Subject of study: Cilia and flagella are slender appendages of eukaryotic cells. They are actively bending structures and display regular bending waves. These active flagellar bending waves drive fluid flows on cell surfaces like in the case of the ciliated trachea or propels single cell micro-swimmers like sperm or alga. Objective: The axoneme is the evolutionarily conserved mechanical apparatus within cilia and flagella. It is comprised of a cylindrical arrangement of microtubule doublets, which are the elastic elements and dyneins, which are the force generating elements in the axonemal structure. Dyneins collectively bend the axoneme and must be specifically regulated to generate symmetric and highly asymmetric waveforms. In this thesis, I address the question of the molecular origin of the asymmetric waveform and test different theoretical descriptions for motor regulation. Approach: I introduce the isolated and reactivated Chlamydomonas axoneme as an experimental model for the symmetric and asymmetric flagellar beat. This system allows to study the beat in a controlled and cell free environment. I use high-speed microscopy to record shapes with high spatial and temporal resolution. Through image analysis and shape parameterization I extract a minimal set of parameters that describe the flagellar waveform. Using Chlamydomonas, I make use of different structural and motor mutants to study their effect on the shape in different reactivation conditions. Although the isolated axoneme system has many advantages compared to the cell-bound flagellum, to my knowledge, it has not been characterized yet. Results: I present a shape parameterization of the asymmetric beat using Fourier decomposition methods and find, that the asymmetric waveform can be understood as a sinusoidal beat around a circular arc. This reveals the similarities of the two different beat types: the symmetric and the asymmetric beat. I investigate the origin of the beat-asymmetry and find evidence for a specific dynein motor to be responsible for the asymmetry. I furthermore find experimental evidence for a strong sliding restriction at the basal end of the axoneme, which is important to establish a static bend. In collaboration with P. Sartori and F. Jülicher, I compare theoretical descriptions of different motor control mechanisms and find that a curvature controlled motor-regulation mechanism describes the experimental data best. We furthermore find, that in the dynamic case an additional sliding restriction at the base is unnecessary. By comparing the waveforms of intact cells and isolated reactivated axonemes, I reveal the effect of hydrodynamic loading, and the influence of boundary conditions on the shape of the beating flagella.:Contents 1 Introduction. . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 1.1 Biology of Cilia and Flagella . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 1.1.1 The dimensions of flagellated micro-swimmers . . . . . . . . . . . . . . . . . 4 1.1.2 The symmetric and the asymmetric beat . . . . . . . . .. . . . . . . . . . . . 5 1.1.3 Chlamydomonas reinhardtii as a flagella model . . . . . . . . . . 5 1.2 The axoneme is the internal structure in eukaryotic cilia and flagella . . 6 1.3 Structure and function of microtubules and dyneins . . . . . . . . . . . 9 1.3.1 Microtubules: The structural elements in the axoneme . . . . . . 9 1.3.2 Dyneins: The force generators that drive the axonemal beat . . . 10 1.3.3 The asymmetries in the axoneme and consequences for the beat 17 1.4 Axonemal waveform models and mechanisms: from sliding to bending to beating . . . . . . . . . . . . . . 20 1.5 Geometrical representation and parameterization of the axonemal beat . . . . . . . . . . . . . . . 23 2 Questions addressed in this thesis . . . . . . . . . . . . . . 27 3 Material and Methods . . . . . . . . . . . . . . 29 3.1 Chlamydomonas cells: Axoneme preparation and motility assays . . . . 29 3.1.1 Culturing of Chlamydomonas reinhardtii cells . . . . . . . . . . . 29 3.1.2 Isolation, demembranation and storage of axonemes . . . . . . . 33 3.1.3 Reactivation of axonemes in controlled conditions . . . . . . . . . 35 3.1.4 Axoneme gliding assay using kinesin 1 . . . . . . . . . . . . . . . 36 3.2 Imaging and image processing . . . . . . . . . . . . . . . . . . . . . . . . 38 3.2.1 High-speed imaging of the flagella and axonemes . . . . . . . . . 38 3.2.2 Precise tracking of isolated axonemes and the flagella of cells . . 42 3.2.3 High throughput frequency evaluation of isolated axonemes . . . 47 3.2.4 Beat frequency characterization of the reactivated WT axoneme . . . . . . . . . . . . . . 49 4 Results and Discussion . . . . . . . . . . . . . . 53 4.1 The beat of the axoneme propagates from base to tip . . . . . . . . . . . 53 4.1.1 TEM study reveals no sliding at the base of a bend axoneme . . 53 4.1.2 The direction of wave propagation is directly determined from the reactivation of polarity marked axonemes . . . . . . . . . . 