This thesis contributes to the econometric literature in two ways. Firstly, it introduces a new multivariate count model that presents advances in several aspects. Our multivariate time series count model can deal with issues of discreteness, overdispersion (variance greater than the mean) and both cross- and serial correlation, all at the same time. We follow a fully parametric approach and specify a marginal distribution for the counts where, conditionally on past observations the means follow a vector autoregressive process (VAR). This enables to attain improved inference on coefficients of exogenous regressors relative to the static Poisson regression, while modelling the serial correlation in a flexible way. The method is also innovative in the use of copulas, which builds the dependence structure between variables with given marginal distributions. This makes it possible to model the contemporaneous correlation between individual series in a very flexible way. Secondly, this thesis introduces a new approach to estimate the multivariate reduced rank regressions when the normality assumption is not satisfied. We propose to use the copula tool to generate multivariate distributions and, we show that this method can be applied in multivariate settings. In terms of financial literature, this thesis provides two contributions. Firstly, with our multivariate count model we analyze diverse market microstructure issues about the submission of different types of orders by traders on stock markets. With this model, we can fully take into account the interactions between submissions of the various types of orders, which represent an advantage with respect to univariate models such as the autoregressive conditional duration model. Secondly, it contributes to portfolio research proposing a new dynamic optimal portfolio allocation model in a Value-at-Risk setup. This model allows for time varying skewness and kurtosis of portfolio distributions and the model parameters are estimated by weighted maximum likelihood in an increasing window setup. This last property allows us to have more accurate portfolio recommendations in terms of the amount to invest in the risk-free interest rate and in the risky portfolio.

MEMS-based gas turbine engines are currently under development at MIT for use as a button-sized portable power generator or micro-aircraft propulsion sources. Power densities expected for the micro-engines require very high rotor peripheral speeds of 300-600m/s and high combustion gas temperatures of 1300-1700K. These harsh requirements for the engine operation induce very high stress levels in the engine structure, and thus call for qualified refractory materials with high strength. Silicon carbide (SiC) has been chosen as the most promising material for use due to its high strength and chemical inertness at elevated temperatures. However, the state-of-the art microfabrication techniques for single-crystal SiC are not yet mature enough to achieve the required level of high precision of micro-engine components. To circumvent this limitation and to take advantage of the well-established precise silicon microfabrication technologies, silicon-silicon carbide hybrid turbine structures are being developed using chemical vapor deposition (CVD) of thick SiC (up to ~70µm) on silicon wafers and wafer bonding processes. Residual stress control of thick SiC layers is of critical importance to all the silicon-silicon carbide hybrid structure fabrication steps since a high level of residual stresses causes wafer cracking during the planarization, as well as excessive wafer bow, which is detrimental to the subsequent planarization and bonding processes. The origins of the residual stress in CVD SiC layers have been studied. SiC layers (as thick as 30µm) with low residual stresses (on the order of several tens of MPa) have been produced by controlling CVD process parameters such as temperature and gas ratio. Wafer-level SiC planarization has been accomplished by mechanical polishing using diamond grit and bonding processes are currently under development using CVD silicon dioxide as an interlayer material. This paper reports on the work that has been done so far under the MIT micro-engine project. / Singapore-MIT Alliance (SMA)

This dissertation presents the development of an anisotropic viscoplastic continuum damage model to describe the permanent deformation of asphalt pavements. The model is developed to account for several phenomena that influence the permanent deformation of Asphalt Concrete (AC) at high temperatures. These phenomena include strain rate dependency, confining pressure dependency, dilation, aggregate friction, anisotropy, and damage. The model is based on Perzyna's theory of viscoplasticity with Drucker-Prager yield function modified to account for the microstructure anisotropy and damage. A parametric study was conducted to study the effect of key factors such as inherent anisotropy and damage on the model response. A preliminary investigation was conducted to demonstrate the capabilities of the model and its sensitivity to changes in the microstructure distribution and loading conditions. The model was used to describe laboratory experimental measurements obtained from the Federal Highway Administration (FHWA) Accelerated Loading Facility (ALF). The model had a good match with these experimental measurements. In particular, using the damage parameter, the model was able to capture the point at which AC experienced tertiary creep in a static creep test. A comprehensive experiment was conducted to systematically determine the model parameters and the evolution laws that describe AC hardening, anisotropy, and damage. The experiment consisted of a set of compressive triaxial strength tests conducted at three confining pressures and five strain rates. Based on these experimental measurements, the model was modified to include a nonassociated flow rule. The model was shown to capture the experimental measurements very well. Furthermore, an experiment was conducted to capture and characterize damage evolution in AC due to permanent deformation. AC specimens were loaded using a triaxial compression setup to four predefined strain levels at three confining pressures. X-Ray computed tomography and image analysis techniques were used to capture and characterize the evolution of cracks and air voids in the deformed specimens. Damage was found to be a localized phenomenon in the sense that there exists a critical section in an AC specimen that is mainly responsible for failure. The results of the damage experiment supported the damage evolution function proposed in the viscoplastic model.

