Submitted by Renata Lopes (renatasil82@gmail.com) on 2016-12-21T10:50:23Z No. of bitstreams: 1 flaviarodriguesdonascimento.pdf: 1211614 bytes, checksum: ab9ba99ac0572dc9242451b399b808c5 (MD5) / Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2016-12-22T12:00:31Z (GMT) No. of bitstreams: 1 flaviarodriguesdonascimento.pdf: 1211614 bytes, checksum: ab9ba99ac0572dc9242451b399b808c5 (MD5) / Made available in DSpace on 2016-12-22T12:00:31Z (GMT). No. of bitstreams: 1 flaviarodriguesdonascimento.pdf: 1211614 bytes, checksum: ab9ba99ac0572dc9242451b399b808c5 (MD5) Previous issue date: 2011-09-15 / CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / A programação diária da operação de sistemas termoelétricos de geração consiste em determinar uma estratégia de despacho das unidades geradoras para atender a demanda de energia, satisfazendo as restrições operacionais e funcionais do sistema elétrico de potência. O problema pode ser dividido em dois subproblemas: (i) referente à determinação das unidades que devem estar em operação mediante a demanda solicitada, “Thermal Unit Commitment” e (ii) referente à determinação da potência gerada por cada uma das unidades colocadas em serviço, “Despacho Econômico”. Devido à variação de carga ao longo do tempo, a programação da operação envolve decisões do sistema de geração a cada hora, dentro do horizonte de um dia a duas semanas. Os estudos relacionados às técnicas de otimização bio-inspiradas, utilizadas na resolução da programação diária da operação de sistemas termoelétricos de geração, apontam que a combinação entre os métodos computacionais biologicamente inspirados com outras técnicas de otimização tem papel importante na obtenção de melhores soluções em um menor tempo de processamento. Seguindo esta linha de pesquisa, o presente trabalho faz uso de uma metodologia baseada na otimização por colônia de formiga para a minimização do custo da programação diária de operação de unidades termoelétricas. O modelo proposto utiliza uma Matriz de Sensibilidade (MS) baseada nas informações fornecidas pelos multiplicadores de Lagrange a fim de melhorar o processo de busca bio-inspirado. Desta forma, um percentual dos indivíduos da colônia faz uso destas informações no processo evolutivo da colônia. Os resultados alcançados através das simulações indicam que a utilização da MS resulta em soluções de qualidade com um número reduzido de indivíduos. / The daily schedule of thermoelectric systems consists of determining the strategy to set the generation units to be put in operation to meet the load, meeting also the operational and functional constraints of the respective power system. This problem can be split into two subproblems: (i) schedule of units that must operate in accordance with a given load, or Thermal Unit Commitment and (ii) set the power generation for each committed unit, or Economical Schedule. Due to load variations the schedule involves hourly generation decisions, in a horizon that varies from one day to two weeks. Researches related to bio-inspired optimization strategies applied to the daily thermal system operation show that the combination between bio-inspired computing techniques and other optimization methods has an important role in order to obtain better solutions in a shorter computing time. Following this, the present work makes use of a methodology based on Ant Colony Optimization to minimize the costs of the thermal system daily scheduling. This proposed method uses a Sensitivity Matrix (SM) based on information from Lagrange Multipliers related to the problem in order to improve the bio-inspired process. In this way, a percentage of the individuals make use of the provided information in the colony evolution process. The results obtained through those simulations indicate that the use of the SM presents better quality solutions with a reduced number of individuals.

