Made available in DSpace on 2016-12-08T15:59:05Z (GMT). No. of bitstreams: 1 Resumo Caroline Ruschel.pdf: 185923 bytes, checksum: a474bdb42afcd0223ca7d40071272fd8 (MD5) Previous issue date: 2014-02-28 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / O princípio do treinamento pliométrico é potencializar a utilização do ciclo de alongamento-encurtamento (CAE). Devido à alta intensidade desse tipo de treinamento e o risco potencial de lesões associado, existe atualmente a proposta de realizá-lo em ambiente aquático, tendo em vista a redução das cargas proporcionada pela ação do empuxo. Entretanto, pouco se sabe sobre as características biomecânicas dos exercícios pliométricos na água, e acredita-se que as condições do meio poderiam dificultar a transição imediata entre a fase excêntrica e a fase concêntrica, pré-requisito fundamental para o funcionamento adequado do CAE. Este estudo teve como objetivo analisar e comparar as características biomecânicas do salto em profundidade (SP) realizado no solo e na água, com imersão ao nível da cintura. Participaram da pesquisa 22 atletas do sexo masculino (19,1±3,7 anos, 73,6,±9,1 kg de massa corporal e 1,83±0,08 m de estatura). Foram analisadas variáveis da componente vertical da força de reação do solo (força máxima e impulso nas subfases excêntrica e concêntrica e força máxima na aterrissagem), cinemáticas (tempo de contato, tempo da subfase excêntrica, tempo da subfase concêntrica, tempo de vôo e deslocamento angular da articulação do joelho) e eletromiográficas (pico de ativação, integral e média da atividade eletromiográfica EMG dos músculos Gastrocnemius Medialis GM, Biceps Femoris BF, e Rectus Femoris RF) durante o SP partindo de 0,4 m. Foram utilizadas duas plataformas de força, um sistema de eletromiografia e um equipamento sincronizador de sinais. A comparação entre os ambientes foi realizada através de testes para amostras dependentes (p<0,05). Conforme esperado, devido à ação de força de empuxo e da resistência, houve aumento significativo na duração de todas as fases do salto (excêntrica, concêntrica e voo), e diminuição da força de reação vertical (excêntrica, concêntrica e de aterrissagem) no ambiente aquático. Não foram encontradas diferenças para o impulso na subfase concêntrica, para os ângulos do joelho no contato após a queda e o voo, e para a flexão máxima e amplitude de movimento durante o contato e a aterrissagem. Em geral, a pré-ativação durante a queda e o voo foi influenciada pelo ambiente, sendo que menores valores foram encontrados para o GM e para o BF na água. A atividade EMG do GM e do RF foi significativamente maior na subfase excêntrica e na aterrissagem no solo, enquanto que na subfase concêntrica, os valores foram maiores na água. A combinação de menores valores de força máxima e impulso, maiores tempo de contato e atividade EMG reduzida durante a subfase excêntrica do SP, pode comprometer o funcionamento adequado do CAE na água. Entretanto, durante a subfase concêntrica, valores de impulso semelhantes entre os ambientes, combinados à maior atividade EMG, evidenciam a sobrecarga oferecida pela resistência da água durante o movimento propulsivo. Com isso em mente, a utilização do ambiente aquático para o treinamento do SP dependerá do objetivo almejado pelos treinadores, considerando-se aspectos como o nível de prática do executante, o volume e a intensidade dos exercícios e as condições disponíveis, tais como a profundidade da piscina.