The present work aims to reveal the microstructural evolution and post-processing mechanical behavior of difficult-to-work alloys upon severe plastic deformation. Severe plastic deformation is applied using equal channel angular extrusion (ECAE) where billets are pressed through a 90o corner die achieving simple shear deformation. Three different materials are studied in this research, namely Ti-6Al-4V, Ti-6Al-4V reinforced with 10% TiC and AISI 316L stainless steel. Microstructure and mechanical properties of successfully extruded billets were reported using light microscopy, scanning electron microscopy (SEM), transmission electron microscopy (TEM), tension and compression experiments and microhardness measurements. The effects of extrusion conditions (temperature and processing route) on the microstructure and mechanical properties are investigated. The underlying mechanisms responsible for observed mechanical behaviors are explored. It is seen that ECAE shear deformation leads to refinement in α plates and elimination of prior β boundaries in Ti-6Al-4V. Decreasing extrusion temperature and increasing number of passes decreases α plate size and grain size. Refined α grain size leads to a significant increase in tensile and compressive flow stresses at room temperature. Texture produced by ECAE has a pronounced effect on mechanical properties. Specifically it leads to tension/compression asymmetry in flow strengths and strain hardening coefficients may be described by the activation of differing slip systems under tension and compression loading. ECAE of Ti-6Al-4V+10%TiC samples also improved mechanical properties due to α plate size refinement. Nevertheless, further extrusion passes should be carried out for tailoring reinforcement size and distribution providing optimum strength and ductility. ECAE deformation of AISI 316L stainless steel at high homologous temperatures (0.55 to 0.60 Tm) results in deformation twinning as an effective deformation mechanism which is attributed to the effect of the high stress levels on the partial dislocation separation. Deformation twinning gives rise to high stress levels during post-processing room temperature tension and compression experiments by providing additional barriers to dislocation motion and decreasing the mean free path of dislocations. The highest tensile flow stress observed in the sample processed at 700 oC following one pass route A was on the order of 1200 MPa which is very high for 316L stainless steel. The ultimate goal of this study is to produce stabilized end microstructures with improved mechanical properties and demonstrate the applicability of ECAE on difficult-to-work alloys.

