Orientadores: Rodrigo Lanna Franco da Silveira, Celio Hiratuka / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Economia / Made available in DSpace on 2018-08-27T14:59:01Z (GMT). No. of bitstreams: 1 Fonseca_CamilaVeneoCampos_M.pdf: 2187150 bytes, checksum: 17c287ca376b037d1783e582e37cb3ab (MD5) Previous issue date: 2015 / Resumo: O reduzido acesso ao financiamento externo, particularmente o de longo prazo, é um dos principais problemas do ambiente corporativo brasileiro. Os conflitos de agência e a existência de informação assimétrica nas transações efetivadas no mercado financeiro resultam em um maior custo de capital e no racionamento do crédito, sendo estes proporcionais ao grau de desconfiança dos investidores. A adoção de melhores práticas de governança corporativa pelas empresas, como o comprometimento com a transparência das informações divulgadas e a vigência de sistemas mais eficientes de proteção aos acionistas minoritários e credores, ao implicar redução do custo de capital, amplia o papel exercido pelo mercado na captação de recursos para o investimento, mitigando o problema do financiamento empresarial. O objetivo deste trabalho é verificar a possível influência da adesão aos níveis diferenciados de governança corporativa da Bolsa de Valores, Mercadorias e Futuros (BM&FBOVESPA) sobre o montante e o perfil do endividamento das empresas brasileiras de capital aberto no período entre 2000 e 2013. Para atingir o objetivo acima exposto, o estudo fez uso de técnicas econométricas baseadas em dados em painel. Os parâmetros do modelo empírico foram estimados pelo Método dos Momentos Generalizado Sistêmico (GMM-Sis). Os resultados do teste econométrico corroboram as hipóteses da pesquisa, ou seja, a governança corporativa é relevante na determinação do nível de endividamento das empresas brasileiras, exercendo um efeito positivo sobre o acesso aos recursos de terceiros. Além disso, empresas reconhecidas pela adoção de melhores práticas de governança têm alterado o perfil do seu endividamento, sendo privilegiadas na captação de recursos de longo prazo. Conclui-se que a governança corporativa é um fator chave no debate sobre os determinantes da estrutura de capital no Brasil uma vez que modifica não somente o montante, mas o perfil de endividamento das empresas comprometidas com a implementação de melhores práticas / Abstract: The reduced access to finance, particularly the long-term one, is one of the main problems of the Brazilian corporate environment. Agency conflicts and the existence of asymmetric information in financial markets results in higher cost of capital and credit rationing, which are proportional to the degree of investors distrust. The adoption of best practices of corporate governance by enterprises - such as better disclosure and efficient systems of investor protection -, results in a reduced cost of capital, expands the role played by the market in raising funds for investment, and mitigates the problem of business financing. The objective of this study is to verify the possible influence of adherence to different levels of corporate governance on the amount and profile of the debt contract by Brazilian public companies during 2000-2013 period. The study adopts econometric methods based on panel data models to explore the impact of corporate governance on corporate capital structure of Brazilian companies. The parameters of the models were estimated using a Systemic Generalized Method of Moments (GMM-Sys). The results of the econometric tests corroborate the hypotheses of the research - corporate governance is relevant in determining the level of indebtedness of Brazilian companies. ln addition, companies recognized by the adoption of best corporate governance practices have changed the profile of its debt, being privileged in the long-term fundraising. ln conclusion, corporate governance is a key factor in the debate about the determinants of capital structure in Brazil since it modifies not only the amount, but also the profile of indebtedness of companies committed to implementing best practices / Mestrado / Ciências Economicas / Mestra em Ciências Econômicas

In this dissertation, a Method of Moments (MoM) Volume Integral Equation (VIE)-based modeling approach suitable for a patch or slot antenna on a thin finite dielectric substrate is developed and validated. Two new key features of this method are the use of proper dielectric basis functions and proper VIE conditioning, close to the metal surface, where the surface boundary condition of the zero tangential-component must be extended into adjacent tetrahedra. The extended boundary condition is the exact result for the piecewise-constant dielectric basis functions. The latter operation allows one to achieve a good accuracy with one layer of tetrahedra for a thin dielectric substrate and thereby greatly reduces computational cost. The use of low-order basis functions also implies the use of low-order integration schemes and faster filling of the impedance matrix. For some common patch/slot antennas, the VIE-based modeling approach is found to give an error of about 1% or less in the resonant frequency for one-layer tetrahedral meshes with a relatively small number of unknowns. This error is obtained by comparison with fine finite- element method (FEM) simulations, or with measurements, or with the analytical mode matching approach. Hence it is competitive with both the method of moments surface integral equation approach and with the FEM approach for the printed antennas on thin dielectric substrates. Along with the MoM development, the dissertation also presents the models and design procedures for a number of practical antenna configurations. They in particular include: i. a compact linearly polarized broadband planar inverted-F antenna (PIFA); ii. a circularly polarized turnstile bowtie antenna. Both the antennas are designed to operate in the low UHF band and used for indoor positioning/indoor geolocation.

