Thesis (M.S.)--Kungl. Tekniska högskolan, 2002. / Includes bibliographical references (p. 125-126). Also available online via the Swedish National Road and Transport Research Institute web site (www.vti.se).

With the acceptance of the new Basel II banking regulation (implemented in South Africa in January 2008) the search for improved ways of modeling the most important banking activities has become very topical. Since the notion of Levy-process was introduced, it has emerged as an important tool for modeling economic variables in a Basel II framework. In this study, we investigate the stochastic dynamics of banking items that are driven by such processes. In particular, we discuss bank provisioning for loan losses and deposit withdrawals. The first type of provisioning is related to the earnings that the bank sets aside in order to cover loan defaults. In this case, we apply principles from robustness to a situation where the decision maker is a bank owner and the decision rule determines the optimal provisioning strategy for loan losses. In this regard, we formulate a dynamic banking loan loss model involving a provisioning portfolio consisting of provisions for expected losses and loan loss reserves for unexpected losses. Here, unexpected loan losses and provisioning for expected losses are modeled via a compound Poisson process and an exponential Levy process, respectively. We use historical evidence from OECD (Organization for Economic Corporation and Development) countries to support the fact that the provisions for loan losses-to-total assets ratio is negatively correlated with aggregate asset prices and the private credit-to-GDP ratio. Secondly, we construct models for provisioning for deposit withdrawals. In particular, we build stochastic dynamic models which enable us to analyze the interplay between deposit withdrawals and the provisioning for these withdrawals via Treasuries and reserves. Further insight is gained by considering a numerical problem and a simulation of the trajectory of the stochastic dynamics of the sum of the Treasuries and reserves. Since managing the risk that depositors will exercise their withdrawal option is an important aspect of this thesis, we consider the idea of a hedging provisioning strategy for deposit withdrawals in an incomplete market setting. In this spirit, we discuss an optimal risk management problem for a commercial bank whose main activity is to obtain funds through deposits from the public and use the Treasuries and reserves to cater for the resulting withdrawals. Finally, we provide a brief analysis of some of the issues arising from the dynamic models of the banking items derived. / Thesis (Ph.D. (Computer, Statistical and Mathematical Sciences))--North-West University, Potchefstroom Campus, 2008.

With the acceptance of the new Basel II banking regulation (implemented in South Africa in January 2008) the search for improved ways of modeling the most important banking activities has become very topical. Since the notion of Levy-process was introduced, it has emerged as an important tool for modeling economic variables in a Basel II framework. In this study, we investigate the stochastic dynamics of banking items that are driven by such processes. In particular, we discuss bank provisioning for loan losses and deposit withdrawals. The first type of provisioning is related to the earnings that the bank sets aside in order to cover loan defaults. In this case, we apply principles from robustness to a situation where the decision maker is a bank owner and the decision rule determines the optimal provisioning strategy for loan losses. In this regard, we formulate a dynamic banking loan loss model involving a provisioning portfolio consisting of provisions for expected losses and loan loss reserves for unexpected losses. Here, unexpected loan losses and provisioning for expected losses are modeled via a compound Poisson process and an exponential Levy process, respectively. We use historical evidence from OECD (Organization for Economic Corporation and Development) countries to support the fact that the provisions for loan losses-to-total assets ratio is negatively correlated with aggregate asset prices and the private credit-to-GDP ratio. Secondly, we construct models for provisioning for deposit withdrawals. In particular, we build stochastic dynamic models which enable us to analyze the interplay between deposit withdrawals and the provisioning for these withdrawals via Treasuries and reserves. Further insight is gained by considering a numerical problem and a simulation of the trajectory of the stochastic dynamics of the sum of the Treasuries and reserves. Since managing the risk that depositors will exercise their withdrawal option is an important aspect of this thesis, we consider the idea of a hedging provisioning strategy for deposit withdrawals in an incomplete market setting. In this spirit, we discuss an optimal risk management problem for a commercial bank whose main activity is to obtain funds through deposits from the public and use the Treasuries and reserves to cater for the resulting withdrawals. Finally, we provide a brief analysis of some of the issues arising from the dynamic models of the banking items derived. / Thesis (Ph.D. (Computer, Statistical and Mathematical Sciences))--North-West University, Potchefstroom Campus, 2008.

