This thesis presents the work of two significant projects. In the first project, a suite of benchmark problems for grid energy management are presented which demonstrate several issues characteristic to the dynamic optimization of these systems. These benchmark problems include load following, cogeneration, tri-generation, and energy storage, and each one assumes perfect foresight of the entire time horizon. The Gekko Python package for dynamic optimization is introduced and two different solution methods are discussed and applied to solving these benchmarks. The simultaneous solve mode out-performs the sequential solve mode in each benchmark problem across a wide range of time horizons with increasing resolution, demonstrating the ability of the simultaneous mode to handle many degrees of freedom across a range of problems of increasing difficulty. In the second project, combined optimization of propulsion system design, flight trajectory planning and battery mass optimization is applied to solar-regenerative high-altitude long-endurance (SR-HALE) aircraft through a sequential iterative approach. This combined optimization approach yields an increase of 20.2% in the end-of-day energy available on the winter solstice at 35°N latitude, resulting in an increase in flight time of 2.36 hours. The optimized flight path is obtained by using nonlinear model predictive control to solve flight and energy system dynamics over a 24 hour period with a 15 second time resolution. The optimization objective is to maximize the total energy in the system while flying a station-keeping mission, staying within a 3 km radius and above 60,000 ft. The propulsion system design optimization minimizes the total energy required to fly the optimal path. It uses a combination of blade element momentum theory, blade composite structures, empirical motor and motor controller mass data, as well as a first order motor performance model. The battery optimization seeks to optimally size the battery for a circular orbit. Fixed point iteration between these optimization frameworks yields a flight path and propulsion system that slightly decreases solar capture, but significantly decreases power expended. Fully coupling the trajectory and design optimizations with this level of accuracy is infeasible with current computing resources. These efforts show the benefits of combining design and trajectory optimization to enable the feasibility of SR-HALE flight.

L'utilisation des coefficients aérodynamiques pour caractériser le comportement d'un objet en vol libre demeure un sujet de recherche parmi les plus complexes et les plus étudiés dans le domaine de la balistique extérieure. La présente étude analyse l'identification des coefficients aérodynamiques à partir de données obtenues lors d'essais en vol libre. Elle vise à modéliser, définir ainsi que maîtriser les techniques d'identification de paramètres les plus adaptées au problème qu'est la détermination des coefficients aérodynamiques. Le travail de thèse a été dédié au développement d'une procédure d'identification pour la détermination des coefficients aérodynamiques à partir de mesures de vol libre et a été testée pour deux cas d'application : un corps de rentrée dans l'atmosphère et un projectile stabilisé par empennage. Cette procédure nécessite plusieurs étapes telles que la description du comportement d'un objet en vol libre sous la forme d'un modèle non linéaire en représentation d'état, la description polynomiale des coefficients aérodynamiques en fonction du nombre de Mach et de l'incidence, les analyses d'identifiabilité a priori et a posteriori suivies de l'estimation des paramètres. De plus, dans le but d'augmenter la probabilité que les coefficients caractérisent l'aérodynamique de l'objet pour l'ensemble des conditions d'essais et d'améliorer la précision des coefficients estimés, une stratégie "multiple fit" a été appliquée. Cette approche fournit une base de données de coefficients aérodynamiques, qui sont déterminés à partir de plusieurs séries de mesures analysées simultanément, afin de décrire le spectre le plus complet du mouvement de l'objet / The use of aerodynamic coefficients for the characterization of the behaviour of an object in flight remains one of the oldest and most emergent research project in the field of exterior ballistic. The present study investigates the identification of the aerodynamic coefficients based on measured data, gathered during free flight tests from different measurement techniques. This project deals with topics as modelling, defining and mastering parameter identification techniques best suited to the problem of the aerodynamic coefficients determination. In the frame of this study, an identification procedure was developed for the aerodynamic coefficients determination based on free flight measurements and was tested for two application cases: a re-entry space vehicle and a fin stabilized reference projectile. This procedure requires several steps such as the description of the behaviour of the vehicle in free flight as a nonlinear state-space model representation, the polynomial descriptions of the aerodynamic coefficients as function of Mach number and incidence, the a priori and a posteriori identifiability analyses, followed by the estimation of the parameters from free flight measurements. Moreover, to increase the probability that the coefficients define the vehicle’s aerodynamics over the entire range of test conditions and to improve the accuracy of the estimated coefficients, a multiple fit strategy was considered. This approach provides a common set of aerodynamic coefficients that are determined from multiple data series simultaneously analyzed, and gives a more complete spectrum of the vehicle’s motion

