<p>U disertaciji je predložen algoritam za proračun kratkih spojeva zasnovan na korelisanim intervalima. U savremenim distributivnim mrežama postoje različiti tipovi generatora koji proizvode električnu energiju iz energije obnovljivih izvora. Za takve generatore, kao i za potrošače, karakteristično je to što je njihova proizvodnja i potrošnja neizvesna. Predloženi algoritam u disertaciji uvažava te neizvesnosti, kao i korelacije između navedenih elemenata. Neizvesnosti su modelovane intervalima i direktno su uvažene u predloženom algoritmu za proračun kratkih spojeva. Algoritam je prvenstveno razvijen za proračun kratkih spojeva savremenih distributivnih mreža sa velikim brojem distribuiranih generatora i potrošača. NJime je moguće proračunavati režime sa kratkim spojevima distributivnih mreža velikih dimenzija, što je numerički verifikovano u disertaciji. Predloženim algoritmom se dobija režim distributivne mreže sa kratkim spojem koji je realističniji od režima dobijenih algoritmima sa determinističkim pristupom. Proračuni kao što su: koordinacija, podešenje i provera osetljivosti relejne zaštite, provera kapaciteta prekidača i osigurača, lokacija kvara itd. mogu na osnovu realističnijeg režima, dobijenog predloženim algoritmom, da daju kvalitetnije rezultate, što je numerički potvrđeno na primeru koordinacije prekostrujne zaštite</p> / <p>In this dissertation an algorithm for correlated intervals-based short-circuit calculation is<br />proposed. In modern distribution networks there are various types of generators that produce<br />electric energy from renewable energy resources. For these generators, as well as loads, uncertain<br />production and consumption is characteristic. The proposed algorithm in the dissertation deals<br />with above-mentioned uncertainties, as well as correlations among them. The uncertainties are<br />modeled with intervals and directly taken into account in the proposed algorithm for short-circuit<br />calculation. The algorithm is primarily developed for short-circuit calculation in modern<br />distribution networks with a great number of distributed generators and consumers. The proposed<br />algorithm enables calculation of short circuits states of large-scale distribution networks, which is<br />numerically verified in the dissertation. The proposed algorithm provides short circuit state of<br />distribution network which is more realistic than the one obtained with algorithms with<br />deterministic approach. Calculations such as: coordination, settings and sensitivity check of relay<br />protection, breaker and fuse capacity check, fault location, etc. can give better results, on the basis<br />of the more realistic state obtained by the proposed algorithm for short circuit calculation, which<br />is numerically confirmed by the example of coordination of overcurrent protection.</p>

The objective of this research is to increase the robustness of discrete-event simulation (DES) when input uncertainties associated models and parameters are present. Input uncertainties in simulation have different sources, including lack of data, conflicting information and beliefs, lack of introspection, measurement errors, and lack of information about dependency. A reliable solution is obtained from a simulation mechanism that accounts for these uncertainty components in simulation. An interval-based simulation (IBS) mechanism based on imprecise probabilities is proposed, where the statistical distribution parameters in simulation are intervals instead of precise real numbers. This approach incorporates variability and uncertainty in systems. In this research, a standard procedure to estimate interval parameters of probability distributions is developed based on the measurement of simulation robustness. New mechanisms based on the inverse transform to generate interval random variates are proposed. A generic approach to specify the required replication length to achieve a desired level of robustness is derived. Furthermore, three simulation clock advancement approaches in the interval-based simulation are investigated. A library of Java-based IBS toolkits that simulates queueing systems is developed to demonstrate the new proposed reliable simulation. New interval statistics for interval data analysis are proposed to support decision making. To assess the performance of the IBS, we developed an interval-based metamodel for automated material handling systems, which generates interval performance measures that are more reliable and computationally more efficient than traditional DES simulation results.

This thesis has two distinguish parts. The first part concerns the study of n-ary algebras. A n-ary algebra is a vector space with a multiplication on n arguments. Classically the multiplications are binary, but the use of ternary multiplication in theoretical physic like for Nambu brackets led mathematicians to investigate these type of algebras. Two classes of n-ary algebras are fundamental: the associative n-ary algebras and the Lie n-ary algebras. We are interested by both classes. Concerning the associative n-ary algebras we are mostly interested in 3-ary partially associative 3-ary algebras, that is, algebras whose multiplication satisfies ((xyz)tu)+(x(yzt)u)+(xy(ztu))=0. This type is interesting because the previous woks on this subject was not distinguish the even and odd cases. We show in this thesis that the case n=3 can not be treated as the even cases. We investigate in detail the free partially associative 3-ary algebra on k generators. This algebra is graded and we compute the dimensions of the 7 first components. In the general case, we give a spanning set such as the sub family of non zero vector is a basis. The main consequences are the free partially associative 3-ary algebra is solvable. In the free commutative partially associative 3-ary algebra any product on 9 elements is trivial. The operad for partially associative 3-ary algebra do not satisfy the Koszul property. Then we study n-ary products on the tensors. The simplest example is given by a internal product of non square matrices. We can define a 3-ary product by taking A . ^tB . C. We show that we have to generalize a bit the definition of partial associativity for n-ary algebras. We then introduce the products -partially associative where  is a permutation of the symmetric group of degree n. Concerning the n-ary algebras, two classes have been defined: Filipov algebras (also called recently Lie-Nambu algebras) and some more general class, the n-Lie algebras. Filipov algebras are very important in the study of the mechanic of Nambu-Poisson, and is a particular case of the other. So to define an approach of Maurer-Cartan type, that is, define a scalar cohomology, we consider in this work Fillipov as n-Lie algebras and develop such a calculus in the n-Lie algebras frame work. We also give some classifications of n-ary nilpotent algebras. The last chapter of this part concerns my work in Master on the Poisson algebras on polynomials. We present link with the Lie algebras is clear. Thus we extend our study to Poisson algebras which associated Lie algebra is rigid and we apply these results to the enveloping algebras of rigid Lie algebras. The second part concerns intervals arithmetic. The interval arithmetic is used in a lot of problems concerning robotic, localization of parameters, and sensibility of inputs. The classical operations of intervals are based of the rule : the result of an operation of interval is the minimal interval containing all the result of this operation on the real elements of the concerned intervals. But these operations imply many problems because the product is not distributive with respect the addition. In particular it is very difficult to translate in the set of intervals an algebraic functions of a real variable. We propose here an original model based on an embedding of the set of intervals on an associative algebra. Working in this algebra, it is easy to see that the problem of non distributivity disappears, and the problem of transferring real function in the set of intervals becomes natural. As application, we study matrices of intervals and we solve the problem of reduction of intervals matrices (diagonalization, eigenvalues, and eigenvectors).

