This paper develops a unified framework for fixed and random effects estimation of higher-order spatial autoregressive panel data models with spatial autoregressive disturbances and heteroskedasticity of unknown form in the idiosyncratic error component. We derive the moment conditions and optimal weighting matrix without distributional assumptions for a generalized moments (GM) estimation procedure of the spatial autoregressive parameters of the disturbance process and define both a random effects and a fixed effects spatial generalized two-stage least squares estimator for the regression parameters of the model. We prove consistency of the proposed estimators and derive their joint asymptotic distribution, which is robust to heteroskedasticity of unknown form in the idiosyncratic error component. Finally, we derive a robust Hausman-test of the spatial random against the spatial fixed effects model. (authors' abstract) / Series: Department of Economics Working Paper Series

Résumé : La synthèse de champs sonores est un domaine de recherche actif trouvant de nombreuses applications musicales, multimédias ou encore industrielles. Dans ce dernier cas, la re- construction précise du champ sonore est souhaitée, ce qui implique de répondre à un certains nombre de questionnements scientifiques. À l’aide de réseaux de microphones et de haut-parleurs, la captation, la synthèse et la reconstruction précise de champs sonores sont théoriquement possibles. Seulement, pour des applications pratiques, la disposition des haut-parleurs et l’influence acoustique du lieu de restitution sont des facteurs cruciaux à prendre en compte pour s’assurer de la bonne reconstruction du champ sonore. Dans ce contexte, cette thèse de doctorat propose des méthodes et des techniques pour la captation, la transformation et la reconstruction précise de champs sonores en trois dimen- sions en se basant sur la méthode ambisonique d’ordre élevé. Une configuration sphérique pour le réseau de microphones et de haut-parleurs est proposée. Elle suit un maillage de Lebedev à cinquante points qui permet la captation et la reconstruction du champ sonore jusqu’à l’ordre 5 avec le formalisme ambisonique. Les limitations de cette approche, tel le repliement spatial, sont étudiés en détails. De plus, une opération de transformation du champ sonore est présentée. Elle est établie dans le domaine des harmoniques sphériques et permet d’effectuer un filtrage directionnel avant le décodage pour privilégier certaines directions dans le champ sonore, suivant une fonction de directivité choisie. Pour la re- construction, une approche originale, également établie dans le domaine des harmoniques sphériques, permet de prendre en compte l’influence acoustique du lieu de restitution, ainsi que les défauts du système de restitution. Ce traitement permet alors d’adapter la synthèse de champs sonores au lieu de restitution, en conservant le formalisme théorique établi en champ libre. Finalement, une validation expérimentale des méthodes et des tech- niques développées au cours de la thèse est faite. Dans ce contexte, une suite logicielle de synthèse et traitement en temps-réel des champs sonore est développée. / Abstract : Sound field synthesis is an active research domain with various musical, multimedia or industrial applications. In the latter case, the accurate reconstruction of the sound field is targeted, which involves answering several scientific questions. Using arrays of microphones and loudspeakers, the capture, synthesis and accurate reconstruction of sound fields are theoretically possible. However, for practical applications, the arrangement of the loud- speakers and the acoustic influence of the restitution room are critical factors to consider in order to ensure the accurate reconstruction of the sound field. In this context, this thesis proposes methods and techniques for the capture, transforma- tions and accurate reconstruction of sound fields in three dimensions based on the Higher Order Ambisonics (HOA) method. A spherical configuration for the array of microphones and loudspeakers is proposed. It follows a fifty-node Lebedev grid that enables the capture and reconstruction of the sound field up to order 5 with HOA formalism. The limitations of this approach, such as the spatial aliasing, are studied in detail. A transformation op- eration of the sound field is also proposed. The formulation is established in the spherical harmonics domain and enables a directional filtering on the sound field prior to the decod- ing step. For the reconstruction of the sound field, an original approach, also established in the spherical harmonics domain, can take into account the acoustic influence of the restitution room and the defects of the playback system. This treatment then adapts the synthesis of sound fields to the restitution room, maintaining the theoretical formalism established in free field. Finally, an experimental validation of methods and techniques developed in the thesis is made. In this context, a digital signal processing toolkit is de- veloped. It process in real-time the microphones, ambisonics, and loudspeaker signals for the sound field capture, transformations, and decoding.

