The main focus of this thesis is placed on high frequency PCB signal Integrity Is-sues and RF/Microwave filters using EBG structures. From the signal Integrity aspect, two topics were mainly discussed. On one hand, the effect of increasing frequency on classical design rules for crosstalk reduction in PCBs was investigated experimentally and by full-wave simulations. An emphasis was placed on the 3×W spacing rule and the use of guard traces. Single-ended and differential transmission lines were considered. S-parameter measurements and simu-lations were carried out at high-frequency (up to 20 GHz). The results emphasize the necessity to reevaluate traditional design rules for their suitability in high frequency applications. Also, the impacts of using guard traces for high frequency crosstalk re-duction were clearly pointed out. On the other hand, the effect of high loss PCB ma-terials on the signal transmission characteristics of microstrip lines at high frequency (up to 20 GHz) was treated. Comparative studies were carried out on different micro-strip configurations using standard FR4 substrate and a high frequency dielectric ma-terial from Rogers, Corporation. The experimental results highlight the dramatic im-pact of high dielectric loss materials (FR4 and solder mask) and magnetic plating metal (nickel) on the high frequency signal attenuation and loss of microstrip trans-mission lines. Besides, the epoxy-based SU8 photoresist was characterized at high frequency (up to 50 GHz) using on-wafer conductor-backed coplanar waveguide transmission lines. A relative dielectric constant of 3.2 was obtained at 30 GHz. Some issues related to the processing of this material, such as cracks, hard-skin, etc, were also discussed. Regarding RF/Microwave filters, the concept of Electromagnetic Band Gap (EBG) was used to design and fabricate novel microstrip bandstop filters using periodically modified substrate. The proposed EBG structures, which don’t suffer conductor backing issues, exhibit interesting frequency response characteristics. The limitations of modeling and simulation tools in terms of speed and accuracy are also examined in this thesis. Experiments and simulations were carried out show-ing the inadequacies of the Spice diode model for the simulations in power electronics. Also, an Artificial Neural Network (ANN) model was proposed as an alternative and a complement to full-wave solvers, for a quick and sufficiently accurate simulation of interconnects. A software implementation of this model using Matlab’s ANN toolbox was shown to considerably reduce (by over 800 times) the simulation time of microstrip lines using full-wave solvers such as Ansoft’s HFSS and CST’s MWS. Finally, a novel cooling structure using a double heatsink for high performance electronics was presented. Methods for optimizing this structure were also discussed. / QC 20100809

In ground based high frequency (HF) radio pumping experiments, absorption of ordinary (O) mode pump waves energises the ionospheric plasma, producing optical emissions and other effects. Pump-induced or natural kilometre-scale field-aligned density depletions are believed to play a role in self-focussing phenomena such as the magnetic zenith (MZ) effect, i.e., the increased plasma response observed in the direction of Earth's magnetic field. Using ray tracing, we study the propagation of ordinary (O) mode HF radio waves in an ionosphere modified by density depletions, with special attention to transmission through the radio window (RW), where O mode waves convert into the extraordinary (X, or Z) mode. The depletions are shown to shift the position of the RW, or to introduce RWs at new locations. In a simplified model neglecting absorption, we estimate the wave electric field strength perpendicular to the magnetic field at altitudes normally inaccessible. This field could excite upper hybrid waves on small scale density perturbations. We also show how transmission and focussing combine to give stronger fields in some directions, notably at angles close to the MZ, with possible implications for the MZ effect. In a separate study, we consider electromagnetic (e-m) beams with helical wavefronts (i.e., twisted beams), which are associated with orbital angular momentum (OAM). By applying geometrical optics to each plane wave component of a twisted nonparaxial e-m Bessel beam, we calculate analytically the shift of the beam's centre of gravity during propagation perpendicularly and obliquely to a weak refractive index gradient in an isotropic medium. In addition to the so-called Hall shifts expected from paraxial theory, the nonparaxial treatment reveals new shifts in both the transverse and lateral directions. In some situations, the new shifts should be significant also for nearly paraxial beams.

The problem of determining whether or not a theoretical model is an accurate representation of an empirically observed phenomenon is one of the most challenging in the empirical scientific investigation. The following study explores the problem of stochastic model validation. Special attention is devoted to the unusual two-peaked shape of the empirically observed distributions of the conditional on realised volatility financial returns. The application of statistical hypothesis testing and simulation techniques leads to the conclusion that the conditional on realised volatility returns are distributed with a specific previously undocumented distribution. The probability density that represents this distribution is derived, characterised and applied for validation of the financial model.

