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Dans cette thèse, on s'intéresse à l'étude d'existence de solutions pour les processus de rafle. Ce problème prend la forme d'une inclusion différentielle contrainte avec des cônes normaux qui apparaissent naturellement dans nombreuses applications telles que le mouvement de foule, l'élastoplasticité, les mécaniques, les circuits électroniques, etc. L'objective de ce travail est de rapprocher deux importantes classes d'inclusions différentielles. D'une part, nous établissons quelques résultats d'existence de tube-solutions pour des processus de rafle à des ensembles uniformément prox-réguliers. D'autre part, nous présentons des résultats d'existence de solutions monotone par rapport à un préordre pour un système mixte d'inclusions différentielles projetées. De plus, nous montrons l'existence d'un point-selle pour notre système et nous fournissons deux exemples d'applications. / In this thesis, we were interested in the study of the existence of solutions for sweeping processes. This problem takes the form of a constrained differential inclusion involving normal cones which appears naturally in many applications such as crowd motion, elastoplasticity, mechanics, electrical circuit, etc.The aim of this work is to bring together two classes of differential inclusions. On one hand, we establish some existence results of solutions-tube for sweeping processes with uniformly prox-regular sets. On the other hand, we present existence results of monotone solutions with respect to a preorder for a mixed system of projected differential inclusions. In addition, we show that our system has a saddle-point and we provide two examples of applications.

<div>The Subword Complexity of a character string refers to the number of distinct substrings of any length that occur as contiguous patterns in the string. The kth Subword Complexity in particular, refers to the number of distinct substrings of length k in a string of length n. In this work, we evaluate the expected value and the second factorial moment of the kth Subword Complexity for the binary strings over memory-less sources. We first take a combinatorial approach to derive a probability generating function for the number of occurrences of patterns in strings of finite length. This enables us to have an exact expression for the two moments in terms of patterns' auto-correlation and correlation polynomials. We then investigate the asymptotic behavior for values of k=a log n. In the proof, we compare the distribution of the kth Subword Complexity of binary strings to the distribution of distinct prefixes of independent strings stored in a trie. </div><div>The methodology that we use involves complex analysis, analytical poissonization and depoissonization, the Mellin transform, and saddle point analysis.</div>

Estimar a região de estabilidade de um ponto de equilíbrio assintoticamente estável é importante em aplicações tais como sistemas de potência, economia e ecologia. A compreensão da estrutura qualitativa da fronteira da região de estabilidade é fundamental para estimar com eficiência a região de estabilidade. Caracterizações topológicas e dinâmicas da fronteira da região de estabilidade foram desenvolvidas ao longo das últimas décadas. Estas caracterizações foram desenvolvidas sob hipóteses de hiperbolicidade dos pontos de equilíbrio na fronteira e transversalidade. Para sistemas que dependem de parâmetros, a condição de hiperbolicidade pode ser violada em pontos de bifurcações. Estaremos interessados em estimar a região de estabilidade, para sistemas sujeitos a variações de parâmetros, onde ocorre a violação da condição de hiperbolicidade dos pontos de equilíbrio na fronteira da região de estabilidade devido ao aparecimento de uma bifurcação sela-nó do tipo zero nesta fronteira. Apresentaremos neste trabalho uma caracterização completa da fronteira da região de estabilidade na presença de um ponto de equilíbrio não hiperbólico sela-nó do tipo zero. Motivados também em oferecer um algoritmo conceitual para obter estimativas da região de estabilidade perturbada via conjunto de nível de uma dada função energia na vizinhança de um parâmetro de bifurcação sela-nó do tipo zero, buscaremos exibir resultados que permitam compreender o comportamento da região de estabilidade e de sua fronteira sob a influência das variações do parâmetro, incluindo variações do parâmetro próximo a um parâmetro de bifurcação sela-nó do tipo zero. / Estimating the stability region of an asymptotically stable equilibrium point is fundamental in applications such as power systems, economy and ecology. The knowledge of the qualitative structure of the stability boundary is essential to estimate with efficiency the stability region. Topological and dynamical characterizations of the stability boundary have been developed over the past decades. These characterizations were developed under assumptions of hyperbolicity of equilibrium points on the stability boundary and transversality. For systems that depend on parameters, the condition of hyperbolicity can be violated at points of bifurcations. We will be primarily interested in estimating the stability region, for systems subjected to parameter variations, when the condition of hyperbolicity of equilibrium points on the stability boundary is violated due to the appearance of a type-zero saddle-node bifurcation on the stability boundary. We will develop in this work, a complete characterization of the stability boundary in the presence of a type-zero saddle-node non-hyperbolic equilibrium point. Also, motivated to providing a conceptual algorithm to obtain estimates of the perturbed stability region via level sets of a given energy function in the neighborhood of a type-zero saddle-node bifurcation parameter, we offer results that explain the behavior of the stability region and its boundary under the influence of parameter variations, including variations of the parameter close to a type-zero saddle-node bifurcation parameter.