Ce travail traite des méthodes de calcul numérique pour les simulations hydrodynamiques appliquées principalement sur des produits développés par ANDRITZ HYDRO. Il s’agit ici de mettre en place des schémas d’ordre élevé pour des simulations CFD en utilisant le code de calcul ASPHODEL développé et utilisé par ANDRITZ HYDRO. Les principales motivations sont l’augmentation de la fiabilité des résultats de calculs numériques avec un coût de calcul raisonnable. Cette fiabilité s’exprime à travers l’augmentation de la précision et de la robustesse des schémas numériques. Le code de calcul ASPHODEL est basé sur la méthode sans maillage SPH-ALE. Mélange entre les volumes finis et la méthode SPH (Smoothed Particle Hydrodynamics), la méthode SPH-ALE emploie un ensemble de points appelés particules servant à la discrétisation du domaine fluide. Elle permet en particulier de par son caractère sans maillage, un suivi des surfaces libres sans effort de calcul supplémentaire. Cet aspect est véritablement attrayant pour bon nombre d’applications industrielles notamment la simulation des écoulements à surface libre se produisant dans une turbine Pelton, mais également le remplissage d’une turbine Francis. Cependant, le bémol à cette méthode est son manque de précision spatiale. En effet les points de calcul étant mobiles, les opérateurs spatiaux doivent être en mesure de conserver leur précision et leur robustesse au cours du temps. La qualité des résultats en est du coup impactée, en particulier le champ de pression souvent excessivement bruité. La montée en ordre et l’amélioration de la consistance des opérateurs pour un vaste panel de configurations géométriques sont donc les enjeux de ce travail. En utilisant des outils inspirés par les volumes finis non-structurés, il est possible d’améliorer les opérateurs spatiaux. En effet, la montée en ordre ou p-raffinement peut notamment se faire avec des reconstructions d’ordres élevés pour évaluer les états aux interfaces des problèmes de Riemann. La sommation des flux numériques résolus par un solveur de Riemann est ensuite retravaillée pour obtenir un schéma numérique d’ordre global cohérent. Le même soucis de cohérence avec les schémas en temps doit d’ailleurs être pensé. Le gain de précision apporté par les schémas numériques d’ordre élevé est comparé avec un raffinement spatial, c’est à dire une augmentation du nombre des particules de taille plus petite, aussi appelé h-raffinement. La méthode SPH-ALE améliorée est ensuite testée sur des cas représentatifs des applications visées. En conclusion, les développements effectués dans cette étude ont été guidés par l’application en turbine Pelton principalement mais il va de soi qu’ils sont applicables à des écoulements sans surface libre dans les turbines Francis par exemple. Ce travail montre les possibilités d’une méthode sans maillage pour des cas d’écoulements complexes autour de géométrie tournantes. / This work deals with numerical methods for hydrodynamic testing applied mainly on products developed by ANDRITZ HYDRO. This is to put in place high order schemes for CFD simulations using the ASPHODEL calculation code developed and used by ANDRITZ HYDRO. The main reasons are the increased reliability of the results of numerical calculations with a reasonable computational cost. This reliability is expressed through increasing the accuracy and robustness of numerical schemes. The ASPHODEL computer code is based on the meshfree method SPH-ALE. Mix between finite volume method and SPH (Smoothed Particle Hydrodynamics), the SPH-ALE method uses a set of points called particles serving as the fluid domain discretization. It allows track free surfaces without additional computational effort. This is truly attractive for many industrial applications including the simulation of free surface flows occurring in a Pelton turbine, but also filling a Francis turbine. However, the downside of this method is its lack of spatial accuracy. Indeed calculation points are mobile, space operators must be able to keep their accuracy and robustness over time. The quality of results is impacted especially the pressure field is often excessively noisy. The rise in order and improving the consistency of the operators for a wide range of geometric configurations are the challenges of this work. Using tools inspired by the unstructured finite volume, it is possible to improve the spatial operators. Indeed, the increasing order or p-refinement particular can be done with reconstructions of high order to assess the conditions at the interfaces of Riemann problems. The summation of discret fluxes solved by Riemann solver is then reworked to obtain a coherent global order scheme. The same concern for consistency with temporal schemes should also be considered. The precision gain provided by numerical schemes of higher orders is compared with a spatial refinement ie an increase in the number of smaller particles ; also called h -refinement . Improved SPH -ALE method is then tested on representative cases of intended applications. In conclusion, the developments made in this study were guided in accordance mainly with the Pelton turbine but it goes without saying that they are applicable to non- free surface flows in Francis turbines for example. This work shows the possibilities of a free mesh method for cases of complex flow around rotating geometry.

