concerning a space and time almost periodic Hamiltonian and the second one being a microscopic model for traffic flow modelling where the Hamiltonian is almost periodic in space

Com o objetivo de avaliar o desempenho dos modelos mistos quando se assumem bases de funções ortonormais de Legendre, Jacobi modificadas e trigonométricas como covariáveis dos coeficientes aleatórios, os dados referentes à pesagem corporal de animais da raça Nelore do nascimento aos 800 dias, foram analisados com modelos que assumiram inicialmente coeficientes aleatórios de efeito genético direto e efeito permanente animal (dois fatores aleatórios), em seguida foi acrescentado o efeito genético materno (três fatores aleatórios) e finalmente assumiram-se também os coeficientes aleatórios de efeito permanente materno (quatro fatores aleatórios). Foram considerados como efeitos fixos, as idades da mãe ao parto, os grupos contemporâneos e uma regressão linear por polinômios de Legendre. Os dados oriundos da fazenda Mundo Novo fornecidos pelo Grupo de Melhoramento Animal da FZEA/USP continham 61.975 pesagens corporais de 20.543 animais e informações de 26.275 animais da raça Nelore no "pedigree". O número de pesagem por animal não ultrapassou a seis e cada animal forneceu apenas uma medida em cada um dos seguintes intervalos de idade (em dias): 1 – 69, 70 – 159, 160 – 284, 285 – 454, 455 – 589 e 590 – 800. O propósito desse estudo foi comparar o ajuste da curva média de crescimento dos animais por intermédio de modelos mistos sob influência das funções ortonormais com dois, três e quatro fatores aleatórios. Um segundo propósito do trabalho foi investigar o comportamento das curvas dos componentes aleatórios estimados por meio dos modelos selecionados em cada base de funções nos três grupos distintos de efeitos aleatórios e examinar o comportamento das curvas dos coeficientes de herdabilidade obtidas a partir das curvas dos componentes aleatórios. Por meio do aplicativo WOMBAT, as análises foram realizadas usando-se o algoritmo PX-AI. Em função da parcimônia, o critério de informação bayesiano de Schwarz (BIC) foi adotado para selecionar os modelos que melhor se adequaram aos dados, que em ordem crescente de seus valores foram: com dois fatores aleatórios, os modelos de Legendre com seis covariáveis (ML26), de Jacobi Modificado com cinco covariáveis (MJ25) e o trigonométrico com seis covariáveis (MT26); com três fatores aleatórios, os modelos com seis covariáveis (MJ36, ML36, MT36); e com quatro fatores aleatórios, os modelos de Jacobi Modificado com cinco covariáveis (MJ45), de Legendre com cinco covariáveis (ML45), e o trigonométrico com seis covariáveis (MT46). Dentre os nove modelos selecionados, o modelo com o menor BIC foi o modelo MJ36, porém o modelo MJ45 apresentou estimativas de componentes de variância muito próximas do modelo MJ36. As estimativas dos componentes de variância e dos coeficientes de herdabilidade obtidas pelos modelos com funções de Jacobi modificadas, nos extremos do intervalo, ficaram abaixo das obtidas pelos modelos com funções de Legendre e no interior do intervalo elas foram concordantes, ficando entre 0,2 e 0,3. As estimativas obtidas dos modelos com funções trigonométricas se diferenciaram dos demais e foram muito baixas no extremo do intervalo para modelos com mais de dois fatores aleatórios. A média das curvas de crescimento que mais se aproximou da tendência média dos dados em cada ponto do intervalo foi obtida pelo modelo MJ26. / This work's statistical objective is to assess the performance of random coef- ficient regression models when Legendre, modified Jacobi and trigonometric functions are used as the covariate basis. This was studied with an application to a genetic analysis of the body weight of cattle from the Nellore breed. In the period 1981 to 2002 body weight data of animals were collected from the birth to the 800th day of life. An initial two random factor model used random coefficients for the direct genetic and environment animal effects. A second three random factors model introduced an additional random term for coefficients maternal genetic effects. Our final model, with four random factors, included environment maternal effects. Average growth curve was modeled by a fixed linear regression on days of age nested within contemporary group and ages of dams at calving. The data come from the Mundo Novo farm, and were provided by the Animal Breeding