Fluidos Não-newtonianos estão presentes em grande quantidade na natureza e em muitas aplicações industriais. Tais fluidos apresentam uma variedade de comportamentos específicos. Dentre eles podemos citar: elasticidade, plasticidade, viscosidade variando com a taxa de deformação, tixotropia. Esta tese de doutorado apresenta um recente modelo para Fluidos Estruturados Tixotrópicos (de Souza Mendes, 2009), no qual baseasse nas tradicionais equações de balanço de momentum e massa, em uma equação constitutiva de Maxwell-b modificada e uma equação de evolução para o nível de estrutura do material. Na equação constitutiva de Maxwell-b modificada, tempo de relaxação e viscosidade estrutural são funções da estrutura do material. A equação evolutiva para o parâmetro de estruturação prevê efeitos de tixotropia, dependentes do tempo de equilíbrio do material. As equações que constituem o modelo mecânico para Fluidos Estruturados Tixotrópicos são aproximadas numericamente através do Método de Elementos Finitos de Galerkin Mínimos-quadrados (GLS). Tal método adicionou termos dependentes de malha ao método clássico de Galerkin, de forma a aumentar a estabilidade da formulação original, proporcionando compatibilizar os sub-espaços de velocidade e pressão. São investigados escoamentos creeping flow de Fluidos Estruturados Tixotrópicos em dois problemas clássicos de engenharia: em torno de um cilindro confinado entre duas placas e em uma expansão planar abrupta. Parâmetros relevantes ao modelo são variados em faixas pertinentes ao problema físico simulado e os resultados demonstraram uma boa capacidade de previsão. / Non-Newtonian fluids are present in large quantities in nature and in many industrial applications. Such fluids exhibit a variety of specific behaviors. Among them we can mention: elasticity, plasticity, viscosity varying with the strain rate, thixotropy, etc. This thesis presents a new model for thixotropic Structured Fluids (de Souza Mendes, 2009), in which were a basis in traditional balance equations of mass and momentum, the constitutive equation of Maxwell-type and an evolution equation for the level structure of the material. In the modified constitutive equation of Maxwell-b, relaxation time and structural viscosity are functions of material structure. The structure parameter evolutive equation provides effects of thixotropy, dependent on the equilibration time of the material. The equations which constitute the mechanical model for Structured Thixotropic fluids are approximated numerically using the Galerkin Least-squares Finite Element Method (GLS). Such a method added mesh dependent terms to the classical method of Galerkin in order to increase the stability of the original formulation, providing compatibility between sub-spaces of velocity and pressure. Are investigated Structured Thixotropic Fluids creeping flow in two classical problems in engineering: around a cylinder confined between two plates and in a planar abrupt expansion. Relevant parameters to the model are varied in pertinent ranges to physical problem simulated and the results demonstrated a good predictive capability.