Este estudo considera o problema de controle ótimo multi-período de média-variância para sistemas em tempo discreto com saltos markovianos e ruídos multiplicativos. Inicialmente considera-se um critério de desempenho formado por uma combinação linear da variância nal e valor esperado da saída do sistema. É apresentada uma solução analítica na obtenção da estratégia ótima para este problema. Em seguida são considerados os casos onde os critérios de desempenho são minimizar a variância nal sujeito a uma restrição no valor esperado ou maximizar o valor esperado nal sujeito a uma restrição na variância nal da saída do sistema. As estratégias ótimas de controle são obtidas de um conjunto de equações de diferenças acopladas de Riccati. Os resultados obtidos neste estudo generalizam resultados anteriores da literatura para o problema de controle ótimo com saldos markovianos e ruídos multiplicativos, apresentando condições explícitas e sucientes para a otimalidade da estratégia de controle. São apresentados modelos e simulações numéricas em otimização de carteiras de investimento e estratégias de gestão de ALM (asset liabilities management). / This thesis focuses on the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the nal value of the expectation and variance of the output. In the first problem it is desired to minimize the nal variance of the output subject to a restriction on its nal expectation, in the second one it is desired to maximize the nal expectation of the output subject to a restriction on its nal variance, and in the third one it is considered a performance criterion composed by a linear combination of the nal variance and expectation of the output of the system. The optimal control strategies are obtained from a set of interconnected Riccati dierence equations and explicit sufficient conditions are presented for the existence of an optimal control strategy for these problems, generalizing previous results in the literature. Numerical simulations of investment portfolios and asset liabilities management models for pension funds with regime switching are presented.

O objetivo deste estudo foi investigar a organização espaço-temporal dos segmentos da perna e da coxa no saltar à horizontal, verificando as infiuências do organismo e do ambiente (dois tipos de piso: concreto e areia). Participaram do estudo 21 sujeitos, 3 de cada faixa etária: 4, 5, 7, 9, 11, 13 e adulta (X = 19 anos de idade). Os sujeitos foram filmados realizando o saltar à horizontal com marcas desenhadas no centro das articulações do tornozelo, joelho e quadril. Estes pontos foram digitalizados e processados obtendo a posição e velocidade angular dos segmentos da perna e da coxa. A partir da posição e velocidade angular foi possível delinear os gráficos dos atratores (retratos de fase) e calcular os valores dos ângulos de fase para cada segmento, durante a realização da tarefa. Duas reversões para cada segmento, na posição angular, foram identificadas e nestes momentos os valores dos ângulos de fase foram capturados. Analisando as trajetórias dos retratos de fase verificou-se que os segmentos da perna e da coxa apresentaram um conjunto específico de características topológicas, na realização do saltar à horizontal. A análise dos valores dos ângulos de fase, nas duas reversões, indicou que ao longo das faixas etárias e nos dois tipos de piso os segmentos da perna e da coxa apresentaram organização espaço-temporal semelhante, indicando coordenação invariante. / The aim of this investigation was to identify the space-temporal organization of the thigh and shank segments in the standlng long jump, and to verify the organlsmic and environmental (two kinds of pavement: concrete and sand) inlluences on performance. Twenty one subjects, three of each age 4, 5, 7, 9, 11, 13 and adults (X = 19 years old), were recorded performing the standlng long jump with marks on the joint centers of the ankle, knee and hip. Tliese points were digitalized and processed Io obtain angular position and velocity of the shank and of the thigh. From angular position and velocity were delineated and phase angle values were calciilalcd for cach scgment during task performance Two reversals for each segment, in the position angular, were identified and phase angle values were captured. The analysis of phase portrait trajectories showed that shank and thigh have a specific topological set. Based on the analysis of angle phase values, in two reversal monients, it was verified that, across ages and in two kinds of surfaces, shank and thigh segments have the same space-temporal organization, showing invariant coordination. / El objetivo de este estúdio fue investigar Ia organización espacio temporal de los segmentos de Ia perna y de Ia coxa al saltar horizontalmente verificando Ias influencias dei organismo y dei ambiente (dos tipos de piso; cemento y arena). Paticiparon dei estúdio 21 sujetos, 3 de cada clase de edad: 4, 5, 7, 9, 11, 13 y adulta (X = 19 anos de edad). Los sujetos fueron filmados realizando el salto horizontal con marcas dibujadas en el centro de Ias articulaciones dei tobillo, rodilla e anca. Estos puntos fueron digitalizados y procesados obteniendo Ia posición y velocidad angular de los segmentos de Ia pierna y de Ia coxa. A partir de Ia posición y velocidad angular fue posible delinear los gráficos de ios atratores (retratos de fase) y calcular los valores de los ângulos de fase para cada segmento, durante Ia realización de Ia tarefa. Dos reverciones para cada segmento, en Ia posición angular, fueron identificadas y en estos momentos los valores de los ângulos de fase fueron registrados. Analisando Ias trayectorias de los retratos de fase se verifico que los segmentos de Ia pierna y de Ia coxa presentaron un conjunto específico de características topologicas, en Ia ejecución dei salto horizontal. El análisis de los valores de los ângulos de fase, en Ias dos reversiones, indico que a Io largo de ias classes de edad y en los dos tipos de piso los segmentos de Ia pierna y de Ia coxa presentaron organización espacio-temporal semejante, indicando coordinación invariante.