Genetic Group of the FZEA/USP. There were 61,975 body weights measured on 20,543 animals. In addition, information from 26,275 pedigree Nellore animals was included. No animal was weighed more than six times, and each animal supplied at most one measure within each of the following age intervals (in days): 1-69, 0-159, 160-284, 285-454, 455-589 and 590-800. This study aimed to compare the animal's mean growth curve using mixed models with the orthonormal function bases, in the case of two, three and four random factors. A second aim was to investigate the estimated random components curve behaviour using the selected models with each base of functions in the three distinct random effect groups and to examine the behaviour of the heritability coefficient curves obtained through the random component curves. The analysis was done using the PX-AI and the WOMBAT device. For parsimony, the Schwartz Bayesian information criterion (BIC) was adopted to select the best models. This criterion suggested two random factors, the for Legendre model, six covariates (ML26), for the Modified Jacobi model, five covariates (MJ25) and for the trigonometric model, six covariates (MT26). With three random factors, the models all required six covariates (MJ36, ML36, MT36). Finally, with four random factors, the Modified Jacobi model required five covariates (MJ45), the Legendre model required five covariates (ML45), and the trigonometric model required six covariates (MT46). Within the nine selected models, the MJ36 model was the one with the smaller BIC, however the MJ45 model presented variance components estimates very similar to the MJ36 model. The variance components and heritability coefficient estimates from the models with modified Jacobi functions were bellow the ones obtained with Legendre functions even at the extreme end of the intervals. In the interior of the interval, however, they were in agreement, staying between 0.2 and 0.3. The estimates obtained with trigonometric functions differed from the others and were much lower at the interval extremes for models with more than two random factors.

Neste trabalho analisamos a positividade definida estrita de núcleos contínuos sobre um espaço compacto 2-homogêneo. R. Gangolli (1967) apresentou uma caracterização completa para os núcleos que são contínuos, isotrópicos e positivos definidos sobre um espaço compacto 2-homogêneo Md: a parte isotrópica do núcleo é uma série de Fourier uniformemente convergente, com coeficientes não negativos, em relação a certos polinômios de Jacobi atrelados a Md. Uma das contribuições de nosso trabalho é uma caracterização para a positividade definida estrita de tais núcleos, complementando a caracterização apresentada por Chen et al. (2003) no caso em que Md é uma esfera unitária de dimensão maior ou igual a 2. Outra contribuição do trabalho é uma extensão do resultado de Gangolli para núcleos sobre produtos cartesianos de espaços compactos 2-homogêneos, e a consequente caracterização para núcleos estritamente positivos definidos neste mesmo contexto. Por fim, a última contribuição do trabalho envolve a análise do grau de diferenciabilidade da parte isotrópica de um núcleo contínuo, isotrópico e positivo definido sobre Md e a aplicabilidade de tal análise em resultados envolvendo a positividade definida estrita. / In this work we analyze the strict positive definiteness of continuous kernels on compact two-point homogeneous spaces Md. R. Gangolli (1967) presented a complete characterization for continuous, isotropic and positive definite kernels on Md: the isotropic part of the kernel is a uniformly convergent Fourier series of certain Jacobi polynomials associated to Md, with nonnegative coefficients. One of the contributions of our work is a characterization for the strict positive definiteness of such kernels, completing that one presented by Chen et al. (2003) in the case Md is the unit sphere of dimension at least 2. Another contribuition of this work is an extension of Gangolli\'s result for kernels on a product of compact two-point homogeneous spaces, and the subsequent characterization of strict positive definiteness in this same context. Finally, the last contribution in this work involves the analysis of the differentiability of the isotropic part of a continuous, isotropic and positive definite kernel on Md and the applicability of such analysis in results involving the strict positive definiteness.