Subsea development and production of hydrocarbons is challenging due to remote andharsh conditions. Recent technology development with high speed communication to subsea anddownhole equipment has created a new opportunity to both monitor and control abnormal or undesirableevents with a proactive and preventative approach rather than a reactive approach. Twospecific technology developments are high speed, long-distance fiber optic sensing for productionand completion systems and wired pipe for drilling communications. Both of these communicationsystems offer unprecedented high speed and accurate sensing of equipment and processes that aresusceptible to uncontrolled well situations, leaks, issues with flow assurance, structural integrity,and platform stability, as well as other critical monitoring and control issues. The scope of thisdissertation is to design monitoring and control systems with new theoretical developments andpractical applications. For estimators, a novel `1-norm method is proposed that is less sensitiveto data with outliers, noise, and drift in recovering the true value of unmeasured parameters. Forcontrollers, a similar `1-norm strategy is used to design optimal control strategies that utilize a comprehensivedesign with multivariate control and nonlinear dynamic optimization. A framework forsolving large scale dynamic optimization problems with differential and algebraic equations is detailedfor estimation and control. A first area of application is in fiber optic sensing and automationfor subsea equipment. A post-installable fiber optic clamp is used to transmit structural informationfor a tension leg platform. A proposed controller automatically performs ballast operationsthat both stabilize the floating structure and minimize fatigue damage to the tendons that hold thestructure in place. A second area of application is with managed pressure drilling with movinghorizon estimation and nonlinear model predictive control. The purpose of this application is tomaximize rate of drilling penetration, maintain pressure in the borehole, respond to unexpected gasinflux, detect cuttings loading and pack-off, and better manage abnormal events with the drillingprocess through automation. The benefit of high speed data accessibility is quantified as well asthe potential benefit from a combined control strategy versus separate controllers.

Popularity of nonlinear threshold models and unit root tests has increased after the recent empirical studies concerning the effects of business cycles on macroeconomic data. These studies have shown that an economic variable may react differently in response to downturns and recoveries in a business cycle. Inspiring from empirical results, this thesis investigates dynamics of Turkish key macroeconomic data, namely capacity utilization rate, growth of import and export volume indices, growth of gross domestic product, interest rate for cash loans in Turkish Liras and growth of industrial production index. Estimation results imply that capacity utilization rate and growth of industrial production index show M-TAR type nonlinear stationary behavior according to the unit root test proposed by Enders and Granger (1998).

