Les structures planaires de grandes tailles sont de plus en plus utilisées dans les applications des satellites et des radars. Deux grands types de ces structures à savoir les FSS et les Reflectarrays sont particulièrement les plus intéressants dans les domaines de la conception RF. Mais en raison de leur grande taille et de la complexité des cellules élémentaires, l‘analyse complète de ces structures nécessite énormément de mémoire et des temps de calcul excessif. Par conséquent, les techniques classiques basées sur maillage linéaire soit ne parviennent pas à simuler de telles structures soit, exiger des ressources non disponibles à un concepteur d'antenne. Une technique appelée « technique par changement d'échelle » tente de résoudre ce problème par partitionnement de la géométrie du réseau par de nombreux domaines imbriqués définis à différents niveaux d'échelle du réseau. Le multi-pôle par changement d'échelle, appelé « Scale changing Network (SCN) », modélise le couplage électromagnétique entre deux échelles successives, en résolvant une formulation intégral des équations de Maxwell par une technique basée sur la méthode des moments. La cascade de ces multi-pôles par changement d'échelle, permet le calcul de la matrice d'impédance de surface de la structure complète qui peut à son tour être utilisées pour calculer la diffraction en champ lointain. Comme le calcul des multi-pôles par changement d'échelle est mutuellement indépendant, les temps d'exécution peuvent être réduits de manière significative en parallélisant le calcul. Par ailleurs, la modification de la géométrie de la structure à une échelle donnée nécessite seulement le calcul de deux multi-pôles par changement d'échelle et ne requiert pas la simulation de toute la structure. Cette caractéristique fait de la SCT un outil de conception et d'optimisation très puissant. Des structures planaires uniformes et non uniformes excité par un cornet ont étés modélisés avec succès, avec des temps de calcul délais intéressants, employant les ressources normales de l'ordinateur. / Large sized planar structures are increasingly being employed in satellite and radar applications. Two major kinds of such structures i.e. FSS and Reflectarrays are particularly the hottest domains of RF design. But due to their large electrical size and complex cellular patterns, full-wave analysis of these structures require enormous amount of memory and processing requirements. Therefore conventional techniques based on linear meshing either fail to simulate such structures or require resources not available to a common antenna designer. An indigenous technique called Scale-changing Technique addresses this problem by partitioning the cellular array geometry in numerous nested domains defined at different scale-levels in the array plane. Multi-modal networks, called Scale-changing Networks (SCN), are then computed to model the electromagnetic interaction between any two successive partitions by Method of Moments based integral equation technique. The cascade of these networks allows the computation of the equivalent surface impedance matrix of the complete array which in turn can be utilized to compute far-field scattering patterns. Since the computation of scale-changing networks is mutually independent, execution times can be reduced significantly by using multiple processing units. Moreover any single change in the cellular geometry would require the recalculation of only two SCNs and not the entire structure. This feature makes the SCT a very powerful design and optimization tool. Full-wave analysis of both uniform and nonuniform planar structures has successfully been performed under horn antenna excitation in reasonable amount of time employing normal PC resources.

