[pt] Na década de 1990, diversos países, inclusive o Brasil, entre 1996 e 2003, iniciaram a reestruturação de seus setores elétricos e criaram mercados livres para negociação de energia. O crescimento desses mercados tem demandado a adaptação de instrumentos financeiros de gestão de riscos e retornos as suas especificidades. No Brasil, o mercado tem, ainda, uma estrutura de balcão desorganizado e descentralizado, o que dificulta seu aprendizado. Os contratos a termo de energia elétrica, negociados bilateralmente, no país, são o principal instrumento para a mitigação de riscos e a avaliação de investimentos. Nesse contexto, o objetivo deste estudo é compreender melhor a dinâmica dos preços a termo de energia elétrica praticados no Brasil. Assim, é proposto um método para construção de curvas a termo com base apenas em informações de mercado e feita uma primeira aplicação dessa metodologia. Alguns indícios ficaram, então, evidentes sobre o comportamento do mercado brasileiro a termo de energia elétrica: configuração de contango em alguns períodos, presença de elevados prêmios de risco e aderência apenas relativa dos preços a termo às expectativas de futuros preços à vista. Estudos realizados a partir de mercados estruturados de energia elétrica suportam essas evidências. / [en] In the 1990s, several countries, including Brazil, between 1996 and 2003, began to restructure their electricity sectors and established free markets for energy trading. The growth of these markets has required the adaptation of financial instruments for risk management and return to their specifications. In Brazil, the market has still a disorganized and decentralized OTC (over the counter market) structure, which hinders their learning. The forward contracts for electricity, negotiated bilaterally, in the country, are the primary instrument to mitigate risks and evaluate investments. In this context, the objective of this study is to better understand the dynamics of the forward price of electricity negotiated in Brazil. Thus, we propose a method to construct the forward curve based only on market information and made a first application of this methodology. Some clues were then evident on the behavior of the Brazilian forward market of electricity: contango set in certain periods, presence of high risk premiums and only partial adherence of forward prices on the expectations of future spot prices. Studies based on structured electricity markets support these evidences.

Para analisar características de interesse a respeito de um conjunto de dados reais da área de Odontologia apresentado em Hadgu & Koch (1999), ajustaremos um modelo de regressão linear multivariado com erros nas variáveis com intercepto nulo. Este conjunto de dados é caracterizado por medições de placa bacteriana em três grupos de voluntários, antes e após utilizar dois líquidos de bochecho experimentais e um líquido de bochecho controle, com medições (sujeitas a erros de medição) no início do estudo, após três e seis meses de utilização dos líquidos. Neste caso, uma possível estrutura de dependência entre as medições feitas em um mesmo indivíduo deve ser incorporada ao modelo e, além disto, temos duas variáveis resposta para cada indivíduo. Após a apresentação do modelo estatístico, iremos obter estimativas de máxima verossimilhança dos parâmetros utilizando o algoritmo iterativo EM e testaremos as hipóteses de interesse utilizando testes assintóticos de Wald, razão de verossimilhanças e score. Como neste caso não existe um teste ótimo, faremos um estudo de simulação para verificar o comportamento das três estatísticas de teste em relação a diferentes tamanhos amostrais e diferentes valores de parâmetros. Finalmente, faremos um estudo de diagnóstico buscando identificar possíveis pontos influentes no modelo, considerando o enfoque de influência local proposto por Cook (1986) e a medida de curvatura normal conformal desenvolvida por Poon & Poon (1999). / To analyze some characteristics of interest in a real odontological data set presented in Hadgu & Koch (1999), we propose the use of a multivariate null intercept errors-in-variables regression model. This data set is composed by measurements of dental plaque index (with measurement errors), which were measured in volunteers who were randomized to two experimental mouth rinses (A and B) or a control mouth rinse. The measurements were taken in each individual, before and after the use of the respective mouth rinses, in the beginning of the study, after three months from the baseline and after six months from the baseline. In this case, a possible structure of dependency between the measurements taken within the same individual must be incorporated in the model. After presenting the statistical model, we obtain the maximum likelihood estimates of the parameters using the numerical algorithm EM, and we test the hypotheses of interest considering asymptotic tests (Wald, likelihood ratio and score). Also, a simulation study to verify the behavior of these three test statistics is presented, considering diferent sample sizes and diferent values for the parameters. Finally, we make a diagnostic study to identify possible influential observations in the model, considering the local influence approach proposed by Cook (1986) and the conformal normal curvature proposed by Poon & Poon (1999).