57 4.1.3 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60 4.2 The asymmetric beat is the superposition of a static semi-circular arc and a sinusoidal beat . . . . . . .. . . . . . . . . . . . . . . . . 61 4.2.1 The waveform is parameterized by Fourier decomposition in time . . . . . . . . . . . . . . 61 4.2.2 The 0th and 1st Fourier modes describe the axonemal waveform . . . . . . . . . . . . . . 65 4.2.3 General dependence of shape parameters on axoneme length and beat frequency. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68 4.2.4 The isolated axoneme is a good model for the intact flagellum . .. . . . . . . . . . . . . . 71 4.2.5 Summary: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76 4.3 The circular motion is a consequence of the axonemal waveform . . . . . . . . . . . . . . . . . . . 79 4.3.1 Hydrodynamic relations for small amplitude waves explain the relation between swimming and shape of axonemes . . . . 79 4.3.2 The swimming path can be reconstructed using shape information and a hydrodynamic model . . . . . . . . . . . . . . . . 83 4.3.3 Motor mutations alter the direction of rotation of reactivated axonemes. . . . . . . . . . . . . . . . . . . . . . . . 84 4.3.4 Summary: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87 4.4 The molecular origin of the circular mean shape. . . . . . . . . . . . . . 89 4.4.1 Motor Mutations do not abolish the mean shape, a structural mutation does . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89 4.4.2 The axoneme is straight in absence of ATP but bend at low ATP concentrations. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93 4.4.3 Viscous load decreases the mean curvature . . . . . . . . . . . . 99 4.4.4 Summary: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 4.5 Curvature-dependent dynein activation accounts for the shape of the beat of the isolated axoneme . . . . . . . . . . . . . . . . 103 5 Conclusions and Outlook . . . . . . . . . . . . . . . . 109 5.1 Summary of the results . . . . . . . . . . . . . . . . . . . . . . . . . . . 109 5.2 Future directions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110 Abbreviations . . . . . . . . . . . . . . . . 111 List of figures . . . . . . . . . . . . . . . . 116 List of tables . . . . . . . . . . . . . . . . 118 Bibliography

Cette thèse traite de l’analyse robuste du comportement dynamique des systèmes frottants. Ces derniers constituent une classe particulière des systèmes non linéaires et sont caractérisés par des comportements dynamiques très sensibles aux variations des paramètres de conception en particulier aux dispersions des lois de frottement. Cette sensibilité se traduit par des variations qualitatives importantes du comportement dynamique (stabilité, niveaux vibratoire) qui peuvent alors affecter négativement les performances des systèmes frottants. Il est ainsi important, voire indispensable, de pouvoir tenir compte de la dispersion des lois de frottement dans l’étude et l’analyse du comportement dynamique des systèmes frottants afin d’en garantir la robustesse et, dans une perspective plus générale, d’asseoir une démarche de conception robuste des systèmes frottants. Des méthodes spectrales basées sur le concept du chaos polynomial sont proposées dans cette thèse pour traiter de l’analyse robuste du comportement dynamique des systèmes frottants. Pouvant modéliser les fonctions et processus stochastiques, ces méthodes sont adaptées au problème en particulier à l’analyse de la stabilité et à la prédiction des niveaux vibratoires en tenant compte de la dispersion des lois de frottement. Différentes procédures sont proposées et développées pour traiter de ces deux questions. Une efficacité importante a été illustrée à travers l’évaluation des différentes méthodes proposées (chaos polynomial généralisé, chaos polynomial multi-éléments, chaos de Wiener-Haar) en les appliquant sur un exemple de système frottant. En effet, il est montré que ces méthodes offrent une alternative très intéressante à la méthode prohibitive, mais référentielle, de Monte Carlo puisque, pour des niveaux de précision et de confiance similaires, le coût en nombre, en volume et nécessairement en temps de calcul occasionné par les méthodes spectrales sur les différentes analyses (de la stabilité et des niveaux vibratoire) est largement inférieur à celui requis par la technique de Monte Carlo. / This thesis deals with the robust analysis of the dynamic behaviour of dry friction systems. These are a special class of nonlinear systems and are characterized by dynamic behaviors very sensitive to changes in design parameters in particular to dispersions of friction laws. This sensitivity results in important qualitative changes (stability, vibration levels) that can adversely affect the performances of friction systems. It is thus important, even essential, to take account of the dispersion laws of friction in the study and analysis of the dynamic behavior of friction systems in order to ensure robustness and, in a more general perspective, to establish a robust design approach for friction systems. Spectral