En raison du développement croissant des MEMS (Micro Electro Mechanical Systems), l'étude des écoulements de liquide ou de gaz et des transferts thermiques dans des conduites, chauffées ou non, dont le diamètre hydraulique est de l'ordre de quelques microns, a suscité un nombre considérable de travaux au cours des vingt dernières années. À cette échelle, le nombre de Knudsen peut être important (Kn>0,01), ce qui donne naissance à des phénomènes de glissement, de saut de température et de pompage thermique qui s'ajoutent aux effets de compressibilité, telles que la puissance due aux forces de pression et à la puissance des contraintes visqueuses et aux variations des propriétés du fluide avec la température. Dans les modélisations de la littérature, ces phénomènes sont rarement pris en compte simultanément et sont souvent partiellement négligés, sans justification. Notre démarche consiste à proposer une modélisation des micro-écoulements gazeux se rapprochant au mieux de la réalité en prenant en compte tous les phénomènes et à étudier les effets de chacun d'entre eux. L'étude est, en premier lieu, menée en utilisant un code commercial, résolvant les équations de conservation par la méthode des volumes finis et adapté par le biais de sous-programmes développés au cours de cette thèse. Des validations ont été effectuées pour des problèmes allant des plus simples (incompressibles, non glissants) aux plus complexes (compressibles, glissants). Cette étude a permis de mettre en évidence les problèmes liés à la modélisation quand les nombres de Péclet des écoulements sont inférieurs à l'unité (Pe < 1). Dans ce cas, les effets de diffusion inverse sont dominants et l'utilisation d'extensions à l'amont de la conduite devient incontournable. Les effets de compressibilité qui se traduisent par des détentes du gaz près de la sortie de la conduite (accélération + refroidissement) ont été analysés. Enfin, des comparaisons ont été effectuées avec des solutions analytiques d'écoulements compressibles et glissants, supposés isothermes en imposant de faibles variations de pression. Nous avons pu montrer que ces solutions restent valables, même lorsque les variations de pression sont importantes parce que les détentes ne sont localisées que près de la sortie de la conduite et n'influencent donc pas les propriétés globales de l'écoulement. La suite du travail a été réalisée à l'aide d'un code de calcul développé au laboratoire et validé pour les écoulements à grandes échelles. Des conditions aux limites de glissement ont été introduites afin de l'adapter à la problématique de ce travail de thèse. Compte-tenu de ses performances (précision et rapidité des calculs en particulier), ce code a permis de réaliser une étude paramétrique sur une large gamme de pressions d'entrée et de sortie, de telle sorte à balayer tous les types d'écoulements : de peu à très compressibles et de peu à très glissants. Les résultats sont d'abord présentés pour des écoulements quasi-isothermes puis comparés aux solutions analytiques afin de tester ces dernières sur une plus large gamme de pression. Enfin, de nouveaux résultats ont été obtenus pour des écoulements chauffés. Des corrélations, en fonction des paramètres adimensionnels caractéristiques de ces écoulements, ont été obtenues pour les modèles complets à l'aide d'un logiciel de statistiques et de plans d'expériences. Des comparaisons à des modèles simplifiés ont été effectuées pour évaluer les erreurs commises lorsque certains termes sont négligés / These phenomena are rarely taken into account all at once, at least one of them is neglected and often without justification. Our approach is to get as close as possible to reality by taking into account all the phenomena that appear at once and then to study the effect of the phenomena most often overlooked. First, the study is conducted using a commercial code for solving the conservation equations by the finite volume method. Validations were performed for problems ranging from the simplest (incompressible, non-slip flow) to the more complex (compressible, slip flow). This study highlighted the problems associated with simulations when the flows Peclet numbers are less than unity (Pe <1). In this case, the inverse diffusion effects are dominant and the use of extensions at the upstream becomes unavoidable. In addition, compressibility effects were identified; they have resulted in expansions of the gas near the exit of the pipe (acceleration + cooling). Finally, comparisons were made with analytical solutions of compressible slip flows assumed isothermal by imposing small variations of pressure. We showed that these solutions remain valid even if the pressure variations are important because the detents are located only near the exit of the pipe. In this case, they do not affect the properties of the flow. Further works were carried out using an in-house computer code, previously developed and validated in the laboratory for flows with large scales and for which slipping limits conditions have been added so that it can properly resolve slip flows. In view of its accuracy and performances in terms of CPU-time, the code allowed us to achieve a parametric study on a wide range of input and output pressures, so as to sweep all runoff from few to very compressible and few to very slip flow. The results were first presented for quasi-isothermal flow, which subsequently were compared to analytical solutions to test these ones on a wider range of pressure. Finally, the results were made for heated flows. Correlations have been obtained for a complete model using a statistical based software and design of experiments. Comparisons to simplified models were performed to assess the inaccuracies linked to the omission of terms often overlooked in the literature