This dissertation proposes a modeling methodology for Inductive and Capacitive Voltage Transformers (IVT and CVT) for high-frequency electrical transients analysis, up to 3 MHz. The model construction starts from the VT s sweep frequency test, carried out by a commercial Sweep Frequency Response Analyzer (SFRA) with special connections, in order to obtain its short-circuit Admittance Matrix. The SFRA is designed for another purpose, to detect displacement of windings or fault in the magnetic core of power transformers based on voltage transfer analysis. Therefore, due to this fact, the measured data needs to be corrected and recalculated, through and external routine, to adequately represent the proper and mutual admittance values of the Matrix. After its correction, the Admittance Matrix serves as input data to the Matrix Fitting method, a frequency-response approximation tool by means of modified rational functions, which is part of the Vector Fitting (VF) routine, freely available for non-commercial purposes in MATLAB®. The results are an approximated rational function, in state-space or pole-residue model, and a RLC equivalent network proper to be used in electromagnetic transients analysis software, such as the Alternative Transients Program (ATP). The models validation is accomplished based on the comparison between the transient responses of the created model, through simulation in ATP/EMTP, and the IVTs and CVTs laboratory tests when both are submitted to a step function excitation. / Esta dissertação propõe uma metodologia para a modelagem de Transformadores de Potencial Indutivos (TPIs) e Capacitivos (TPCs) para estudos de transitórios eletromagnéticos em altas frequências, na ordem de até 3 MHz. A obtenção dos modelos inicia através do ensaio de varredura em frequência dos TPs utilizando um Sweep Frequency Response Analyzer (SFRA) comercial por meio de conexões especiais de modo a obter as Matrizes de Admitâncias de curto-circuito. Os fabricantes do SFRA projetaram este equipamento com outro objetivo, o da realização de estudos de transferência de tensão, para detectar possíveis deformações mecânicas ou falhas internas em transformadores de potência. Desse modo, os dados obtidos dessa medição necessitam ser corrigidos e recalculados, através de uma rotina externa, a fim de representar adequadamente os valores das admitâncias próprias e mútuas desta Matriz. Uma vez corrigida, essa Matriz de Admitâncias servirá como entrada para inicializar o método do Ajuste Matricial (Matrix Fitting), que é uma ferramenta fundamental para aproximação da resposta em frequência por funções racionais modificadas que integra a rotina de Ajuste Vetorial, disponível livremente para fins não comerciais no MATLAB®. Como resultado, são obtidas sua função racional aproximada, em modelos de espaço de estados ou de polo-resíduo, e uma rede RLC equivalente complexa, propícia para o uso direto em programas de análises de transitórios eletromagnéticos, como o Alternative Transients Program (ATP). A validade dos modelos criados foi verificada por meio da comparação das respostas transitórias dos equivalentes gerados, através de simulações no EMTP/ATP, com os ensaios feitos em laboratório e em campo em TPIs e TPCs quando submetidos a uma excitação com uma função degrau.

