La présente thèse est une partie du projet national français dénommé MACAO (Modélisation Avancée de Composants Aéronautiques et Outils associés). En collaboration avec Messier-Dowty (constructeur d'atterrisseurs d'avion), cette thèse contribue à une meilleure compréhension du comportement du pneu sur piste dans le domaine de l'aéronautique. L'objectif est de mettre en place des modèles capables de représenter le torseur des efforts au niveau de l'interface pneu-piste lors des différentes manœuvres de l'avion au sol en régime établi. Une priorité est accordée aux modèles dont les paramètres sont physiquement interprétables. De ce fait, un état de l'art des modèles de pneu en régime établi est d'abord réalisé. Un classement de ces modèles selon leurs motivations et limitations est aussi proposé. A l'aide de cette classification et en prenant en compte les exigences de l'étude, un choix a priori de modèles a été analysé. Les limites de ces modèles sont soulignées et une amélioration est proposée. Par ailleurs, une étude exhaustive de la déformation du pneu en situation de virage a été menée. Elle a permis de décrire la génération de la composante longitudinale de la force totale au niveau de l'interface pneu-piste. Elle est dite force longitudinale induite. Puis, en prenant en compte cette force, il a été possible d'expliquer pourquoi le moment d'auto-alignement peut repasser par zéro sans que le pneu ne soit en glissement total. Enfin, l'analyse de sensibilité est proposée comme une méthode permettant de déterminer les paramètres les plus influents de chaque modèle. Ces paramètres doivent alors être déterminés avec précision afin de réduire l'incertitude sur le modèle. / This thesis is a part of the French national project called MACAO (Modélisation Avancée de Composants Aéronautiques et Outils associés). In collaboration with Messier-Dowty company (a landing gears manufacturer), the thesis has contributed to better understand the actual literature studies in the field of aircraft tyre-road interaction modelling and therefore, to help making an optimal choice of model for a specifie application. The objectives have been to propose models for representing the tyre behaviour on the ground with respect to the aircraft run types. Physical oriented models are preferred. To complete this study, a literature survey of the previous researches in tyre modelling for steady­state responses is first carried out. Then, based on the main factors playing an important role in tyre modelling, it is proposed a classification for the physical and the semi-empirical models, which are also investigated. Based on this classification, the study requirements and the measurement data constraints, an a priori choice of suitable models are studied. A further investigation of the tyre deformation at pure lateral slip is carried out. It has allowed to physically describe the mechanism of generation of the longitudinal component of the tyre force at pure lateral slip. This force is refened as induced longitudinal force. By taking this force into consideration, it has been possible to explain why the self-aligning moment can drop to zero before the tyre gets to full sliding at pure lateral slip. Besides, the sensitivity analysis is proposed as a means for determining the parameters that have most influence on the model output and thus, are responsible for the output uncertainty.

Wir betrachten einen Investor, der eine Option verkauft hat und den maximal erwarteten gewichteten Verlust minimieren möchte. Dabei wird das Maximum über eine Familie von Modellen, das heißt sogenannten objektiven Wahrscheinlichkeitsmaßen, gebildet. Die Minimierung erfolgt über alle zulässigen Absicherungsstrategien, welche einer vorgegebenen Kapitaleinschränkung genügen. Der Verlust wird vermöge einer strikt konvexen Verlustfunktion gewichtet. Die minimierende Strategie nennen wir robust-effizient. Das Problem, eine robust-effiziente Strategie zu bestimmen, ist eng mit dem statistischen Problem des Testens einer zusammengesetzten Hypothese gegen eine zusammengesetzte Alternative verbunden: Hat man eine Lösung für das statistische Problem, das heißt einen maximin-optimalen Test, so kann man eine modifizierte Option definieren, so daß die Superhedging-Strategie für die modifizierte Option robust-effizient ist, vgl. Theorem. Umgekehrt kann man einen maximin-optimalen Test vom Wert der robust-effizienten Strategie zum Auszahlungszeitpunkt ableiten. Das mathematische Kernstück dieser Arbeit ist die allgemeine Lösung des statistischen Testproblems mit Methoden der konvexen Dualität und Spieltheorie. Von dem bekannten klassischen Testproblem unterscheidet sich das in dieser Arbeit betrachtete Problem insofern als die Macht eines Tests anstelle durch die Identität durch eine strikt konkave zustandsabhängige Nutzenfunktion definiert ist. Zudem ist unsere einzige wesentliche Annahme, daß die Hypothese sowie die Alternative dominiert sind, das heißt die Hypothese und die Alternative sind weder stetig parametrisierbar noch notwendigerweise von der Form der Umgebungen wie sie typischerweise in der