Ce travail consiste en une étude des phénomènes de coalescence dans un nuage de gouttes, par la simulation numérique directe d'un écoulement turbulent gazeux, couplée avec une approche de suivi Lagrangien pour la phase dispersée. La première étape consiste à développer et valider une méthode de détection des collisions pour une phase polydispersée. Elle est ensuite implémentée dans un code couplé de simulation directe et de suivi Lagrangien existant. Des simulations sont menées pour une turbulence homogène isotrope de la phase continue et pour des phases dispersées en équilibre avec le fluide. L'influence de l'inertie des gouttes et de la turbulence sur le taux de coalescence des gouttes est discutée dans un régime de coalescence permanente. Un aperçu est donné de la prise en compte d'autres régimes de collision et de coalescence entre gouttes. Ces simulations sont la base de développement et de validation des approches utilisées dans les calculs à l'échelle industrielle. En particulier, les résultats des simulations sont comparés avec les prédictions d'une approche Lagrangienne de type Monte-Carlo et de l'approche Eulerienne 'Direct Quadrature Method of Moments' (DQMOM). Différents types de fermeture des termes de coalescence sont validés. Les uns sont basés sur l'hypothèse de chaos-moléculaire, les autres sont capables de prendre en compte des corrélations de vitesses des gouttes avant la collision. Il est montré que cette derniere approche prédit beaucoup mieux le taux de coalescence par comparaison avec les résultats des simulations déterministes. / Coalescence in a droplet cloud is studied in this work by means of direct numerical simulation of the turbulent gas flow, which is coupled with a Lagrangian tracking of the disperse phase. In a first step, a collision detection algorithm is developed and validated, which can account for a polydisperse phase. This algorithm is then implemented into an existing code for direct numerical simulations coupled with a Lagrangian tracking scheme. Second, simulations are performed for the configuration of homogeneous isotropic turbulence of the fluid phase and a disperse phase in local equilibrium with the fluid. The influence of both droplet inertia and turbulence intensity on the coalescence rate of droplets is discussed in a pure permanent coalescence regime. First results are given, if other droplet collision outcomes than permanent coalescence (i.e. stretching and reflexive separation) are considered. These results show a strong dependence on the droplet inertia via the relative velocity of the colliding droplets at the moment of collision. The performed simulations serve also as reference data base for the development and validation of statistical modeling approaches, which can be used for simulations of industrial problems. In particular, the simulation results are compared to predictions from a Lagrangian Monte-Carlo type approach and the Eulerian 'Direct Quadrature Method of Moments' (DQMOM) approach. Different closures are validated for the coalescence terms in these approaches, which are based either on the assumption of molecular-chaos, or based on a formulation, which allows to account for the correlation of droplet velocities before collision by the fluid turbulence. It is shown that the latter predicts much better the coalescence rates in comparison with results obtained by the performed deterministic simulations.

O objetivo deste trabalho é investigar o desempenho de estimadores baseados em momentos das famílias verossimilhança empírica generalizada (GEL) e mínimo contraste generalizado (GMC) na estimação de modelos de equilíbrio geral dinâmico e estocástico (DSGE), com enfoque na análise de robustez sob má-especificação, recorrente neste tipo de modelo. Como benchmark utilizamos método do momentos generalizado (GMM), máxima verossimilhança (ML) e inferência bayesiana (BI). Trabalhamos com um modelo de ciclos reais de negócios (RBC) que pode ser considerado o núcleo de modelos DSGE, apresenta dificuldades similares e facilita a análise dos resultados devido ao menor número de parâmetros. Verificamos por meio de experimentos de Monte Carlo se os estimadores estudados entregam resultados satisfatórios em termos de média, mediana, viés, erro quadrático médio, erro absoluto médio e verificamos a distribuição das estimativas geradas por cada estimador. Dentre os principais resultados estão: (i) o estimador verossimilhança empírica (EL) - assim como sua versão com condições de momento suavizadas (SEL) - e a inferência bayesiana (BI) foram, nesta ordem, os que obtiveram os melhores desempenhos, inclusive nos casos de especificação incorreta; (ii) os estimadores continous updating empirical likelihood (CUE), mínima distância de Hellinger (HD), exponential tilting (ET) e suas versões suavizadas apresentaram desempenho comparativo intermediário; (iii) o desempenho dos estimadores exponentially tilted empirical likelihood (ETEL), exponential tilting Hellinger distance (ETHD) e suas versões suavizadas foi bastante comprometido pela ocorrência de estimativas atípicas; (iv) as versões com e sem suavização das condições de momento dos estimadores das famílias GEL/GMC apresentaram desempenhos muito similares; (v) os estimadores GMM, principalmente no caso sobreidentificado, e ML apresentaram desempenhos consideravelmente abaixo de boa parte de seus concorrentes / The objective of this work is to investigate the performance of moment-based estimators of the generalized empirical likelihood (GEL) and generalized minimum contrast (GMC) families in the estimation of dynamic stochastic general equilibrium (DSGE) models, focusing on the robustness analysis under misspecification, recurrent in this model. As benchmark we used generalized method of moments (GMM), maximum likelihood (ML) and Bayesian inference (BI). We work with a real business cycle (RBC) model that can be considered the core of DSGE models, presents similar difficulties and facilitates the analysis of results due to lower number of parameters. We verified, via Monte Carlo experiments, whether the studied estimators presented satisfactory results in terms of mean, median, bias, mean square error, mean absolute error and we verified the distribution of the estimates generated by each estimator. Among the main results are: (i) empirical likelihood (EL) estimator - as well as its version with smoothed moment conditions (SEL) - and Bayesian inference (BI) were, in that order, the ones that obtained the best performances, even in misspecification cases; (ii) continuous updating empirical likelihood (CUE), minimum Hellinger distance (HD), exponential tilting (ET) estimators and their smoothed versions exhibit intermediate comparative performance; (iii) performance of exponentially tilted empirical likelihood (ETEL), exponential tilting Hellinger distance (ETHD) and its smoothed versions was seriously compromised by atypical estimates; (iv) smoothed and non-smoothed GEL/GMC estimators exhibit very similar performances; (v) GMM, especially in the over-identified case, and ML estimators had lower performance than their competitors

Characterization of distributions has been an important topic in statistical theory for decades. Although there have been many well known results already developed, it is still of great interest to find new characterizations of commonly used distributions in application, such as normal or gamma distribution. In practice, sometimes we make guesses on the distribution to be fitted to the data observed, sometimes we use the characteristic properties of those distributions to do so. In this paper we will restrict our attention to the characterizations of gamma distribution as well as some related studies on the corresponding parameter estimation based on the characterization properties. Some simulation studies are also given.