Despite the recent decreasing trend of most traditional types of crime, online property crime (OPC), referring to crime committed online with a financial orientation such as online frauds, scams, and phishing, continues to increase. According to the Internet Crime Complaint Center, the number of reported complaints about OPC have increased by approximately sixteen fold from 16,838 cases in 2000 to 288,012 cases in 2015, and referred financial losses have also increased about sixty times from $17.8 million in 2001 to $1 billion in 2015. The increase in OPC might be directly related to advanced online accessibility due to the accelerated progress of information and communication technology (ICT). Since the progress of ICT continues forward and the advanced ICT infrastructure can affect our routine activities more significantly, issues regarding OPC may become more various and prevalent. The present study aims to explore a macro-social criminogenic structure of OPC perpetration. Specifically, this study focused on exploring probable macro-social predictors of OPC rates and examining how effectively these possible macro-social predictors account for variance in OPC perpetration rates. In addition, this study explored possible predictors of macro-level online opportunity structure, which is expected to have a direct relationship with OPC rates. It also examined how much variance in online opportunity structure was explained by the included possible predictors. With these research purposes, the current study analyzed state-level data of the fifty states in the U.S. by applying a partial least square regression (PLSR) approach. The results indicated that predictors related to macro-social economic conditions such as economic inequality, poverty, economic social support, and unemployment had a significant association with OPC. As expected, indicators in the domain of economic inequality predicted greater OPC rates and those in the domain of economic social support were related to lower OPC rates. However, poverty and unemployment predictors were negatively associated with OPC, which is the opposite direction of the relationships between these predictors and traditional street crime. In addition, indicators of online opportunity structure were found to have a significantly positive relationship to OPC as expected. The PLSR model for predicting OPC applied in the current study accounted for approximately 50% of variance in OPC rates across states. For predictors of online opportunity structure, the results indicated that online opportunity was associated with state-level economic and socio-demographic characteristics. States with less poverty, more urban population, and more working age adults were more likely to report more online opportunities. The PLSR model for predicting online opportunity structure explained about 80% of variance in measured online opportunity. These results may imply that some types of macro-social conditions may have an indirect effect on OPC through online opportunity structure as well as their direct effects on OPC. Future study should pay more attention to examining structural relationships of macro-social contexts, online opportunity structure, and OPC to understand macro-level criminogenic mechanism of OPC.

Notre objectif est d’étudier les modalités d’accouchement au sein de la lignée humaine. Pour cela, nous utilisons deux approches complémentaires : la simulation numérique de l’accouchement et l’analyse discriminante des modalités d’accouchement au sein d’un échantillon obstétrical. Dans un premier temps, nous construisons des maillages de bassins et de crânes de foetus fossiles grâce à une méthode d’interpolation : le krigeage. Les groupes fossiles considérés sont les Australopithèques, les premiers représentants du genre Homo (PRGH) et les représentants du genre Homo au Pléistocène moyen et supérieur (RPMS). Les dimensions des crânes juvéniles sont utilisées pour estimer « à rebours » les dimensions néonatales à l’aide de courbes de croissance humaine et de chimpanzé. Nous réalisons une simulation numérique de l’accouchement à partir des maillages de ces dyades « virtuelles ». Puis nous réalisons des analyses discriminantes avec un jeu de données issu de mesures réalisées sur le pelviscanner de femmes et sur les mesures du crâne de leur nouveau-né afin de séparer les modalités d’accouchement grâce aux variables foeto-pelviennes. Ces mêmes variables foeto-pelviennes sont mesurées chez les dyades fossiles afin d’identifier, par les analyses discriminantes, leurs modalités d’accouchement les plus probables. Nos résultats suggèrent un accouchement eutocique sans rotation intra-pelvienne chez les Australopithèques, eutocique avec rotation intrapelvienne chez les PRGH, dystocique ou eutocique chez les RPMS, l’accouchement eutocique est caractérisé par une rotation et une incurvation de la trajectoire de descente. / The purpose of this thesis is to estimate delivery outcomes for extinct hominids. We therefore use two complementary methods : numerical simulation of childbirth and discriminant analysis of delivery outcomes from an obstetrical sample. First, we use kriging to construct meshes of pelves and neonatal skulls. Fossil hominid specimens included in the study are Australopithecines, early Homo (EH) and middle to early Pleistocene Homo (MEPH). We estimate fetal cranial dimensions with chimpanzee or human cranial growth curve that we reversly use and apply on juveniles skull measurements. “Virtual” dyads are formed from pelves and neonatal skulls. Then, we simulate childbirth of these « virtual » dyads. Different levels of laxity of the sacro-iliac junction and different positions of the fetal head are considered. Finally, we use an obstetrical sample: delivery outcome is noted, CT-scans are used to obtain maternal pelvic measurements and diameters of the fetal head were also measured after delivery. A discriminant analysis is performed using this obstetrical sample to separate delivery outcomes thanks to fetal-pelvic measurements. Fossil dyads were subsequently added in the discriminant analysis to assess delivery outcomes to which they belong. Results suggest small fetal-pelvic constraint for Austalopithecines. This constraint is moderate for EH. Fetal-pelvic constraint is more important for MEPH. We suggest that rotational birth appears with EH. The curved trajectory of the fetal head appears with MEPH. Emergence of rotational birth and curved trajectory of fetal head are probably explained by two major increases in brain size during late and middle Pleistocene.

