O objetivo deste trabalho de dissertação foi estudar a importância da implementação do Cálculo Diferencial e Integral no ensino médio. Também houve o interesse em analisar a importância no método utilizado para essa implementação. Especificamente, nos preocupamos em tentar beneficiar os alunos do ensino médio de uma maneira geral, ou seja, os alunos que pretendem continuar seus estudos em nível superior em áreas exatas ou não. Motivados por isto, foi feito um estudo de caso em que se ministrou essa disciplina para dois grupos de alunos do ensino médio (grupos 1 e 2). Para um grupo (grupo 1) a disciplina foi apresentada de maneira mais intuitiva, com muitos exemplos (algébricos ou ligados ao nosso cotidiano) e não muito formal e para o outro grupo (grupo 2) a disciplina foi apresentada de forma mais tradicional e próxima ao abordado no ensino superior. Ao final do nosso estudo verificamos que os dois grupos foram beneficiados, pois tiveram a oportunidade de enriquecer seus conhecimentos através do estudo de uma disciplina muito importante nas áreas de ciências exatas e aplicadas. No entanto, como esperávamos, conseguimos atingir nosso objetivo de maneira mais satisfatória com o grupo 1, pois percebemos que este grupo sempre mostrou mais interesse e, consequentemente, mais facilidade em aprender e aplicar o conhecimento adquirido. Dessa forma concluímos que é possível inserir o Cálculo Diferencial e Integral no ensino médio e que métodos similares ao que utilizamos com o grupo 1 poderão contribuir para qualidade do ensino da matemática no ensino médio, já que oferecem para os alunos um conhecimento mais rico e abrangente da matemática. / The objective of this dissertation was to study the importance of implementing the Differential and Integral Calculus in high school. There has also been interest in analyzing the importance of the method used for its implementation. Specifically, we are concerned in trying to benefit high school students in general, that is, students who intend to continue their studies at a higher level in exact areas or not. Motivated by this, a case study in which they gave this discipline for two high school students groups was made (groups 1 and 2). For a group (group 1) the subject was presented in a more intuitive way, with many examples (algebraic or connected to our everyday) and not too formal and the other group (group 2) the discipline was presented in a more traditional and closely addressed to higher education. At the end of our study we found that both groups benefited, as had the opportunity to enrich their knowledge through the study of a very important discipline in the exact sciences and applied sciences. However, as we expected, we achieved our goal of more satisfactorily with the group 1 because we realize that this group has always shown more interest and, therefore, easier to learn and apply the knowledge gained. Thus we concluded that you can enter the Differential and Integral Calculus in high school and that similar methods to that used with the group 1 may contribute to quality of mathematics teaching in high school, as they provide for students a richer knowledge and embracing of mathematics.

