The present paper develops a procedure based on multivariate copulas for simulating multivariate non-normal data that satisfies a pre-specified covariance matrix. The covariance matrix used, can comply with a specific moment structure form (e.g., a factor analysis or a general SEM model). So the method is particularly useful for Monte Carlo evaluation of SEM models in the context of non-normal data. The new procedure for non-normal data simulation is theoretically described and also implemented on the widely used R environment. The quality of the method is assessed by performing Monte Carlo simulations. Within this context a one-sample test on the observed VC-matrix is involved. This test is robust against normality violations. This test is defined through a particular SEM setting. Finally, an example for Monte Carlo evaluation of SEM modeling of non-normal data using this method is presented. (author's abstract) / Series: Research Report Series / Department of Statistics and Mathematics

Plug-in hybrid electric vehicles (PHEVs) represent a promising future direction for the personal transportation sector in terms of decreasing the reliance on fossil fuels while simultaneously decreasing emissions. Energy used for driving is fully or partially shifted to electricity leading to lower emission rates, especially in a low carbon intensive generation mixture such as that of British Columbia’s. Despite the benefits of PHEVs for vehicle owners, care will need to be taken when integrating PHEVs into existing electrical grids. For example, there is a natural coincidence between peak electricity demand and the hours during which the majority of vehicles are parked at a residence after a daily commute. This research aims to investigate the incremental impacts to distribution networks in British Columbia imposed by the charging of PHEVs. A probabilistic model based on Monte Carlo Simulations is used to investigate the impacts of uncontrolled PHEV charging on three phase networks in the BC electricity system. A model simulating daily electricity demand is used to estimate the residential and commercial demand on a network. A PHEV operator model simulates the actions of drivers throughout a typical day in order to estimate the demand for vehicle charging imposed on networks. A load flow algorithm is used to solve three phase networks for voltage, current and line losses. Representative three phase networks are investigated typical of suburban, urban and rural networks. Scenarios of increasing PHEV penetration on the network and technological advancement are considered in the absence of vehicle charging control. The results are analyzed in terms of three main categories of impacts: network demands, network voltage levels and secondary transformer overloading. In all of the networks, the PHEV charging adds a large amount of demand to the daily peak period. The increase in peak demand due to PHEV charging increases at a higher rate than the increase in energy supplied to the network as a result of vehicles charging at 240V outlets. No significant voltage drop or voltage unbalance problems occur on any of the networks investigated. Secondary transformer overloading rates are highest on the suburban network. PHEVs can also contribute to loss of transformer life specifically for transformers that are overloaded in the absence of PHEV charging. For the majority of feeders, uncontrolled PHEV charging should not pose significant problems in the near term. Recommendations are made for future studies and possible methods for mitigating the impacts.

Society relies more and more on a continuous supply of electricity. However, while underinvestments in reliability lead to an unacceptable number of power interruptions, overinvestments result in too high costs for society. To give incentives for a socioeconomically optimal level of reliability, quality regulations have been adopted in many European countries. These quality regulations imply new financial risks for the distribution system operator (DSO) since poor reliability can reduce the allowed revenue for the DSO and compensation may have to be paid to affected customers.This thesis develops a method for evaluating the incentives for reliability investments implied by different quality regulation designs. The method can be used to investigate whether socioeconomically beneficial projects are also beneficial for a profit-maximizing DSO subject to a particular quality regulation design. To investigate which reinvestment projects are preferable for society and a DSO, risk-based methods are developed. With these methods, the probability of power interruptions and the consequences of these can be simulated. The consequences of interruptions for the DSO will to a large extent depend on the quality regulation. The consequences for the customers, and hence also society, will depend on factors such as the interruption duration and time of occurrence. The proposed risk-based methods consider extreme outage events in the risk assessments by incorporating the impact of severe weather, estimating the full probability distribution of the total reliability cost, and formulating a risk-averse strategy. Results from case studies performed show that quality regulation design has a significant impact on reinvestment project profitability for a DSO. In order to adequately capture the financial risk that the DSO is exposed to, detailed risk-based methods, such as the ones developed in this thesis, are needed. Furthermore, when making investment decisions, a risk-averse strategy may clarify the benefits or drawbacks of a project that are hard to discover by looking only at the expected net present value. / QC 20110530

