A utilização da tela de aço como reforço de pavimentos asfálticos no combate ao trincamento por reflexão é uma alternativa utilizada desde 1980 em países europeus. Uma revisão da literatura a respeito de sua utilização na reabilitação de pavimentos asfálticos, mostra que, a sua utilização acaba diminuindo o aparecimento de trincas nas camadas de revestimento, agindo como uma barreira contra a sua propagação, oferece resistência ao cisalhamento especialmente sob elevadas tensões e ainda, melhora a resistência à fadiga contribuindo para a longevidade do pavimento. Entretanto, o potencial de sua utilização tem sido pouco investigado em rodovias brasileiras. Neste contexto, insere-se esta pesquisa com o objetivo de avaliar o efeito do reforço gerado pela inserção da tela em revestimentos asfálticos para o uso em pavimentos flexíveis, com o propósito de tornar as estruturas rodoviárias menos onerosas com consequente aumento da sua vida útil. Para isso, foi realizada uma pesquisa visando à análise do seu desempenho em um trecho experimental localizado na rodovia SP-354, no Estado de São Paulo entre as cidades de Campo Limpo Paulista e Jarinu, fundamentado nas melhores práticas internacionais, recorrendo à observação em campo e laboratório, análise por meio de ensaios de módulo de resiliência e cálculos por retroanálise para verificação do efeito da inserção da tela, ainda propondo, uma metodologia de dimensionamento estrutural de reforço de pavimentos asfálticos considerando a faixa de valores de módulo de resiliência integrados com a tela e o fator de deflexão (K) para cálculo de espessura de reforço. Conclui-se que esta técnica de reforço tem potencial para prolongar a vida útil de revestimentos asfálticos em pavimentos flexíveis, com benefícios também para o desempenho da camada na fase pós-trincamento. Foram obtidos modelos que permitem dimensionar o revestimento asfáltico com o propósito de avaliar o efeito da tela de aço na zona tracionada da camada. Por fim, foi verificada através de um estudo de viabilidade técnica/econômica que a incorporação da tela de aço em pavimentos flexíveis é uma alternativa eficaz e de adequada viabilidade técnica e econômica. / The use of the steel mesh as reinforcement of asphalt pavements to combat reflective cracks by reflection is an alternative used since 1980 in European countries. A review of the literature on the use of the steel mesh in the rehabilitation of asphalt pavements shows that its use prevents the appearance of cracks acting as a barrier against its propagation, offers resistance to shearing especially under high tensions and also improves the resistance to fatigue contributing to the longevity of the pavement. However, the potential if its use has been little investigated in Brazilian highways. In this context this project is to develop a new technology for road construction and rehabilitation. The idea is to use steel mesh reinforcement in asphalt roads in order to make road structures more cost effective by improving the lifetime of new constructed roads and by developing an optimal rehabilitation method for existing roads. For this, a research was performed aiming at the analysis of its performance in an experimental section located on the highway SP-354, in the State of São Paulo between the cities of Campo Limpo Paulista and Jarinu, based on the best international practices, using observation of its behavior in the field and laboratory, analysis by means of resilient modulus tests and calculations by backcalculation to verify the effect of the insertion of the screen, still proposing, a methodology of asphalt pavement design considering the range of integrated resilience module values with the screen and the structural deflection reduction factor (K) admissible for reinforcement projects. It was concluded that this reinforcing technique has potential for improvements crack propagation post-cracking behavior and permanent deformation in the asphalt concrete surfacing layer, with a ten fold increase on fatigue life to be expected. A model was developed that may be employed for pavement design modifying a model based on the use of conventional fatigue laws for the asphalt concrete, if the grid is positioned at the tensile zone of the surfacing layer. Finally, it was verified through a technical / economic study that the incorporation of the steel mesh in flexible pavements is an effective alternative and of adequate technical and economic viability.

The main goal of this thesis is to suggest an appropriate approach to interest rate risk modeling in the Czech financial market environment in various situations. Three distinct periods are analyzed. These periods, which are the period before the global financial crisis, period during the financial crisis and in the aftermath of the global financial crisis and calming subsequent debt crisis in the eurozone, are characterized by different evaluation of liquidity and credit risk, different relationship between financial variables and market participants and different degree of market regulations. Within this goal, an application of the BGM model in the Czech financial market environment is crucial. Use of the BGM model for the purpose of predicting a dynamics of a yield curve is not very common. This is firstly due to the fact that primary use of this model is a valuation of interest rate derivatives while ensuring the absence of arbitrage and secondly its application is relatively difficult. Nevertheless, I apply the BGM model to obtain predictions of the probability distributions of interest rates in the Czech and eurozone market environment, because its complexity, direct modeling of a yield curve based on market rates and especially a possibility of parameter estimation based on current swaptions volatilities quotations may lead to a significant improvement of predictions. This improvement was also confirmed in this thesis. Use of swaptions volatilities market quotations is especially useful in the period of unprecedented mone- tary easing and increased number of central banks and other regulators interventions into financial markets that occur after the financial crisis, because it reflects current market expectations which also include future interventions. As a consequence of underdevelopment of the Czech financial market there are no market quotations of Czech koruna denominated swaptions volatilities. I suggest their approximations based on quotations of euro denominated swaptions volatilities and also using volatilities of koruna and euro forward rates. Use of this approach ensures that predictions of the Czech yield curve dynamics contain current market expectations. To my knowledge, any other author has not presented similar application of the BGM model in the Czech financial market environment. In this thesis I further predict a Czech and Euro area money market yield curve dynamics using the CIR and the GP models as representatives of various types of interest rates models to compare these predictions with BGM predictions. I suggest a comprehensive system of three criteria, based on comparison of predicti- ons with reality, to describe a predictive power of selected models and an appropria- teness of their use in the Czech market environment during different situations in the market. This analysis shows that predictions of the Czech money market yield curve dynamics based on the BGM model demonstrate high predictive power and the best 8 quality in comparison with other models. GP model also produces relatively good qua- lity predictions. Conversely, predictions based on the CIR model as a representative of short rate model family completely failed when describing reality. In a situation when the economy allows negative rates and there is simultaneously a significant likelihood of their implementation, I recommend to obtain predictions of Czech money market yield curve dynamics using GP model which allows existence of negative interest rates. This analysis also contains a statistical test for validating the predictive power of each model and information on other tests. Berkowitz test rejects a hypothesis of accurate predictions for each model. However, this fact is common in real data testing even when using relatively good model. This fact is especially caused by difficult fulfilment of test conditions in real world. To my knowledge, such an analysis of the predictive power of selected interest rate models moreover in the Czech financial market environment has not been published yet. The last goal of this thesis is to suggest an appropriate approach to obtaining pre- dictions of Czech government bonds risk premium dynamics. I define this risk premium as a difference between government bond yields and fixed rate of CZK IRS with the same length. I apply the GP model to describe the dynamics of this indicator of the Czech Republic credit risk. In order to obtain a time series of the risk premium which are necessary for estimation of GP model parameters I firstly estimate yield curves of Czech government bonds using Svensson model for each trading day since 2005. Resulting si- mulations of risk premium show that the GP model predicts the real development of risk premiums of all maturities relatively well. Hence, the proposed approach is suitable for modeling of Czech Republic credit risk based on the use of information extracted from financial markets. I have not registered proposed approach to risk premium modeling moreover in the Czech financial market environment in other publications.