The Multicore Multithreaded Microprocessor maximizes parallelism on a chip for the optimal system performance, such that its popularity is growing rapidly in high-performance computing. It increases the complexity in resource distribution on a chip by leading it to two directions: isolation and unification. On one hand, multiple cores are implemented to deliver the computation and memory accessing resources to more than one thread at the same time. Nevertheless, it limits the threads’ access to resources in different cores, even if extensively demanded. On the other hand, simultaneous multithreaded architectures unify the domestic execu- tion resources together for concurrently running threads. In such an environment, threads are greatly affected by the inter-thread interference. Moreover, the impacts of the complicated distribution are enlarged by variation in workload behaviors. As a result, the microprocessor requires an adaptive management scheme to schedule threads throughout different cores and coordinate them within cores. In this study, an adaptive thread management scheme was proposed, integrating both hardware and software approaches. The instruction fetch policy at the hardware level took the responsibility by prioritizing domestic threads, while the Operating System scheduler at the software level was used to pair threads dynami- vi cally to multiple cores. The tie between them was the proposed online linear model, which was dynamically constructed for every thread based on data misses by the regression algorithm. Consequently, the hardware part of the proposed scheme proactively granted higher priority to the threads with less predicted long-latency loads, expecting they would better utilize the shared execution resources. Mean- while, the software part was invoked by such a model upon significant changes in the execution phases and paired threads with different demands to the same core to minimize competition on the chip. The proposed scheme was compared to its peer designs and overall 43% speedup was achieved by the integrated approach over the combination of two baseline policies in hardware and software, respectively. The overhead was examined carefully regarding power, area, storage and latency, as well as the relationship between the overhead and the performance.

Power quality has become one of major concerns in the power industry. It can be described as the reliability of the electric power to maintain continuity operation of end-use equipment. Power quality problems are defined as deviation of voltage or current waveforms from the ideal value. The expansion plan of wind power generation has raised concern regarding how it influences the voltage and current signals. The variability nature of wind energy and the requirements of wind power generation increase the potential problems such as frequency and harmonic distortions. In order to analyze and mitigate problems in wind power generation, it is important to monitor power quality in wind farm. Therefore, the more accurate and reliable parameter estimation methods suitable for wind power generation are needed. Three parameter estimation methods are proposed in this thesis to estimate the unknown parameters, i.e. amplitude and phase angle of fundamental and harmonic components, DC component and system frequency, during the dynamic change in wind farm. In the first method, a self-tuning procedure is introduced to least square method to increase the immunity of the algorithm to noise. In the second method, nonrecursive Newton Type Algorithm is utilised to estimate the unknown parameters by obtaining the left pseudoinverse of Jacobian matrix. In the last technique, unscented transformation is used to replace the linearization procedure to obtain mean and covariance which will be used in Kalman filter method. All of the proposed methods have been tested rigorously using computer simulated data and have shown their capability to track the unknown parameters under extreme distortions. The performances of proposed methods have also been compared using real recorded data from several wind farms in Europe and have demonstrated high correlation. This comparison has verified that UKF requires the shortest processing time and STLS requires the longest.