Neste trabalho estudamos dinâmica Hamiltoniana em $\\mathbb{R}^4$ restrita a níveis de energia próximos a níveis críticos. Mais precisamente, consideramos uma função Hamiltoniana $H: \\mathbb{R}^4 \\to \\mathbb{R}$ que possui um ponto de equilíbrio do tipo sela-centro $p_c \\in H^{-1}(0)$ e assumimos que $p_c$ pertence a um conjunto singular estritamente convexo $S_0 \\subset H^{-1}(0)$. Então, mostramos que os níveis de energia $H^{-1}(E)$, com $E>0$ suficientemente pequeno, contêm uma $3$-bola fechada $S_E$ próxima a $S_0$ que admite um sistema de seções transversais $F_E$, chamado folheação $2-3$. $F_E$ é uma folheação singular de $S_E$ com conjunto singular formado por duas órbitas periódicas $P_{2,E}\\subset \\partial S_E$ e $P_{3,E}\\subset S_E\\setminus \\partial S_E$. A órbita $P_{2,E}$ é hiperbólica dentro do nível de energia $H^{-1}(E)$, pertence à variedade central do sela-centro $p_c$, tem índice de Conley-Zehnder $2$ e é o limite assintótico de dois planos rígidos de $F_E$ que, unidos com $P_{2,E}$, constituem a $2$-esfera $\\partial S_E$. A órbita $P_{3,E}$ tem índice de Conley-Zehnder $3$ e é o limite assintótico de uma família a um parâmetro de planos de $F_E$ contida em $S_E\\setminus \\partial S_E$. Um cilindro rígido conectando as órbitas $P_{3,E}$ e $P_{2,E}$ completa a folheação $F_E$. Uma vez que $F_E$ é um sistema de seções transversais, todas as suas folhas regulares são transversais ao fluxo Hamiltoniano de $H$. Como consequência da existência de uma tal folheação em $S_E$, concluímos que a órbita hiperbólica $P_{2,E}$ admite pelo menos uma órbita homoclínica contida em $S_E \\setminus \\partial S_E$. / In this work we study Hamiltonian dynamics in $\\mathbb R ^4$ restricted to energy levels close to critical levels. More precisely, we consider a Hamiltonian function $H:\\mathbb R ^4 \\to \\mathbb R$ containing a saddle-center equilibrium point $p_c \\in H^ -1 (0)$ and we assume that $p_c$ lies on a strictly convex singular set $S_0 \\subset H^ -1 (0)$. Then we prove that the energy levels $H^ -1 (E)$, with $E>0$ sufficiently small, contain a closed $3$-ball $S_E$ near $S_0$ admitting a system of transverse sections $F_E$, called a $2-3$ foliation. $F_E$ is a singular foliation of $S_E$ and its singular set consists of two periodic orbits $P_{2,E}\\subset \\partial S_E$ and $P_{3,E}\\subset S_E\\setminus \\partial S_E$. The orbit $P_{2,E}$ is hyperbolic inside the energy level $H^ -1 (E)$, lies on the center manifold of the saddle-center $p_c$, has Conley-Zehnder index $2$ and is the asymptotic limit of two rigid planes of $F_E$, which compose the $2$-sphere $S_E$ together with $P_{2,E}$. The orbit $P_{3,E}$ has Conley-Zehnder index $3$ and is the asymptotic limit of a one parameter family of planes of $F_E$ contained in $S_E \\setminus \\partial S_E$. A rigid cylinder connecting the orbits $P_{3,E}$ and $P_{2,E}$ completes the foliation $F_E$. Since $F_E$ is a system of transverse sections, all its regular leaves are transverse to the Hamiltonian flow of $H$. As a consequence of the existence of such foliation in $S_E$, we conclude that the hyperbolic orbit $P_{2,E}$ admits at least one homoclinic orbit contained in $S_E\\setminus \\partial S_E$.