In this study, RF coil geometries are designed for MRI applications using inhomogeneous main magnetic fields. The current density distributions that can produce the desired RF magnetic field characteristics are obtained on predefined cubic, cylindrical and planar surfaces and Tikhonov, CGLS, TSVD and Rutisbauer regularization methods are applied to match the desired and generated magnetic fields. The conductor paths, which can produce the current density distribution calculated for each surface selection and regularization technique, are determined using stream functions. The magnetic fields generated by the current distributions are calculated and the error percentages between the desired and generated magnetic fields are found. Optimum conductor paths that are going to be produced on cubic, cylindrical and planar surfaces and the required regularization method are determined on the basis of error percentages and realizability of the conductor paths. The optimum conductor path calculated for the planar coil is realized and in the measurement done by LakeShore 3-Channel Gaussmeter, an average error percentage of 11 is obtained between the theoretical and measured magnetic field. The inductance values of the realized RF coil are measured / the tuning and matching capacitance values are calculated and the frequency characteristics of the system is tested using Electronic Workbench 5.1. The quality factor value of the tested system is found to be 162.5, which corresponds to a bandwidth of 39,2 KHz at 6,387 MHz (operating frequency of METU MRI system). The techniques suggested in this study can be used in order to design and realize RF coils on prede&macr / ned arbitrary surfaces for inhomogeneous main magnetic fields. In addition, a hand held MRI device can be manufactured which uses a low cost permanent magnet to provide a magnetic field and generates the required RF field with the designed RF coil using the techniques suggested in this study.

This dissertation consists of three essays wherein tools of financial econometrics are used to study the three aspects of farmland valuation puzzle: short-term boom-bust cycles, overpricing of farmland, and inconclusive effects of direct government payments. Essay I addresses the causes of unexplained short-term boom-bust cycles in farmland values in a dynamic land pricing model (DLPM). The analysis finds that gross return rate of farmland asset decreases as the farmland asset level increases, and that the diminishing return function of farmland asset contributes to the boom-bust cycles in farmland values. Furthermore, it is mathematically proved that land values are potentially unstable under diminishing return functions. We also find that intertemporal elasticity of substitution, risk aversion, and transaction costs are important determinants of farmland asset values. Essay II examines the apparent overpricing of farmland by decomposing the forecast error variance of farmland prices into forward looking and backward looking components. The analysis finds that in the short run, the forward looking Capital Asset Pricing Model (CAPM) portion of the forecast errors are significantly higher in a boom or bust stage than in a stable stage. This shows that the farmland market absorbs economic information in a discriminative manner according to the stability of the market, and the market (and actors therein) responds to new information gradually as suggested by the theory. This helps to explain the overpricing of farmland, but this explanation works primarily in the short run. Finally, essay III investigates the duel effects of direct government payments and climate change on farmland values. This study uses a smooth coefficient semi-parametric panel data model. The analysis finds that land valuation is affected by climate change and government payments, both through discounted revenues and through effects on the risk aversion of land owners. This essay shows that including heterogeneous risk aversion is an efficient way to mitigate the impacts of misspecifications in a DLPM, and that precipitation is a good explanatory variable. In particular, precipitation affects land values in a bimodal manner, indicating that farmland prices could have multiple peaks in precipitation due to adaption through crop selection and technology alternation.