In critically ill patients, the pathophysiology of sepsis can affect the interactions between the antibiotic, the bacteria and the patient, leading to potential therapeutic failure and the development of antibiotic resistance. It is well acknowledged that research that optimises antibiotic exposure will assist improvement of outcomes in this patient group. Although beta-lactam antibiotics, such as piperacillin and meropenem, are commonly selected for empiric therapy of sepsis, dosing is unlikely to be optimal. In patients without renal dysfunction, data suggests that disease-induced alterations to pharmacokinetic parameters result in low trough concentrations for significant periods within a dosing interval. Administration of these time-dependent antibiotics by continuous infusion has been suggested to improve the pharmacokinetic-pharmacodynamic profile. Knowledge of concentrations in the extracellular fluid of human tissue, which is the target site of most pathogens, is particularly instructive. Extracellular fluid concentrations can be determined using techniques such as microdialysis. Therefore, the principal aims of this Thesis were to determine the plasma and subcutaneous tissue pharmacokinetics of piperacillin and meropenem administered by bolus dosing and continuous infusion in critically ill patients with sepsis; and to use Monte Carlo simulations to compare the ability of different dosing strategies to achieve pharmacodynamic endpoints. This Thesis also sought to compare the clinical outcomes of bolus dosing and continuous infusion of a beta-lactam antibiotic, ceftriaxone, in a prospective randomised controlled trial and to perform a meta-analysis on clinical outcomes from other similar published studies. Finally, this Thesis aimed to systematically review the published literature to determine any correlation between antibiotic dosing and the development of antibiotic resistance. The results of the pharmacokinetic studies, using piperacillin and meropenem, indicate that beta-lactam distribution into subcutaneous tissue, in critically ill patients with sepsis, is less than that observed in previous studies in healthy volunteers yet superior to studies in patients with septic shock. This supports the notion that the peripheral concentration of drugs may be inversely related to the level of sickness severity. Administration by continuous infusion was found to maintain statistically significantly higher trough beta-lactam concentrations in both plasma and subcutaneous tissue. Further analysis of the plasma data using population pharmacokinetic modeling and Monte Carlo simulations described significant pharmacodynamic advantages for administering meropenem or piperacillin by continuous infusion to organisms with high minimum inhibitory concentrations. Given the documented pharmacodynamic advantages for administering beta-lactams by continuous infusion, a prospective randomized controlled clinical trial was conducted using the beta-lactam antibiotic ceftriaxone. In 57 critically ill patients, we found equivalence between continuous infusion and bolus dosing in the intention-to-treat analysis. However, our a priori analysis criteria, requiring patients receive at least 4-days antibiotic treatment, found significant clinical and bacteriological advantages for administration by continuous infusion. To further investigate any clinical differences between bolus dosing and continuous infusion of beta-lactam antibiotics, we performed a meta-analysis of all published studies. Our analysis of the 13 published prospective randomized controlled trials (846 hospitalised patients) showed equivalence of continuous infusion and bolus dosing. Possible confounders observed within, and between the studies, make interpretation of these results challenging. However, two large retrospective cohorts not included in the meta-analysis, found definitive clinical and bacteriological advantages suggesting further research may be appropriate. The possible relationship between antibiotic dosing, or exposures, on the development of resistance was investigated using a structured review of the published literature. Our analysis of relevant papers found a wealth of data describing increasing levels of resistance with sub-optimal antibiotic dosing, particularly for fluoroquinolone antibiotics, but also for other classes including beta-lactams. These results demonstrate the importance of optimizing antibiotic dosing to decrease the development of antibiotic susceptibility from sub-optimal dosing, particularly for critically ill patients who are likely to have low drug concentrations. The results of this Thesis, suggest that a large, prospective, multi-centre randomised controlled trial in critically ill patients with sepsis, is required to definitively determine the clinical utility of administration of beta-lactam antibiotics by continuous infusion.