In this thesis we prove the genericity of the set of metrics on a manifold with boundary M^{n+1}, such that all free boundary constant mean curvature (CMC) embeddings \\varphi: \\Sigma^n \\to M^{n+1}, being \\Sigma a manifold with boundary, are non-degenerate (Bumpy Metrics), (Theorem 2.4.1). We also give sufficient conditions to obtain a free boundary CMC deformation of a CMC inmersion (Theorems 3.2.1 and 3.2.2), and a stability criterion for this type of immersions (Theorem 3.3.3 and Corollary 3.3.5). In addition, given a one-parametric family, {\\varphi _t : \\Sigma \\to M} , of free boundary CMC immersions, we give criteria for the existence of smooth bifurcated branches of free boundary CMC immersions for the family {\\varphi_t}, via the implicit function theorem when the kernel of the Jacobi operator J is non-trivial, (Theorems 4.2.3 and 4.3.2), and we study stability and instability problems for hypersurfaces in this bifurcated branches (Theorems 5.3.1 and 5.3.3). / Nesta tese, provamos a genericidade do conjunto de métricas em uma variedade com fronteira M^{n+1}, de modo que todos os mergulhos de curvatura média constante (CMC) e fronteira livre \\varphi : \\Sigma^n \\to M^{n+1}, sendo \\Sigma uma variedade com fronteira, sejam não-degenerados (Métricas Bumpy), (Teorema 2.4.1). Nós também fornecemos condições suficientes para obter uma deformação CMC e fronteira livre de uma imersão CMC (Teoremas 3.2.1 and 3.2.2), e um critério de estabilidade para este tipo de imersões (Teorema 3.3.3 and Corolario 3.3.5). Além disso, dada uma família 1-paramétrica, {\\varphi _t : \\Sigma \\to M} , de imersões de CMC e fronteira livre, damos os critérios para a existência de ramos de bifurcação suaves de imersões CMC e fronteira livre para a familia {\\varphi_t}, por meio de o teorema da função implícita quando o kernel do operador Jacobi J é não-trivial, (Teoremas 4.2.3 and 4.3.2), e estudamos o problema da estabilidade e instabilidade para hipersuperfícies em naqueles ramos de bifurcação (Teoremas 5.3.1 and 5.3.3).

Cette thèse se divise en 2 grandes parties indépendantes ; la première traitant des nombres de Jacobi-Stirling, la seconde abordant les nombres d’Entringer. La première partie introduit les nombres de Jacobi-Stirling de seconde et de première espèce comme coefficients algébriques dans des relations polynomiales. Nous donnons des interprétations combinatoires de ces nombres, en termes de partitions d’ensembles et de quasi-permutations pour les nombres de seconde espèce, et en termes de permutations pour les nombres de première espèce. Nous étudions également les fonctions génératrices diagonales de ces familles de nombres, ainsi qu’une de leur généralisation sur le modèle des r-nombres de Stirling. La seconde partie introduit les nombres d’Entringer à l’aide de leur interprétation en termes de permutations alternantes. Nous étudions les différentes formules de récurrence vérifiées par ces nombres et généralisons ces résultats à l’aide d’un q-analogue utilisant la statistique d’inversion. Nous verrons également que ces résultats peuvent être étendus à des permutations de forme donnée quelconque. Enfin, nous définissons la notion de famille d’Entringer, et établissons des bijections entre certaines de ces familles. En particulier, nous établissons une bijection reliant les permutations alternantes de premier terme fixé, aux arbres binaires croissants dont l’extrémité du chemin minimal est fixée. / This thesis is constructed in two main independant parts ; the first one dealing with the numbers of Jacobi-Stirling, the second one tackling the numbers of Entringer. The first part introduces the numbers of Jacobi-Stirling of the second kind and of the first kind, as algebraic coefficients in some polynomial relations. We give some combinatorial interpretations of these numbers, in terms of set partitions and quasi-permutations for the numbers of the second kind, and in terms of permutations for the numbers of the first kind. We also study the diagonal generating functions of these sequences of numbers, and one of their generalization based on the model of r-Stirling numbers. The second part introduces the numbers of Entringer with their interpretation in terms of alternating permutations. We study the different recurrences formulas satisfied by these numbers, and refine these results with a q-analogue using the inversion statistic. We also note that these results can be extend to permutations with any fixed shape. Finally, we define the notion of Entringer family, and provide bijections between some of these families. In particular, we establish a bijection between the alternating permutations with fixed given value, and the binary increasing trees such that the end-point of the minimal path is fixed.