Este trabalho apresenta um estudo do uso da Matemática Intervalar na resolução de problemas em supercomputadores, através da biblioteca de rotinas intervalares denominada libavi.a (aritmética vetorial intervalar), proporcionando não só aumento de velocidade de processamento via vetorização, mas exatidão e controle de erros nos cálculos através do emprego da aritmética intervalar. Foram identificadas duas das barreiras que a resolução de problemas numéricos em computadores enfrenta. Estas barreiras se referem a qualidade do resultado e ao porte do problema a ser resolvido. Verificou-se a existência de uma grande lacuna entre o avanço tecnol6gico, incluindo o desenvolvimento de computadores cada vez mais rápidos, e poderosos e a qualidade com que os cálculos são feitos. Através dos supercomputadores (geralmente computadores vetoriais e/ou paralelos), os resultados são) obtidos com extrema rapidez, mas nem sempre se sabe quão confiáveis realmente são. Como a definição da aritmética da maquina ficava a cargo do fabricante, cada sistema tinha as suas próprias características e defeitos. Cálculos efetuados em diferentes maquinas raramente produziam resultados compatíveis. Então, em 1980, a IEEE adotou o padrão de aritmética binária de ponto-flutuante, conhecida como padrão IEEE 754. Isto foi um passo no sentido de se resolver a questão de qualidade numérica dos resultados, mas este padrão não especificou tudo. A pesquisa evoluiu para a proposta de uma aritmética de alta exatidão e alto desempenho, que tome disponível operações com intervalos e a própria matemática intervalar aos usuários do supercomputador vetorial Cray Y-MP2E. Como protótipo desta aritmética de alto desempenho, foi desenvolvido um estudo, uma especificação e, posteriormente, implementada uma biblioteca de rotinas intervalares no supercomputador Cray Y-MP2E, denominada libavi.a. 0 nome libavi.a significa biblioteca (lib) composta da aritm6tica vetorial intervalar (avi). 0 sufixo .a é o sufixo padrão de bibliotecas no Cray. Com a libavi.a definiu-se a aritm6tica de alto desempenho, composta do processamento de alto desempenho (vetorial) e da matemática intervalar. Não se tem a aritm6tica de alta exatidão e alto desempenho, pois no ambiente vetorial, como do supercomputador Cray Y-MP2E com a linguagem de programação Fortran 90, a aritm6tica não segue o padrão da IEEE 754 na especificação do tamanho da palavra nem na forma como os arredondamentos e operações aritméticas em ponto-flutuante efetuadas. Foi necessário desenvolver rotinas que simulassem Os arredondamentos direcionados e operações em ponto-flutuante com controle de erro de arredondamento. A biblioteca libavi.a é um conjunto de rotinas intervalares que reúne as características da matemática intervalar no ambiente do supercomputador vetorial Cray Y-MP. A libavi.a foi desenvolvida em Fortran 90, o que possibilitou as características de modularidade, sobrecarga de operadores e funções, uso de arrays dinâmicos na definição de vetores e matrizes e a definição de novos tipos de dados próprios a analise matemática. A biblioteca foi organizada em quatro módulos: básico (com 52 rotinas que implementam intervalos reais), mvi (com 151 rotinas sobre matrizes e vetores de intervalos reais), aplic (com 29 rotinas intervalares sobre aplicações da álgebra linear) e ci (com 58 rotinas que implementam intervalos complexos). O módulo básico contem a aritmética intervalar básica, sendo, por isso, utilizado por todos os demais. O módulo aplic contém os demais módulos, pois ele se utiliza deles. .O módulo de intervalos complexos, contém o módulo básico. Além da aritmética vetonal intervalar (operações, funções e avaliação de expressões), sentiu-se a necessidade de providenciar bibliotecas que tornassem disponíveis os métodos intervalares para usuários do Cray (na resolução de problemas). Inicialmente foi especificada a biblioteca cientifica aplicativa libselint.a, composta por algumas rotinas intervalares de resolução de equações algébricas e sistemas de equações lineares. Observa-se que desta biblioteca aplicativa foram implementadas apenas algumas rotinas visando verificar e validar o uso da biblioteca intervalar e da matemática intervalar em supercomputadores. Por fim, foram desenvolvidos vários testes que verificaram a biblioteca de rotinas intervalares quanto