Algumas abordagens para o problema de Planejamento Ótimo da Operação de Sistemas Hidrotérmicos (POOSH) utilizam modelos estocásticos para representar as vazões afluentes dos reservatórios do sistema. Essas abordagens utilizam, em geral, técnicas de Programação Dinâmica Estocástica (PDE) para resolver o POOSH. Por outro lado, muitos autores têm defendido o uso dos modelos determinísticos ou, particularmente, a Programação Dinâmica Determinística (PDD) por representar de forma individualizada a interação entre as usinas hidroelétricas do sistema. Nesse contexto, esta dissertação tem por objetivo comparar o desempenho da solução do POOSH obtida via PDD com a solução obtida pela PDE, que emprega um modelo Markoviano periódico, com distribuição condicional Log-Normal Truncada para representar as vazões. Além disso, é realizada a análise com abordagem bayesiana, no modelo de vazões, para estimação dos parâmetros e previsões das vazões afluentes. Comparamos as performances simulando a operação das usinas hidroelétricas de Furnas e Sobradinho, considerando séries de vazões geradas artificialmente / Some approaches for problem of Optimal Operation Planning of Hydrothermal Systems (OOPHS) use stochastic models to represent the inflows in the reservoirs that compose the system. These approaches typically use the Stochastic Dynamic Programming (SDP) to solve the OOPHS. On the other hand, many authors defend the use of deterministic models and, particularly, the Deterministic Dynamic Programming (DDP) since it individually represents the interaction between the hydroelectric plants. In this context, this dissertation aims to compare the performance of the OOPHS solution obtained via DDP with the one given by SDP, which employs a periodic Markovian model with conditional Truncated Log-Normal distribution to represent the inflows. Furthermore, it is performed a bayesian approach analysis, in the inflow model, for estimating the parameters and forecasting the inflows. We have compared the performances of the DDP and SDP solutions by simulating the hydroelectric plants of Furnas and Sobradinho, employing artificially generated series

Tendo como referência principal a discussão sobre governança, a pesquisa buscou identificar quais tipos de práticas são consideradas mais exitosas no contexto da gestão da água. O trabalho apresenta a crítica ao modelo da ciência normal e apresenta a ciência pós-normal como alternativa para um fazer científico que legitima outras formas de conhecimento, e não apenas o especialista. O trabalho toma como referência o cenário político, social, econômico, cultural e ambiental descrito pela a abordagem da sociedade de risco. Foram revisadas abordagens recentes sobre os temas da governança, da governança ambiental, governança da água, da aprendizagem social e da análise do desenvolvimento das instituições. Toda a discussão suscitada pela literatura revisada é feita à luz do Sistema Integrado de Gerenciamento dos Recursos Hídricos no Estado de São Paulo- SIGRH. Apresentamos o modelo de análise da gestão participativa MAGEP, desenvolvido como síntese da literatura revisada e uma reflexão sobre as políticas de participação social da terceira geração. O trabalho conclui que a gestão da água no Estado de São Paulo é feita em consonância com o que a literatura tem apresentado como formas adequadas de gestão do recurso hídrico. No entanto, o SIGRH em São Paulo carece de práticas inovadoras que tornem o ambiente da gestão da água mais dinâmico e com mais participação social. / The governance approach represents the main discussion in this research that tried to identify how water can be managed in a sustainable way. We criticize the normal science model, to show that the pos-normal science is an approach able to recognize different kinds of knowledge. We took the risk society approach as the political, economic, social, cultural and environmental setting where the water management becomes an important question. We reviewed works from Governance, Environmental Governance, Water Governance, Social Learning and Institutional Analysis Development to understand the Integrated Management State of São Paulo. We present the Participative Management Analysis Model built as a synthesis of the reviewed literature and the reflection about the third generation of social participation polices. We concluded that the water management in São Paulo has been done in according with what we found in the research; however it needs to have more creative practices and more social participation.