How can the suitability of a clay to act as a barrier to the flow of a specified fluid be determined? This question is directly related to the different mechanical and chemical stresses to which a clay barrier will be exposed. In spite of these mechanical and chemical stresses it must be guaranteed that the clay will fulfil its barrier function during the entire required containment period. This required technical life could be very long in engineering terms: 100-10000 years. During this period the clay barrier can neither be repaired nor maintained. Therefore it must be known which chemical or physical reactions will occur and how these reactions will influence the geomechanical properties of the clay. Because there was no standard approach to test the suitability of natural clays as barrier on the long-term, this had to be developed. Based on literature it was shown that the reactions between clays and fluids could be decomposed in reactions on the particle level, the interlayer level and the TOT/TO level of clay minerals: - Micrometer: Reactions on the particle level are the most frequent, the fastest to accomplish (instantaneous when leachate arrives) and have the least impact on the geomechanical properties of clays. It was shown that the double layer theory presents a valuable framework to analyse the changes in geomechanical properties upon clay-leachate contact. The properties of the fluid that are taken into account are the concentration of cations and the relative dielectric constant. Other processes on the particle level not captured by the double layer theory are e.g. the dissolution of calcitic cement and the oxidation of pyrites. The acids produced by the latter process influence reactions on the lower interlayer and TOT/TO level as well. It was shown that the natural clays possess themselves a rich variety of cations. These concentrations must be included in the analysis. New tools developed on the particle level were: - Integration of the chemical composition of the natural fluid contained in the clay in further analyses. - The discretisation of clay samples into a discontinuous but homogeneous assembly of discrete clay particles (finite element mesh) with the use of information from petrographical studies of thin sections and oedometer tests. - The implementation of a constitutive law into a numerical code to simulate the interparticle distance to interparticle fluid chemistry and mechanical stress. - Nanometer: Reactions on the interlayer level include clay mineral alteration processes. To link these processes to geomechanical properties, the clay mineral sample preparation was modified to include all clay minerals and not only the fraction smaller than two micrometers. Next a method was developed to link clay mineralogy to geomechanical properties (equivalent basal spacing). New tools developed on the interlayer level were: - The equivalent basal spacing (EBS) - Relation between the equivalent basal spacing and the liquid limit With these tools a link can be made between the clay mineralogy and geomechanical properties. Leachate - clay interactions can be analysed as well as other processes like the mixing of clays and the reactions of clays upon heating etc. - Ångström: Reactions on the TO/TOT level include the disintegration of TO arrangements, which will result in a complete destruction of a clay mineral. Of all three levels considered, changes on the TO/TOT level will cause the greatest change in geomechanical properties. Fortunately the processes on this TOT/TO level take a long history of subsequent physical and chemical reactions (hundreds to thousands of years in situ). Because changes on this level fail to be reproduced in the laboratory one must rely on natural analogues. New tools developed on the TO/TOT level were: - The link between the clay leached in the laboratory to natural analogues using thin sections and XRD diffraction analysis. Examples are shown that the aforementioned approach can be applied in any geomechanical problem involving clays.

Les façades des nouveaux bâtiments et des bâtiments existants sont altérées par la pénétration de l'eau. Afin de protéger les bâtiments et surfaces exposées aux intempéries, des traitements contenant des agents hydrophobes doivent être appliqués. Les traitements utilisés à l’heure actuelle sont des traitements de surface qui se dégradent au cours du temps. L'agent hydrophobe, présent en surface, est soumis à des conditions très rudes telles que des rayonnements ultraviolets, de grandes variations de température, de l'abrasion ..., qui réduisent l’efficacité et la durabilité des traitements. La plupart des traitements aujourd'hui disponibles, fournisse une barrière efficace au passage de l’eau à court terme, mais doivent donc être réappliqués régulièrement. Le projet de recherche, présenté ici, traite de la mise en place d'un traitement de masse de matériaux cimentaires utilisés dans la protection de structures (joints, crépi ...). Ce traitement devrait offrir une protection à long terme, mais ne devrait pas modifier de manière significative les propriétés mécaniques des matériaux. Les avantages d'un traitement de masse sont évidents. Seule une petite partie de l'agent hydrophobe est exposée et dégradée par les conditions climatiques et l'abrasion de surface ne porte pas atteinte à l'intégrité du traitement. Une étude fondamentale a été menée afin d'étudier l'influence de l'incorporation d´agents à base de silicium sur les processus d'hydratation des ciments Portland et de comprendre leur mode d'action. Deux agents (alpha,omega dihydroxypolydimethylsiloxane et n-octyltriethoxysilane) et deux ciments Portland (ordinaire et blanc CEM I 42,5N) ont été choisis et étudiés. Trois modes d´introduction (liquides purs, émulsions et granules) ont été mis en œuvre et comparés. Le but est de déterminer les meilleures conditions pour obtenir un traitement efficace et durable tout en préservant les propriétés mécaniques. Les résultats d'absorption d'eau par capillarité et de perméabilité à la vapeur