Neste trabalho, é apresentado e discutido um novo modelo para proteção de Linhas de Transmissão. O sistema proposto executa, individualmente, as etapas tradicionais da filosofia de proteção de distância: detecção, classificação e localização. Este modelo emprega Estatísticas de Ordem Superior (EOS) como ferramenta de extração de características, para posterior aplicação das Redes Neurais Artificiais (RNAs). As RNAs são responsáveis pelas tomadas de decisões do sistema, no sentido de identificar a ocorrência da falta e o tipo da mesma, além de localizar a falta no que tange às zonas de proteção consideradas. O processamento com tais estatísticas é responsável pela transformação dos dados para um domínio onde as diferentes faltas são evidenciadas através de agrupamentos de dados (padrões). O banco de dados disponível com sinais elétricos de LTs em condições de falta é utilizado para cálculo das estatísticas e o posterior treinamento supervisionado (e validação) das redes. A junção das etapas de proteção em um único modelo permitiu o desenvolvimento de um protótipo de relé, sendo executada uma bateria extensiva de testes, com as mais diversas condições de faltas possíveis. Apesar de operar apenas com sinais de corrente, o método proposto alcançou resultados que, em comparação com a técnica tradicional de proteção de distância, baseada na impedância aparente, aumenta consideravelmente o desempenho da proteção de LTs. Especialmente para as faltas monofásicas, de ocorrência mais comum, o desempenho obtido com o algoritmo proposto é largamente superior ao obtido com um relé de distância tradicional normalmente empregado em proteção de LTs, evidenciando a relevância da técnica empregada em aplicações de proteção. / A novel method of Transmission Lines (TLs) protection is presented and discussed in this work. The proposed algorithm performs the traditional steps of distance relaying, such as: fault detection, classification and location. The new method applies the Higher Order Statistics (HOS), also known as cumulants, as a tool for feature extraction in order to apply Artificial Neural Networks (ANN) for pattern classification. These networks are responsible for the processing of information, identifying a possible fault condition, the type of fault and, finally, its location in terms of fault zones considered for the problem. The application of HOS in a protection scheme is responsible for the transformation of electrical data, such as current signals, to a different domain where the different types of faults are highlighted by different classes of samples. The available database was obtained by simulating an Electric Power System and it is used for computing the statistics and training/validating the distinct neural networks of each step of the distance protection. A relay prototype is obtained by combining these steps in a synchronized operation. This prototype allowed the execution of extensive tests, simulating the operation of a protective system in real-time. Despite the use of currents signals only, the proposed method provided efficient protection for the EPS under study. In fact, comparing the results with a traditional method applied to distance protection, based on apparent impedance, an improvement of the protection performance was demonstrated. Especially for faults involving one phase and the ground, the most common in power systems, the results of the new methodology was significantly superior to that of the conventional relay. It can be concluded that the technique presents a high relevance for applications in transmission line protection.

Mouse embryonic stem cells (mESCs) are an excellent model to study epigenetics and chromatin structure, owing to their self-renewal capabilities and tolerance of dynamic changes to DNA and histone modifications. Culturing conditions impact on the ability of mESCs to effectively recapitulate in vivo developmental states, and this is exemplified by refined culture conditions (termed 2i) that promote a pluripotent ground state. 2i-cultured mESC populations are homogeneous, naïve, and distinct from conventional (serum/LIF-cultured) cells, which exist as a metastable population. Remarkably, 2i-cultured mESCs also display global DNA hypomethylation, with methylation patterns more comparable to the cells of the E3.5 pre-implantation blastocyst. This is distinct from conventional serum-cultured cells, which display DNA methylation profiles that resemble later-stage E6.5 post-implantation epiblasts. The ability to transition between 2i- and serum-culture states is an attractive model for studying the dynamic role of DNA methylation in a variety of processes. DNA hypomethylation has been linked with depletion of the Polycomb-mediated repressive histone mark H3K27me3 from its normal target loci. Polycomb repressive complexes (PRC1 and PRC2) are important developmental regulators that maintain the repression of lineage-specific genes through generating compact higher-order chromatin structures. Polycomb target sites are primarily unmethylated CpG islands (CGIs). However, under conditions of DNA hypomethylation, new (previously methylated) binding sites are unveiled, and Polycomb is redistributed from its normal CGI target regions to intragenic regions. Thus, shifting mESCs to ground state conditions results in both DNA methylation and Polycomb patterns that are quite distinct from their serum-cultured counterparts. In my PhD, I sought to investigate the effect of DNA hypomethylation and Polycomb redistribution on higher-order chromatin structure in the ground state. I used a targeted, single-locus approach (FISH) as well as a genome-wide approach (Hi-C) to analyse differences in chromatin structure between conventionally cultured and ground state mESCs. My work suggests that chromatin structure is globally altered in hypomethylated 2icultured mESCs, with a similar state present in E3.5 mouse blastocysts. Using mESC lines in which DNA methylation levels can be directly manipulated, I was able to dissect the molecular mechanism driving higher-order structure changes in 2i medium, and showed the importance of DNA methylation in directing Polycomb-mediated chromatin compaction. My results may be important in considering the impact of DNA-methylation mediated reprogramming in multiple developmental, disease and regenerative medicine contexts.