In this thesis, we study locally strictly convex surfaces from the affine differential viewpoint and generalize some tools for locally strictly submanifolds of codimension 2. We introduce a family of affine metrics on a locally strictly convex surface M in affine 4-space. Then, we define the symmetric and antisymmetric equiaffine planes associated with each metric. We show that if M is immersed in a locally atrictly convex hyperquadric, then the symmetric and the antisymmetric planes coincide and contain the affine normal to the hyperquadric. In particular, any surface immersed in a locally strictly convex hyperquadric is affine semiumbilical with respect to the symmetric or antisymmetric equiaffine planes. More generally, by using the metric of the transversal vector field on M we introduce the affine normal plane and the families of the affine distance and height functions on M. We show that the singularities of the family of the affine height functions appear at directions on the affine normal plane and the singularities of the family of the affine distance functions appear at points on the affine normal plane and the affine focal points correspond as degenerate singularities of the family of affine distance functions. Moreover we show that if M is immersed in a locally strictly convex hypersurface then the affine normal plane contains the affine normal vector to the hypersurface. Finally, we conclude that any surface immersed in a locally strictly convex hypersphere is affine semiumbilical. / Nesta tese estudamos as superfícies localmente estritamente convexas desde o ponto de vista da geometria diferencial afim e generalizamos algumas ferramentas para subvariedades localmente estritamente convexas de codimensão 2. Introduzimos uma família de métricas afins sobre uma superfície localmente estritamente convexa M no 4-espaço afim. Então, definimos os planos equiafins simétrico e antissimétrico associados com alguma métrica. Mostramos que se M é imersa em uma hiperquádrica localmente estritamente convexa, então os planos simétrico e assimétrico são iguais e contêm o campo vetorial normal afim à hiperquádrica. Em particular, qualquer superfície imersa em uma hiperquádrica localmente estritamente convexa é semiumbílica afim com relação ao plano equiafim simétrico ou antissimétrico. Mais geralmente, usando a métrica do campo transversal sobre M introduzimos o plano normal afim e as famílias de funções distância e altura afim sobre M. Provamos que as singularidades da família de funções altura afim aparecem como direções do plano normal afim e as singularidades da família de funções distância afim aparecem como pontos sobre o plano normal afim e os pontos focais correspondem às singularidades degeneradas da família de funções distância afim. Também provamos que se M é uma superfície imersa em uma hipersuperfície localmente estritamente convexa, então o plano normal afim contém o vetor normal afim à hipersuperfície. Finalmente, concluímos que qualquer superfície imersa em uma hiperesfera localmente estritamente convexa é semiumbílica afim.

This diploma thesis deals with the comparative analysis of the physiological, degenerative and postoperative state of the lumbar spine. The problem was solved by computational modeling using the finite element method. For this solution, it was necessary to create appropriate computational models. The spine physiological state was compared with cases of the lumbar spine with different levels of spondylolisthesis, cases of the lumbar spine with different sacral angles, and cases of lumbar spine with applied fixators. Based on the performed analyses, it was found that spine degenerative state has a great influence on the distribution of stress in the vertebral discs and the vertebra itself. Compared to the physiological state, with increasing level of the spondylolisthesis the stress in the vertebral discs increases, while the stress in the vertebral section decreases. Furthermore, the spondylolisthesis affects the force flow. The higher the level of the spondylolisthesis, the more the force flow is shifted onto the posterior articular ligaments. The best results in terms of the spine physiological state were achieved with the applied fixator model.

Cette thèse est consacrée à l’étude de trois questions différentes concernant les groupoïdes de Lie et leurs applications. Le premier chapitre présente quelques préliminaires sur les groupoïdes de Lie. Dans le chapitre 2, on exprime la déformation de Witten à l’aide d’une déformation au cone normal et la théorie de C∗-modules ce qui nous permet de retrouver les inégalités de Morse. Notre méthode se généralise au cas des feuilletages. Dans le chapitre 3, on donne une construction simple du groupoïde de déformation construit par Choi-Pönge et Van Erp-Yuncken. Rappelons que celui-ci décrit le calcule pseudo-différentiel inhomogène grâce au travail de Debord-Skandalis et Van Erp- Yuncken. Notre construction montre que le groupoïde de déformation est en fait une déformation au cone normal classique itérée. Dans le chapitre 4, suivant le travail de Antonini, Azzali et Skandalis, on construit un élément en KK-théorie équivariante qui permet d’exprimer directement les invariants de Chern-Simons en K-théorie. Dans l’appendice on donne quelques rappels sur la KK-théorie équivariante et la KK-théorie réelle introduite par Antonini, Azzali et Skandalis. / This thesis is devoted to the study of three different questions concerning Lie groupoids and their applications. The first chapter presents some preliminaries on Lie groupoids. In Chapter 2, Witten’s deformation is expressed using deformation to the normal cone construction and the theory of C∗-modules, which allows us to reprove the Morse inequalities. Our method is generalised to the case of foliations. In Chapter 3, we give a simple construction of the deformation groupoid built by Choi-Pönge and Van Erp-Yuncken. Recall that this groupoid describes the inhomogeneous pseudo-differential calculus thanks to the work of Debord-Skandalis and Van Erp-Yuncken. Our construction shows that the deformation groupoid is actually an iterated classical deformation to the normal cone. In Chapter 4, following the work of Antonini, Azzali and Skandalis, we construct an element in equivariant KK-theory that allows us to express the Chern-Simons invariants directly in K-theory. In the appendix we give some reminders about the equivariant KK-theory and the real KK-theory introduced by Antonini, Azzali and Skandalis.

