O principal objetivo desta dissertação é obter um Teorema do Envelope que permita mecanismos não diferenciáveis, preferências arbitrárias e que possa ser aplicado em modelos com múltiplos agentes. Nós alcançamos isto ao expandir a análise de Milgrom e Segal (2002), generalizando seus resultados para espaços de tipos multidimensionais. Dessa forma, continuamos permitindo que a regra de escolha (mecanismo) seja descontínua. Para obter nosso resultado, é necessário o uso do Teorema do Máximo de Berge e, consequentemente, devemos impor compacidade no conjunto de escolha. Inicialmente esta hipótese pode parecer forte, porém argumentamos que em aplicações _e muito improvável termos um conjunto de escolha aberto ou, principalmente, não limitado. Nós também identificamos condições para que a função valor seja absolutamente contínua e mostramos que sua representação integral também é válida para espaços de tipos multidimensionais. Inicialmente propomos uma generalização direta do resultado de Milgrom e Segal (2002), utilizando a hipótese de continuidade absoluta da função de utilidade do agente. Entretanto, esta exigência não possui muito significado econômico e é considerada pouco elegante por parte da literatura. Neste sentido, incorporamos uma hipótese adicional de diferenciabilidade da utilidade em todo o domínio que gera a mesma representação integral e possui uma maior interpretação econômica. Nossos resultados são, em geral, aplicados a modelos com múltiplos agentes, em especial Economia do Setor Público (provisão de bens públicos e taxação ótima) e teoria dos leilões. / The main objective of this dissertation is to obtain an Envelope Theorem that allows non-di erentiable mechanisms, arbitrary preferences, and that can be applied to models with multiple agents. We achieve that by expanding the analysis of Milgrom and Segal (2002) and generalizing their results to multidimensional type spaces. Thus, we continue allowing that the choice rule (mechanism) is discontinuous. For our result, it is necessary to use the Berge's Maximum Theorem and therefore we must impose compactness in the choice set. Initially this assumption may seem strong, but we argue that in applications there is an open or unbounded choice set is very unlikely. We also identify conditions for the value function is absolutely continuous and show that its integral representation is also valid for multidimensional type spaces. Firstly we propose a direct generalization of the Milgrom and Segal (2002)'s result, using the assumption of absolute continuity of the agent's utility function. However, this requirement does not have much economic interpretation and it is considered not very elegant in the literature. In this sense, we incorporate an additional assumption of di erentiability of the utility in all range that generates the same integral representation and it possesses a greater economic interpretation. Our results are generally applied to models with multiple agents, in particular Public Economics (public goods supply and optimal taxation) and auction theory.

This dissertation is dedicated to the rigorous study of discontinuous transitions in star graphs of coupled phase oscillators. A star graph consists of a central node, called hub, connected to peripheral nodes called leaves. We consider the setting where the frequency of the leaves is identical and the hub has a higher frequency when isolated. This captures the effect of positive correlation between the hub high number of connections and its high natural frequency. Hub higher frequency turns out to be the key feature for discontinuity in the transition from incoherent to synchronous behavior. This transition has been observed numerically and explained via a non-rigorous analytical treatment in the thermodynamic limit. Using Möbius group reduction and the theory of persistence of normally hyperbolic invariant manifold, we prove that this transition is indeed discontinuous for a certain set of initial conditions. / Esta dissertação dedica-se em estudar rigorosamente transições descontínuas de osciladores de fase acoplados em grafos estrelas. Um grafo estrela é composto de um nó central, chamado hub, conectado a nós periféricos chamados folhas. Consideramos a situação na qual a frequência das folhas é igual e o hub tem frequência mais elevada, o efeito de correlação positiva entre o grande número de conexões do hub e sua frequência. A elevada frequência do hub resulta por ser o aspecto crucial na descontinuidade da transição do comportamento incoerente para o síncrono. Esta transição foi observada numericamente e estudada por meio de tratamento analítico não rigoroso no limite termodinâmico. Usando técnica de redução a partir do grupo de Möbius e a teoria de variedades invariantes normalmente hiperbólicias, provamos que esta transição é de fato descontínua para certo conjunto de condições iniciais.

