In order to liquidate a large position in an asset, investors face a tradeoff between price volatility and market impact. The classical approach to this problem is to model volatility via a Brownian motion, and separate price impact into its permanent and temporary components. In this thesis, we consider two variations of the Chriss-Almgren model for temporary price impact. The first model investigates the infinite-horizon optimal liquidation problem in a market with float-dependent, nonlinear temporary price impact. The value function of the investor’s basket and the optimal strategy are characterized in terms of classical solutions of nonlinear parabolic partial differential equations. Depending on the price impact parameters, liquidation may require finite or infinite time. The second model considers time-varying market depth, in that intense trading increases temporary price-impact, which otherwise reverts to a long-term level. We find the optimal execution policy in a finite horizon for an investor with constant risk aversion, and derive the solution using calculus of variation techniques. Although the model potentially allows for price manipulation strategies, these policies are never optimal. We study the non time-constrained case as a limit to the finite-horizon case and explain the solution through a quasi-linear PDE.

Performance degradation of lithium-ion batteries (LIBs) from in-service abuse was analyzed using novel dynamic abuse tests and sensor-based in-situ monitoring of battery state of health (SOH). The relation between dynamic impact and structure changes of LiCoO₂ (LCO) electrode was analyzed through a nano-impact test directly applied to the electrode and Raman imaging. After the electrode structure damage induced by the dynamic loading was analyzed, the performance of the LIBs with the abused electrodes was evaluated to establish the relation between the number of impact cycles and LIB performance degradation. The mechanism of impact related LIB capacity decrease was analyzed, and the capacity change can be predicted based on the impact abuse history using this approach. In order to provide more detailed information on the battery performance degradation caused by the in-service dynamic loads, a dynamic aging testing platform was designed to simulate in-service vibration and impact experienced by the LIBs. Based on the lessons learned, a sensor network was constructed to provide a comprehensive in-situ evaluation of the SOH of commercial batteries. Mechanisms of LIB capacity fade, temperature increase, and cell deformation from cycling in representative dynamic environments were analyzed and correlated with theoretical predictions. Difference between the aging of a battery pack and that of a single cell was also investigated, which presented the influence of current imbalance on the SOH decay of battery packs. SEM imaging, Raman imaging, and electrochemical impedance spectroscopy (EIS) analysis were also applied to support the sensor network measurements.<br><div> In order to provide an early detection of catastrophic LIB failure such as thermal runaway, an internal resistance temperature detector (RTD) based electrode temperature monitoring approach was developed. By embedding the RTD into LIBs with 3D printing technique, electrode temperature can be collected during ordinary cycling and electrical abuse of LIBs, such as external short circuit and overcharge. The internal RTD presented high measuring efficiency, while there was no interference between the sensor measurement and battery operation. The internal RTD detected the short circuit event and overcharge failure prior of time: the efficiency of the internal RTD was 6-10 times higher than the external RTD in the short circuit test. This provided the chance for early detection and prevention of catastrophic LIB failures. Besides, with the detailed information on electrode temperature evolution during LIB thermal runaway available, the internal RTD also provided the chance to enhance the understanding of the thermal runaway mechanism.</div>

This work developed a novel experiment in order to determine the operational effects on a Lithium-ion battery (LIB) when a test resulting in non-catastrophic damage is performed. Accepted industry standards were used as a basis to develop a nail penetration test that would puncture a cell approximately halfway through during normal cycling at a rate of 1C, then allow the cell to continue cycling to determine how its operation was affected. The cells under test continued cycling after the punctures, showing that the experiment would be able to provide useful information on the topic. The experiment was found to be successful in simulating the operation of a cell in an abusive environment, such as those seen in electric vehicles and aerospace applications.<div><br></div><div>The results of these experiments showed that a sharp increase in temperature is observed immediately after the puncture, similar to cells that underwent tests with full penetrations. The temperatures then slowly decreased during the first few cycles after the puncture as the generated heat was dissipated through convection. The experiments also showed that it is possible for a LIB under test to continue operating for a short time after being punctured. However, the capacity and useful life of the cells were greatly reduced. The initial capacity of each cell decreased by approximately 11% after the initial impact, then continued decreasing at an accelerated rate during the ensuing cycling. The lifetime of the cells was also greatly reduced, with each cell reaching its end of life within approximately 15-75 cycles after the punctures. An analysis of the incremental capacity curves of the cells indicated that accelerated aging occurred due to both a loss of active material and a loss of lithium inventory. The information gained from the experiments gives insight into the operation of cells that experience abusive environments and will be useful in designing improved control systems, as well as promoting the development of more robust testing and safety standards for different types of cells.<br></div>