Neste trabalho estudamos dinâmica Hamiltoniana em $\\mathbb{R}^4$ restrita a níveis de energia próximos a níveis críticos. Mais precisamente, consideramos uma função Hamiltoniana $H: \\mathbb{R}^4 \\to \\mathbb{R}$ que possui um ponto de equilíbrio do tipo sela-centro $p_c \\in H^{-1}(0)$ e assumimos que $p_c$ pertence a um conjunto singular estritamente convexo $S_0 \\subset H^{-1}(0)$. Então, mostramos que os níveis de energia $H^{-1}(E)$, com $E>0$ suficientemente pequeno, contêm uma $3$-bola fechada $S_E$ próxima a $S_0$ que admite um sistema de seções transversais $F_E$, chamado folheação $2-3$. $F_E$ é uma folheação singular de $S_E$ com conjunto singular formado por duas órbitas periódicas $P_{2,E}\\subset \\partial S_E$ e $P_{3,E}\\subset S_E\\setminus \\partial S_E$. A órbita $P_{2,E}$ é hiperbólica dentro do nível de energia $H^{-1}(E)$, pertence à variedade central do sela-centro $p_c$, tem índice de Conley-Zehnder $2$ e é o limite assintótico de dois planos rígidos de $F_E$ que, unidos com $P_{2,E}$, constituem a $2$-esfera $\\partial S_E$. A órbita $P_{3,E}$ tem índice de Conley-Zehnder $3$ e é o limite assintótico de uma família a um parâmetro de planos de $F_E$ contida em $S_E\\setminus \\partial S_E$. Um cilindro rígido conectando as órbitas $P_{3,E}$ e $P_{2,E}$ completa a folheação $F_E$. Uma vez que $F_E$ é um sistema de seções transversais, todas as suas folhas regulares são transversais ao fluxo Hamiltoniano de $H$. Como consequência da existência de uma tal folheação em $S_E$, concluímos que a órbita hiperbólica $P_{2,E}$ admite pelo menos uma órbita homoclínica contida em $S_E \\setminus \\partial S_E$. / In this work we study Hamiltonian dynamics in $\\mathbb R ^4$ restricted to energy levels close to critical levels. More precisely, we consider a Hamiltonian function $H:\\mathbb R ^4 \\to \\mathbb R$ containing a saddle-center equilibrium point $p_c \\in H^ -1 (0)$ and we assume that $p_c$ lies on a strictly convex singular set $S_0 \\subset H^ -1 (0)$. Then we prove that the energy levels $H^ -1 (E)$, with $E>0$ sufficiently small, contain a closed $3$-ball $S_E$ near $S_0$ admitting a system of transverse sections $F_E$, called a $2-3$ foliation. $F_E$ is a singular foliation of $S_E$ and its singular set consists of two periodic orbits $P_{2,E}\\subset \\partial S_E$ and $P_{3,E}\\subset S_E\\setminus \\partial S_E$. The orbit $P_{2,E}$ is hyperbolic inside the energy level $H^ -1 (E)$, lies on the center manifold of the saddle-center $p_c$, has Conley-Zehnder index $2$ and is the asymptotic limit of two rigid planes of $F_E$, which compose the $2$-sphere $S_E$ together with $P_{2,E}$. The orbit $P_{3,E}$ has Conley-Zehnder index $3$ and is the asymptotic limit of a one parameter family of planes of $F_E$ contained in $S_E \\setminus \\partial S_E$. A rigid cylinder connecting the orbits $P_{3,E}$ and $P_{2,E}$ completes the foliation $F_E$. Since $F_E$ is a system of transverse sections, all its regular leaves are transverse to the Hamiltonian flow of $H$. As a consequence of the existence of such foliation in $S_E$, we conclude that the hyperbolic orbit $P_{2,E}$ admits at least one homoclinic orbit contained in $S_E\\setminus \\partial S_E$.