Made available in DSpace on 2014-07-29T16:24:19Z (GMT). No. of bitstreams: 1 disertacao paulo.pdf: 1401625 bytes, checksum: c2e2c3080a8ea566a3e7dced3caedd8b (MD5) Previous issue date: 2009-02-26 / The water is becoming a resource more and more scarce, with growing strategic importance in the sections environmental, economical, social and political. The irrigated agriculture is responsible for considerable portion of the agricultural production, however, it is the activity that more it demands water. In the irrigated areas, one of the most important factors is the determination of the water levels for replacement of the losses happened in function of the evapotranspiration, with consequent it gets better of the productive efficiency. Inside of this context he becomes evident the need of administration of the applied water for the irrigation. The objective of this work was to evaluate the acting of three irrigation management methods in beans crop cultivated in direct planting in the system integration farming-cattle; the methods were appraised as for the estimate of the evapotranspiration, levels and irrigation frequency, productivity of grains and their components. It was also evaluated in the periods annual, dry and rainy season, the acting of methods of determination of the coefficient of the class A pan (Kp), and still, the possibility of adoption of a fixed value for such variable. The evaluation was made within the dear evapotranspiração with class A pan using the appraised coefficients and the dear for the standard method Penman-Monteith (FAO 56). The work was driven in the experimental area of Capivara farm, Rice and Beans Research Center in Santo Antônio de Goiás, Goiás State, Brazil. In the evaluation of the irrigation management methods the common bean crop was used (Phaseolus vulgaris L.) cv. BRS Supremo; the appraised methods were tensiometry, class A pan and Penman-Monteith. There were significant differences as for the productivity, number of grains for plant and height of plants in relation to the irrigation management methods, tends the class A pan propitiated the obtaining of larger yield, due to the largest total water, and of the largest irrigation frequencies, the management for tensiometry caused reduction of 40% in the total demand of water of the beans crop, however, with significant reductions in the productivity, tends the class A pan overestimated and of the underestimated tensiometry the total water esteemed by the standard method FAO 56 Penman-Monteith. Independent of Kp, the method of the class A pan overestimated the evapotranspiration obtained with Penman-Monteith. For the climatic conditions in which he took place the work, the best method of determination of Kp, for the estimate of ET0 in the annual period was it of Pereira et al. (1995). For the dry season it was it proposed by Cuenca (1989). In the rainy season all of the methods presented low actings, however, Pereira et al. (1995) method it was shown more efficient. It was observed that the method of the class A pan is not efficient to esteem ET0 in the rainy season. The analyses showed that the adoption of a fixed and constant Kp in 0,70 showed in high acting, mainly in the annual and dry seasons. / A água está se tornando um recurso cada vez mais escasso, com importância estratégica crescente nos setores ambiental, econômico, social e político. A agricultura irrigada é responsável por considerável parcela da produção agrícola, entretanto, é a atividade que mais demanda água. Nos cultivos irrigados, um dos fatores mais importantes é a determinação das lâminas de água para reposição das perdas ocorridas em função da evapotranspiração, com consequente melhora da eficiência produtiva. Dentro deste contexto torna-se evidente a necessidade de gerenciamento da água aplicada pela irrigação. O objetivo deste trabalho foi avaliar o desempenho de três métodos de manejo da irrigação no feijoeiro cultivado em plantio direto no sistema integração lavoura-pecuária; os métodos foram avaliados quanto à estimativa da evapotranspiração, lâminas e freqüência de irrigação, produtividade de grãos e seus componentes. Também se avaliou nos períodos anual, seco e chuvoso, o desempenho de métodos de determinação do coeficiente do tanque Classe A (Kp), e ainda, a possibilidade de adoção de um valor fixo para tal variável. A avaliação foi feita com base na evapotranspiração estimada com tanque Classe A usando os coeficientes avaliados e a estimada pelo método padrão Penman-Monteith (FAO 56). O trabalho foi conduzido na área experimental da Fazenda Capivara da Embrapa Arroz e Feijão em Santo Antônio de Goiás, Goiás, Brasil. Na avaliação dos métodos de manejo utilizou-se o feijoeiro comum (Phaseolus vulgaris L.) cv. BRS Supremo; os métodos avaliados foram tensiometria, tanque Classe A e Penman-Monteith. Houve diferenças significativas quanto à produtividade, número de grãos por vagem e altura da planta em relação aos métodos de manejo, tendo o tanque Classe A propiciado a obtenção de maiores produtividades, em decorrência da maior lâmina total, e das maiores frequências de irrigação. O manejo por tensiometria ocasionou redução de 40% na demanda total de água do feijoeiro, porém, com reduções significativas na produtividade. O tanque Classe A estimou lâminas maiores e da tensiometria lâminas menores em relação às lâminas totais estimadas pelo método padrão FAO 56 Penman-Monteith. Independente do Kp, o método do tanque Classe A estimou maior evapotranspiração em relação ao método de Penman-Monteith. Para as condições climáticas nas quais se realizou o trabalho, o melhor método de determinação do Kp, para a estimativa da ET0 no período anual foi o de Pereira et al. (1995). Para o período seco foi o proposto por Cuenca (1989). No período chuvoso todos os métodos apresentaram baixos desempenhos, no entanto, o método de Pereira et al. (1995) mostrou-se mais eficiente. Observou-se que o método do tanque Classe A não é eficiente para estimar a ET0 no período chuvoso. As análises mostraram que a adoção de um Kp fixo e constante em 0,70 resultou em elevado desempenho, principalmente nos períodos anual e seco.