d’eau sont prometteurs et les essais mécaniques sur mortiers n’ont pas montré de diminutions significatives des résistances mécaniques. La microstructure et la progression de l'hydratation des matrices cimentaires adjuvantées et de référence, ont été caractérisées par calorimétrie à conduction, par calorimétrie différentielle à balayage couplée à la thermogravimétrie, par spectroscopie infra-rouge, par diffraction des rayons X, par porosimétrie au mercure, et par microscopie électronique à balayage. La durabilité des matériaux adjuvantés a été étudiée afin de montrer la pertinence des traitements ainsi que l'évaluation de la progression de l'hydratation. Les performances hydrofuges ainsi que l’évolution de la microstructure, à l’issue des différents vieillissements artificiels et naturels, ont été déterminées. Les mortiers mis en œuvre ont été soumis à des vieillissements artificiels simulant des conditions proches de celles rencontrées en pratique (tels que des cycles rayonnements UV, pluie, sel, gel/dégel…). Une amélioration de la durabilité des mortiers adjuvantés a été observée. Les résultats sont très encourageants et confirment l'intérêt d’un tel traitement dans la masse. /Protection of cement-based materials means above all, moisture protection because water is primarily responsible for inducing damaging physical and chemical processes in building materials. In most cases, water repellents are applied either directly during the construction or insulation process; or as a post-treatment of the exposed surfaces in order to protect the buildings from further decay. A new way is to develop a bulk treatment for cement-based materials which should provide a long term protection without modifying the mechanical properties of the cementitious materials. The advantages of a bulk treatment are obvious i.e. only a small part of the hydrophobic agent is exposed and degraded by the UV. In addition, surface abrasion does not affect the integrity of the treatment. A fundamental study was initiated to investigate the influence of the incorporation of two active silicon-based agents (already used as post-building treatments) on the hydration processes of Portland cements and to understand the involved mechanisms of interaction. Two agents (alpha,omega dihydroxypolydimethylsiloxane and n-octyltriethoxysilane) and two Portland cements (Ordinary and White Portland Cement CEM I 42,5N) were chosen and studied. Three incorporation modes (pure liquids, water emulsions and granules) were investigated. The effects of the three modes were compared. The aim was to determine the best conditions for an efficient and sustainable treatment preserving the mechanical properties of the materials. The results of capillary water penetration and water vapor permeability are promising and are not accompanied by a significant decrease of the mechanical performances The microstructure and progression of hydration of admixtured cement pastes were characterized by conduction calorimetry, differential scanning calorimetry, thermo-gravimetry, infra-red spectroscopy, X-ray diffraction, mercury intrusion porosimetry, and scanning electron microscopy. In addition, the durability of water-repellent additives and of the admixtured cement was studied in order to show the relevance of the treatments as well as the assessment of the progression of hydration and the type of products that were developed. Mortar specimens were submitted to artificial ageing cycles such as freeze-thaw cycles, ultraviolet cycles and rain-sun cycles. The general trend is an improvement of the durability of admixtured mortars. The results are very encouraging and confirm the interest of the bulk mortar treatment.

Les THTZ (réfractaires électrofondus à Très Haute Teneur en Zircone) sont des matériaux utilisés pour la construction de fours verriers. Ils sont composés d'un squelette dendritique de zircone imprégné de phase vitreuse. Cette étude, qui fait partie du programme national de recherche NOREV (Nouveaux REfractaires Verriers), financé par l'ANR (Agence Nationale pour la Recherche), vise à étudier les influences de la morphologie tridimensionnelle de la microstructure et des propriétés des phases sur le comportement mécanique du THTZ, en particulier pendant la transformation quadratique-monoclinique qui intervient lors du refroidissement post-coulée. Les microstructures 3D de différents matériaux ont été investiguées par tomographie X à l'ESRF (synchrotron de Grenoble). Les images 3D segmentées ont donné lieu à des analyses d'images permettant de caractériser la topologie microstructurale des matériaux, à travers de mesures de covariance, de tortuosité et de percolation. Une relation entre la vitesse d'attaque par l'acide fluorhydrique (HF) et la densité de surface du squelette de zircone a été identifiée. En segmentant le squelette de zircone par la méthode des bassins versants (watershed), nous avons pu comparer le niveau de connectivité du réseau de zircone des différents matériaux. Les résultats sont corrélés avec les calculs numériques de la rigidité microstructurale du squelette des matériaux. Après attaque acide et à haute température, un phénomène de flexibilité a été observé sur des éprouvettes minces et a pu être mis en relation avec la connectivité des matériaux. Les mesures de dilatation lors de cycles thermiques ont mis en évidence les effets induits par l'ajout d'yttrine. La phase vitreuse joue un rôle important pendant la transformation de quadratique à monoclinique, en limitant l'endommagement microstructural des matériaux. Le THTZ dopé par l'ajout de 7% d'yttrine présente des propriétés très différentes des autres matériaux : il est plus rigide et ne subit plus la transformation martensitique. Des calculs par éléments finis tridimensionnels, réalisées à partir de volumes élémentaires de la microstructure réelle, ont permis d'estimer l'influence des propriétés des phases constituantes, de leur morphologie et des conditions aux limites sur la contrainte interne responsable de l'endommagement microstructural.

