Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / A identificação de danos estruturais é uma questão de fundamental importância na engenharia, visto que uma estrutura está sujeita a processos de deterioração e a ocorrência de danos durante a sua vida útil. A presença de danos compromete o desempenho e a integridade estrutural, podendo colocar vidas humanas em risco e resultam em perdas econômicas consideráveis. Técnicas de identificação de danos estruturais e monitoramento de estruturas fundamentadas no ajuste de um Modelo de Elementos Finitos (MEF) são constantes na literatura especializada. No entanto, a obtenção de um problema geralmente mal posto e o elevado custo computacional, inerente a essas técnicas, limitam ou até mesmo inviabilizam a sua aplicabilidade em estruturas que demandam um modelo de ordem elevada. Para contornar essas dificuldades, na formulação do problema de identificação de danos, pode-se utilizar o Modelo de Superfície de Reposta (MSR) em substituição a um MEF da estrutura. No presente trabalho, a identificação de danos estruturais considera o ajuste de um MSR da estrutura, objetivando-se a minimização de uma função de erro definida a partir das frequências naturais experimentais e das correspondentes frequências previstas pelo MSR. Estuda-se o problema de identificação de danos estruturais em uma viga de Euler-Bernoulli simplesmente apoiada, considerando as frequências naturais na formulação do problema inverso. O comportamento de uma viga de Euler-Bernoulli simplesmente apoiada na presença de danos é analisado, com intuito de se verificar as regiões onde a identificação dos mesmos pode apresentar maior dificuldade. No processo de identificação de danos, do presente trabalho, são avaliados os tipos de superfícies de resposta, após uma escolha apropriada do tipo de superfície de resposta a ser utilizado, determina-se a superfície de resposta considerando os dados experimentais selecionados a partir do projeto ótimo de experimentos. A utilização do método Evolução Diferencial (ED) no problema inverso de identificação de danos é considerado inerente aos resultados numéricos obtidos, a estratégia adotada mostrou-se capaz de localizar e quantificar os danos com elevada acurácia, mostrando a potencialidade do modelo de identificação de danos proposto. / The identification of structural damage is an issue of fundamental importance in engineering, since a structure is subject to deterioration processes and to the occurrence of damage throughout its useful lifetime. The presence of damage compromises the performance and structural integrity, may put human lives at risk and may result in considerable economic losses. Damage identification and structural health monitoring techniques built on Finite Element Model (FEM) updating are constant in the specialized literature. However, the problem generally rank deficient and the high computational cost, inherent to these techniques, limit or even render their applicability in structures that require a high order model. To circumvent these difficulties, in the formulation of the damage identification problem, one may use a Response Surface Model (RSM) in place of a FEM of the structure. In the present work, the identification of structural damage considers the update of a RSM of the structure, with the aim at minimizing an error function defined from the experimental natural frequencies and the corresponding natural frequencies prescribed by a RSM. The problem of structural damage identification in a simply supported Euler-Bernoulli beam is studied, taking into account the natural frequencies in the inverse problem formulation. The behavior of a simply supported Euler-Bernoulli beam, in the presence of damage, is analyzed, in order to verify the identification of regions where the damage identification may present greater difficulties. In the damage identification process, in the present work, after a suitable choice of the type of the response surface model, the surface model is derived considering the experimental data selected from an optimal design of experiments. The use of the Differential Evolution (DE) method in the inverse problem of damage identification is considered. Considering the numerical results obtained, the strategy adopted proved to be able to locate and quantify the damage with high accuracy, showing the capability of the proposed damage identification model.