Various error estimation and adaptive refinement techniques for the solution of electromagnetic integral equations were developed. Residual based error estimators and h-refinement implementations were done for the Method of Moments (MoM) solution of electromagnetic integral equations for a number of different problems. Due to high computational cost associated with the MoM, a cheaper solution technique known as the Locally-Corrected Nyström (LCN) method was explored. Several explicit and implicit techniques for error estimation in the LCN solution of electromagnetic integral equations were proposed and implemented for different geometries to successfully identify high-error regions. A simple p-refinement algorithm was developed and implemented for a number of prototype problems using the proposed estimators. Numerical error was found to significantly reduce in the high-error regions after the refinement. A simple computational cost analysis was also presented for the proposed error estimation schemes. Various cost-accuracy trade-offs and problem-specific limitations of different techniques for error estimation were discussed. Finally, a very important problem of slope-mismatch in the global error rates of the solution and the residual was identified. A few methods to compensate for that mismatch using scale factors based on matrix norms were developed.

Submitted by Jaqueline Silva (jtas29@gmail.com) on 2016-08-29T17:39:21Z No. of bitstreams: 3 Dissertação - Bárbara Pereira Silva - 2016 - parte 1.pdf: 12258499 bytes, checksum: 8af480355ae4ffedb4ed79cbf7484361 (MD5) Dissertação - Bárbara Pereira Silva - 2016 - parte 2.pdf: 12730012 bytes, checksum: d173d49860226f3a2179be40d51ef666 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Approved for entry into archive by Jaqueline Silva (jtas29@gmail.com) on 2016-08-29T17:39:44Z (GMT) No. of bitstreams: 3 Dissertação - Bárbara Pereira Silva - 2016 - parte 1.pdf: 12258499 bytes, checksum: 8af480355ae4ffedb4ed79cbf7484361 (MD5) Dissertação - Bárbara Pereira Silva - 2016 - parte 2.pdf: 12730012 bytes, checksum: d173d49860226f3a2179be40d51ef666 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Made available in DSpace on 2016-08-29T17:39:44Z (GMT). No. of bitstreams: 3 Dissertação - Bárbara Pereira Silva - 2016 - parte 1.pdf: 12258499 bytes, checksum: 8af480355ae4ffedb4ed79cbf7484361 (MD5) Dissertação - Bárbara Pereira Silva - 2016 - parte 2.pdf: 12730012 bytes, checksum: d173d49860226f3a2179be40d51ef666 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2016-03-29 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / In the grounding systems analysis, the investigation of the effects caused by lightning discharge is a crucial task, since it is the main electromagnetic phenomena responsible for electricity outages which can be the cause of severe mechanical and thermal stresses on electric installations. This dissertation presents a study of transient behavior for various grounding configurations subject to impulsive currents originated from incident discharges. The model is named hybrid electromagnetic model, because it is based on electromagnetic equations and it is used concepts of electrical circuit analysis. The modeling is performed in frequency domain considering the effects of electromagnetic propagation on the metal electrode and into surrounding soil. In the numerical solution of model is used the method of moments for the discretization of the electrodes and calculus of the impedances. This methodology also considers the variation of electric soil parameters when frequency varies. The modeling comprised the effects of propagation and electromagnetic couplings between the grounding electrodes. Results were obtained for simple electrodes (wire horizontally buried in the soil or a vertical rod) and grounding grid in square format from the computational implementation of the mathematical model. This tool and the results obtained lend itself to the determination of the grounding systems response subjected to an injection of a typical current of lightning discharge. The validation of the tool which resulted from this work is made by comparing the obtained results with results of similar cases reported in the technical literature. / Na análise de sistemas de aterramento elétrico é primordial a investigação dos efeitos causados pela incidência de descarga atmosférica, uma vez que esse é o principal fenômeno eletromagnético responsável pelos desligamentos não programados de instalações elétricas causando severas solicitações mecânicas e térmicas. Nesta dissertação é apresentado um estudo do comportamento transitório para diferentes configurações de eletrodos de aterramentos frente a descargas atmosféricas. O modelo adotado é nomeado de modelo eletromagnético híbrido, pois baseia-se nas equações eletromagnéticas e utiliza-se conceitos da análise de circuitos elétricos. A modelagem é realizada no domínio da frequência, considerando-se os efeitos da propagação eletromagnética no eletrodo metálico e no solo ao redor. Na solução numérica do modelo é empregado o método dos momentos para a discretizacão dos eletrodos e obtenção das impedâncias. É também levada em conta a variação dos parâmetros elétricos do solo com a frequência. São contemplados nesta modelagem os efeitos de propagação e os acoplamentos eletromagnéticos entre os eletrodos do aterramento. A partir da implementação computacional do modelo, foram obtidos resultados para eletrodos simples (em posição horizontal ou vertical) e para malhas quadradas. Esta ferramenta e os resultados obtidos permitem avaliar a resposta do aterramento submetido a uma injeção de uma corrente impulsiva típica de descargas atmosféricas. A validação da ferramenta desenvolvida é feita por meio de comparações dos resultados obtidos com resultados de casos semelhantes publicados na literatura técnica.