methods based on the concept of polynomial chaos are proposed in this thesis to address these problems. The spectral methods can model random functions and stochastic processes so they have been adapted to deal with the robust analysis of the dynamic behavior of frictions systems subjected to random friction coefficient. Different procedures are proposed and developed to, analyze with robustness the stability of friction system in a first step and to predict and estimate the vibratory levels of the same systems. High efficiency is demonstrated by evaluating the various proposed methods (generalized polynomial chaos, multi-element polynomial chaos, Wiener-Haar chaos) on the two issues considered. Indeed, it is shown that these methods offer an attractive alternative to the prohibitive, but referential, Monte Carlo method since, for similar levels of accuracy and confidence, the cost in terms of number and volume of calculus and thus in time of computing occasioned by the spectral methods on the different problems (robust stability and vibration levels analysis) is well lower than the one occasioned by the Monte Carlo technique.

A importância da geração de energia elétrica hidráulica, dentro dos requisitos de qualidade e fornecimento com índices de confiabilidade cada vez mais exigentes, tem se tornada acentuada, principalmente em atendimento às necessidades de consumo em todas as áreas de atividades produtivas. Têm-se notado que as tecnologias desenvolvidas aliadas às mudanças socioeconômicas trouxeram uma evolução e reestruturação, tanto no setor industrial produtivo como no setor elétrico (concessionárias de energia elétrica e fornecedores de sistemas e equipamentos para usinas hidrelétricas e subestações), com aumento significativo da especialização e da complexidade da automação dos processos envolvidos, onde falhas são consideradas inaceitáveis. Em consequência, têm-se exigido soluções técnicas eficazes e com investimentos reduzidos. Desta forma, a Automação Elétrica, que faz parte dos sistemas de Comando, Controle, Comunicação e Informação altamente integrados (C3I), têm demonstrado uma participação fundamental no atual cenário deste segmento. Então, de maneira a tratar adequadamente esta complexidade, tornar as soluções técnicas cada vez mais seguras e facilitar o estudo e projeto de novos sistemas de controle nesta área, este trabalho apresenta uma metodologia para modelagem e análise de Sistemas de Controle envolvidos na geração hidráulica de energia elétrica. Este trabalho tem como principais desenvolvimentos: uma metodologia que envolve a teoria de controle de SDED juntamente com conceitos e pesquisas na área de Engenharia de Software e um formalismo em Rede de Petri Interpretada por Sinais (RPIS) em conjunto com o paradigma de Orientação a Objetos (OO), representado pela proposta de uma nova RP, a RPIS_OO (Rede de Petri Interpretada por Sinais Orientada a Objetos). Destarte, espera-se que a metodologia e a nova RP propostas nesta tese contribuam na especificação e construção dos algoritmos de controle dos sistemas que participam na automação da geração de energia elétrica hidráulica, como também, no aprimoramento de novas abordagens para o desenvolvimento de sistemas de automação elétrica, representando atualmente o estado da arte nesta área. / The importance of hydroelectric power generation, considering the increasingly demanding supply and quality requirements, has become more pronounced especially seeing the great consumption needs on all productive areas. It\'s noticeable that technology developed with socioeconomic changes have brought evolution and a restructuring both in the industrial and electrical sector (electric companies and power plant equipment manufacturers), with a notable increase in specialization and complexity of the automation of these activities, where faults are considered unacceptable. A demand for more efficient technical solutions and reduced investments has therefore increased greatly. Electrical automation technology as part of highly integrated command, control, communication and information (C3I) systems has demonstrated a crucial involvement in the context of this segment. In order to handle this evolving complexity, creating more secure technical solutions and further research and development of new control systems for this sector, this work introduces a new methodology for modeling and analysis of power plant control systems. A methodology involving the theory of Discrete Event Dynamic Systems (DEDS) and concepts of Software Engineering is presented, as well as a new formalism based on Signal Interpreted Petri Nets (SIPN) together with Object-Oriented Paradigm (OOP) named Object-Oriented Signal Interpreted Petri Nets (OOSIPN). The intention is that methodology proposed in this thesis contributes to the correct specification and construction of control algorithms for power plant control systems, as well as the state of the art in this research area in the form of a new approach to development of such automation systems.