a sua correção e compatibilidade com a documentação. Todos os resultados obtidos através de programas que utilizavam a libavi.a foram comparados com os resultados produzidos por programas análogos em Pascal XSC. A validação do uso da Matemática Intervalar no supercomputador vetorial se deu através da resolução de problemas numéricos implementados em Fortran 90, utilizando a libavi.a, e seus resultados foram confrontados com o de outras bibliotecas. / In this study a practical use of Interval Mathematics, for the resolution of numerical problems, through a new tool, libavi.a (Vector and Interval Arithmetic Library) is presented. A new tool for resolution of numerical problems in supercomputers is proposed, providing increase in processing speed through vectorization and adding accuracy and error control at the performance of interval arithmetic. Two limitations of numerical problems resolution in computers were identified. These limitations are related to the quality of results and the size of the problem to be solved. A big distance between technology improvement, including development of more powerful and faster computers, and the quality of calculus performance is the consequence of this progress. Among supercomputers (vectorial and parallel computers) the results are quickly obtained, but we may not know how exact they are. Since the definition of machine arithmetic was in charge of makers, each system has its own characteristics and problems. Compatible or equal results are rarely produced when calculus are made in different machines. Then in 1980, the IEEE adopted the pattern of binary floating-point arithmetic, known as pattern IEEE754. This was one step in the correct direction for solving the matter of results numerical quality. Anyway this pattern was incomplete. Research has come to a development proposal of a high accuracy and high performance arithmetic, which supports interval operations and interval mathematics itself for the user of Cray supercomputer. A study and specification were developed as a prototype application of this definition of high performance arithmetic. Later also a design and implementation of the library of interval routines programmed in FORTRAN 90 were made on Cray Y-MP supercomputer environment, called libavi.a. The name libavi.a means library (lib) composed of vector interval arithmetic (avi, in Portuguese). The suffix .a is the suffix of libraries on Cray. High performance arithmetic was defined for libavi.a, which is composed of high performance processing and interval mathematics. The high accuracy and high performance arithmetic was not possible because, on Cray Y-MP supercomputer environment with the programming language FORTRAN 90, the native arithmetic is not according to the pattern of IEEE 754. The specification of the word size, the way that the arithmetic operations in floating-point are made and the kind of roundings are different from the pattern. It was necessary to simulate these operations and roundings. The library libavi is a set of interval routines that meets characteristics of interval mathematics in the environment of vector supercomputer Cray Y-MP. It was developed in FORTRAN 90, making available some characteristics as modularity, overloading of operators and functions, the use of dynamic arrays in the definition of vectors and matrix and the definition of new kinds of data from analysis mathematics. It was organized in four modules: basic (with 52 routines of real intervals), my/ (with 151 routines over real interval matrix and vectors), aplic (with 29 routines over linear algebra) and ci (with 58 routines of complex intervals). The basic module contains the basic interval arithmetic and therefore it is used by all other modules. The aplic module contains the three other modules, because it uses their routines. Then the complex interval module contains the basic module. Finally, some tests are made to verify the correctness of interval routines library and compatibility with its documentation. All the results from FORTRAN and Pascal XSC programs for the same problems were compared. The validation of interval mathematics use on Cray supercomputer was made through the resolution of numerical problems programmed in FORTRAN 90, using the library libavi and the results was compared with other libraries.