robusten Statistik verwendet werden vorausgesetzt. Die Lösung des Testproblems in dieser Arbeit erfolgt vermöge des zentralen Begriffs eines ungünstigsten Paares aus Hypothese und Alternative: Der maximin-optimale Test ist unter allen einfachen Tests für das ungünstigste Paar zu finden. Dies ist das zentrale Resultat des Kapitels über maximin-optimale Tests. Falls das ungünstigste Modell äquivalent zu der Familie aller Modelle ist, so ist der einfache Test für das ungünstigste Paar eindeutig und bereits maximin-optimal. Falls das ungünstigste Modell nicht äquivalent zur Familie ist, so approximieren wir den maximin-optimalen Test durch eine Folge von einfachen Tests, die durch eingebettete Teilprobleme definiert werden können. Die Anwendung unserer Resultate über maximin-optimale Tests auf den Spezialfall des zur robust-effizienten Absicherung assoziierten Testproblems erlaubt uns, die optimale modifizierte Option vermöge eines ungünstigsten Paares von Modell und Preisregel zu beschreiben. Ein ungünstigstes Modell maximiert das minimale Verlustrisiko über alle Modelle. Wir setzen Erreichbarkeit der modifizierten Option mit Äquivalenz der ungünstigsten Preisregel zum ungünstigsten Modell miteinander in Verbindung. Dies zeigt, daß die ungünstigste Preisregel im allgemeinen nicht Äquivalent zum Referenzmodell ist - ein Sachverhalt, den wir in den Anwendungen wieder aufgreifen. Im zweiten Teil dieser Arbeit konstruieren wir die robust-effiziente Strategie in verschiedenen Anwendungen. Um die allgemeinen Resultate des vorhergehenden Teils nutzen zu können, müssen wir die effiziente Strategie für jedes fixierte Modell sowie ein ungünstigstes Modell bestimmen. Nötigenfalls vergrößern wir dafür zunächst die Familie der Modelle in geeigneter Weise, um die Existenz eines ungünstigsten Modells zu garantieren. Wir wenden das Prinzip der dynamischen Programmierung in einer Weise an, die an das jeweils zugrundeliegende Modell angepasst ist und bestimmen so die effiziente Strategie. / We consider an investor who has sold a contingent claim and intends to minimize the maximal expected weighted shortfall. Here, the maximum is taken over a family of models and the minimum is taken over all admissible hedging strategies that satisfy a given cost constraint. We call the associated minimizing strategy robust-efficient. The problem to determine a robust-efficient strategy is closely related to the statistical problem of testing a composite hypothesis against a composite alternative. The hypothesis is given by the family of pricing rules and the alternative coincides with the family of models. The mathematical centerpiece of this thesis is the solution of the statistical testing problem on a general level by means of convex duality and game-theoretical methods. The problem differs from the classical testing problem in that the power of a test is defined in terms of a strictly concave state dependent utility function rather than the identity mapping. Furthermore, our only essential assumption is that the alternative and the hypothesis are dominated, i.e., the alternative and the hypothesis need neither be parameterized nor of the form of the neighborhoods typically considered in robust statistics. Similar to the classical notion of least-favorable pairs of prior-distributions on the hypothesis respectively alternative, we introduce the pivotal notion of a least-favorable pair of elements of the hypothesis respectively alternative. The main result of our analysis on maximin-optimal tests is that the maximin-optimal test can be found among the simple-optimal test for a least-favorable pair. If the least-favorable pair is equivalent to the dominating measure, the simple optimal test is the unique maximin-optimal test. If the latter condition is not fulfilled, we approximate the maximin-optimal test by a sequence of explicitly constructed simple optimal tests. These results clarify the general structure of the robust-efficient hedging strategy. We also show that a least-favorable pair can be decomposed into a worst-case model and a worst-case pricing rule for this model. The worst-case model has a very direct economic interpretation, whereas the worst-case pricing rule is a more mathematical auxiliary tool. If the worst-case model dominates all models, the efficient strategy associated to the fixed worst-case model is robust-efficient. For fixed model, the worst-case pricing rule yields the optimal modified claim and allows us to make some statements about its attainability. In the second part of this thesis, we explicitly construct the robust-efficient strategy in a series of applications. For this, the task remains to determine the efficient strategy for each fixed model and a worst-case model. First, we enlarge the family of models in order to establish existence of a worst-case model. Then we derive the dynamics of the price process, the efficient strategy and the associated risk under each (fixed) model. If the model is incomplete, we adapt the dynamic programming principle to the specific dynamics of the model to compute or approximate the efficient strategy.

