Dissertations / Theses on the topic 'Internet – Modèles mathématiques'
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Malouch, Naceur. "Modélisation et optimisation de mécanismes de services à valeur ajoutée dans Internet." Nice, 2003. http://www.theses.fr/2003NICE4003.
Full textIn this thesis, we study two paradigms that aim to improve the best-effort service provided by the TCP/IP protocols of the Internet network. The thesis is organized in two parts. In the first part, we study differentiated services mechanisms. In particular, we develop models to evaluate the performance of TCP protocol in networks with multiple levels of assurance. We also use the model to investigate the problem of setting the parameters of routers with two drop probability functions. In the second part, we study overlay multicast, a new approach to improve the quality perceived by multicast applications. This approach requires the design of specific algorithms to optimize end-to-end delays and bandwidths. We propose and evaluate analytically and by simulation algorithms for overlay construction adapted to this kind of applications
Meng, Anbo. "Contribution à la modélisation et l'implémentation d'un système d'e-Education basé sur les multi-agents." Metz, 2006. http://docnum.univ-lorraine.fr/public/UPV-M/Theses/2006/Meng.Anbo.SMZ0636.pdf.
Full textThe goal of this PhD thesis is develop an intelligent, flexible, personalized and open e-Education environment so as to provide an efficient mechanism to personalize the learner's learning process and the teacher's pedagogic process, diversify the learning paradigms and facilitate the development of the teaching and learning materials. To achieve such goal, this thesis explored and adopted a series of innovative methodologies, théories, algorithmes, and technologies derived from multidiscipline such as Multi-Agent, system, learning Object, cognitive theorue, genetic algorithm, eXentensible Markup Langaguage, J2EE and so on. In particular, this dissertation concentrates on the approch of MAS as a container and supporting environment to integrating and encapsulating the above mentioned technologies and methodologies, as well as to modeling and implementating several typical e-Education applications different levels and different contexts in terms of content authoring, individual and collective learning, expertise peer help finding, and test generation, delivery, assessment in distributed learning environment after deliberately taking into consideration the obvious advantage of MAS in terms of autonomy, procativeness, social ability and reactivity, To verify and validate the feasibility and efficiency of the models proposed in thisthesis, part of the models have been implementted and simulated with the JADE framework. The final simulation results demonstrate the rationality and feasibility of applying multi-agent system technology to modeling and implementing large-scale and complex e-Education system in distributed environment
Nel, François. "Suivi de mouvements informationnels : construction, modélisation et simulation de graphes de citations, application à la détection de buzz." Paris 6, 2011. http://www.theses.fr/2011PA066541.
Full textMaureira, Juan-Carlos. "Internet on rails." Nice, 2011. https://tel.archives-ouvertes.fr/tel-00594951.
Full textThis thesis proposes a new method for providing network connectivity to vehicles over a predefined trajectory (trains, metros, urban buses, etc. ). The communication between the vehicle and the infrastructure network is based only on WiFi technology. The contributions of this work are two-folds : the horizontal handover (between WiFi access points) and the design and analysis of an infrastructure network (backbone network plus WiFi access network) deployed along the trajectory of the vehicle. In the first contribution, we propose a handover scheme, called Spiderman Handover, which describes the horizontal handover for an in-motion network (on-board the vehicle) considering a procedure to update the routing information of a bridged infrastructure network (ISI layer 2). We evaluate our proposal by means of simulation and we validate our results by experimental measurements. In the second contribution, we study theoretically the parameters of several chordal like topologies in order to build a backbone network for a linear access network. By comparing these parameters, we propose a backbone network composed by a combination of two chordal topologies. This backbone network provides a good balance between their deployment cost, number of hops to the gateway of the network and a reasonable resilience. Finally, we evaluate the integration of this infrastructure network and the handover scheme by means of simulations. Results showed that the proposed handover scheme works properly on the proposed infrastructure network, allowing the provision of a continuous network connectivity to passengers on-board trains, metros or urban buses
Weisser, Marc-Antoine. "La qualité de service dans le réseau inter-domaine Internet : algorithmes et modélisation." Versailles-St Quentin en Yvelines, 2007. http://www.theses.fr/2007VERS0032.
Full textThe Internet is a network composed of more than 20,000 independant networks. The are inter-connectrd and built the inter-domain network. Packets passing through the network follow a path selected by BGP wich can be composed of many domains. No information concerning the qualité of the path is spread into the network. In this thesis, we study two approaches to introduce the quality of service into the inter-domain network. Each approach is built on the information collected by BGP, without lodification of the protocol. The proposed algorithms use a small quantity of information and we show that they are efficient. The first approach is a mechanism based on alert messages diffusion. It allows client domains to be aware when some of there provider domains are congested and to adapt their paths to avoid the congestion. The sedoncd approach is a multi-constraint path selection mechanism. It respects the limitations of the inter-domain network such as the opacity of domains. For both approaches we produice theoretical results on the complexity of the studied problems and simulations showing the efficient behaviour of our solutions. To built simulation models, we need topologies wich are representative ot hr inter-domain network and its hierarchical structure. Because a such generator did not exist, we write it (SHIIP software). We propose in this thesis two mechanisms to introducs the quality of service in the internet and a model of random topology representative of the hierarchical structure of the inter-domain network
Oktaei, Parnian, and Parnian Oktaei. "Physical internet enabled transit centers : business modeling and profitability assessment." Master's thesis, Université Laval, 2015. http://hdl.handle.net/20.500.11794/26411.