Recentemente, observa-se o crescimento do número de trocadores de calor baseados em microcanais devido a necessidade de transferência de elevadas taxas de calor utilizando dispositivos compactos. Tubos de calor, trocadores de calor compactos para equipamentos eletrônicos e controle térmico de satélites, sistemas de condicionamento de ar para automóveis, escritórios e residências são exemplos de aplicações para condensação em canais de diâmetro reduzido. No entanto, na literatura encontra-se reduzido número de estudos experimentais tratando da condensação no interior de canais com diâmetros inferiores a 3 mm, os quais geralmente envolvem refrigerantes com elevado potencial de aquecimento global (GWP). Neste contexto, o presente estudo apresenta uma revisão crítica da literatura envolvendo critérios de transição entre padrões de escoamento, perda de pressão por atrito e coeficiente de transferência de calor durante a condensação no interior de canais convencionais e de micro-escala (minicanais). Levantou-se resultados para o gradiente de pressão por atrito e coeficiente de transferência de calor em aparato experimental localizado na Universidade de Pádua (Università Degli Studi di Padova) para os fluidos refrigerante R1234ze(E) e R32 (GWP de 550 e 6, respectivamente), temperatura de saturação de 40°C, fluxo de calor até 35 kW/m², grau de sub-resfriamento da parede entre 2 e 10 K, velocidade mássicas entre 55 e 275 kg/m²s e título de vapor de 0 a 1. Os dados foram levantados em seção de teste composta por 36 minicanais com diâmetro hidráulico de 1,6 mm e geometria retangular, com o efeito de resfriamento obtido através de água resfriada escoando em contra-corrente ao refrigerante. Os dados experimentais levantados para o gradiente de pressão por atrito e o coeficiente de transferência de calor foram comparados com métodos de previsão da literatura, concluindo que as correlações propostas por Jige, Inoue e Koyama (2016) fornecem as melhores previsões. O comportamento do coeficiente de transferência de calor foi analisado com foco nos mecanismos físicos predominantes durante a condensação. A partir desta análise concluiu-se o predomínio de efeitos de tensão superficial em velocidades mássicas reduzidas e de arrasto em velocidades mássicas elevadas. Este estudo também apresenta uma avaliação comparativa do desempenho dos refrigerantes R1234ze(E) e R32 em relação ao R134a (GWP de 1300) baseada na taxa de transferência de calor por unidade de potência de bombeamento e no potencial de transferência de calor, conforme o critério proposto por Cavallini et al. (2010). Esta análise revelou o desempenho superior para o refrigerante R32 seguido do R134a, com o R1234ze(E) apresentando o pior resultado, independentemente da velocidade mássica. / Recently, micro-scale channels are increasingly being used to combine high heat transfer rates and high degree of compactness. Condensation inside small diameter channels can be found in several applications such as heat pipes, thermal management of electronic equipments, spacecraft thermal control, automotive and residential air conditioning systems, heat pumps and refrigeration systems. However, despite of its importance, few studies concerning condensation inside minichannels (DH < 3 mm) involving low GWP (Global Warming Potential) refrigerants are found in the literature. In this context, initially, this study presents a critical review on the literature involving transition criteria on two-phase flow patterns for micro- and macro-scale conditions, frictional pressure drop and heat transfer coefficient during condensation inside channels. Experimental results for frictional pressure gradient and heat transfer coefficient obtained in apparatus located at the University of Padua (Università Degli Studi di Padova) are carefully analysed. The database includes results for the refrigerants R1234ze(E) and R32 (GWP of 550 and 6, respectively), saturation temperature of 40°C, heat flux up to 35 kW/m², fluid and wall temperature diference up to 10 K, mass velocity in the range of 55 to 275 kg/m²s and vapor quality between 0 and 1. The test section is composed of 36 rectangular minichannels with hydraulic diameter of 1.6 mm. The refrigerant is cooled by water flowing. From a comparison of experimental data for frictional pressure drop and heat transfer coefficient, and prediction methods available in literature, the methods proposed by Jige, Inoue e Koyama (2016) were ranked as the best ones. During the data analyses, focus was put on in order to relate the heat transfer coefficient behavior with the prevailing mecanisms during condensation. Based on this carefull analysis, the predominance of surface tension effects was pointed out under conditions of low mass velocities and condensation inside rectangular minichannels. On the other hand, for high mass velocities shear stress effects prevailed. Also, it has been presented a comparative evaluation of the performance of the refrigerants R1234ze(E), R32 and R134a (GWP of 1300) based on the following criteria: (i) heat transfer rate per unit of power pumping; and (ii) a penalty factor based on the heat transfer potential proposed by Cavallini et al. (2010). According to this evaluation, independently of the mass velocity, the refrigerant R32 was ranked as the one presenting the best performance, followed by R134a ranked as the second best. The refrigerant R1234ze(E) provided the worst performance among them all.

