Neste trabalho estudamos as equações de Riccati para a filtragem de sistemas lineares com saltos Markovianos a tempo discreto. Obtemos uma condição geral para estabilidade do filtro ótimo obtido pela equação algébrica de filtragem, e que também é válida para que não haja multiplicidade de soluções. Revisitamos também a questão da existência, chegando a uma condição em termos da sequência de ganhos de um observador de Luenberger. Estes resultados usaram cadeias de Markov em escala reversa de tempo, inspirando a explorar a dualidade entre filtragem e controle em sistemas com reversão na cadeia, chegando a uma relação simples de dualidade. / In this work, we studied Riccati equations for filtering Markovian jump linear systems in discrete time. We found a general condition for the stability of the optimal filter obtained via the coupled algebraic Riccati equation, and it is also valid for uniqueness of solutions. We revisit the topic of existence of solutions of the Riccati and obtain a condition in terms of the sequence of gains of a Luenberger observer. These results used Markov chains in reverse time scale, inspiring us to explore the duality between filtering and control in systems with chain reversion, arriving at a simple relation of duality.

"The goal of this project was to investigate the dynamic effects of incipient separation of industrial cam-follower systems. Typical industrial cam-follower systems include a force closed cam joint and a follower train containing both substantial mass and stiffness. Providing the cam and follower remain in contact, this is a one degree-of-freedom (DOF) system. It becomes a two-DOF system once the cam and follower separate or jump, creating two new natural frequencies, which bracket the original. The dynamic performance of the system as it passed through the lower of the two post-separation modes while on the verge of jump was investigated. A study was conducted to determine whether imperfections in the cam surface, while the contact force is on the brink of incipient separation, may cause a spontaneous switch to the two-DOF mode and begin vibration at resonance. A force-closed translating cam-follower train was designed for the investigation. The fixture is a physical realization of the two-mass mathematical model. Pro/Engineer was used to design the follower train, Mathcad and TK Solver were used to analyze the linkage and DYNACAM & Mathcad were used to dynamically model the system. The system is designed to be on the cusp of incipient separation when run. Experiments were carried out by bringing the system up to jump speed and then backing off the preload to get the system on the cusp of separation. Data were collected at the prejump, slight jump, and violently jumping stages. The time traces show the acceleration amplitudes grow to large peaks when the system is jumping. The frequency spectrum shows the two new natural frequencies growing in amplitude from non-existant in the prejump stage, to higher values in the violently jumping stage. The peak amplitudes of the phenomenon are small in magnitude compared to the harmonic content of the cam. It is concluded that the contribution of the two-DOF system natural frequencies is not a significant factor from a practical aspect. Although the actual jump phenomenon is of concern in high-speed applications, calculations show that if the follower system is designed sufficiently stiff then the two-DOF situation will not occur."