L'un des enjeux majeurs pour les systèmes d'imagerie par diffraction acoustique et micro-onde, est l'amélioration des performances obtenues au moment de la reconstruction des objets étudiés. Cette amélioration peut s'effectuer par la recherche d'algorithmes d'imagerie plus performants d'une part et par la recherche d'une meilleure configuration de mesures d'autre part. La première approche (recherche d'algorithmes) permet d'améliorer le processus d'extraction de l'information présente dans un échantillon de mesures donné. Néanmoins, la qualité des résultats d'imagerie reste limitée par la quantité d'information initialement disponible. La seconde approche consiste à choisir la configuration de mesures de manière à augmenter la quantité d'information disponible dans les données. Pour cette approche, il est nécessaire de quantifier la quantité d'information dans les données. En théorie de l'estimation, ceci équivaut à quantifier la performance du système. Dans cette thèse, nous utilisons la Borne de Cramer Rao comme mesure de performance, car elle permet d'analyser la performance des systèmes de mesures sans être influencé par le choix de la méthode d'inversion utilisée. Deux analyses sont proposées dans ce manuscrit. La première consiste en l'évaluation de l'influence des facteurs expérimentaux sur la performance d'inversion. Cette analyse a été effectuée pour différents objets le tout sous une hypothèse de configuration bidimensionnelle. La seconde analyse consiste à comparer les performances de l'estimateur obtenu avec l'approximation de Born aux valeurs de la borne de Cramer Rao (BCR); l'objectif étant d'illustrer d'autres applications possibles de la BCR. / Improving the performance of diffraction based imaging systems constitutes a major issue in both acoustic and electromagnetic scattering. To solve this problem, two main approaches can be explored. The first one consists in improving the inversion algorithms used in diffraction based imaging. However, while this approach generally leads to a significant improvement of the performance of the imaging system, it remains limited by the initial amount of information available within the measurements. The second one consists in improving the measurement system in order to maximize the amount of information within the experimental data. This approach does require a quantitative mean of measuring the amount of information available. In estimation problems, the {appraisal of the} performance of the system is often used for that purpose. In this Ph.D. thesis, we use the Cramer Rao bound to assess the performance of the imaging system. In fact, this quantity has the advantage of providing an assessment which is independent from the inversion algorithm used. Two main analysis are discussed in this thesis. The first analysis explores the influence on the system's performance, of several experimental conditions such as the antennas positions, the radiation pattern of the source, the properties of the background medium, etc. Two classes of objects are considered: 2D homogeneous circular cylindrical objects and 2D cylindrical objects with defect. The second analysis studies the performance of an estimator based on Born approximation with the Cramer Rao Bound as reference. The aim of this second analysis is to showcase other possible applications for the Cramer Rao Bound.

One purpose of breeding programs is the selection of the better test lines. The accuracy of selection can be improved by using optimal design and using models that fit the data well. Finding this is not easy, especially in large experiments which assess more than one hundred lines without the possibility of replication due to the limited material, area and high costs. Thus, the large number of parameters in the complex variance structure that needs to be fitted relies on the limited number of replicated check varieties. The main objectives of this thesis were to model 21 trials of sugarcane provided by \"Centro de Tecnologia Canavieira\" (CTC - Brazilian company of sugarcane) and to evaluate the design employed, which uses a large number of unreplicated test lines (new varieties) and systematic replicated check (commercial) lines. The mixed linear model was used to identify the three major components of spatial variation in the plot errors and the competition effects at the genetic and residual levels. The test lines were assumed as random effects and check lines as fixed, because they came from different processes. The single and joint analyses were developed because the trials could be grouped into two types: (i) one longitudinal data set (two cuts) and (ii) five regional groups of experiment (each group was a region which had three sites). In a study of alternative designs, a fixed size trial was assumed to evaluate the efficiency of the type of unreplicated design employed in these 21 trials comparing to spatially optimized unreplicated and p-rep designs with checks and a spatially optimized p-rep design. To investigate models and design there were four simulation studies to assess