Full textDans cette recherche, la modélisation d'affaires des centres de transit de l'Internet physique (PI, π) est étudiée dans le but d'aider les gestionnaires de la logistique, les analystes d'affaires et les investisseurs potentiels à avoir une analyse profonde et rapide des principaux aspects d'affaires de ces unités d'affaires. La première partie de cette étude examine les aspects critiques de conception de l'entreprise qu’est un π-transit. Pour atteindre cet objectif, le canevas de modèle d’affaires proposé par Osterwalder et Pigneur (2010) est utilisé pour développer un modèle d'affaires pour cette composante spécifique de l'Internet Physique. La deuxième partie de cette recherche étudie l'effet de l'emplacement sur le modèle d'affaires du π-transit. Un cadre conceptuel est élaboré pour identifier les différents composants affectant le modèle d'affaires d'un π-transit, chacun étant divisé en éléments particuliers. L'impact de la localisation d’un π-transit sur son modèle d'affaires est analysé pour chaque élément à travers un ensemble d'indicateurs. Le modèle est ensuite appliqué pour analyser l'environnement d’affaires pour des sites situés dans les régions métropolitaines. La dernière partie de la recherche étudie l'effet d'un ensemble de facteurs de localisation sur le profit potentiel d’un π-transit. Un modèle analytique est développé et validé par le biais de corrélations et de régressions étant donné un ensemble de données empiriques d’une expérience de simulation à grande échelle.
In this research, the business modeling of Physical Internet (PI, π) enabled transit centers is investigated with the goal of helping logistics managers, business analysts and potential investors to have a deep and quick scan over the key business aspects of these business units. The first part of this research investigates critical business aspects of π-transit related to its specific design. To reach this goal, the Business Model Canvas proposed by Osterwalder and Pigneur (2010) is used to develop a business model for this specific Physical Internet component. The second part of this research investigates the effect of location on the π-transit business model. A conceptual framework is elaborated to identify the various components affecting a π-transit’s business model, each one being divided into elements. The impact of location on the business model is analyzed for each element through a set of indicators. The framework is then applied for analyzing the business environment of sites located in metropolitan areas. The last part of the research investigates the effect of a set of location factors on the potential for profitability of π-transits. An analytical model is developed and validated through correlation and regression analyses using data from a large-scale simulation experiment.
In this research, the business modeling of Physical Internet (PI, π) enabled transit centers is investigated with the goal of helping logistics managers, business analysts and potential investors to have a deep and quick scan over the key business aspects of these business units. The first part of this research investigates critical business aspects of π-transit related to its specific design. To reach this goal, the Business Model Canvas proposed by Osterwalder and Pigneur (2010) is used to develop a business model for this specific Physical Internet component. The second part of this research investigates the effect of location on the π-transit business model. A conceptual framework is elaborated to identify the various components affecting a π-transit’s business model, each one being divided into elements. The impact of location on the business model is analyzed for each element through a set of indicators. The framework is then applied for analyzing the business environment of sites located in metropolitan areas. The last part of the research investigates the effect of a set of location factors on the potential for profitability of π-transits. An analytical model is developed and validated through correlation and regression analyses using data from a large-scale simulation experiment.
Djebbari, Fanny. "Une analyse microéconomique des effets de l'information et de la notoriété dans le commerce électronique en présence de comparateurs de prix." Caen, 2005. http://www.theses.fr/2005CAEN0626.
Full textAssossou, Didier. "Contribution à une méthode de modélisation et de conception des applications hypermédia." Dijon, 2002. http://www.theses.fr/2002DIJOS074.
Full textSalah, Brahim Abdelhamid. "Diffusion d'information et structure en communautés dans un réseau de blogs." Paris 6, 2011. http://www.theses.fr/2011PA066579.
Full textDehors, Sylvain. "Exploiting semantic web and knowledge management technologies for e-learning." Nice, 2007. http://www.theses.fr/2007NICE4006.
Full textThis work explores the potential applications of semantic web and knowledge management technologies for e-learning systems for accessing courses. It particularly addresses the difficult problem of reusing existing resources. In this scope, we propose a methodology and an associated system (QBLS) relying on cutting-edge semantic web tools and formalisms, that particularly develops three aspects: Reusing existing pedagogical resources through a process called "semantization". Pedagogical content is semi-automatically annotated with ontological concepts, from several points of view (domain, pedagogy, structure). It aims at contextualizing the material with regard to the teacher's conceptualization and pedagogical strategy. Exploiting annotated pedagogical resources in dynamic web interfaces. We show how semantic web technologies efficiently perform inferences based on ontological knowledge to personalize and adapt courses. The interest of semantic web standards (OWL, RDF, SPARQL) is highlighted in a practical perspective, relying on the deployment of the semantic search engine Corese. Tracking learner activity and analysis of this activity. We explore the potential of graphic based visualization and inferences to manually or automatically analyze activity traces on a semantized course. The theoretical proposal is supported by our implementation of the Question Based Learning System where learning resources available on the web are reused, annotated and exploited in real world experiments using semantic web technologies. The practical examples mentioned in this work are illustrated by two experiments conducted at the EPU of Nice Sophia-Antipolis
Labroche, Nicolas. "Modélisation du système de reconnaissance chimique des fourmis pour le problème de la classification non-supervisée : application à la mesure d'audience sur internet." Tours, 2003. http://www.theses.fr/2003TOUR4033.
