Tesis sobre el tema "Modèle de crédit partial"
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Hamad, Mohamad. "Validation psychométrique de mesures subjectives en santé orale". Electronic Thesis or Diss., Bourgogne Franche-Comté, 2024. http://www.theses.fr/2024UBFCE002.
Texto completoThe psychometric validation of a subjective measurement scale consists of many steps that we will expose and comment on during this thesis. We would rely more particularly on the work of psychometric validation of the Geriatric Oral Health Assessment Index (GOHAI) and the Schizophrenia Cooping Oral Health Profile and Index (SCOOHPI) that we have carried out. During the stages of the validation of this scale we particularly explored the question of the validity of the internal structure which is the heart of the reflexive field of our work. In this thesis we have 5 chapters. In Chapter 1, we defined the concepts to be studied and explained the relationship between schizophrenia and oral health, and presented the history of psychometric validation of subjective measurement scales.In chapter 2, we described the steps in the psychometric validation of subjective measurement scales, there are 2 main headings in psychometric validation: reliability and validity. Scale reliability is composed of 3 parts: internal consistency, reliability over time and sensitivity to change. The validity of the scale is composed of 4 parts: content validity, perceived validity, construct validity and structure validity.In chapter 3, we study the psychometric validation of the GOHAI (Geriatric Oral Health Assessment Index) scale in a sample of French patients with schizophrenia.Cronbach's alpha shows a significant degree of internal consistency between items and the test-retest verifies the reliability over time. Then, the construct validity shows the existence of a relationship between the GOHAI scale and the DMFT (Dent Cariée, Absente, Obturation) and OHI'S (Simplifed Oral Hygiene Index) indices. Afterwards, the principal component analysis shows the existence of 3 subscales: physical functions, psychosocial aspects and symptoms related to the presence of dental diseases. Finally, the partial credit model verifies that the GOHAI scale is not unidimensional.In Chapter 4, we study the structural validity of the GOHAI scale using a sample of the general French population.The principal component analysis shows the existence of 3 subscales: pain and appearance of the teeth, psychological satisfaction with the state of the teeth and ability to eat. Then, the partial credit model verifies the unidimensionality of the GOHAI scale after grouping the response modalities.In Chapter 5, we study the psychometric validation of the Schizophrenia Coping Oral Health Profile and Index (SCOOHPI) scale using a sample of French patients with schizophrenia.The panel confirmed the content validity of the SCOOHPI scale. Perceived validity was verified with 30 individuals. Then, Cronbach's alpha shows a good degree of internal consistency between items. Then, the absence of relationship between the SCOOHPI scale and the GOHAI scale confirms the validity of the divergence. While the validity of the convergence was not measurable due to the lack of tools that measure a similar concept to the SCOOHPI scale concept.The principal component analysis shows the existence of 6 subscales: oral health, diet and oral hygiene, activity and organization, addiction and avoidance strategies. Finally, the partial credit model shows that the SCOOHPI scale is unidimensional after grouping the response modalities
Harb, Étienne Gebran. "Risques liés de crédit et dérivés de crédit". Thesis, Paris 2, 2011. http://www.theses.fr/2011PA020098.
Texto completoThe first part of this thesis deals with the valuation of credit risk. After an introductory chapter providing a technical synthesis of risk models, we model the dependence between default risks with the copula that helps enhancing credit risk measures. This technical tool provides a full description of the dependence structure; one could exploit the possibility of writing any joint distribution function as a copula, taking as arguments the marginal distributions. We approach copulas in probabilistic terms as they are familiar nowadays, then with an algebraic approach which is more inclusive than the probabilistic one. Afterwards, we present a general credit derivative pricing model based on Cherubini and Luciano (2003) and Luciano (2003). We price a “vulnerable”Credit Default Swap, taking into account a counterparty risk. We consider theCredit Valuation Adjustment (CVA) advocated by Basel III to optimize theeconomic capital allocation. We recover the general representation of aproduct with counterparty risk which goes back to Sorensen and Bollier (1994)and differently from the papers mentioned above, the payment of protectiondoes not occur necessarily at the end of the contract. We approach the dependence between counterparty risk and the reference credit’s one with the copula. We study the sensitivity of the CDS in extreme dependence cases with a mixture copula defined in terms of the “extreme” ones. By varying the Spearman’s rho, one can explore the whole range of positive and negative association. Furthermore, the mixture copula provides closed form prices. Our model is then closer to the market practice and easy to implement. Later on, we provide an application on credit market data. Then, we highlight the role of credit derivatives as hedging instruments and as risk factors as well since they are accused to be responsible for the subprime crisis. Finally, we analyze the subprime crisis and the sovereign debt crisis which arose from the U.S. mortgage market collapse as well. We then study the public debt sustainability of the heavily indebted peripheral countries of the eurozone by 2016
Gauthier, Claire. "Trois essais empiriques sur le risque de crédit : Modèles intensité, modèle multifactoriel, valeurs extrêmes". Nice, 2002. http://www.theses.fr/2002NICE0061.
Texto completoCredit risk materializes by a firm default, and by the spread movements following a decrease of an issuer's credit quality. In the first chapter of this thesis, an intensity model considering default as an unpredictable event is implemented. The second chapter presents a multifactor models for credit spreads, based on a wide range of explanatory variables, and using panel data econometry to build theoretical credit spreads. This model is a good tool to analyse and forecast credit spreads. The third chapter underlines the non normality of credit spreads distributions, and characterize their distribution using extreme value theory
Adjogou, Adjobo Folly Dzigbodi. "L'accélérateur financier dans un modèle néo-keynésien d'économie ouverte". Thesis, Université Laval, 2010. http://www.theses.ulaval.ca/2010/27139/27139.pdf.
Texto completoBarsotti, Flavia. "Optimal capital structure with endogenous bankruptcy : payouts, tax benefits asymetry and volatility risk". Toulouse 3, 2011. http://thesesups.ups-tlse.fr/1319/.
Texto completoThe dissertation deals with modeling credit risk through a structural model approach. The thesis consists of three papers in which we build on the capital structure of a firm proposed by Leland and we study different extensions of his seminal paper with the purpose of obtaining results more in line with historical norms and empirical evidence, studying in details all mathematical aspects. The thesis analyses credit risk modelling following a structural model approach with endogenous default. We extend the classical Leland framework in three main directions with the aim at obtaining results more in line with empirical evidence. We introduce payouts and then also consider corporate tax rate asymmetry : numerical results show that these lead to predicted leverage ratios closer to historical norms, through their joint influence on optimal capital structure. Finally, we introduce volatility risk. Following Leland suggestions we consider a framework in which the assumption of constant volatility in the underlying firm's assets value stochastic evolution is removed. Analyzing defaultable claims involved in the capital structure of the firm we derive their corrected prices under a fairly large class of stochastic volatility framework seems to be a robus way to improve results in the direction of both higher spreads and lower leverage ratios in a quantitatively significant way
Brameret, Pierre-Antoine. "Assessment of reliability indicators from automatically generated partial Markov chains". Thesis, Cachan, Ecole normale supérieure, 2015. http://www.theses.fr/2015DENS0032/document.