Ce mémoire de thèse traite du développement des dynamiques et des lois de commande de vol d’un projectile d’artillerie gyrostabilisé guidé par une tête découplée. Un modèle non linéaire du projectile est proposé, et sert à calculer un modèle linéarisé de la dynamique de roulis du nez et un modèle q-LPV des chaînes de tangage et de lacet à paramètres fortement variants. Les incertitudes de modélisation sont prises en compte pour concevoir l’autopilote. Des propriétés importantes des projectiles gyrostabilisés, qui sont liées au couplage dynamique tangage/lacet, aux modes internes et à la stabilité, sont mises en valeur grâce au modèle q-LPV. En vue de l’utiliser pour calculer une loi de commande, la dimension de son vecteur des paramètres est réduite et la position des capteurs intégrés dans le nez est considérée. Un seul correcteur linéaire est suffisant pour la dynamique de l’angle de roulis du nez alors qu’une stratégie systématique de commande par séquencement de gains basée sur une linéarisation est élaborée séparément pour générer un correcteur séquencé des facteurs de charge de tangage et de lacet. Des structures de commande fixées d’ordre réduit sont conçues en appliquant la même approche de synthèse linéaire H∞ par façonnage de gain de boucle pour les axes de roulis et de tangage/lacet. De très bonnes propriétés de performance et de robustesse en boucle fermée, comparables à celles fournies par des correcteurs d’ordre plein, sont obtenues. Finalement, l’efficacité de l’autopilote augmenté d’une loi de guidage par navigation proportionnelle pure est vérifiée via de nombreuses simulations non linéaires de trajectoires. Ces dernières correspondent à des scénarios de vol nominaux d’interception de cibles balistiques, non balistiques immobiles, ou manœuvrantes, ainsi qu’à des scénarios considérant des perturbations sur les conditions de tir ou sur les dynamiques du projectile guidé / This thesis addresses the development of the flight dynamics and control laws for an artillery spin-stabilized projectile equipped with a decoupled guidance nose. A projectile nonlinear model is discussed, and it is used for computing a linearized model of the nose roll dynamics along with a q-LPV model of the highly parameter-varying pitch/yaw-dynamics. Modeling uncertainty is taken into account for autopilot design. Important properties specific to spin-stabilized projectiles, which are relevant to pitch/yaw-channel cross-coupling, internal modes and stability, are highlighted using the q-LPV model. In order to use the latter for calculating a control law, the dimension of its parameter vector is reduced and the position of the nose-embedded sensors is considered. A single linear controller is sufficient for the nose roll angle dynamics whereas a systematic linearization-based gain-scheduled control strategy is separately devised to provide a pitch/yaw-axis load factor gain-scheduled controller. Controllers of reduced-order fixed structures are computed by applying the same H∞ linear design loop-shaping approach for the roll and pitch/yaw-axes. Very good closed-loop performance and robustness properties, which are similar to those provided by full order controllers, are obtained. Finally, the effectiveness of the autopilot augmented by a pure proportional navigation guidance law is verified through a variety of nonlinear trajectory simulations. The latter correspond to nominal flight scenarios with ballistic, non-ballistic stationary, and maneuvering interception points, and to scenarios with perturbed launch conditions or guided projectile dynamics