Martensite is considered to be the backbone of the high strength of many commercial steels. Martensite is formed by a rapid diffusionless phase transformation, which has been the subject of extensive research studies for more than a century. Despite such extensive studies, martensitic transformation is still considered to be intriguing due to its complex nature. Phase-field method, a computational technique used to simulate phase transformations, could be an aid in understanding the transformation. Moreover, due to the growing interest in the field of “Integrated computational materials engineering (ICME)”, the possibilities to couple the phase-field method with other computational techniques need to be explored. In the present work a three dimensional elastoplastic phase-field model, based on the works of Khachaturyan et al. and Yamanaka et al., is developed to study the athermal and the stress-assisted martensitic transformations occurring in single crystal and polycrystalline steels. The material parameters corresponding to the carbon steels and stainless steels are considered as input data for the simulations. The input data for the simulations is acquired from computational as well as from experimental works. Thus an attempt is made to create a multi-length scale model by coupling the ab-initio method, phase-field method, CALPHAD method, as well as experimental works. The model is used to simulate the microstructure evolution as well as to study various physical concepts associated with the martensitic transformation. The simulation results depict several experimentally observed aspects associated with the martensitic transformation, such as twinned microstructure and autocatalysis. The results indicate that plastic deformation and autocatalysis play a significant role in the martensitic microstructure evolution. The results indicate that the phase-field simulations can be used as tools to study some of the physical concepts associated with martensitic transformation, e.g. embryo potency, driving forces, plastic deformation as well as some aspects of crystallography. The results obtained are in agreement with the experimental results. The effect of stress-states on the stress-assisted martensitic microstructure evolution is studied by performing different simulations under different loading conditions. The results indicate that the microstructure is significantly affected by the loading conditions. The simulations are also used to study several important aspects, such as TRIP effect and Magee effect. The model is also used to predict some of the practically important parameters such as Ms temperature as well as the volume fraction of martensite formed. The results also indicate that it is feasible to build physically based multi-length scale model to study the martensitic transformation. Finally, it is concluded that the phase-field method can be used as a qualitative aid in understanding the complex, yet intriguing, martensitic transformations. / QC 20120525 / Hero-m

This thesis presents the study of organofunctional alkoxysilane coatings to prevent high temperature oxidation of Sm-Co powders. Sm-Co are important permanent magnetic alloys, owing to their high Curie temperature and large values of magnetocrystalline anisotropy. They possess stable magnetic properties in the temperature range -40 to 120 °C which makes them very attractive candidates for automobile’s electric motors. However, the environmental conditions for such applications are a sum of high temperatures, humidity, fuels and salts which provide perfect breeding ground for corrosion. In this study we report the high temperature oxidation resistance of Sm2Co17 powders coated with four common commercially available organofunctional silanes; (3-aminopropyl)trimethoxysilane (APTMS), (3-aminopropyl)triethoxysilane (APTES), methyltrimethoxysilane (MTMS) and (3-glycidyloxypropyl)trimethoxysilane (GPTMS). The as received powder was a multimodal mixture of many sizes and shapes which represented a typical ball milling product. The thermal analyses of the powders suggested that the powders without surface coatings had profound affinity towards oxidation. The thermal properties of sieved uncoated powders revealed that the small powders were more susceptible to oxidation than the large powders due to their large specific surface area. The isothermal properties of coated powders revealed that the powders coated with silanes had at least 10 times higher resistance to oxidation as compared to uncoated powders heated at 400 °C for 10 h. The non-isothermal tests conducted from room temperature to 500 °C also revealed that the uncoated powders gained 6 times more mass as compared to the powders coated with an ideal (MTMS) silane. The microstructural analysis of the uncoated powders heated from 400 °C to 550 °C revealed diffusion of oxygen, instable intermetallic phases which resulted in a redistribution of alloying elements, precipitation of alloying elements and formation of a featureless shell (approximately 20 µm in thickness) that