Texto completoTrustworthiness in systems is of paramount importance. Among safety modeling languages, Markov chains are a good tradeoff between the safety concepts that can be modeled and the ease of calculation. However, as they model the different states of the systems, they suffer from the state space explosion. This explosion has two drawbacks: it makes Markov chains very difficult to write by hand for large systems, and large Markov chain calculation is resource consuming. The first drawback is easily tackled by generating Markov chains from higher-level languages (such as AltaRica 3.0).In this thesis, we focused on the partial generation of Markov chains, to tackle the state space explosion of the models. This idea is based on the observation that even large repairable systems spent most of their times in a few number of states, that are close to the nominal state of the system. The partial generation is based on Dijkstra's algorithm and on a so-called relevance factor to generate only the most probable states of the Markov chain. The reliability indicators obtained with such a partial chain can be bounded with a slightly different Markov chain.The partial generation method is fully implemented in the AltaRica 3.0 project to automatically calculate the reliability indicators of a system modeled in AltaRica. Different experiments illustrate the practability of the method, as well as its strengths and weaknesses
Sestier, Michael. "Analyse des sensibilités des modèles internes de crédit pour l'étude de la variabilité des RWA". Thesis, Paris 1, 2017. http://www.theses.fr/2017PA01E010.
Texto completoIn the aftermath of the 2007-2009 crisis, several studies led by the Base! Committee showed a large dispersion of risk-weighted assets (RWA) among banks, a significant part of which would come from the internal model's assumptions. Consequently, new regulations aiming at finding a balance between risk sensitivity, simplicity and comparability have then been developed. These ones notably include constraints on models / parameters for the internal assessment of the credit RWA for both the banking and the trading books. ln this context, the thesis work mainly consists in analyzing the relevance of such constraints to reduce the RWA variability. It makes extensive use of sensitivity analysis methods, particularly the ones based on the Hoeffding's decomposition. Regulatory treatments of the credit parameters (default correlations, default probabilities -DP -and loss given default -LGD) form the backbone of the developments. The findings suggest mixed results of the reforms. On the one hand, the constraints on the correlations for the trading book have a low impact on the RWA variability. On the other hand, the constraints on OP and LGD parameters, having a greater impact on the RWA variability, should be considered with more caution. The studies finally provide evidence that variability is amplified by the regulatory measurement of the risk and the multiple sources of calibration data.javascript:nouvelleZone('abstract');_ajtAbstract('abstract')
Niang, Ibrahima. "Quantification et méthodes statistiques pour le risque de modèle". Thesis, Lyon, 2016. http://www.theses.fr/2016LYSE1015/document.
Texto completoIn finance, model risk is the risk of loss resulting from using models. It is a complex risk which recover many different situations, and especially estimation risk and risk of model misspecification. This thesis focuses: on model risk inherent in yield and credit curve construction methods and the analysis of the consistency of Sobol indices with respect to stochastic ordering of model parameters. it is divided into three chapters. Chapter 1 focuses on model risk embedded in yield and credit curve construction methods. We analyse in particular the uncertainty associated to the construction of yield curves or credit curves. In this context, we derive arbitrage-free bounds for discount factor and survival probability at the most liquid maturities. In Chapter 2 of this thesis, we quantify the impact of parameter risk through global sensitivity analysis and stochastic orders theory. We analyse in particular how Sobol indices are transformed further to an increase of parameter uncertainty with respect to the dispersive or excess wealth orders. Chapter 3 of the thesis focuses on contrast quantile index. We link this latter with the risk measure CTE and then we analyse on the other side, in which circumstances an increase of a parameter uncertainty in the sense of dispersive or excess wealth orders implies and increase of contrast quantile index. We propose finally an estimation procedure for this index. We prove under some conditions that our estimator is consistent and asymptotically normal
Moustafa, Hayat. "Étude du problème inverse d'un modèle d'intrusion saline". Thesis, Compiègne, 2015. http://www.theses.fr/2015COMP2177/document.
Texto completoThis thesis deals with the study of an inverse source problem for a two dimensional seawater intrusion model. First, we focus on the modeling of the seawater intrusion phenomenon in a costal unconfined aquifer. Then considering some specific assumptions, we obtain, in the steady state, an elliptic equation of the hydraulic head with a left hand side formed by point wise sources. The study of the direct problem aims to analyze the derived model and to establish a result of existence and uniqueness of solution. The inverse problem concerns the identification of sources from local measurements. We are interested in the study of uniqueness, identification and stability.Concerning the identification, we transform the inverse problem to a control problem with a cost functional computing the quadratic error between the experimental measures and those obtained by solving the direct problem. To optimize this function, we need to compute its gradient and this can be done by the sensibility and the adjoint methods. Moreover, regarding the stability, we establish two types of estimates, logarithmic and lipschitz, for sources positions and intensities in the case of the elliptic equation assuming interior observations. Furthermore, we have generalized the results of Lipschitz estimates for the elliptic equation –Δu+k2u=F. The last part of the thesis is intended to show the results of the numerical identification based on parameters involved in the main model
Taghboulit, Sid-Ali. "Contribution à La définition d'un modèle orienté objet pour le SGBD SAAD". Valenciennes, 1993. https://ged.uphf.fr/nuxeo/site/esupversions/d177f1a2-d5ea-4cca-8169-7ada17f8c56b.
Texto completoElobaid, Mohamed. "A sampled-data approach in control problems involving partial dynamics cancellation". Electronic Thesis or Diss., université Paris-Saclay, 2022. http://www.theses.fr/2022UPASG014.
Texto completoSeveral well studied control problems reduce to asking the output of a given process to track a desired signal while rejecting effects of undesired perturbations. In the rich body of knowledge dealing with problems of this type in continuous-time, the use of partial inversion-based controllers (i.e controllers that cancel part of the dynamics in the sense of rendering it unobservable) and their effectiveness is well established. Nowadays, however, sensing and actuation is done through digital devices so necessitating a suitable control design. In this setting, the control engineer works with systems referred to as sampled-data systems where measures of the output are available only at sporadic discrete-time instants while the control is piecewise constant over a fixed time interval. In this sampled-data context, systems that are originally minimum phase in continuous-time, and because of sampling and holding, may lose this property. The general argument of this thesis contributes to establishing constructive results, procedures and algorithms to the purpose of mitigating the issues caused by sampled-data design under partial inversion-based controllers. Since partial inversion-based controllers typically cancel the zero dynamics, the central idea is to mitigate the loss of the minimum-phase property. A first contribution in this direction stands in proposing a procedure for stable partial inversion for a class of continuous-time non-minimum phase Multi-Input Multi-Output systems. The procedure proposed, generalizing a previous result, works over the linear tangent model of a system factorizing a sub-set of the zero dynamics known to be minimum-phase a priori. This preliminary result is at the basis of control strategies which are herein proposed for model predictive control and digital transverse feedback linearization. Both control strategies under sampling are affected by the above-mentioned pathology linked to the loss of the minimum-phase property. In particular, for model predictive control, two solutions based on multi-rate sampling techniques, employed at the prediction, or the trajectory planning level are proposed and compared. Their validity is established through several case studies ranging from steering and tracking in systems admitting chained forms to quasi Halo orbits station-keeping for space-crafts in the Earth-Moon system. Concerning transverse feedback linearization, two sampled-data solutions preserving the in-variant subset specifying the control objectives are proposed. The former is based on single-rate sampling and, albeit approximate in nature, is computationally simple and outperforms zero-order holding of the continuous-time design. The later, an exact solution based on multi-rate sampling, improves upon the former solution and provides, in special cases, static state feedback solutions even when the problem is only solvable via dynamic feedback in continuous-time. Both solutions are validated over academic case studies as well as in solving path following for mobile robots and periodic orbits stabilization for underactuated mechanical systems
Touzalin, Frédéric. "Evolutionary demography of a partial migrant shorebird species". Thesis, Toulouse 3, 2017. http://www.theses.fr/2017TOU30349/document.