La tesi è organizzata come segue: nella prima parte viene presentato il background matematico necessario per studiare il modello, introducendo la nozione di sistema dinamico (capitolo 2). Succesivamente viene introdotto il background economico, con il concetto di determinatezza sia dal punto di vista tecnico, con esempio applicativo, che dal punto di vista dei modelli presenti in letteratura in cui viene impiegato. Nella seconda parte viene presentato il framework analitico, basato sul modello di Woodford. In seguito, si passa studiare il modello con lo strumento della loglinearizzazione, fornendo le relazioni di equilibrio attorno allo stato stazionario. Poi si specifica il modello in un caso particolare e si prosegue per ottenere la versione non lineare del modello, introducendo nuove ipotesi compatibili con il framework analitico, in modo da poter studiare la determinatezza dell'equilibrio. / The thesis is organized as follow: we start presenting, in the first part, the mathematical background we need to study our model, introducing at first the notion of dynamical system, more specifically in the discrete time, as our model required (Chapter 2). Afterwards, for the economical background (Chapter 3-4), the concept of determinacy of the equilibrium is analyzed from the technical point of view for linear models, providing the analytical conditions that let us obtain a unique and determinate equilibrium. Once explored the techniques, we give an exhaustive example that allows us to better understand from the mathematical point of view the concept of determinacy and how it is linked to the concept of stability. After that, a brief survey of the models that involved the study of determinacy is exposed, showing the several fields of application. Then, since in our model of monetary policy we imply different interest-rate policy rules in order to study the stability of the macroeconomic system, we provide a short preamble of the rules for the operating target interest rate set by Central Bank. In the second part the analytical framework is presented. The starting point is a model for price level determination in a cashless economy, where nominal rigidities are introduced, based on Woodford's work and we give the equilibrium relations of the model in the implicit form (Chapter 5). Afterwards, we build the model in a particular case (Chapter 6), by specifying the functions involved in the model by using utility function of C.R.R.A. type and linear production function, compatible with the analytical characterization. In this way we get the components of a general economic equilibrium model, consistent with the optimizing behavior of households and firms. The results obtained after the specification of the functions are the same we can find in the analysis proposed by Walsh. At this point, we obtain the log-linearized version of the model that is the starting point for the study of the stability of the system in the linear case. This procedure let us find a two equations forward-looking and rational-expectations model for inflation and the output gap. Then we briefly present the different policy regimes used in the analysis according to our framework, providing the interest-rate relations that close the model Since our intention is to find a nonlinear version of the model, the step of using the log-linearization is essential in order to understand and to underline how this tool is useful not only for studying the equations around the steady-state but also to make these relations more treatable from a mathematical point of view: in fact it is important in order to figure out the obstacles we faced to build the nonlinear model and to find the solutions proposed in this work. In the third part (Chapter 7), to reach our purpose to go beyond the log-linearized and simplified version of the model, we try, under some assumption compatible with the behavior of the agents, to provide nonlinear conditions for this model. This is meaningful in order to avoid loss of informations due to the limited analysis around a neighborhood of the steady-state. Once illustrated the nonlinear model and the equilibrium relation, we study the determinacy of the equilibrium, using the techniques shown in the first part, under two different interest rate specifications that close the model. Chapter 8 concludes.

Title: Mathematical analysis and computer simulations of deformation of nonlinear elastic bodies in the small strain range. Author: Vojtěch Kulvait Department: Mathematical Institute of Charles University Supervisor: prof. RNDr. Josef Málek, CSc., Dsc. Abstract: Implicit constitutive theory provides a suitable theoretical framework for elastic materials that exhibit a nonlinear relationship between strain and stress in the range of small strains. We study a class of power-law models, where the nonlinear dependence of strain on the deviatoric part of the stress tensor and its trace are mutually separated. We show that these power-law models are capable to describe the response of a wide variety of beta phase titanium alloys in the small strain range and that these models fit available experimental data exceedingly well. We also develop a mathematical theory regarding the well-posedness of boundary value problems for the considered class of power-law solids. In particular, we prove the existence of weak solutions for power law exponents in the range (1, ∞). Finally, we perform computer simulations for these problems in the anti-plane stress setting focusing on the V-notch type geometry. We study the dependence of solutions on the values of power law exponents and on the V-notch opening angle. We achieve...

Submitted by SIDNEY BRUCE SHIKI null (sbshiki@gmail.com) on 2016-04-02T14:43:01Z No. of bitstreams: 1 Thesis_PhD_SBShiki.pdf: 10090180 bytes, checksum: c44d2ebecbed6d011cf61ceabdfd3494 (MD5) / Approved for entry into archive by Felipe Augusto Arakaki (arakaki@reitoria.unesp.br) on 2016-04-05T14:42:00Z (GMT) No. of bitstreams: 1 shiki_sd_dr_ilha.pdf: 10090180 bytes, checksum: c44d2ebecbed6d011cf61ceabdfd3494 (MD5) / Made available in DSpace on 2016-04-05T14:42:00Z (GMT). No. of bitstreams: 1 shiki_sd_dr_ilha.pdf: 10090180 bytes, checksum: c44d2ebecbed6d011cf61ceabdfd3494 (MD5) Previous issue date: 2016-03-04 / Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) / Estruturas com comportamento não-linear são frequentes em dinâmica estrutural, principalmente considerando componentes parafusados, com juntas, folgas ou estruturas flexíveis sujeitas à grandes deslocamentos. Desse modo, o monitoramento de estruturas com métodos lineares clássicos, como os baseados em parâmetros modais, podem falhar drasticamente em caracterizar efeitos não-lineares. Neste trabalho foi proposta a utilização de séries de Volterra para identificação de sistemas mecânicos não-lineares em aplicações de detecção de danos e quantificação de parâmetros. A propriedade deste modelo de representar separadamente os componentes de resposta linear e não-linear do sistema foi aplicada para se construir índices de dano que evidenciam a necessidade de modelagem não-linear. Além disso métricas de resíduo linear e não-linear dos termos do modelo de Volterra são empregadas para identificar modelos paramétricos da estrutura. As metodologias propostas são ilustradas em bancadas experimentais de modo a evidenciar a importância de fenômenos não-lineares para o monitoramento de estruturas. / Nonlinear structures are frequent in structural dynamics, specially considering screwed components, with joints, clearance or flexible components presenting large displacements. In this sense the monitoring of systems based on classical linear methods, as the ones based on modal parameters, can drastically fail to characterize nonlinear effects. This thesis proposed the use of Volterra series for nonlinear system identification aiming applications in damage detection and parameter quantification. The property of this model of representing the linear and nonlinear components of the response of a system was used to formulate damage features to make clear the need of nonlinear modeling. Also metrics based on the linear and nonlinear residues of the terms of the Volterra model were employed to identify parametric models of the structure. The proposed methodologies are illustrated in experimental setups to show the relevance of nonlinear phenomena in the structural health monitoring. / FAPESP: 2012/04757-6 / FAPESP: 2013/25148-0 / FAPESP: 2012/21195-1 / FAPESP: 2015/03560-2