Full textIn this thesis, we model the chemical recognition system of ants to develop a new unsupervised clustering method, applied to the web usage mining problem. The biological principles of the model allowed us on the one hand to develop an artificial life simulator able to reproduce real ants experiments and on the other hand to set the basis of our clustering algorithm AntClust and Visual AntClust. These algorithms associate one object to the genome of an artificial ant and simulate meetings between them. The gathering of artificial ants with similar odours in the same nest builds the expected partition of the objects. We associate Antclust to a multi-modal representation of the web sessions and an adapted similarity measure to help understanding the web users behaviours
Wang, Xiaomin. "Décider du type de distribution de degré d'un graphe (réseau) à partir des mesures traceroute-like." Paris 6, 2011. http://www.theses.fr/2011PA066608.
Full textNya, Kamtchoum Narcisse. "Modèles multicellulaires pour les réseaux mobiles 4G." Electronic Thesis or Diss., Sorbonne université, 2018. http://www.theses.fr/2018SORUS079.
Full textIn order to meet the ever-increasing need for bandwidth and to offer ever more services, wherever users are, cellular networks are rapidly evolving towards technologies characterized by an increasingly sophisticated radio interface. For example, while the deployment of 4G networks was just beginning, operators already planned the first updates to LTE-A solutions and 5G technologies are currently receiving active attention. These rapid changes are motivated by the explosion of mobile traffic, as shown by numerous studies and observations on current networks. Users equipped with smartphones, tablets, and other mobile devices mainly generate this traffic. However most of models for cellular networks in literature do not take into account mobility of users. Authors who have tried to take into account users' mobility, propose models based on hypotheses like users moving with infinite speed. In this thesis we have developed analytical models for 4G and 5G cellular networks taking into account user mobility in a realistic way. The proposed models were designed to be simple and easy to solve, allowing users and networks performance to be evaluated almost instantaneously. Our first analysis and results where on the impact of mobility in dense LTE-A networks with small cells. We developed two models to access static users performance in small cell with mixed users (static and mobile users). The first model is based on Markov chains and the second one on Processor-Sharing queue. Our second analysis and results where on LTE/LTE-A macrocells with two coding zones and visited by mobile users. We proposed a model based on queuing theory to study the performance of mobile users in a LTE/LTE-A macrocell with different radio conditions over its coverage area. Then, we have then extended these models to the case of homogeneous cellular networks where cells are statistically identical. These models allowed us to show the positive impact of user mobility on performance in a cell or in a network. Moreover, we showed that this performance gain was not a monotonous function of user mobility, which is an important result showing the impact of hard handover implemented in LTE and LTE-A networks on performance. Finally, we turned our attention to heterogeneous networks with different type of cells and visited by users with different profiles (speed, amount of data to be transferred)
Gu, Wei. "Robustness against interference in Internet of Things." Thesis, Lille 1, 2012. http://www.theses.fr/2012LIL10195/document.
Full textInternet of Things brought great interests in recent years for its attractive applications and intelligent structure. However, the implementation of sensor networks still presents important challenges such as the generation of Multiple-Access-Interference (MAI) with impulsive nature and the relatively high energy consumption. Both the MAI and the thermal noise should be considered due to their strong impairments each may cause on the communication quality. We employ the stable and Gaussian distributions to model the MAI and the thermal noise respectively. Firstly we study the performance of turbo codes in the direct link and we propose the p-norm as a decoding metric. This metric allows a considerable error correction performance improvement which is close to the optimal decoder. Then we investigate cooperative communications. The probability densities in the decision statistic of the optimal receiver are estimated using importance sampling approach when both the stable and Gaussian noises are present. Such a method is computationally expensive. Hence we develop an approximation approach based on the Normal Inverse Gaussian (NIG) distribution. This solution is efficient for calculation and is proximate to the optimal receiver. In addition we show that the p-norm receiver has robust performance no matter what kind of noise is dominant. At last we combine the channel coding and cooperative communication works to establish a distributed channel coding strategy. Through some simulation assessments, the energy saving strategy can be realized by choosing an appropriate distributed channel coding scheme based on the direct link quality and target bit error rate
Lteif, Ralph. "Modélisation et analyse mathématique de modèles en océanographie." Thesis, Université Grenoble Alpes (ComUE), 2016. http://www.theses.fr/2016GREAM041/document.
Full textThis thesis is dedicated to the modeling and the mathematical analysis of asymptotic models used in oceanography describing the propagation of internal waves at the interface between two layers of fluids of different densities, under the only influence of gravity.We aim here at constructing and justifying new asymptotic models taking into account variable topography. To this end, we assume several smallness assumptions on the depth of the water and on the deformations at the interface and at the bottom. We are interested in two topographic regimes, one for variations of medium amplitude and one for slow variations with large amplitude.In the first part of this thesis we rigorously justify and mathematically study (existence, uniqueness, stability and convergence of the solution) two classes of asymptotic models. A class of coupled models and a class of scalar models. The latter class is characterized by the description of the propagation of unidirectional internal waves. In the second part we propose a numerical resolution for the coupled asymptotic model derived in the first part restricted to the flat bottom case. This existing model in the literature has been rewritten under a new formulation more suitable for numericalresolution with the same order of precision as the standard one but with improved frequency dispersion. Finally, we present several numerical simulations to validate our scheme
De, Smet Yves. "A multicreteria perspective on reverse auctions." Doctoral thesis, Universite Libre de Bruxelles, 2005. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210974.
Full textDoctorat en sciences appliquées
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Blaise, Jean-Yves. "Le formalisme objet appliqué à l'étude de l'édifice patrimonial : Problèmes de modélisation et d'échanges de données sur le réseau Internet." Phd thesis, Aix-Marseille 3, 2003. http://tel.archives-ouvertes.fr/tel-00268228.