La planification de traitement en radiothérapie nécessite un calcul précis de la dose délivrée au patient. La méthode la plus fiable pour y parvenir est la simulation du transport des particules par technique Monte Carlo. Cette thèse constitue la première étude concernant la validation de la plateforme de simulation Monte Carlo GATE (GEANT4 Application for Tomographic Emission), basée sur les librairies de GEANT4 (GEometry ANd Tracking), pour le calcul de la dose absorbée déposée par des faisceaux d’électrons. L’objectif de cette thèse est de montrer que GATE/GEANT4 est capable d’atteindre le niveau d’exigences requis pour le calcul de la dose absorbée lors d’une planification de traitement, dans des situations où les algorithmes analytiques, actuellement utilisés dans les services de radiothérapie, n’atteignent pas un niveau de précision satisfaisant. L’enjeu est de prouver que GATE/GEANT4 est adapté pour la planification de traitement utilisant des électrons et capable de rivaliser avec d’autres codes Monte Carlo reconnus. Cet enjeu a été démontré par la simulation avec GATE/GEANT4 de faisceaux et des sources d’électrons réalistes utilisées en radiothérapie externe ou en radiothérapie moléculaire et la production de distributions de dose absorbée en accord avec les mesures expérimentales et avec d’autres codes Monte Carlo de référence pour la physique médicale. Par ailleurs, des recommandations quant à l’utilisation des paramètres de simulation à fixer, assurant un calcul de la distribution de dose absorbée satisfaisant les spécifications en radiothérapie, sont proposées. / Radiation therapy treatment planning requires accurate determination of absorbed dose in the patient. Monte Carlo simulation is the most accurate method for solving the transport problem of particles in matter. This thesis is the first study dealing with the validation of the Monte Carlo simulation plateform GATE (GEANT4 Application for Tomographic Emission), based on GEANT4 (GEometry And Tracking) libraries, for the computation of absorbed dose deposited by electron beams. This thesis aims at demonstrating that GATE/GEANT4 calculations are able to reach treatment planning requirements in situations where analatycal algorithms are not satisfactory. The goal is to prove that GATE/GEANT4 is useful for treatment planning using electrons and competes with well validated Monte Carlo codes. This is demonstrated by the simulations with GATE/GEANT4 of realistic electron beams and electron sources used for external radiation therapy or targeted radiation therapy. The computed absorbed dose distributions are in agreement with experimental measurements and/or calculations from other Monte Carlo codes. Furthermore, guidelines are proposed to fix the physics parameters of the GATE/GEANT4 simulations in order to ensure the accuracy of absorbed dose calculations according to radiation therapy requirements.

Orientador: Sidney Jurado de Carvalho / Banca: Antonio Caliri / Banca: Jorge Chahine / Resumo: Neste trabalho utilizamos simulações de Monte Carlo para estudar as propriedades elétricas e conformacionais de polianfóteros fracos, investigando o efeito da estrutura primária, do pH da solução da valência dos contraíons. O polímero foi representado por um conjunto de esferas rígidas conectadas por um potencial harmônico (modelo bead-spring ) e os contraíons da solução, de valência 1, 2 e 3, foram tratados de maneira explícita segundo o modelo primitivo restrito. Todo o sistema foi confinado em uma célula esférica com o polímero fixado em seu centro. Dentre as análises de propriedades elétricas do polianfótero, foi observado que a fração de grupos básicos protonados se aproxima do caso ideal com o aumento da valência dos contraíons, para todas as sequências primárias estudadas. Diferentemente do que ocorre para homopolímeros carregados, nos quais os efeitos de correlação entre contraíons multivalentes provocam alta compactação da cadeia, o raio de giração de polienfóteros com contra ons trivalentes se mostrou muito próximo de cadeias (self-avoiding walk ). Em relação ao efeito da sequência primária, cadeias com baixa carga líquida apresentaram maior compactação nos casos de distribuição de monômero com menor número de blocos, assim