Texto completoGlobal warming causes changes in the dynamics and distribution of populations. I used a 19-year study, in Brittany, on a long-lived and partial migrant, the Pied Avocet, to quantify and compare the demographic rates associated with different migration strategies. Survival rates and associated senescence patterns were similar in residents and in migrants, but migrants exhibited a delayed recruitment age. Reproductive investment was higher and senescence was absent in individuals recruited at the age of one year, whereas those who began to reproduce later showed reproductive senescence. The fitness of migrants was lower than the fitness of residents, which explained their decline over the study period, while the resident population remained stable. Low productivity, due to predation, caused the Brittany population to decline despite a high immigration rate, which questions local conservation policies
Seck, Ousmane. "Sur un modèle de diffusion non linéaire en dynamique des populations". Nancy 1, 1986. http://www.theses.fr/1986NAN10162.
Texto completoGroza, Vladimir. "Identification de paramètres et analyses de sensibilité pour un modèle d'usinage par jet d'eau abrasif". Thesis, Université Côte d'Azur (ComUE), 2016. http://www.theses.fr/2016AZUR4094/document.
Texto completoThis work is part of STEEP Marie-Curie ITN project, covering the research in field of energy beam processing. We focus on the identification of unknown parameters of the proposed generic Abrasive WaterJet Milling (AWJM) model. The necessity of studying this problem comes from the industrial milling applications where the possibility to predict and model the final surface with high accuracy is one of the primary tasks in the absence of any knowledge of the model parameters that should be used. We propose the method of the model parameters identification by minimizing a cost function, measuring the difference between experimental observation and numerical solution. The variational approach based on corresponding Lagrangian allows to obtain the adjoint state and the involvement of the automatic differentiation software tool (TAPENADE) leads to fast and efficient parameters identification. In fact the parameter identification problem is highly unstable and strictly depends on quality of input data. Regularization terms could be effectively used to deal with the presence of measurement errors. Various cases of the AWJM process such as a stationary problem and moving with constant feed speed or acceleration are studied based on both artificial and real experimental data. The sensitivity study related to these particular problems demonstrates the strong capability of the proposed approach to obtain acceptable
Rakotonasy, Solonjaka Hiarintsoa. "Modèle fractionnaire pour la sous-diffusion : version stochastique et edp". Phd thesis, Université d'Avignon, 2012. http://tel.archives-ouvertes.fr/tel-00839892.
Texto completoGuibert, Quentin. "Sur l’utilisation des modèles multi-états pour la mesure et la gestion des risques d’un contrat d’assurance". Thesis, Lyon 1, 2015. http://www.theses.fr/2015LYO10256/document.
Texto completoWith the implementation of the Solvency II framework, actuaries should examine the good adequacy between models and data. This thesis aims to study several statistical approaches, often ignored by practitioners, enabling the use of multi-state methods to model and manage individual risks in insurance. Chapter 1 presents the general context of this thesis and positions its main contributions. The basic tools to use multi-state models in insurance are introduced and classical inference techniques, adapted to insurance data with and without the Markov assumption, are presented. Finally, a development of these models for credit risk is outlined. Chapter 2 focuses on using nonparametric inference methods to build incidence tables for long term care insurance contracts. Since there are several entry-causes in disability states which are useful for actuaries, an inference method for competing risks data, seen as a Markov multi-state model in continuous time, is used. In a second step, I compare these estimators to those conventionally used by practitioners, based on survival analysis methods. This second approach may involve significant bias because the interaction between entry-causes cannot be appropriately captured. In particular, these approaches assume that latent failure times are independent, while this hypothesis cannot be tested for competing risks data. Our approach allows to measure the error done by practitioners when they build incidence tables. Finally, a numerical application is considered on a long term care insurance dataset
Macherey, Arthur. "Approximation et réduction de modèle pour les équations aux dérivées partielles avec interprétation probabiliste". Thesis, Ecole centrale de Nantes, 2021. http://www.theses.fr/2021ECDN0026.
Texto completoIn this thesis, we are interested in the numerical solution of models governed by partial differential equations that admit a probabilistic interpretation. In a first part, we consider partial differential equations in high dimension. Based on a probabilistic interpretation of the solution which allows to obtain pointwise evaluations of the solution using Monte-Carlo methods, we propose an algorithm combining an adaptive interpolation method and a variance reduction method to approximate the global solution. In a second part, we focus on reduced basis methods for parametric partial differential equations. We propose two greedy algorithms based on a probabilistic interpretation of the error. We also propose a discrete optimization algorithm probably approximately correct in relative precision which allows us, for these two greedy algorithms, to judiciously select a snapshot to add to the reduced basis based on the probabilistic representation of the approximation error
Delacroix, Bastien. "Développement d'un modèle intégral avec transport d'une fonction couleur pour la simulation d'écoulements de films minces partiellement mouillants". Electronic Thesis or Diss., Toulouse, ISAE, 2024. http://www.theses.fr/2024ESAE0005.
Texto completoWhy does a drop of water tend to form a sphere? Why does it cling to its leaf in the morning dew? On the contrary, why does it flow down towards the ground? All these seemingly simplistic questions involve highly complex microscopic phenomena whose physical nature is still the subject of debate. However, understanding them is a major challenge in many industrial applications. This is particularly true in aeronautics, where a thin film forms on the wings after the aircraft has passed through a cloud or after a defreezing operation. The evolution of the wetted surface by this film, like its transition into rivulets under the effect of air shear, as well as its eventual refreezing a little further outside the protection zones, is not taken into account in thermal defrost simulation tools; or only in a rudimentary way via empirical correlations. However, this ice accretion must be controlled for safety reasons and aerodynamic performance. This is why it is necessary to improve existing tools by developing new models capable of considering the influence of capillary forces on a macroscopic scale, specifically at the contact line level, in order to be able to predict the dynamics of a sheared film.The overall objective of this study is therefore to develop a suitable model for large-scale simulation of partially wetting thin film flow.To answer this objective, an approach based on a Shallow-water equations was adopted. However, this system in its classical form does not allow the simulation of thin films with partial wetting effects. One solution to consider these effects is to add a macroscopic force concentrated to the contact line. This singular force enables the macroscopic Young-Dupré law to be verified locally. The issue with this approach is to localize the force at the contact line only. Unlike other models in the literature, which are all based on the use of an adjustable parameter allowing the distinction between dry and wet zones, we offer here an approach involving the transport of a color function. This function, defined as equal to one in wet zones and zero in dry zones, has the advantage of having an identically zero gradient, except at the contact line, enabling the contact line force to be localized.The introduction of this color function needs a partial reformulation of the Shallow-water equations, in order to integrate this new function in the expression of the various force terms acting on the film. In order to justify the choice of this new formulation, a method based on an eulerian formulation of Hamilton's principle was used. This method helps to obtain a momentum equation compatible with the conservation of energy of the system under study, with the only starting point being an expression of the system's energy density as a function of the variables used.This new system of equations, in addition to being completely calibration parameter free, has the advantage of being entirely hyperbolic in the case where curvature effects are not taken into account. This has helped us to develop an HLLC-type Riemann solver to solve this equation system numerically. In order to test out the robustness of the physical and numerical models, a set of verification and validation cases was set up.Finally, curvature terms were considered in the final numerical scheme, considerably extending the scope of application of this new color function model. In this way, problems where capillary effects are predominant could be simulated
Festjens, Hugo. "Contribution à la caractérisation et à la modélisation du comportement dynamique des structures assemblées". Thesis, Châtenay-Malabry, Ecole centrale de Paris, 2014. http://www.theses.fr/2014ECAP0028/document.