This diploma thesis deals with design of rotor of synchronous reluctance machines. There is a theoretical description of rotor geometry of synchronous reluctance machine that respects natural flow of magnetic flux inside complete rotor. The parametric model of rotor is made with usage of ANSYS Maxwell and Matlab software. Furthermore, the parameters of the machines are confirmed using the same program. Finally, changes of motor parameters are observed in connection with different rotor geometries.

Simplified parametric model of vehicle side structure MT, Institute of Automotive Engineering, 2010, p. 117, fig. 130, appendices 0 This study´s motivation is based on Euro NCAP tests, especially side impact test, which consist of barrier impacting into vehicle side. Goal is to make simplified parametric model of vehicle side structure. The behavior of loads on dummy must be as identical as possible with big FEM model.

This thesis is focused on measuring the shape of loaded tire and finding dependencies between inner tire pressure, load and the influence of these parameters on the resulting shape of the tire. Data for these dependencies were obtained by using a constructed measuring stand and 3D optical technology. Found dependencies describe the change in shape of the tire in specific mathematical functions, and served the creation of a parametric model of the tire. The main finding of this thesis is that the tire is actually behaves according to dependencies described by varying degrees of polynomial function.

An efficient way of analyzing survival clinical data such as cancer data is a great concern to health experts. In this study, we investigate and propose an efficient way of handling survival clinical data. Simulation studies were conducted to compare performances of various forms of survival model techniques using an R package ``survsim". Models performance was conducted with varying sample sizes as small ($n5000$). For small and mild samples, the performance of the semi-parametric outperform or approximate the performance of the parametric model. However, for large samples, the parametric model outperforms the semi-parametric model. We compared the effectiveness and reliability of our proposed techniques using a real clinical data of mild sample size. Finally, systematic steps on how to model and explain the proposed techniques on real survival clinical data was provided.

This thesis introduces a novel parametric beam model for describing the kinematics and elastic properties of ortho-planar compliant Micro-Electro-Mechanical Systems (MEMS) with straight beams subject to specific buckling loads. Ortho-planar MEMS have the ability to achieve motion out the plane on which they were fabricated, characteristic that can be used to integrate optical devices such as variable optical attenuators and micro-mirrors. In addition, ortho-planar MEMS with large output forces and long strokes could be used to develop new applications such as tactile displays, active Braille, and actuation of micro-mirrors. In order to analyze the kinematics and elasticity of a curved beam contained in a Micro Helico-Kinematic Platform (MHKP) device, this thesis offers an improved model of straight and curved flexures under compressive loads. This model uses an approach similar to the one applied to develop a regular Pseudo-Rigid -Body Model but it differs in the definition of a key parameter, the characteristic radius factor, γ, which is not a constant, but a function of the moment, γ*=γ(M) . This approach allows for the Pseudo-Rigid-Body Model (PRBM) to describe the motion taken by the deflected beam precisely over a large range of motion. In developing the model, this thesis describes kinematic and elastic parameters such as the angle coefficient, C9, the characteristic radius, γl, and the torque coefficient, Tθ. Furthermore, the torque coefficient is divided into two component functions, Tf, and, Tm, which can be used to find the working loads (force and moment) on the beam. The input displacement is the only needed state variable, object variables, which describe the beam, include the material modulus of elasticity, E, the moment of inertia, I, and its length, l.

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<p>Due to the advancements in computing power and the availability of high-frequency data, the analyses of the high frequency stock data and market microstructure has become more and more important in econometrics. In the high frequency data setting, volatility is a very important indicator on the movement of stock prices and measure of risk. It is a key input in pricing of assets, portfolio reallocation, and risk management. In this thesis, we use the Heterogeneous Autoregressive model of realized volatility, combined with Bayesian inference as well as Markov chain Monte Carlo method’s to estimate the innovation density of the daily realized volatility. A Dirichlet process is used as the prior in a countably infinite mixture model. The semi-parametric model provides a robust alternative to the models used in the literature. I find evidence of thick tails in the density of innovations to log-realized volatility.</p> / Master of Science (MSc)