Dissertations / Theses on the topic 'Systèmes couplés non-linéaires'
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Guibé, Olivier. "Existence de solutions pour des systèmes couplés non linéaires elliptiques ou d'évolution." Rouen, 1998. http://www.theses.fr/1998ROUES042.
Full textJavaloyes, Julien. "Dynamique non linéaire des lasers : applications au modèle CARL et aux lasers couplés via injection." Nice, 2003. http://www.theses.fr/2003NICE4093.
Full textWe present in this thesis the study of two non-linear optical systems. The first problem that we analyze is the collective atomic recoil laser (CARL) in a vapor of two-level atoms. We emphasize the various irreversible processes, present in any experiment, that are likely to counteract the development of the instability. We point out the existence of two different types of phase transition and show that they are independent of the details of the thermalization processes. The study is both numerical and analytic. We specify the necessary conditions in order to observe the first kind of transition while we compare our results for the second instability with recent experimental results. The second problem concerns the dynamics of two lasers coupled via delayed injection. We show how this system, a priori simple, induces very rich dynamics when the delay term is included. We present a mechanism of bridge formation between periodic solutions with different symmetries via secondary bifurcation and asymmetric quasi-periodic solutions. This study is performed using analytical methods and a continuation based algorithm
In questa tesi, presentiamo lo studio di due sistemi ottici non lineari. Il primo problema analizzato 'e l'effetto laser ottenuto mediante rinculo atomico (CARL), in un vapore di atomi a due livelli. In questo studio, consideriamo in modo esplicito I diversi processi irreversibili, presenti negli esperimenti, che possono impedire la formazione delle instabilità. In questo sistema dinamico, mettiamo in evidenza l'esistenza di due tipi di transizione di fase e mostriamo che quest'ultime sono indipendenti dai dettagli del processo di termalizzazione. Questo studio e realizzato numericamente e analiticamente. Per la prima transizione, presentiamo le condizioni necessarie alla sua osservazione, mentre per la seconda transizione, confrontiamo i nostri risultati con delle recenti osservazioni sperimentali. Nella seconda parte di questa tesi, ci interessiamo alla dinamica di due laser accoppiati tramite un termine di ritardo. Mostreremo come un sistema, a priori semplice, composto da due laser, può avere una dinamica estremamente ricca grazie al termine di ritardo. Presentiamo un meccanismo di formazione di ponti di connessione tra le soluzioni periodiche con simmetrie diverse tramite delle biforcazioni secondarie e delle soluzioni quasi-periodiche asimmetriche. Questo studio e realizzato analiticamente e numericamente, grazie all'utilizzazione di algoritmi di continuazione
Destyl, Edes. "Modélisation et analyse de systèmes d'équations de Schrödinger non linéaires." Thesis, Antilles, 2018. http://www.theses.fr/2018ANTI0283/document.
Full textThe works of this thesis concern the modeling and the numerical study of thesystems of two coupled nonlinear Schrödinger equations. At first, we considered aparity-time-symmetric system of the two coupled nonlinear Schrödinger (NLS) equationsthat modeled phenomenons in birefringent nonlinear optical fiber. We studythe behavior of the solution in some spaces like the Sobolev space H1. And we studythe numerical aspect of the model which clearly shows the behavior of the solutionin the chosen space. For the same model in higher dimension, we establish sufficientconditions for the initial conditions to blow up in finite time for some nonlinearityand for others we do the numerical study of the model and we present some casesof blowing up of the solution in finite time and also of the solutions of the modelthat exist all the time. On the other hand, we address a new model of discrete nonlinearSchrödinger equations PT -symmetric. A such model describes dynamics inthe chain of weakly coupled pendula pairs near the resonance between the parametricallydriven force and the linear frequency of each pendulum. In order to studythe stability of the pendulums, we establish sufficient conditions on the parametersof the model so that the equilibrium solution is stable. Numerical experiments arepresented to validate the analytical results and to characterize the unstabilizationof the coupled pendulum chain in the region of instability
Nguyen, Tien Minh. "Dynamique non linéaire des systèmes mécaniques couplés: réduction de modèle et identification." Phd thesis, Ecole des Ponts ParisTech, 2007. http://pastel.archives-ouvertes.fr/pastel-00002994.