Texto completoAt first sight, riveted and bolted connections seem to be one of the simplest mechanical systems possible. The primary function of these elements is to provide a rigid clamping between the components they assemble. The designing of these parts to nominal static stresses is already quite mastered. However, engineers are still bothered when it comes to modeling these components which have been studied for more than 50 years. This paradox can be explained by the large damping ratios joints generate in structures. The vibration level of a system is directly related to its damping ratio, i.e. its ability to dissipate or store energy. In the field of transport, among others, vibrations are unwanted because they affect the comfort of the users or the integrity of structures. A good designing of jointed structures is likely to improve the vibration behavior of mechanical systems. Nowadays, numerical calculations allow for the computing of the modes but the damping is still measured, a posteriori, through expensive tests. This is explained by the multi-scale nature and the complexity of contact physics. That is why the dynamic behavior of assembled structures remains an area of study for researchers. The work of this thesis aims to provide practical solutions for the identification and the designing of reduced order models for the dynamics of assembled structures
Nauleau, Marie-Laure. "L'efficacité énergétique dans le secteur résidentiel français : analyse des déterminants d'investissement et des politiques publiques". Paris, EHESS, 2015. https://hal.archives-ouvertes.fr/tel-01618117.
Texto completoGiven the share of the residential sector in households' energy consumption, residential energy retrofitting is a burning issue in the climate change policy strategy. All the investment barriers faced by households invite us to explore the investment factors and to assess the efficiency of public policies. In a first part, the thesis studies the investment factors by estimating a discrete choice model on data from the French annual "Energy Management" survey conducted by Ademe, particularly focusing on factors heterogeneity among retrofitting types. A second part of the thesis deals with the assessment of public policy promoting energy efficiency, both from the demand and the supply sides of the energy efficiency markets. Regarding the demand side, the thesis uses two complementary methods: an ex-post econometric study focuses on the French tax credit called Credit d'lmpot Developpement Durable implemented in 2005 while an ex-ante study uses a hybrid energy-economy model to compare different policies. Regarding the supply side, given the high degree of concentration on the energy efficiency markets, we use a theoretical model to assess public policy efficiency in the presence of three markets imperfections: the negative externality linked to C02 and the imperfections of market competition and information inducing price-quality discrimination
Ziti, Chérif. "Analyse et simulation numérique d'un système hyperbolique modélisant le comportement d'une population bactérienne". Saint-Etienne, 1987. http://www.theses.fr/1987STET4004.
Texto completoMontorio, Lucie. "Impact des changements environnementaux sur l’histoire de vie, la démographie et la dynamique de population chez les salmonidés". Thesis, Rennes, Agrocampus Ouest, 2017. http://www.theses.fr/2017NSARH104/document.
Texto completoThis thesis investigates the influence of the tactic diversity on population dynamics in two partially migratory salmonids: Atlantic salmon, Salmo salar and brown trout, Salmo trutta. These two species have high ecological and economic values but the role of migrant and resident individuals on population dynamics and resilience to environmental changes is currently largely unknown. I undertook a multidisciplinary approach combining demographic, genetic, and modeling tools to address these issues in populations from France. I found that tactic determination is partly plastic as juveniles can respond to environmental variations by migrating. In addition, this thesis showed that tactics diversity in partially migratory populations enables a better use of favorable environmental conditions and buffer the effects of unfavorable conditions on their dynamics.These two processes might promote a higher resilience of partially migratory populations to environmental change, including anthropogenic effects, than in solely migratory or resident populations. Nonetheless, given the different strategies in Atlantic salmon and brown trout, my results suggested that brown trout should have better abilities to response to environmental changes and a higher level of resilience than Atlantic salmon
Andary, Sébastien. "Contributions à la commande des systèmes mécaniques sous-actionnés : du concept à l'implémentation temps réel". Thesis, Montpellier 2, 2014. http://www.theses.fr/2014MON20110/document.
Texto completoThis thesis is focused on non linear control of underactuated mechanical systems, thoses systems with less actuators than degrees of freedom. The internal dynamics of such system is often unstable making them particulary difficult to control. Thus specific care must be taken when designing controlers for such systems. The main contribution of this thesis is the design of two new control schemes for stable limit cycles generation on all coordinates of underactuated mechanical systems. First control approach is based on partial feedback linearization and reference trajectories optimization. Second approach is based on recent work on model free control,a control scheme which doesn't require prior mathematicalmodel of the controlled system dynamics. The proposed approaches are applied to an inertiawheel inverted pendulumtestbed. Several experimental scenarios are proposed, both in numerical simulation and in realtime implementation. Obtained results demonstrate the ability of both controllers to stabilize the system around stable limit cycles and to reject external disturbances
Farah, Mohamed. "Estimation paramétrique de systèmes gouvernés par des équations aux dérivées partielles". Thesis, Poitiers, 2016. http://www.theses.fr/2016POIT2311.
Texto completoIn this manuscript, a special attention is paid to the identification of dynamic systems whose behavior is governed by partial differential equations (PDE). To achieve this, two identification algorithms are proposed. The first is an equation-error algorithm based on reinitialized partial moments whose function is to make the terms of partial derivatives disappear. The parameters of the resulting model can then be estimated by a least squares type approach. This method requires the selection of a synthesis parameter and a large number of sensors distributed over the entire geometry of the studied system. A study of the optimal choice of the synthesis parameters as well as of the influence of the number and distribution of the sensors is conducted on a numerical example. The second algorithm is associated to the PDE that can be presented by a Roesser model. Throughout this model, a fractional linear formulation is proposed and an output-error algorithm is exploited to estimate the model parameters. The initialization of this algorithm is achieved thanks to the results provided by the first algorithm. Finally, the efficiency of the two proposed approaches is shown through a numerical example of a co-current heat exchanger
Sibé, Matthieu. "L'hôpital magnétique : définition, conceptualisation, attributs organisationnels et conséquences perçues sur les attitudes au travail". Thesis, Rennes 1, 2014. http://www.theses.fr/2014REN1G031.
Texto completoMany contemporary findings are alarmed of the recurring discomfort of hospital human resources, especially against doctors and nurses, and consequently against risk of poor quality of care for patients. Adopting a more optimistic approach, American nursing scholars have highlighted since the 1980s, some magnet hospitals, able to attract and retain, and with good working and care conditions. This thesis aims to explore Magnet Hospital concept, to inform its definition and scope for hospital human resource management in France. According to a hypothetico-deductive approach, based on a review of the literature, the conceptualization begins with appropriation of synthetic Magnet Hospital model. Under a psychosocial perspective, our original research model focuses on perception of managerial magnetic attributes (transformational leadership, perceived empowerment of participation, collegial climate between doctors and nurses) and their consequences on positive job attitudes (satisfaction, commitment, intent to rest, emotional equilibrium work/family, perceived collective efficacy), at wards level. A quantitative methodology proceeds by a questionnaire of 8 ad hoc scales and interviews 133 doctors, 361 nurses, 362, auxiliary nurses, in 36 French medicine units. A set of structural equations modeling, according to Partial Least Squares, tests nature and intensity of direct and indirect relationships of perceived managerial magnetism. The statistical results show a good validity of constructs and a good fit of models. The major positive effect of magnetic managerial context is on perceived collective efficacy. Some professional differences exist about perceptions of composition and transmission of magnetic effects (via mediation of perceived collective efficacy), indicating the contingency of magnetism. These findings open managerial and scientific opportunities, emphasizing the interest for positive organizational approach of hospital
Le, Coënt Adrien. "Guaranteed control synthesis for switched space-time dynamical systems". Thesis, Université Paris-Saclay (ComUE), 2017. http://www.theses.fr/2017SACLN039/document.