Estimar a região de estabilidade de um ponto de equilíbrio assintoticamente estável é importante em aplicações tais como sistemas de potência, economia e ecologia. A compreensão da estrutura qualitativa da fronteira da região de estabilidade é fundamental para estimar com eficiência a região de estabilidade. Caracterizações topológicas e dinâmicas da fronteira da região de estabilidade foram desenvolvidas ao longo das últimas décadas. Estas caracterizações foram desenvolvidas sob hipóteses de hiperbolicidade dos pontos de equilíbrio na fronteira e transversalidade. Para sistemas que dependem de parâmetros, a condição de hiperbolicidade pode ser violada em pontos de bifurcações. Estaremos interessados em estimar a região de estabilidade, para sistemas sujeitos a variações de parâmetros, onde ocorre a violação da condição de hiperbolicidade dos pontos de equilíbrio na fronteira da região de estabilidade devido ao aparecimento de uma bifurcação sela-nó do tipo zero nesta fronteira. Apresentaremos neste trabalho uma caracterização completa da fronteira da região de estabilidade na presença de um ponto de equilíbrio não hiperbólico sela-nó do tipo zero. Motivados também em oferecer um algoritmo conceitual para obter estimativas da região de estabilidade perturbada via conjunto de nível de uma dada função energia na vizinhança de um parâmetro de bifurcação sela-nó do tipo zero, buscaremos exibir resultados que permitam compreender o comportamento da região de estabilidade e de sua fronteira sob a influência das variações do parâmetro, incluindo variações do parâmetro próximo a um parâmetro de bifurcação sela-nó do tipo zero. / Estimating the stability region of an asymptotically stable equilibrium point is fundamental in applications such as power systems, economy and ecology. The knowledge of the qualitative structure of the stability boundary is essential to estimate with efficiency the stability region. Topological and dynamical characterizations of the stability boundary have been developed over the past decades. These characterizations were developed under assumptions of hyperbolicity of equilibrium points on the stability boundary and transversality. For systems that depend on parameters, the condition of hyperbolicity can be violated at points of bifurcations. We will be primarily interested in estimating the stability region, for systems subjected to parameter variations, when the condition of hyperbolicity of equilibrium points on the stability boundary is violated due to the appearance of a type-zero saddle-node bifurcation on the stability boundary. We will develop in this work, a complete characterization of the stability boundary in the presence of a type-zero saddle-node non-hyperbolic equilibrium point. Also, motivated to providing a conceptual algorithm to obtain estimates of the perturbed stability region via level sets of a given energy function in the neighborhood of a type-zero saddle-node bifurcation parameter, we offer results that explain the behavior of the stability region and its boundary under the influence of parameter variations, including variations of the parameter close to a type-zero saddle-node bifurcation parameter.

Advances in digital signal processing (DSP) and computing technology have resulted in the emergence of increasingly adaptive radar systems. It is clear that the Electronic Attack (EA), or jamming, of such radar systems is expected to become a more difficult task. The reason for this research was to address the issue of jamming adaptive radar systems. This required consideration of adaptive jamming systems and the development of a methodology for outlining the features of such a system is proposed as the key contribution of this thesis. For the first time, game-based optimization methods have been applied to a maritime counter-surveillance/counter-targeting scenario involving conventional, as well as so-called ‘smart’ noise jamming.Conventional noise jamming methods feature prominently in the origins of radar electronic warfare, and are still widely implemented. They have been well studied, and are important for comparisons with coherent jamming techniques.Moreover, noise jamming is more readily applied with limited information support and is therefore germane to the problem of jamming adaptive radars; during theearly stages when the jammer tries to learn about the radar’s parameters and its own optimal actions.A radar and a jammer were considered as informed opponents ‘playing’ in a non-cooperative two-player, zero-sum game. The effects of jamming on the target detection performance of a radar using Constant False Alarm Rate (CFAR)processing were analyzed using a game theoretic approach for three cases: (1) Ungated Range Noise (URN), (2) Range-Gated Noise (RGN) and (3) False-Target (FT) jamming.Assuming a Swerling type II target in the presence of Rayleigh-distributed clutter, utility functions were described for Cell-Averaging (CA) and Order Statistic (OS) CFAR processors and the three cases of jamming. The analyses included optimizations of these utility functions, subject to certain constraints, with respectto control variables (strategies) in the jammer, such as jammer power and spatial extent of jamming, and control variables in the radar, such as threshold parameter and reference window size. The utility functions were evaluated over the players’ strategy sets and the resulting matrix-form games were solved for the optimal or ‘best response’ strategies of both the jammer and the radar.

