A utilização de sistemas semi-ativos no controle de movimento e vibração vem crescendo muito nos últimos anos, e está se firmando como a opção mais econômica em muitas aplicações. Os sistemas de controle semi-ativos baseados em fluidos magneto-reológicos (MR) já são empregados no controle de vibrações desde máquinas de lavar a grandes pontes suspensas, e até mesmo no controle de vibração de edifícios sujeitos a abalos sísmicos. No controle de movimento, eles têm sido aplicados em aparelhos de fisioterapia, próteses de joelho humano e embreagens. No setor automobilístico, os sistemas semi-ativos são empregados em sistemas de controle da suspensão e sistemas anti-rolagem, e também no controle de sistemas de torque e tração. Visto a crescente importância dos sistemas de controle semi-ativo, este trabalho aborda este assunto dividindo-o em duas partes: a primeira, apresentada no volume 1, trata do projeto de atuadores magneto-reológicos e do seu modelamento dinâmico voltado para projetos de controle; e a segunda parte, apresentada no volume 2, trata de projeto de controladores para sistemas semi-ativos, mais especificamente voltados para o controle de suspensão veicular semi-ativa, buscando a melhoria do desempenho em conforto, segurança e dirigibilidade do veículo. Na primeira parte, a maior contribuição deste trabalho está em preencher uma lacuna na literatura no que diz respeito a uma técnica sistemática de projeto de atuadores magneto-reológicos e da forma mais adequada de sua representação dinâmica para projetos de controle, que é feita a partir de dados experimentais. Na segunda parte deste trabalho buscou-se desenvolver um sistema de controle economicamente viável para veículos utilitários (caminhonetes principalmente). Estes são os veículos que mais carecem de sistemas de suspensão capazes de atender a uma grande variedade de situações (variação de pista, variação de carga), e cujo mercado exige uma relação custo/benefício melhor que aquela dos mercados de carros de luxo, onde estes sistemas são empregados atualmente. Como resultados mais importantes deste trabalho têmse: uma proposição para o uso da lei de controle LQG/LTR em sistemas não estritamente próprios; um modelo de um veículo utilitário completo com sete graus de liberdade e capaz de representar as situações mais importantes do comportamento dinâmico deste tipo de veículo; o desenvolvimento de uma estratégia de controle robusto baseado na técnica LQG/LTR, adequada para trabalhar com atuadores semi-ativos, e que utiliza sensores de custo compatível com a aplicação. O sistema de controle proposto foi capaz de melhorar o desempenho em conforto e segurança, evitando situações de perda de aderência dos pneus e comportamentos dinâmicos indesejáveis destes veículos, que foi verificado experimentalmente e através de simulações em computador. / The application of semi-active systems to motion and vibration control has significantly grown during the last years, and it is becoming an economically viable option for several applications. Semi-active systems based on magneto-rheological (MR) fluids were applied to vibration control ranging from washing machines to suspended bridges, and also in vibration control of buildings under seismic tremors. Regarding the movement control, they have been used in gym apparati, human knee prosthesis and clutches. More specifically in the automotive industry, semi-active systems have been applied in suspension and anti-roll systems, and also in torque and traction control systems. This work treats this subject dividing it into two parts: the first one, presented in volume 1, deals with the design of semi-active actuators based on magneto-rheological fluids and dynamic modeling; and the second one, presented in volume 2, deals with the design of semi-active control for vehicular suspension systems. The control main objective is the performance improvement in comfort, safety and handling features of a vehicle. In the first part, the main contribution of this work is to fulfill a literature gap regarding a systematic procedure for design of magneto-rheological actuators and to find a better representation for the dynamic behavior regarding the control system development, which is done based on experimental data analysis. The second part of this work leaded with the development of a vehicular suspension system for utility vehicles (for SUVs, and mainly for light trucks), which need suspension systems able to face a great number of situations (road variation, load variation, etc.), and which present stability problems due to its high gravity center height. Important results of this work are: the development of a robust control strategy based on LQG/LTR techniques for non-strictly proper systems, the development of a dynamic model for light trucks and SUVs with seven degrees of freedom; the development of a robust control strategy based on the LQG/LTR synthesis, suit to work with semi-active actuators, and using sensors with costs compatible to the application. The proposed control system was able to improve the performance of comfort and safety, avoiding the loss of adherence between tires and the ground and other undesirable dynamic behaviors of these vehicles, that was verified experimentally and through computer simulations.