Orientador: José Roberto Fioretto / Resumo: A Síndrome do Desconforto Respiratório Agudo (SDRA) cursa com alta morbi-mortalidade apesar dos avanços no entendimento de sua fisiopatologia e tratamento. A terapia ventilatória baseia-se na proteção pulmonar, sendo a ventilação oscilatória de alta frequência (VOAF) uma opção de método protetor. A posição prona (PP) é terapia adjuvante que possibilita homogeneização da distribuição do volume corrente (VC) e promove recrutamento alveolar. O objetivo do estudo foi investigar o efeito da posição prona associada à VOAF e ventilação mecânica convencional (VMC) protetora sobre a oxigenação, inflamação, dano oxidativo e histologia pulmonares, comparando-a à posição supina em ambos os modos ventilatórios. Foram instrumentados 75 coelhos com traqueostomia e acessos vasculares. A lesão pulmonar aguda (LPA) foi induzida por lavagem traqueal de salina aquecida (30mL/Kg, 38°C). Os animais foram então aleatorizados em cinco grupos (n=15): 1) GC (Controle): animais sadios em VMC protetora basal; 2) GVMS: animais com LPA em VMC protetora e posição supina; 3) GVMP: animais com LPA em VMC protetora e posição prona; 4) GVAFS: animais com LPA em VOAF e posição supina; 5) GVAFP: animais com LPA em VOAF e posição prona. Após, foram submetidos a quatro horas de VMC protetora (modo pressão regulada-volume controlado, PEEP 10 cmH2O, VC 6mL/kg, Ti 0,5s, FR 40 rpm e FiO2 1) ou VOAF (MAP 15 mmHg, FR 10Hz, amplitude 22 e FiO2 1). O nível de significância foi de 5%. Após a indução, os grupos apresentaram... (Resumo completo, clicar acesso eletrônico abaixo) / Abstract: Acute Respiratory Distress Syndrome (ARDS) presents with high morbidity and mortality despite advances in the understanding of its pathophysiology and treatment. Ventilatory therapy is based on the intention of injuring less, with high frequency oscillatory ventilation (HFOV) being a protective method option. Prone position (PP) is an adjuvant therapy that enables homogenization of volume tidal (VT) distribution and promotes alveolar recruitment. The aim of this study was to investigate the effects of prone position associated with HFOV and protective conventional mechanical ventilation (CMV) on oxygenation and lung inflammation, oxidative damage and histology, comparing it with the supine position in both ventilatory modes. Seventy five rabbits were submitted to tracheostomy and vascular accesses. ALI was induced by tracheal infusion of heated saline (30mL/kg, 38° C). The subjects were then ramdomized in five groups (n=15): 1) CG (Control): healthy animals in basal protective CMV; 2) MVSG: animals with ALI in protective CMV and supine position; 3) MVPG animals with ALI in protective CMV and prone position; 4) HFSG: animals with ALI in HFOV and supine position; 5) HFPG: animals with ALI in HFOV and prone position. After that, they were submitted to four hours of protective VMC (PRV mode, PEEP 10 cmH2O, VC 6ml/kg, Ti 0,5s, FR=40 rpm and FiO2 1) or HFOV (MAP 15 mmHg, FR 10 Hz, amplitude 22 and FiO2 1). The level of significance was 5%. After induction, the groups presented simi... (Complete abstract click electronic access below) / Doutor

La diminution drastique des temps de commutation des convertisseurs MLI, due aux technologies émergentes comme le SiC (Carbure de Silicium), engendre un nombre important de phénomènes hautes fréquences dans les moteurs électriques notamment des tensions inter-spires et des courants de paliers. Ces travaux portent sur l'établissement d'un modèle impédant prédictif, valable sur une large bande de fréquence, fournissant les valeurs des tensions et des courants dangereux pour les moteurs. Pour cela, une maquette à échelle réduite a été étudiée dans un premier temps pour comprendre les phénomènes et offrir un cas simplifié de modélisation. Un bobinage en circuit imprimé a été fabriqué à cet effet. Un modèle de ligne a été développé et offre des résultats satisfaisants en prenant en compte les effets dus à la montée en fréquence. La même démarche de modélisation a été adoptée dans le cas du moteur réel dans la suite des travaux. Des campagnes de mesures sur un moteur instrumenté ont permis d'observer la propagation des ondes dans le bobinage. Une bobine a également été instrumentée pour offrir un accès au potentiel de chaque spire. Un modèle présenté dans la littérature a été approfondi en proposant une méthode d'identification des paramètres à partir de quelques points de mesures. Ce modèle sert de comparaison avec le modèle prédictif établi à la fin de ces travaux. La dernière partie de ces travaux s'intéresse à la modélisation du même moteur de traction. Un modèle de ligne dont les valeurs de paramètres ont été issues de calculs analytiques ou de simulations numériques a été réalisé tout en évitant d'avoir recours à des mesures. Ce modèle a donc un comportement prédictif puisque les données d'entrées sont pour la plus grande majorité uniquement géométriques. Il donne accès aux valeurs de tensions dans le bobinage et à l'amplitude des éventuels courants de paliers. Ce modèle peut alors servir d'outil d'aide à la conception des machines électriques en montrant les conséquences des choix de géométries. / In PWM converter, emerging technologies, like Sic and GAN, tend to decrease the rise time commutation which increases the occurrence of high frequency phenomenon such as bearing currents and voltage between coils. In this thesis, we aim to develop a predictive model able to give the currents and voltages amplitudes of those parasites. To simplify the understood of the phenomenon, a mock-up was built. It consists of a winding coil in a flexible PCB which represents the wave propagation in a real winding. Therefore, a first model was developed taking into account the effects produced by an increasing frequency. The model gives good results. It will be used in the real traction motor. Measures on a modified motor allowed observing the wave propagation across the coil. Those measures results will be compared to our motor model ones. A model found in the literature has also been studied. For this model, we built a parameters identification method based on several measurement points. This model will also be a compared to our motor model. The last part of this work explains the method used to build the predictive model. A line model is used to give an access to the winding. All parameters have been found with analytical formulations or with numerical simulations to avoid the use of measures. This model gives an access to a voltage between coils and to bearings currents. It can be used during the conception of motor to predict those problems.