Full textNous montrons qu'une analyse a priori du corpus d'éléments physiques formant l'édifice peut grandement en faciliter l'étude. Mesure, représentations et documentation, trois exemples d'applications abordés, deviennent dans ce cadre des processus visant à renseigner le modèle et ses instances. Nous montrons que la compréhension globale de l'édifice bâti et de son évolution est mieux assurée.
Duchêne, Vincent. "Ondes internes en océanographie et cristaux photoniques : une approche mathématique." Phd thesis, Université Pierre et Marie Curie - Paris VI, 2011. http://tel.archives-ouvertes.fr/tel-00597514.
Full textLin, Chunjin. "Modèles mathématiques de la théorie du transfert radiatif." Phd thesis, Université des Sciences et Technologie de Lille - Lille I, 2007. http://tel.archives-ouvertes.fr/tel-00411849.
Full textRosas, Erika. "Services à base de communautés de confiance dans les réseaux P2P." Paris 6, 2011. http://www.theses.fr/2011PA066573.
Full textChatté, Fabien. "Contribution au contrôle de congestion dans les protocoles de transport." Compiègne, 2004. http://www.theses.fr/2004COMP1514.
Full textLn this PhD thesis manuscript, we begin by presenting a panorama of different congestion control techniques implemented in unicast transport protocols. Next, we present a study in which we try to define the validity limits of the fluid approximation of a packets switched network. After, we describe and justify the development (in the continuous time domain) of a controller, which is used to compensate the sending rate of network sources in order to avoid congestions. Once the controller developed, we discretize it in order to implement it in a transport protocol. To objectively compare our congestion control mechanism to the existing ones, we define a comparison methodology. This methodology allows to evaluate performance of congestion control mechanisms. At the end, we compare the performance of our protocol with those of several existing transport protocols. This comparison allows us to analyse in several cases, the behaviour of the tested protocols
Chettaoui, Chafika. "Mécanismes de conception de modèles discrets fondés sur la théorie des jeux pour l'étude des réseaux d'interactions biologiques : application à la migration métastasique." Phd thesis, Université d'Evry-Val d'Essonne, 2007. http://tel.archives-ouvertes.fr/tel-00419193.
Full textKnechtel, lessa Micheli. "Extended Generalized Blockmodeling." Thesis, Avignon, 2021. http://www.theses.fr/2021AVIG0281.
Full textBlockmodeling is a set of techniques initially designed to analyse social networks but whose practical interest becomes larger, as we will see further in this thesis for terminology graphs. One of the goals of blockmodeling is to reduce a large, potentially incoherent network to a smaller comprehensible structure that can be interpreted more readily. There is great interest in capturing the cluster structure of a network in terms of equivalences, blocks and partitions. Up to now, most blockmodeling methods are focused in fitting the network structure to only one type of structure pattern. However, there are a variety of social networking applications in which it is interesting to consider more than one type of pattern simultaneously, so that the structure of the network can take the form of several indicators for underlying relationships. The research question is, how to deal with the situations where an analyst has several relations types of relations for a set of actors. Thus, we propose an optimization model, which we call the extended generalized blockmodeling. The main objective of extended generalized blockmodeling is to find the partition size and the set of patterns that has the best representation of the network structure. The extended generalized blockmodeling expands the possibilities of the framework, making it possible to analyze networks without any prior knowledge about them. The extended generalized block modeling belongs to the class of highly combinatorial problems, the exact method is only suitable for small networks, so the second question is how to make this approach viable for medium and large networks. Therefore, we propose the first non-exact approach to generalized extended block modeling, based on the VNS algorithm as an alternative for medium-sized networks. Even though the results found by the heuristic may not be the best of all the solutions to the problem, the experiments show that it converges to a satisfactory result in a not prohibitively long time. The third question, which we address in this thesis, is the extended generalized blockmodeling a suitable approach in the field of bibliometrics and Natural Language processing. To do so, we analyse the network of terms concerning terrorism research. For all these questions, we demonstrate the numerical results, based on artificial and real datasets benchmarks. These results allow the exploration of the application opportunities of the extended generalized block modeling as well as it’s limitations
Soualmia, Amel. "Structure et modélisation d'écoulements internes de gaz et de liquide à phases séparées." Toulouse, INPT, 1993. http://www.theses.fr/1993INPT132H.
Full textJacquinot, Pascal. "Évaluation des propriétés internes d'un modèle économétrique : application au modèle Muscat." Paris 1, 1992. http://www.theses.fr/1992PA010031.
Full textThe aim of the thesis is to detect the variable(s) which originated the cyclical behavior of the university of Paris i econometric model, muscat. For this purpose we have performed an internal analysis of this model. Because of its heaviness, the analysis has not been applied directly to the original model. So a maquette, named muscadet, which keeps the endogeneous cycle, has been built. Since it caracteristizes muscat, the use of error correction mechanisms in the maquette has been generalised. That is for us the opportunity to represent more generally this kind of model. Among methods of aggregation, there are automatic procedures and more empirical ones which take care of the specificity of the model. The latters have our preference. The causal analysis is the occasion to highlight the loop variables. They confirm the keynesian structure of muscadet. As we must also study the dynamics of the model, we have recalled the main results on this subject. After, keeping in mind the Kuh, Neese and Hollinger's works on the mqem model, eigenvalues have been computed. Decompositions of multipliers and responses to parameters perturbations allow to exhibit important roots for the model dynamics. One of these roots is complex and is at the origin of the cyclical behavior. Thanks to a sensitivity analysis, the root has been associated with the labor demand
Auria, Richard. "Contribution à l'étude du caoutchouc naturel : structure interne et transfert d'humidité lors du séchage." Montpellier 2, 1988. http://www.theses.fr/1988MON20133.