Nesta dissertação estão apresentados os principais conceitos teóricos envolvidos na ação dos jatos formados em dissipadores tipo salto esqui sobre fossa de erosão pré-escavada, desde o trajeto do jato em sua fase aérea e em sua fase submersa, dando especial ênfase às pressões hidrodinâmicas e sua caraterização junto ao fundo da bacia. Para estudar experimentalmente a ação dos jatos nas bacias de dissipação, utilizou-se de um modelo físico de escala 1:100 construído no Laboratório de Obras Hidráulicas do IPH/UFRGS com ensaios de diferentes vazões e diferentes profundidades de fossas pré-escavadas. Os dados foram extraídos dos ensaios no modelo físico através de vasta instrumentação, utilizando-se comportas, pontas linimétricas, piezômetros, sensores de pressão, imagens e outros equipamentos. Foi realizada uma análise criteriosa dos dados gerados no modelo físico a partir das imagens do jato na sua trajetória aérea e no escoamento do jato em sua fase submersa, comparando os dados do modelo aos resultados obtidos por métodos tradicionais de cálculo. Também foram analisados os dados de pressão gerados durante os ensaios, sendo apresentados os resultados relativos às pressões médias e às pressões dinâmicas. As pressões dinâmicas observadas no modelo físico foram comparadas com as calculadas por meio de metodologia teórica abordada na bibliografia com a finalidade de avaliar a qualidade dessa metodologia para aplicação em projetos de engenharia, onde se observou grandes diferenças de magnitude da pressão quando em colchões rasos, e diferenças de distribuição de pressão ao longo do fundo da bacia de dissipação, principalmente quando em colchões profundos. No sentido de ajustar a metodologia aplicada, foi proposta a variação de parâmetros que regulam a forma do bulbo de pressões e a aplicação de um coeficiente de amortecimento de pressões, sendo que assim foi possível melhorar significativamente a distribuição e a magnitude das pressões calculadas devido à ação dos jatos no fundo da bacia de dissipação. Os resultados se mostram satisfatórios até determinada distância após o pico de pressão provocado pelo jato, sendo que após este ponto os efeitos de ressalto hidráulico prevalecem e devem ser pesquisados em estudos futuros. / In this dissertation are presented the main theorical concepts involved in the action of the jets formed in ski jump spillways on stilling basins type pre-excavated scour hole, from the path of the jet in its air stage and in his submerged phase, with particular emphasis on hydrodynamic pressures and its characterization by the bottom of the basin. To experimentally study the action of the jets in stilling basins, was used a physical model in scale 1:100 built in Hydraulic Works Laboratory of IPH/UFRGS with experiments of different flow rates and different depths of pre-excavated scour hole. The data were extracted from experiments on the physical model through extensive instrumentation, using gates, piezometers, pressure sensors, images and other equipment. A careful analysis of the data generated in the physical model from the jet images in your path through the air was performed and the flow of the jet in its submerged phase, comparing the model data to the results obtained by traditional methods of calculation. The pressure data generated during the tests and presented the results for the mean pressures and dynamic pressures were also analyzed. Dynamic pressures observed in the physical model were compared with those calculated by means of theoretical methods for the purpose of evaluating the quality of this methodology for use in engineering projects, where we observed large differences in magnitude of pressure when in shallow water beds, and diferences in pressure distribution over the stilling basin bottom, especially when in deep water beds. In order to adjust the applied methodology, it was proposed to change parameters governing the shape of the pressure bulb and the application of a pressure damping coefficient, and thus was possible to significantly improved the distribution and magnitude of the calculated pressures due to action of the jets in the stilling basin bottom. The results have been satisfactory up to a certain distance after the peak pressure caused by the jet, and after this point the hydraulic jump effects prevail and should be investigated in future studies.

Muitas são as características quantitativas que são, significativamente, influenciadas por fatores genéticos, em geral, existem vários genes que colaboram para a variação de uma ou mais características quantitativas. As informações ausentes a respeito dos genótipos nos marcadores moleculares é um problema comum em estudo de mapeamento genético e, por conseguinte, no mapeamento dos locus que controlam estas características fenotípicas (QTL). Os dados que não foram observados ocorrem, principalmente, devido a erros de genotipagem e de marcadores não informativos. Para solucionar este problema foi utilizado o método do modelo oculto de Markov para inferir estes dados. Os métodos de acurácias evidenciaram o sucesso da aplicação desta técnica de imputa- ção. Uma vez imputado, na inferência bayesiana estes dados não serão mais tratados como uma variável aleatória resultando assim, numa redução no espaço paramétrico do modelo. Outra grande dificuldade no mapeamento de QTL se deve ao fato de que não se conhece ao certo a quantidade destes que influenciam uma dada característica, fazendo com que surjam diversos problemas, um deles é a dimensão do espaço paramétrico e, consequentemente, a obtenção da amostra a posteriori. Assim, com o objetivo de contornar este problema foi proposta a utilização do método Monte Carlo via cadeia de Markov com Saltos Reversíveis, uma vez que este permite flutuar, entre cada iteração, modelos com diferentes quantidades de parâmetros. A utilização da abordagem bayesiana permitiu detectar cinco QTL para a característica estudada. Todas as análises foram implementadas no programa estatístico R. / There are many quantitative characteristics which are significantly influenced by genetic factors, in general, there are several genes that contribute to the variation of one or more quantitative trait. The missing information about the genotypes in molecular markers is a common problem in studying genetic mapping and therefore the mapping of loci that control these phenotypic traits (QTL). The data were not observed occur mainly due to errors in genotyping and uninformative markers. To solve this problem the method of occult Markov model to infer this information was used. Techniques accuracies demonstrated the successful application of this technique of imputation. Once allocated, in the Bayesian inference this data will no longer be treated as a random variable thus resulting in a reduction in the parameter space of the model. Another great difficulty in mapping QTL is due to the fact that no one knows exactly the amount of these which influence a given characteristic, so that several problems arise, one of them is dimension of the parameter space and, consequently, obtaining the sample a posterior. Thus, in order to solve this problem using the method via Monte Carlo Markov chain Reversible Jump was proposed, since this allows fluctuate between each iteration, models with different numbers of parameters. The use of the Bayesian approach allowed five QTL detected for the studied trait. All analyzes were implemented in the statistical software R.