Texto completoIn this thesis, we focus on switched control systems described by partial differential equations, and investigate the issues of guaranteed control of such systems using state-space decomposition methods. The use of state-space decomposition methods requires model order reduction, control of the different sources of error for quantities of interest, and measure of uncertainties on the states and parameters of the system. We are considering using set-based computation methods, in association with model order reduction techniques, along with the use of state-observers for on-line estimation of the system
Guillois, Florian. "Analyse du transport turbulent dans une zone de mélange issue de l'instabilité de Richtmyer-Meshkov à l'aide d'un modèle à fonction de densité de probabilité : Analyse du transport de l’énergie turbulente". Thesis, Lyon, 2018. http://www.theses.fr/2018LYSEC020/document.
Texto completoThe aim of the thesis is to simulate a turbulent mixing zone resulting from the Richtmyer-Meshkov instability using a probability density function (PDF) model. An emphasis is put on the analysis of the turbulent kinetic energy transport.To this end, we first highlight the link existing between the one-point statistics of the flow and its initial conditions at large scales. This link is expressed through the principle of permanence of large eddies, and allows to establish predictions for quantities of the mixing zone, such as its growth rate or its anisotropy.We then derive a Langevin PDF model which is able to reproduce this dependency of the statistics on the initial conditions. This model is then validated by comparing it against large eddy simulations (LES).Finally, an asymptotic analysis of the derived model helps to improve our understanding of the turbulent transport. A diffusion regime is identified, and the expression of the diffusion coefficient associated with this regime confirms the influence of the permanence of large eddies on the turbulent transport.Throughout this thesis, our numerical results were based on Monte Carlo simulations for the Langevin model. In this regard, we proceeded to the development of a specific Eulerian method and its comparison with Lagrangian counterparts
Michel, Thomas. "Analyse mathématique et calibration de modèles de croissance tumorale". Thesis, Bordeaux, 2016. http://www.theses.fr/2016BORD0222/document.
Texto completoIn this thesis, we present several works on the study and the calibration of partial differential equations models for tumor growth. The first part is devoted to the mathematical study of a model for tumor drug resistance in the case of gastro-intestinal tumor (GIST) metastases to the liver. The model we study consists in a coupled partial differential equations system and takes several treatments into account, such as a anti-angiogenic treatment. This model is able to reproduce clinical data. In a first part, we present the proof of the existence/uniqueness of the solution to this model. Then, in a second part, we study the asymptotic behavior of the solution when a parameter of this model, describing the capacity of the tumor to evacuate the necrosis, goes to 0. In the second part of this thesis, we present the development of model for tumor spheroids growth. We also present the model calibration thanks to in vitro experimental data. The main objective of this work is to reproduce quantitatively the proliferative cell distribution in a spheroid, as a function of the concentration of nutrients. The modeling and calibration of this model have been done thanks to experimental data consisting of proliferative cells distribution in a spheroid
Ayi, Nathalie. "Influence du stochastique sur des problématiques de changements d'échelle". Thesis, Université Côte d'Azur (ComUE), 2016. http://www.theses.fr/2016AZUR4061/document.
Texto completoThe work of this thesis belongs to the field of partial differential equations and is linked to the problematic of scale changes in the context of kinetic of gas. Indeed, knowing that there exists different scales of description for a gas, we want to link these different associated scales in a context where some randomness acts, in initial data and/or distributed on all the time interval. In a first part, we establish the rigorous derivation of the linear Boltzmann equation without cut-off starting from a particle system interacting via a potential of infinite range starting from a perturbed equilibrium. The second part deals with the passage from a stochastic BGK model with high-field scaling to a scalar conservation law with stochastic forcing. First, we establish the existence of a solution to the considered BGK model. Under an additional assumption, we prove then the convergence to a kinetic formulation associated to the conservation law with stochastic forcing. In the third part, first we quantify in the case of discrete velocities the defect of regularity in the averaging lemmas. Then, we establish a stochastic averaging lemma in that same case. We apply then the result to the context of Rosseland approximation to establish the diffusive limit associated to this model.Finally, we are interested into the numerical study of Uchiyama's model of square particles with four velocities in dimension two. After adapting the methods of simulation which were developed in the case of hard spheres, we carry out a statistical study of the limits at different scales of this model. We reject the hypothesis of a fractional Brownian motion as diffusive limit
Furlan, Marco. "Structures contrôlées pour les équations aux dérivées partielles". Thesis, Paris Sciences et Lettres (ComUE), 2018. http://www.theses.fr/2018PSLED008/document.
Texto completoThe thesis project has various possible directions: a) Improve the understanding of the relations between the theory of Regularity Structures developed by M.Hairer and the method of Paracontrolled Distributions developed by Gubinelli, Imkeller and Perkowski, and eventually to provide a synthesis. This is highly speculative and at the moment there are no clear path towards this long term goal. b) Use the theory of Paracontrolled Distributions to study different types of PDEs: transport equations and general hyperbolic evolution equation, dispersive equations, systems of conservation laws. These PDEs are not in the domain of the current methods which were developed mainly to handle parabolic semilinear evolution equations. c) Once a theory of transport equation driven by rough signals have been established it will become possible to tackle the phenomena of regularization by transport noise which for the moment has been studied only in the context of transport equations driven by Brownian motion, using standard tools of stochastic analysis. d) Renormalization group (RG) techniques and multi-scale expansions have already been used both to tackle PDE problems and to define Euclidean Quantum Field Theories. Paracontrolled Distributions theory can be understood as a kind of mul- tiscale analysis of non-linear functionals and it would be interesting to explore the interplay of paradifferential techniques with more standard techniques like cluster expansions and RG methods
Benoit, David. "Divers problèmes théoriques et numériques liés à la simulation de fluides non newtoniens". Thesis, Paris Est, 2014. http://www.theses.fr/2014PEST1004/document.
Texto completoThis thesis is devoted to the modelling, the mathematical analysis and the simulation of non-Newtonian fluids. Some fluids in an intermediate liquid-solid phase are particularly considered: aging fluids. Modelling scales are macroscopic and mesoscopic. In Chapter 1, we introduce the models and give the main results obtained. In Chapter 2, we present numerical simulations of a macroscopic two-dimensional model. The finite element method used for discretization is described. For the flow past a cylinder test-case, phenomena at play in aging fluids are observed. The Chapter 3 contains a mathematical analysis of the one-dimensional version of the system of partial differential equations used for the simulations. We show well-posedness and investigate the longtime behaviour of the solution. In the last chapter, macroscopic equations are derived from a mesoscopic equation. The mathematical analysis of this mesoscopic equation is also carried out
Schorsch, Julien. "Contributions à l'estimation paramétrique des modèles décrits par les équations aux dérivées partielles". Phd thesis, Université de Lorraine, 2013. http://tel.archives-ouvertes.fr/tel-00913579.