Apresentamos uma caracterização das funções positivas definidas em esferas complexas, generalizando assim, um resultado de Schoenberg ([41]). Como no caso real, uma classe importante dessas funções é aquela composta pelas funções estritamente positivas definidas de uma certa ordem; estas podem ser utilizadas para resolver certos problemas de interpolação de dados arbitrários associados a pontos distintos distribuídos nas esferas. Com esse objetivo, obtivemos algumas condições necessárias e suficientes (separadamente) para que funções positivas definidas sejam estritamente positivas definidas. Os resultados apresentados fornecem uma caracterização final elementar para funções estritamente positivas definidas de todas as ordens em quase todas as esferas complexas. Funções estritamente positivas definidas de ordem 2 são caracterizadas em todas as esferas complexas. Analisamos também a relação entre funções estritamente positivas definidas em esferas complexas e funções estritamente positivas definidas em esferas reais. / We characterize positive definite functions on complex spheres, generalizing a famous result due to I. J. Schoenberg ([41]). As in the real case, we study the so-called strictly positive definite functions. They can be used to perform interpolation of scattered data on those spheres. We present (separated) necessary and sufficient conditions for a positive definite function to be strictly positive definite of a certain order. These conditions produce a final characterization for those positive definite functions which are strictly positive definite of all orders, on almost all spheres. Strictly positive definite functions of order 2 are identified. Finally, we study a connection between strictly positive definite functions on real spheres and strictly positive definite functions on complex spheres.

Cette thèse porte sur l'étude d'équation de Hamilton-Jacobi-Bellman associées à des problèmes de contrôle optimal et de jeux à champ moyen avec la particularité qu'on se place sur un réseau (c'est-à-dire, des ensembles constitués d'arêtes connectées par des jonctions) dans les deux problèmes, pour lesquels on autorise différentes dynamiques et différents coûts dans chaque bord d'un réseau. Dans la première partie de cette thèse, on considère un problème de contrôle optimal sur les réseaux dans l'esprit des travaux d'Achdou, Camilli, Cutrì & Tchou (2013) et Imbert, Moneau & Zidani (2013). La principale nouveauté est qu'on rajoute des coûts d'entrée (ou de sortie) aux sommets du réseau conduisant à une éventuelle discontinuité de la fonction valeur. Celle-ci est caractérisée comme l'unique solution de viscosité d'une équation Hamilton-Jacobi pour laquelle une condition de jonction adéquate est établie. L'unicité est une conséquence d'un principe de comparaison pour lequel nous donnons deux preuves différentes, l'une avec des arguments tirés de la théorie du contrôle optimal, inspirée par Achdou, Oudet & Tchou (2015) et l'autre basée sur les équations aux dérivées partielles, d'après Lions & Souganidis (2017). La deuxième partie concerne les jeux à champ moyen stochastiques sur les réseaux. Dans le cas ergodique, ils sont décrits par un système couplant une équation de Hamilton-Jacobi-Bellman et une équation de Fokker- Planck, dont les inconnues sont la densité m de la mesure invariante qui représente la distribution des joueurs, la fonction valeur v qui provient d'un problème de contrôle optimal "moyen" et la constante ergodique ρ. La fonction valeur v est continue et satisfait dans notre problème des conditions de Kirchhoff aux sommets très générales. La fonction m satisfait deux