De nombreuses études de biométrologie sont menées à l’INRS, pour évaluer l’exposition professionnelle à des substances chimiques, en France, et pour compléter les connaissances en proposant des valeurs de références destinées à protéger des salariés exposés à ces substances. Ces études consistent à mesurer simultanément l’imprégnation biologique et l’exposition atmosphérique à une substance, chez des salariés exposés à celle-ci. La relation entre ces mesures biologiques et atmosphériques est ensuite estimée à travers un modèle de régression linéaire. Lorsque que cette relation existe et que la voie d’absorption du toxique est essentiellement inhalatoire, il est ensuite possible de dériver une Valeur Limite Biologique (VLB) à partir de la Valeur Limite d’Exposition Professionnelle (VLEP-8h) du toxique. Deux aspects de ces données ont été identifiés, qui ne sont pas ou seulement partiellement prises en compte dans les modélisations statistiques courantes : la censure due aux limites de détection (LD)/quantification (LQ) des mesures biologiques et atmosphériques et la variabilité inter-individuelle. Ignorer ces deux particularités lors de la modélisation mène à une perte de puissance statistique et à de potentielles conclusions biaisées. Les travaux menés dans le cadre de cette thèse ont permis d’adapter le modèle de régression à ces deux caractéristiques, dans un cadre bayésien. L’approche proposée repose sur la modélisation des mesures atmosphériques à l’aide de modèles à effets aléatoires prenant en compte les valeurs inférieures à la LD/LQ, et sur la modélisation simultanée des mesures biologiques, supposée être linéairement dépendantes sur une échelle logarithmique, de l'exposition atmosphérique, tout en tenant compte de la variabilité inter-individuelle. Ce travail a donné lieu à une publication scientifique dans une revue à comité de lecture. L’application de cette méthodologie a été réalisée sur des jeux d’exposition professionnelle au béryllium et au chrome, après avoir été cependant adaptée aux caractéristiques toxicocinétiques de ces deux substances. Il a ainsi été possible de proposer une VLB pour le béryllium (0,06 µg/g créatinine). L’exploitation de mesures de chrome dans deux secteurs d’activités différents (exposition professionnelle aux peintures de chromates, et exposition professionnelle dans le secteur du chromage électrolytique) a permis de mettre en évidence que le chrome urinaire dépend essentiellement de l’exposition au chrome VI, le chrome non VI ayant moins d’impact. Nous n’avons pas pu montrer de relation entre la solubilité du CrVI et le chrome urinaire. Une VLB de 0,41 µg/g créatinine, de l’ordre de la Valeur Biologique de Référence (VBR) proposée par l’ANSES (0,54 µg/g créatinine), a été estimée pour l’exposition professionnelle aux peintures de chromates, et une VLB de 1,85 µg/g créatinine a été estimée pour l’exposition professionnelle dans le secteur du chromage électrolytique, qui est en cohérence avec la VLB proposée par l’ANSES dans ce secteur, à savoir 1,8 µg/g créatinine / Many biomonitoring studies are conducted at INRS, in order to assess occupational exposure to chemicals in France, and to propose reference values to protect workers exposed to these substances. These studies consist in measuring simultaneously biological and airborne exposure of workers exposed to a toxic substance. The relationship between these biological and airborne measurements is then estimated through a linear regression model. When this relationship exists and the route of absorption of the toxic is essentially inhalatory, it is possible to derive a Biological Limit Value (BLV) from the Occupational Exposure Limit Value (OEL) of the toxic substance. However, two characteristics of these data have been identified, which are not or only partially taken into account in the current statistical modelling: the left-censoring due to limits of detection (LoD)/quantification (LoQ) of biological and airborne measurements, and the between-individual variability. Ignoring both of these features in modelling leads to a loss of statistical power and potentially biased conclusions. The work carried out in this thesis allowed us to adapt the regression model to these two characteristics, in a Bayesian framework. The proposed approach is based on the modelling of airborne measurements using random effects models adapted for values below the LoD / LoQ, and on the simultaneous modelling of biological measurements, assumed to depend linearly on a logarithmic scale, on the airborne exposure, while taking into account between-subject variability. This work resulted in a scientific publication in a peer-reviewed journal. This methodology has been applied on beryllium and chromium occupational exposure datasets, after adaptation to the toxicokinetic characteristics of these two substances. It has thus been possible to propose a BLV for beryllium (0.06 μg / g creatinine). The analysis of chromium measurements in two different sectors of activity (occupational exposure to chromate paints, and occupational exposure in the electroplating sector) made it possible to show that urinary chromium depends mainly on airborne exposure to VI chromium, non-VI chromium having less impact. We were not able to show a relationship between the solubility of airborne VI chromium and urinary chromium. A BLV of 0.41 μg / g creatinine, close to the Biological Guidance Value (BGV) proposed by ANSES (0.54 μg / g creatinine), was estimated for occupational exposure to chromate paints, and a BLV of 1.85 μg/g creatinine was obtained for occupational exposure in the electrolytic chromium plating sector, which is consistent with the ANSES proposed BLV in this sector, i-e 1.8 μg / g creatinine