Entre os efeitos ergogênicos levantados pela literatura da creatina estão, aumento de massa muscular, capacidade antioxidante, efeito de tamponamento e redução da lesão muscular ocasionada por exercícios físicos. Visto que a suplementação de creatina pode atenuar danos induzidos pelo exercício físico e influenciar diretamente o sistema ATP-CP, predominante da modalidade de voleibol, o presente estudo propôs o uso da suplementação de creatina associada ao carboidrato durante sete dias, concomitante à realização de um protocolo de indução de dano muscular a fim de investigar a capacidade de manter a integridade da célula muscular por meio de marcadores de lesão muscular e avaliar sua influência no teste de desempenho físico. Foi realizado um estudo duplo cego, randomizado com 14 atletas de voleibol, no qual foi suplementado creatina ou placebo por um período de 7 dias (fase de carga) e 4 dias (fase de manutenção). Antes e após as fases de suplementação os atletas foram submetidos ao teste de desempenho físico e a coleta de sangue para avaliar concentrações de creatina quinase, creatina plasmática e lactato desidrogenase. Após a realização do protocolo de suplementação de creatina foi observado um aumento na concentração total de creatina plasmática, peso corporal e menor percepção de dor no grupo suplementado com creatina. Não foi encontrada diferença no desempenho de salto, potência relativa e marcadores bioquímicos de lesão muscular de ambos os grupos. Quanto a ingestão alimentar, foi observado um aumento no consumo de proteínas e gorduras. Concluiu-se que a suplementação de creatina associada ao carboidrato foi capaz de atenuar a percepção de dor em atletas de voleibol após protocolo de indução de lesão. / Among the ergogenic effects raised by the literature of creatine are, increased muscle mass, antioxidant capacity, buffering effect and reduction of muscle injury caused by physical exercise. Since creatine supplementation may attenuate exercise-induced damage and directly influence the predominant volleyball ATP-CP system, the present study proposed the use of carbohydrate-associated creatine supplementation for seven days, concomitant with the performance of one muscle damage induction protocol to investigate the ability of creatine to maintain muscle cell integrity through muscle injury markers and to assess their influence on the physical performance test. A double-blind, randomized study with 14 volleyball athletes was performed with the supplementation of creatine or placebo for a period of 7 days (loading phase) and 4 days (maintenance phase). Before and after the supplementation phases, athletes underwent physical performance test and blood collection to evaluate concentrations of creatine kinase, plasma creatine and lactate dehydrogenase. After the creatine supplementation protocol an increase in plasma creatine total concentration, body weight and lower perception of pain in the creatine group was observed. No difference was found in the jump performance test, relative power and biochemical markers of muscle injury in both groups. Regarding food intake, there was observed an increase in protein and fat intake. In concluson, carbohydrate-associated creatine supplementation was able to attenuate the perception of pain in volleyball athletes after injury induction protocol.

The main contribution of this thesis is to derive the properties and present a closed from solution of the exotic options under some specific types of Levy processes, such as American put options, American call options, British put options, British call options and American knock-out put options under either double exponential jump-diffusion processes or one-sided exponential jump-diffusion processes. Compared to the geometric Brownian motion, exponential jump-diffusion processes can better incorporate the asymmetric leptokurtic features and the volatility smile observed from the market. Pricing the option with early exercise feature is the optimal stopping problem to determine the optimal stopping time to maximize the expected options payoff. Due to the Markovian structure of the underlying process, the optimal stopping problem is related to the free-boundary problem consisting of an integral differential equation and suitable boundary conditions. By the local time-space formula for semi-martingales, the closed form solution for the options value can be derived from the free-boundary problem and we characterize the optimal stopping boundary as the unique solution to a nonlinear integral equation arising from the early exercise premium (EEP) representation. Chapter 2 and Chapter 3 discuss American put options and American call options respectively. When pricing options with early exercise feature under the double exponential jump-diffusion processes, a non-local integral term will be found in the infinitesimal generator of the underlying process. By the local time-space formula for semi-martingales, we show that the value function and the optimal stopping boundary are the unique solution pair to the system of two integral equations. The significant contributions of these two chapters are to prove the uniqueness of the value function and the optimal stopping boundary under less restrictive assumptions compared to previous literatures. In the degenerate case with only one-sided jumps, we find that the results are in line with the geometric Brownian motion models, which extends the analytical tractability of the Black-Scholes analysis to alternative models with jumps. In Chapter 4 and Chapter 5, we examine the British payoff mechanism under one-sided exponential jump-diffusion processes, which is the first analysis of British options for process with jumps. We show that the optimal stopping boundaries of British put options with only negative jumps or British call options with only positive jumps can also be characterized as the unique solution to a nonlinear integral equation arising from the early exercise premium representation. Chapter 6 provides the study of American knock-out put options under negative exponential jump-diffusion processes. The conditional memoryless property of the exponential distribution enables us to obtain an analytical form of the arbitrage-free price for American knock-out put options, which is usually more difficult for many other jump-diffusion models.