This paper uses a factor-augmented vector autoregressive model to examine the impact of monetary policy shocks on housing prices across metropolitan and micropolitan regions. To simultaneously estimate the model parameters and unobserved factors we rely on Bayesian estimation and inference. Policy shocks are identified using high-frequency suprises around policy announcements as an external instrument. Impulse reponse functions reveal differences in regional housing price responses, which in some cases are substantial. The heterogeneity in policy responses is found to be significantly related to local regulatory environments and housing supply elasticities. Moreover, housing prices responses tend to be similar within states and adjacent regions in neighboring states. / Series: Working Papers in Regional Science

Les crues – telles que les laves torrentielles – engendrées dans les torrents lors de fortes précipitations peuvent mobiliser de grande quantité de sédiments. Lorsqu'elles atteignent les zones urbanisées, elles peuvent mettre en dangers à la fois les personnes et les biens. Les approches visant à réduire le risque torrentiel se basent largement sur des seuils intensité-durée de pluie qui déterminent les conditions minimum de déclenchement d’une lave torrentielle. Pourtant, ces seuils sont sujets à une forte variabilité liée, non seulement aux différences inter-sites, mais aussi à la méthode appliquée lors de leur établissement. De plus, ils peuvent entraîner des fausses prédictions, l’intensité et la durée de l’épisode de pluie n’étant pas les seules variables explicatives. Ce travail de thèse vise (i) à fournir un cadre méthodologique rigoureux pour l’établissement des seuils de pluie afin de limiter les sources de variabilité, et (ii) à améliorer leurs performances en considérant à la fois les facteurs de déclenchement et de prédisposition. Il s’appuie sur les données d’un observatoire des crues torrentielles, mis en place dans les Alpes françaises en 2011 sur les torrents très actifs du Manival et du Réal. Dans un premier temps, les images et mesures hautes-fréquences collectées entre 2011 et 2016 ont été analysées afin de détecter et de caractériser les crues torrentielles. Pour appréhender la diversité des écoulements observés, une classification phénoménologique a été proposée. Dans un second temps, la condition minimum intensité-durée de pluie requise pour déclencher une lave torrentielle a été établie. La sensibilité du seuil à la définition d’un épisode de pluie a été évaluée. Dans un troisième temps, un modèle de régression logistique a été implémenté pour discriminer les épisodes de pluies critiques qui n’ont pas engendré de lave torrentielle. Il a permis de sélectionner les variables explicatives les plus pertinentes. Finalement, des pistes de travail ont été avancées pour (i) passer de conditions critiques établies à une échelle locale vers une échelle régionale, en perspective d’une application au sein d’un système d’alerte dédié aux risques hydrométéorologiques, et (ii) passer des conditions de déclenchement d’une lave torrentielle dans la zone de production sédimentaire aux conditions de propagation jusqu'aux zones à enjeux. / Flows – such as debris flows – caused by heavy rainfalls in torrents can mobilise a huge amount of sediments. When they reach the urbanised areas, they may endanger the people’s safety or cause damages. Approaches aimed at mitigating torrential risk widely rely on rainfall intensity-duration thresholds which determine the minimum debris-flow triggering conditions. However, these thresholds suffer from a high variability related not only to inter-site differences but also to the method applied to design them. In addition, they are likely to cause false prediction because the intensity and the duration of the rainfall event are not the only explanatory variables. This PhD research work aim (i) to provide a rigorous methodological framework for designing rainfall threshold in order to limit the variability sources, and (ii) to improve their performances by including both the triggering and the predisposing factors. It is supported by field observations stemming from high-frequency monitoring stations installed since 2011 on two very active debris flow-prone torrents in the French Alps: the Manival and the Réal. First, the images and data gathered between 2011 and 2016 were analysed in order to detect and characterise the sediment laden-flows. To deal with the variety of recorded flows, a phenomenological classification was performed. Second, the minimum intensity-duration threshold for debris-flow triggering was assessed. The threshold sensitivity to the rainfall event definition was estimated. Third, a logistic regression model was used to discriminate the critical rainfall events which do not lead to a debris flow. It makes it possible to select the most relevant explanatory variables. At last, several avenues of work were proposed (i) to move the knowledge of debris-flow initiation conditions from a local to a regional level, with a view to application in a warning system dedicated to hydrometeorological risks, and (ii) to improve the ability to predict, not the debris-flow triggering in the production zone, but the debris-flow propagation up to the area concerned.