mainly the i) fitted model, under conditions of competition effects at the genetic level, ii) accuracy of estimation in the separate versus joint analysis; iii) relation between the sugarcane lodging and the negative residual correlation, and iv) design efficiency. To conclude, the main information obtained from the simulation studies was: the convergence number of the algorithm model analyzed; the variance parameter estimates; the correlations between the direct genetic EBLUPs and the true direct genetic effects; the assertiveness of selection or the average similarity, where similarity was measured as the percentage of the 30 test lines with the highest direct genetic EBLUPs that are in the true 30 best test lines (generated); and the heritability estimates or the genetic gain. / Um dos propósitos dos programas de melhoramento genético é a seleção de novos clones melhores (novos materiais). A acurácia de seleção pode ser melhorada usando delineamentos ótimos e modelos bem ajustados. Porém, descobrir isso não é fácil, especialmente, em experimentos grandes que possuem mais de cem clones sem a possibilidade de repetição devido à limitação de material, área e custos elevados, dadas as poucas repetições de parcelas com variedades comerciais (testemunhas) e o número de parâmetros de complexa variância estrutural que necessitam ser assumidos. Os principais objetivos desta tese foram modelar 21 experimentos de cana de açúcar fornecidos pelo Centro de Tecnologia Canavieira (CTC - empresa brasileira de cana de açúcar) e avaliar o delineamento empregado, o qual usa um número grande de clones não repetidos e testemunhas sistematicamente repetidas. O modelo linear misto foi usado, identificando três principais componentes de variação espacial nos erros de parcelas e efeitos de competição, em nível genético e residual. Os clones foram assumidos de efeitos aleatórios e as testemunhas de efeitos fixos, pois vieram de processos diferentes. As análises individuais e conjuntas foram desenvolvidas neste material pois os experimentos puderam ser agrupados em dois tipos: (i) um delineamento longitudinal (duas colheitas) e (ii) cinco grupos de experimentos (cada grupo uma região com três locais). Para os estudos de delineamentos, um tamanho fixo de experimento foi assumido para se avaliar a eficiência do delineamento não replicado (empregado nesses 21 experimentos) com os não replicados otimizado espacialmente, os parcialmente replicados com testemunhas e os parcialmente replicados otimizado espacialmente. Quatro estudos de simulação foram feitos para avaliar i) os modelos ajustados, sob condições de efeito de competição em nível genético, ii) a acurácia das estimativas vindas dos modelos de análise individual e conjunta; iii) a relação entre tombamento da cana e a correlação residual negativa, e iv) a eficiência dos delineamentos. Para concluir, as principais informações utilizadas nos estudos de simulação foram: o número de vezes que o algoritmo convergiu; a variância na estimativa dos parâmetros; a correlação entre os EBLUPs genético direto e os efeitos genéticos reais; a assertividade de seleção ou a semelhança média, sendo semelhança medida como a porcentagem dos 30 clones com os maiores EBLUPS genético e os 30 melhores verdadeiros clones; e a estimativa da herdabilidade ou do ganho genético.

Introduction: No Fixed-Dose Combination (FDC) formulations currently exist for pediatric tuberculosis (TB) treatment. Earlier work implemented, in the software NONMEM, a rational method for optimizing design and individualization of pediatric anti-TB FDC formulations based on patient body weight, but issues with parameter estimation, dosage strata heterogeneity and representative pharmacokinetics remained. Aim: To further develop the rational model-based methodology aiding the selection of appropriate FDC formulation designs and dosage regimens, in pediatric TB treatment. Materials and Methods: Optimization of the method with respect to the estimation of body weight breakpoints was sought. Heterogeneity of dosage groups with respect to treatment efficiency was sought to be improved. Recently published pediatric pharmacokinetic parameters were implemented and the model translated to MATLAB, where also the performance was evaluated by stochastic estimation and graphical visualization. Results: A logistic function was found better suited as an approximation of breakpoints. None of the estimation methods implemented in NONMEM were more suitable than the originally used FO method. Homogenization of dosage group treatment efficiency could not be solved. MATLAB translation was successful but required stochastic estimations and highlighted high densities of local minima. Representative pharmacokinetics were successfully implemented. Conclusions: NONMEM was found suboptimal for the task due to problems with discontinuities and heterogeneity, but a stepwise method with representative pharmacokinetics were successfully implemented. MATLAB showed more promise in the search for a method also addressing the heterogeneity issue.