Im ersten Teil der Dissertation wird ein diskretes stochastisches zustandsabhängiges Modell eines zweiseitigen Limit Orderbuchs als bestehend aus den Zustandsgrößen bester Bidpreis (Geldkurs), bester Askpreis (Briefkurs) und vorhandener Kauf- bzw. Verkaufsdichte definiert. Für eine einfache Skalierung mit zwei Zeitskalen wird ein Grenzwertsatz bewiesen. Die Veränderungen der besten Bid- und Askpreise werden im Sinne des Gesetzes der großen Zahlen skaliert und dies entspricht der langsameren Zeitskala. Das Platzieren bzw. Stornieren der Limitorder findet auf der schnelleren Zeitskala statt. Der Grenzwertsatz besagt, dass die fundamentalen Zustandsgrößen, gegeben Regularitätsbedingungen der einkommenden Order, fast sicher zu einem stetigen Limesmodell konvergieren. Im Limesmodell sind der beste Bidpreis und der beste Askpreis die eindeutigen Lösungen von zwei gekoppelten gewöhnlichen DGLen. Die Kauf- und Verkaufsdichten sind jeweils als eindeutige Lösungen von linearen hyperbolischen PDGLen, die anhand der Erwartungswerte der einkommenden Orderparameter festgelegt sind, gegeben. Die Lösungen sind in geschlossener Form erhältlich. Im zweiten Teil wird ein funktionaler zentraler Grenzwertsatz d.h. ein Invarianzprinzip für ein vereinfachtes Modell eines Limitorderbuches bewiesen. Unter einer natürlichen Skalierung konvergiert der zweidimensionale Preisprozess (Bid- und Askpreis) in Verteilung zu einer Semimartingal reflektierten Brownschen Bewegung in der zugelassenen Preismenge. Gleichzeitig konvergieren die Kauf- und Verkaufsdichten im schwachen Sinn zum Betrag einer zweiparametrischen Brownschen Bewegung. Es wird weiterhin anhand eines Beispiels gezeigt, wie man für das Modell im ersten Teil eine stochastiche PDGL, unter einer starken Stationaritätsannahme für die Orderplatzierungen und -stornierungen, herleiten kann. Im dritten Teil wird ein Mittelungs- bzw. ein Invarianzprinzip für diskrete Banach- bzw. Hilbertraumwertige stochastische Prozesse bewiesen. / In the first part of the thesis, we define a random state-dependent discrete model of a two-sided limit order book in terms of its key quantities best bid [ask] price and the standing buy [sell] volume density. For a simple scaling that introduces a slow time scaling, that is equivalent to the classical law of large numbers, for the bid/ask prices and a faster time scale for the limit volume placements/cancelations, that keeps the expected volume rate over the considered price interval invariant, we prove a limit theorem. The limit theorem states that, given regularity conditions on the random order flow, the key quantities converge in the sense of a strong law of large numbers to a tractable continuous limiting model. The limiting model is such that the best bid and ask price dynamics can be described in terms of two coupled ODE:s, while the dynamics of the relative buy and sell volume density functions are given as the unique solutions of two linear first-order hyperbolic PDE:s with variable coefficients, specified by the expectation of the order flow parameters. In the second part, we prove a functional central limit theorem i.e. an invariance principle for an order book model with block shaped volume densities close to the spread. The weak limit of the two-dimensional price process (best bid and ask price) is given by a semi-martingale reflecting Brownian motion in the set of admissible prices. Simultaneously, the relative buy and sell volume densities close to the spread converge weakly to the modulus of a two-parameter Brownian motion. We also demonstrate an example how to easily derive an SPDE for the relative volume densities in a simple case, when a strong stationarity assumption is made on the limit order placements and cancelations for the model suggested in the first part. In the third and final part of the thesis, we prove an averaging and an invariance principle for discrete processes taking values in Banach and Hilbert spaces, respectively.

Most financial markets operate as double auction markets in which buyers and sellers submit limit and market orders. In this case the traders have to decide firstly whether they want to submit a buy or sell order and then secondly what the limit price of this order is. In this thesis I develop further a theoretical model based on Chatterjee and Samuelson (1983) in which two traders trade with each other in a double auction market. Assuming that both traders assign a private value to the asset they are trading, which is known only to them but not their trading partner, I determine whether the traders should submit a buy or sell order and what the optimal limit price should be. I develop a single-period model in which traders only trade once and thus cannot learn each other’s private values from trading as well as a multi-period model that allows to infer to some degree the other trader’s private value from their order submission behavior. Using this theoretical model as a benchmark, I then conducted experiments with students to evaluate whether the actual behavior of students fits the theory developed. Although we find that in general the behavior of traders is consistent with the proposed theory, there are some significant differences. Most notably traders seem to underreact to differences in their own private value, i.e. do not adjust their limit price to the extend suggested by theory. I evaluate these outcomes in light of results established results in behavioral finance.