Nous nous intéressons, dans cette thèse, à l'étude des modèles de mélange et des modèles linéaires généralisés, avec une application aux données de co-infection entre les arbovirus et les parasites du paludisme. Après une première partie consacrée à l'étude de la co-infection par un modèle logistique multinomial, nous proposons dans une deuxième partie l'étude des mélanges de modèles linéaires généralisés. La méthode proposée pour estimer les paramètres du mélange est une combinaison d'une méthode des moments et d'une méthode spectrale. Nous proposons à la fin une dernière partie consacrée aux mélanges de valeurs extrêmes en présence de censure. La méthode d'estimation proposée dans cette partie se fait en deux étapes basées sur la maximisation d'une vraisemblance. / We are interested, in this thesis, to the study of mixture models and generalized linear models, with an application to co-infection data between arboviruses and malaria parasites. After a first part dedicated to the study of co-infection using a multinomial logistic model, we propose in a second part to study the mixtures of generalized linear models. The proposed method to estimate the parameters of the mixture is a combination of a moment method and a spectral method. Finally, we propose a final section for studing extreme value mixtures under random censoring. The estimation method proposed in this section is done in two steps based on the maximization of a likelihood.

Die Simulation von diskretisier QCD hat sich zu einem sehr erfolgreichen Verfahren entwickelt, um nicht-perturbativen Berechnungen durchzuführen. In dieser Arbeit untersuchen wir im Detail die Zeit-Momente schwerer Quark-Korrelatoren mit hoher Präzision. Diese werden verwendet, um die QCD-Kopplung durch den Vergleich von Gitter- und Störungsberechnungen zu extrahieren. Dabei müssen diese Observablen von Energien dominiert werden, bei denen beide Methoden angewendbar sind. Genaue Abschätzungen der systematischen Unsicherheiten ist notewendig, da dies Auswirkungen auf Berechnungen von, z.B., Higgs-Zerfällen zu b-Quarks oder Gluonen und Z-Bosonen-Partialbreiten haben. Wir führen eine quenched Untersuchung der Zeitmomente durch, um im großen Volumen mit L=2fm und T=6fm mit offenen Randbedingungen, Gitterabständen von bis ca. 0.01 fm zu erreichen. Wir berechnen Momente und dabei die Kopplung und den Trunkierungsfehler für wechselnde Energie von 0.8 bis 3.5 Mal die charm Masse. Um die großen Diskretisierungseffekte zu kontrollieren, verwenden wir ein nicht-perturbativ verbessertes Wilson-Clover-Fermionen-Dublett mit einem twisted mass Term. Neben der Kopplung untersuchen wir auch ihren Verlauf bis zur unendlichen Energie, kodiert im Lambda-Parameter, und die darin enthaltenen Trunkierungsfehler. Der extrahierte Lambda-Parameter bei Energieskalen von 2 Mal die Charmmasse weist, in Bezug auf step-scaling Ergebnisse, Abweichungen in der Größenordnung von 5% bis 10% auf. Eine Extrapolation bis zum Nullwert der Kopplung ist möglich, allerdings mit einer beträchtlichen Steigung. Weitverbreitete Variationen der perturbativen Renormierungsskala zur Abschätzung des Trunkierungsfehlers scheinen hier die tatsächliche Größe der Fehler zu unterschätzen. Bei der Verwendung der Störungstheorie hoher Ordnung auf den Skalen der Flavor-Physik für die Momente der Korrelatoren schwerer Quarks ist Vorsicht geboten, da große Trunkierungsfehler auftreten können. / The simulation of discretized QCD has become a very successful method to perform non-perturbative calculations. In this work we study in detail the time-moments of heavy quark correlators with high precision. These are used to extract the QCD coupling by comparing lattice and perturbative calculations. These observables must be dominated by energies at which both methods are applicable. Accurate estimates of the systematic uncertainties are needed as this has implications for calculations of, e.g., Higgs decays to b-quarks or gluons and Z-boson partial widths. We carry out a quenched investigation of the time-moments in order to achieve lattice spacings of down to approx. 0.01 fm in large volume, L=2fm and T=6fm, with open boundary conditions. We calculate moments and thereby the coupling and the truncation error for varying energy from 0.8 to 3.5 times the charm mass. To control the large discretization effects, we use a non-perturbatively enhanced Wilson-Clover fermion doublet with a twisted mass term. In addition to the coupling, we also study its evolution to infinite energy, encoded in the lambda parameter, and the truncation errors therein. The extracted lambda parameter at energy scales of 2 times the charm mass shows deviations in the order of 5% to 10% with respect to step-scaling results. Extrapolation to the zero value of the coupling is possible, but with a considerable slope. Widespread variations of the perturbative renormalization scale to estimate the truncation error seem to underestimate the actual size of the errors here. Care should be taken when using high-order perturbation theory on the scales of flavor physics for the moments of heavy quark correlators, as large truncation errors can occur.