Este trabalho apresenta um estudo do uso da Matemática Intervalar na resolução de problemas em supercomputadores, através da biblioteca de rotinas intervalares denominada libavi.a (aritmética vetorial intervalar), proporcionando não só aumento de velocidade de processamento via vetorização, mas exatidão e controle de erros nos cálculos através do emprego da aritmética intervalar. Foram identificadas duas das barreiras que a resolução de problemas numéricos em computadores enfrenta. Estas barreiras se referem a qualidade do resultado e ao porte do problema a ser resolvido. Verificou-se a existência de uma grande lacuna entre o avanço tecnol6gico, incluindo o desenvolvimento de computadores cada vez mais rápidos, e poderosos e a qualidade com que os cálculos são feitos. Através dos supercomputadores (geralmente computadores vetoriais e/ou paralelos), os resultados são) obtidos com extrema rapidez, mas nem sempre se sabe quão confiáveis realmente são. Como a definição da aritmética da maquina ficava a cargo do fabricante, cada sistema tinha as suas próprias características e defeitos. Cálculos efetuados em diferentes maquinas raramente produziam resultados compatíveis. Então, em 1980, a IEEE adotou o padrão de aritmética binária de ponto-flutuante, conhecida como padrão IEEE 754. Isto foi um passo no sentido de se resolver a questão de qualidade numérica dos resultados, mas este padrão não especificou tudo. A pesquisa evoluiu para a proposta de uma aritmética de alta exatidão e alto desempenho, que tome disponível operações com intervalos e a própria matemática intervalar aos usuários do supercomputador vetorial Cray Y-MP2E. Como protótipo desta aritmética de alto desempenho, foi desenvolvido um estudo, uma especificação e, posteriormente, implementada uma biblioteca de rotinas intervalares no supercomputador Cray Y-MP2E, denominada libavi.a. 0 nome libavi.a significa biblioteca (lib) composta da aritm6tica vetorial intervalar (avi). 0 sufixo .a é o sufixo padrão de bibliotecas no Cray. Com a libavi.a definiu-se a aritm6tica de alto desempenho, composta do processamento de alto desempenho (vetorial) e da matemática intervalar. Não se tem a aritm6tica de alta exatidão e alto desempenho, pois no ambiente vetorial, como do supercomputador Cray Y-MP2E com a linguagem de programação Fortran 90, a aritm6tica não segue o padrão da IEEE 754 na especificação do tamanho da palavra nem na forma como os arredondamentos e operações aritméticas em ponto-flutuante efetuadas. Foi necessário desenvolver rotinas que simulassem Os arredondamentos direcionados e operações em ponto-flutuante com controle de erro de arredondamento. A biblioteca libavi.a é um conjunto de rotinas intervalares que reúne as características da matemática intervalar no ambiente do supercomputador vetorial Cray Y-MP. A libavi.a foi desenvolvida em Fortran 90, o que possibilitou as características de modularidade, sobrecarga de operadores e funções, uso de arrays dinâmicos na definição de vetores e matrizes e a definição de novos tipos de dados próprios a analise matemática. A biblioteca foi organizada em quatro módulos: básico (com 52 rotinas que implementam intervalos reais), mvi (com 151 rotinas sobre matrizes e vetores de intervalos reais), aplic (com 29 rotinas intervalares sobre aplicações da álgebra linear) e ci (com 58 rotinas que implementam intervalos complexos). O módulo básico contem a aritmética intervalar básica, sendo, por isso, utilizado por todos os demais. O módulo aplic contém os demais módulos, pois ele se utiliza deles. .O módulo de intervalos complexos, contém o módulo básico. Além da aritmética vetonal intervalar (operações, funções e avaliação de expressões), sentiu-se a necessidade de providenciar bibliotecas que tornassem disponíveis os métodos intervalares para usuários do Cray (na resolução de problemas). Inicialmente foi especificada a biblioteca cientifica aplicativa libselint.a, composta por algumas rotinas intervalares de resolução de equações algébricas e sistemas de equações lineares. Observa-se que desta biblioteca aplicativa foram implementadas apenas algumas rotinas visando verificar e validar o uso da biblioteca intervalar e da matemática intervalar em supercomputadores. Por fim, foram desenvolvidos vários testes que verificaram a biblioteca de rotinas intervalares quanto a sua correção e compatibilidade com a documentação. Todos os resultados obtidos através de programas que utilizavam a libavi.a foram comparados com os resultados produzidos por programas análogos em Pascal XSC. A validação do uso da Matemática Intervalar no supercomputador vetorial se deu através da resolução de problemas numéricos implementados em Fortran 90, utilizando a libavi.a, e seus resultados foram confrontados com o de outras bibliotecas. / In this study a practical use of Interval Mathematics, for the resolution of numerical problems, through a new tool, libavi.a (Vector and Interval Arithmetic Library) is presented. A new tool for resolution of numerical problems in supercomputers is proposed, providing increase in processing speed through vectorization and adding accuracy and error control at the performance of interval arithmetic. Two limitations of numerical problems resolution in computers were identified. These limitations are related to the quality of results and the size of the problem to be solved. A big distance between technology improvement, including development of more powerful and faster computers, and the quality of calculus performance is the consequence of this progress. Among supercomputers (vectorial and parallel computers) the results are quickly obtained, but we may not know how exact they are. Since the definition of machine arithmetic was in charge of makers, each system has its own characteristics and problems. Compatible or equal results are rarely produced when calculus are made in different machines. Then in 1980, the IEEE adopted the pattern of binary floating-point arithmetic, known as pattern IEEE754. This was one step in the correct direction for solving the matter of results numerical quality. Anyway this pattern was incomplete. Research has come to a development proposal of a high accuracy and high performance arithmetic, which supports interval operations and interval mathematics itself for the user of Cray supercomputer. A study and specification were developed as a prototype application of this definition of high performance arithmetic. Later also a design and implementation of the library of interval routines programmed in FORTRAN 90 were made on Cray Y-MP supercomputer environment, called libavi.a. The name libavi.a means library (lib) composed of vector interval arithmetic (avi, in Portuguese). The suffix .a is the suffix of libraries on Cray. High performance arithmetic was defined for libavi.a, which is composed of high performance processing and interval mathematics. The high accuracy and high performance arithmetic was not possible because, on Cray Y-MP supercomputer environment with the programming language FORTRAN 90, the native arithmetic is not according to the pattern of IEEE 754. The specification of the word size, the way that the arithmetic operations in floating-point are made and the kind of roundings are different from the pattern. It was necessary to simulate these operations and roundings. The library libavi is a set of interval routines that meets characteristics of interval mathematics in the environment of vector supercomputer Cray Y-MP. It was developed in FORTRAN 90, making available some characteristics as modularity, overloading of operators and functions, the use of dynamic arrays in the definition of vectors and matrix and the definition of new kinds of data from analysis mathematics. It was organized in four modules: basic (with 52 routines of real intervals), my/ (with 151 routines over real interval matrix and vectors), aplic (with 29 routines over linear algebra) and ci (with 58 routines of complex intervals). The basic module contains the basic interval arithmetic and therefore it is used by all other modules. The aplic module contains the three other modules, because it uses their routines. Then the complex interval module contains the basic module. Finally, some tests are made to verify the correctness of interval routines library and compatibility with its documentation. All the results from FORTRAN and Pascal XSC programs for the same problems were compared. The validation of interval mathematics use on Cray supercomputer was made through the resolution of numerical problems programmed in FORTRAN 90, using the library libavi and the results was compared with other libraries.