The concept for a novel new antenna design is presented and investigated for application to ground penetrating radar (GPR). The proposed new antenna design is called the shielded magnetic bowtie antenna (MBA). As the name suggests, it is predominately constructed from a bowtie-shaped volume of magnetic material that is fed from the centre of the structure by a small magnetic loop antenna. This thesis develops the magnetic antenna concept and investigates its potential for GPR predominately through numerical modelling. However, a significant part of the investigation concentrates on validating the numerical modelling technique developed to study the shielded MBA by comparing the results with measurements obtained from a scale model constructed to operate in the watertank antenna test facility, a controlled environment for GPR antenna research. The broadband properties required for GPR antennas are achieved uniquely with the shielded MBA design by a combination of the antenna shape being defined in terms of angles and an inherent magnetic loss mechanism within the antenna material structure. The design also affords an intrinsically placed antenna shield that has the potential for mitigating problems typically experienced with shielding electric dipole antennas. Antenna shielding is an important consideration for GPR antenna designers, especially given the recent US government (FCC) changes that restrict radiated energy emissions within the regulated spectrum used by GPR systems. In addition to providing the intended directional radiation properties, the magnetic antenna shield also provides an elegant solution for a low-loss wideband balun, allowing the antenna to be effectively fed from an unbalanced coaxial transmission line. Other important aspects of the proposed design are discussed in relation to the requirements for GPR antennas. Numerical models of the magnetic antenna concept show encouraging bandwidth results. For example, from a simple comparison with an equivalent sized electric bowtie antenna model, the effective gain bandwidth of the magnetic antenna is found to be at least 3-octaves compared to approximately 2-octaves for the electric bowtie. The shielded magnetic antenna achieves a gain of approximately 2 dB, compared to 5 dB for the unshielded electric bowtie antenna. However, it is noted that the magnetic antenna models contain significantly more loss compared to the electric bowtie model. The shielded MBA design emerged from a theoretical investigation of electrically small GPR antennas, given that the initial thesis objective was to investigate ways of improving low frequency GPR antennas. In general, GPR systems are operated with electric dipole antennas, such as the electric bowtie. Interestingly, the electrically small antenna investigation revealed that only the small magnetic loop (i.e., magnetic dipole) antenna can be constructed to approach, arbitrarily closely, the fundamental bandwidth limit for small antennas. This surprising and counter intuitive result is shown to be theoretically achievable with the use of magnetic materials. For the small loop antenna, energy stored within the antenna structure can be avoided by filling the antenna sphere with a perfect magnetic material. This theoretical argument is discussed and supported by numerically modelled results. The electrically small antenna investigation presented in this thesis extends to include the influence that proximity to a lossy dielectric half-space has, on improving the antenna impedance bandwidth. This investigation is of general interest for GPR; it is performed numerically and supported by measurements conducted on an experimental loop antenna situated at various heights above the ground. These results provide support for the hypothesis that a magnetic antenna may experience less influence from near-field changes in the dielectric properties of the ground compared to the equivalent sized electric field antenna.