A nova Política Nacional de Resíduos Sólidos no Brasil, consubstanciada na lei 12305 /2010, possibilita o emprego de instrumentos econômicos para o fortalecimento de um mercado de agregados reciclados ainda nascente, no qual a maior parte dos resíduos de construção e demolição (RCD) ainda não é reciclada. Este trabalho tem fundamentos técnicos em duas áreas do conhecimento: a engenharia mineral e a construção civil. Na área mineral, será analisado o tratamento do RCD, processado como um minério. Na cadeia da construção civil, o foco é o uso dos agregados reciclados obtidos a partir dos resíduos da construção e demolição, que permite a valorização do RCD como insumo para estes agregados. O conceito de mineração urbana diz respeito à procura e ao processo de tratamento dos RCDs como matéria prima para o mercado de agregados reciclados que se formou no marco regulatório da resolução CONAMA 307 de 2002. Neste mercado de agregados reciclados nascente, usa-se o conceito de Indústria Recicladora Emergente para traçar as possíveis estratégias para alcançar o nível qualitativo dos produtos de indústrias recicladoras maduras, localizada nos países pós-industriais. Para dar conta da complexidade de ações da gestão dos RCDs no novo marco regulatório, empregou-se a modelagem dinâmica para os modelos de Custo Benefício em São Paulo, Macaé e Maceió e de Viabilidade da implantação de plantas de reciclagem na cidade de Macaé. A modelagem baseia-se no trabalho empírico de amostragem do RCD das três cidades brasileiras e em visitas a plantas de reciclagem no Brasil e no exterior. Os resultados obtidos mostram: 1) A heterogeneidade das cidades amostradas no tocante a qualidade do RCD originários de distintos processos de urbanização; 2) O modelo de Custo - Benefício para as três cidades mostra que os benefícios superam os custos na seguinte ordem: São Paulo, Macaé e Maceió; 3) Plantas móveis de reciclagem são mais viáveis do que as fixas na cidade de Macaé; 4) A região de São Paulo, devido ao maior volume de RCD e maiores estímulos à reciclagem, é a única entre as três que não precisa de subsídios; 5) O modelo de viabilidade mostra que a qualidade do resíduo tem considerável influência na viabilidade das empresas de reciclagem; 6) Os fatores mais sensíveis ao modelo de viabilidade são nesta ordem: o valor cobrado pelo terreno, a taxa cobrada na entrada do RCD na planta de reciclagem, os custos de operação da planta e os impostos em vigor. / The new National Policy of Solid Waste in Brazil (Política Nacional de Resíduos Sólidos) based on the law 12305/2010, allows the use of economic instruments for the strengthening of the market of recycled aggregates still nascent, where the major part of its construction and demolition waste (CD&W) is not recycled yet This work has technical roots in two knowledge fields: mining and construction. In the mining field it will be analyzed the CD&W treatment, processed as an ore. In the construction chain the focus will be at the application of the recycled aggregates obtained, that allows the valorization of the CD&W as a raw material of these aggregates. The concept of urban mining refers to the searching and the process of treating the CD&W as raw material for the market of recycled aggregates formed in the regulatory framework of CONAMA Resolution 307. In this nascent market for recycled aggregates we use the concept of recycling emerging industry and determined possible strategies to reach the quality level of the products of recycling industries located in mature post-industrial countries. To solve the complexity of the inherent management actions of CD&W in the new regulatory framework, it was employed dynamic modeling models of Cost Benefit analysis in Sao Paulo, Macaé and Maceió and also Feasibility models to implement recycling plants in the city of Macaé. The modeling is based on the empirical work of CD&W sampling of the three Brazilian cities and visits to recycling plants in Brazil and abroad. The results show: 1) The heterogeneity of the cities surveyed regarding the quality of the CD&W due to the different processes of urbanization; 2) The model of Cost - Benefit for the three cities shows that the benefits are greater than the costs in the following order: São Paulo, Macaé, Maceió; 3) In the city of Macaé, recycling mobile plants are more economic viable; 4) The region of Sao Paulo, due to higher volume and higher RCD incentives recycling, is the only one among the three which do not need subsidies; 5) The feasibility model shows that the difference in qualities of the waste has considerable influence on the viability of recycling companies; 6) The most sensitive factors in the viability model are in this order: the amount charged for the land, the tax fee into the recycling plant, the plant\'s operational costs and the taxes.