Neste trabalho, é apresentado e discutido um novo modelo para proteção de Linhas de Transmissão. O sistema proposto executa, individualmente, as etapas tradicionais da filosofia de proteção de distância: detecção, classificação e localização. Este modelo emprega Estatísticas de Ordem Superior (EOS) como ferramenta de extração de características, para posterior aplicação das Redes Neurais Artificiais (RNAs). As RNAs são responsáveis pelas tomadas de decisões do sistema, no sentido de identificar a ocorrência da falta e o tipo da mesma, além de localizar a falta no que tange às zonas de proteção consideradas. O processamento com tais estatísticas é responsável pela transformação dos dados para um domínio onde as diferentes faltas são evidenciadas através de agrupamentos de dados (padrões). O banco de dados disponível com sinais elétricos de LTs em condições de falta é utilizado para cálculo das estatísticas e o posterior treinamento supervisionado (e validação) das redes. A junção das etapas de proteção em um único modelo permitiu o desenvolvimento de um protótipo de relé, sendo executada uma bateria extensiva de testes, com as mais diversas condições de faltas possíveis. Apesar de operar apenas com sinais de corrente, o método proposto alcançou resultados que, em comparação com a técnica tradicional de proteção de distância, baseada na impedância aparente, aumenta consideravelmente o desempenho da proteção de LTs. Especialmente para as faltas monofásicas, de ocorrência mais comum, o desempenho obtido com o algoritmo proposto é largamente superior ao obtido com um relé de distância tradicional normalmente empregado em proteção de LTs, evidenciando a relevância da técnica empregada em aplicações de proteção. / A novel method of Transmission Lines (TLs) protection is presented and discussed in this work. The proposed algorithm performs the traditional steps of distance relaying, such as: fault detection, classification and location. The new method applies the Higher Order Statistics (HOS), also known as cumulants, as a tool for feature extraction in order to apply Artificial Neural Networks (ANN) for pattern classification. These networks are responsible for the processing of information, identifying a possible fault condition, the type of fault and, finally, its location in terms of fault zones considered for the problem. The application of HOS in a protection scheme is responsible for the transformation of electrical data, such as current signals, to a different domain where the different types of faults are highlighted by different classes of samples. The available database was obtained by simulating an Electric Power System and it is used for computing the statistics and training/validating the distinct neural networks of each step of the distance protection. A relay prototype is obtained by combining these steps in a synchronized operation. This prototype allowed the execution of extensive tests, simulating the operation of a protective system in real-time. Despite the use of currents signals only, the proposed method provided efficient protection for the EPS under study. In fact, comparing the results with a traditional method applied to distance protection, based on apparent impedance, an improvement of the protection performance was demonstrated. Especially for faults involving one phase and the ground, the most common in power systems, the results of the new methodology was significantly superior to that of the conventional relay. It can be concluded that the technique presents a high relevance for applications in transmission line protection.