Dans cette thèse, on étudie l'application de la méthode des moments pour les télécommunications. On analyse cette méthode et on montre son importance pour l'étude des matrices aléatoires. On utilise le cadre de probabilités libres pour analyser cette méthode. La notion de produit de convolution/déconvolution libre peut être utilisée pour prédire le spectre asymptotique de matrices aléatoires qui sont asymptotiquement libres. On montre que la méthode de moments est un outil puissant même pour calculer les moments/moments asymptotiques de matrices qui n'ont pas la propriété de liberté asymptotique. En particulier, on considère des matrices aléatoires gaussiennes de taille finie et des matrices de Vandermonde al ?eatoires. On développe en série entiére la distribution des valeurs propres de differents modèles, par exemple les distributions de Wishart non-centrale et aussi les distributions de Wishart avec des entrées corrélées de moyenne nulle. Le cadre d'inference pour les matrices des dimensions finies est suffisamment souple pour permettre des combinaisons de matrices aléatoires. Les résultats que nous présentons sont implémentés en code Matlab en générant des sous-ensembles, des permutations et des relations d'équivalence. On applique ce cadre à l'étude des réseaux cognitifs et des réseaux à forte mobilité. On analyse les moments de matrices de Vandermonde aléatoires avec des entrées sur le cercle unitaire. On utilise ces moments et les détecteurs à expansion polynomiale pour décrire des détecteurs à faible complexité du signal transmis par des utilisateurs mobiles à une station de base (ou avec deux stations de base) représentée par des réseaux linéaires uniformes. / In this thesis, we focus on the analysis of the moments method, showing its importance in the application of random matrices to wireless communication. This study is conducted in the free probability framework. The concept of free convolution/deconvolution can be used to predict the spectrum of sums or products of random matrices which are asymptotically free. In this framework, we show that the moments method is very appealing and powerful in order to derive the moments/asymptotic moments for cases when the property of asymptotic freeness does not hold. In particular, we focus on Gaussian random matrices with finite dimensions and structured matrices as Vandermonde matrices. We derive the explicit series expansion of the eigenvalue distribution of various models, as noncentral Wishart distributions, as well as correlated zero mean Wishart distributions. We describe an inference framework so flexible that it is possible to apply it for repeated combinations of random ma- trices. The results that we present are implemented generating subsets, permutations, and equivalence relations. We developped a Matlab routine code in order to perform convolution or deconvolution numerically in terms of a set of input moments. We apply this inference framework to the study of cognitive networks, as well as to the study of wireless networks with high mobility. We analyze the asymptotic moments of random Vandermonde matrices with entries on the unit circle. We use them and polynomial expansion detectors in order to design a low complexity linear MMSE decoder to recover the signal transmitted by mobile users to a base station or two base stations, represented by uniform linear arrays.

In my master´s thesis I deal with static solution of basic elements of reinforced concrete building with two abovegrounds and one underground storey. The selected elements are piles, roof board D1, column S1 in 2NP, stairway SK1 in 1NP, beam Z1 in 2NP, wall ST6 in 2NP, exterier board near the steel stairway. The component of my master´s thesis is comparing of my own calculation of moments and computer calculation of roof board D1. In the last point I compare a behavior of the structure with solid support and with piles.

No description available.

The diploma thesis deals with an analysis of internal forces of B4 reinforced construction of an office building. Analysis takes into account interaction with subsoil and when designing structural parts of the building, different requirements for fire resistance of a structure are taken into account. A Dlubal RFEM 5.17 program was used for finite element analysis, and model functionality verification was performer by using a summation of moments method. The thesis deals with the design and assessment of a point-supported slab, column, inner and external walls.