In this work we study two problems motivated by Risk Management: the optimal design of financial products from an investor's point of view and the calculation of bounds and approximations for sums involving non-independent random variables. The element that interconnects these two topics is the notion of conditioning, a fundamental concept in probability and statistics which appears to be a useful device in finance. In the first part of the dissertation, we analyse structured products that are now widespread in the banking and insurance industry. These products typically protect the investor against bearish stock markets while offering upside participation when the markets are bullish. Examples of these products include capital guaranteed funds commercialised by banks, and equity linked contracts sold by insurers. The design of these products is complex in general and it is vital to examine to which extent they are actually interesting from the investor's point of view and whether they cannot be dominated by other strategies. In the academic literature on structured products the focus has been almost exclusively on the pricing and hedging of these instruments and less on their performance from an investor's point of view. In this work we analyse the attractiveness of these products. We assess the theoretical cost of inefficiency when buying a structured product and describe the optimal strategy explicitly if possible. Moreover we examine the cost of the inefficiency in practice. We extend the results of Dybvig (1988a, 1988b) and Cox & Leland (1982, 2000) who in the context of a complete, one-dimensional market investigated the inefficiency of path-dependent pay-offs. In the dissertation we consider this problem in one-dimensional Levy and multidimensional Black-Scholes financial markets and we provide evidence that path-dependent pay-offs should not be preferred by decision makers with a fixed investment horizon, and they should buy path-independent structures instead. In these market settings we also demonstrate the optimal contract that provides the given distribution to the consumer, and in the case of risk- averse investors we are able to propose two ways of improving the design of financial products. Finally we illustrate the theory with a few well-known securities and strategies e.g. dollar cost averaging, buy-and-hold investments and widely used portfolio insurance strategies. The second part of the dissertation considers the problem of finding the distribution of a sum of non- independent random variables. Such dependent sums appear quite often in insurance and finance, for instance in case of the aggregate claim distribution or loss distribution of an investment portfolio. An interesting avenue to cope with this problem consists in using so-called convex bounds, studied by Dhaene et al. (2002a, 2002b), who applied these to sums of log-normal random variables. In their papers they have shown how these convex bounds can be used to derive closed-form approximations for several of the risk measures of such a sum. In the dissertation we prove that unlike the log-normal case the construction of a convex lower bound in explicit form appears to be out of reach for general sums of log-elliptical risks and we show how we can construct stop-loss bounds and we use these to construct mean preserving approximations for general sums of log-elliptical distributions in explicit form. / Doctorat en Sciences / info:eu-repo/semantics/nonPublished

Le processus de conception des instruments à anche simple, élaboré au fil des siècles par les facteurs, est essentiellement basé sur des lois de comportement empiriques qui résultent de l’arbitrage des clarinettistes. Leurs critères subjectifs d’appréciation semblent être aussi bien alimentés par des descripteurs acoustiques (fréquence de jeu, spectre perçu, dynamique) que par l’aisance dans leur contrôle. Les connaissances actuelles en propagation guidée dans les réseaux de trous latéraux, offrent une base nécessaire à la prédiction du comportement acoustique linéaire du résonateur de l’instrument. Nous cherchons, à l’aide de ceux-ci, à proposer une méthode d’optimisation géométrique (positions et dimensions des trous latéraux) afin d’atteindre une retranscription objective, la plus proche possible, des critères d’appréciation du musicien. L’heuristique suivie au cours de cette étude vise à affiner les modèles de comportement ainsi que la construction des critères objectifs d’appréciation à l’issue de chaque réalisation d’un prototype de clarinette jusqu’à leur validation expérimentale. Avec l’aide d’un facteur d’instrument, deux prototypes ont été réalisés et nous exposerons les avantages et inconvénients des procédures d’optimisation appliquées à chacun d’eux. / Single reed instruments conception process developed by instrument makers, is essentially based on empirical laws obtained from their interaction with musicians. Some of the subjectives criteria seems to be defined by both acoustic descriptors(like playing frequency, radiating spectrum and musical dynamics for exemple) and the ease of their control. Present knowledges in guided wave propagation in tone hole lattice are a necessary background to explain linear behavior of the clarinet. We aim to develop an optimisation method for clarinet geometrical variables in a way to reach the best objective translation of the clarinetists appraisal criteria. Then, the followed heuristic in this study consist in the enhancement of the acoustic behavior laws in parallel with the development of objective criteria after each logical clarinet making, until their experimental validation. The collaborative work with an instrument maker, helps us to make 2 prototypes with each specific procedure depicted in this document.