The present research study is comprised of two main parts. The first part aims at the development of a systematic system-theoretic framework that allows the derivation of optimal chemotherapy protocols for HIV patients. The proposed framework is conceptually aligned with a notion of continuous-time model predictive control of nonlinear dynamical systems, and results in an optimal way to control viral replication, while maintaining low antiretroviral drug toxicity levels. This study is particularly important because it naturally integrates powerful system-theoretic techniques into a clinically challenging problem with worldwide implications, namely the one of developing chemotherapy patterns for HIV patients that are effective and do not induce adverse side-effects. The second part introduces a new digital controller design methodology for nonlinear (bio)chemical processes, that reflects contemporary necessities in the practical implementation of advanced process control strategies via digital computer-based algorithms. The proposed methodology relies on the derivation of an accurate sampled-data representation of the process, and the subsequent formulation and solution to a nonlinear digital controller synthesis problem. In particular, for the latter two distinct approaches are followed that are both based on the methodological principles of Lyapunov design and rely on a short-horizon model-based prediction and optimization of the rate of“energy dissipation" of the system, as it is realized through the time derivative of an appropriately selected Lyapunov function. First, the Lyapunov function is computed by solving the discrete Lyapunov matrix equation. In the second approach however, it is computed by solving a Zubov-like functional equation based on the system's drift vector field. Finally, two examples of a chemical and a biological reactor that both exhibit nonlinear behavior illustrate the main features of the proposed digital controller design method.

A utilização de sistemas semi-ativos no controle de movimento e vibração vem crescendo muito nos últimos anos, e está se firmando como a opção mais econômica em muitas aplicações. Os sistemas de controle semi-ativos baseados em fluidos magneto-reológicos (MR) já são empregados no controle de vibrações desde máquinas de lavar a grandes pontes suspensas, e até mesmo no controle de vibração de edifícios sujeitos a abalos sísmicos. No controle de movimento, eles têm sido aplicados em aparelhos de fisioterapia, próteses de joelho humano e embreagens. No setor automobilístico, os sistemas semi-ativos são empregados em sistemas de controle da suspensão e sistemas anti-rolagem, e também no controle de sistemas de torque e tração. Visto a crescente importância dos sistemas de controle semi-ativo, este trabalho aborda este assunto dividindo-o em duas partes: a primeira, apresentada no volume 1, trata do projeto de atuadores magneto-reológicos e do seu modelamento dinâmico voltado para projetos de controle; e a segunda parte, apresentada no volume 2, trata de projeto de controladores para sistemas semi-ativos, mais especificamente voltados para o controle de suspensão veicular semi-ativa, buscando a melhoria do desempenho em conforto, segurança e dirigibilidade do veículo. Na primeira parte, a maior contribuição deste trabalho está em preencher uma lacuna na literatura no que diz respeito a uma técnica sistemática de projeto de atuadores magneto-reológicos e da forma mais adequada de sua representação dinâmica para projetos de controle, que é feita a partir de dados experimentais. Na segunda parte deste trabalho buscou-se desenvolver um sistema de controle economicamente viável para veículos utilitários (caminhonetes principalmente). Estes são os veículos que mais carecem de sistemas de suspensão capazes de atender a uma grande variedade de situações (variação de pista, variação de carga), e cujo mercado exige uma relação custo/benefício melhor que aquela dos mercados de carros de luxo, onde estes sistemas são empregados atualmente. Como resultados mais importantes deste trabalho têmse: uma proposição para o uso da lei de controle LQG/LTR em sistemas não estritamente próprios; um modelo de um veículo utilitário completo com sete graus de liberdade e capaz de representar as situações mais importantes do comportamento dinâmico deste tipo de veículo; o desenvolvimento de uma estratégia de controle robusto baseado na técnica LQG/LTR, adequada para trabalhar com atuadores semi-ativos, e que utiliza sensores de custo compatível com a aplicação. O sistema de controle proposto foi capaz de melhorar o desempenho em conforto e segurança, evitando situações de perda de aderência dos pneus e comportamentos dinâmicos indesejáveis destes veículos, que foi verificado experimentalmente e através de simulações em computador. / The application of semi-active systems to motion and vibration control has significantly grown during the last years, and it is becoming an economically viable option for several applications. Semi-active systems based on magneto-rheological (MR) fluids were applied to vibration control ranging from washing machines to suspended bridges, and also in vibration control of buildings under seismic tremors. Regarding the movement control, they have been used in gym apparati, human knee prosthesis and clutches. More specifically in the automotive industry, semi-active systems have been applied in suspension and anti-roll systems, and also in torque and traction control systems. This work treats this subject dividing it into two parts: the first one, presented in volume 1, deals with the design of semi-active actuators based on magneto-rheological fluids and dynamic modeling; and the second one, presented in volume 2, deals with the design of semi-active control for vehicular suspension systems. The control main objective is the performance improvement in comfort, safety and handling features of a vehicle. In the first part, the main contribution of this work is to fulfill a literature gap regarding a systematic procedure for design of magneto-rheological actuators and to find a better representation for the dynamic behavior regarding the control system development, which is done based on experimental data analysis. The second part of this work leaded with the development of a vehicular suspension system for utility vehicles (for SUVs, and mainly for light trucks), which need suspension systems able to face a great number of situations (road variation, load variation, etc.), and which present stability problems due to its high gravity center height. Important results of this work are: the development of a robust control strategy based on LQG/LTR techniques for non-strictly proper systems, the development of a dynamic model for light trucks and SUVs with seven degrees of freedom; the development of a robust control strategy based on the LQG/LTR synthesis, suit to work with semi-active actuators, and using sensors with costs compatible to the application. The proposed control system was able to improve the performance of comfort and safety, avoiding the loss of adherence between tires and the ground and other undesirable dynamic behaviors of these vehicles, that was verified experimentally and through computer simulations.