Made available in DSpace on 2017-07-10T19:23:45Z (GMT). No. of bitstreams: 1 Marcelo Reisdorfer.pdf: 6217647 bytes, checksum: defcf69e9ade22f915fc6d407b4577d0 (MD5) Previous issue date: 2013-11-07 / This paper shows the studied results of uniformity evaluation in 23 irrigation modules tracked by gravity in familiar farms in Salto do Lontra city / PR from 2009 to 2013. Uniformity coefficients (UC, UD, UE and ) and CEP plus the decision support AHP method were applied in this trial in order to evaluate the whole drip irrigation project. The results obtained by the uniformity coefficients indicated that the irrigation modules remained stable during the studied period. There was no significant variation from one period to another, with values of 85 and 86% for UC, so that for UD the answers were 78 and 80%; for UE, the results were 57 to 59% and for , the values ranged from 0.19 to 0.17. The Shewhart charts for individual measures, concerning the statistical control of the process, could show the special causes at each point. While, the and indices indicated that the irrigation modules met the quality control specifications and were considered "acceptable" and centralized by Montgomery requirements (2004). Regarding the use of multicriteria decision support method AHP (Analysis Hierarchic Process), it proved to be effective during the evaluation of irrigation projects. It weighted different criteria according to the perspective of a project classification as "Excellent", "Good", "Fair" and "Poor". Thus, in this trial, the AHP method rated as "excellent" the irrigation project, which was implemented in Salto do Lontra city/ PR based on both analyzed periods, whose values of consistency ratio (CR) were 0 and 0.02 from 2009 to 2010 and from 2011 to 2013 / Este trabalho apresenta os resultados da avaliação da uniformidade em 23 módulos de irrigação localizados por gravidade em propriedades agrícolas de base familiar no Município de Salto do Lontra/PR, no período de 2009 a 2013. Neste trabalho, foram aplicados os coeficientes de uniformidade (UC, UD, UE e ) e CEP, juntamente com o método AHP de apoio à decisão para avaliar o projeto de irrigação por gotejamento na sua totalidade. Os resultados obtidos pelos coeficientes de uniformidade apontaram que os módulos de irrigação se mantiveram estáveis durante o período avaliado, não havendo variação significativa de um período para outro, com valores de UC de 85 e 86%, UD de 78 e 80%, UE de 57 e 59%, e de 0,19 e 0,17. Quanto ao controle estatístico de processo, os gráficos de Shewhart para medidas individuais foram capazes de mostrar pontualmente as causas especiais, e os índices e indicaram que os módulos de irrigação atenderam as especificações do controle de qualidade, sendo considerados &#8213;aceitáveis&#8214; e centralizados pelos requisitos de Montgomery (2004). Quanto ao uso do método multicritério de apoio à decisão AHP (Análise Hierárquica de Processo), este se mostrou eficaz na avaliação de projetos de irrigação ponderando diferentes critérios sob a ótica da classificação do projeto em &#8213;Excelente&#8214;, &#8213;Bom&#8214;, &#8213;Regular&#8214; e &#8213;Ruim&#8214;. Nesta pesquisa, o método AHP classificou como &#8213;Excelente&#8214; o projeto de irrigação implantado no Município de Salto do Lontra/PR para os dois períodos analisados, com valores de razão de consistência (RC) de 0 e 0,02 para o período de 2009 a 2010 e 2011 a 2013

Estudou-se nesta pesquisa o processo de lodos ativados para pós-tratamento do efluente proveniente de um reator anaeróbio compartimentado, que recebe esgoto sanitário. Isso se deu em vários ensaios em sistema descontínuo (\"batch\'\') para avaliar a biodegradabilidade dessa água residuária e em um ensaio em sistema contínuo com finalidade de melhorar a qualidade do efluente final e determinar os coeficientes cinéticos, os parâmetros a\' e b \', a taxa de utilização de oxigênio e o coeficiente &#945. Também realizaram-se ensaios hidrodinâmicos para verificação do tipo de reator utilizado. A pesquisa desenvolveu-se com base em uma célula de aeração, em escala de laboratório, composta por quatro câmaras (reatores) que possuíam tanque de aeração e decantador secundário justapostos, separados por uma cortina fixa. Não houve controle de temperatura nos dois sistemas utilizados. No ensaio em sistema contínuo quatro reatores foram operados simultaneamente com as respectivas idades do lodo de 5, 10, 15 e 20 dias durante 35 dias. O tempo de detenção hidráulico foi mantido próximo de 8 horas. Nesse ensaio os reatores quando se encontravam estabilizados dinamicamente, apresentaram remoção superior a 95% para DBO bruta, 90% para DBO filtrada, 87% para DQO bruta, 80% para DQO filtrada e 95% para SST. Mesmo não sendo realizado processo adicional para remoção de nutrientes, os reatores, após a estabilização dinâmica, apresentaram remoção de fosfato de até 28% e de nitrogênio amoniacal até níveis de não serem detectados pelos métodos de análises utilizados. Os ensaios hidrodinâmicos mostraram que os reatores são do tipo mistura completa. / In this work the activated sludge process for post-treatment of effluent anaerobic baffled reactor which receives sanitary sewage was studied. This was established during various experiments in batch system to evaluate the biodegradable of this wastewater and also in an experiment of continuous system aiming to improve the quality of the final effluent and to determine the kinetic coefficients, the a\' and b\' parameters, the oxygen uptake rate and the &#945 coefficient. Hydrodynamic tests to verify the type of reactor used in this research were also perfonned. The work was developed and based on an aeration cell bench-scale, composed of four chambers (reactors) which had an aeration tank and a secondary settling tank in the same chamber, separated by a fixed baffle. Temperature control was not used in both systems. In the experiment of continuous system, four reactors were simultaneously operated with sludge age of 5, 10, 15 and 20 days during 35 days. The hidraulic retention time was maintained at around 8 hours. When the reactors were dynamically stabilized, they showed an average removal superior to 95% for BOD (biochemical oxygen demand), 90% for filtrated BOD, 87% for COD (chemical oxygen demand), 80% for filtrated COD and 95% for TSS (total suspended solids). Without additional process of nutrient removal, after the dynamic stabilization the reactors presented up to 28% of total phosphate removal and ammonia nitrogen up to levels of not being detected by the analyses methods used. The hydrodynamic tests showed that the reactors are of the complete-mix type.