Full textYassine, Hassan. "Quelques équations d'évolution non-linéaires de type hyperbolique-parabolique : existence et étude qualitative." Thesis, Université de Lorraine, 2012. http://www.theses.fr/2012LORR0053.
Full textThe main goal of this thesis is the study of the asymptotic behavior of global solutions to some nonlinear evolutions equations and coupled systems with different types of dissipation and boundary conditions. Under the assumption that the non-linear term is real analytic, we construct an appropriate Lyapunov energy and we use the Lojasiewicz-Simon inequality to show the convergence, and the convergence, and the convergence rate, of global weak solutions to single steady states. For all models studied in this thesis, we are in addition interested in the questions of the existence and uniqueness of global bounded solutions having relatively compact range in the natural energy space. This thesis consists of three main parts. In the first part, we present a unified approach to study the asymptotic behavior and the decay rate to a steady state of bounded weak solutions for an abstract non-autonomous nonlinear equation with linear dissipation. This result allows us to find and to generalize, in a natural way, known results but it applies to a quite general class of equations and coupled systems with different kinds of coupling and various boundary conditions. The second part is devoted to the study of a nonautonomous semilinear second order equation with nonlinear dissipation and a dynamical boundary condition. We prove the existence and uniqueness of global, bounded, weak solutions having relatively compact range in the natural energy space and we show that every weak solution converges to equilibrium. Finally, we consider a nonautonomous, semilinear, hyperbolic-parabolic equation subject to a dynamical boundary condition of memory type. We prove the existence and uniqueness of global bounded solutions having relatively compact range and we show the convergence of global weak solutions to single steady states. We prove also an estimate for the convergence rate. The first chapter of this thesis consist of a preliminary introduction developing not only the story of researches linked to our models and the results described in the literature, but presenting also our main results as well the ideas of their proofs. There we discuss the complexity of our problems and we present a justification for our studies
Luçon, Eric. "Oscillateurs couplés, désordre et synchronisation." Phd thesis, Université Pierre et Marie Curie - Paris VI, 2012. http://tel.archives-ouvertes.fr/tel-00709998.
Full textDe, Queiroz Lima Roberta. "Modeling and simulation in nonlinear stochastic dynamic of coupled systems and impact." Thesis, Paris Est, 2015. http://www.theses.fr/2015PEST1049/document.
Full textIn this Thesis, the robust design with an uncertain model of a vibro-impact electromechanical system is done. The electromechanical system is composed of a cart, whose motion is excited by a DC motor (motor with continuous current), and an embarked hammer into this cart. The hammer is connected to the cart by a nonlinear spring component and by a linear damper, so that a relative motion exists between them. A linear flexible barrier, placed outside of the cart, constrains the hammer movements. Due to the relative movement between the hammer and the barrier, impacts can occur between these two elements. The developed model of the system takes into account the influence of the DC motor in the dynamic behavior of the system. Some system parameters are uncertain, such as the stiffness and the damping coefficients of the flexible barrier. The objective of the Thesis is to perform an optimization of this electromechanical system with respect to design parameters in order to maximize the impact power under the constraint that the electric power consumed by the DC motor is lower than a maximum value. To chose the design parameters in the optimization problem, an sensitivity analysis was performed in order to define the most sensitive system parameters. The optimization is formulated in the framework of robust design due to the presence of uncertainties in the model. The probability distributions of random variables are constructed using the Maximum Entropy Principle and statistics of the stochastic response of the system are computed using the Monte Carlo method. The set of nonlinear equations are presented, and an adapted time domain solver is developed. The stochastic nonlinear constrained design optimization problem is solved for different levels of uncertainties, and also for the deterministic case. The results are different and this show the importance of the stochastic modeling
Carreno-Godoy, Nicolas-Antonio. "Sur la contrôlabilité de quelques systèmes de type paraboliques avec un nombre réduit de contrôles et d'une équation de KdV avec dispersion évanescente." Thesis, Paris 6, 2014. http://www.theses.fr/2014PA066162/document.