Este trabalho apresenta um estudo do uso da Matemática Intervalar na resolução de problemas em supercomputadores, através da biblioteca de rotinas intervalares denominada libavi.a (aritmética vetorial intervalar), proporcionando não só aumento de velocidade de processamento via vetorização, mas exatidão e controle de erros nos cálculos através do emprego da aritmética intervalar. Foram identificadas duas das barreiras que a resolução de problemas numéricos em computadores enfrenta. Estas barreiras se referem a qualidade do resultado e ao porte do problema a ser resolvido. Verificou-se a existência de uma grande lacuna entre o avanço tecnol6gico, incluindo o desenvolvimento de computadores cada vez mais rápidos, e poderosos e a qualidade com que os cálculos são feitos. Através dos supercomputadores (geralmente computadores vetoriais e/ou paralelos), os resultados são) obtidos com extrema rapidez, mas nem sempre se sabe quão confiáveis realmente são. Como a definição da aritmética da maquina ficava a cargo do fabricante, cada sistema tinha as suas próprias características e defeitos. Cálculos efetuados em diferentes maquinas raramente produziam resultados compatíveis. Então, em 1980, a IEEE adotou o padrão de aritmética binária de ponto-flutuante, conhecida como padrão IEEE 754. Isto foi um passo no sentido de se resolver a questão de qualidade numérica dos resultados, mas este padrão não especificou tudo. A pesquisa evoluiu para a proposta de uma aritmética de alta exatidão e alto desempenho, que tome disponível operações com intervalos e a própria matemática intervalar aos usuários do supercomputador vetorial Cray Y-MP2E. Como protótipo desta aritmética de alto desempenho, foi desenvolvido um estudo, uma especificação e, posteriormente, implementada uma biblioteca de rotinas intervalares no supercomputador Cray Y-MP2E, denominada libavi.a. 0 nome libavi.a significa biblioteca (lib) composta da aritm6tica vetorial intervalar (avi). 0 sufixo .a é o sufixo padrão de bibliotecas no Cray. Com a libavi.a definiu-se a aritm6tica de alto desempenho, composta do processamento de alto desempenho (vetorial) e da matemática intervalar. Não se tem a aritm6tica de alta exatidão e alto desempenho, pois no ambiente vetorial, como do supercomputador Cray Y-MP2E com a linguagem de programação Fortran 90, a aritm6tica não segue o padrão da IEEE 754 na especificação do tamanho da palavra nem na forma como os arredondamentos e operações aritméticas em ponto-flutuante efetuadas. Foi necessário desenvolver rotinas que simulassem Os arredondamentos direcionados e operações em ponto-flutuante com controle de erro de arredondamento. A biblioteca libavi.a é um conjunto de rotinas intervalares que reúne as características da matemática intervalar no ambiente do supercomputador vetorial Cray Y-MP. A libavi.a foi desenvolvida em Fortran 90, o que possibilitou as características de modularidade, sobrecarga de operadores e funções, uso de arrays dinâmicos na definição de vetores e matrizes e a definição de novos tipos de dados próprios a analise matemática. A biblioteca foi organizada em quatro módulos: básico (com 52 rotinas que implementam intervalos reais), mvi (com 151 rotinas sobre matrizes e vetores de intervalos reais), aplic (com 29 rotinas intervalares sobre aplicações da álgebra linear) e ci (com 58 rotinas que implementam intervalos complexos). O módulo básico contem a aritmética intervalar básica, sendo, por isso, utilizado por todos os demais. O módulo aplic contém os demais módulos, pois ele se utiliza deles. .O módulo de intervalos complexos, contém o módulo básico. Além da aritmética vetonal intervalar (operações, funções e avaliação de expressões), sentiu-se a necessidade de providenciar bibliotecas que tornassem disponíveis os métodos intervalares para usuários do Cray (na resolução de problemas). Inicialmente foi especificada a biblioteca cientifica aplicativa libselint.a, composta por algumas rotinas intervalares de resolução de equações algébricas e sistemas de equações lineares. Observa-se que desta biblioteca aplicativa foram implementadas apenas algumas rotinas visando verificar e validar o uso da biblioteca intervalar e da matemática intervalar em supercomputadores. Por fim, foram desenvolvidos vários testes que verificaram a biblioteca de rotinas intervalares quanto a sua correção e compatibilidade com a documentação. Todos os resultados obtidos através de programas que utilizavam a libavi.a foram comparados com os resultados produzidos por programas análogos em Pascal XSC. A validação do uso da Matemática Intervalar no supercomputador vetorial se deu através da resolução de problemas numéricos implementados em Fortran 90, utilizando a libavi.a, e seus resultados foram confrontados com o de outras bibliotecas. / In this study a practical use of Interval Mathematics, for the resolution of numerical problems, through a new tool, libavi.a (Vector and Interval Arithmetic Library) is presented. A new tool for resolution of numerical problems in supercomputers is proposed, providing increase in processing speed through vectorization and adding accuracy and error control at the performance of interval arithmetic. Two limitations of numerical problems resolution in computers were identified. These limitations are related to the quality of results and the size of the problem to be solved. A big distance between technology improvement, including development of more powerful and faster computers, and the quality of calculus performance is the consequence of this progress. Among