Nonlinear explicit finite element (FE) simulations are used to study the axial collapse behavior of multi-corner. single- and multi-cell crush tubes under quasi-static and dynamic loading conditions. It is shown that the higher hardening modulus and yield stress increases the crush force and its resulting energy absorption. Moreover, the multi-cell tubes are found to have complicated collapse modes because of the geometrical complexity of the corner region unlike single-cell tubes. it was also shown that the stress wave propagation has a significant effect on the formation of crush modes in the tubes without imperfections whereas this effect can be ignored in tubes with imperfection or trigger mechanism. An analytical formula for the prediction of mean crush force of multi-corner multi-cell tubes is derived based on the super folding element theory. The analytical predictions for the mean crush force are found to be in good agreement with the FE solutions. Results also show a strong correlation between the cross-sectional geometry and the crash behavior with the method of connecting the inner to the outer walls having large influence on the energy absorption.

At an average age of 42 years, 10% of the nation’s over 607,000 bridges are posted for load restrictions, with an additional 15% considered structurally deficient or functionally obsolete. While there are major concerns with decks in 75% of structurally deficient bridges, often weight and geometry of the deck further limit the load rating and functionality of the bridge. Traditional deck systems and construction methods usually lead to prolonged periods of traffic delays, limiting options for transportation agencies to replace or widen a bridge, especially in urban areas. The purpose of this study was to develop a new generation of ultra-lightweight super shallow solid deck systems to replace open grid steel decks on movable bridges and as well serve as a viable alternative in bridge deck replacements across the country. The study has led to a lightweight low-profile asymmetric waffle deck made with advanced materials. The asymmetry comes from the arrangement of primary and secondary ribs, respectively perpendicular and parallel to the direction of traffic. The waffle deck is made with ultrahigh performance concrete (UHPC) reinforced with either high-strength steel (HSS) or carbon fiber reinforced polymer (CFRP) reinforcement. With this combination, the deck weight was limited to below 21 psf and its overall depth to only 4 inch, while still meeting the strength and ductility demands for 4 ft. typical stringer spacing. It was further envisioned that the ultra-high strength of UHPC is best matched with the high strength of HSS or CFRP reinforcement for an efficient system and the ductile behavior of UHPC can help mask the linear elastic response of CFRP reinforcement and result in an overall ductile system. The issues of consideration from the design and constructability perspectives have included strength and stiffness, bond and development length for the reinforcement, punching shear and panel action. A series of experiments were conducted to help address these issues. Additionally full-size panels were made for testing under heavy vehicle simulator (HVS) at the accelerated pavement testing (APT) facility in Gainesville. Detailed finite element analyses were also carried out to help guide the design of this new generation of bridge decks. The research has confirmed the superior performance of the new deck system and its feasibility.

The thesis deals with mechanical properties of thin hard wear-resistant coatings. The work presents a method of dynamic testing of thin hard coatings on a newly constructed prototype of impact wear tester. It provides a comparison with standard methods of layer testing and presents new experimental results of dynamic impact wear test of the coatings. Finally, the thesis covers preparation techniques of thin film systems deposited on various substrates and their characterization using optical and electron microscopy.