Full textThis work is devoted to the study of some controllability problems concerning some models from fluid mechanics. First, in Chapter 2, we obtain the local null controllability of the Navier-Stokes system with distributed controls having one vanishing component. The main novelty is that no geometric condition is imposed on the control domain. In Chapter 3, we extend this result for the Boussinesq system, where the coupling with the temperature equation allows us to have up to two vanishing components in the control acting on the fluid equation. Chapter 4 deals with the existence of insensitizing controls for the Boussinesq system. In particular, we prove the null controllability of the cascade system arising from the reformulation of the insensitizing problem, where the control on the fluid equation has two vanishing components. For these problems, we follow a classical approach. We establish the null controllability of the linearized system around the origin by means of a suitable Carleman inequality for the adjoint system with source terms. Then, we obtain the result for the nonlinear system by a local inversion argument.In Chapter 5, we study some null controllability aspects of a linear KdV equation with Colin-Ghidaglia boundary conditions. First, we obtain an estimation of the cost of null controllability, which is optimal with respect to the dispersion coefficient. This improves previous results on this matter. Its proof relies on a Carleman estimate with an optimal behavior in time. Finally, we prove that the cost of null controllability blows up exponentially with respect to the dispersion coefficient provided that the final time is small enough
Sallagoïty, Isabelle. "Dynamique de coordination spontannée de l'écriture." Toulouse 3, 2004. http://www.theses.fr/2004TOU30300.
Full textHandwriting results from the coordination of two orthogonal coupled oscillators. Our main concern was to draw dynamical phenomena that govern the production and the degradation of handwriting. Subjects produced 26 shapes corresponding to values of relative phase and amplitude between both oscillators. Only 4 shapes were spontaneously stable for each task. Those patterns were characterized by attraction of nearby shapes and a higher stability. Moreover, robust rules of degradation and transition of graphic patterns came from their differential stability. Under a high velocity or with the unpractised hand, the least stable pattern degraded steeper whereas the most stable patterns kept a stable performance. The time to switch from a most stable to a least stable pattern took more time than on the other way. Handwriting exhibit preferred patterns, nonlinear transition and predictable deterioration. The dynamics of handwriting comes from the dynamics of non linear coupled oscillator
Slimani, Safia. "Système dynamique stochastique de certains modèles proies-prédateurs et applications." Thesis, Normandie, 2018. http://www.theses.fr/2018NORMR123/document.
Full textThis work is devoted to the study of the dynamics of a predator-prey system of Leslie-Gower type defined by a system of ordinary differential equations (EDO) or stochastic differential equations (EDS), or by coupled systems of EDO or EDS. The main objective is to do mathematical analysis and numerical simulation of the models built. This thesis is divided into two parts : The first part is dedicated to a predator-prey system where the prey uses a refuge, the model is given by a system of ordinary differential equations or stochastic differential equations. The purpose of this part is to study the impact of the refuge as well as the stochastic perturbation on the behavior of the solutions of the system. In the second part, we consider a networked predator-prey system. We show that symmetric couplings speed up the convergence to a stationary distribution
Diedhiou, Moussa Mory. "Approche mixte interface nette-diffuse pour les problèmes d'intrusion saline en sous-sol : modélisation, analyse mathématique et illustrations numériques." Thesis, La Rochelle, 2015. http://www.theses.fr/2015LAROS023/document.