como já previsto na literatura utilizando eletrólito implícito através da teoria de Debye-Hückel. A medida que aumentamos o valor de pH, o polinafótero ca carregado e conformações globulares não são mais observadas. Nestas condições, verificamos a formação de estruturas conhecidas como tadpoles apenas utilizando contraíons monovalente. Em nossa análise de Scaling, os valores conhecidos na literatura para o índice v da relação Rg ~ N vm foram obtidos para os casos Alternado (caso SAW) e Dibloco (caso globular) em regimes de pH nos quais a macromolécula está neutra apenas considerando diluição infinita / Abstract: In this work we use the Monte Carlo simulations to study conformational and electrical properties of weak Polyampholytes and investigate the e ect of the primary structure, pH and the valency of the counterion on these conformations. The polymer was represented by a set of rigid spheres connected by a harmonic potential (bead-spring model) and the counterions of the solution of valency 1, 2 and 3 were treated explicitly according to the restricted primitive model. The system was enclosed in a spherical cell with the polymer set at its center. Among the analysis of electrical properties of the polyampholyte, it was observed that the fraction of protonated basic groups approaches the ideal case with the increase in valency of the counterion for all the primary sequence studied. Di erently from what occurs for homopolymers, in which the e ects of correlation between multivalent counterions cause high compression of the chain, the radius of gyration of polyampholytes considering trivalent counterions is very close to those obtained for Gaussian chains with excluded volume interaction (Self-Avoiding Walk ). Regarding the e ect of primary sequence, chains with low net charge showed higher compression in cases of fewer blocks monomers distribution, as already provided in previous work using implicit counterions by the Debye-Huckel theory. As the pH increased, the polyampholyte has a net charge and globular conformations are no longer observed. Accordingly, we observed the formation of structures known as tadpoles using monovalent counterions. In our analysis of Scaling, the known values for the index (in Rg N m) were obtained for Alternating case (SAW) and Diblock case (globular) in pH regimes in which the macromolecule has no net charge and only considering in nite dilution / Mestre

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / In this work we study the critical properties of the spin-1 Blume-Capel model in two dimensions on Voronoi- Delaunay random lattices with quenched connectivity disorder. The system is treated by applying Monte Carlo simulations using the heat-bath update algorithm together with single histograms re-weighting tech- niques. We calculate the critical temperature as well as the critical exponents as a function of the crystal field -. It is found that this disordered system exhibits phase transitions of first- and second-order types that de- pend on the value of the crystal field. For values of - ≤ 3, where the nearest-neighbor exchange interaction J has been set to unity, the disordered system presents a second-order phase transition. The results suggest that the corresponding exponents ratio belong to the same universality class as the regular two-dimensional ferromagnetic model. There exists a tricritical point close to -t = 3:05(4) with different critical exponents. For -t ≤ - < 3:4 this model undergoes a first-order phase transition. Finally, for - ≥ 3:4 the system is always in the paramagnetic phase. / Neste trabalho estudamos as propriedades críticas do modelo Blume-Capel spin-1 em redes aleatórias de Voronoi-Delaunay em duas dimensões com desordem temperada nas conectividades. O sistema é tratado pela aplicação de simulações de Monte Carlo usando o algoritmo de banho térmico de atualização em con- junto com a técnica de repesagem do histograma simples. Nós calculamos a temperatura crítica bem como os expoentes críticos como função do campo cristalino -. Verificou-se que este sistema desordenado exibe transições de fases do tipo primeira e segunda ordem que dependem do valor do campo cristalino. Para valores de - ≤ 3, onde a interação de troca de primeiros vizinhos J foi definida como unidade, o sistema desordenado apresenta uma transição de fase de segunda ordem. Os resultados sugerem que a correspon- dente relação dos expoentes pertencem à mesma classe de universalidade como o modelo ferromagnético bidimensional regular. Existe um ponto tricrítico próximo de -t = 3:05(4) com diferentes expoentes críti- cos . Para -t ≤ - < 3:4 este modelo mostra uma transição de fase de primeira ordem. Finalmente, para - ≥ 3:4 o sistema é sempre na fase paramagnética. / São Cristóvão, SE