surrounded the unreacted core. The coated powders on the other hand showed homogenous distribution of alloying elements, stable intermetallic phases and limited the shell thickness (1 µm). The thermo-magnetic properties of Sm-Co powders showed that the thermal instability also affected the magnetic properties adversely. It was found that the magnetic properties were deteriorated with a decrease in powder size. The energy dispersive spectroscopic (EDS) analyses showed that the small powders contained higher oxygen content than the large powders. Moreover XRD analysis also revealed that the small powders contain higher residual strains and smaller crystallite size which can play their role in deteriorating magnetic properties. It was found that surface modification by silanization improve the thermo-magnetic properties by effectively shielding the powder surfaces from surface oxidation. The rheological properties Sm-Co/PA12 composites revealed that the viscosity of the composites was increased with decreasing powder size due to the presence of rough surfaces and sharp corners in small powders. The rheological properties of the melts containing coated powders revealed that the silane layer acted as a lubricant and decreased the melt viscosity. It was found that coating the powders with silanes not only improve the rheological properties but also improve the other physical properties such as glass transition temperature the loss modulus by modifying the interfacial layer between the polymer matrix (PA12) and the powder. It results in a decrease in viscosity, a broadening of the glass transition temperature and a change in the damping properties of the composites. The dynamic mechanical properties of Sm-Co/PA12 composites showed that the storage modulus was increased with decreasing powder size. The results were expected as the rough surfaces act as local welding points between the powder and the polymer matrix. It was found that the surface modification improve the storage modulus. It is assumed that the silanes modify the interfacial properties which not only resulted in increasing the storage modulus but also broadened the glass transition temperature, Tg and damping, tanδ peaks. From the thermogravimetric, microstructural, rheological and magnetic analyses it can be concluded that the silanes are the effective coatings in preventing high temperature oxidation, stabilizing microstructure, enhancing mechanical properties, and improving rheological and magnetic properties. / <p>QC 20121205</p>

Large improvements in cutting tool design and technology, including the application of advanced surface engineering treatments on the cemented carbide insert, have been achieved in the last decades to enhance tool performance. However, the problem of improving the tool body material is not adequately studied. Fatigue is the most common failure mechanism in cutting tool bodies. Rotating tools, tool going in and out of cutting engagement, impose dynamic stresses and require adequate fatigue strength of the tool. Working temperatures of milling cutter bodies in the insert pocket can reach up to 600°C depending on the cutting conditions and material of the workpiece. As a result, steel for this application shall have good hot properties such as high temper resistance and high hot hardness values to avoid plastic deformation in the insert pocket of the cutting tool. Machinability of the steel is also essential, as machining of steel represents a large fraction of the production cost of a milling cutter. This thesis focus on the improvement of the cutting tool performance by the use of steel grades for tool bodies with optimized combination of fatigue strength, machinability and properties at elevated temperatures. The first step was to indentify the certain limit of the sulphur addition for improved machinability which is allowable without reducing the fatigue strength of the milling cutter body below an acceptable level. The combined effect of inclusions, surface condition and geometrical stress concentrator on the fatigue life of the tool steel in smooth specimens and in tool components were studied in bending fatigue. As the fatigue performance of the tools to a large extent depends on the stress relaxation resistance at elevated temperature use, the second step in this research was to investigate the stress relaxation of the commonly used milling cutter body materials and a newly steel developed within the project. Compressive residual stresses were induced by shot peening and their response to mechanical and thermal loading as well as the material substructures and their dislocation characteristics were studied using X-ray diffraction. Softening resistance of two hot work tool steels and a newly developed steel was investigated during high temperature hold times and isothermal fatigue and discussed of with respect to their microstructure. Carbide morphology and precipitation as well as dislocation structure were determined using transmission electron microscopy and X-ray line broadening analysis.