This master's thesis deals with optimization of traffic networks. There are discussed modeling methods for traffic and simplifications used in these models. Introductory part is focused on mathematical theory used to buid presented model. Main focus of this thesis was creation and optimization of the model which describes real world traffic network with traffic lights. Model was tested on both artificial and real data gathered in city Zlín. It was necessary to create generator which can produce suitable input data for model.

No description available.

Ce mémoire s'intéresse à l'étude des comportements dynamiques dans les systèmes d'électronique de puissance. La nature des cycles définis par les variables d'état du système peut être établie soit grâce à un diagramme de bifurcation soit grâce aux multiplieurs de Floquet obtenus par le modèle discret du convertisseur. Cependant, pour certaines structures de convertisseur statique, un modèle discret ne peut être obtenu sans introduire de fortes hypothèses. Les bifurcations de type flip (à l'échelle des hautes fréquences) ne peuvent pas être prédites par le modèle moyen alors qu'elles apparaissent dans de nombreux convertisseurs statiques. Une nouvelle formulation d'un modèle moyen continu permettant d'estimer le premier point de bifurcation (flip, Hopf...) a été présentée. La méthodologie proposée a été appliquée à un convertisseur boost, en mode de conduction continu, contrôlé en courant par différents types de contrôleur à fréquence fixe de commutation. Ensuite, ce modèle moyen a été utilisé pour le dimensionnement des paramètres du régulateur de courant associé à un système de filtrage actif. Les résultats obtenus par le modèle proposé ont été validés par simulation numérique ainsi que par des résultats expérimentaux.Les méthodes d'analyse des cycles limites ont été étendues pour étudier la stabilité des réseaux DC lorsque la fréquence de coupure du filtre LC reliant la source de tension avec le convertisseur statique est proche de la fréquence apparente de commutation des convertisseurs utilisés. Différents modèles discrets ont été développés pour pouvoir considérer ou non le caractère échantillonné de la commande des convertisseurs / This thesis discusses the study of dynamic behavior in power electronics systems. The nature of cycles defined by the state variables of the system can be settled either by a bifurcation diagram or by Floquet multipliers obtained from the discrete model of the converter. However, for certain structures of static converters, a discrete model cannot be obtained without introducing large assumptions. The flip bifurcations (fast-scale) cannot be predicted by the averaged model whereas they appear in many statics converters. A new formulation of a continuous averaged model is presented to estimate the first bifurcation point (flip, Hopf ...). The proposed methodology is applied to a boost converter, operated in continuous conduction mode, controlled by different types of fixed frequency switching current controllers. Then, this averaged model is used for the design of the current controller parameters associated with an active filter system. The variables obtained by the proposed model have been validated by numerical simulation and experimental results. Methods of analysis of limit cycles are extended to study the stability of DC networks when the cutoff frequency of the LC filter between the voltage source and the converter is close to the switching frequency of converters. Different discrete-time models have been developed in order to consider whether to use sampled or no-sampled converter control