Full textThe context of the subject is the management of aquifers, in especially the control of their operations and their possible pollution. A critical case is the saltwater intrusion problem in costal aquifers. The goal is to obtain efficient and accurate models to simulate the displacement of fresh and salt water fronts in coastal aquifer for the optimal exploitation of groundwater. More generally, the work applies for miscible and stratified displacements in slightly deformable porous media. In this work we propose an original model mixing abrupt interfaces/diffuse interfaces approaches. The advantage is to adopt the (numerical) simplicity of a sharp interface approach, and to take into account the existence of diffuse interfaces. The model is based on the conservation laws written in the saltwater zone and in the freshwater zone, these two free boundary problems being coupled through an intermediate phase field model. An upscaling procedure let us reduce the problem to a two-dimensional setting. The theoretical analysis of the new model is performed. We also present numerical simulations comparing our 2D model with the classical 3D model for miscible displacement in a confined aquifer. Physical predictions from our new model are also given for an unconfined setting
Lissy, Pierre. "Sur la contrôlabilité et son coût pour quelques équations aux dérivées partielles." Phd thesis, Université Pierre et Marie Curie - Paris VI, 2013. http://tel.archives-ouvertes.fr/tel-00918763.
Full textRamazzotti, Andrea. "Contribution au développement de méthodes numériques destinées à résoudre des problèmes couplés raides rencontrés en mécanique des matériaux." Thesis, Chasseneuil-du-Poitou, Ecole nationale supérieure de mécanique et d'aérotechnique, 2016. http://www.theses.fr/2016ESMA0007/document.
Full textThis work presents the development of the Proper Generalized Decomposition (PGD) method for solving stiff reaction-diffusion equations in the framework of mechanics of materials. These equations are particularly encountered in the oxidation of polymers and it is therefore necessary to develop a tool to simulate this phenomenon for example for the ageing of organic matrix composites in aircraft application. The PGD method has been chosen in this work since it allows a large time saving compared to the finite element method. However this family of equations has never been dealt with this method. The PGD method consists in approximating a solution of a Partial Differential Equation with a separated representation. The solution is sought under a space-time separated representation for a 1D transient equation.In this work, a numerical tool has been developed allowing a flexibility to test different algorithms. The 1D Fickian diffusion is first evaluated and two numerical schemes, Euler and Runge-Kutta adaptive methods, are discussed for the determination of the time modes. The Runge-Kutta method allows a large time saving. The implementation of the numerical tool for reaction-diffusion equations requires the use of specific algorithms dedicated to nonlinearity, couplingand stiffness. For this reason, different algorithms have been implemented and discussed. For nonlinear systems, the use of the Newton-Raphson algorithm at the level of the iterations to compute the new mode allows time saving by decreasing the number of modes required for a given precision. Concerning the couplings, two strategies have been evaluated. The strong coupling leads to the same conclusions as the nonlinear case. The linear stiff systems are then studied by considering a dedicated method, the Rosenbrock method, for the determination of the time modes. This algorithm allows time saving compared to the Runge-Kutta method. The solution of a realistic nonlinear stiff reaction-diffusionsystem used for the prediction of the oxidation of a composite obtained from the literature has been tested by using the various implemented algorithms. However, the nonlinearities and the stiffness of the system generate differential equations with variable coefficients for which the Rosenbrock method is limited. It will be necessary to test or develop other algorithms to overcome this barrier
Meynial, Xavier. "Systèmes micro-intervalles pour instruments à vent à trous latéraux : oscillation d'une anche simple couplée à un résonateur de forme simple." Le Mans, 1987. http://www.theses.fr/1987LEMA1014.
Full textComte, Eloïse. "Pollution agricole des ressources en eau : approches couplées hydrogéologique et économique." Thesis, La Rochelle, 2017. http://www.theses.fr/2017LAROS029/document.
