L'expression des gènes dans une cellule a longtemps été observable uniquement à travers des quantités moyennes mesurées sur des populations. L'arrivée des techniques «single-cell» permet aujourd'hui d'observer des niveaux d'ARN et de protéines dans des cellules individuelles : il s'avère que même dans une population de génome identique, la variabilité entre les cellules est parfois très forte. En particulier, une description moyenne est clairement insuffisante étudier la différenciation cellulaire, c'est-à-dire la façon dont les cellules souches effectuent des choix de spécialisation. Dans cette thèse, on s'intéresse à l'émergence de tels choix à partir de réseaux de régulation sous-jacents entre les gènes, que l'on souhaiterait pouvoir inférer à partir de données. Le point de départ est la construction d'un modèle stochastique de réseaux de gènes capable de reproduire les observations à partir d'arguments physiques. Les gènes sont alors décrits comme un système de particules en interaction qui se trouve être un processus de Markov déterministe par morceaux, et l'on cherche à obtenir un modèle statistique à partir de sa loi invariante. Nous présentons deux approches : la première correspond à une approximation de champ assez populaire en physique, pour laquelle nous obtenons un résultat de concentration, et la deuxième se base sur un cas particulier que l'on sait résoudre explicitement, ce qui aboutit à un champ de Markov caché aux propriétés intéressantes / Gene expression in a cell has long been only observable through averaged quantities over cell populations. The recent development of single-cell transcriptomics has enabled gene expression to be measured in individual cells: it turns out that even in an isogenic population, the molecular variability can be very important. In particular, an averaged description is not sufficient to account for cell differentiation. In this thesis, we are interested in the emergence of such cell decision-making from underlying gene regulatory networks, which we would like to infer from data. The starting point is the construction of a stochastic gene network model that is able to explain the data using physical arguments. Genes are then seen as an interacting particle system that happens to be a piecewise-deterministic Markov process, and our aim is to derive a tractable statistical model from its stationary distribution. We present two approaches: the first one is a popular field approximation, for which we obtain a concentration result, and the second one is based on an analytically tractable particular case, which provides a hidden Markov random field with interesting properties

Ce travail propose de nouvelles méthodes d’évaluation d’indicateurs de risque associés à une stratégie d’investissements, en vue d’une optimisation robuste de la maintenance d’un parc de composants. La quantification de ces indicateurs nécessite une modélisation rigoureuse de l’évolution stochastique des durées de vie des composants soumis à maintenance. Pour ce faire, nous proposons d’utiliser des processus markoviens déterministes par morceaux, qui sont généralement utilisés en Fiabilité Dynamique pour modéliser des composants en interaction avec leur environnement. Les indicateurs de comparaison des stratégies de maintenance candidates sont issus de la Valeur Actuelle Nette (VAN). La VAN représente la différence entre les flux financiers associés à une stratégie de référence et ceux associés à une stratégie de maintenance candidate. D’un point de vue probabiliste, la VAN est la différence de deux variables aléatoires dépendantes, ce qui en complique notablement l’étude. Dans cette thèse, les méthodes de Quasi Monte Carlo sont utilisées comme alternatives à la méthode de Monte Carlo pour la quantification de la loi de la VAN. Ces méthodes sont dans un premier temps appliquées sur des exemples illustratifs. Ensuite, elles ont été adaptées pour l’évaluation de stratégie de maintenance de deux systèmes de composants d’une centrale de production d’électricité. Le couplage de ces méthodes à un algorithme génétique a permis d’optimiser une stratégie d’investissements. / This work proposes new assessment methods of risk indicators associated with an investments plan in view of a robust maintenance optimization of a fleet of components. The quantification of these indicators requires a rigorous modelling of the stochastic evolution of the lifetimes of components subject to maintenance. With that aim, we propose to use Piecewise Deterministic Markov Processes which are usually used in Dynamic Reliability for the modelling of components in interaction with their environment. The comparing indicators of candidate maintenance strategies are derived from the Net Present Value (NPV). The NPV stands for the difference between the cumulated discounted cash-flows of both reference and candidate maintenance strategies. From a probabilistic point of view, the NPV is the difference between two dependent random variables, which complicates its study. In this thesis, Quasi Monte Carlo methods are used as alternatives to Monte Carlo method for the quantification of the NPV probabilistic distribution. These methods are firstly applied to illustrative examples. Then, they were adapted to the assessment of maintenance strategy of two systems of components of an electric power station. The coupling of these methods with a genetic algorithm has allowed to optimize an investments plan.