Wu, Tao. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2010. / Includes bibliographical references (leaves 56-61). / Abstracts in English and Chinese. / Chapter 1 --- Background and Organization --- p.7 / Chapter 2 --- Parallel Talbot method for solving partial integro- differential equations --- p.9 / Chapter 2.1 --- Introduction --- p.9 / Chapter 2.2 --- Initial-boundary value problem --- p.11 / Chapter 2.3 --- Spatial discretization and semidiscrete problem --- p.12 / Chapter 2.4 --- Parallel Talbot method --- p.15 / Chapter 2.4.1 --- Φ-functions and Talbot quadrature --- p.15 / Chapter 2.4.2 --- Control on nonnormality and feasibility con- straints --- p.18 / Chapter 2.4.3 --- Optimal parameterization of parabolic Talbot contour --- p.22 / Chapter 2.5 --- Numerical experiments --- p.26 / Chapter 2.6 --- Conclusion --- p.32 / Chapter 3 --- Memory-reduction Monte Carlo method for pricing American options --- p.37 / Chapter 3.1 --- Introduction --- p.37 / Chapter 3.2 --- Exponential Levy processes and the full-storage method --- p.39 / Chapter 3.3 --- Random number generators --- p.41 / Chapter 3.4 --- The memory-reduction method --- p.43 / Chapter 3.5 --- Numerical examples --- p.45 / Chapter 3.5.1 --- Black-Scholes model --- p.46 / Chapter 3.5.2 --- Merton's jump-diffusion model --- p.48 / Chapter 3.5.3 --- Variance gamma model --- p.50 / Chapter 3.5.4 --- Remarks on the efficiency of the memory-reduction method --- p.52 / Chapter 3.6 --- Conclusion --- p.53 / Chapter 3.7 --- Appendix --- p.54

Combinar o treinamento de força (TF) com o de potência (TP) tem mostrado ser mais efetivo do que os treinamentos aplicados de modo isolado. Porém, não existe consenso sobre a melhor forma de combinar o TF com o TP na mesma sessão de treino. Assim, os objetivos deste estudo foram investigar e comparar o efeito da ordem de combinação do TF e do TP no desempenho da força dinâmica máxima de membros inferiores, do salto vertical, da velocidade, da agilidade, do salto em profundidade e da potência muscular de membros inferiores. Participaram 27 jogadores de futebol, os quais foram divididos em três grupos: FP (realizou todas as séries do TF e em seguida as do TP), PF (realizou todas as séries do TP e em seguida as do TF) e AA (realizou séries alternadas do TF com o TP), sendo submetidos a oito semanas de treinamento. O TF utilizou o exercício agachamento (60-80% de 1RM) e o TP utilizou exercícios de salto em profundidade. Os resultados foram: aumentos significantes na força dinâmica máxima de 48,6%, 46,3% e 53% nos grupos FP, PF e AA respectivamente; na altura do salto vertical de 13%, 14,2% e 14,7% nos grupos FP, PF e AA, respectivamente e na potência média do grupo AA (8,6%) para a carga de 40% do PC. Não foram observadas alterações no desempenho da agilidade. Com relação a velocidade, os grupos FP e PF diminuíram o desempenho nos testes de 10 e 20 metros, enquanto que o grupo AA não alterou o seu desempenho. Em conclusão, as três diferentes combinações do TF e do TP foram semelhantes em promover adaptações no desempenho de jogadores de futebol e com base nestes resultados sugere-se que a ordem de combinação do TF e do TP na mesma sessão de treino parece não influenciar o desempenho de maneira crônica / The combination of strength (ST) with power training (PT) has been shown to be more effective than the isolated methods. However, there is no consensus on the best way to combine these methods in the same training session. Thus, the purpose of this study was to compare the effect of the combination of TF and TP on performance of lower limbs maximum dynamic strength and power, vertical jump, speed, agility, and drop jump. Twenty seven soccer players participated in eight weeks of training. They were divided into three groups: FP (all TF series before TP series), PF (all TP series before TF series), and AA (alternated TF and TP series). The TF was composed of squat exercise (60-80% 1RM) and the TP used drop jumps. The results were: significant increases in maximal dynamic strength of 48.6%, 46.3%, and 53% in groups FP, PF, and AA; respectively; in vertical jump height of 13%, 14,2% e 14,7% in groups FP, PF, and AA; respectively, and in average power in the AA group (8,6%) for the load of 40% PC. No changes were observed in agility performance. The FP and PF groups presented a decrease in speed of 10 and 20 meters, while the AA group did not change. In conclusion, the three different TF and TP combinations resulted in similar adaptations in soccer players performance. Thus, it can be suggested that TF and TP training order does not seem to interfere with long term performance changes