supercomputers (vectorial and parallel computers) the results are quickly obtained, but we may not know how exact they are. Since the definition of machine arithmetic was in charge of makers, each system has its own characteristics and problems. Compatible or equal results are rarely produced when calculus are made in different machines. Then in 1980, the IEEE adopted the pattern of binary floating-point arithmetic, known as pattern IEEE754. This was one step in the correct direction for solving the matter of results numerical quality. Anyway this pattern was incomplete. Research has come to a development proposal of a high accuracy and high performance arithmetic, which supports interval operations and interval mathematics itself for the user of Cray supercomputer. A study and specification were developed as a prototype application of this definition of high performance arithmetic. Later also a design and implementation of the library of interval routines programmed in FORTRAN 90 were made on Cray Y-MP supercomputer environment, called libavi.a. The name libavi.a means library (lib) composed of vector interval arithmetic (avi, in Portuguese). The suffix .a is the suffix of libraries on Cray. High performance arithmetic was defined for libavi.a, which is composed of high performance processing and interval mathematics. The high accuracy and high performance arithmetic was not possible because, on Cray Y-MP supercomputer environment with the programming language FORTRAN 90, the native arithmetic is not according to the pattern of IEEE 754. The specification of the word size, the way that the arithmetic operations in floating-point are made and the kind of roundings are different from the pattern. It was necessary to simulate these operations and roundings. The library libavi is a set of interval routines that meets characteristics of interval mathematics in the environment of vector supercomputer Cray Y-MP. It was developed in FORTRAN 90, making available some characteristics as modularity, overloading of operators and functions, the use of dynamic arrays in the definition of vectors and matrix and the definition of new kinds of data from analysis mathematics. It was organized in four modules: basic (with 52 routines of real intervals), my/ (with 151 routines over real interval matrix and vectors), aplic (with 29 routines over linear algebra) and ci (with 58 routines of complex intervals). The basic module contains the basic interval arithmetic and therefore it is used by all other modules. The aplic module contains the three other modules, because it uses their routines. Then the complex interval module contains the basic module. Finally, some tests are made to verify the correctness of interval routines library and compatibility with its documentation. All the results from FORTRAN and Pascal XSC programs for the same problems were compared. The validation of interval mathematics use on Cray supercomputer was made through the resolution of numerical problems programmed in FORTRAN 90, using the library libavi and the results was compared with other libraries.

The PhD thesis considers four topics in dynamical systems and is based on one paper and three manuscripts. In Paper I we apply methods of interval analysis in order to compute the rigorous enclosure of rotation number. The described algorithm is supplemented with a method of proving the existence of periodic points which is used to check rationality of the rotation number. In Manuscript II we provide a numerical algorithm for computing critical points of the multiplier map for the quadratic family (i.e., points where the derivative of the multiplier with respect to the complex parameter vanishes). Manuscript III concerns continued fractions of quadratic irrationals. We show that the generating function corresponding to the sequence of denominators of the best rational approximants of a quadratic irrational is a rational function with integer coefficients. As a corollary we can compute the Lévy constant of any quadratic irrational explicitly in terms of its partial quotients. Finally, in Manuscript IV we develop a method for finding rigorous enclosures of all odd periodic solutions of the stationary Kuramoto-Sivashinsky equation. The problem is reduced to a bounded, finite-dimensional constraint satisfaction problem whose solution gives the desired information about the original problem. Developed approach allows us to exclude the regions in L2, where no solution can exist.

This thesis introduces new algorithms for solving curve/curve and ray/surface intersections. These algorithms introduce the concept of a geometric interval to extend the technique of Bézier clipping. A geometric interval is used to tightly bound a curve or surface or to contain a point on a curve or surface. Our algorithms retain the desirable characteristics of the Bézier clipping technique such as ease of implementation and the guarantee that all intersections over a given interval will be found. However, these new algorithms generally exhibit cubic convergence, improving on the observed quadratic convergence rate of Bézier clipping. This is achieved without significantly increasing computational complexity at each iteration. Timing tests show that the geometric interval algorithm is generally about 40-60% faster than Bézier clipping for curve/curve intersections. Ray tracing tests suggest that the geometric interval method is faster than the Bézier clipping technique by at least 25% when finding ray/surface intersections.