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No. of bitstreams: 7 Dissertação - Natalia Cristina Lino - 2013 - Parte 01.pdf: 20158159 bytes, checksum: ebc99ed1a8863fb95232f7549da2d981 (MD5) Dissertação - Natalia Cristina Lino - 2013 - Parte 02.pdf: 18680407 bytes, checksum: a2161684036670146e4920b59b297573 (MD5) Dissertação - Natalia Cristina Lino - 2013 - Parte 03.pdf: 19013238 bytes, checksum: e43fb3509ec4258b5858249e2b5f3e38 (MD5) Dissertação - Natalia Cristina Lino - 2013 - Parte 04.pdf: 19855408 bytes, checksum: c5d16e9f5d373516a837f6bd95c72685 (MD5) Dissertação - Natalia Cristina Lino - 2013 - Parte 05.pdf: 17808603 bytes, checksum: e767820ce4f81b3920b46cf7e55b8878 (MD5) Dissertação - Natalia Cristina Lino - 2013 - Parte 06.pdf: 4371122 bytes, checksum: 1225ce2bc44475ffe9251097530694c8 (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) Previous issue date: 2013-08-23 / Fundação de Amparo à Pesquisa do Estado de Goiás - FAPEG / The urban areas expansion in a disorganized way, is a problem that has caused major disruptions due to severe damage to the health and population welfare, as well as material damages. Brazil has few initiatives in urban planning, resulting in urbanized areas expansion in an uncontrolled manner, causing major environmental impacts. The municipality of Goiânia had its urban area almost doubled in 25 years period. This increase accelerated the growth of neighboring towns and in 1999 was created the Metropolitan Region of Goiânia (MRG). Despite the urban space occupation over time is complex, it is now easily evaluated with the aid of science, technology and techniques correlated to the GIS. Therefore, this study sought to answer questions about the urban areas expansion of MRG, using landscape dynamics modeling techniques, and assessing the main environmental impacts caused by this expansion, in past times, and in the future. In a second stage, we mapped the impervious areas in Goiânia, processing a dataset obtained by laser scanning and aerial photographs. The methodology proved feasible, especially the low cost involved throughout the data processing. The results indicated the urbanization rate of MRG and allowed the mapping of the expansion in the coming years. As a result of the mapping of land use conducted through satellite images, for the years 1989, 2000 and 2011, we observed a considerable increase in MRG urban spots, with area more than doubled since 1989. Already with the information obtained by landscape dynamic modeling, we found that for the year 2060, the SenadorCanedo urban area present a significant growth, and that MRG will increase by approximately 21% their urban areas . Regarding the environmental impacts of this urban expansion, we found that both in Goiânia, as MRG, this expansion has affected, and may still affect quite important, the catchment area of public water supply of the cities, and other areas with high environmental vulnerability, or permanent preservation in accordance with environmental legislation. Finally, the study presents two maps in A1 format, which show the urban expansion in the MRG and in the Goiás state capital, along with the environmental vulnerability areas, and permanent preservation, which should be fully protected and monitored in the coming years. / A expansão de áreas urbanas de forma desordenada é um problema que tem causado grandes transtornos devido aos inúmeros danos à saúde e bem estar da população, bem como prejuízos materiais. O Brasil apresenta historicamente poucas iniciativas de planejamento urbano, resultando em expansões de áreas urbanizadas de forma descontrolada, causando impactos ambientais em grandes proporções. O município de Goiânia teve sua área urbana praticamente duplicada em um período de 25 anos. Esse aumento impulsionou o crescimento das cidades vizinhas e no ano de 1999 foi criada a Região Metropolitana de Goiânia (RMG). Apesar da ocupação do espaço urbano ao longo do tempo ser complexa, atualmente ela é facilmente avaliada com o auxílio das ciências, tecnologias e técnicas correlacionadas ao geoprocessamento. Por essa razão, resolveu-se buscar respostas para questões a respeito da expansão das áreas urbanas da RMG, utilizando-se técnicas de modelagem da dinâmica da paisagem, e avaliando os principais impactos socioambientais causados por essa expansão, em tempos passados, e no futuro. Numa segunda etapa, analisou-se as áreas impermeáveis da capital a partir de dados obtidos por varreduras com laser e fotografias aéreas. A metodologia utilizada se mostrou viável, destacando-se o baixo custo envolvido durante todo o processo de processamento dos dados. Os resultados indicaram a taxa de urbanização da RMG e permitiram o mapeamento da expansão para os próximos anos. Como resultado do mapeamento do uso do solo realizado por meio de imagens satelitárias, para os anos de 1989, 2000 e 2011, foi possível observar um aumento considerável das manchas urbanas da RMG, apresentando área superior ao dobro da área do primeiro ano de análise. Já com as informações obtidas pela modelagem da dinâmica da paisagem, verificou-se que para o ano de 2060, a área urbana do município de Senador Canedo apresentará um expressivo crescimento, e que a RMG terá um aumento de aproximadamente 21% de suas áreas urbanizadas. Em relação aos impactos ambientais dessa expansão urbana, foi verificado que tanto em Goiânia quanto na RMG, essa expansão tem afetado, e ainda poderá afetar de forma bastante importante, as bacias de captação de água para abastecimento público dos municípios, além de outras áreas de elevada vulnerabilidade ambiental, ou de preservação permanente, de acordo com a legislação ambiental. Finalmente, o trabalho apresenta dois mapas em formato A1, que evidenciam a expansão urbana na RMG e na capital do estado de Goiás, juntamente com as áreas de vulnerabilidade ambiental, e de preservação permanente, que devem ser monitoradas e integralmente protegidas nos próximos anos.