Submitted by Simone Souza (simonecgsouza@hotmail.com) on 2017-08-28T12:39:38Z No. of bitstreams: 1 DISS_2014_Rebeca Marcos.pdf: 1055560 bytes, checksum: aac5593cf7f7cea41e814e5a2f33b911 (MD5) / Approved for entry into archive by Jordan (jordanbiblio@gmail.com) on 2017-08-30T12:12:14Z (GMT) No. of bitstreams: 1 DISS_2014_Rebeca Marcos.pdf: 1055560 bytes, checksum: aac5593cf7f7cea41e814e5a2f33b911 (MD5) / Made available in DSpace on 2017-08-30T12:12:14Z (GMT). No. of bitstreams: 1 DISS_2014_Rebeca Marcos.pdf: 1055560 bytes, checksum: aac5593cf7f7cea41e814e5a2f33b911 (MD5) Previous issue date: 2014-02-19 / CAPES / Objetivou-se acompanhar o desempenho zootécnico, as características morfométricas e analisar o padrão de crescimento dos tambaquis da primeira geração de seleção genética para ganho de peso. O trabalho foi realizado no período de setembro de 2012 a maio de 2013 no município de Santo Antônio de Leverger – Mato Grosso, Brasil. Foram estudadas sete famílias oriundas do programa de melhoramento genético e um grupo controle (sem melhoramento). Todos os animais foram individualizados com microchips. Foram avaliadas e mensuradas as seguintes características: ganho de peso, comprimento total, comprimento padrão, tamanho de cabeça, altura, largura e perímetro do corpo. O experimento seguiu um delineamento inteiramente casualizado e foram avaliados dados coletados durante nove biometrias mensais dos grupos de tambaqui melhorados geneticamente e o controle (sem melhoramento). Para descrever o desempenho zootécnico dos tambaquis, as comparações entre os tratamentos (famílias e controle) usou-se o teste de Dunnett com 5% de significância e para o comportamento do crescimento dos tambaquis utilizou-se o modelo matemático de regressão não linear de Gompertz. Cinco das sete famílias avaliadas (A, B, D, E e G) apresentaram maior peso final, ganho de peso diário e crescimento morfométrico quando comparada ao controle (sem melhoramento). Apenas a família C do programa de melhoramento genético apresentou peso final, ganho de peso diário e as características morfométricas inferiores em relação ao controle (sem melhoramento) e a família F apresentou resultados semelhantes ao controle (sem melhoramento). Os animais melhorados geneticamente apresentaram padrão de crescimento diferente e superior em relação aos animais não melhorados (grupo controle), em se tratando, principalmente do peso assintótico. / Aimed to monitor the production performance, morphometric characteristics and analyze the growth pattern of tambaquis the first generation of genetic selection for weight gain. The study was conducted from September 2012 to May 2013, in Santo Antônio de Leverger - Mato Grosso, Brazil. Seven families from the breeding program and a control group (no improvement) were studied. All animals were individually microchipped. Were evaluated and measured the following characteristics: weight gain, total length, standard length, head size, height, width and perimeter of the body. The experiment followed a completely randomized design and data collected for nine monthly biometrics groups of genetically improved tambaqui and control (no improvement) were evaluated. To describe the production performance of tambaquis, comparisons between treatments (families and control) we used the Dunnett test with 5% significance and the growth behavior of tambaquis used the nonlinear mathematical model of Gompertz regression. Five out of seven families (A, B, D, E and G) had higher final weight, average daily gain and morphometric growth compared to the control (no improvement). Only the C family breeding program presented final weight, average daily gain and lower morphometric characteristics compared to the control (no improvement) and F family presented similar to the control (no improvement) results. Genetically improved animals showed different pattern of growth and higher compared to unimproved animals (control group), in the case, especially the asymptotic weight.