This thesis represents an in-depth empirical study of the dependence structures within the term structure of interest rates. Firstly, a comprehensive overview of term structure modelling literature and methods is provided together with a summary of theoretical notions regarding the use of high-frequency data and spectral analysis. Contrary to most studies, the frequency-domain approach is employed, with a special focus on dependency across various quantiles of the joint distribution of the term structure. The main results are obtained using the quantile cross-spectral analysis, a new robust and non-parametric method allowing to uncover dependence structures in quantiles of the joint distribution of multivariate time series. The results are estimated using a dataset consisting of 15 years worth of high-frequency tick-by-tick time series of US Treasury futures. Complex dependence structures are revealed showing signs of both cyclicity and dependence in various parts of the joint distribution of the term structure in the frequency domain. JEL Classification C49, C55, C58, E43, G12, G13 Keywords term structure of interest rates, yield curves, high-frequency analysis, spectral analysis, inter- est rate futures Author's e-mail adam.nedved@fsv.cuni.cz Supervisor's e-mail barunik@fsv.cuni.cz

Malgré l'intérêt suscité, l'exploitation de l'énergie hydrolienne accuse toujours un sérieux retard par rapport à d'autres ressoures renouvelables. Ce développement tardif s'explique d'une part par l'absence d'une méthodologie pertinente de quantification du potentiel hydrocinétique, d'autre part, par le milieu marin, jugé hostile, au sein duquel des phénomènes turbulents,appliquent des contraintes sur la structure des hydroliennes. Offrant une vision précise de l'écoulement et de son hétérogénéité spatiale et temporelle, la courantographie radar, présentée dans la première partie de cette thèse, constitue un outil puissant d'analyse de la dynamique de la marée. Inédite dans le domaine des énergies renouvelables, elle offre une alternative probante à la modélisation numérique, souvent privilégiée bien que générant des résultats contestables compte tenu de sa conceptualisation simpliste des phénomènes réels. L'étude d'impact d'un écoulement turbulent pleinement développé sur la performance énergétique de prototypes d'hydroliennes de type Darrieus constitue la seconde partie de cette thèse. L'analyse spectrale des signaux temporels de vitesse de courant a permis de révéler les propriétés scalaires de l'écoulement. La caractérisation multi-échelle a montré que l'écoulement est animé par un processus dynamique de brisures successives des structures fluides imbriquées de taille allant de l'échelle d'injection à l'échelle de diffusion moléculaire. Enfin, le partitionnement en échelles dynamiques de la turbulence des spectres de vitesse et de puissance générée par l'hydrolienne a mis en évidence une certaine similarité entre la taille des structures tourbillonnaires qui régissent l'écoulement et les dimensions de la turbine. / Despite the growing interest , the use of tidal energy still lags far behind other renewable resource. This delayed development can be explained, on the one hand, by the absence of a relevant methodology for quantifying the hydrokinetic potential and, on the other hand, by the hostile marine environment, in which turbulent phenomena apply constraints on the structure of marine current turbines. The use of High Frequency Radar, presented in the first part of this thesis, provides a powerful tool for analyzing tidal dynamics and its spatial and temporal heterogeneity. Never used in the fields of renewable marine energy, it offers a convincing alternative to numerical modeling which is often chosen although generating questionable results because of simplistic conceptualization of real phenomena. The second part of this thesis is the study of the impact of a fully developed turbulent flow on the performance of a Darrieus-type turbine prototypes. The spectral analysis of the current velocity time series revealed the scalar properties of the flow. Multiscale characterization showed that the flow is driven by a dynamic process of successive breaks of fluid structures of size ranging from the injection scale to the molecular diffusion scale. Finally, the dynamical scaling of the turbulence of the velocity and power spectra generated by the marine current turbine has revealed a certain similarity between the size of the eddies structures that govern the flow and the dimensions of the turbine.