With the election of President Trump, climate deniers feel emboldened and moved from the fringes to the centre of global policy making. We study how an agnostic approach to policy, based on Pascal's wager and allowing for subjective prior probability beliefs about whether climate deniers are right, prices carbon. Using the DICE integrated assessment model, we find that assigning a 10% chance of climate deniers being correct lowers the global price on carbon in 2020 only marginally: from $21 to $19 per ton of carbon dioxide if policymakers apply "Nordhaus discounting" and from $91 to $84 per ton of carbon dioxide if they apply "Stern discounting". Agnostics' reflection of remaining scientific uncertainty leaves climate policy essentially unchanged. The robustness of an ambitious climate policy also follows from using the max-min or the min-max regret principle. Letting the coefficient of relative ambiguity aversion vary from zero, corresponding to expected utility analysis, to infinity, corresponding to the max-min principle, we show how policy makers deal with fundamental climate model uncertainty if they are prepared to assign prior probabilities to different views of the world being correct. Allowing for an ethical discount rate and a higher market discount rate and for a wide range of sensitivity exercises including damage uncertainty, we show that pricing carbon is the robust response under rising climate scepticism. / Series: Ecological Economic Papers

Soils contain a large amount of carbon (C) that is a critical regulator of the global C budget. Already small changes in the processes governing soil C cycling have the potential to release considerable amounts of CO2, a greenhouse gas (GHG), adding additional radiative forcing to the atmosphere and hence to changing climate. Increased temperatures will probably create a feedback, causing soils to release more GHGs. Furthermore changes in soil C balance impact soil fertility and soil quality, potentially degrading soils and reducing soils function as important resource. Consequently the assessment of soil C dynamics under present, recent past and future environmental conditions is not only of scientific interest and requires an integrated consideration of main factors and processes governing soil C dynamics. To perform this assessment an eco-hydrological modelling tool was used and extended by a process-based description of coupled soil carbon and nitrogen turnover. The extended model aims at delivering sound information on soil C storage changes beside changes in water quality, quantity and vegetation growth under global change impacts in meso- to macro-scale river basins, exemplary demonstrated for a Central European river basin (the Elbe). As a result this study: ▪ Provides information on joint effects of land-use (land cover and land management) and climate changes on croplands soil C balance in the Elbe river basin (Central Europe) presently and in the future. ▪ Evaluates which processes, and at what level of process detail, have to be considered to perform an integrated simulation of soil C dynamics at the meso- to macro-scale and demonstrates the model’s capability to simulate these processes compared to observations. ▪ Proposes a process description relating soil C pools and turnover properties to readily measurable quantities. This reduces the number of model parameters, enhances the comparability of model results to observations, and delivers same performance simulating long-term soil C dynamics as other models. ▪ Presents an extensive assessment of the parameter and input data uncertainty and their importance both temporally and spatially on modelling soil C dynamics. For the basin scale assessments it is estimated that croplands in the Elbe basin currently act as a net source of carbon (net annual C flux of 11 g C m-2 yr-1, 1.57 106 tons CO2 yr-1 entire croplands on average). Although this highly depends on the amount of harvest by-products remaining on the field. Future anticipated climate change and observed climate change in the basin already accelerates soil C loss and increases source strengths (additional 3.2 g C m-2 yr-1, 0.48 106 tons CO2 yr-1 entire croplands). But anticipated changes of agro-economic conditions, translating to altered crop share distributions, display stronger effects on soil C storage than climate change. Depending on future use of land expected to fall out of agricultural use in the future (~ 30 % of croplands area as “surplus” land), the basin either considerably looses soil C and the net annual C flux to the atmosphere increases (surplus used as black fallow) or the basin converts to a net sink of C (sequestering 0.44 106 tons