Zur Beantwortung der Frage, wie sich die festigkeitssteigernden Effekte aus mehraxialer und dynamischer Druckbelastung in Beton überlagern wurde ein weltweit einzigartiger zweiaxialer Split-Hopkinson-Bar entwickelt. Es wurden umfangreiche Versuchsserien mit insgesamt mehr als 2500 Einzelversuchen durchgeführt. Ermittelt wurden dabei die ein- und zweiaxialen statischen und dynamischen Betondruckfestigkeiten zweier Betone der Druckfestigkeitsklassen C20/25 und C40/50. Die Versuchsergebnisse wurden hinsichtlich der Festigkeitsentwicklung in Abhängigkeit vom Spannungsverhältnis und der Dehnrate ausgewertet. Die Ergebnisse aus den zweiaxialen dynamischen Betondruckversuchen konnten als dreidimensionale Abhängigkeit der Spannungen in beiden Belastungsachsen von der Dehnrate für jede der beiden Betonsorten abgebildet werden. Aus den Ergebnissen wurde ein Ingenieurmodell für jede Betonsorte entwickelt, welches die Betondruckfestigkeitsentwicklung in Abhängigkeit vom Spannungsverhältnis und der Dehnrate beschreibt. Mit zunehmender Dehnrate wird die zweiaxiale Ergebniskurve um einen zusätzlichen, dynamischen Anteil der Festigkeitssteigerung vergrößert. Dabei kommt es aber nur zu einer teilweisen Überlagerung der beiden betrachteten festigkeitssteigernden Einflüsse. Eine Abschätzung der Größenordnung der jeweiligen Einflüsse aus Mehraxialität und hoher Belastungsgeschwindigkeit konnte durch eine entsprechend differenzierte Auswertung vorgenommen werden. Die Untersuchung der Bruchstücke der zerstörten Probekörper zeigte, dass die Verteilung der Partikelgröße stark von der Dehnrate abhängig ist. Im Gegensatz dazu hängt die Partikelgeometrie und die Form und Masse der entstehenden Kernbruchstücke vom Spannungsverhältnis ab.

O trabalho tem por objetivo desenvolver um veículo com massa inferior a 500 kg e que atenda aos requisitos estruturais e biomecânicos conforme regulamentações das Nações Unidas referentes a segurança dos ocupantes, para tal serão aplicadas metodologias de otimização usando metamodelos, que são modelos substitutos aos modelos em elementos finitos. O trabalho apresenta o desenvolvimento de um veículo completo para dois ocupantes, o mesmo é conceitual pois é mais curto e estreito se comparado a um veículo convencional, propiciando a redução do espaço ocupado em centros urbanos. Por meio de simulação numérica computacional será avaliada a capacidade da estrutura em proteger os ocupantes, bem como serão utilizados manequins virtuais para obter as respostas do corpo humano aos diferentes eventos de colisão veicular. São apresentadas técnicas para criação dos metamodelos e definida a melhor aproximação que foi aplicada no processo otimização da estrutura do veículo, objetivando atingir a menor massa possível. Além disto, o veículo precisa cumprir aos requisitos de proteção dos ocupantes em casos de impacto frontal, lateral e traseiro. Também serão avaliadas as respostas biomecânicas dos ocupantes, respostas do corpo humano a forças internas e externas, em impactos veiculares não regulamentados pelas Nações Unidas, mas são procedimentos de teste empregados para avaliar e comparar os resultados entre diferentes veículos. O estudo é inovador pois na formulação dos problemas de otimização são utilizadas funções objetivo e restrições tanto estruturais quanto biomecânicas. O veículo projetado servirá de base para o desenvolvimento de futuros estudos em diferentes áreas e disciplinas da Universidade, podendo ser utilizado na definição, aplicação e validação de novos conceitos. Finalmente, por meio da otimização numérica computacional baseada em metamodelos, demonstra-se que o veículo pode ser melhorado, satisfazendo os requisitos estabelecido e promovendo redução no tempo e no custo de desenvolvimento de um novo veículo. / The work aims to develop a vehicle with mass less than 500 kg and it meets the structural and biomechanical requirements according to the United Nations regulations regarding the occupant protection. To achieve these goals will be applied optimization processes based on metamodels that are surrogate models for finite elements models. The work presents the development of a conceptual full vehicle for two occupants, it is shorter and narrower compared to a conventional vehicle, allowing the reduction of occupied space in urban centers. Through computational numerical simulation will evaluate the ability of the structure to protect the occupants and will be used virtual mannequins to assess the human body responses to different types of vehicular collisions. Techniques to create metamodels will be presented and setting the best approximation that was applied to the optimization process of the vehicle structure with the objective to obtain the lowest possible mass. Furthermore, the vehicle must meet the occupants\' protection requirements in events of frontal, lateral and rear impact. Also, it will be evaluated the occupants\' biomechanical responses in case of vehicular impacts not regulated by United Nations. However, these test procedures are applied to assess and comparing results among different vehicles. The study herein developed presents significant contributions since in the optimization problems are used both structural and biomechanical responses as objective and constraint functions. The vehicle designed will be a basis for the development of future studies in different areas and disciplines of the University. It will be used in the definition, implementation and validation of new concepts. Finally, it is shown that the application of numerical optimization based on metamodels is an effective process to improve the vehicle performance by meeting the requirements and promoting a reduction in time and cost of developing.