This dissertation is dedicated to the rigorous study of discontinuous transitions in star graphs of coupled phase oscillators. A star graph consists of a central node, called hub, connected to peripheral nodes called leaves. We consider the setting where the frequency of the leaves is identical and the hub has a higher frequency when isolated. This captures the effect of positive correlation between the hub high number of connections and its high natural frequency. Hub higher frequency turns out to be the key feature for discontinuity in the transition from incoherent to synchronous behavior. This transition has been observed numerically and explained via a non-rigorous analytical treatment in the thermodynamic limit. Using Möbius group reduction and the theory of persistence of normally hyperbolic invariant manifold, we prove that this transition is indeed discontinuous for a certain set of initial conditions. / Esta dissertação dedica-se em estudar rigorosamente transições descontínuas de osciladores de fase acoplados em grafos estrelas. Um grafo estrela é composto de um nó central, chamado hub, conectado a nós periféricos chamados folhas. Consideramos a situação na qual a frequência das folhas é igual e o hub tem frequência mais elevada, o efeito de correlação positiva entre o grande número de conexões do hub e sua frequência. A elevada frequência do hub resulta por ser o aspecto crucial na descontinuidade da transição do comportamento incoerente para o síncrono. Esta transição foi observada numericamente e estudada por meio de tratamento analítico não rigoroso no limite termodinâmico. Usando técnica de redução a partir do grupo de Möbius e a teoria de variedades invariantes normalmente hiperbólicias, provamos que esta transição é de fato descontínua para certo conjunto de condições iniciais.

This thesis investigates a new method for financial data simulation using novel neural network models developed by the author. Using two improved models for financial data simulation and prediction, the trigonometric polynomial higher order neural network group models have been developed. The theoretical principles of these improved models are presented and demonstrated in the thesis. It is the first attempt to use trigonometric polynomial high order neural network group models for financial data simulation. We could not find any references to using trigonometric polynomial high order neural network group models for financial data simulation in the extensive literature search conducted for this thesis, including a thorough Internet search on this topic. The author has developed a computer program, called 'THONG'. The program, running on X-windows, is based on the new neural network models developed, and also uses group models. This program allows users to apply in practice his new analysis and prediction method. The 'THONG' program is a user-friendly GUI system. All the steps of the operation in this system are easily controlled using a mouse. Both system operation and system mode can be viewed during the processing of data. THONG models have proven capable of handling high frequency, high order nonlinear and discontinuous data. The results of processing the experimental data using the THONG financial simulator are presented in the thesis. These results confirm that the THONG group models converge without difficulty, and are considerably more accurate than traditional neural network models. / Doctor of Philosophy (PhD)

The subject of this thesis is the development of an accurate, general and robust numerical method capable of predicting the flow behavior of two-phase immiscible fluids, separated by a well defined interface. In the quest of an accurate and robust numerical method for the modeling of two-phase flows, one has to keep in mind the intrinsic properties and difficulties associated with the problem: (i) those flows are mostly three-dimensional, (ii) some flows are steady, others unsteady, (iii) the interface might encounter a lot of topology changes (like merger or break-up), (iv) large jumps of density and viscosity might exist across the interface (e.g. ratio of density of 1/1000 for water and air), (v) surface tension forces may play a very important role in the interface dynamics. Hence, the influence of this force should be accurately evaluated and incorporated into the model, (vi) mass conservation is of primary importance. All these issues are addressed in this thesis, and special techniques are proposed for their treatment, which enables to construct the desired computational method. The chosen computational method combines a pressure stabilized finite element method for the Navier Stokes equations with a discontinuous Galerkin (DG) method for the level set equation. Such a combination of those two numerical methods results in a simple and effective algorithm that allows to simulate diverse flow regimes presenting large density and viscosity ratios (ratio up to 1/1000).