CO2 yr-1 under extensified use as ley-arable) or reacts with decrease in source strength when using bioenergy crops. Bioenergy crops additionally offer a considerable potential for fossil fuel substitution (~37 PJ, 1015 J per year), whereas the basin wide use of harvest by-products for energy generation has to be seen critically although offering an annual energy potential of approximately 125 PJ. Harvest by-products play a central role in soil C reproduction and a percentage between 50 and 80 % should remain on the fields in order to maintain soil quality and fertility. The established modelling tool allows quantifying climate, land use and major land management impacts on soil C balance. New is that the SOM turnover description is embedded in an eco-hydrological river basin model, allowing an integrated consideration of water quantity, water quality, vegetation growth, agricultural productivity and soil carbon changes under different environmental conditions. The methodology and assessment presented here demonstrates the potential for integrated assessment of soil C dynamics alongside with other ecosystem services under global change impacts and provides information on the potentials of soils for climate change mitigation (soil C sequestration) and on their soil fertility status. / Böden speichern große Mengen Kohlenstoff (C) und beeinflussen wesentlich den globalen C Haushalt. Schon geringe Änderungen der Steuergrößen des Bodenkohlenstoffs können dazu führen, dass beträchtliche Mengen CO2, ein Treibhausgas, in die Atmosphäre gelangen und zur globalen Erwärmung und dem Klimawandel beitragen. Der globale Temperaturanstieg verursacht dabei höchstwahrscheinlich eine Rückwirkung auf den Bodenkohlenstoffhaushalt mit einem einhergehenden erhöhten CO2 Fluss der Böden in die Atmosphäre. Weiterhin wirken sich Änderungen im Bodenkohlenstoffhaushalt auf die Bodenfruchtbarkeit und Bodenqualität aus, wobei eine Minderung der Bodenkohlenstoffvorräte wichtige Funtionen des Bodens beeinträchtigt und folglich den Boden als wichtige Ressource nachhaltig beinflusst. Demzufolge ist die Quantifizierung der Bodenkohlenstoffdynamik unter heutigen und zukünftigen Bedingungen von hohem Interesse und erfordert eine integrierte Betrachtung der wesentlichen Faktoren und Prozesse. Zur Quantifizierung wurde ein ökohydrologisches Flusseinzugsgebietsmodell erweitert. Ziel des erweiterten Modells ist es fundierte Informationen zu Veränderungen des Bodenkohlenstoffhaushaltes, neben Veränderungen der Wasserqualität, der Wasserverfügbarkeit und des Vegetationswachstums unter Globalem Wandel in meso- bis makroskaligen Flusseinzugsgebieten bereitzustellen. Dies wird am Beispiel eines zentraleuropäischen Flusseinzugsgebietes (der Elbe) demonstriert. Zusammenfassend ergibt diese Arbeit: ▪ eine Quantifizierung der heutigen und zukünftigen Auswirkungen des Klimawandels sowie von Änderungen der Landnutzung (Bodenbedeckung und Bodenbearbeitung) auf den Bodenkohlenstoffhaushalt agrarisch genutzter Räume im Einzugsgebiet der Elbe. ▪ eine Beurteilung welche Prozesse, und zu welchem Prozessdetail, zur integrierten Simulation der Bodenkohlenstoffdynamik in der meso- bis makroskala zu berücksichtigen sind. Weiterhin wird die Eignung der Modellerweiterung zur Simulation dieser Prozesse unter der Zuhilfenahme von Messwerten dargelegt. ▪ darauf begründet wird eine Prozessbeschreibung vorgeschlagen die die Eigenschaften der Bodenkohlenstoffspeicher und deren Umsetzungsrate mit in der betrachteten Skala zur Verfügung stehenden Messdaten und Geoinformationen verbindet. Die vorgeschlagene Prozessbeschreibung kann als robust hinsichtlich der Parametrisierung angesehen werden, da sie mit vergleichsweise wenigen Modelparametern eine ähnliche Güte wie andere Bodenkohlenstoffmodelle ergibt. ▪ eine umfassende Betrachtung der Modell- und Eingangsdatenunsicherheiten von Modellergebnissen in ihrer räumlichen und zeitlichen Ausprägung. Das in dieser Arbeit vorgestellte Modellsystem erlaubt eine Quantifizierung der Auswirkungen des Klima- und Landnutzungswandels auf den Bodenkohlenstoffhaushalt. Neu dabei ist, dass neben Auswirkungen auf den Bodenkohlenstoffhaushalt auch Auswirkungen auf Wasserverfügbarkeit, Wasserqualität, Vegetationswachstum und landwirtschaftlicher Produktivität erfasst werden können. Die im Rahmen dieser Arbeit dargelegten Ergebnisse erlauben eine integrierte Betrachtung der Auswirkungen des Globalen Wandels auf wichtige Ökosystemfunktionen in meso- bis makro-skaligen Flusseinzugsgebieten. Weiterhin können hier gewonnene Informationen zur Potentialabschätzung der Böden zur Linderung des Klimawandels (durch C Festlegung) und zum Erhalt ihrer Fruchtbarkeit genutzt werden.