Full textRichard, Émile. "Regularization methods for prediction in dynamic graphs and e-marketing applications." Phd thesis, École normale supérieure de Cachan - ENS Cachan, 2012. http://tel.archives-ouvertes.fr/tel-00906066.
Full textDacier, Marc. "Vers une évaluation quantitative de la sécurité informatique." Phd thesis, Institut National Polytechnique de Toulouse - INPT, 1994. http://tel.archives-ouvertes.fr/tel-00012022.
Full textLes modèles formels développés pour l'étude de la sécurité informatique, n'offrent pas le cadre mathématique désiré. L'auteur montre qu'ils adoptent une hypothèse de pire cas sur le comportement des utilisateurs, incompatible avec une modélisation réaliste. Après avoir montré, sur la base du modèle take-grant, comment s'affranchir de cette hypothèse, l'auteur définit un nouveau modèle, le graphe des privilèges, plus efficace pour gérer certains problèmes de protection. Il illustre son utilisation dans le cadre des systèmes Unix.
Enfin, l'auteur propose d'évaluer la sécurité en calculant le temps et l'effort nécessaires à un intrus pour violer les objectifs de protection. Il montre comment définir un cadre mathématique apte à représenter le système pour obtenir de telles mesures. Pour cela, le graphe des privilèges est transformé en un réseau de Petri stochastique et son graphe des marquages est dérivé. Les mesures sont calculées sur cette dernière structure et leurs propriétés mathématiques sont démontrées. L'auteur illustre l'utilité du modèle par quelques résultats issus d'un prototype développé afin d'étudier la sécurité opérationnelle d'un système Unix.
Rayée, Grégory. "Essays on pricing derivatives by taking into account volatility and interest rates risks." Doctoral thesis, Universite Libre de Bruxelles, 2012. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209649.
Full textDans le Chapitre 2 de la thèse nous allons développer un modèle qui compte de la volatilité implicite du marché et de la variabilité des taux d'intérêts. Nous travaillons dans le marché particulier des taux de changes, avec un modèle à volatilité locale pour la dynamique du taux de change dans lequel les taux d'intérêts domestiques et étrangers sont également supposé stochastiques. Nous dérivons l'expression de la volatilité locale et dérivons divers résultats particulièrement utiles pour la calibration du modèle. Finalement, nous développons un nouveau modèle hybride où la volatilité du taux de change possède une composante locale et une composante stochastique et nous dérivons une méthode de calibration pour ce nouveau modèle.
Dans le Chapitre 3, nous allons appliquer le modèle à volatilité locale et taux d'intérêts stochastiques développé dans le précédent chapitre mais dans le cadre d'évaluation de produits dérivés associés aux assurances vie. Nous utilisons une méthode de calibration développée dans le Chapitre 2. Les produits étudiés étant exotiques, nous allons également comparer les prix obtenus dans différents modèles, à savoir le modèle à volatilité locale, à volatilité stochastique et enfin à volatilité constante pour le sous-jacent, les trois modèles étant combinés avec des taux d'intérêts stochastiques.
Finalement, dans le Chapitre 4 nous allons travailler avec un modèle dit de Lévy pour modéliser le sous-jacent. Nous nous intéressons à l'évaluation d'options Asiatiques arithmétiques. Comme de nombreuses options exotiques, il n'est pas possible d'obtenir un prix analytique et dans ce cas seules les méthodes numériques permettent de résoudre le problème. Dans ce Chapitre 4, nous développons une méthode basée sur la méthode de simulations de Monte Carlo et nous employons deux types de variables de contrôle permettant d'améliorer la convergence du programme. Nous développons également une méthode permettant d'obtenir une borne inférieure au prix de l'option avec une efficacité qui surpasse les autres méthodes.
Doctorat en Sciences
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Noreen, Umber. "Modélisation d'interférence pour simulateur 3D de réseaux de capteurs dédiés aux villes intelligentes." Thesis, Brest, 2018. http://www.theses.fr/2018BRES0111/document.
Full textMost of WSNs use unlicensed Industrial, Scientific and Medical (ISM) frequency band that makes interference probable phenomenon on a given channel.System throughput gets influenced by the interference as it can congest wireless medium, cause packet drops, re-transmissions, link instability, and inconsistent protocol behavior. In wireless sensor network research, simulation is one of the essential approaches to asses and evaluate system or protocol performance. The accuracy of estimated results depends on selected simulation parameters. In existing analysis on WSN, simple interference models are used in simulations. However, these interference models are not accurate enough for practical wireless sensor network applications analysis.Moreover, the rapid growth in the field of WSNs entails the need of creating new simulators that have more specific capabilities to tackle interference and multipath propagation effects.Finding a suitable simulation environment that allows researchers to verify new ideas and compare proposed future solutions is main task of this research
Rusu, Lucian-Marius. "Studii şi cercetări pentru realizarea de implante chirurgicale în vederea omologării." Artois, 2006. http://www.theses.fr/2006ARTO0211.