The research reported in this thesis builds on a novel model developed at the University of Minnesota to analyze the self-excited vibrations that occur when drilling with polycrystalline diamond cutter bits. The lumped parameter model of the drilling system takes into consideration the axial and the torsional vibrations of the bit. These vibrations are coupled through a bit-rock interaction law. At the bit-rock interface, the cutting process combined with the quasihelical motion of the bit leads to a regenerative effect that introduces a coupling between the axial and torsional modes of vibrations and a state-dependent delay in the governing equations, while the frictional contact process is associated with discontinuities in the boundary conditions when the bit sticks in its axial and angular motion. The response of this complex system is characterized by a fast axial dynamics superposed to the slow torsional dynamics. A two time scales analysis that uses a combination of averaging methods and a singular perturbation approach is proposed to study the dynamical response of the system. An approximate model of the decoupled axial dynamics permits to derive a pseudo analytical expression of the solution of the axial equation. Its averaged behavior influences the slow torsional dynamics by generating an apparent velocity weakening friction law that has been proposed empirically in earlier works. The analytical expression of the solution of the axial dynamics is used to derive an approximate analytical expression of the velocity weakening friction law related to the physical parameters of the system. This expression can be used to provide recommendations on the operating parameters and the drillstring or the bit design in order to reduce the amplitude of the torsional vibrations. Moreover, it is an appropriate candidate model to replace empirical friction laws encountered in torsional models used for control. In this thesis, we also analyze the axial and torsional vibrations by basing the model on a continuum representation of the drillstring rather than on the low dimensional lumped parameter model. The dynamic response of the drilling structure is computed using the finite element method. While the general tendencies of the system response predicted by the discrete model are confirmed by this computational model (for example that the occurrence of stick-slip vibrations as well as the risk of bit bouncing are enhanced with an increase of the weight-on-bit or a decrease of the rotational speed), new features in the self-excited response of the drillstring are detected. In particular, stick-slip vibrations are predicted to occur at natural frequencies of the drillstring different from the fundamental one (as sometimes observed in field operations), depending on the operating parameters. Finally, we describe the experimental strategy chosen for the validation of the model and discuss results of tests conducted with DIVA, an analog experimental set-up of the lumped parameter model. Some results of the experiments conducted in an artificial rock seem to validate the model studied here although the same experiments obtained with natural rocks were unsuccessful. Different problems with the design of the experimental setup were identified. By using the outcome of the analysis of the uncoupled dynamics, we could provide critical recommendation to elaborate and to design a simpler and stiffer analog experiment (TAZ) used to study the self excitation of the axial dynamics that ultimately lead to the excitation of the torsional dynamics.

In this thesis, we analyze theoretical properties of the discontinuous Galerkin method (DGM) and propose novel approaches to implementation with the aim to increase its efficiency. First, we derive explicit expressions for the eigenvalues (spectrum) of the discontinuous Galerkin spatial discretization applied to the linear advection equation. We show that the eigenvalues are related to the subdiagonal [p/p+1] Pade approximation of exp(-z) when the p-th degree basis functions are used. Then, we extend the analysis to nonuniform meshes where both the size of elements and the composition of the mesh influence the spectrum. We show that the spectrum depends on the ratio of the size of the largest to the smallest cell as well as the number of cells of different types. We find that the spectrum grows linearly as a function of the proportion of small cells present in the mesh when the size of small cells is greater than some critical value. When the smallest cells are smaller than this critical value, the corresponding eigenvalues lie outside of the main spectral curve. Numerical examples on nonuniform meshes are presented to show the improvement on the time step restriction. In particular, this result can be used to improve the time step restriction on Cartesian grids. Finally, we present a discontinuous Galerkin method for solutions of the Euler equations on Cartesian grids with embedded geometries. Cutting an embedded geometry out of the Cartesian grid creates cut cells, which are difficult to deal with for two reasons. One is the restrictive CFL number and the other is the integration on irregularly shaped cells. We use explicit time integration employing cell merging to avoid restrictively small time steps. We provide an algorithm for splitting complex cells into triangles and use standard quadrature rules on these for numerical integration. To avoid the loss of accuracy due to straight sided grids, we employ the curvature boundary conditions. We show that the proposed method is robust and high-order accurate.