Submitted by Leonardo Salim Saker Chaves (lsalimsaker@gmail.com) on 2015-07-24T19:51:22Z No. of bitstreams: 1 Dissertacao_LeonardoSalim_BMHS.pdf: 661288 bytes, checksum: a89da060d1378be5cf51ff1edc18cfc6 (MD5) / Approved for entry into archive by BRUNA BARROS (bruna.barros@fgv.br) on 2015-07-27T14:42:35Z (GMT) No. of bitstreams: 1 Dissertacao_LeonardoSalim_BMHS.pdf: 661288 bytes, checksum: a89da060d1378be5cf51ff1edc18cfc6 (MD5) / Approved for entry into archive by Maria Almeida (maria.socorro@fgv.br) on 2015-07-30T19:33:12Z (GMT) No. of bitstreams: 1 Dissertacao_LeonardoSalim_BMHS.pdf: 661288 bytes, checksum: a89da060d1378be5cf51ff1edc18cfc6 (MD5) / Made available in DSpace on 2015-07-30T19:33:33Z (GMT). No. of bitstreams: 1 Dissertacao_LeonardoSalim_BMHS.pdf: 661288 bytes, checksum: a89da060d1378be5cf51ff1edc18cfc6 (MD5) Previous issue date: 2015-04-28 / This work studies the hypothesis testing based on generalized method of moments (GMM) estimation given by instruments condition. The importance for the development of Economics lies on the fact that when identi cation is weak, the standard test can be misleading. Therefore, it is made a review of proposed tests to overcome this problem and also present two useful frameworks of study; from Moreira (2002), Moreira and Moreira (2013) and Kleibergen (2005). So, this work conciliate the previous frameworks a way to write the score proposed initially in Kleibergen (2005) using Moreira and Moreira (2013) statistics and presents the optimal score test based on asymptotic theory from Newey and McFadden (1984). Moreover, the study shows the equivalence between the GMM and maximum likelihood estimation to deal with the weak instruments problem. / Esta dissertação se propõe ao estudo de inferência usando estimação por método generalizado dos momentos (GMM) baseado no uso de instrumentos. A motivação para o estudo está no fato de que sob identificação fraca dos parâmetros, a inferência tradicional pode levar a resultados enganosos. Dessa forma, é feita uma revisão dos mais usuais testes para superar tal problema e uma apresentação dos arcabouços propostos por Moreira (2002) e Moreira & Moreira (2013), e Kleibergen (2005). Com isso, o trabalho concilia as estatísticas utilizadas por eles para realizar inferência e reescreve o teste score proposto em Kleibergen (2005) utilizando as estatísticas de Moreira & Moreira (2013), e é obtido usando a teoria assintótica em Newey & McFadden (1984) a estatística do teste score ótimo. Além disso, mostra-se a equivalência entre a abordagem por GMM e a que usa sistema de equações e verossimilhança para abordar o problema de identificação fraca.

Made available in DSpace on 2014-12-17T14:55:55Z (GMT). No. of bitstreams: 1 TercioLS_DISSERT.pdf: 2173183 bytes, checksum: 0473c9e56e2e2ec2462372a52af84fd3 (MD5) Previous issue date: 2011-12-21 / This work presents a theoretical analysis and numerical and experimental results of the scattering characteristics of frequency selective surfaces, using elements of type patch perfectly conductor. The structures are composed of two frequency selective surfaces on isotropic dielectric substrates cascaded, separated by a layer of air. The analysis is performed using the method of equivalent transmission line in combination with the Galerkin method, to determine the transmission and reflection characteristics of the structures analyzed. Specifically, the analysis uses the impedance method, which models the structure by an equivalent circuit, and applies the theory of transmission lines to determine the dyadic Green's function for the cascade structure. This function relates the incident field and surface current densities. These fields are determined algebraically by means of potential incidents and the imposition of the continuity of the fields in the dielectric interfaces. The Galerkin method is applied to the numerical determination of the unknown weight coefficients and hence the unknown densities of surface currents, which are expanded in terms of known basis functions multiplied by these weight coefficients. From the determination of these functions, it becomes possible to obtain numerical scattered fields at the top and bottom of the structures and characteristics of transmission and reflection of these structures. At work, we present numerical and experimental results for the characteristics of transmission and reflection. Comparisons were made with other results presented in literature, and it was observed a good agreement in the cases presented suggestions continuity of the work are presented / Esse trabalho apresenta uma an?lise te?rica e resultados num?ricos e experimentais das caracter?sticas de espalhamento de superf?cies seletivas em frequ?ncia, que usam elementos do tipo patch perfeitamente condutor. As estruturas s?o compostas por duas superf?cies seletivas em frequ?ncia sobre substratos diel?tricos isotr?picos cascateadas, separadas por uma camada de ar. A an?lise ? efetuada utilizando-se o m?todo da linha de transmiss?o equivalente em combina??o com o m?todo de