Thesis (B.S.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1981. / MICROFICHE COPY AVAILABLE IN ARCHIVES AND ENGINEERING. / Accompanying cassette titled: Radar field test. / Bibliography: leaf 18. / by Allen Yee. / B.S.

Thesis. 1975. Ph.D.--Massachusetts Institute of Technology. Dept. of Mathematics. / Vita. / Bibliography: leaves 111-114. / by Marjorie G. Hahn. / Ph.D.

Submitted by Ana Livia Rodero null (analivia.alr@gmail.com) on 2017-03-07T13:02:29Z No. of bitstreams: 1 Dissertação - Ana Livia Rodero.pdf: 1161759 bytes, checksum: 274c1765e8f585d91f579d2bde566cb8 (MD5) / Approved for entry into archive by LUIZA DE MENEZES ROMANETTO (luizamenezes@reitoria.unesp.br) on 2017-03-10T17:49:18Z (GMT) No. of bitstreams: 1 rodero_al_me_sjrp.pdf: 1161759 bytes, checksum: 274c1765e8f585d91f579d2bde566cb8 (MD5) / Made available in DSpace on 2017-03-10T17:49:18Z (GMT). No. of bitstreams: 1 rodero_al_me_sjrp.pdf: 1161759 bytes, checksum: 274c1765e8f585d91f579d2bde566cb8 (MD5) Previous issue date: 2017-02-23 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / Estudamos dois critérios sobre a não existência ou existência e unicidade de ciclos limites para campos vetoriais planares. Aplicamos esses critérios em algumas famílias de campos vetoriais quadráticos e cúbicos, além de estudarmos uma fórmula explícita para o número de ciclos limites que bifurcam do centro linear x’=-y, y’=x, quando o perturbamos com um campo vetorial polinomial arbitrário de grau n tendo a origem como um ponto singular. Usando o segundo critério, exibimos a configuração dos ciclos limites que bifurcam deste centro. Por fim, apresentamos uma segunda aplicação do segundo critério, onde mostramos que toda configuração finita de curvas fechadas simples do plano é topologicamente realizável como um conjunto de ciclos limites de um campo vetorial polinomial planar. / We study two criteria about the nonexistence or existence and uniquiness of limit cycles of planar vector fields. We apply these criteria to some families of quadratic and cubic polynomial vector fields. In addition to studying an explicit formula for the number of limit cycles wich bifurcate out of the linear centre x’=-y, y’=x, when we perturb it by an arbitrary polynomial vector field of degree n having the origin as a singular point. By the second criterion, we present the shape of the bifurcated limit cycles of this center. Finally, we present a second application of the second criterion, where we show that every finite configuration of disjoint simple closed curves of the plane is topologically realizable as the set of limit cycles of a planar polynomial vector field.