Texto completoCantin, Guillaume. "Étude de réseaux complexes de systèmes dynamiques dissipatifs ou conservatifs en dimension finie ou infinie. Application à l'analyse des comportements humains en situation de catastrophe". Thesis, Normandie, 2018. http://www.theses.fr/2018NORMLH16/document.
Texto completoThis thesis is devoted to the study of the dynamics of complex systems. We consider coupled networks built with multiple instances of deterministicdynamical systems, defined by ordinary differential equations or partial differential equations of parabolic type, which describe an evolution problem.We study the link between the internal dynamics of each node in the network, its topology, and its global dynamics. We analyze the coupling conditions which favor a particular dynamics at the network's scale, and study the impact of the interactions on the bifurcations identified on each node. In particular, we consider coupled networks of reaction-diffusion systems; we analyze their asymptotic behavior by searching positively invariant regions, and proving the existence of exponential attractors of finite fractal dimension, derived from energy estimates which suggest the dissipative nature of those networks of reaction-diffusion systems.Our framework includes the study of multiple applications. Among them, we consider a mathematical model for the geographical analysis of behavioral reactions of individuals facing a catastrophic event. We present the modeling choices that led to the study of this evolution problem, and its mathematical study, with a stability and bifurcation analysis of the equilibria. We highlight the decisive role of evacuation paths in coupled networks built from this model, in order to reach the expected equilibrium corresponding to a global return of all individuals to the daily behavior, avoiding a propagation of panic. Furthermore, the research of emergent periodic solutions in complex networks of oscillators brings us to consider coupled networks of hamiltonian systems, for which we construct polynomial perturbationswhich provoke the emergence of limit cycles, question which is related to the sixteenth Hilbert's problem
Darrigade, Léo. "Modélisation du dialogue hôte-microbiote au voisinage de l’épithélium de l'intestin distal". Thesis, université Paris-Saclay, 2020. http://www.theses.fr/2020UPASM008.
Texto completoHuman health and physiology relie both on human cells activity and on intestinal microbiota activity, as well as on their interactions. In Mammals, the intestinal epithelium is very densely folded, and the smallest fold is called the intestinal crypt. It is also the simplest unit of the host-microbiota crosstalk. The size of a crypt, which is made of approximately 700 cells, and the detailed knowledge that we have of its functionning are amenable to build a detailed mathematical model. We constructed an individual-based model of epithelial cells interacting with chemicals produced by the microbiota which diffuse in the crypt lumen. This model is formalised as a piecewise determinist Markov process. It accounts for: local interactions due to cell contact (among which are mechanical interactions); cell proliferation, differenciation and extrusion which are regulated spatially or by chemicals concentrations; chemicals diffusing and reacting with cells. We demonstrate the convergence of the stochastic individual-based model to a deterministic model under the assumption of large population. A second limit model is obtained formally when the size of cells goes to 0. We aim at obtaining deterministic limit model because they can be simulated much faster, and can be used to improve understanding of the stochastic model or can be coupled with a model of the whole colon. The three models are implemented, convergence of models is shown numerically, and simulations of the individual-based model are analysed to show that qualitative behaviour of the crypt is reproduced
Ben, Saad Lakhal Asma. "Etudes sur le rôle de l'immobilier dans la stabilité économique et financière en France". Thesis, Orléans, 2018. http://www.theses.fr/2018ORLE0502.
Texto completoThis thesis contributes to the topical debate on the role of real estate in the economic condition as well as in the stability of the financial system. After highlighting the scale of a real estate crisis, we evaluate the impact of a real estate price shock on the business cycle (Chapter 1). We show that, in France, the housing wealth effect is more important than the equity wealth effect. We conclude that housing prices significantly impact the business cycle. Then, we measure the impact of activity in the real estate sector on overall economic activity (Chapter 2). Our empirical research proves that residential investment only plays a minor role in the cyclical fluctuation. The two most influential components in the business cycle are the trade balance and household consumption. Finally, we expose the role of residential real estate in the stability of the French financial system (Chapter 3). We analyze the dynamic interaction between the housing credit market and the evolution of real estate prices. This interaction generates the vicious spiral that explains the formation of property bubbles. This is why we are interested in the evaluation of monetary and macroprudential policies effectiveness to control the evolutions of real estate prices. Our results show that the down-payment rate is the most appropriate instrument to achieve this objective
Bou, habib Chadi. "Flux internationaux, hypertrophie bancaire et syndrome hollandais dans les petites économies ouvertes". Thesis, Lyon 2, 2012. http://www.theses.fr/2012LYO22014/document.
Texto completoForeign financial inflows have developed quickly in the past 40 years. These inflows have increased the ability of the banking sector to further finance domestic demand. The transformation of foreign financial inflows into an income and demand shock generates Dutch Disease adjustments; with change in relative prices and adjustments in the productive system, resources movement, and change in the absolute and relative remunerations of factors of production. The phenomenon is of great importance in the case of small open economies that are price takers in the international market and exposed to exogenous shocks. We conceptualize the transmission of the shock and the adjustments over different time horizons for an economy composed of two sectors; one producing traded goods and the other producing non-traded goods. This economy is endowed with two factors of production, labor and capital, substitutable and mobile as time elapses. We experiment this conceptual framework in the cases of Lebanon, Luxemburg, and Iceland; the three economies having large banking sectors and benefiting from large foreign financial inflows prior to the 2008 crisis. We find that the direction and intensity of adjustments over the medium term depend on the differential of capital intensity between sectors. Over the longer term, the supply of factors of production would change. We also simulate the impact of policy choices, with focus on reserves policies, policies of money and credit, fiscal policies, and structural policies. The combination of measures leads to better results without putting the burden of the mitigation of adjustments on one single policy instrument
Su, Xiaoshan. "Three Essays on the Design, Pricing, and Hedging of Insurance Contracts". Thesis, Lyon, 2019. http://www.theses.fr/2019LYSE2065.
Texto completoThis thesis makes use of some theoretical tools in finance, decision theory, machine learning, to improve the design, pricing and hedging of insurance contracts. Chapter 3 develops closed-form pricing formulas for participating life insurance contracts, based on matrix Wiener-Hopf factorization, where multiple risk sources, such as credit, market, and economic risks, are considered. The pricing method proves to be accurate and efficient. The dynamic and semi-static hedging strategies are introduced to assist insurance company to reduce risk exposure arising from the issue of participating contracts. Chapter 4 discusses the optimal contract design when the insured is third degree risk averse. The results showthat dual limited stop-loss, change-loss, dual change-loss, and stop-loss can be optimal contracts favord by both of risk averters and risk lovers in different settings. Chapter 5 develops a stochastic gradient boosting frequency-severity model, which improves the important and popular GLM and GAM frequency-severity models. This model fully inherits advantages ofgradient boosting algorithm, overcoming the restrictive linear or additive forms of the GLM and GAM frequency-severity models, through learning the model structure from data. Further, our model can also capture the flexible nonlinear dependence between claim frequency and severity
Obrecht, Caroline. "Sur l'approximation modulationnelle du problème des ondes de surface : Consistance et existence de solutions pour les systèmes de Benney-Roskes / Davey-Stewartson à dispersion exacte". Thesis, Paris 11, 2015. http://www.theses.fr/2015PA112121/document.