Dans ce travail, nous étudions le comportement rhéologique de suspensions concentrées de fibres non-browniennes. Dans un premier temps, nous avons élaboré de nouvelles méthodes expérimentales en géométrie torsionnelle plan-plan, pour mesurer la viscosité, les deux différences de contraintes normales, ainsi que les contraintes normales d'origine particulaire. Nous avons été en mesure d'apporter des résultats originaux qui ont été interprétés en termes d’évolution de la microstructure des suspensions de fibres. Les mesures de la viscosité en régimes stationnaire et transitoire ont permis de mettre en évidence l'importance de l'orientation et de l'effet du confinement sur la viscosité. Par ailleurs, nous avons obtenu pour la première fois des mesures indépendantes des deux différences de contraintes normales en géométrie torsionnelle plan-plan. Les mesures de la pression dans le fluide interstitiel nous ont donné accès aux contraintes normales particulaires et apporté une première mise en évidence expérimentale du phénomène de migration des fibres dans les suspensions non-browniennes. Dans un deuxième temps, nous avons établi deux modèles théoriques qui tentent d'expliquer la rhéofluidification des suspensions de fibres concentrées par une compétition entre des forces adhésives entre fibres et les forces hydrodynamiques et qui proposent un scénario de formation et de destruction d'agrégats. Les résultats de ces modèles sont alors confrontés aux mesures expérimentales et rendent bien compte du comportement de la viscosité sur une large gamme de taux de cisaillement. / In this manuscript we investigate, both experimentally and theoretically, the rheological behavior of concentrated non-Brownian fiber suspensions. The experiments consist in developing new methods for measuring the viscosity, the two normal stress differences as well as the particle normal stresses, in torsional plate-plate geometry. We were able to bring original results that have been interpreted by the evolution of the microstructure of the fiber suspensions during the flow. The experiments in stationary and transient regime highlight the importance of fiber orientation and the effect of the confinement on the viscosity measurement. For the first time, the first and the second normal stress differences have been measured separately in a torsional flow. Furthermore, thanks to the measurement of the pore pressure in the suspensions, an estimation of the particle normal stresses has been carried out and, for the first time the phenomenon of fiber migration in non-Brownian suspensions has been evidenced. From a theoretical point of view, we developed two complementary models that tend to explain shear-thinning behavior in concentrated fiber suspensions by a balance between adhesive and hydrodynamic forces and propose a scenario for the formation and the destruction of aggregates. These models are then tested against experimental measurements in a wide range of shear rates.

A number of recent studies have shown that the dimensionality of the neural activity in the cortex is low. However, what network structures are capable of producing such activity is not theoretically well understood. In this thesis, I discuss a few possible solutions to this problem, and demonstrate that a network with a multidimensional attractor can give rise to such low dimensional activity. The network is created using the Neural Engineering Framework, and exhibits several biologically plausible features, including a log-normal distribution of the synaptic weights. / Ett antal nyligen publicerade studier has visat att dimensionaliten för neural aktivitet är låg. Dock är det inte klarlagt vilka nätverksstrukturer som kan uppbringa denna typ av aktivitet. I denna uppsats diskuterar jag möjliga lösningsförslag, och demonstrerar att ett nätverk med en flerdimensionell attraktor ger upphov till lågdimensionell aktivitet. Nätverket skapas med hjälp av the Neural Engineering Framework, och uppvisar ett flertal biologiskt trovärdiga egenskaper. I synnerhet är fördelningen av synapsvikter log-normalt fördelad.

The aim of this study is to provide a deeper understanding of how frameworks of learning have shifted from a physical to a digital approach during the Covid-19 pandemic. As a result of the pandemic, many societies have suffered substantial setbacks for instance the closing down of several institutions such as universities. Consequently, universities around the world adapted to a digital approach for teaching and learning, and, as a result, teachers and students were required to familiarise themselves with new digital techniques. The pandemic has forced a paradigm shift in how education is delivered, and, as this is unprecedented in terms of research, we were eager to learn how the affected individuals in the educational sector perceive these societal changes. The study is based on eight semi-structured interviews with five students and three teachers who are either studying or working at Swedish universities. The outcome shows that there is a fluctuation in how social interactions changes from informal everyday encounters to more formal appointments. We found that the new frames on digital learning have different structural and institutional frames where laws and regulations differ from traditional physical learning. “New Normal” was an interesting term that arose during the interviews, which relates to the aforementioned changes. Finally, we attempt to define this concept in terms of a post Covid-19 society.