[pt] Essa tese apresenta uma abordagem alternativa para orçamento de capital, denominada Métodos Modificados de Avaliação de Projetos de Investimentos em Ambiente Fuzzy, para avaliação de projetos em condições de incerteza. O desenvolvimento da abordagem proposta está dividido em duas fases: na primeira fase, é estabelecido um modelo determinístico generalizado que prevê explicitamente a utilização dos custos de oportunidade associados com os fluxos de caixa intermediários de um projeto de investimento empresarial. Os pressupostos implícitos dos métodos modificados da taxa interna de retorno e do valor presente líquido são incluídos nos métodos do índice de lucratividade e do tempo de retorno do investimento total. Os indicadores resultantes são o índice de lucratividade modificado e o tempo de retorno do investimento modificado. Essa abordagem unificada tem a propriedade de coincidir as decisões de aceitação / rejeição de projetos de investimentos de mesmos horizontes de vida e escalas com as do valor presente líquido modificado e, portanto, maximizam a riqueza do acionista. Na segunda fase, números fuzzy triangulares são utilizados para representar as incertezas das variáveis de um projeto de investimento: os fluxos de caixa, as taxas de financiamento e de reinvestimento e a taxa de desconto ajustada ao risco. Os indicadores fuzzy resultantes são o valor presente líquido modificado, a taxa interna de retorno modificada, o índice de lucratividade modificado e o tempo de retorno do investimento modificado. A aplicação de custos de oportunidades e de critérios difusos para a atribuição dos valores das variáveis permite obter resultados mais realistas e compatíveis com as condições de mercado. Devido à complexidade dos cálculos envolvidos, novas funções financeiras de uso amigável são desenvolvidas utilizando Visual Basic for Applications do MS-Excel: três, para avaliação de projetos em condições de certeza (MVPL, MIL e MTRI) e quatro para avaliação em condições de incerteza (MVPLfuzzy, MTIRfuzzy, MILfuzzy e MTRIfuzzy). A principal contribuição dessa tese é a elaboração de uma nova abordagem unificada para orçamento de capital em condições de incerteza que enfatiza os pontos fortes dos métodos modificados do valor presente líquido e da taxa interna de retorno, enquanto contorna os conflitos e as desvantagens individuais dos métodos convencionais. Os resultados mostram que os métodos propostos são mais vantajosos e mais simples de se utilizar que outros métodos de avaliação de investimentos em condições de incerteza. / [en] This thesis presents an alternative approach to capital budgeting, named Fuzzy Modified Methods of Capital Budgeting, for evaluating investment projects under uncertainties. The development of the proposed approach is divided into two phases: in the first stage, a general deterministic model that explicitly provides for the use of the opportunity costs associated with the interim cash flows of a project is established. The implicit assumptions of the modified internal rate of return and modified net present value methods are included in the index of profitability and in the total payback period. The resulting indicators are the modified index of profitability and the modified total payback period. This unified approach has the property to match the decisions of acceptance / rejection of investment projects with same horizons of life and same scales with the decisions of the modified net present value method and therefore maximize shareholder wealth. In the second phase, triangular fuzzy numbers are used to represent the uncertainties of the project variables: cash flows and reinvestment, financing and risk-adjusted discount rates. The resulting indicators are the fuzzy modified net present value, the fuzzy modified internal rate of return, the fuzzy modified index of profitability and the fuzzy modified total payback period. The application of opportunity costs and fuzzy criteria for determining the variables allows obtaining more realists and consistent results with the market conditions. Due to the complexity of the calculations involved, new MS-Excel financial functions are developed by using Visual Basic for Applications: three functions for evaluating projects under conditions of certainty (MVPL, MIL and MTRI) and four functions for evaluating projects under uncertainties (MVPLfuzzy, MTIRfuzzy, MILfuzzy and MTRIfuzzy). The main contribution of this thesis is to develop a unifying approach to capital budgeting under uncertainty that emphasizes the strengths of the methods of modified net present value and modified internal rate of return, while bypassing the individual conflicts and drawbacks of the conventional methods. Results show that the proposed methods are more advantageous and simpler to use than other methods of investment appraisal under uncertainties.