The role of sensor technology is obvious in improvement and optimization of many industrial processes. The sensor films, which are considered the core of chemical sensors, have the capability to detect the presence and concentration of a specific chemical substance. Such sensor films achieve selectivity by detecting the interaction of the specific chemical substance with the sensor material through selective binding, adsorption and permeation of analyte. This research focuses on development and verification of a comprehensive mathematical model of mixed metal oxide thin film growth using spray pyrolysis technique (SPT). An experimental setup is used to synthesize mixed metal oxide films on a heated substrate. The films are analyzed using a variety of characterization tools. The results are used to validate the mathematical model. There are three main stages to achieve this goal: 1) A Lagrangian-Eulerian method is applied to develop a CFD model of atomizing multi-component solution. The model predicts droplet characteristics in flight, such as spatial distribution of droplet size and concentration. 2) Upon reaching the droplets on the substrate, a mathematical model of multi-phase transport and chemical reaction phenomena in a single droplet is developed and used to predict the deposition of thin film. The various stages of droplet morphology associated with surface energy and evaporation are predicted. 3) The processed films are characterized for morphology and chemical composition (SEM, XPS) and the data are used to validate the models as well as investigate the influence of process parameters on the structural characteristics of mixed metal oxide films. The structural characteristics are investigated of nano structured thin films comprising of ZnO, SnO2, ZnO+In2O3 and SnO2+In2O3 composites. The model adequately predicts the size distribution and film thickness when the nanocrystals are well-structured at the controlled temperature and concentration.

Over the past decades, cost-effectiveness principle or cost-benefit analysis has been employed oftentimes as a typical assessment tool for the expansion of drinking water utility. With changing public awareness of the inherent linkages between climate change, population growth and economic development, the addition of global change impact in the assessment regime has altered the landscape of traditional evaluation matrix. Nowadays, urban drinking water infrastructure requires careful long-term expansion planning to reduce the risk from global change impact with respect to greenhouse gas (GHG) emissions, economic boom and recession, as well as water demand variation associated with population growth and migration. Meanwhile, accurate prediction of municipal water demand is critically important to water utility in a fast growing urban region for the purpose of drinking water system planning, design and water utility asset management. A system analysis under global change impact due to the population dynamics, water resources conservation, and environmental management policies should be carried out to search for sustainable solutions temporally and spatially with different scales under uncertainties. This study is aimed to develop an innovative, interdisciplinary, and insightful modeling framework to deal with global change issues as a whole based on a real-world drinking water infrastructure system expansion program in Manatee County, Florida. Four intertwined components within the drinking water infrastructure system planning were investigated and integrated, which consists of water demand analysis, GHG emission potential, system optimization for infrastructure expansion, and nested minimax-regret (NMMR) decision analysis under uncertainties. In the water demand analysis, a new system dynamics model was developed to reflect the intrinsic relationship between water demand and changing socioeconomic iv environment. This system dynamics model is based on a coupled modeling structure that takes the interactions among economic and social dimensions into account offering a satisfactory platform. In the evaluation of GHG emission potential, a life cycle assessment (LCA) is conducted to estimate the carbon footprint for all expansion alternatives for water supply. The result of this LCA study provides an extra dimension for decision makers to extract more effective adaptation strategies. Both water demand forecasting and GHG emission potential were deemed as the input information for system optimization when all alternatives are taken into account simultaneously. In the system optimization for infrastructure expansion, a multiobjective optimization model was formulated for providing the multitemporal optimal facility expansion strategies. With the aid of a multi-stage planning methodology over the partitioned time horizon, such a systems analysis has resulted in a full-scale screening and sequencing with respect to multiple competing objectives across a suite of management strategies. In the decision analysis under uncertainty, such a system optimization model was further developed as a unique NMMR programming model due to the uncertainties imposed by the real-world problem. The proposed NMMR algorithm was successfully applied for solving the real-world problem with a limited scale for the purpose of demonstration.