Obwohl Identitätsentwicklung und Ablösung-Individuation in Eltern-Kind Beziehungen als verbundene Aufgaben psychosozialer Reifung gelten, sind sie in der psychologischen Forschung relativ unabhängig voneinander behandelt worden. Darüber hinaus sind Langzeitstudien im jungen Erwachsenenalter selten, obwohl sich hier Autonomie und Identität voll entwickeln und qualitative Veränderungen in Eltern-Kind Beziehungen stattfinden. Aus diesem Grund umfasst die vorliegende Dissertation eine differenzierte, dynamisch-entwicklungsbezogene Integration von Eltern-Kind Beziehungen und Identitätsentwicklung im Übergang zum Erwachsenenalter, die sequentielle und reziproke Zusammenhänge zwischen Komponenten, Mechanismen, die diese Zusammenhänge erklären und Determinanten interindividueller Entwicklungsunterschiede beschreibt. In einer längsschnittlichen Untersuchung an Studierenden, wurden die vorgeschlagenen Zusammenhänge getestet. Zusammenhänge zwischen agentischen Eigenschaften, reifer Verbundenheit mit Eltern und Identitätssicherheit zeigten das vorhergesagte Muster reziproker Verstärkung, indiziert durch die Vorhersage eines Anstiegs in Verbundenheit durch Selbstwirksamkeitsüberzeugungen und reziproke Assoziationen zwischen Verbundenheit und Sicherheit bezüglich / Identifikation mit Identitäts-Commitments. Abgelöstheit von Eltern und Identitätsunsicherheit waren relativ unabhängig voneinander. Es wurde argumentiert, dass eine situationsspezifischere Messung eventuell stärkere Zusammenhänge hervorbringt, da stressvolle Situationen kurzfristige Selbstunsicherheiten erzeugen und Annährungsverhalten auslösen. Es wurden Vorschläge gemacht, wie zukünftige Forschung auf diesen Ergebnissen aufbauen könnte, indem sie die vorgeschlagenen Sequenzen und Mechanismen unter Nutzung von Langzeitstudien mit multiplen Messzeitpunkten über Adoleszenz und junges Erwachsenenalter hinweg testet und Eltern als interaktive Agenten mit eigenen Identitäts- und Ablösungsthematiken einbezieht. / Although identity development and separation-individuation in parent-child relationships are widely perceived as related tasks of psychosocial maturation, they have been treated relatively independently in psychological research. Furthermore, longitudinal investigations in young adulthood are very scarce although this is the age period where autonomy and personal identity fully develop and significant, qualitative changes in parent-child relationships take place. Therefore, the present dissertation covers the proposition of a differentiated, dynamic-developmental integration of parent-child relationships and identity development in the transition to adulthood that describes sequential and reciprocal associations between components of identity and relationships, mechanisms that could explain these associations, and determinants of interpersonal differences in development. In a 2-Wave longitudinal study on young adult students, the proposed longitudinal associations were tested. Associations between personal Agency, Mature Connectedness with parents, and Identity certainty showed the predicted pattern of reciprocal reinforcement, indicated by the prediction of an increase in Mature Connectedness by self-efficacy beliefs and by reciprocal associations between Mature Connectedness and certainty about and identification with identity commitments. Separateness and identity uncertainty were relatively independent. It was argued that a more situation-specific and short-termed measurement might provide stronger association because stressful situations might cause momentary self-uncertainty and trigger affiliation-seeking. Recommendations were offered on how future research might extend upon these results by testing the proposed sequences and mechanisms using longitudinal studies with multiple assessment points across the adolescent and young adult years and by incorporating parents as interactive agents with their own identity and separation issues.