conditions de transmission aux sommets. En particulier, due à la généralité des conditions de Kirchhoff, m est en général discontinue aux sommets. L'existence et l'unicité d'une solution faible sont prouvées pour des Hamiltoniens sous-quadratiques et des hypothèses très générales sur le couplage. Enfin, dans la dernière partie, nous étudions les jeux à champ moyen stochastiques non stationnaires sur les réseaux. Les conditions de transition pour la fonction de valeur v et la densité m sont similaires à celles données dans la deuxième partie. Là aussi, nous prouvons l'existence et l'unicité d'une solution faible pour des Hamiltoniens sous-linéaires et des couplages et dans le cas d'un couplage non-local régularisant et borné inférieurement. La principale difficulté supplémentaire par rapport au cas stationnaire, qui nous impose des hypothèses plus restrictives, est d'établir la régularité des solutions du système posé sur un réseau. Notre approche consiste à étudier la solution de l'équation de Hamilton-Jacobi dérivée pour gagner de la régularité sur la solution de l'équation initiale. / The dissertation focuses on the study of Hamilton-Jacobi-Bellman equations associated with optimal control problems and mean field games problems in the case when the state space is a network. Different dynamics and running costs are allowed in each edge of the network. In the first part of this thesis, we consider an optimal control on networks in the spirit of the works of Achdou, Camilli, Cutrì & Tchou (2013) and Imbert, Monneau & Zidani (2013). The main new feature is that there are entry (or exit) costs at the edges of the network leading to a possible discontinuous value function. The value function is characterized as the unique viscosity solution of a Hamilton-Jacobi equation for which an adequate junction condition is established. The uniqueness is a consequence of a comparison principle for which we give two different proofs. One uses some arguments from the theory of optimal control and is inspired by Achdou, Oudet & Tchou (2015). The other one is based on partial differential equations techniques and is inspired by a recent work of Lions & Souganidis (2017). The second part is about stochastic mean field games for which the state space is a network. In the ergodic case, they are described by a system coupling a Hamilton- Jacobi-Bellman equation and a Fokker-Planck equation, whose unknowns are the density m of the invariant measure which represents the distribution of the players, the value function v which comes from an "average" optimal control problem and the ergodic constant ρ. The function v is continuous and satisfies general Kirchhoff conditions at the vertices. The density m satisfies dual transmission conditions. In particular, due to the generality of Kirchhoff’s conditions, m is in general discontinuous at the vertices. Existence and uniqueness are proven for subquadratic Hamiltonian and very general assumptions about the coupling term. Finally, in the last part, we study non-stationary stochastic mean field games on networks. The transition conditions for value function v and the density m are similar to the ones given in second part. Here again, we prove the existence and uniqueness of a weak solution for sublinear Hamiltonian and bounded non-local regularizing coupling term. The main additional difficulty compared to the stationary case, which imposes us more restrictive hypotheses, is to establish the regularity of the solutions of the system placed on a network. Our approach is to study the solution of the derived Hamilton-Jacobi equation to gain regularity over the initial equation.