Extensive digitization is currently underway in the railway sector, which has resulted in several benefits and improvements, but also challenges. The increased use of digital technologies increases the risks of vulnerabilities and susceptibility to cyberattacks. The effects of a cyber attack can have significant consequences on operations such as financial losses and damaged reputations, or in the worst-case scenario, devastating consequences where the lives of passengers are endangered. With the ongoing digitalization of the railways and the growing concern for cybersecurity, stakeholders in the sector have identified the need to systematically understand the risks of digitization related to cybersecurity and safety. Therefore, this study aims to identify and communicate these risks using system dynamics modeling. This study evaluated how actors in the railway sector reason about risks in the railway, how safety and cybersecurity are related, and new risks associated with digitalization and cybersecurity that have not been mentioned in the literature before. A qualitative study was conducted to answer the research question. Ten actors from different parts of the railway value chain were interviewed, and secondary data was collected from articles and reports within the area of cybersecurity and the railways. The results revealed a connection between cybersecurity and safety which could be seen through the chain of consequences that can arise from a cyberattack and in the event of loss of data availability and integrity. Based on this, core elements of the system and the relationships between them could be identified, from which the causal loop diagram (CLD) was constructed. New risks that were identified were the safety culture that permeates the railway industry, unclear areas of responsibility that are a result of deregulation in the Swedish railway sector, and competitiveness. Insights from the system dynamic model identified a reinforcing loop telling a causal story that shows that low cybersecurity priorities could lead to decreased safety on the railway. This further demonstrates the usefulness of identifying and communicating risks using system dynamics modeling. / En omfattande digitalisering pågår just nu inom järnvägssektorn vilket dels har resulterat i en mängd fördelar och förbättringar, men också utmaningar. Den ökade användningen av digitala teknologier ökar risker för sårbarheter samt mottagligheten av cyberattacker. Effekterna av en cyberattack kan ha betydande konsekvenser på verksamheten så som ekonomiska förluster och skadat rykte, eller också i värsta fall förödande konsekvenser där passagerarnas liv sätts i fara. I och med den pågående digitaliseringen av järnvägen och den ökade oron för cybersäkerhet har intressenter inom sektorn identifierat behovet av att på ett systematisk sätt förstå riskerna med digitalisering relaterade till cybersäkerhet och säkerhet (safety). Denna studie syftar därför till att identifiera och kommunicera dessa risker genom att använda systemdynamisk modellering. Studien utvärderade hur aktörer i järnvägens värdekedja resonerade kring risker i järnvägen, hur säkerhet och cybersäkerhet var relaterat, samt vad det finns för nya risker relaterade till digitaliseringen och cybersäkerhet som inte nämnts i litteraturen tidigare. En kvalitativ studie genomfördes för att svara på frågeställningen. Tio aktörer från olika delar av järnvägssektorns värdekedja intervjuades, och sekundärdata samlades in från artiklar och rapporter inom cybersäkerhet och järnvägen. Resultaten visade att det finns en koppling mellan cybersäkerhet och säkerhet (safety) som syns i den kedja av konsekvenser som kan uppstå från en cyberattack vid förlust av datas tillgänglighet och integritet. Utifrån detta kunde nyckelelement i systemet samt relationerna mellan dessa identifieras, och baserat på detta konstruerades vidare ett causal loop diagram (CLD). Nya risker som identifierades var säkerhetskulturen som genomsyrar järnvägsbranschen, oklara ansvarsområden som är ett resultat av den svenska järnvägens avreglering, samt konkurrenskraft. Insikter från den systemdynamiska modellen identifierade en förstärkande loop som berättar en orsakshistoria som visar att låg prioritering av cybersäkerhet kan leda till minskad säkerhet på järnvägen. Vidare demonstrerar detta nyttan av att identifiera och kommunicera risker med hjälp av systemdynamsik modellering.