Este trabalho tem por objetivo desenvolver uma abordagem fuzzy focando na estimação de curto prazo da demanda de potência ativa de um alimentador de sistema de distribuição de energia elétrica. A motivação para este trabalho encontra-se na redução do erro de estimação para que o sistema de distribuição como um todo seja corretamente operado. O destaque da abordagem desenvolvida é a metodologia de seleção de entradas para o sistema de estimação, que o treina fornecendo-lhe informações não redundantes e não desnecessárias sobre o comportamento da série temporal. Os resultados, obtidos com treinamento e teste de um sistema de inferência fuzzy multicamadas, mostram que as estimações realizadas selecionando as entradas do sistema de forma criteriosa apresentam menor erro que quando não há critério de seleção. Conclui-se então que a metodologia foi funcional e eficiente para o caso estudado, o que faz com que este trabalho resulte em válidas contribuições nas áreas de sistemas inteligentes, de sistemas dinâmicos e inclusive na forma metodológica de especificação de modelos de estimação de séries temporais. / This work aims to develop a fuzzy approach focusing on the short-term active power demand forecast in a feeder of an electrical energy distribution system. This work motivation lies on the reduction of the forecast error so that the whole distribution system can be correctly operated. The highlight of the developed approach is the methodology to select the inputs for the estimation system, which trains it giving to it non-redundant and non-unnecessary information about the time series behavior. The results, obtained by training and testing a multilayer fuzzy inference system, show that the estimations made by following a criterion to select the inputs have smaller error than when there is no selection criterion at all. It is therefore concluded that the methodology was functional and efficient for the case under study, what makes this work result in valid contributions for the fields of intelligent systems, dynamic systems and in the methodological way to specify models to estimate time series.

Um dos aspectos regulatórios fundamentais para o mercado imobiliário no Brasil são os limites para obtenção de financiamento no Sistema Financeiro de Habitação. Esses limites podem ser definidos de forma a aumentar ou reduzir a oferta de crédito neste mercado, alterando o comportamento dos seus agentes e, com isso, o preço de mercado dos imóveis. Neste trabalho, propomos um modelo de formação de preços no mercado imobiliário brasileiro com base no comportamento dos agentes que o compõem. Os agentes vendedores têm comportamento heterogêneo e são influenciados pela demanda histórica, enquanto que os agentes compradores têm o seu comportamento determinado pela disponibilidade de crédito. Esta disponibilidade de crédito, por sua vez, é definida pelos limites para concessão de financiamento no Sistema Financeiro de Habitação. Verificamos que o processo markoviano que descreve preço de mercado converge para um sistema dinâmico determinístico quando o número de agentes aumenta, e analisamos o comportamento deste sistema dinâmico. Mostramos qual é a família de variáveis aleatórias que representa o comportamento dos agentes vendedores de forma que o sistema apresente um preço de equilíbrio não trivial, condizente com a realidade. Verificamos ainda que o preço de equilíbrio depende não só das regras de concessão de financiamento no Sistema Financeiro de Habitação, como também do preço de reserva dos compradores e da memória e da sensibilidade dos vendedores a alterações na demanda. A memória e a sensibilidade dos vendedores podem levar a oscilações de preços acima ou abaixo do preço de equilíbrio (típicas de processos de formação de bolhas); ou até mesmo a uma bifurcação de Neimark-Sacker, quando o sistema apresenta dinâmica oscilatória estável. / One of the fundamental regulatory aspects for the housing market in Brazil are the limits for obtaining a residential mortgage loan within the Sistema Financeiro de Habitação. These limits can be defined so as to increase or reduce credit supply in this market, changing its agents behavior and, therefore, the housing market price. In this work we propose a pricing model for the brazilian housing market based on the behavior of its agents. Sellers have heterogeneous behavior and are influenced by the historical demand, while buyers behavior is determined by credit availability. The availability of credit is, in its turn, defined by the regulatory limits for obtaining a residential mortgage loan. We have verified that the Markov process which describes the market price converges to a deterministic dynamical system as the number of agents increase, and we have analyzed the behavior of this emerging system. We show which family of random variables may represent the behavior of sellers so that the system has a nontrivial equilibrium price, consistent with reality. We have also verified that the equilibrium price depends not only on the regulatory limits for obtaing a loan, but also on buyers reserve price and on sellers memory and sensitivity to changes in the demand. Sellers memory and sensitivity to changes in the demand can result in price oscillations above or below the equilibrium level, which is typical in bubble formation processes; or even in a Neimark-Sacker bifurcation, when the price has a stable oscillatory dynamics.