Full textThe research supposed a meticulous study and analysis of the head skeleton, the upper and lower limbs and spine, according to the zones of interest. The study assumed knowledge of the skeleton anatomy, in order to determine the mechanical implantation characteristics. Also the study asked for an analysis of the theoretical principles of biomechanical modelling. The models for the mandible , the femur, the spine and also for the medical fixation devices were realised. The shapes optimization of the metal implants, the choice of the most effective type of assembly for osteosynthesis and the analysis of the complex biomechanical interactions bone-implant, represent difficult problems. The research was completed by the study of the mechanical characteristics of the bone, which has a very important role in the interaction bone-implant fot osteosynthesis. The thesis of doctorate relates to the design, the manufacturing and the certification of a surgical implants set for the maxilo-facial surgery. Due both to the positive results obtained during the numerical and experimental analysis and the results of the clinical tests, the test of cranio-maxilo-facial implants and the mandible distractor were certified by the Ministry for health (the certificate n°13/032/2220/04) and represent one of the the first set of implants designed and manufactured in Romania
Choungmo, Fofack Nicaise Éric. "Sur des modèles pour l'évaluation de performance des caches dans un réseau cœur et de la consommation d'énergie dans un réseau d'accès sans-fil." Phd thesis, Université Nice Sophia Antipolis, 2014. http://tel.archives-ouvertes.fr/tel-00968894.
Full textCouvert, Annabelle. "Etude d'un reacteur air-lift rectangulaire a recirculation interne. Hydrodynamique et transfert de matiere gaz-liquide." Toulouse, INSA, 2000. http://www.theses.fr/2000ISAT0003.
Full textJolivet, Sébastien. "Modèle de description didactique de ressources d'apprentissage en mathématiques, pour l'indexation et des services EIAH." Thesis, Université Grenoble Alpes (ComUE), 2018. http://www.theses.fr/2018GREAM074/document.
Full textIn a context where digital tools and the WEB allow for the diffusion and massive sharing of resources, the current challenge is to find the right resource at the right time. Current description standards (e. g. LOM or ScoLOMFr) do not allow the description of the didactic dimensions of a learning object. Our thesis is a contribution to fill this gap from the Technology-Enhanced Learning (TEL) field point of view. We were particularly interested in the description of mathematics exercises. We conducted our work within the Anthropological Theory of Didactics (ATD) framework. More specifically, we have exploited the formalization of the praxeological approach proposed by the T4TEL framework. Our findings and propositions are four-fold. First, we proposed a didactic resource description model (M2DR) that allows the description of a mathematics exercises based on didactic criteria and determines its suitability for a curriculum. This model is based on the use of a reference epistemological model (REM). The second result is the modeling of didactic intentions, used for searching for mathematics exercises described with the M2DR model. The third result is an enhancement of the T4TEL framework defining a task model and introducing the notion of optimal types of tasks. The fourth result is the definition of a process for implementing an ontological representation of a REM described in T4TEL using types of tasks generators. This process allows the model to be used in a computerized environment. It has been applied to different REMs in the fields of elementary algebra and numeracy. That fostered the use of the M2DR model to describe different mathematics exercises
Nuglisch, Hans-Joachim. "Étude expérimentale d'un jet axisymétrique compressé : situation modèle de l'aérodynamique interne des moteurs à pistons." Toulouse, INPT, 1992. http://www.theses.fr/1992INPT101H.
Full textBonneton, Philippe. "Ondes internes et sillages turbulents générés par une sphère dans un fluide stratifié stablement [Thèse en partie soutenue sur un ensemble de travaux]." Toulouse 3, 1992. http://www.theses.fr/1992TOU30163.
Full textCousin, Bruno. "Séchage du caoutchouc naturel sous forme de granulés ; analyse théorique et expérimentale des processus internes." Montpellier 2, 1990. http://www.theses.fr/1990MON20054.
Full textKaâniche, Mohamed. "Modèle hyperexponentiel en temps continu et en temps discret pour l'évaluation de la croissance de la sûreté de fonctionnement." Phd thesis, Institut National Polytechnique de Toulouse - INPT, 1992. http://tel.archives-ouvertes.fr/tel-00142181.
Full textmodélisation et l'évaluation de la croissance de fiabilité et de la croissance de disponibilité des
systèmes informatiques. Nous considérons deux types de représentation du comportement des
systèmes : d'abord, en fonction du temps, et ensuite en fonction du nombre d'exécutions effectuées.
Les travaux présentés dans ce mémoire s'articulent autour de deux modèles de croissance de fiabilité : le
modèle hyperexponentiel en temps continu et le modèle hyperexponentiel en temps discret. Pour
chacun de ces deux modèles, nous étudions d'abord, le cas d'un système mono-composant, puis nous
considérons le cas d'un système multi-composant qui est tel que la croissance de fiabilité de chacun de
ses composants est représentée par un modèle hyperexponentiel. Le modèle hyperexponentiel en
temps discret est également utilisé pour prendre en compte certaines caractéristiques de
l'environnement d'utilisation du logiciel dans l'évaluation de son comportement tel qu'il est perçu
dans le temps par ses utilisateurs dans chacun des environnements dans lequel il est mis en oeuvre.
Chalet, David. "Étude et modélisation des ondes de pression dans les géométries complexes : application à la simulation du fonctionnement d'un moteur à combustion interne." Nantes, 2003. http://www.theses.fr/2003NANT2089.
Full textDauron, Alain. "Modélisation et commande d'un moteur à combustion interne : Application à la régulation de richesse." Paris 9, 1991. https://portail.bu.dauphine.fr/fileviewer/index.php?doc=1991PA090042.