Uma importante estratégia de projeto para melhorar o desempenho térmico das edificações em climas quentes e úmidos é a adoção conjunta da ventilação natural e de dispositivos de sombreamento. Contudo, quando a ventilação natural é ocasionada pela ação dos ventos nas edificações, as pressões do vento nas envoltórias da edificação são alteradas com a presença de elementos externos próximos que mudam as características do fluxo incidente. Deste modo, o presente trabalho tem como objetivo avaliar os impactos na ventilação natural, e nas temperaturas internas do ar e/ou no conforto térmico de uma habitação térrea em um clima quente e úmido, a partir do uso de diferentes dispositivos de sombreamento externos e muro. Para isso, foram realizadas simulações computacionais no programa EnergyPlus através do módulo AirflowNetwork. Foram realizados ensaios em túnel de vento de Camada Limite Atmosférica (CLA) para a obtenção dos coeficientes de pressão (Cps). Os resultados apontaram impactos específicos a cada elemento estudado, no entanto o fenômeno mais frequente nos casos com dispositivos de sombreamento foi a redução dos efeitos de sobrepressão e sucção. Quanto aos seus impactos nas renovações de ar, estes provocaram uma diminuição do fluxo de ar e, consequentemente, o aumento da temperatura no período predominantemente noturno. Entretanto, foi observado um maior impacto na atenuação das temperaturas internas nos períodos diurnos, que prevaleceu sobre o aumento nos períodos de ventilação. Destacou-se, dentre os dispositivos de sombreamento estudados, as proteções tipo veneziana por proporcionarem um melhor desempenho térmico. Já os muros, dentre todos os elementos estudados, foram os que tiveram maior impacto nos Cps. Tal fenômeno significou a diminuição da taxa de renovação de ar dentre 50 e 75%. O impacto mais sobressalente nas temperaturas internas nestes casos foi o aumento destas no período noturno, limitando o potencial da ventilação natural para a remoção de calor da edificação / An important design strategy for improving the thermal performance of buildings in hot and humid climates is the adoption of natural ventilation strategies and shading devices combined. However, when natural ventilation is wind-driven, the wind pressures on the building envelope are altered by the presence of nearby external elements that change the incident flows characteristics. Thus, the present work aims to evaluate the impacts on natural ventilation, and the internal air temperatures and/or the thermal comfort of a single ground floor low-cost house in a hot and humid climate, considering the use of different external shading devices and walls. For such, computational simulations were performed in the EnergyPlus program using the AirflowNetwork module. Atmospheric Limit Wind (CLA) wind tunnel tests were performed to obtain pressure coefficients (Cps). The results indicated specific impacts to each element studied, however the most frequent phenomenon in cases with shading devices was the reduction of the effects of overpressure and suction. As for their impacts on air changes rate, they caused a decrease in airflow and, consequently, an increase in temperature predominantly in the nocturnal period. However, a greater impact was observed in the attenuation of internal temperatures in the daytime periods, which prevailed over the increase in ventilation periods., Among the shading devices studied, venetian type protections for providing better thermal performance were highlighted. Among all the elements studied, the walls had the greatest impact on the Cps. This phenomenon meant the reduction of the air changes rate between 50 and 75%. The most significant impact on internal temperatures in these cases was the their increase at night, limiting the potential of natural ventilation to the removal of heat from the building.