Neste trabalho é apresentada uma ferramenta de otimização para análise de problemas de alocação de água em bacias hidrográficas utilizando técnicas de programação linear e linear por partes, integradas a um modelo de amortecimentos de ondas em canais. A otimização é feita de forma global, com uso de softwares de programação linear baseados nos métodos de pontos interiores. A metodologia de uso do sistema consiste em se obter uma solução ?ótima? para situações de disponibilidade de água insuficiente a todos os usos conflitantes na bacia. A ferramenta está sendo acoplada e incorporada ao AcquaNet, um Sistema de Suporte a Decisões (SSD) para análise de sistemas de recursos hídricos, que utiliza um algoritmo de rede de fluxo afim de otimizar a alocação de água. A formulação utilizando programação linear permite a análise global do sistema e por isso, espera-se melhor aproveitamento da água disponível, seja no menor déficit de atendimento às demandas ou maior armazenamento nos reservatórios. A programação linear com utilização de métodos de pontos interiores é atualmente uma técnica bastante conhecida e bem desenvolvida. Existem vários pacotes computacionais gratuitos com implementações eficientes dos métodos de pontos interiores que motivaram sua utilização neste trabalho. / This work presents an optimization tool for analyzing the problems of water allocation in watersheds by utilizing techniques of linear and piecewise linear programming integrated to a pattern of stream flow routing. The optimization is done in a global way with the usage of linear programming packages based upon the Internal Point Methods. The methodology of the usage consists in the acquirement of an optimal solution for situation of insufficient water availability for all conflicting consumptions from the watershed. The tool is being attached and incorporated to AcquaNet, which is a decision support system (DSS) for analysis of water resources systems that utilizes a network flow algorithm, with the purpose of optimizing the water allocation. The formulation that uses the linear programming leads to the analysis of the system as a whole and for this reason it is expected a better usage of the available water with a lower deficit in the supply or a greater storage in the reservoirs. Linear Programming with Internal Point Methods is nowadays a well known and very well developed technique. There are several computational packages with efficient implementations of the Internal Points Methods freely available, and that, has brought great motivation in its usage in the present work.

Submitted by Franciele Moreira (francielemoreyra@gmail.com) on 2018-03-28T11:58:56Z No. of bitstreams: 2 Dissertação - Jeferson Arley Poveda Contreras - 2018.pdf: 763599 bytes, checksum: 6800571168e0aa9de85d151e4c912725 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Approved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2018-03-29T11:29:24Z (GMT) No. of bitstreams: 2 Dissertação - Jeferson Arley Poveda Contreras - 2018.pdf: 763599 bytes, checksum: 6800571168e0aa9de85d151e4c912725 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Made available in DSpace on 2018-03-29T11:29:24Z (GMT). No. of bitstreams: 2 Dissertação - Jeferson Arley Poveda Contreras - 2018.pdf: 763599 bytes, checksum: 6800571168e0aa9de85d151e4c912725 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2018-03-07 / Conselho Nacional de Pesquisa e Desenvolvimento Científico e Tecnológico - CNPq / The goal of this work is study limit cycles of piecewise smooth vector fields. First, we present the basic theory, passing through the areas of analysis, qualitative theory of differential equations and algebra. We also present basic concepts of Filippov fields, which are indispensable for the study of piecewise smooth fields. In chapter one, was the main topic, a general method for finding limit cycles will be described; in the second chapter limit cycles are found in a piecewise smooth vector field with non-degenerate center being perturbed by a piecewise polynomial vector field. In the fourth chapter, we study limit cycles in piecewise smooth Hamiltonian fields. / O objetivo deste trabalho é estudar ciclos limite de campos de vetores suaves por parte. Primeiro apresentaremos a teoria básica, passando pelas áreas de análise, teoria qualitativa das equações diferenciais e álgebra. Apresentamos também conceitos básicos de campos de Filippov, os quais são imprescindíveis para o estudo dos campos suaves por partes. No capítulo dos, como tópico principal, será descrito um método geral para encontrar ciclos limite; no segundo três são encontrados ciclos limites em um campo de vetores suave por partes com um centro não degenerado sendo perturbado por um polinômio. No quarto capitulo estudaremos os ciclos limites de campos de vetores Hamiltonianos por parte.

Abstract: This work is concerned with the development and the implementation of a global optimization method for solving nonlinear nonconvex problems with continuous or mixed integer variables, related to power systems analysis. The proposed method relaxes the problem under study into a linear outer approximation problem by using the concept of special ordered sets. The obtained problem is then successively refined by a branch-and-bound strategy. In this way, the convergence to a global optimum is guaranteed, provided the discrete variables or those appearing nonlinearly in the original problem are bounded. Our method, conceived to solve a specific kind of problem, has been developed in a general framework in such a way that it can be easily extended to solve a large class of problems. We first derive the method theoretically and next present numerical results, fixing some choices inherent to the method to make it as optimal as possible. / Résumé: Ce travail a pour objet la conception et l'implémentation d'une méthode d'optimisation globale pour la résolution de problèmes non linéaires et non convexes, continus ou avec variables mixtes (entières et continues), issus de l'analyse des réseaux électriques. La méthode proposée relâche le problème traité en un problème d'approximation externe linéaire en se basant sur le concept d ensembles spécialement ordonnés. Le problème obtenu est alors successivement raffiné grâce à une stratégie de branch-and-bound. La convergence vers un optimum global est ainsi assurée, pour autant que les variables discrètes ou apparaissant non linéairement dans le problème de départ soient bornées. Notre méthode, mise au point pour résoudre un type de problème bien particulier, a été conçue dans un cadre général permettant une extension aisée à la résolution d'une grande variété de problèmes. Nous développons tout d'abord la méthode théoriquement et présentons ensuite des résultats numériques dont le but est de fixer certains choix inhérents à la méthode afin de la rendre la plus optimale possible.