Texto completoThis thesis is concerned with asymptotic models to the water wave equations in the modulational regime. The water wave equations describe the motion - under the influence of gravity and possibly surface tension - of an inviscid fluid in a domain which is bounded by a fixed bottom from below and the free surface of the fluid from above. In the study of the water wave problem, one is in particular interested by waves propagating on the surface of the fluid.In the modulational regime, one considers the evolution of surface waves under the form of small amplitude wave packets traveling in one direction. It is well known that the evolution of the wave packet envelope on the long time scale t = O(1/ϵ²), where ϵ is a small parameter denoting the amplitude of the wave, is approximately governed by a set of equations known as the Benney-Roskes (BR) / Davey-Stewartson (DS) systems. These systems are essentially given by a cubic Schrödinger-type equation coupled to a wave equation. The classical BR / DS approximation is well established and has been largely studied in the past decades. Recently, David Lannes has introduced a "full dispersion" version of these systems. In contrast to the standard BR / DS equations, the full dispersion systems preserve the linear dispersion relation of the full water wave equations, and should therefore give a richer description of the original wave dynamics than the classical approximation.The full dispersion BR / DS systems are studied in this thesis. In the first part, we formally derive the full dispersion BR / DS approximation from the water wave equations both in the case of zero and positive surface tension. The formal derivation is completed by a consistency result.We then study well-posedness in Sobolev space of the full dispersion BR system. In order to justify consistency of the BR approximation with the full water wave equations, one needs to show that the BR system is well posed on a time scale of order O(1/ϵ). This is an open problem even in the classical case, at least for the 1 + 2 dimensional system. We also do not obtain well-posedness on the long time scale for the full dispersion BR system, but we can show that it is locally well-posed in the case of sufficiently strong surface tension, and additionally in the zero surface tension case if we restrict ourselves to the 1+1 dimensional system. The proof is inspired by a paper of Schochet-Weinstein, and is based on writing the full dispersion BR system as a quasilinear symmetric hyperbolic system with dispersive perturbation, where the dispersive terms do not contribute to the energy. We can therefore apply classical solution methods for hyperbolic systems.By modifying the nonlinear part of the 1+1 dimensional full dispersion BR system without changing consistency, we obtain a system that is well-posed on the appropriate O(1/ϵ) time scale. This approach however does not generalize to the 1+2 dimensional case.In the last chapter of the thesis, we give some results on the full dispersion DS systems, which are obtained as special limits of the full dispersion BR system. For these systems, it is sufficient to prove local well-posedness in order to show consistency with the water wave equations. For the standard DS systems, local well-posedness theory is quite complete. For the full dispersion systems, the analysis is complicated by some nonlocal operators and the equations seem to be generally ill-posed. There are however some simple cases where local well-posedness can be shown. We also discuss some modifications of the full dispersion DS system that might allow to solve it for a larger range of parameters
Cousin, Bernard. "Méthodologie de validation des systèmes structurés en couches par réseaux de Petri : application au protocole Transport". Phd thesis, Université Pierre et Marie Curie - Paris VI, 1987. http://tel.archives-ouvertes.fr/tel-00864063.
Texto completoSalou, Thibault. "Combiner Analyse du Cycle de Vie et modèles économiques pour l’évaluation ex-ante d’instruments de politiques publiques – Application au secteur laitier français". Thesis, Rennes, Agrocampus Ouest, 2017. http://www.theses.fr/2017NSARE045/document.
Texto completoLife Cycle Assessment (LCA) is a multicriteria method to assess environmental impacts of goods and services. In its early stages, LCA, known as Attributional (ALCA), was used to assess environmental impacts in a status-quo situation for benchmarking, environmental communication and product development. Recent methodological developments led to Consequential LCA (CLCA), which aims to quantify direct and indirect impacts of changes, through market mechanisms, allowing for public policy assessment. The aim of this Ph.D. thesis is to develop a methodological framework to assess public policy instruments in the livestock sector by combining LCA and economic modellingThis thesis is organized into three axes: i) identification and characterization of environmental performances of dairy production technologies through ALCA; ii) adaptation of MATSIM-LUCA economic model to the needs of the thesis; iii) environmental impact assessment through CLCA of dairy quota removal and implementation of a grass premium in the European Union. This work provides i) initial development of a methodological framework for assessing public policy instruments in the livestock sector and ii) identification of several improvements needed to make the method operational for stakeholders
Schorsch, Julien. "Contributions à l'estimation paramétrique des modèles décrits par les équations aux dérivées partielles". Electronic Thesis or Diss., Université de Lorraine, 2013. http://www.theses.fr/2013LORR0143.
Texto completoA large variety of natural, industrial, and environmental systems involves phenomena that are continuous functions not only of time, but also of other independent variables, such as space coordinates. Typical examples are transportation phenomena of mass or energy, such as heat transmission and/or exchange, humidity diffusion or concentration distributions. These systems are intrinsically distributed parameter systems whose description usually requires the introduction of partial differential equations. There is a significant number of phenomena that can be simulated and explained by partial differential equations. Unfortunately all phenomena are not likely to be represented by a single equation. Also, it is necessary to model the largest possible number of behaviors to consider several classes of partial differential equations. The most common are linear equations, but the most representative are non-linear equations. The nonlinear equations can be formulated in many different ways, the interest in nonlinear equations with linear parameters varying is studied. The aim of the thesis is to develop new estimators to identify the systems described by these partial differential equations. These estimators must be adapted with the actual data obtained in experiments. It is therefore necessary to develop estimators that provide convergent estimates when one is in the presence of missing data and are robust to measurement noise. In this thesis, identification methods are proposed for partial differential equation parameter estimation. These methods involve the introduction of estimators based on the instrumental variable technique
Jeunesse, Paulien. "Estimation non paramétrique du taux de mort dans un modèle de population générale : Théorie et applications. A new inference strategy for general population mortality tables Nonparametric adaptive inference of birth and death models in a large population limit Nonparametric inference of age-structured models in a large population limit with interactions, immigration and characteristics Nonparametric test of time dependance of age-structured models in a large population limit". Thesis, Paris Sciences et Lettres (ComUE), 2019. http://www.theses.fr/2019PSLED013.
Texto completoIn this thesis, we study the mortality rate in different population models to apply our results to demography or biology. The mathematical framework includes statistics of process, nonparametric estimations and analysis.In a first part, an algorithm is proposed to estimate the mortality tables. This problematic comes from actuarial science and the aim is to apply our results in the insurance field. This algorithm is founded on a deterministic population model. The new estimates we gets improve the actual results. Its advantage is to take into account the global population dynamics. Thanks to that, births are used in our model to compute the mortality rate. Finally these estimations are linked with the precedent works. This is a point of great importance in the field of actuarial science.In a second part, we are interested in the estimation of the mortality rate in a stochastic population model. We need to use the tools coming from nonparametric estimations and statistics of process to do so. Indeed, the mortality rate is a function of two parameters, the time and the age. We propose minimax optimal and adaptive estimators for the mortality and the population density. We also demonstrate some non asymptotics concentration inequalities. These inequalities quantifiy the deviation between the stochastic process and its deterministic limit we used in the first part. We prove that our estimators are still optimal in a model where the mortality is influenced by interactions. This is for example the case for the logistic population.In a third part, we consider the testing problem to detect the existence of interactions. This test is in fact designed to detect the time dependance of the mortality rate. Under the assumption the time dependance in the mortality rate comes only from the interactions, we can detect the presence of interactions. Finally we propose an algorithm to do this test
Coullon, Hélène. "Modélisation et implémentation de parallélisme implicite pour les simulations scientifiques basées sur des maillages". Thesis, Orléans, 2014. http://www.theses.fr/2014ORLE2029/document.