Dans ce manuscrit, nous nous sommes intéressés aux propriétés des magmas ainsi qu’aux effets de l’eau sur celles-ci en utilisant la dynamique moléculaire classique. Après avoir mis en avant l’importance de l’eau dans les phénomènes géologiques et présenté quelques bases de dynamique moléculaire, nous présentons un champ de force pour les liquides silicatés anhydres. Nous utilisons ce champ de force pour étudier l’équation d’état, la structure et les propriétés de transport (viscosité, conductivité électrique, coefficient de diffusion) de liquides silicatés de composition aussi bien terrestre qu’extra-terrestre. Ces résultats sont systématiquement comparés avec les données de la littérature. Nous développons ensuite un champ de force pour l’eau pure compatible avec celui proposé pour les silicates. La validité de ce champ de force est étudiée par comparaison avec des résultats expérimentaux, de simulations ab-initio et d’autre champs de force classiques. Nous ajoutons enfin une interaction eau-silicate aux deux champs de forces précédents pour obtenir un champ de force décrivant les silicates hydratés. Celui-ci est utilisé pour étudier les propriétés des mélanges eau-silicate (solubilité, tension de surface). La structure et les propriétés des silicates hydratés sont ensuite étudiées, notamment la spéciation de l’eau, la densité, la viscosité, la conductivité électrique et les coefficients de diffusion. La structure locale autour des espèces protonées (OH-,H2O et H3O+) et leurs coefficients de diffusion sont également déterminés. Ces différents résultats sont là encore comparés aux données existantes dans la littérature. / In this manuscript, we focused on the properties of magmas and the effects of water on these properties using classical molecular dynamics simulations. After having pointed out the importance of water in geological processes and presented some basic principles of molecular dynamics simulations, we present a force field for dry silicate melts. We use this force field to study the equation of state, the structure and the transport properties (viscosity, electrical conductivity, diffusion coefficient) of silicate melts of terrestrial and extra-terrestrial compositions. These results are systematically compared with data of the literature. We then develop a force field for pure water compatible to the one proposed for silicates. The validity of this force field is investigated by comparison with experimental studies, ab-initio simulations and other MD simulations using classical force fields. At last we add a water-silicate interaction to the two former force fields in order to describe hydrous silicate melts. This force field is used to study the properties of water-silicate mixtures (solubility, surface tension). The structure and properties of hydrous silicate melts are evaluated as well as the speciation of water, the density, the viscosity, the electrical conductivity and the diffusion coefficients. The local structure around protonated species (OH-,H2O and H3O+) and their diffusion coefficients are also determined. All these results are compared with available data of the literature.

Ces travaux de recherche visent à introduire et à généraliser l'utilisation des systèmes différentiels dans les applications RF et Micro-ondes. En particulier, dans la conception de dispositifs pour les fonctions d'amplification à faible bruit. Pour cela, il est indispensable de développer des outils fiables et rigoureux tels que le formalisme des modes mixtes introduit par Bockelman. C'est dans cet esprit que s'inscrit la première phase de l'étude. Le but étant de développer un outil pour l'analyse de la stabilité linéaire des systèmes différentiels à trois et quatre accès. Par ailleurs, les interfaces des circuits numériques ultra-rapides (CNA) sont de topologie différentielle. Ce qui augmente encore l'intérêt de disposer de méthodes rigoureuses pour la conception des systèmes différentiels. Dans la deuxième phase de l'étude la problématique de l'intégration système des CNAs dans les nouvelles générations des chaines de transmission RF des satellites de télécommunications est traitée. La conception d'un balun actif large bande capable d'assurer la conversion de la sortie analogique différentielle du CNA en sortie simple accès (Single-ended) référencée par rapport à la masse est détaillée. Afin de répondre aux contraintes d'intégration, une technologie BiCMOS SiGe 0.25 μm est utilisée pour son implémentation. Les performances obtenues par la mesure de la puce Silicium réalisée respectent les spécifications techniques initiales de l'application. Ce qui permet de valider la méthodologie de conception utilisée. L'objectif final est d'être capable d'intégrer sur un même substrat monolithique le CNA et le balun actif large bande de conversion de modes. / This research work aims to develop analytical tools for the analysis and design of differential systems. While the use of differential circuits in RF reception/transmission chains is increasingly growing, there is no accurate method to study their stability. First the common tools to study RF differential components are introduced. Then, the development of a CAD tool that can be rigorously used to investigate the extrinsic stability of linear differential systems is presented. Finally this tool is applied to study the stability of in a real case. The design addresses a three port component that aims to convert the differential output of digital to analog converter into a single-ended access for a spatial application purpose. This broadband active balun is designed using BiCMOS technology. Measurements are performed and the results are in good agreement with the simulation. All the initial specications are achieved, which validate the approach developed in this study.