Les systèmes sédimentaires turbiditiques présentent un double intérêt académique et industriel puisqu’ils constituent à la fois des archives des conditions environnementales et des réservoirs pétroliers potentiels. Parmi les nombreux paramètres contrôlant l’organisation sédimentaire de ces systèmes l’inclinaison de la pente continentale apparait être un paramètre majeur. L’analyse de l’influence de l’inclinaison de la pente et de ces variations sur l’hydrodynamique des écoulements sédimentaires et ainsi sur l’architecture des systèmes turbiditiques revêt un caractère crucial tant du point de vue académique que pétrolier. Ce travail s’appuie sur l’analyse haute résolution de données acoustiques (bathymétrie, imagerie multifaisceaux, sismique THR, sonar latéral) acquises sur la marge abrupte du Golfe de Gênes (Malisar, Fables, Prisme, Gelo) et de l’analyse d’un bloc de sismique 3D sur la marge abrupte Ivoirienne. Les accumulations turbiditiques des deux sites témoignent de processus de ségrégation des particules avec le piégeage des particules les plus grossières dans des structures en plunge pools, cyclic steps ou slope break deposits. L’étude fine de ces corps liés au ressaut hydraulique apporte ici un éclairage inédit sur la continuité des corps sableux à la transition canyon/lobe et permet ainsi de proposer un nouveau scénario de modèle réservoir. De plus l’analyse de ces deux zones d’études met en évidence l’impact direct de l’activité tectonique sur l’architecture des accumulations turbiditiques par la mise en place et le maintien d’une zone de rupture de pente où le phénomène de ressaut hydraulique peut perdurer au cours du temps. / Turbidite systems present both academic and industrial interests since they are archives of environmental conditions and potential oil reservoirs. Among many parameters controlling the sedimentary organization, the continental slope inclination appears to be a major parameter. The analysis of slope inclination’s and these variations on the hydrodynamic of sedimentary flows and thus on turbidite systems architecture is a crucial character for both academic and industrial interests. The Pliocene-Quaternary turbidite systems of the Gulf of Genoa and upper margin of the Ivorian Cretaceous develop on margins with steep slope profiles controlled by tectonic processes and are suitable and complementary items for the Study of turbidite sedimentation in context of abrupt margin. This work is based on the high-resolution analysis of acoustic data (bathymetry, multibeam imaging, seismic THR, sidescan sonar) acquired on the steep margin of the Gulf of Genova (Malisar, Fables, Prism, Gelo) and the analysis of a 3D seismic block on the Ivorian steep margin. Turbidite accumulations of two sites demonstrate particle segregation processes with trapping coarser particles into specific structures such as plunge pools and cyclic steps. The detailed study of these bodies related to hydraulic jump sheds a new light on the continuity of sand bodies in the transition canyon / lobe and allows the designing of a new reservoir model scenario. Further analysis of these two areas of study shows the direct impact of tectonic activity on the architecture of turbidite accumulations by establishing and maintaining a nick area where the phenomenon of hydraulic jump can be maintained over time.