Fischer-Tropsch Synthesis (FTS) is a promising technology for the production of ultra-clean fuels and chemical feedstocks from biomass, coal, or natural gas. Iron catalysts are ideal for conversion of coal and biomass. However, precipitated iron catalysts used in slurry-bubble column reactors suffer from high attrition resulting in difficulty separating catalysts from product and increased slurry viscosity. Thus, development of an active and selective-supported iron catalyst to manage attrition is needed. This thesis focuses on the development of a supported iron catalyst and kinetic models of FTS on the catalyst using advanced statistical methods for experimental design and analysis. A high surface area alumina, modified by the addition of approximately 2 wt% lanthanum, was impregnated with approximately 20 wt% Fe and 1% Pt in a two step procedure. Approximately 10 wt% Fe and 0.5 wt% Pt was added in each step. The catalyst had a CO uptake of 702 μmol/g, extent of reduction of 69%, and was reduced at 450°C. The catalyst was stable over H2 partial pressures of 4-10 atm, CO partial pressures of 1-4 atm, and temperatures of 220-260°C. Weisz modulus values were less than 0.15. A Langmuir-Hinshelwood type rate expression, derived from a proposed FTS mechanism, was used with D-optimal criterion to develop experiments sequentially at 220°C and 239°C. Joint likelihood confidence regions for the rate expression parameters with respect to run number indicate rapid convergence to precise-parameter estimates. Difficulty controlling the process at the designed conditions and steep gradients around the D-optimal criterion resulted in consecutive runs having the same optimal condition. In these situations another process condition was chosen to avoid consecutive replication of the same process condition. A kinetic model which incorporated temperature effects was also regressed. Likelihood and bootstrap confidence intervals suggested that the model parameters were precise. Histograms and skewness statistics calculated from Bootstrap resampling show parameter-effect nonlinearities were small.

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L'amélioration des performances des chaînes de conversion dédiées à la récupération d'énergie par les hydroliennes est un point particulièrement important pour rendre cette ressource économiquement attractive. La minimisation du coût de l'énergie produite passe nécessairement par une amélioration des performances de la chaîne de conversion électromécanique et une réduction des coûts de maintenance et de production des éléments la constituant. Dans ce contexte particulier, les génératrices à aimants permanents apparaissent particulièrement intéressantes dans la mesure où elles sont bien adaptées à un fonctionnement à basse vitesse et à fort couple. Ceci permet d'éliminer des systèmes mécaniques très complexes, encombrants et exigeants en maintenance, tels que le multiplicateur de vitesse et/ou le système d'orientation des pales. L'objectif de cette thèse est d’explorer un certain nombre de pistes concernant les outils, les concepts et les règles de conception à mettre en oeuvre pour dimensionner une génératrice associée en entraînement direct à une turbine hydrolienne à pas fixe. Les outils mis au point dans ces travaux englobent des modèles multi-physiques intégrés dans une démarche de conception qui se veut la plus globale possible. Cette méthodologie tient compte de la caractéristique de la ressource (courants de marées), de celle de la turbine (hélice), des spécifications de la génératrice à aimants permanents, de la mise en oeuvre d’une stratégie de pilotage associant MPPT et limitation de puissance par défluxage à fort courants de marées, en plus des contraintes liées au convertisseur. L'environnement de conception développé est basé sur un couplage des modèles dans une procédure d'optimisation. Les résultats obtenus mettent en lumière les points clés associés au développement d’une telle génératrice pour un contexte hydrolien. / The improvements of marine current turbines drive train are key features to ensure safe operation and to make tidal energy resource cost-attractive. In this context, eliminating mechanical systems that demand high-level of maintenance can be an interesting way to improve the global behavior of tidal turbines. For that purposes, the presented studies focus on design methodologies and concepts of direct-driven generators associated with fixed-pitch turbines. The proposed designs are based on multiphysics models of the generator that are integrated in an optimization process taking into account the drive train environment. For these reasons, several models have been integrated into a global design strategy in order to find solutions that improve marine current turbines performances. This strategy is based on the use of an optimization process that combines electromagnetic model, thermal model, turbine performances model, and tidal resource velocity profile. This methodology integrates also an efficient control strategy based on a maximum power point tracking (MPPT) approach at low tidal speed and a flux-weakening power limitation control at high tidal speed. This control at high tidal velocities is in this work achieved by considering only the generator electrical control without using blade pitching systems. The obtained results highlight trends that could lead to an improvement of the design and they help designers to set relevant technological choices in order to ensure significant cost reduction and highly improve the reliability of marine current turbines.