Coastal regions are the most densely populated regions of the world. The populations of these regions continue to grow which has created a high demand for water that stresses existing water resources. Coastal aquifers provide a source of water for coastal populations and are generally part of a larger system where freshwater aquifers are hydraulically connected with a saline surface-water body. They are characterized by salinity variations in space and time, sharp freshwater/saltwater interfaces which can lead to dramatic density differences, and complex groundwater chemistry. Mismanagement of coastal aquifers can lead to saltwater intrusion, the displacement of fresh water by saline water in the freshwater regions of the aquifers, making them unusable as a freshwater source. Saltwater intrusion is of significant interest to water resource managers and efficient simulators are needed to assist them. Numerical simulation of saltwater intrusion requires solving a system of flow and transport equations coupled through a density equation of state. The scale of the problem domain, irregular geometry and heterogeneity can require significant computational resources. Also, modeling sharp transition zones and accurate flow velocities pose numerical challenges. Discontinuous Galerkin (DG) finite element methods (FEM) have been shown to be well suited for modeling flow and transport in porous media but a fully coupled DG formulation has not been applied to the variable density flow and transport model. DG methods have many desirable characteristics in the areas of numerical stability, mesh and polynomial approximation adaptivity and the use of non-conforming meshes. These properties are especially desirable when working with complex geometries over large scales and when coupling multi-physics models (e.g. surface water and groundwater flow models). In this dissertation, we investigate a new combined local discontinuous Galerkin (LDG) and non-symmetric, interior penalty Galerkin (NIPG) formulation for the non-linear coupled flow and solute transport equations that model saltwater intrusion. Our main goal is the formulation and numerical implementation of a robust, efficient, tightly-coupled combined LDG/NIPG formulation within the Department of Defense (DoD) Proteus Computational Mechanics Toolkit modeling framework. We conduct an extensive and systematic code and model verification (using established benchmark problems and proven convergence rates) and model validation (using experimental data) to verify accomplishment of this goal. Lastly, we analyze the accuracy and conservation properties of the numerical model. More specifically, we derive an a priori error estimate for the coupled system and conduct a flow/transport model compatibility analysis to prove conservation properties. / text

In this paper, I explore what competencies are required for a company with broad-based, discontinuous, high-technology products. Many of the competencies the company must support are seemingly contradictory. Some examples include managing deliberate versus emergent strategy, market focus versus disruptive design, and exploration versus exploitation. I propose a specific organizational structure to support such paradoxical competencies for a company with these characteristic broad, discontinuous, high-technology products. / text

In recent years, hydraulic fracturing has led to a dramatic increase in the worldwide production of natural gas. In a typical hydraulic fracturing treatment, millions of gallons of water, sand and chemicals are injected into a reservoir to generate fractures in the reservoir that serve as pathways for fluid flow. Recent research has shown that both the effectiveness of fracturing treatments and the productivity of fractured reservoirs can be heavily influenced by the presence of pre-existing natural fracture networks. This work presents a fully implicit hydro-mechanical algorithm for modeling hydraulic fracturing in complex fracture networks using the two-dimensional discontinuous deformation analysis (DDA). Building upon previous studies coupling the DDA to fracture network flow, this work emphasizes various improvements made to stabilize the existing algorithms and facilitate their convergence. Additional emphasis is placed on validation of the model and on extending the model to the stochastic characterization of hydraulic fracturing in naturally fractured systems. To validate the coupled algorithm, the model was tested against two analytical solutions for hydraulic fracturing, one for the growth of a fixed-length fracture subject to constant fluid pressure, and the other for the growth of a viscosity-storage dominated fracture subject to a constant rate of fluid injection. Additionally, the model was used to reproduce the results of a hydraulic fracturing experiment performed using high-viscosity fracturing fluid in a homogeneous medium. Very good agreement was displayed in all cases, suggesting that the algorithm is suitable for simulating hydraulic fracturing in homogeneous media. Next, this work explores the relationship between the maximum tensile stress and Mohr-Coulomb fracture criteria used in the DDA and the critical stress intensity factor criteria from linear elastic fracture mechanics (LEFM). The relationship between the criteria is derived, and the ability of the model to capture the relationship is examined for both Mode I and Mode II fracturing. The model was then used to simulate the LEFM solution for a toughness-storage dominated bi-wing hydraulic fracture. Good agreement was found between the numerical and theoretical results, suggesting that the simpler maximum tensile stress criteria can serve as an acceptable substitute for the more rigorous LEFM criteria in studies of hydraulic fracturing. Finally, this work presents a method for modeling hydraulic fracturing in reservoirs characterized by pre-existing fracture networks. The ability of the algorithm to correctly model the interaction mechanism of intersecting fractures is demonstrated through comparison with experimental results, and the method is extended to the stochastic analysis of hydraulic fracturing in probabilistically characterized reservoirs. Ultimately, the method is applied to a case study of hydraulic fracturing in the Marcellus Shale, and the sensitivity of fracture propagation to variations in rock and fluid parameters is analyzed.