Galerkin, visando determinar as caracter?sticas de transmiss?o e reflex?o das estruturas analisadas. Especificamente, a an?lise usa o m?todo da imped?ncia, que modela a estrutura por meio de um circuito equivalente e, aplica-se a teoria de linhas de transmiss?o para determinar a fun??o di?dica de Green, para a estrutura em cascata. Esta fun??o relaciona os campos incidentes e as densidades superficiais de corrente. Estes campos s?o determinados algebricamente por meio dos potenciais incidentes e da imposi??o da continuidade dos campos nas interfaces diel?tricas. O m?todo de Galerkin ? aplicado na determina??o num?rica dos coeficientes pesos desconhecidos e, consequentemente, das densidades superficiais de correntes desconhecidas, que s?o expandidas em termos de fun??es de base conhecidas multiplicadas por esses coeficientes peso. A partir da determina??o destas fun??es, torna-se poss?vel a obten??o num?rica dos campos espalhados no topo e na base das estruturas e das caracter?sticas de transmiss?o e de reflex?o destas estruturas. No trabalho, s?o apresentados resultados num?ricos e experimentais para as caracter?sticas de transmiss?o e de reflex?o. Foram efetuadas compara??es com outros resultados apresentados na literatura, tendo-se observado uma boa concord?ncia nos casos analisados Sugest?es de continuidade do trabalho s?o apresentadas

O objetivo deste trabalho é investigar o desempenho de estimadores baseados em momentos das famílias verossimilhança empírica generalizada (GEL) e mínimo contraste generalizado (GMC) na estimação de modelos de equilíbrio geral dinâmico e estocástico (DSGE), com enfoque na análise de robustez sob má-especificação, recorrente neste tipo de modelo. Como benchmark utilizamos método do momentos generalizado (GMM), máxima verossimilhança (ML) e inferência bayesiana (BI). Trabalhamos com um modelo de ciclos reais de negócios (RBC) que pode ser considerado o núcleo de modelos DSGE, apresenta dificuldades similares e facilita a análise dos resultados devido ao menor número de parâmetros. Verificamos por meio de experimentos de Monte Carlo se os estimadores estudados entregam resultados satisfatórios em termos de média, mediana, viés, erro quadrático médio, erro absoluto médio e verificamos a distribuição das estimativas geradas por cada estimador. Dentre os principais resultados estão: (i) o estimador verossimilhança empírica (EL) - assim como sua versão com condições de momento suavizadas (SEL) - e a inferência bayesiana (BI) foram, nesta ordem, os que obtiveram os melhores desempenhos, inclusive nos casos de especificação incorreta; (ii) os estimadores continous updating empirical likelihood (CUE), mínima distância de Hellinger (HD), exponential tilting (ET) e suas versões suavizadas apresentaram desempenho comparativo intermediário; (iii) o desempenho dos estimadores exponentially tilted empirical likelihood (ETEL), exponential tilting Hellinger distance (ETHD) e suas versões suavizadas foi bastante comprometido pela ocorrência de estimativas atípicas; (iv) as versões com e sem suavização das condições de momento dos estimadores das famílias GEL/GMC apresentaram desempenhos muito similares; (v) os estimadores GMM, principalmente no caso sobreidentificado, e ML apresentaram desempenhos consideravelmente abaixo de boa parte de seus concorrentes / The objective of this work is to investigate the performance of moment-based estimators of the generalized empirical likelihood (GEL) and generalized minimum contrast (GMC) families in the estimation of dynamic stochastic general equilibrium (DSGE) models, focusing on the robustness analysis under misspecification, recurrent in this model. As benchmark we used generalized method of moments (GMM), maximum likelihood (ML) and Bayesian inference (BI). We work with a real business cycle (RBC) model that can be considered the core of DSGE models, presents similar difficulties and facilitates the analysis of results due to lower number of parameters. We verified, via Monte Carlo experiments, whether the studied estimators presented satisfactory results in terms of mean, median, bias, mean square error, mean absolute error and we verified the distribution of the estimates generated by each estimator. Among the main results are: (i) empirical likelihood (EL) estimator - as well as its version with smoothed moment conditions (SEL) - and Bayesian inference (BI) were, in that order, the ones that obtained the best performances, even in misspecification cases; (ii) continuous updating empirical likelihood (CUE), minimum Hellinger distance (HD), exponential tilting (ET) estimators and their smoothed versions exhibit intermediate comparative performance; (iii) performance of exponentially tilted empirical likelihood (ETEL), exponential tilting Hellinger distance (ETHD) and its smoothed versions was seriously compromised by atypical estimates; (iv) smoothed and non-smoothed GEL/GMC estimators exhibit very similar performances; (v) GMM, especially in the over-identified case, and ML estimators had lower performance than their competitors