Full textDiallo, Ibrahima. "Some topics in mathematical finance: Asian basket option pricing, Optimal investment strategies." Doctoral thesis, Universite Libre de Bruxelles, 2010. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210165.
Full textIn Chapter 2, we concentrate upon the derivation of bounds for European-style discrete arithmetic Asian basket options in a Black and Scholes framework.We start from methods used for basket options and Asian options. First, we use the general approach for deriving upper and lower bounds for stop-loss premia of sums of non-independent random variables as in Kaas et al. [Upper and lower bounds for sums of random variables, Insurance Math. Econom. 27 (2000) 151–168] or Dhaene et al. [The concept of comonotonicity in actuarial science and finance: theory, Insurance Math. Econom. 31(1) (2002) 3–33]. We generalize the methods in Deelstra et al. [Pricing of arithmetic basket options by conditioning, Insurance Math. Econom. 34 (2004) 55–57] and Vanmaele et al. [Bounds for the price of discrete sampled arithmetic Asian options, J. Comput. Appl. Math. 185(1) (2006) 51–90]. Afterwards we show how to derive an analytical closed-form expression for a lower bound in the non-comonotonic case. Finally, we derive upper bounds for Asian basket options by applying techniques as in Thompson [Fast narrow bounds on the value of Asian options, Working Paper, University of Cambridge, 1999] and Lord [Partially exact and bounded approximations for arithmetic Asian options, J. Comput. Finance 10 (2) (2006) 1–52]. Numerical results are included and on the basis of our numerical tests, we explain which method we recommend depending on moneyness and time-to-maturity
In Chapter 3, we propose some moment matching pricing methods for European-style discrete arithmetic Asian basket options in a Black & Scholes framework. We generalize the approach of Curran M. (1994) [Valuing Asian and portfolio by conditioning on the geometric mean price”, Management science, 40, 1705-1711] and of Deelstra G. Liinev J. and Vanmaele M. (2004) [Pricing of arithmetic basket options by conditioning”, Insurance: Mathematics & Economics] in several ways. We create a framework that allows for a whole class of conditioning random variables which are normally distributed. We moment match not only with a lognormal random variable but also with a log-extended-skew-normal random variable. We also improve the bounds of Deelstra G. Diallo I. and Vanmaele M. (2008). [Bounds for Asian basket options”, Journal of Computational and Applied Mathematics, 218, 215-228]. Numerical results are included and on the basis of our numerical tests, we explain which method we recommend depending on moneyness and
time-to-maturity.
In Chapter 4, we use the stochastic dynamic programming approach in order to extend
Brennan and Xia’s unconstrained optimal portfolio strategies by investigating the case in which interest rates and inflation rates follow affine dynamics which combine the model of Cox et al. (1985) [A Theory of the Term Structure of Interest Rates, Econometrica, 53(2), 385-408] and the model of Vasicek (1977) [An equilibrium characterization of the term structure, Journal of Financial Economics, 5, 177-188]. We first derive the nominal price of a zero coupon bond by using the evolution PDE which can be solved by reducing the problem to the solution of three ordinary differential equations (ODE). To solve the corresponding control problems we apply a verification theorem without the usual Lipschitz assumption given in Korn R. and Kraft H.(2001)[A Stochastic control approach to portfolio problems with stochastic interest rates, SIAM Journal on Control and Optimization, 40(4), 1250-1269] or Kraft(2004)[Optimal Portfolio with Stochastic Interest Rates and Defaultable Assets, Springer, Berlin].
Doctorat en Sciences
info:eu-repo/semantics/nonPublished
Torredème, Sophie. "Analyse et modélisation de la pression cylindre pour le contrôle des moteurs à allumage commandé." Toulouse, INPT, 1994. http://www.theses.fr/1994INPT085H.
Full textCorlosquet-Habart, Marine. "Modélisation, impact et gestion du risque de pandémie de grippe en assurance prévoyance dans le cadre de solvabilité 2." Brest, 2010. http://www.theses.fr/2010BRES2019.
Full textThe H5N1 avian flu and the recent influenza A (H1N1) have reminded insurers that they could suffer the occurrence of a pandemic risk. The aim of this thesis is to determine how to model the spread of the influenza virus, how to quantify this risk in the context of Solvency 2 and how to cover against this risk. The first part focuses on the calculation of the human and financial costs of an influenza pandemic, and relies on the construction of an epidemiological model incorporating the specifics of the insurance business. Particular attention is paid to the practical implementation of this model using empirical data from the pandemic of influenza A (H1N1). A second part focuses on the integration of pandemic risk in a Partial Internal Model, respecting the requirements of Solvency 2. This thesis puts forward a model of mortality risk which takes into account the type of data available. This model can determine the impact of a pandemic in terms of value and capital. A third section analyzes the different cover strategies for an insurer to be able to respond to a pandemic. Several approaches are offered for consideration, and selection criteria are established to assist the decision maker in determining the optimal strategy for its activity
Lucas, Cyrille. "Étude du modèle de l'agrégation limitée par diffusion interne." Thesis, Paris 10, 2011. http://www.theses.fr/2011PA100173/document.