Full textThis work is devoted to water ressources pollution control. We especially focus on the impact of agricultural fertilizer on water quality, by combining economical and hydrogeological modeling. We define, on one hand, the spatio-temporal objective, taking into account the trade off between fertilizer use and the cleaning costs. On an other hand, we describe the pollutant transport in the underground (3D in space) by a nonlinear system coupling a parabolic partial differential equation (reaction-advection-dispersion) with an elliptic one in a bounded domain. We prove the global existence of the solution of the optimal control problem. The uniqueness is proved by asymptotic analysis for the effective problem taking into account the low concentration fertilizer. We define the optimal necessary conditions and the adjoint problem associated to the model. Some analytical results are provided and illustrated. We extend these results within the framework of game theory, where several players are involved, and we prove the existence of a Nash equilibrium. Finally, this work is illustrated by numerical results (2D in space), produced by coupling a Mixed Finite Element scheme with a nonlinear conjugate gradient algorithm
Alkhayal, Jana. "Équations paraboliques non linéaires pour des problèmes d'hydrogéologie et de transition de phase." Thesis, Université Paris-Saclay (ComUE), 2016. http://www.theses.fr/2016SACLS448/document.
Full textThe aim of this thesis is to study the existence of a solution for a class of evolution systems which are strongly coupled, as well as the singular limit of an advection-reaction-diffusion equation.In chapter 1, we describe briefly the derivation of a seawater intrusion model in confined and unconfined aquifers. For this purpose we combine Darcy's law with a mass conservation law and we neglect the effect of the vertical dimension.In chapter 2, we consider a system that generalizes the seawater intrusion model in unconfined aquifers. It is a strongly coupled nonlinear degenerate parabolic system. After discretizing in time, freezing and truncating the coefficients and finally regularizing the equations we apply Lax-Milgram theorem to prove the existence of a unique solution for the elliptic linear associated system. Then we apply a fixed point theorem to prove the existence of a solution for the nonlinear approximated problem. We obtain in addition an entropy estimate, which allows us in particular to prove the positivity of the solution. Finally, we pass to the limit in the system and the entropy in order to prove the existence of a solution for the initial problem.In chapter 3, we prove the existence of a solution for a system that contains in particular the seawater intrusion model in confined aquifers. This system is very similar to that introduced in chapter 2, only the pressure is a new unknown and we have the constraint that the sum of the unknown heights is a given function. The pressure is the Lagrange multiplier associated to the constraint. We obtain again an entropy estimate and we establish an estimate on the gradient of the pressure.In chapter 4, we are interested in the study of sharp interfaces that moves by a certain flow, by mean curvature flow for example. Singularities may occur in finite time which explains the necessity of having a differnet notion of surfaces. In this chapter, we introduce the notion of "varifolds" or generalized surfaces that extend the notion of manifolds. To these varifolds we associate a generalized mean curvature and a generalized normal velocity.In chapter 5, we consider an advection-reaction-diffusion equation arising from a chemotaxis-growth system proposed by Mimura and Tsujikawa. The unknown is the population density which is subjected to the effects of diffusion, of growth and to the tendency of migrating toward higher gradients of the chemotactic substance. When a small parameter tends to zero, the solution converges to a step function; the associated diffuse interface converges to a sharp interface which moves by perturbed mean curvature. We represent these interfaces by varifolds defined by the Lyapunov functional of the Allen-Cahn problem. We establish a monotonicity formula and we prove a property of equipartition of energy. We prove also the rectability of the varifold and that the multiplicity function is almost everywhere integer
Madiot, Guilhem. "Coherent modulation in coupled electro-optomechanical photonic crystal resonators : Floquet dynamics and chaos." Thesis, université Paris-Saclay, 2020. http://www.theses.fr/2020UPASP076.