Nous mettons au point un dosimètre passif capable de détecter les neutrons rapides et thermiques, destiné à la fois à la dosimétrie d'ambiance et personnelle. Ce dosimètre détecte les neutrons au moyen de convertisseurs appropriés (polyéthylène et cadmium). Cette étude s'est appuyée sur des simulations Monte Carlo, qui ont aidé à la conception géométrique du dosimètre et au choix des matériaux. La caractérisation expérimentale du dosimètre montre que les réponses à ces neutrons en termes de H*(10) et Hp(10) sont linéaires, avec des seuils de détection de 2 mSv pour les neutrons rapides et de 0, 19 mSv pour les neutrons thermiques. Les dépendances angulaires sont satisfaisantes selon les recommandations de la norme ISO 21909. Un facteur de calibration de (9,5 +- 0,5)x10 puissance -2 mSv.cm2/signal RPL a été obtenu pour les neutrons rapides de la source calibrée de 241Am-Be de l'IPHC. Ce facteur est de (9,7 +- 0,3)x10 puissance-3 mSv.cm2/signal RPL pour les neutrons thermalisés. / We characterize a passive dosimeter capable of measuring both fast and thermal neutrons for ambiant and persona! dosimetry. These neutrons can be detected in a mixed neutron-gamma field with appropriate converters (polyethylene for fast neutrons, cadmium for thermal neutrons). Monte Carlo simulations with MCNPX helped with the geometrical conception of the dosimeter and the choice of materials. The responses of the RPL dosimeter to these neutrons are linear in H*(1 O) and Hp(10) with detection limits of 2 mSv for fast neutrons and 0.19 mSv for thermal neutrons. The angular dependencies are satisfactory according to the ISO 21909 norm. A calibration factor of (9.5 +- 0.5)x10 exponent -2 mSv.cm2/RPL signal is obtained to the fast neutrons of the IPHC's 241 Am-Be calibrator. This factor is (9.7 +- 0.3)x10 exponent -3 mSv.cm2/RPL signal for the thermalized neutrons.

Abstract Light scattering diagnostics of turbid media containing both structural and dynamic inhomogeneities is currently of significant importance. One of the important directions in modern light scattering diagnostics is the development of methods for probing biological media with visible- and near-infrared radiation allowing for visualization of the biotissue structure. Optical methods for studying the biotissue structure and characterization of its optical properties are very promising and have been rapidly developing during the past decade. The present work is aimed at improving and discovering new potentials of currently existing methods of laser diagnostics of biological tissues containing both structural and dynamic inhomogeneities. In particular, the feasibilities of spatially resolved reflectometry and time-of-flight techniques for the problem of noninvasive determination of glucose level in human blood and tissues were examined both numerically and experimentally. The relative sensitivities of these methods to changes in glucose level were estimated. Time-of-flight technique was found to be more sensitive. The possibilities of Doppler optical coherence tomography for imaging of dynamic inhomogeneities with high resolution were considered. This technique was applied for the first time for the imaging of complex autowave cellular motility and cytoplasm shuttle flow in the slime mold Physarum polycephalum. The effect of multiple scattering on the accuracy of the measured flow velocity profiles for the case of single flow and for the case of the flow embedded into the static medium with strong scattering was studied. It was shown that this effect causes significant distortion to the measured flow velocity profiles and it is necessary to take this into account while making quantitative measurements of flow velocities.