<p>At present, carbon sequestration in terrestrial ecosystems slows the growth rate of atmospheric CO₂ concentrations, and thereby reduces the impact of anthropogenic fossil fuel emissions on the climate system. Changes in climate and land use affect terrestrial biosphere structure and functioning at present, and will likely impact on the terrestrial carbon balance during the coming decades - potentially providing a positive feedback to the climate system due to soil carbon releases under a warmer climate. Quantifying changes, and the associated uncertainties, in regional terrestrial carbon budgets resulting from these effects is relevant for the scientific understanding of the Earth system and for long-term climate mitigation strategies.</p> <p>A model describing the relevant processes that govern the terrestrial carbon cycle is a necessary tool to project regional carbon budgets into the future. This study (1) provides an extensive evaluation of the parameter-based uncertainty in model results of a leading terrestrial biosphere model, the Lund-Potsdam-Jena Dynamic Global Vegetation Model (LPJ-DGVM), against a range of observations and under climate change, thereby complementing existing studies on other aspects of model uncertainty; (2) evaluates different hypotheses to explain the age-related decline in forest growth, both from theoretical and experimental evidence, and introduces the most promising hypothesis into the model; (3) demonstrates how forest statistics can be successfully integrated with process-based modelling to provide long-term constraints on regional-scale forest carbon budget estimates for a European forest case-study; and (4) elucidates the combined effects of land-use and climate changes on the present-day and future terrestrial carbon balance over Europe for four illustrative scenarios - implemented by four general circulation models - using a comprehensive description of different land-use types within the framework of LPJ-DGVM.</p> <p>This study presents a way to assess and reduce uncertainty in process-based terrestrial carbon estimates on a regional scale. The results of this study demonstrate that simulated present-day land-atmosphere carbon fluxes are relatively well constrained, despite considerable uncertainty in modelled net primary production. Process-based terrestrial modelling and forest statistics are successfully combined to improve model-based estimates of vegetation carbon stocks and their change over time. Application of the advanced model for 77 European provinces shows that model-based estimates of biomass development with stand age compare favourably with forest inventory-based estimates for different tree species. Driven by historic changes in climate, atmospheric CO₂ concentration, forest area and wood demand between 1948 and 2000, the model predicts European-scale, present-day age structure of forests, ratio of biomass removals to increment, and vegetation carbon sequestration rates that are consistent with inventory-based estimates. Alternative scenarios of climate and land-use change in the 21^st century suggest carbon sequestration in the European terrestrial biosphere during the coming decades will likely be on magnitudes relevant to climate mitigation strategies. However, the uptake rates are small in comparison to the European emissions from fossil fuel combustion, and will likely decline towards the end of the century. Uncertainty in climate change projections is a key driver for uncertainty in simulated land-atmosphere carbon fluxes and needs to be accounted for in mitigation studies of the terrestrial biosphere.</p> / <p>Kohlenstoffspeicherung in terrestrischen Ökosystemen reduziert derzeit die Wirkung anthropogener CO₂-Emissionen auf das Klimasystem, indem sie die Wachstumsrate der atmosphärischer CO₂-Konzentration verlangsamt. Die heutige terrestrische Kohlenstoffbilanz wird wesentlich von Klima- und Landnutzungsänderungen beeinflusst. Diese Einflussfaktoren werden sich auch in den kommenden Dekaden auf die terrestrische Biosphäre auswirken, und dabei möglicherweise zu einer positiven Rückkopplung zwischen Biosphäre und Klimasystem aufgrund von starken Bodenkohlenstoffverlusten in einem wärmeren Klima führen. Quantitative Abschätzungen der Wirkung dieser Einflussfaktoren - sowie der mit ihnen verbundenen Unsicherheit - auf die terrestrische Kohlenstoffbilanz sind daher sowohl für das Verständnis des Erdsystems, als auch für eine langfristig angelegte Klimaschutzpolitik relevant.</p> <p>Um regionale Kohlenstoffbilanzen in die Zukunft zu projizieren, sind Modelle erforderlich, die die wesentlichen Prozesse des terrestrischen Kohlenstoffkreislaufes beschreiben. Die vorliegende Arbeit (1) analysiert die parameterbasierte Unsicherheit in Modellergebnissen eines der führenden globalen terrestrischen Ökosystemmodelle (LPJ-DGVM) im Vergleich mit unterschiedlichen ökosystemaren Messgrößen, sowie unter Klimawandelprojektionen, und erweitert damit bereits vorliegende Studien zu anderen Aspekten der Modelunsicherheit; (2) diskutiert unter theoretischen und experimentellen Aspekten verschiedene Hypothesen über die altersbedingte Abnahme des Waldwachstums, und implementiert die vielversprechenste Hypothese in das Model; (3) zeigt für eine europäische Fallstudie, wie Waldbestandsstatistiken erfolgreich für eine verbesserte Abschätzung von regionalen Kohlenstoffbilanzen in Wäldern durch prozessbasierten Modelle angewandt werden können; (4) untersucht die Auswirkung möglicher zukünftiger Klima- und Landnutzungsänderungen auf die europäische Kohlenstoffbilanz anhand von vier verschiedenen