It is becoming increasingly clear that long-range control of gene expression is mediated through direct physical interactions between genes and regulatory elements, either intra- or interchromosomally. In addition to transcriptional initiation, formation of active chromatin hubs seem to be crucial for increased transcriptional efficiency as well as insulation from neighbouring heterochromatic environment. Regulatory factors apparently have an important role in organization of such functional modules in a development and differentiated- dependent fashion. The relevance of trans-acting factors in the ‘choice’ process of X-Chromosome Inactivation (XCI) was highlighted by our observations where CTCF was shown to occupy a homologous position on the active mouse and human Xist/XIST promoters and its binding affinity was altered in familial cases of opposite skewed X-inactivation patterns. The paradigm of genomic imprinting, i.e. the Igf2-H19 locus, manifests its imprinted states through the H19 Imprinting Control Region (ICR). The repression of the maternal Igf2 allele depends on the insulator properties of the H19 ICR when this interacts with CTCF. The studies here detected a novel kind of CTCF-dependent tightly closed pocket- like higher order structure exclusively on maternal allele which was found to be essential for imprinted Igf2 expression as well as maintenance of precise epigenetic marks at various Differentially Methylated Regions (DMRs) across this locus. Despite the highly condensed state of the mitotic chromosome, the insulator protein CTCF was found to constitutively occupy its known target sites. Furthermore, pivotal CTCF-dependent long-range regulatory loops within Igf2-H19 locus were found to survive mitotic compaction and such mechanisms might serve as a novel kind of epigenetic memory to minimize transcriptional chaos and to reset proper expression domains in the daughter cells as soon as cells exit mitosis. Our observations also suggest that the epigenetic reprogramming of H19 ICR during spermatogenesis is initiated by a CTCF-dependent recruitment of chromatin remodeling factor Lsh to the H19 ICR followed by completion of the imprint acquisition process by a replacement of CTCF with its closely related paralogue termed BORIS. Overall, this thesis unravels the novel roles for CTCF as an architectural factor in the organization of higher order chromatin conformations and transcriptional regulation.

Aeroelastic behavior prediction is often confined to analytical or highly computational methods, so I developed a low degree of freedom computational method using structural finite elements and unsteady loading to cover a gap in the literature. Finite elements are readily suitable for determination of the free vibration characteristics of eccentric, elastic structures, and the free vibration characteristics fundamentally determine the aeroelastic behavior. I used Theodorsen’s unsteady strip loading formulation to model the aerodynamic loading on linear elastic structures assuming harmonic motion. I applied Hassig’s ‘p-k’ method to predict the flutter boundary of nonsymmetric, aeroelastic systems. I investigated the application of a quintic interpolation assumed displacement shape to accurately predict higher order characteristic effects compared to linear analytical results. I show that quintic interpolation is especially accurate over cubic interpolation when multi-modal interactions are considered in low degree of freedom flutter behavior for high aspect ratio HALE aircraft wings.

No description available.

Density functional theory (DFT) is not only an accurate but also a widely used theory for describing the quantum-mechanical electronic structure of matter. In this approach, the intractable problem of interacting electrons is simplified to a tractable problem of non-interacting electrons moving in an effective potential. Even with this simplification, DFT remains extremely computationally expensive. In particular, DFT scales cubically with respect to the number of atoms, which restricts the size of systems that can be studied. Orbital free density functional theory (OF-DFT) represents a simplification of DFT applicable to metallic systems that behave like a free-electron gas. Current implementations of OF-DFT employ the plane-wave basis, the global nature of the basis prevents the efficient use of modern high-performance computer archi- tectures. We present a real-space formulation and higher-order finite-difference implementation of periodic Orbital-free Density Functional Theory (OF-DFT). Specifically, utilizing a local reformulation of the electrostatic and kernel terms, we develop a gener- alized framework suitable for performing OF-DFT simulations with different variants of the electronic kinetic energy. In particular, we develop a self-consistent field (SCF) type fixed-point method for calculations involving linear-response kinetic energy functionals. In doing so, we make the calculation of the electronic ground-state and forces on the nuclei amenable to computations that altogether scale linearly with the number of atoms. We develop a parallel implementation of our method using Portable, Extensible Toolkit for scientific computations (PETSc) suite of data structures and routines. The communication between processors is handled via the Message Passing Interface(MPI). We implement this formulation using the finite-difference discretization, us- ing which we demonstrate that higher-order finite-differences can achieve relatively large convergence rates with respect to mesh-size in both the energies and forces. Additionally, we establish that the fixed-point iteration converges rapidly, and that it can be further accelerated using extrapolation techniques like Anderson mixing. We verify the accuracy of our results by comparing the energies and forces with plane-wave methods for selected examples, one of which is the vacancy formation energy in Aluminum. Overall, we demonstrate that the proposed formulation and implementation is an attractive choice for performing OF-DFT calculations.