Um dos aspectos regulatórios fundamentais para o mercado imobiliário no Brasil são os limites para obtenção de financiamento no Sistema Financeiro de Habitação. Esses limites podem ser definidos de forma a aumentar ou reduzir a oferta de crédito neste mercado, alterando o comportamento dos seus agentes e, com isso, o preço de mercado dos imóveis. Neste trabalho, propomos um modelo de formação de preços no mercado imobiliário brasileiro com base no comportamento dos agentes que o compõem. Os agentes vendedores têm comportamento heterogêneo e são influenciados pela demanda histórica, enquanto que os agentes compradores têm o seu comportamento determinado pela disponibilidade de crédito. Esta disponibilidade de crédito, por sua vez, é definida pelos limites para concessão de financiamento no Sistema Financeiro de Habitação. Verificamos que o processo markoviano que descreve preço de mercado converge para um sistema dinâmico determinístico quando o número de agentes aumenta, e analisamos o comportamento deste sistema dinâmico. Mostramos qual é a família de variáveis aleatórias que representa o comportamento dos agentes vendedores de forma que o sistema apresente um preço de equilíbrio não trivial, condizente com a realidade. Verificamos ainda que o preço de equilíbrio depende não só das regras de concessão de financiamento no Sistema Financeiro de Habitação, como também do preço de reserva dos compradores e da memória e da sensibilidade dos vendedores a alterações na demanda. A memória e a sensibilidade dos vendedores podem levar a oscilações de preços acima ou abaixo do preço de equilíbrio (típicas de processos de formação de bolhas); ou até mesmo a uma bifurcação de Neimark-Sacker, quando o sistema apresenta dinâmica oscilatória estável. / One of the fundamental regulatory aspects for the housing market in Brazil are the limits for obtaining a residential mortgage loan within the Sistema Financeiro de Habitação. These limits can be defined so as to increase or reduce credit supply in this market, changing its agents behavior and, therefore, the housing market price. In this work we propose a pricing model for the brazilian housing market based on the behavior of its agents. Sellers have heterogeneous behavior and are influenced by the historical demand, while buyers behavior is determined by credit availability. The availability of credit is, in its turn, defined by the regulatory limits for obtaining a residential mortgage loan. We have verified that the Markov process which describes the market price converges to a deterministic dynamical system as the number of agents increase, and we have analyzed the behavior of this emerging system. We show which family of random variables may represent the behavior of sellers so that the system has a nontrivial equilibrium price, consistent with reality. We have also verified that the equilibrium price depends not only on the regulatory limits for obtaing a loan, but also on buyers reserve price and on sellers memory and sensitivity to changes in the demand. Sellers memory and sensitivity to changes in the demand can result in price oscillations above or below the equilibrium level, which is typical in bubble formation processes; or even in a Neimark-Sacker bifurcation, when the price has a stable oscillatory dynamics.

Falhas são eventos que não podem, pela sua própria natureza, serem totalmente eliminados num sistema de manufatura real. No entanto, a maioria das pesquisas e publicações técnicas nesta área consideram somente a descrição e otimização dos processos “normais” ou processos isolados de tratamento de falhas. Assim este trabalho é uma contribuição no desenvolvimento de uma metodologia de modelagem e análise que considera a detecção e o tratamento de falhas junto com os processos “normais”. A hipótese é que uma adequada abordagem de modelagem e análise de sistemas de manufatura considerando todas estas características é fundamental para melhorar a flexibilidade e autonomia do sistema. Tais sistemas podem ser abordados segundo a perspectiva de sistemas a eventos discretos (DEDS) e dentre as técnicas existentes de representação destes sistemas, destaca-se o potencial das rede de Petri (PN) como uma técnica uniforme de modelagem e análise, a qual permite o estudo e caracterização de diferentes propriedades de um sistema através de um mesmo modelo. Assim, este trabalho introduz uma metodologia, baseada no conceito de redes de Petri, que além da modelagem e a análise dos processos “normais” (de acordo com as especificações funcionais), permite a detecção e tratamento de falhas em sistemas de manufatura de uma forma hierárquica e modularizada utilizando supervisores distribuídos nos equipamentos do chão de fábrica. Esta metodologia considera a integração de três módulos referentes aos processos “normais”, aos processos de detecção de falhas e, aos processos de tratamento de falhas. Através das abordagens “top-down” e “bottom-up” a modelagem de um sistema é desenvolvida em níveis hierárquicos. Estudos de caso de sistemas com estas característica são considerados. Nos modelos desenvolvidos são realizados um estudo analítico e simulações para validar a metodologia proposta. / In a real manufacturing system, failures are events that should be considered. However in this area, most researches consider only the description and optimization of normal processes. This research is a contribution to develop a methodology for modeling and analyzing manufacturing system including normal processes, failure detection, and failure treatment. An approach considering those processes is basic for improving flexibility and autonomy of the systems. These systems can be observed from a point of view of discrete event dynamics systems (DEDS). From this point of view, Petri nets are a powerful tool for modeling and analyzing different characteristics of a system using the same model. In this research a methodology based on Petri nets considering normal process, detection, and treatment of failures in manufacturing systems is introduced. This methodology considers a hierarchical and modular structure. The modular characteristic permits integration of three types of processes: normal, failure detection, and failure treatment processes. The hierarchical characteristic permits to model a system by hierarchical levels (such as factory, manufacturing cell, and equipment) based on top-down and bottom-up approaches, and using distributed supervisors inside of machines on the workshop level. Case studies with these characteristics are considered. On the developed models, analytical and simulation analyses are executed to validate the proposed methodology.