M.Sc. (Mathematical Statistics) / Stochastic Differential Equations (SDE’s) are commonly found in most of the modern finance used today. In this dissertation we use SDE’s to model a random phenomenon known as the short-term interest rate where the explanatory power of a particular short-term interest rate model is largely dependent on the description of the SDE to the real data. The challenge we face is that in most cases the transition density functions of these models are unknown and therefore, we need to find reliable and accurate alternative estimation techniques. In this dissertation, we discuss estimating techniques for discretely sampled continuous diffusion processes that do not require the true transition density function to be known. Moreover, the reader is introduced to the following techniques: (i) continuous time maximum likelihood estimation; (ii) discrete time maximum likelihood estimation; and (iii) estimating functions. We show through a Monte Carlo simulation study that the parameter estimates obtained from these techniques provide a good approximation to the estimates obtained from the true transition density. We also show that the bias in the mean reversion parameter can be reduced by implementing the jackknife bias reduction technique. Furthermore, the data analysis carried out on South-African interest rate data indicate strongly that single factor models do not explain the variability in the short-term interest rate. This may indicate the possibility of distinct jumps in the South-African interest rate market. Therefore, we leave the reader with the notion of incorporating jumps into a SDE framework.

Ground reaction force (GRF) data collected and synchronized with film data to determine peak GRF and calculate moments about ankle and knee during rope skipping. Two, five minute conditions were analyzed for 10 subjects. Condition 1 was set rate and style. Condition 2 was subjects' own rate and style. Means and standard deviations were reported for peak GRF, ankle and knee moments. One way ANOVAs reported no significant difference between conditions for variables measured. Efficiency and nature of well phased impacts during rope skipping may be determined by combination of GRF, similarities in magnitude and direction of joint moments, and sequencing of segmental movements. Technique and even distribution of force across articulations appear more important than magnitudes of force produced by given styles.

The main target of this thesis is to summarize and explain the specifics of power markets and test application of models, which might be used especially in risk management area. Thesis starts with definition of market subjects, typology of traded contracts and description of market development with focus on Czech Republic. Thesis continues with development of theoretical concepts of short term/spot electricity markets and potential link between spot and forward electricity markets. After deriving of those microeconomic fundamental models we continue with stochastic models (Jump Diffusion Mean Reverting process and Extreme Value Theory) in order to depict patterns of spot and forward power contracts price volatility. Last chapter deals with credit risk specifics of power trading and develops model (using concept known as Credit Value Adjustment) to compare economic efficiency of OTC and exchange power trading. Developed and described models are tested on selected power markets, again with focus on Czech power market data set.

The emerging interests in spatial pattern mining leads to the demand for a flexible spatial pattern mining language, on which easy to use and understand visual pattern language could be built. It is worthwhile to define a pattern mining language called LCSPM to allow users to specify complex spatial patterns. I describe a proposed pattern mining language in this paper. A visual interface which allows users to specify the patterns visually is developed. Visual pattern queries are translated into the LCSPM language by a parser and data mining process can be triggered afterwards. The visual language is based on and goes beyond the visual language proposed in literature. I implemented a prototype system based on the open source JUMP framework.

Esta dissertação aborda o problema de redução do consumo de combustível para veículos. Com esse objetivo, realiza-se o levantamento de um modelo estocástico e de seus parâmetros, o desenvolvimento de um controlador para o veículo, e análise dos resultados. O problema considera a interação com o trânsito de outros veículos, que limita a aplicação de resultados antes disponíveis. Para isto, propõe-se modelar a dinâmica do problema de maneira aproximada, usando sistemas com saltos markovianos, e levantar as probabilidades de transição dos estados da cadeia através de um modelo mais completo para o trânsito no percurso. / This dissertation deals with control of vehicles aiming at the fuel consumption optimization, taking into account the interference of traffic. Stochastic interferences like this and other real world phenomena prevents us from directly applying available results. We propose to employ a relatively simple system with Markov jumping parameters as a model for the vehicle subject to traffic interference, and to obtain the transition probabilities from a separate model for the traffic. This dissertation presents the model identification, the solution of the new problem using dynamic programming, and simulation of the obtained control.