Submitted by Viviane Lima da Cunha (viviane@biblioteca.ufpb.br) on 2016-02-16T13:26:42Z No. of bitstreams: 1 arquivototal.pdf: 3970645 bytes, checksum: d514b848324ac20a549db632034383d7 (MD5) / Made available in DSpace on 2016-02-16T13:26:42Z (GMT). No. of bitstreams: 1 arquivototal.pdf: 3970645 bytes, checksum: d514b848324ac20a549db632034383d7 (MD5) Previous issue date: 2015-10-10 / The purpose of this study is to adapt and embed a navigation system and control of mobile robots, based on NMPC, in a low-cost board existent on the market, to provide sufficient com-putational resources so that the robot is able to converge, without losing performance, using the same horizons applied in a Laptop. The obtained results demonstrate the proposed scenario according with the experiments, proving that it is possible to use low cost boards, to a navigation system and control of mobile robots, based on NMPC, using the same predictive and control horizons applied in a Laptop. / A proposta desse trabalho é adaptar e embarcar um sistema de navegação e controle de robôs móveis, baseado em NMPC, em uma placa de baixo custo já existente no mercado, que dispo-nibilize recursos computacionais suficientes para que o Robô seja capaz de convergir, sem perda de desempenho e utilizando os mesmos horizontes aplicados em um Laptop. Os Resulta-dos obtidos demonstram todo o cenário proposto e de acordo com os experimentos realizados, comprovou-se que é possível o uso de placas de baixo custo, para controle de robôs móveis, baseado em NMPC, utilizando os mesmos horizontes de predição e controle aplicados em uma Laptop.

Orientador: Samuel da Silva / Abstract: Nonlinear structures are frequent in structural dynamics, specially considering screwed components, with joints, clearance or flexible components presenting large displacements. In this sense the monitoring of systems based on classical linear methods, as the ones based on modal parameters, can drastically fail to characterize nonlinear effects. This thesis proposed the use of Volterra series for nonlinear system identification aiming applications in damage detection and parameter quantification. The property of this model of representing the linear and nonlinear components of the response of a system was used to formulate damage features to make clear the need of nonlinear modeling. Also metrics based on the linear and nonlinear residues of the terms of the Volterra model were employed to identify parametric models of the structure. The proposed methodologies are illustrated in experimental setups to show the relevance of nonlinear phenomena in the structural health monitoring. / Resumo: Estruturas com comportamento não-linear são frequentes em dinâmica estrutural, principalmente considerando componentes parafusados, com juntas, folgas ou estruturas flexíveis sujeitas à grandes deslocamentos. Desse modo, o monitoramento de estruturas com métodos lineares clássicos, como os baseados em parâmetros modais, podem falhar drasticamente em caracterizar efeitos não-lineares. Neste trabalho foi proposta a utilização de séries de Volterra para identificação de sistemas mecânicos não-lineares em aplicações de detecção de danos e quantificação de parâmetros. A propriedade deste modelo de representar separadamente os componentes de resposta linear e não-linear do sistema foi aplicada para se construir índices de dano que evidenciam a necessidade de modelagem não-linear. Além disso métricas de resíduo linear e não-linear dos termos do modelo de Volterra são empregadas para identificar modelos paramétricos da estrutura. As metodologias propostas são ilustradas em bancadas experimentais de modo a evidenciar a importância de fenômenos não-lineares para o monitoramento de estruturas. / Doutor