Les systèmes de nombreuses particules peuvent présenter des comportements variés en fonction du type d’interaction entre ses composants.Dans certaines situations, des structures macroscopiques hautement ordonnées peuvent émerger de telles interactions. Le problème de l’identification des mécanismes qui activent l’ordre microscopique dans les systèmes bidimensionnels a fait l’objet d’études théoriques et expérimentales. Il y a plusieurs décennies, il a été montré que les systèmes bidimensionnels avec des interactions de paramètres d’ordre suffisamment court et d’ordre continu n’ont pas d’ordre à longue portée (ils n’ont pas de phase solide). D’autre part, des études numériques sur des systèmes sans ordre positionnel ont montré que de tels systèmes pourraient présenter des transitions de phase. Cette contradiction apparente dans les systèmes bidimensionnels a été expliquée dans la transition KT (Kosterlitz-Thouless) proposée pour le modèle XY. Depuis lors, on a commencé à observer que les systèmes sans ordre positionnel pouvaient montrer des transitions de phase quand ils avaient un ordre de demi-longue portée (ODLP). Ce type d’ordre est associé à l’ordre d’orientation du système qui est perdu lorsque les défauts topologiques activés par les fluctuations thermiques sont divisés en paires produisant une transition. D’autre part, les systèmes bidimensionnels avec ordre de position à la température T = 0 peuvent être fusionnés dans un scénario comprenant trois phases : solide / hexatique / liquide dont les transitions sont dues à la division en deux étapes de défauts topologiques à deux températures différentes (Théorie de Kosterlitz-Thouless-Halperin-Nelson-Young KTHNY).Ce travail se concentre sur l’ étude du plasma d’un composant bidimensionnel (PUC2d), un système classique de N charges ponctuelles identiques qui interagissent à travers un potentiel électrique et immergées dans une surface bidimensionnelle avec densité de charge opposée. Le système est un cristal à T = 0 qui commence à fondre si T est suffisamment élevé. Si le potentiel d’interaction entre les particules est logarithmique,alors le système dans le plan et la sphère a une solution exacte pour une valeur spéciale de T située dans la phase fluide. Dans cette étude, un formalisme analytique est utilisé pour déterminer exactement les propriétés thermodynamiques et structurelles qui permettent de suivre le comportement du PUC2d en la phase désordonnée jusqu’`a ce que celui-ci cristallise avec la restriction de N pas très grand. Par le formalisme, nous trouvons des connexions intéressantes avec l’ensemble de Ginibre défini dans la théorie des matrices aléatoires.Nous avons effectué des simulations de Monte Carlo pour modéliser le PUC2d avec des interactions potentiel en inverse de distance et des conditions aux limites périodiques dans le plan. Trois phases sont identifiées incluant la phase hexatique pour des systèmes suffisamment grands. Nous avons déterminé par l’analyse de taille finie et la méthode multi-histogramme que la transition hexatique/ liquide est de premier ordre faible. Finalement,une étude statistique sur les arrangements de défauts (clusters) lors de la fusion cristalline est effectuée, confirmant en détail la théorie de KTHNY et décrivant des alternatives pour la détection de transitions en deux dimensions. / Many particle systems may exhibit interesting properties depending on the interaction between their constituents. Among them, it is possible to find situations where highly ordered microscopic structures may emerge from these interactions. The central problem to identify the mechanisms which activate the ordered particle arrangements has been the subject matter of theoretical and experimental studies. In the past decades, it was rigorously proved that systems in two dimensions with sufficiently short-range interactions and continuous degrees of freedom do not have long-range order. In contrast, numerical studies of systems featuring lack of positional order in two dimensions showed evidence of phase transitions. This apparent contradiction was explained by the Kosterlitz-Thouless (KT)-transition for the XY-model showing that transitions may take place in positional isotropic bidimensional systems if they still have quasi-long range (QLR) order. Such QLR order associated to the orientational order of the system, is lost when topological defects activated by thermal fluctuations begin to unbind in pairs producing a transition. On the other hand, two-dimensional systems with positional order at vanishing temperature may show a melting scenario including three phases solid/hexatic/fluid with transitions driven by a unbinding mechanism of topological defects according to the Kosterlitz-Thouless-Halperin-Nelson-Young (KTHNY)-theory.This work is focused on the study of the two dimensional one component plasma 2dOCPa system of N identical punctual charges interacting with an electric potential in a two-dimensional surface with neutralizing background. The system is a crystal at vanishing temperature and it melts at sufficiently high temperature. If the interaction potential is logarithmic, then the system on the flat plane and the sphere is exactly solvable at a special temperature located at the fluid phase. We use analytical approaches to compute exactly thermodynamic variables and structural properties which enables to study the crossover behaviour from a disordered phases to crystals for small systems finding interesting connections with the Ginibre Ensemble of the random matrix theory.We perform numerical Monte Carlo simulations of the 2dOCP with inverse power law interactions and periodic boundary conditions finding a hexatic phase for sufficiently large systems. It is found a weakly first order transition for the hexatic/fluid transition by using finite size analysis and the multi-histogram method. Finally, a statistical analysis of clusters of defects during melting confirms in a detailed way the predictions of the KTHNY-theory but also provides alternatives to detect transitions in two-dimensional systems.