Full textNanomechanical systems are useful to inspect some fundamental aspects of physics such as the relations between the elastic, thermal and electromagnetic properties of solid-state objects. As many other nanometer scale systems, they are interestingly subjected to strong nonlinearities that can guide the emergence of ubiquitous phenomena - like synchronization and chaos – or be exploited for manipulating and processing information. Such nanomechanical systems can be put in interaction with an optical cavity or coupled to an electrostatic-actuator. These two approaches are embedded in the wide topic of electro-optomechanics. This work takes advantage of photonic crystal versatility to investigate the nonlinear optical and mechanical dynamics of such electro- or optomechanical systems under coherent modulation.The first experiments use a nanophotonic platform combining a suspended InP membrane and an underneath integrated silicon waveguide. The membrane is etched with a 2D photonic crystal embedding several evanescently coupled defect cavities. These latter constitute a photonic molecule whose electromagnetic eigenmodes can be driven with a laser, via the waveguide, thus enabling a sensitive access to the mechanical noise spectrum of the membrane. Using a coherent modulation of the input laser field, we show how the input modulation sidebands are transferred to the mechanical frequency domain via the optomechanical interactions. The presence of thermo-optic nonlinearities further leads to a desymmetrization of the noise spectrum features. The experiment is described theoretically via Floquet theory. Relying on thermo-optic bistability, a bistable photonic mode is finally used to amplify a small signal by vibrational resonance.In a second part, we study two mechanically coupled electro-optomechanical photonic crystal nanocavities. Here the system is probed via an optomechanical scheme and driven with an integrated electro-capacitive actuation to drive the system's mechanical normal modes. Under low-power drive, the system can be robustly studied and calibrated using simple model of coupled damping harmonic oscillators. The use of higher power excitation reveals the strong intrinsic nonlinearities of the system which can be modeled by two driven coupled Duffing oscillators. The use of coherent modulation of the input force now reveals interesting period-doubling cascade route to chaos dynamics. The simultaneous excitation of both normal modes in their nonlinear regime makes them couple such that synchronization can be studied. As chaotic system can be used to generate chaos, this bichromatic synchronized chaotic dynamics could be exploited in novel multispectral data encryption protocols.This work open the way toward the exploration of large optomechanical arrays, in which collective dynamics could be studied
Losero, Rémi. "Contrôle en couple et en vitesse du glissement d'un embrayage simple ou double dans une transmission automobile." Thesis, Valenciennes, 2016. http://www.theses.fr/2016VALE0005/document.
Full textThis PhD has been done in an industrial framework with the so-called automotive equipment manufacturer Valeo and the laboratory of Automatic Control, Mechanics, Informatics and Human Sciences LAMIH UMR CNRS 8201 of Valenciennes, France. The issues of this PhD are closed to the industrialization context such as the clutch torque estimation during the gear shifting phases in a dual clutch transmission and the clutch slip speed control. In order to solve the inline clutch torque estimation issues, a virtual torque sensor has been developed. On one hand, this virtual sensor is composed of a shaft torsion angle estimation based on a method of virtual tooth adding into the encoder sensors. On another hand, discrete angular domain unknown input Takagi-Sugeno observer is used for the estimation of the dynamic part of transmitted torque. This methodology has permitted the estimation of the transmitted clutch torque of a dual clutch transmission in simulation. The simulation results have been obtained on a simulation platform provided by Valeo, including a complete vehicle model. The methodology has also been tested on real data of a dual mass flywheel angular deflection. Thus, online estimation of instantaneous acyclic engine torque and transmitted clutch torque has been obtained. Concerning the slip control, a robust control strategy against the external disturbances leaded to the driver and the system parameters incertitude has been developed. This strategy permits to ensure the required specifications in simulation. The strategy has been also validated on vehicle during track trials
Al, Nazer Safaa. "Sur la modélisation du transport réactif dans les réserves d’eaux potables." Thesis, Littoral, 2020. http://www.theses.fr/2020DUNK0566.