Full textThis thesis contains four works on the Internal Diffusion Limited Aggregation model (iDLA), which is a growth model that recursively builds random sets. The first work is set in dimension 1 and studies the case where the random walks that build the aggregate evolve in a random environment. The normalised aggregate then does not converges towards a deterministic limiting shape as it is the case for simple random walks, but converges in law towards a segment that contains the origin and which extremal points follow the Arcsine law. In the second work, we consider the case where the aggregate is built by simple random walks in dimension d > 1. We give convergence and fluctuation results on the odometer function introduced by Levine and Peres, which counts at each point the number of visits of walkers throughout the construction of the aggregate. In the third work, we examine the case where the aggregate is built using multidimensional drifted random walks. We show that under a suitable normalisation, the aggregate converges towards a limiting shape which is identified as a true heat ball. We thus give an answer to an open question in analysis concerning the existence of such a bounded shape. The last work deals with the special case where an interior bound is known for the aggregate. We give a set of conditions on the graph and on the nature of this interior bound that are sufficient to imply an outer bound. This result is applied to the case of random walks on the supercritical bond percolation cluster, thus completing a result by Shellef
Kossa, Khodeu Thuo Zhagnin. "The impact of macrofinancial variables on covered interest parity violations after the 2008 global financial crisis." Master's thesis, Université Laval, 2020. http://hdl.handle.net/20.500.11794/66608.
Full textWe analyze the macroeconomic determinants to the deviations from Covered Interest RateParity (CIP) after the 2008 financial crisis. Our model analyzes the long-term relationship between some macroeconomic variables and measured CIP deviations. We use data on financial market instruments, on relative money supply and relative real GDP between 2009 and 2019for Canada and the United States. Our theoretical approach uses time series econometrics tools adapted to non-stationary series and the model parameters are estimated using fully modifiedOLS (FM-OLS), dynamic OLS (DOLS) and integrated modified OLS (IM-OLS) regressions.On the 5 year horizon, the estimated effect of relative money supply on the deviations is mixed.On the other hand, there is a negative relationship between real GDP and the deviations observed. For longer-term horizons (10 and 20 years), both money supply and real output have a negative effect on the deviations. Yet, that of real GDP is stronger. In addition, the inclusion of the VIX volatility index in the model was significant in most cases.
Lemasson, Mireille. "Calcul et étude expérimentale de l'aérodynamique interne d'un redresseur : application à l'optimisation d'un diffuseur transsonique." Toulouse, INPT, 1993. http://www.theses.fr/1993INPT013H.
Full textChargui, Tarik. "Optimisation et simulation des opérations de cross-docking dans le contexte de l'internet physique." Thesis, Valenciennes, Université Polytechnique Hauts-de-France, 2020. http://www.theses.fr/2020UPHF0012.
Full textThis doctoral thesis addresses the cross-docking optimization problems in the context of the Physical Internet (PI). This new paradigm was introduced to improve the flexibility, synchronization and sustainability of the supply chain and logistics systems. We focus on the operations scheduling in several types of cross-docks (called PI-hubs in the context of the PI), namely the Road-Road, Road-Rail and the Rail-Road PI-hub. After analyzing the state of the art of the Physical Internet optimization problems in the global supply chain, especially for classical cross-docks and PI-hubs, we address the problem of truck scheduling in a classical Road-Road cross-dock through different approaches (MILP, meta-heuristics, etc.) in order to evaluate its performances compared to the Road-Road PI-hub through a discrete event simulation study to evaluate the robustness of the two cross-docks and also by proposing a simulation-optimization approach. Next, we propose a multi-agent model MAS for scheduling operations in a Road-Rail PI-hub. The performance and the stability of the MAS are validated by a MILP model and then on a benchmark instances from the literature. The MAS is also evaluated in a dynamic environment under perturbations. The results obtained showed the ability of the MAS to react to perturbations. Finally, we study the Rail-Road PI-hub sustainable scheduling. We propose a multi-objective mathematical model MO-MIP using lexicographic programming to minimize the energy consumption of PI-conveyors as well as the cost of using trucks. Then, two hybrid and multi-objective meta-heuristics are proposed, namely MO-VNSSA and MO-VNSTS
Li, Huxi. "Formulation des mélanges de polymères dans un mélangeur interne : développement d'un nouveau procédé de fabrication d'un copolymère greffé et étude de ses rôles dans la formation et la stabilisation de la morphologie." Vandoeuvre-les-Nancy, INPL, 2000. http://www.theses.fr/2000INPL079N.
Full textAdragna, Laurent. "Mise en oeuvre réactive des polymères : étude et modélisation de la dispersion en mélangeur interne d'un liquide peu visqueux dans un polymère fondu." Lyon 1, 2006. http://tel.archives-ouvertes.fr/docs/00/12/55/96/PDF/These_ADRAGNA.pdf.
Full textThe objective of this work is to build a model allowing the representation of the mixing phenomenon between two fluids having very different viscosities in an internal mixer, typically a cold plasticizer and a hot molten polymer. Experiments have been carried out through two different systems: ε-caprolactone with polycarbonate and polyamide 6. 6 with N-butylbenzenesufonamide, under different operating conditions. Then, we present a dynamic model based on a simplified view of the flow and on mass, energy and momentum balances. As far as the mass transfer is concerned, we consider simultaneously the mechanical action of the rotors and the diffusive process. Heat transfer has to be considered because of the important temperature difference between the two components and the viscous dissipation. Finally, a momentum balance allows us to calculate the velocity profile and the torque time evolution by considering that the viscosity is concentration and temperature dependant. A study on parametric sensibility has been done to measure the influence of parameters on physical data simulated. Simulation results will show a good agreement between the model and experiments
Baghdadi, Nizar. "Modélisation du couplage chimico-mécanique d'un béton atteint d'une réaction sulfatique interne." Phd thesis, Ecole Nationale des Ponts et Chaussées, 2008. http://tel.archives-ouvertes.fr/tel-00467845.
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