Ce mémoire comporte deux parties distinctes. La première partie concerne une étude d'algèbres n-aires. Une algèbre n-aire est un espace vectoriel sur lequel est définie une multiplication sur n arguments. Classiquement les multiplications sont binaires, mais depuis l'utilisation en physique théorique de multiplications ternaires, comme les produits de Nambu, de nombreux travaux mathématiques se sont focalisés sur ce type d'algèbres. Deux classes d'algèbres n-aires sont essentielles: les algèbres n-aires associatives et les algèbres n-aires de Lie. Nous nous intéressons aux deux classes. Concernant les algèbres n-aires associatives, on s'intéresse surtout aux algèbres 3-aires partiellement associatives, c'est-à-dire dont la multiplication vérifie l'identité ((xyz)tu)+(x(yzt)u)+(xy(ztu))=0 Ce cas est intéressant car les travaux connus concernant ce type d'algèbres ne distinguent pas les cas n pair et n-impair. On montre dans cette thèse que le cas n=3 ne peut pas être traité comme si n était pair. On étudie en détail l'algèbre libre 3-aire partiellement associative sur un espace vectoriel de dimension finie. Cette algèbre est graduée et on calcule précisément les dimensions des 7 premières composantes. On donne dans le cas général un système de générateurs ayant la propriété qu'une base est donnée par la sous famille des éléments non nuls. Les principales conséquences sont L'algèbre libre 3-aire partiellement associative est résoluble. L'algèbre libre commutative 3-aire partiellement associative est telle que tout produit concernant 9 éléments est nul. L'opérade quadratique correspondant aux algèbres 3-aires partiellement associatives ne vérifient pas la propriété de Koszul. On s'intéresse ensuite à l'étude des produits n-aires sur les tenseurs. L'exemple le plus simple est celui d'un produit interne sur des matrices non carrées. Nous pouvons définir le produit 3aire donné par A . ^tB . C. On montre qu'il est nécessaire de généraliser un peu la définition de partielle associativité. Nous introduisons donc les produits -partiellement associatifs où  est une permutation de degré p. Concernant les algèbres de Lie n-aires, deux classes d'algèbres ont été définies: les algèbres de Fillipov (aussi appelées depuis peu les algèbres de Lie-Nambu) et les algèbres n-Lie. Cette dernière notion est très générale. Cette dernière notion, très important dans l'étude de la mécanique de Nambu-Poisson, est un cas particulier de la première. Mais pour définir une approche du type Maurer-Cartan, c'est-à-dire définir une cohomologie scalaire, nous considérons dans ce travail les algèbres de Fillipov comme des algèbres n-Lie et développons un tel calcul dans le cadre des algèbres n-Lie. On s'intéresse également à la classification des algèbres n-aires nilpotentes. Le dernier chapitre de cette partie est un peu à part et reflète un travail poursuivant mon mémoire de Master. Il concerne les algèbres de Poisson sur l'algèbre des polynômes. On commence à présenter le crochet de Poisson sous forme duale en utilisant des équations de Pfaff. On utilise cette approche pour classer les structures de Poisson non homogènes sur l’algèbre des polynômes à trois variables . Le lien avec les algèbres de Lie est clair. Du coup on étend notre étude aux algèbres de Poisson dont l'algèbre de Lie sous jacent est rigide et on applique les résultats aux algèbres enveloppantes des algèbres de Lie rigides. La partie 2 concerne l'arithmétique des intervalles. Cette étude a été faite suite à une rencontre avec une société d'ingénierie travaillant sur des problèmes de contrôle de paramètres, de problème inverse (dans quels domaines doivent évoluer les paramètres d'un robot pour que le robot ait un comportement défini). [...] / This thesis has two distinguish parts. The first part concerns the study of n-ary algebras. A n-ary algebra is a vector space with a multiplication on n arguments. Classically the multiplications are binary, but the use of ternary multiplication in theoretical physic like for Nambu brackets led mathematicians to investigate these type of algebras. Two classes of n-ary algebras are fundamental: the associative n-ary algebras and the Lie n-ary algebras. We are interested by both classes. Concerning the associative n-ary algebras we are mostly interested in 3-ary partially associative 3-ary algebras, that is, algebras whose multiplication satisfies ((xyz)tu)+(x(yzt)u)+(xy(ztu))=0. This type is interesting because the previous woks on this subject was not distinguish the even and odd cases. We show in this thesis that the case n=3 can not be treated as the even cases. We investigate in detail the free partially associative 3-ary algebra on k generators. This algebra is graded and we compute the dimensions of the 7 first components. In the general case, we give a spanning set such as the sub family of non zero vector is a basis. The main consequences are the free partially associative 3-ary algebra is solvable. In the free commutative partially associative 3-ary algebra any product on 9 elements is trivial. The operad for partially associative 3-ary algebra do not satisfy the Koszul property. Then we study n-ary products on the tensors. The simplest example is given by a internal product of non square matrices. We can define a 3-ary product by taking A . ^tB . C. We show that we have to generalize a bit the definition of partial associativity for n-ary algebras. We then introduce the products -partially associative where  is a permutation of the symmetric group of degree n. Concerning the n-ary algebras, two classes have been defined: Filipov algebras (also called recently Lie-Nambu algebras) and some more general class, the n-Lie algebras. Filipov algebras are very important in the study of the mechanic of Nambu-Poisson, and is a particular case of the other. So to define an approach of Maurer-Cartan type, that is, define a scalar cohomology, we consider in this work Fillipov as n-Lie algebras and develop such a calculus in the n-Lie algebras frame work. We also give some classifications of n-ary nilpotent algebras. The last chapter of this part concerns my work in Master on the Poisson algebras on polynomials. We present link with the Lie algebras is clear. Thus we extend our study to Poisson algebras which associated Lie algebra is rigid and we apply these results to the enveloping algebras of rigid Lie algebras. The second part concerns intervals arithmetic. The interval arithmetic is used in a lot of problems concerning robotic, localization of parameters, and sensibility of inputs. The classical operations of intervals are based of the rule : the result of an operation of interval is the minimal interval containing all the result of this operation on the real elements of the concerned intervals. But these operations imply many problems because the product is not distributive with respect the addition. In particular it is very difficult to translate in the set of intervals an algebraic functions of a real variable. We propose here an original model based on an embedding of the set of intervals on an associative algebra. Working in this algebra, it is easy to see that the problem of non distributivity disappears, and the problem of transferring real function in the set of intervals becomes natural. As application, we study matrices of intervals and we solve the problem of reduction of intervals matrices (diagonalization, eigenvalues, and eigenvectors).