Os paradigmas de mercado e produção têm-se alterado sensivelmente nos últimos cinquenta anos. Nesse novo contexto, para que as empresas tenham um desempenho competitivo, deve-se considerar fatores como integração, qualidade da informação e incertezas do ambiente. Um dos objetivos principais deste trabalho é analisar as inter-relações entre esses três fatores citados, no âmbito do Planejamento e Controle da Produção (PCP), bem como avaliar seu impacto no desempenho do PCP e da empresa. O desempenho do PCP foi avaliado considerando-se o nível de reprogramações, ou seja, o nível de modificações na programação da produção, e considerando-se o atendimento das metas definidas para os indicadores dessa função. Essa pesquisa qualitativa e descritiva foi feito por meio da metodologia de estudo de casos múltiplos. Como resultados, foram observadas evidências da existência de relações positivas entre os constructos analisados, ou seja, integração, incerteza, qualidade da informação e desempenho. Além disso, foram identificados diferentes mecanismos de integração utilizados nas empresas, e foram observadas diferentes causas para as reprogramações. O segundo objetivo principal deste trabalho é o desenvolvimento de um modelo dinâmico para controle da produção de múltiplos produtos, capaz de responder às incertezas que afetam estabilidade dos sistemas produtivos. O objeto da modelagem foi um sistema com fluxo job shop destinado à produção de embalagens de polipropileno, pertencente a uma empresa dos setores têxtil e petroquímico. O modelo foi desenvolvido com base na Modelagem de Sistemas Dinâmicos e na Teoria de Controle. Para obtenção do equacionamento matemático, utilizou-se a metodologia dos Grafos de Ligação. A implementação e simulação do modelo foi realizada com o auxílio do módulo Simulink®, do software Matlab®. O objetivo de controle consiste no ajuste da frequência de operação das máquinas de forma a atender as demandas previstas e, simultaneamente, manter os níveis estabelecidos de estoque em processo. No presente trabalho, focou-se na análise da resposta do sistema com controle no regime transiente, com os estoques iniciais nulos. Os melhores resultados foram observados com a utilização de um controlador híbrido, que estabelece uma produção constante em um período inicial e passa posteriormente a atuar como um controlador proporcional. O modelo dinâmico desenvolvido neste trabalho é coerente com resultados obtidos na pesquisa qualitativa e com prática do PCP, pois está alinhado aos indicadores de desempenho desta função, promove a melhoria da qualidade das informações disponíveis ao planejamento e é capaz de responder a incertezas que afetam o fluxo de produção. / The production paradigm has considerably changed over the last fifty years. In this new context, factors such as integration, information quality and ability to respond to uncertainties must be pursued by companies that want to remain competitive. Thus, one of the main objectives of this research is to analyze the relationships among these three factors mentioned, in the level of the Production Planning and Control (PPC) function, as well as to assess their impact on the performance of the PPC function and on the overall business performance. The performance of the PPC function was measured by means of the rescheduling frequency, i.e., the frequency with which the production activities have to be rescheduled, and by means of the degree of accomplishment of organizational goals, that is, the extent to which the PPC metrics are accomplished. This qualitative and descriptive research was carried out as a multiple case study. Evidences of the existence of a positive relationship among the analyzed constructs, i.e., integration, uncertainty, information quality and performance, were found. In addition, different integration mechanisms and different rescheduling causes were observed on the studied cases. The second main objective of this work is the development of a dynamic model for the production control of multi-product systems, i.e, a model that could respond to the environmental and internal uncertainties that affect the production flow. A job shop production system of propylene bags from a manufacturing company of the textile and petrochemical industry was modeled. The model was developed using Control Theory, System Dynamics modeling, and, more specifically, the Bond Graph technique. The mathematical formulation of the system was derived from the Bond Graphs. System implementation and simulation was performed with the aid of Simulink® and Matlab® software. The control objective was to adjust the operation frequency of the machines to attend the required demand while simultaneously keeping the work in process at the desired levels. In this current work, the focus of the analysis was placed on the transient response of the controlled system, with initial inventory levels set to zero. The best results were achieved with a hybrid controller, which leads the machines to operate at constant frequency in the initial period and, later on, starts to perform as a proportional controller. The proposed dynamic model is compatible with the findings of the qualitative research and with the PPC practice, since it is aligned with the PPC metrics, it improves the quality of information available for planning and it can respond to the uncertainties that may affect the production flow.