Orientador: Samuel da Silva / Resumo: Os métodos envolvendo simetria têm grande importância para o estudo das equações diferenciais decorrentes de áreas como a matemática, física, engenharia entre muitas outras. A existência de simetrias em equações diferenciais pode gerar transformações em variáveis dependentes e independentes que podem facilitar a integração. Em especial, Sophus Lie desenvolveu no século XIX uma forma de extração de simetrias que podem ser usadas efetivamente para revelar as integrais primeiras, ou seja, as constantes de movimento, que muitas vezes podem estar escondidas. Estes invariantes podem em algumas situações ser identificados pelo teorema de Noether ou a partir de manipulações das próprias equações com transformações de Lie. Assim, nesta tese foi proposto utilizar as simetrias de Lie para aplicação em problemas da dinâmica de sistemas mecânicos. As simetrias de Lie são aplicadas em dois problemas clássicos, primeiro em um pêndulo oscilando em um aro rotativo e em seguida em um pião simétrico com movimento de precessão estacionária com um ponto fixo. No primeiro problema foi realizada uma redução de ordem para solução por quadraturas da equação de movimento. Já no segundo foram mostradas as relações entre os invariantes e as leis de conservação extraídas das simetrias de Lie. Uma outra análise foi realizada através da teoria de referencial móvel, mostrando a possibilidade de outras aplicações das simetrias de Lie. Uma das aplicações desta teoria, também é a redução de ordem das equações ... (Resumo completo, clicar acesso eletrônico abaixo) / Abstract: The methods involving symmetry are of great importance for the study of the di erential equations arising from areas such as mathematics, physics, engineering among many others. The existence of symmetries in di erential equations can generate transformations in dependent and independent variables that may be easier to integrate. In particular, Sophus Lie developed in the nineteenth century a form of extraction of symmetries that can be used e ectively to reveal the rst integrals, that is, the motion constants, which can often be hidden. These invariants can in some situations be identi ed by the Noether theorem or from manipulations of the equations themselves with Lie transformations. Thus, in this thesis it was proposed to use the Lie symmetries for application in problems of the dynamics of mechanical systems. The Lie symmetries are applied in two classic problems, rst in a bead on a rotating wire hoop and then in a symmetric top with stationary precession with a xed point. In the rst problem, a reduction of order of the equation of motion was performed by quadratures. In the second one, the relations between the invariants and the conservation laws extracted from the Lie symmetries were shown. Another analysis was performed through the theory of moving frames, showing the possibility of other applications of Lie symmetries. One of the applications of this theory is also the order reduction of the resulting di erential equations. Thus, moving frames were calculated for th... (Complete abstract click electronic access below) / Doutor

Cette thèse porte sur l'étude de problèmes de contrôle optimal sur des réseaux (c'est-à-dire des ensembles constitués de sous-régions reliées entre elles par des jonctions), pour lesquels on autorise différentes dynamiques et différents coûts instantanés dans chaque sous-région du réseau. Comme dans les cas plus classiques, on aimerait pouvoir caractériser la fonction valeur d'un tel problème de contrôle par le biais d'une équation de Hamilton-Jacobi-Bellman. Cependant, les singularités géométriques du domaine, ainsi que les discontinuités des données ne nous permettent pas d'appliquer la théorie classique des solutions de viscosité. Dans la première partie de cette thèse nous prouvons que les fonctions valeurs de problèmes de contrôle optimal définis sur des réseaux 1-dimensionnel sont caractérisées par de telles équations. Dans la seconde partie les résultats précédents sont étendus au cas de problèmes de contrôle définis sur une jonction 2-dimensionnelle. Enfin, dans une dernière partie, nous utilisons les résultats obtenus précédemment pour traiter un problème de perturbation singulière impliquant des problèmes de contrôle optimal dans le plan pour lesquels les dynamiques et les coûts instantanés peuvent être discontinus à travers une frontière oscillante. / This thesis focuses on the study of optimal control problems defined on networks (i.e. sets consisting of sub-regions connected together through junctions), where different dynamics and different running costs are allowed in each sub-region of the network. As in classical cases, we would like to characterize the value function of such an optimal control problem through an Hamilton-Jacobi-Bellman equation. However, the geometrical singularities of the domain and the data discontinuities do not allow us to apply the classical theory of viscosity solutions. In the first part of this thesis, we prove this kind of characterization for the value functions of optimal control problems defined on 1-dimensional networks. In the second part, the previous results are extended to the case of control problems defined on a 2-dimensional junction. Finally, in the last part, we use the results obtained previously to treat a singular perturbation problem involving optimal control problems in the plane for which the dynamics and running costs can be discontinuous through an oscillating border.