Texto completoParallel scientific computations is an expanding domain of computer science which increases the speed of calculations and offers a way to deal with heavier or more accurate calculations. Thus, the interest of scientific computations increases, with more precised results and bigger physical domains to study. In the particular case of scientific numerical simulations, solving partial differential equations (PDEs) is an especially heavy calculation and a perfect applicant to parallel computations. On one hand, it is more and more easy to get an access to very powerfull parallel machines and clusters, but on the other hand parallel programming is hard to democratize, and most scientists are not able to use these machines. As a result, high level programming models, framework, libraries, languages etc. have been proposed to hide technical details of parallel programming. However, in this “implicit parallelism” field, it is difficult to find the good abstraction level while keeping a low programming effort. This thesis proposes a model to write implicit parallelism solutions for numerical simulations such as mesh-based PDEs computations. This model is called “Structured Implicit Parallelism for scientific SIMulations” (SIPSim), and proposes an approach at the crossroads of existing solutions, taking advantage of each one. A first implementation of this model is proposed, as a C++ library called SkelGIS, for two dimensional Cartesian meshes. A second implementation of the model, and an extension of SkelGIS, proposes an implicit parallelism solution for network-simulations (which deals with simulations with multiple physical phenomenons), and is studied in details. A performance analysis of both these implementations is given on real case simulations, and it demonstrates that the SIPSim model can be implemented efficiently
Afsi, Nawel. "Contrôle des procédés représentés par des équations aux dérivées partielles". Thesis, Lyon, 2020. http://www.theses.fr/2020LYSE1033.
Texto completoThis work aims to control the processes represented by partial differential equations. Two processes were considered. The first process is a batch crystallization process. The aim of the control is to generate a crystal size distribution (CSD) with an appropriate mean size. First, we used a high gain cascade observer to estimate this average size using only the crystallizer temperature and solute concentration. Then, different scenarios were tested to compare the performance of the different structures of the control system without a model. The second process treated is a lactide polymerization process. This reaction is very sensitive to impurities. So, two control strategies were proposed to restore the nominal conditions in case of drift, which are the dynamic optimization and predictive control
Dhima, Julien. "Evolution des méthodes de gestion des risques dans les banques sous la réglementation de Bale III : une étude sur les stress tests macro-prudentiels en Europe". Thesis, Paris 1, 2019. http://www.theses.fr/2019PA01E042/document.
Texto completoOur thesis consists in explaining, by bringing some theoretical elements, the imperfections of EBA / BCE macro-prudential stress tests, and proposing a new methodology of their application as well as two specific stress tests in addition. We show that macro-prudential stress tests may be irrelevant when the two basic assumptions of the Gordy-Vasicek core model used to assess banks regulatory capital in internal methods (IRB) in the context of credit risk (asymptotically granular credit portfolio and presence of a single source of systematic risk which is the macroeconomic conjuncture), are not respected. Firstly, they exist concentrated portfolios for which macro-stress tests are not sufficient to measure potential losses or even ineffective in the case where these portfolios involve non-cyclical counterparties. Secondly, systematic risk can come from several sources; the actual one-factor model doesn’t allow a proper repercussion of the “macro” shocks. We propose a specific credit stress test which makes possible to apprehend the specific credit risk of a concentrated portfolio, as well as a specific liquidity stress test which makes possible to measure the impact of liquidity shocks on the bank’s solvency. We also propose a multifactorial generalization of the regulatory capital valuation model in IRB, which allows applying macro-stress tests shocks on each sectorial portfolio, stressing in a clear, precise and transparent way the systematic risk factors impacting it. This methodology allows a proper impact of these shocks on the conditional probability of default of the counterparties of these portfolios and therefore a better evaluation of the capital charge of the bank
Salameh, Farah. "Méthodes de modélisation statistique de la durée de vie des composants en génie électrique". Phd thesis, Toulouse, INPT, 2016. http://oatao.univ-toulouse.fr/16622/1/Salameh_Farah.pdf.
Texto completoKurbatova, Polina. "Modélisation hybride de l’érythropoïèse et des maladies sanguines". Thesis, Lyon 1, 2011. http://www.theses.fr/2011LYO10258/document.
Texto completoThis dissertation is devoted to the development of new methods of mathematical modeling in biology and medicine, off-lattice discrete-continuous hybrid models, and their applications to modelling of hematopoiesis and blood disorders, such as leukemia and anemia. In this approach, biological cells are considered as discrete objects while intracellular and extracellular networks are described with continuous models, ordinary or partial differential equations. Cells interact mechanically and biochemically between each other and with the surrounding medium. They can divide, die by apoptosis or differentiate. Their fate is determined by intracellular regulation and influenced by local control from the surrounding cells or by global regulation from other organs. In the first part of the thesis, hybrid models with off-lattice cell dynamics are introduced. Model examples specific for biological processes and describing competition between cell proliferation and apoptosis, proliferation and differentiation and between cell cycling and quiescent state are investigated. Biological pattern formation with hybrid models is discussed. Application to bacteria filament is illustrated. In the next chapter, hybrid model are applied in order to model erythropoiesis, red blood cell production in the bone marrow. The model includes immature blood cells, erythroid progenitors, which can self-renew, differentiate or die by apoptosis, more mature cells, reticulocytes, which influence erythroid progenitors by means of growth factor Fas-ligand, and macrophages, which are present in erythroblastic islands in vivo. Intracellular and extracellular regulation by proteins and growth factors are specified and the feedback by the hormones erythropoietin and glucocorticoids is taken into account. The role of macrophages to stabilize erythroblastic islands is shown. Comparison of modelling with experiments on anemia in mice is carried out. The following chapter is devoted to leukemia modelling and treatment. Erythroleukemia, a subtype of Acute Myeloblastic Leukemia (AML), develops due to insufficient differentiation of erythroid progenitors and their excessive slef-renewal. A Physiologically Based Pharmacokinetics-Pharmacodynamics (PBPKPD) model of leukemia treatment with AraC drug and chronotherapeutic treatments of leukemia are examined. Comparison with clinical data on blast count in blood is carried out. The last chapter deals with the passage from a hybrid model to a continuous model in the 1D case. A convergence theorem is proved. Numerical simulations confirm a good agreement between these approaches
Baptiste, Julien. "Problèmes numériques en mathématiques financières et en stratégies de trading". Thesis, Paris Sciences et Lettres (ComUE), 2018. http://www.theses.fr/2018PSLED009.
Texto completoThe aim of this CIFRE thesis is to build a portfolio of intraday algorithmic trading strategies. Instead of considering stock prices as a function of time and a brownian motion, our approach is to identify the main signals affecting market participants when they operate on the market so we can set up a prices model and then build dynamical strategies for portfolio allocation. In a second part, we introduce several works dealing with asian and european option pricing
Picart, Delphine. "Modélisation et estimation des paramètres liés au succès reproducteur d'un ravageur de la vigne (Lobesia botrana DEN. & SCHIFF.)". Phd thesis, Université Sciences et Technologies - Bordeaux I, 2009. http://tel.archives-ouvertes.fr/tel-00405686.
Texto completoAuphan, Thomas. "Analyse de modèles pour ITER ; Traitement des conditions aux limites de systèmes modélisant le plasma de bord dans un tokamak". Phd thesis, Aix-Marseille Université, 2014. http://tel.archives-ouvertes.fr/tel-00977893.
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