Este estudo têm como objetivo identificar qual o comportamento de empresas brasileiras de capital aberto com relação à aplicação dos recursos financeiros de seus fluxos de caixa (recursos internos) em investimentos e não investimentos (em fins que não se configuram como um projeto real de investimento) no curto e longo prazo e mostrar como essa questão está relacionado com o grau de restrições financeiras enfrentado pelas empresas. Para alcançar esse objetivo foram estimadas quatro regressões pelo método OLS (Ordinary Least Square / Mínimos Quadrados Ordinários), cada uma delas com uma das variáveis resposta correspondentes aos principais usos de caixa, ou seja, retenção de caixa, investimentos, dividendos e redução do financiamento externo e com as variáveis explicativas dadas pelo fluxo de caixa nos períodos t, t-1 e t-2 e algumas variáveis de controle específicas da firma. Os resultados sugerem que empresas brasileiras restritas e irrestritas se comportam de forma diferente ao receberem um choque positivo em seus fluxos de caixa e que o comportamento das mesmas também difere no curto e no longo prazo. Empresas restritas e irrestritas ao receberem um choque positivo em seus fluxos de caixa, retêm caixa no período contemporâneo e alocam tais recursos intertemporalmente. Empresas restritas investem mais no curto prazo enquanto as irrestritas investem mais no longo prazo. No curto prazo, empresas irrestritas distribuem mais dividendos do que empresas irrestritas e no longo prazo, os coeficientes dos fluxos de caixa não são significativos para nenhum dos grupos. No curto prazo empresas irrestritas reduzem o financiamento externo, enquanto empresas restritas levantam mais financiamentos externos e no longo prazo, esse comportamento se inverte. Dessa forma, fica clara a importância de se considerar o longo prazo bem como as restrições financeiras enfrentadas pelas empresas. / This study aim to identify what is the behaviour of Brazilian public companies regarding the use of financial resources of cash flows (internal resources) in investments and not investments (for purposes that are not configured as a real investment project) in the short and long term and show how this is related to the degree of financial constraints faced by firms. To achieve this aim, four regressions were estimated by OLS ( Ordinary Least Square), each with one of the response variables corresponding to the main uses of cash, ie , cash holding, investments, dividends and external finance reduction and the explanatory variables given by the cash flow in periods t , t - 1 and t - 2 and some control variables specific of the firm. The results suggest that restricted and unrestricted Brazilian companies behave differently when they receive a positive shock on cash flows and their behavior also differs in the short and long term. When constrained and unconstrained firms receive a positive impact on cash flows, they retain cash in the contemporary period and intertemporally allocate such resources. Constrained firms invest more in the short term while the unrestricted invest more in the long run. In the short term, unconstrained firms distribute more dividends than unconstrained firms and in the long run, the coefficients of cash flows are not significant for either groups. In the short term unconstrained firms reduce external finance, while constrained firms raise more external finance and in the long term, this behavior is reversed. Thus, it is clear that it matters to consider the long term as well as financial constraints faced by firms.