illustrativen Szenarien, jeweils unter Berücksichtigung von Klimawandelprojektionen vier verschiedener Klimamodelle. Eine erweiterte Version von LPJ-DGVM findet hierfür Anwendung, die eine umfassende Beschreibung der Hauptlandnutzungstypen beinhaltet. </p> <p>Die vorliegende Arbeit stellt einen Ansatz vor, um Unsicherheiten in der prozessbasierten Abschätzung von terrestrischen Kohlenstoffbilanzen auf regionaler Skala zu untersuchen und zu reduzieren. Die Ergebnisse dieser Arbeit zeigen, dass der Nettokohlenstoffaustausch zwischen terrestrischer Biosphäre und Atmosphäre unter heutigen klimatischen Bedingungen relativ sicher abgeschätzt werden kann, obwohl erhebliche Unsicherheit über die modelbasierte terrestrische Nettoprimärproduktion existiert. Prozessbasierte Modellierung und Waldbestandsstatistiken wurden erfolgreich kombiniert, um verbesserte Abschätzungen von regionalen Kohlenstoffvorräten und ihrer Änderung mit der Zeit zu ermöglichen. Die Anwendung des angepassten Modells in 77 europäischen Regionen zeigt, dass modellbasierte Abschätzungen des Biomasseaufwuchses in Wäldern weitgehend mit inventarbasierten Abschätzungen für verschiede Baumarten übereinstimmen. Unter Berücksichtigung von historischen Änderungen in Klima, atmosphärischem CO₂-Gehalt, Waldfläche und Holzernte (1948-2000) reproduziert das Model auf europäischer Ebene die heutigen, auf Bestandsstatistiken beruhenden, Abschätzungen von Waldaltersstruktur, das Verhältnis von Zuwachs und Entnahme von Biomasse, sowie die Speicherungsraten im Kohlenstoffspeicher der Vegetation. Alternative Szenarien von zukünftigen Landnutzungs- und Klimaänderungen legen nahe, dass die Kohlenstoffaufnahme der europäischen terrestrischen Biosphäre von relevanter Größenordnung für Klimaschutzstrategien sind. Die Speicherungsraten sind jedoch klein im Vergleich zu den absoluten europäischen CO₂-Emissionen, und nehmen zudem sehr wahrscheinlich gegen Ende des 21. Jahrhunderts ab. Unsicherheiten in Klimaprojektionen sind eine Hauptursache für die Unsicherheiten in den modellbasierten Abschätzungen des zukünftigen Nettokohlenstoffaustausches und müssen daher in Klimaschutzanalysen der terrestrischen Biosphäre berücksichtigt werden.</p>

We study a scalable approach to information fusion for large sensor networks. The algorithm, field inversion by consensus and compressed sensing (FICCS), is a distributed method for detection, localization, and estimation of a propagating field generated by an unknown number of point sources. The approach combines results in the areas of distributed average consensus and compressed sensing to form low dimensional linear projections of all sensor readings throughout the network, allowing each node to reconstruct a global estimate of the field. Compressed sensing is applied to continuous source localization by quantizing the potential locations of sources, transforming the model of sensor observations to a finite discretized linear model. We study the effects of structured modeling errors induced by spatial quantization and the robustness of ℓ1 penalty methods for field inversion. We develop a perturbations method to analyze the effects of spatial quantization error in compressed sensing and provide a model-robust version of noise-aware basis pursuit with an upperbound on the sparse reconstruction error. Numerical simulations illustrate system design considerations by measuring the performance of decentralized field reconstruction, detection performance of point phenomena, comparing trade-offs of quantization parameters, and studying various sparse estimators. The method is extended to time-varying systems using a recursive sparse estimator that incorporates priors into ℓ1 penalized least squares. This thesis presents the advantages of inter-sensor measurement mixing as a means of efficiently spreading information throughout a network, while identifying sparse estimation as an enabling technology for scalable distributed field reconstruction systems.

Model based techniques for automated condition monitoring of HVAC systems have been under development for some years. Results from the application of these methods to systems installed in real buildings have highlighted robustness and sensitivity issues. The generation of false alarms has been identified as a principal factor affecting the potential usefulness of condition monitoring in HVAC applications. The robustness issue is a direct result of the uncertain measurements and the lack of experimental control that axe characteristic of HVAC systems. This thesis investigates the uncertainties associated with implementing a condition monitoring scheme based on simple first principles models in HVAC subsystems installed in real buildings. The uncertainties present in typical HVAC control system measurements are evaluated. A sensor validation methodology is developed and applied to a cooling coil subsystem installed in a real building. The uncertainty in steady-state analysis based on transient data is investigated. The uncertainties in the simplifications and assumptions associated with the derivation of simple first principles based models of heat-exchangers are established. A subsystem model is developed and calibrated to the test system. The relationship between the uncertainties in the calibration data and the parameter estimates are investigated. The uncertainties from all sources are evaluated and used to generate a robust indication of the subsystem condition. The sensitivity and robustness of the scheme is analysed based on faults implemented in the test system during summer, winter and spring conditions.