Conselho Nacional de Desenvolvimento Científico e Tecnológico / The availability and proper management of water represent fundamental aspects of the development of sustainable agricultural production systems, since it has direct impact on crop productivity. Maintaining crop residues on the soil surface reduces soil water loss by evaporation and soil temperature changes. Irrigation may be an efficient and safe tool to increase and support crop yields. The accuracy of crop evapotranspiration calculation is important for obtaining satisfactory results, in this context the use of dual crop coefficient allows for the accurate estimation considering separately evaporation soil and crop transpiration. Thus, the objective was to evaluate the influence of plant residues on the surface on the dynamics of water evaporation and soil temperature in the early stages of development of soybean plants. Moreover: (i) quantify plant residues effects on water evaporation, (ii) determine the effect of coverage on soil temperature and (iii) to compare the results obtained under field conditions with simulations performed with the dual crop coefficient methodology. A trial was done on a set of drainage lysimeters installed in a rain-out shelter, located in Las Brujas Experimental Station (34 ° 40 '19''S, 56 ° 20'24''W., altitude 45 m) of the National Research Institute of Agriculture (INIA), Uruguay. Design experimental was completely randomized, factorial with three replications. The factor A was composed of two levels of ground cover (0 and 4 Mg ha-1 of oat straw) and the factor B represented the area of soybean cultivation (with and without plants). Water losses were determined in soil drying cycles based on reference evapotranspiration (ETo). It was estimated by the Penman-Monteith equation.The soil water content was determined with TDR sensors installed at 0-10 cm and 10-30 cm depth. Soil temperature was measured with thermometers installed at 5 and 10 cm depths, records every 30 minutes. The evaporation rate of soil water was reduced 50% by plant residues on the soil surface. The soil cover resulted in maximum temperature 6 º C lower, minimum temperature 2 ° C higher and temperature range 40% lower. The soil water simulations using dual crop coefficient methodology resulted in good agreement with values measured in soil lysimeters without cover and on the ground covered by crop residues. / A disponibilidade e o manejo apropriado da água representam aspectos fundamentais para o desenvolvimento de sistemas de produção agrícola sustentáveis, visto que esta tem impacto direto na produtividade das culturas. A manutenção de resíduos vegetais na superfície do solo diminui as perdas de água do solo por evaporação e altera a temperatura do solo. A irrigação se apresenta como uma ferramenta eficiênte e segura de aumentar e estabilizar os rendimentos das culturas. A exatidão no cálculo da evapotranspiração das culturas é importante para a obtenção de resultados satisfatórios, nesse contexto o uso de coeficientes culturais duais permite realizar estimativas precisas considerando separadamente a evaporação do solo e a transpiração da cultura. Dessa forma, o objetivo deste trabalho foi avaliar a influência dos resíduos vegetais na superfície sobre a dinâmica de evaporação de água e temperatura do solo nas fases iniciais de desenvolvimento de plantas de soja. Alem disso: (i) quantificar o efeito dos resíduos vegetais na evaporação de água; (ii) determinar o efeito da cobertura na temperatura do solo e; (iii) comparar os resultados obtidos em nivel de campo com simulações realizadas com a metodologia de coeficientes culturais duais. Foi realizado um experimento num conjunto de lisimetros de drenagem instalados em uma casa de vegetação móvel (rainout shelter), localizado na Estação Experimental Las Brujas (34°40´ 19´´ S., 56°20´24´´ W., altitude 45 m) do Instituto Nacional de Investigación Agropecuaria (INIA), Uruguai. O delineamento experimental utilizado foi o inteiramente casualizado, bifatorial com três repetições. O fator A foi constituido de dois níveis de cobertura do solo (0 e 4 Mg ha-1 de palha de aveia) e o fator B representou o cultivo da área com soja (com e sem cultivo). As perdas de água foram determinadas em ciclos de secagem do solo baseados na evapotranspiração de referência (ETo), estimada pela equação Penman Monteith-FAO. O conteúdo volumétrico de água foi determinado com sensores TDR instalados nas camadas de 0-10 cm e de 10-30 cm de profundidade. A temperatura do solo foi medida com termômetros instalados nas profundidades de 5 e 10 cm, com leituras a cada 30 minutos. A taxa de evaporação de água do solo foi diminuída em 50% pelos resíduos vegetais na superfície do solo. A cobertura do solo resultou em temperatura máxima 6 ºC menor, temperatura mínima 2 ºC maior e amplitude térmica 40% menor. As estimativas de água disponível no solo efetuadas com a metodologia dos Kc duais apresentaram boa concordância com valores medidos nos lisímetros tanto no solo sem cobertura como no solo coberto por residuos vegetais.