Full textThis thesis is devoted to the study of reactive transport in water reserves. It is structured in two distinct parts : the first deals with the development of chemical solvers and the second with the mathematical study of a class of models describing flows in shallow water interacting with the surface water. In the first part of the work, we focus on the numerical resolution of thermodynamic equilibria which lead to complex and very badly conditioned nonlinear systems. In this work, we combine aparticular formulation of the chemical equilibrium system, called the method of positive continuous fractions, with two iterative numerical methods, the Anderson Acceleration method and vector extrapolation methods, namely the MPE (minimal polynomial extrapolation) and RRE (reduced rank extrapolation) methods.The main advantage of these approaches is to avoid forming the Jacobian matrix and thus to avoid problems linked to bad conditioning of the matrix. Numerical tests are performed, especially on the test case of gallic acid and on the reference 1D case of the MoMas benchmark. These tests illustrate the great efficiency of this approach compared to classical solutions resulting from the Newton-Raphson method. In the second part of the thesis, we introduce and study Richards-Dupuit type models to describe flows in shallow aquifers. The idea is to couple the two main types of flows in the aquifer : that of the unsaturated part with that of the saturated part. The first is described by the classic Richardsproblem in the upper capillary fringe. The second results from Dupuit’s approximation after vertical integration of the conservation laws between the bottom of the aquifer and the saturation interface. The final model consists of a strongly coupled system of parabolic type pde which are defined on a time dependent domain. We show how taking into account the low compressibility of the fluid makes it possible to eliminate the degeneration in the time derivative term of the Richards equation.Then we use the general framework of parabolic equations in non-cylindrical domains introduced by Lions to give a global existence result in time. We present the mathematical analysis of the first model which corresponds to the isotropic and non-conservative case. Then we generalize the study to the anisotropic and conservative case
Mouzouni, Charafeddine. "Topic in mean field games theory & applications in economics and quantitative finance." Thesis, Lyon, 2019. http://www.theses.fr/2019LYSEC006.
Full textMean Field Game (MFG) systems describe equilibrium configurations in differential games with infinitely many infinitesimal interacting agents. This thesis is articulated around three different contributions to the theory of Mean Field Games. The main purpose is to explore the power of this theory as a modeling tool in various fields, and to propose original approaches to deal with the underlying mathematical questions. The first chapter presents the key concepts and ideas that we use throughout the thesis: we introduce the MFG problem, and we briefly explain the asymptotic link with N-Player differential games when N → ∞. Next we present our main results and contributions, that are explained more in details in the subsequent chapters. In Chapter 2, we explore a Mean Field Game model with myopic agents. In contrast to the classical MFG models, we consider less rational agents which do not anticipate the evolution of the environment, but only observe the current state of the system, undergo changes and take actions accordingly. We analyze the resulting system of coupled PDEs and provide a rigorous derivation of that system from N-Player stochastic differential games models. Next, we show that our population of agents can self-organize and converge exponentially fast to the well-known ergodic MFG equilibrium. Chapters 3 and 4 deal with a MFG model in which producers compete to sell an exhaustible resource such as oil, coal, natural gas, or minerals. In Chapter 3, we propose an alternative approach based on a variational method to formulate the MFG problem, and we explore the deterministic limit (without fluctuations of demand) in a regime where re- sources are renewable or abundant. In Chapter 4 we address the rigorous link between the Cournot MFG model and the N-Player Cournot competition when N is large. In Chapter 5, we introduce a MFG model for the optimal execution of a multi-asset portfolio. We start by formulating the MFG problem, then we compute the optimal execution strategy for a given investor knowing her/his initial inventory and we carry out several simulations. Next, we analyze the influence of the trading activity on the observed intra-day pattern of the covariance matrix of returns and we apply our results in an empirical analysis on a pool of 176 US stocks
Gazeau, Maxime. "Analyse de modèles mathématiques pour la propagation de la lumière dans les fibres optiques en présence de biréfringence aléatoire." Phd thesis, Ecole Polytechnique X, 2012. http://pastel.archives-ouvertes.fr/pastel-00776990.
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