Os paradigmas de mercado e produção têm-se alterado sensivelmente nos últimos cinquenta anos. Nesse novo contexto, para que as empresas tenham um desempenho competitivo, deve-se considerar fatores como integração, qualidade da informação e incertezas do ambiente. Um dos objetivos principais deste trabalho é analisar as inter-relações entre esses três fatores citados, no âmbito do Planejamento e Controle da Produção (PCP), bem como avaliar seu impacto no desempenho do PCP e da empresa. O desempenho do PCP foi avaliado considerando-se o nível de reprogramações, ou seja, o nível de modificações na programação da produção, e considerando-se o atendimento das metas definidas para os indicadores dessa função. Essa pesquisa qualitativa e descritiva foi feito por meio da metodologia de estudo de casos múltiplos. Como resultados, foram observadas evidências da existência de relações positivas entre os constructos analisados, ou seja, integração, incerteza, qualidade da informação e desempenho. Além disso, foram identificados diferentes mecanismos de integração utilizados nas empresas, e foram observadas diferentes causas para as reprogramações. O segundo objetivo principal deste trabalho é o desenvolvimento de um modelo dinâmico para controle da produção de múltiplos produtos, capaz de responder às incertezas que afetam estabilidade dos sistemas produtivos. O objeto da modelagem foi um sistema com fluxo job shop destinado à produção de embalagens de polipropileno, pertencente a uma empresa dos setores têxtil e petroquímico. O modelo foi desenvolvido com base na Modelagem de Sistemas Dinâmicos e na Teoria de Controle. Para obtenção do equacionamento matemático, utilizou-se a metodologia dos Grafos de Ligação. A implementação e simulação do modelo foi realizada com o auxílio do módulo Simulink®, do software Matlab®. O objetivo de controle consiste no ajuste da frequência de operação das máquinas de forma a atender as demandas previstas e, simultaneamente, manter os níveis estabelecidos de estoque em processo. No presente trabalho, focou-se na análise da resposta do sistema com controle no regime transiente, com os estoques iniciais nulos. Os melhores resultados foram observados com a utilização de um controlador híbrido, que estabelece uma produção constante em um período inicial e passa posteriormente a atuar como um controlador proporcional. O modelo dinâmico desenvolvido neste trabalho é coerente com resultados obtidos na pesquisa qualitativa e com prática do PCP, pois está alinhado aos indicadores de desempenho desta função, promove a melhoria da qualidade das informações disponíveis ao planejamento e é capaz de responder a incertezas que afetam o fluxo de produção. / The production paradigm has considerably changed over the last fifty years. In this new context, factors such as integration, information quality and ability to respond to uncertainties must be pursued by companies that want to remain competitive. Thus, one of the main objectives of this research is to analyze the relationships among these three factors mentioned, in the level of the Production Planning and Control (PPC) function, as well as to assess their impact on the performance of the PPC function and on the overall business performance. The performance of the PPC function was measured by means of the rescheduling frequency, i.e., the frequency with which the production activities have to be rescheduled, and by means of the degree of accomplishment of organizational goals, that is, the extent to which the PPC metrics are accomplished. This qualitative and descriptive research was carried out as a multiple case study. Evidences of the existence of a positive relationship among the analyzed constructs, i.e., integration, uncertainty, information quality and performance, were found. In addition, different integration mechanisms and different rescheduling causes were observed on the studied cases. The second main objective of this work is the development of a dynamic model for the production control of multi-product systems, i.e, a model that could respond to the environmental and internal uncertainties that affect the production flow. A job shop production system of propylene bags from a manufacturing company of the textile and petrochemical industry was modeled. The model was developed using Control Theory, System Dynamics modeling, and, more specifically, the Bond Graph technique. The mathematical formulation of the system was derived from the Bond Graphs. System implementation and simulation was performed with the aid of Simulink® and Matlab® software. The control objective was to adjust the operation frequency of the machines to attend the required demand while simultaneously keeping the work in process at the desired levels. In this current work, the focus of the analysis was placed on the transient response of the controlled system, with initial inventory levels set to zero. The best results were achieved with a hybrid controller, which leads the machines to operate at constant frequency in the initial period and, later on, starts to perform as a proportional controller. The proposed dynamic model is compatible with the findings of the qualitative research and with the PPC practice, since it is aligned with the PPC metrics, it improves the quality of information available for planning and it can respond to the uncertainties that may affect the production flow.