Determining the maximum power system loadability, as well as preventing the system from being operated close to the stability limits is very important in power systems planning and operation. The application of optimization techniques to power systems security and electricity markets is a rather relevant research area in power engineering. The study of optimization models to determine critical operating conditions of a power system to obtain secure power dispatches in an electricity market has gained particular attention. This thesis studies and develops optimization models and techniques to detect or avoid voltage instability points in a power system in the context of a competitive electricity market. A thorough analysis of an optimization model to determine the maximum power loadability points is first presented, demonstrating that a solution of this model corresponds to either Saddle-node Bifurcation (SNB) or Limit-induced Bifurcation (LIB) points of a power flow model. The analysis consists of showing that the transversality conditions that characterize these bifurcations can be derived from the optimality conditions at the solution of the optimization model. The study also includes a numerical comparison between the optimization and a continuation power flow method to show that these techniques converge to the same maximum loading point. It is shown that the optimization method is a very versatile technique to determine the maximum loading point, since it can be readily implemented and solved. Furthermore, this model is very flexible, as it can be reformulated to optimize different system parameters so that the loading margin is maximized. The Optimal Power Flow (OPF) problem with voltage stability (VS) constraints is a highly nonlinear optimization problem which demands robust and efficient solution techniques. Furthermore, the proper formulation of the VS constraints plays a significant role not only from the practical point of view, but also from the market/system perspective. Thus, a novel and practical OPF-based auction model is proposed that includes a VS constraint based on the singular value decomposition (SVD) of the power flow Jacobian. The newly developed model is tested using realistic systems of up to 1211 buses to demonstrate its practical application. The results show that the proposed model better represents power system security in the OPF and yields better market signals. Furthermore, the corresponding solution technique outperforms previous approaches for the same problem. Other solution techniques for this OPF problem are also investigated. One makes use of a cutting planes (CP) technique to handle the VS constraint using a primal-dual Interior-point Method (IPM) scheme. Another tries to reformulate the OPF and VS constraint as a semidefinite programming (SDP) problem, since SDP has proven to work well for certain power system optimization problems; however, it is demonstrated that this technique cannot be used to solve this particular optimization problem.

Determining the maximum power system loadability, as well as preventing the system from being operated close to the stability limits is very important in power systems planning and operation. The application of optimization techniques to power systems security and electricity markets is a rather relevant research area in power engineering. The study of optimization models to determine critical operating conditions of a power system to obtain secure power dispatches in an electricity market has gained particular attention. This thesis studies and develops optimization models and techniques to detect or avoid voltage instability points in a power system in the context of a competitive electricity market. A thorough analysis of an optimization model to determine the maximum power loadability points is first presented, demonstrating that a solution of this model corresponds to either Saddle-node Bifurcation (SNB) or Limit-induced Bifurcation (LIB) points of a power flow model. The analysis consists of showing that the transversality conditions that characterize these bifurcations can be derived from the optimality conditions at the solution of the optimization model. The study also includes a numerical comparison between the optimization and a continuation power flow method to show that these techniques converge to the same maximum loading point. It is shown that the optimization method is a very versatile technique to determine the maximum loading point, since it can be readily implemented and solved. Furthermore, this model is very flexible, as it can be reformulated to optimize different system parameters so that the loading margin is maximized. The Optimal Power Flow (OPF) problem with voltage stability (VS) constraints is a highly nonlinear optimization problem which demands robust and efficient solution techniques. Furthermore, the proper formulation of the VS constraints plays a significant role not only from the practical point of view, but also from the market/system perspective. Thus, a novel and practical OPF-based auction model is proposed that includes a VS constraint based on the singular value decomposition (SVD) of the power flow Jacobian. The newly developed model is tested using realistic systems of up to 1211 buses to demonstrate its practical application. The results show that the proposed model better represents power system security in the OPF and yields better market signals. Furthermore, the corresponding solution technique outperforms previous approaches for the same problem. Other solution techniques for this OPF problem are also investigated. One makes use of a cutting planes (CP) technique to handle the VS constraint using a primal-dual Interior-point Method (IPM) scheme. Another tries to reformulate the OPF and VS constraint as a semidefinite programming (SDP) problem, since SDP has proven to work well for certain power system optimization problems; however, it is demonstrated that this technique cannot be used to solve this particular optimization problem.