Esta pesquisa destina-se à interpretação de memória e história à luz do movimento dos corpos; desse movimento que se estende à intercorporeidade constituem-se os registros ou o que chamamos de marcas corporais, que são as impressões que o corpo retém através de suas relações com os outros corpos. Nossa perspectiva de leitura pretende afastar a base temporal da memória e história para fundamentá-la sob o universo corpóreo. Esse estudo nos permitirá a retomada de dois termos que, a nosso ver, são primordiais para os desdobramentos e afirmação da tese: os vestigia corporis que são justamente as marcas corporais de que estamos falando. Em verdade, os vestigia são, mais uma vez, uma preciosa fonte de investigação e reflexão. Em nossa pesquisa de mestrado eles serviram para pensarmos a superstição; um corpo marcado pelo preconceito e devaneios da imaginação; um corpo marcado pela servidão. Propomos agora que essas mesmas impressões corporais sejam voltadas para pensarmos a Memória, seus usos, coletivo e político, e a História. Essas impressões, portanto, serão nosso principal material. O nosso percurso inicial será apresentar o corpo e os meandros de suas relações, para isso, o recurso à física espinosana, ela nos assegurará que a teoria das marcas fundamente a memória, pois esses registros fixados aos corpos estão submetidos às suas próprias leis. Em função destas marcas é que podemos rememorar, acessar o passado. O recurso às marcas também permitirá que retiremos do tempo o estatuto de guardião absoluto do passado e, portanto, da história. Com isso, poderemos afirmar que a Memória espinosana é também a História, ou seja, são uma e mesma coisa, sobretudo porque se constituem por uma FÍSICA dos corpos. / This research is intended for the interpretation of memory and history in light of the movement of bodies; of this movement of bodies are the registers or what we call body marks, which are the impressions that the body retains through its relations with other body (s). This perspective of reading removes the temporal basis of memory and history, taking them to the bases of the corporeal universe. For this study, we return to two terms that, in our view, are the key to most of our developments throughout the text, as well as within Spinoza\'s philosophy: vestigia corporis. Indeed, these terms are once again a precious source of inquiry and reflection. In our master\'s research the vestigia corporis, which are these marks or bodily impressions, which we have mentioned above, have served to think superstition; a marked body, immersed in prejudices and enveloped by the misunderstandings of the imagination, therefore an easy target to be carried away by the webs of this achievement of the human mind which is superstition. We now propose that these same bodily impressions be turned to thinking of Memory, its uses, collective and political, and History. Our initial course will be to present the body and the intricacies of its relations, for this, the use of the Spinozas physics, it assures us that the theory of marks bases the memory, because they are records fixed to the bodies and submitted their laws; in function of these records is that we can recall, access the past. We need \'material\' so that the memory recognizes itself as such; and where else could this material of recognition and recollection of data be, if not in the human body? In so doing, we will withdraw from time the status of absolute guardian of the past and hence of history. With this, we will affirm that the Spinozas Memory is also History. We can say them, Memory and History in Spinoza are one and the same, above all, because they are constituted by a PHYSICS of bodies.

Doctor of Philosophy / This dissertation presents the results of three empirical studies on price formation and liquidity in financial futures markets. The research entails three related areas: the effect of taxes on the prices of Australian stock index futures; the efficiency of the information transmission mechanism between the cash and futures markets; and the price and liquidity impact of large trades in interest rate and equity index futures markets. An overview of previous research identifies some important gaps in the existing literature that this dissertation aims to resolve for the benefit of arbitrageurs, investment managers, brokers and regulators.

This thesis provides a contribution towards a general procedure for solving robustly and efficiently limit and shakedown analyses of engineering structures within the static approach which has been chosen for its simplicity of implementation. Throughout the thesis, attempts at improving the robustness and efficiency of the computations are presented. Beginning with efforts to prevent volumetric locking, which is a severe shortcoming of traditional low order h-type displacement elements, the investigation proposes the use of the high order p-version of the finite element method. It is shown theoretically and confirmed numerically that this p-method is not only robust in preventing locking, but also provides very accurate results. However, the use of uniformly distributed high order p-elements may be computationally demanding when the size of the problem becomes large. This difficulty is tackled by two main approaches: use of a p-adaptive procedure at the elastic computation stage and use of approximate piecewise linear yield functions. The p-adaptive scheme produces a non-uniform p-distribution and helps to greatly reduce the number of degrees of freedom needed while still guaranteeing the required level of accuracy. The overall gain is that the sizes of the models are reduced significantly and hence also the computational effort. The adoption of piecewise linear yield surfaces helps to further increase the efficiency at the expense of possibly slightly less accurate, but still very acceptable, results. State-of-the-art linear programming solvers based on the very efficient interior point methodology are used. Significant gains in efficiency are achieved. A heuristic, semi-adaptive scheme to piecewise linearize the yield surfaces is then developed to further reduce the size of the underlying optimization problems. The results show additional gains in efficiency. Finally, major conclusions are summarized, and various aspects suitable for further research are highlighted.