This paper considers the problem of model uncertainty associated with variable selection and specification of the spatial weight matrix in spatial growth regression models in general and growth regression models based on the matrix exponential spatial specification in particular. A natural solution, supported by formal probabilistic reasoning, is the use of Bayesian model averaging which assigns probabilities on the model space and deals with model uncertainty by mixing over models, using the posterior model probabilities as weights. This paper proposes to adopt Bayesian information criterion model weights since they have computational advantages over fully Bayesian model weights. The approach is illustrated for both identifying model covariates and unveiling spatial structures present in pan-European growth data. (authors' abstract) / Series: Department of Economics Working Paper Series

Incertezas de modelo invadem todos os estágios de uma análise de confiabilidade estrutural, desde a determinação das ações e do próprio sistema estrutural, até o processo pelo qual o efeito destas ações é avaliado. Neste trabalho, o enfoque é dado nesse último tópico, mais especificamente na avaliação das incertezas de modelo mecânico em torres metálicas treliçadas de linhas de transmissão (LT), o qual tem permanecido ignorado nas estimativas de confiabilidade até então, em parte devido a sua natureza elusiva. Logo, o problema consiste em avaliar as incertezas na predição da resposta estrutural, uma vez que todos os parâmetros que definem as ações externas e o próprio sistema são claramente definidos. A principal motivação deste trabalho partiu de um estudo conduzido pela CIGRÉ sobre torres metálicas treliçadas de LT submetidas a cargas estáticas, o qual sugere que as incertezas de modelo neste tipo de estrutura são relevantes e não podem ser desprezadas, podendo influenciar significativamente na estimativa da confiabilidade. Neste trabalho, são avaliados diferentes modelos mecânicos de torres de LT sujeitos a ações estáticas, além de modelos de torres e trechos de LT submetidos à ação dinâmica de ruptura de cabo, adotada por ser um carregamento dinâmico “bem definido”. Na análise estática, são estudados desde modelos simplificados de torres autoportantes, adotados na prática usual de projeto, até modelos mais aprimorados. A dispersão nos resultados numéricos entre os modelos é usada para quantificar as incertezas relacionadas ao modelo mecânico, e os resultados disponíveis de ensaios estáticos em protótipos são utilizados para encontrar os modelos cuja resposta mais se aproxima dos valores experimentais. A resposta dinâmica de torres metálicas treliçadas de LT submetidas à ruptura de cabo, é comparada entre vários modelos, com diferentes graus de sofisticação e detalhe. São estudados desde o modelo usual de análise e projeto de torres para este tipo de carregamento, passando por modelos relativamente simples, com uma única torre sujeita a uma carga variável no tempo, simulando o efeito da ruptura de um cabo, até modelos mais complexos de trechos de LT, os quais incluem várias torres, cabos e cadeias de isoladores. Diversas fontes de incerteza são avaliadas, considerando a influência de fatores relevantes tais como: a discretização dos elementos de cabo, as condições de contorno dos elementos de cabo das extremidades, as leis constitutivas dos elementos de barra e de cabo e o amortecimento estrutural. Por fim, são discutidas e apresentadas possíveis maneiras de considerar explicitamente a incerteza de modelo na estimativa da confiabilidade e em códigos de projeto de estruturas de linhas de transmissão. / Model uncertainties pervade all stages of a structural reliability analysis, from the description of loads and the system itself, to the process by which the effect of loads on the system is evaluated. In this study, attention is focused on the last issue, specifically in the evaluation of model uncertainties on transmission lines (TL) latticed steel towers, which has remained largely ignored in previous developments of structural reliability, in part due to its elusive nature. In essence, the problem consists of evaluating the uncertainty in response predictions, once all parameters that define the external actions and the system itself have been unequivocally prescribed. The main motivation of this thesis was a study conducted by CIGRÉ on TL latticed steel towers subjected to static loads, among other exploratory assessments, which suggests that model uncertainty is a relevant factor and cannot be disregarded, could significantly influence the outcome of reliability assessments. Herein, different mechanical models of TL self-supporting towers subjected to static loads are evaluated, besides the models of towers and TL segments submitted to dynamic load due to cable rupture, adopted by being a “well defined” loading. In the static analysis, from simplified models of self-supporting towers, like adopted in usual practice of project, to more refined models are studied. The dispersion in the numeric results among the models, together with the data of static prototype tests, are used to quantify model uncertainties. The dynamic response of latticed TL steel towers subjected to cable rupture is predicted by use of various models with different degrees of sophistication or detailing. The predictions of the various models are compared with the aim of quantifying model uncertainty. Several uncertainty sources are evaluated, considering the influence of relevant factors such as: the discretization of the cable elements, the boundary conditions of the end cable elements, the constitutive laws of cables and tower members and the structural damping. Finally, possible ways to explicitly consider model uncertainty in reliability assessments and in code formulations are discussed.