A importância da geração de energia elétrica hidráulica, dentro dos requisitos de qualidade e fornecimento com índices de confiabilidade cada vez mais exigentes, tem se tornada acentuada, principalmente em atendimento às necessidades de consumo em todas as áreas de atividades produtivas. Têm-se notado que as tecnologias desenvolvidas aliadas às mudanças socioeconômicas trouxeram uma evolução e reestruturação, tanto no setor industrial produtivo como no setor elétrico (concessionárias de energia elétrica e fornecedores de sistemas e equipamentos para usinas hidrelétricas e subestações), com aumento significativo da especialização e da complexidade da automação dos processos envolvidos, onde falhas são consideradas inaceitáveis. Em consequência, têm-se exigido soluções técnicas eficazes e com investimentos reduzidos. Desta forma, a Automação Elétrica, que faz parte dos sistemas de Comando, Controle, Comunicação e Informação altamente integrados (C3I), têm demonstrado uma participação fundamental no atual cenário deste segmento. Então, de maneira a tratar adequadamente esta complexidade, tornar as soluções técnicas cada vez mais seguras e facilitar o estudo e projeto de novos sistemas de controle nesta área, este trabalho apresenta uma metodologia para modelagem e análise de Sistemas de Controle envolvidos na geração hidráulica de energia elétrica. Este trabalho tem como principais desenvolvimentos: uma metodologia que envolve a teoria de controle de SDED juntamente com conceitos e pesquisas na área de Engenharia de Software e um formalismo em Rede de Petri Interpretada por Sinais (RPIS) em conjunto com o paradigma de Orientação a Objetos (OO), representado pela proposta de uma nova RP, a RPIS_OO (Rede de Petri Interpretada por Sinais Orientada a Objetos). Destarte, espera-se que a metodologia e a nova RP propostas nesta tese contribuam na especificação e construção dos algoritmos de controle dos sistemas que participam na automação da geração de energia elétrica hidráulica, como também, no aprimoramento de novas abordagens para o desenvolvimento de sistemas de automação elétrica, representando atualmente o estado da arte nesta área. / The importance of hydroelectric power generation, considering the increasingly demanding supply and quality requirements, has become more pronounced especially seeing the great consumption needs on all productive areas. It\'s noticeable that technology developed with socioeconomic changes have brought evolution and a restructuring both in the industrial and electrical sector (electric companies and power plant equipment manufacturers), with a notable increase in specialization and complexity of the automation of these activities, where faults are considered unacceptable. A demand for more efficient technical solutions and reduced investments has therefore increased greatly. Electrical automation technology as part of highly integrated command, control, communication and information (C3I) systems has demonstrated a crucial involvement in the context of this segment. In order to handle this evolving complexity, creating more secure technical solutions and further research and development of new control systems for this sector, this work introduces a new methodology for modeling and analysis of power plant control systems. A methodology involving the theory of Discrete Event Dynamic Systems (DEDS) and concepts of Software Engineering is presented, as well as a new formalism based on Signal Interpreted Petri Nets (SIPN) together with Object-Oriented Paradigm (OOP) named Object-Oriented Signal Interpreted Petri Nets (OOSIPN). The intention is that methodology proposed in this thesis contributes to the correct specification and construction of control algorithms for power plant control systems, as well as the state of the art in this research area in the form of a new approach to development of such automation systems.