This thesis consists of four papers, three papers about modelling animal populations and one paper about an area integral estimate for solutions of partial differential equations on non-smooth domains. The papers are: I. Å. Brännström, Single species population models from first principles. II. Å. Brännström and D. J. T. Sumpter, Stochastic analogues of deterministic single species population models. III. Å. Brännström and D. J. T. Sumpter, Coupled map lattice approximations for spatially explicit individual-based models of ecology. IV. Å. Brännström, An area integral estimate for higher order parabolic equations. In the first paper we derive deterministic discrete single species population models with first order feedback, such as the Hassell and Beverton-Holt model, from first principles. The derivations build on the site based method of Sumpter & Broomhead (2001) and Johansson & Sumpter (2003). A three parameter generalisation of the Beverton-Holtmodel is also derived, and one of the parameters is shown to correspond directly to the underlying distribution of individuals. The second paper is about constructing stochastic population models that incorporate a given deterministic skeleton. Using the Ricker model as an example, we construct several stochastic analogues and fit them to data using the method of maximum likelihood. The results show that an accurate stochastic population model is most important when the dynamics are periodic or chaotic, and that the two most common ways of constructing stochastic analogues, using additive normally distributed noise or multiplicative lognormally distributed noise, give models that fit the data well. The latter is also motivated on theoretical grounds. In the third paper we approximate a spatially explicit individual-based model with a stochastic coupledmap lattice. The approximation effectively disentangles the deterministic and stochastic components of the model. Based on this approximation we argue that the stable population dynamics seen for short dispersal ranges is a consequence of increased stochasticity from local interactions and dispersal. Finally, the fourth paper contains a proof that for solutions of higher order real homogeneous constant coefficient parabolic operators on Lipschitz cylinders, the area integral dominates the maximal function in the L2-norm.

本文針對路徑相依選擇權(path dependent option)商品，提供一個一般化且有效率評價方法。由於路徑相依選擇權的種類很多，而大部分的美式路徑相依選擇權都沒有封閉解(closed-form)，或是封閉解的數學計算過於複雜，而造成評價的困難。此時，透過數值方法可以對路徑相依選擇權定出理論價值。但是選定一個有效率的數值方法是主要的困難，理論上，樹狀模型及蒙地卡羅的數值方法都可以評價路徑相依選擇權，而蒙地卡羅法在評價美式選擇權時較困難，相對而言，使用樹狀模型可以評價美式的選擇權的一個不錯的方法。 自從CRR(Cox, Ross and Rubinstein, 1979)發展二項樹模型(Binomial Tree model)來評價選擇權後，二項樹模型一直被廣泛的應用，此方法基本的概念假設股價的變動為間斷(Discrete)的，且股價呈現上漲或下跌兩種情形，這樣可以容易地來評價歐式及美式的選擇權。之後Boyle(1988)更發展三元樹模型(Trinomial Tree)，股價比CRR更多了持平的情形，這樣比CRR多考慮了一種股價行為的模式，實證得知三元樹在穩定性及收斂度上比二項樹表現較佳。 上述二項樹模型及三元樹模型受到節點重合(recombined)的特性，而路徑相依選擇權同一個節點若由不同歷史路徑所產生時，其報酬(payoff)是不同的，報酬可能因為歷史路徑的不同產生很多的情形，所以當路徑相依選擇權的條件越複雜時，要評價一個路徑相依選擇權有其困難性。 本文分別以二項樹模型及三元樹模型來評價路徑相依的選擇權，而為了解決節點可能存在之前的路徑問題，放鬆條件使得節點不再結合一起(non-recombined)，如此所有的節點將可以被紀錄，不會有不能評價路徑相依選擇權的問題，但在此情況下會產生另一個問題，節點數隨著切割期數的上昇呈指數成長，使得電腦計算較無效率。 針對路徑選擇權本文提出一個有效率的路徑相依選擇權方法，稱為動態樹狀法(Dynamic Tree Model, DTM)，此評價方法建構在風險中立定價(risk-neutral)的理論基礎上。在每一期時間點檢查是否有相同的路徑資訊和標的物現價，若發生路徑資訊和標的物的現價相同且有重複的節點時，可以預期的，這些節點未來長出的子股價樹也會相同，因此不必重複節點，浪費電腦記憶體空間及運算時間，而將此節點予以合併，以達到減少節點個數目的。若遇到不同的路徑資訊或不同標的物現價的節點時，則予以產生。 動態樹狀法將真正需要的節點加以產生，其目的能降低節點數目，改善計算效率，而將此方法廣泛地應用在其他不同的路徑相依選擇權上。而根據不同路徑相依選擇權，我們必須將有用的路徑資訊存在節點上。本文將提出一般化的模型，使用policy設計樣式，以二項樹及三元樹為例，並選擇不同的路徑相依選擇權產品－障礙選擇權、回顧選擇權、亞式選擇權為例，求其理論價值，而實務上通常是間斷(discrete)觀察，我們將討論間斷觀測的情形，比較其觀察點、效率、精確度、節點數目、允許誤差之探討，並提出建議，也能夠廣泛應用在其它路徑相依選擇權上。