This thesis investigates the performance of hedge funds, funds of hedge funds and alternative Ucits together with the determinants of this performance by using new or well-suited econometric techniques. As such, it lies at the frontier of finance and financial econometrics and contributes to both fields. For the sake of clarity, we summarize the main contributions to each field separately. <p>The contribution of this thesis to the field of financial econometrics is the time-varying style analysis developed in the second chapter. This statistical tool combines the Sharpe analysis with a time-varying coefficient method; thereby, it is taking the best of both worlds. <p>Sharpe (1992) has developed the idea of “style analysis”, building on the conclusion that a regression taking into account the constraints faced by mutual funds should give a better picture of their holdings. To get an estimate of their holdings, he incorporates, in a standard regression, typical constraints related to the regulation of mutual funds, such as no short-selling and value preservation. He argues that this gives a more realistic picture of their investments and consequently better estimations of their future expected returns.<p>Unfortunately, in the style analysis, the weights are constrained to be constant. Even if, for funds of hedge funds the weights should also sum up to 1, given their dynamic nature, the constant weights seem more restrictive than for mutual funds. Hence, the econometric literature was lacking a method incorporating the constraints and the possibility for the weights to vary. Motivated by this gap, we develop a method that allows the weights to vary while being constrained to sum up to 1 by combining the Sharpe analysis with a time-varying coefficient model. As the style analysis has proven to be a valuable tool for mutual fund analysis, we believe our approach offers many potential fields of application both for funds of hedge funds and mutual funds.<p>The contributions of our thesis to the field of finance are numerous. <p>Firstly, we are the first to offer a comprehensive and exhaustive assessment of the world of FoHFs. Using both a bootstrap analysis and a method that allows dealing with multiple hypothesis tests straightforwardly, we show that after fees, the majority of FoHFs do not channel alpha from single-manager hedge funds and that only very few FoHFs deliver after-fee alpha per se, i.e. on top of the alpha of the hedge fund indices. We conclude that the added value of the vast majority of FoHFs should thus not be expected to come from the selection of the best HFs but from the risk management-monitoring skills and the easy access they provide to the HF universe.<p> <p> <p>Secondly, despite that the leverage is one of the key features of funds of hedge funds, there was a gap in the understanding of the impact it might have on the investor’s alpha. This was likely due to the quasi-absence of data about leverage and to the fact that literature was lacking a proper tool to implicitly estimate this leverage. <p>We fill this gap by proposing a theoretical model of fund of hedge fund leverage and alpha where the cost of borrowing is increasing with leverage. In the literature, this is the first model which integrates the rising cost of borrowing in the leverage decision of FoHFs. We use this model to determine the conditions under which the leverage has a negative or a positive impact on investor’s alpha and show that the manager has an incentive to take a leverage that hurts the investor’s alpha. Next, using estimates of the leverages of a sample of FoHFs obtained through the time-varying style analysis, we show that leverage has indeed a negative impact on alphas and appraisal ratios. We argue that this effect may be an explanation for the disappointing alphas delivered by funds of hedge funds and can be interpreted as a potential explanation for the “capacity constraints ” effect. To the best of our knowledge, we are the first to report and explain this negative relationship between alpha and leverage in the industry. <p>Thirdly, we show the interest of the time-varying coefficient model in hedge fund performance assessment and selection. Since the literature underlines that manager skills are varying with macro-economic conditions, the alpha should be dynamic. Unfortunately, using ordinary least-squares regressions forces the estimate of the alpha to be constant over the estimation period. The alpha of an OLS regression is thus static whereas the alpha generation process is by nature varying. On the other hand, we argue that the time-varying alpha captures this dynamic behaviour. <p>As the literature shows that abnormal-return persistence is essentially short-term, we claim that using the quasi-instantaneous detection ability of the time-varying model to determine the abnormal-return should lead to outperforming portfolios. Using a persistence analysis, we check this conjecture and show that contrary to top performers in terms of OLS alpha, the top performers in terms of past time-varying alpha generate superior and significant ex-post performance. Additionally, we contribute to the literature on the topic by showing that persistence exists and can be as long as 3 years. Finally, we use the time-varying analysis to obtain estimates of the expected returns of hedge funds and show that using those estimates in a mean-variance framework leads to better ex-post performance. Therefore, we conclude that in terms of hedge fund performance detection, the time-varying model is superior to the OLS analysis.<p>Lastly, we investigate the funds that have chosen to adopt the “Alternative UCITS” framework. Contrary to the previous frameworks that were designed for mutual fund managers, this new set of European Union directives can be suited to hedge fund-like strategies. We show that for Ucits funds there is some evidence, although weak, of the added value of offshore experience. On the other hand, we find no evidence of added value in the case of non-offshore experienced managers. Motivated to further refine our results, we separate Ucits with offshore experienced managers into two groups: those with equivalent offshore hedge funds (replicas) and those without (new funds). This time, Ucits with no offshore equivalents show low volatility and a strongly positive alpha. Ucits with offshore equivalents on the other hand bring no added value and, not surprisingly, bear no substantial differences in their risk profile with their paired funds offshore. Therefore, we conclude that offshore experience plays a significant role in creating positive alpha, as long as it translates into real innovations. If the fund is a pure replica, the additional costs brought by the Ucits structure represent a handicap that is hardly compensated. As “Alternative Ucits” have only been scarcely investigated, this paper represents a contribution to the better understanding of those funds.<p>In summary, this thesis improves the knowledge of the distribution, detection and determinants of the performance in the industry of hedge funds. It also shows that a specific field such as the hedge fund industry can still tell us more about the sources of its performance as long as we can use methodologies in adequacy with their behaviour, uses, constraints and habits. We believe that both our results and the methods we use pave the way for future research questions in this field, and are of the greatest interest for professionals of the industry as well.<p> / Doctorat en Sciences économiques et de gestion / info:eu-repo/semantics/nonPublished