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.

Es una aplicación del método de los elementos finitos (M.E.F) al cálculo de losas delgadas isotrópicas. Es pues un desarrollo de la función solución en suma de funciones a trozos. Dentro del M.E.F se utilizan como funciones interpolantes polinomios (integración numérica sencilla). La continuidad conseguida es C elevado a 1 (para el caso planteado representa convergencia monotónica ). Son elementos simples (de fácil extensión a láminas) y que forman una familia jerárquica (distintos grados de aproximación sin cambiar la malla). El primer elemento de la familia es el clough- felippa. Al final se dan resultados comparativos de algunas placas con otro tipo de elementos y la solución exacta. / It is an application of the Finite Element Method (F.E.M.) for Isotropic Thin Plates calculation. The Deformation is developed as polynomial piecewise functions, which have easy integration. The continuity demanded to de functions is C^1. With the chosen functions we have monotonic convergence. These simple elements constitute a Hierarchical Family, which allow several degree of approximation with the same mesh. The first element of the family is the Clough-Felippa one. The elements are of easy extension to shells. It is given comparative results between plates with other elements and the exact solution.

As ruin theory evolves in recent years, there has been a variety of quantities pertaining to an insurer's bankruptcy at the centre of focus in the literature. Despite the fact that these quantities are distinct from each other, it was brought to our attention that many solution methods apply to nearly all ruin-related quantities. Such a peculiar similarity among their solution methods inspired us to search for a general form that reconciles those seemingly different ruin-related quantities. The stochastic approach proposed in the thesis addresses such issues and contributes to the current literature in three major directions. (1) It provides a new function that unifies many existing ruin-related quantities and that produces more new quantities of potential use in both practice and academia. (2) It applies generally to a vast majority of risk processes and permits the consideration of combined effects of investment strategies, policy modifications, etc, which were either impossible or difficult tasks using traditional approaches. (3) It gives a shortcut to the derivation of intermediate solution equations. In addition to the efficiency, the new approach also leads to a standardized procedure to cope with various situations. The thesis covers a wide range of ruin-related and financial topics while developing the unifying stochastic approach. Not only does it attempt to provide insights into the unification of quantities in ruin theory, the thesis also seeks to extend its applications in other related areas.

As ruin theory evolves in recent years, there has been a variety of quantities pertaining to an insurer's bankruptcy at the centre of focus in the literature. Despite the fact that these quantities are distinct from each other, it was brought to our attention that many solution methods apply to nearly all ruin-related quantities. Such a peculiar similarity among their solution methods inspired us to search for a general form that reconciles those seemingly different ruin-related quantities. The stochastic approach proposed in the thesis addresses such issues and contributes to the current literature in three major directions. (1) It provides a new function that unifies many existing ruin-related quantities and that produces more new quantities of potential use in both practice and academia. (2) It applies generally to a vast majority of risk processes and permits the consideration of combined effects of investment strategies, policy modifications, etc, which were either impossible or difficult tasks using traditional approaches. (3) It gives a shortcut to the derivation of intermediate solution equations. In addition to the efficiency, the new approach also leads to a standardized procedure to cope with various situations. The thesis covers a wide range of ruin-related and financial topics while developing the unifying stochastic approach. Not only does it attempt to provide insights into the unification of quantities in ruin theory, the thesis also seeks to extend its applications in other related areas.

Hybrid systems with or without stochastic noise and with or without time delay are addressed and the qualitative properties of these systems are investigated. The main contribution of this thesis is distributed in three parts. In Part I, nonlinear stochastic impulsive systems with time delay (SISD) with variable impulses are formulated and some of the fundamental properties of the systems, such as existence of local and global solution, uniqueness, and forward continuation of the solution are established. After that, stability and input-to-state stability (ISS) properties of SISD with fixed impulses are developed, where Razumikhin methodology is used. These results are then carried over to discussed the same qualitative properties of large scale SISD. Applications to automated control systems and control systems with faulty actuators are used to justify the proposed approaches. Part II is devoted to address ISS of stochastic ordinary and delay switched systems. To achieve a variety stability-like results, multiple Lyapunov technique as a tool is applied. Moreover, to organize the switching among the system modes, a newly developed initial-state-dependent dwell-time switching law and Markovian switching are separately employed. Part III deals with systems of differential equations with piecewise constant arguments with and without random noise. These systems are viewed as a special type of hybrid systems. Existence and uniqueness results are first obtained. Then, comparison principles are established which are later applied to develop some stability results of the systems.