Neste trabalho, foram estudadas estratégias para caracterização de bebidas à base de soja (BBS), por meio de análises por espectroscopia no infravermelho médio com transformada de Fourier com acessório de reflexão total atenuada (FTIR-ATR). Foram utilizadas 20 amostras comerciais de BBS, de 7 diferentes sabores e 3 diferentes marcas. Os teores estudados nas BBS foram glicídios totais, glicídios redutores, glicídios não redutores, e proteínas totais. Os modelos de regressão multivariada foram construídos por mínimos quadrados parciais (PLS), empregando como seleção de variáveis os métodos de mínimos quadrados parciais por intervalo (iPLS) e mínimos quadrados parciais por sinergismo de intervalos (siPLS). As seleções de variáveis por siPLS apresentaram os melhores resultados para os modelos construídos. Entre as propriedades avaliadas, a de glicídios totais apresentou modelos com erros de calibração e previsão (RMSECV e RMSEP) baixos, e coeficientes de determinação (R2cv e R2prev) próximos de um. Para proteínas totais, os modelos apresentaram resultados promissores, pois também tiveram erros de calibração e previsão (RMSECV e RMSEP) baixos, e coeficientes de determinação (R2cv e R2prev) próximos de um, considerando-se que as amostras reais e não apresentavam uma variabilidade de concentração de proteínas ideal. Para as propriedades de glicídios redutores e glicídios não redutores, não foram obtidos bons resultados para os modelos de regressão. Desta forma, a metodologia proposta apresenta potencial em análises de rotinas para determinação simultânea de glicídios totais e proteínas, atendendo aos requisitos referente às informações nutricionais na rotulagem das BBS, somando-se às vantagens da espectroscopia no infravermelho, tais como rapidez na análise, elevada frequência analítica, pequena quantidade de amostra necessária, baixo custo, não ser destrutiva e ser ambientalmente amigável. / In this work, strategies were studied for the characterization of soy-based beverages (SBB), by means of Fourier transform infrared spectroscopy with attenuated total reflectance (FTIR-ATR). Twenty commercial samples of SBB were used, of 7 different flavors and 7 different brands. The contents studied in SBB were total sugar, reducing sugar, non-reducing sugars, and total proteins. The multivariate regression models were constructed by partial least squares (PLS), with evaluation of the methods by interval partial least squares (iPLS) and by sinergy interval partial least squares (siPLS), for selection of variables. The selections of variables per siPLS presented the best results for the constructed models. Among the evaluated properties, the total sugar content presented models with low calibration and prediction errors (RMSECV and RMSEP), and determination coefficients (R2cv and R2prev) close to one. For total proteins, the models presented promising results, as they also had low calibration and prediction errors (RMSECV and RMSEP), and determination coefficients (R2cv and R2prev) close to one, considering that the actual samples did not present an ideal protein concentration variability. For the properties of reducing sugars and non-reducing sugars, good results were not obtained for the regression models. In this way, the proposed methodology presents potential in routine analysis for simultaneous determination of total glycogen and protein, taking into account the requirements referring to the nutritional information in the SBB labeling, adding to the advantages of the infrared spectroscopy, such as speed in the analysis, high analytical frequency, small amount of sample required, low cost, non destructive and environmentally friendly.

The aim of this work is to introduce a new type of fuzzy system AnYa. This system, unlike the classical fuzzy systems Takagi-Sugeno and Mamdani, uses a type of antecendent based on real data distribution. As part of the work there will be mentioned system programmed and its functionality will be verified on testing data.

The topic of force reconstruction has been studied quite extensively but most of the existing research work that has been done are in the domain of structural and civil engineering construction like bridges and beams. Considerable work in force reconstruction has also being done in fabrication of machines and structures like aircrafts, gear boxes etc. The topic of force reconstruction of the cutting forces during a machining process like turning or milling machines is a recent line of research to suffice the requirement of proactive monitoring of forces generated during the operation of the machine tool. The forces causing vibrations while machining if detected and monitored can enhance system productivity and efficiency of the process. The objective of this study was to investigate the algorithms available in literature for inverse force reconstruction and apply for reconstruction of cutting forces while machining on a computer numerically controlled (CNC) machine. This study has applied inverse force reconstruction technique algorithms 1) Deconvolution method, 2) Kalman filter recursive least square and 3) augmented Kalman filter for inverse reconstruction of forces for multi degree of freedom systems. Results from experiments conducted as part of this thesis work shows the effectiveness of the methods of force reconstruction to monitor the forces generated during the machining process on machine tools in real time without employing dynamometers which are expensive and complex to set-up. This study for developing a cost-effective method of force reconstruction will be instrumental in applications for improving machining efficiency and proactive preventive maintenance. / Graduate

Pricing American options has always been problematic due to its early exercise characteristic. As no closed-form analytical solution for any of the widely used models exists, many numerical approximation methods have been proposed and studied. In this thesis, we investigate the Least-Square Monte Carlo Simulation (LSMC) method of Longstaff & Schwartz for pricing American options under the two-dimensional Heston model. By conducting extensive numerical experimentation, we put the LSMC to test and investigate four different continuation functions for the LSMC. In addition, we consider investigating seven different combination of Heston model parameters. We analyse the results and select the optimal continuation function according to our criteria. Then we uncover and study the early exercise boundary foran American put option upon changing initial volatility and other parameters of the Heston model.