O trabalho tem por objetivo desenvolver um veículo com massa inferior a 500 kg e que atenda aos requisitos estruturais e biomecânicos conforme regulamentações das Nações Unidas referentes a segurança dos ocupantes, para tal serão aplicadas metodologias de otimização usando metamodelos, que são modelos substitutos aos modelos em elementos finitos. O trabalho apresenta o desenvolvimento de um veículo completo para dois ocupantes, o mesmo é conceitual pois é mais curto e estreito se comparado a um veículo convencional, propiciando a redução do espaço ocupado em centros urbanos. Por meio de simulação numérica computacional será avaliada a capacidade da estrutura em proteger os ocupantes, bem como serão utilizados manequins virtuais para obter as respostas do corpo humano aos diferentes eventos de colisão veicular. São apresentadas técnicas para criação dos metamodelos e definida a melhor aproximação que foi aplicada no processo otimização da estrutura do veículo, objetivando atingir a menor massa possível. Além disto, o veículo precisa cumprir aos requisitos de proteção dos ocupantes em casos de impacto frontal, lateral e traseiro. Também serão avaliadas as respostas biomecânicas dos ocupantes, respostas do corpo humano a forças internas e externas, em impactos veiculares não regulamentados pelas Nações Unidas, mas são procedimentos de teste empregados para avaliar e comparar os resultados entre diferentes veículos. O estudo é inovador pois na formulação dos problemas de otimização são utilizadas funções objetivo e restrições tanto estruturais quanto biomecânicas. O veículo projetado servirá de base para o desenvolvimento de futuros estudos em diferentes áreas e disciplinas da Universidade, podendo ser utilizado na definição, aplicação e validação de novos conceitos. Finalmente, por meio da otimização numérica computacional baseada em metamodelos, demonstra-se que o veículo pode ser melhorado, satisfazendo os requisitos estabelecido e promovendo redução no tempo e no custo de desenvolvimento de um novo veículo. / The work aims to develop a vehicle with mass less than 500 kg and it meets the structural and biomechanical requirements according to the United Nations regulations regarding the occupant protection. To achieve these goals will be applied optimization processes based on metamodels that are surrogate models for finite elements models. The work presents the development of a conceptual full vehicle for two occupants, it is shorter and narrower compared to a conventional vehicle, allowing the reduction of occupied space in urban centers. Through computational numerical simulation will evaluate the ability of the structure to protect the occupants and will be used virtual mannequins to assess the human body responses to different types of vehicular collisions. Techniques to create metamodels will be presented and setting the best approximation that was applied to the optimization process of the vehicle structure with the objective to obtain the lowest possible mass. Furthermore, the vehicle must meet the occupants\' protection requirements in events of frontal, lateral and rear impact. Also, it will be evaluated the occupants\' biomechanical responses in case of vehicular impacts not regulated by United Nations. However, these test procedures are applied to assess and comparing results among different vehicles. The study herein developed presents significant contributions since in the optimization problems are used both structural and biomechanical responses as objective and constraint functions. The vehicle designed will be a basis for the development of future studies in different areas and disciplines of the University. It will be used in the definition, implementation and validation of new concepts. Finally, it is shown that the application of numerical optimization based on metamodels is an effective process to improve the vehicle performance by meeting the requirements and promoting a reduction in time and cost of developing.