The purpose of this dissertation was to determine if a periodized strength and conditioning program resulted in long-term adaptations in NCAA Division I women’s volleyball athletes, and if these changes related to the team’s competitive performance. Specifically, this dissertation serves to: 1.) describe the changes in body composition and performance variables of 2 female volleyball athletes over a 4-year collegiate career, 2.) determine the degree and magnitude of change in performance variables after about 1, 2, and 3 years of periodized resistance training, and 3.) infer if volleyball performance characteristics are related to a team’s competitive success. The following are major findings of this dissertation. 1.) Positive changes in vertical jump height, strength, and explosiveness may be possible throughout 4 years of collegiate volleyball training even with increased body mass and percent body fat. Moreover, impaired ability to perform heavy lower-body resistance training exercises due to chronic injury negatively impacts long-term physical performance adaptations over 4 years. 2.) A combination of traditional resistance training exercises and weightlifting variations at various loads, in addition to volleyball practice, appear to be effective at increasing maximal strength by 44% and vertical jump height by 20%-30% in NCAA Division I women’s volleyball athletes after about two and half years of training. Furthermore, these characteristics can be improved in the absence of additional plyometric training outside of normal volleyball-specific practice. 3.) A rating percentage index RPI ranking ratio and unweighted match score ratio appear to be better predictors of overall team competitive season success than a weighted match score ratio. On the contrary, a weighted match score ratio may be better for determining an association between team match performance and volleyball-specific fitness. A considerable amount of research is needed to develop a volleyball-specific performance index that best quantifies team performance and whether or not a measurable association exists between improved fitness characteristics and increased overall team competitive success. The findings of this dissertation provide evidence that analyzing and monitoring volleyball-related performance variables over time can assist the sport performance group in making training based decisions as well as promote the successful development of an athlete.

The purpose of this dissertation was to explore the potential use of net impulse and its characteristics in vertical jumping to monitor athletes' performance status and responses/adaptations to interventions. Five variables were proposed as net impulse characteristics: net impulse height and width, rate of force development, shape factor, and net impulse proportion. The following were then examined: 1) test-retest reliability of a new approach to identify net impulse in a force-time curve and of net impulse characteristics and criterion validity of the new approach; 2) effective measures of net impulse characteristics; 3) relationships between training-induced changes in its characteristics and force production ability. The following are major findings of the dissertation. Rate of force development particularly for the countermovement jump require a large magnitude of change to overcome the variable's inherent variability. Shape factor and net impulse proportion for the static jump should be used with caution and requires further investigations. Alternative net impulse can be used interchangeably to criterion net impulse. Of the proposed net impulse characteristics, net impulse height and width and shape factor were found to contribute to countermovement jump height, whereas all the net impulse characteristics were found to contribute to static jump height. Of the characteristics found to contribute, relative net impulse height (net impulse height divided by system mass) appears to be an important characteristic to achieve a high jump height for the countermovement and static jumps and net impulse proportion for the static jump. A mechanism behind increased countermovement jump height may be an increased countermovement displacement as a result of increased force production ability. A mechanism behind increased static jump height is the increased proportion of the entire positive impulse occupied by net impulse (i.e. increased net impulse proportion). The findings of this dissertation show the possibility of the use of the net impulse characteristics to monitor athletes' performance status and responses/adaptations to interventions. However, because this dissertation was the first to explore the potential use of the net impulse characteristics for athletes' performance monitoring, the existing knowledge is still preliminary and further research is required before practical recommendations are made.