Incertezas de modelo invadem todos os estágios de uma análise de confiabilidade estrutural, desde a determinação das ações e do próprio sistema estrutural, até o processo pelo qual o efeito destas ações é avaliado. Neste trabalho, o enfoque é dado nesse último tópico, mais especificamente na avaliação das incertezas de modelo mecânico em torres metálicas treliçadas de linhas de transmissão (LT), o qual tem permanecido ignorado nas estimativas de confiabilidade até então, em parte devido a sua natureza elusiva. Logo, o problema consiste em avaliar as incertezas na predição da resposta estrutural, uma vez que todos os parâmetros que definem as ações externas e o próprio sistema são claramente definidos. A principal motivação deste trabalho partiu de um estudo conduzido pela CIGRÉ sobre torres metálicas treliçadas de LT submetidas a cargas estáticas, o qual sugere que as incertezas de modelo neste tipo de estrutura são relevantes e não podem ser desprezadas, podendo influenciar significativamente na estimativa da confiabilidade. Neste trabalho, são avaliados diferentes modelos mecânicos de torres de LT sujeitos a ações estáticas, além de modelos de torres e trechos de LT submetidos à ação dinâmica de ruptura de cabo, adotada por ser um carregamento dinâmico “bem definido”. Na análise estática, são estudados desde modelos simplificados de torres autoportantes, adotados na prática usual de projeto, até modelos mais aprimorados. A dispersão nos resultados numéricos entre os modelos é usada para quantificar as incertezas relacionadas ao modelo mecânico, e os resultados disponíveis de ensaios estáticos em protótipos são utilizados para encontrar os modelos cuja resposta mais se aproxima dos valores experimentais. A resposta dinâmica de torres metálicas treliçadas de LT submetidas à ruptura de cabo, é comparada entre vários modelos, com diferentes graus de sofisticação e detalhe. São estudados desde o modelo usual de análise e projeto de torres para este tipo de carregamento, passando por modelos relativamente simples, com uma única torre sujeita a uma carga variável no tempo, simulando o efeito da ruptura de um cabo, até modelos mais complexos de trechos de LT, os quais incluem várias torres, cabos e cadeias de isoladores. Diversas fontes de incerteza são avaliadas, considerando a influência de fatores relevantes tais como: a discretização dos elementos de cabo, as condições de contorno dos elementos de cabo das extremidades, as leis constitutivas dos elementos de barra e de cabo e o amortecimento estrutural. Por fim, são discutidas e apresentadas possíveis maneiras de considerar explicitamente a incerteza de modelo na estimativa da confiabilidade e em códigos de projeto de estruturas de linhas de transmissão. / Model uncertainties pervade all stages of a structural reliability analysis, from the description of loads and the system itself, to the process by which the effect of loads on the system is evaluated. In this study, attention is focused on the last issue, specifically in the evaluation of model uncertainties on transmission lines (TL) latticed steel towers, which has remained largely ignored in previous developments of structural reliability, in part due to its elusive nature. In essence, the problem consists of evaluating the uncertainty in response predictions, once all parameters that define the external actions and the system itself have been unequivocally prescribed. The main motivation of this thesis was a study conducted by CIGRÉ on TL latticed steel towers subjected to static loads, among other exploratory assessments, which suggests that model uncertainty is a relevant factor and cannot be disregarded, could significantly influence the outcome of reliability assessments. Herein, different mechanical models of TL self-supporting towers subjected to static loads are evaluated, besides the models of towers and TL segments submitted to dynamic load due to cable rupture, adopted by being a “well defined” loading. In the static analysis, from simplified models of self-supporting towers, like adopted in usual practice of project, to more refined models are studied. The dispersion in the numeric results among the models, together with the data of static prototype tests, are used to quantify model uncertainties. The dynamic response of latticed TL steel towers subjected to cable rupture is predicted by use of various models with different degrees of sophistication or detailing. The predictions of the various models are compared with the aim of quantifying model uncertainty. Several uncertainty sources are evaluated, considering the influence of relevant factors such as: the discretization of the cable elements, the boundary conditions of the end cable elements, the constitutive laws of cables and tower members and the structural damping. Finally, possible ways to explicitly consider model uncertainty in reliability assessments and in code formulations are discussed.