Le procédé d'hydroformage est largement utilisé dans les industries automobile et aéronautique. L'optimisation déterministe a été utilisée pour le contrôle et l'optimisation du procédé durant la dernière décennie. Cependant,dans des conditions réelles, différents paramètres comme les propriétés matériaux,les dimensions géométriques, et les chargements présentent des aléas qui peuvent affecter la stabilité et la fiabilité du procédé. Il est nécessaire d'introduire ces incertitudes dans les paramètres et de considérer leur variabilité. L'objectif principal de cette contribution est l'évaluation de la fiabilité et l'optimisation du procédé d'hydroformage en présence d'incertitudes.La première partie de cette thèse consiste à proposer une approche générale pour évaluer la probabilité de défaillance spatiale du procédé d'hydroformage, principalement dans les régions critiques. Avec cette approche, il est possible d'éviter les instabilités plastiques durant une opération d'hydroformage. Cette méthode est basée sur des simulations de Monte Carlo couplée avec des métamodèles. La courbe limite de formage est utilisée comme critère de défaillance pour les instabilités plastiques potentielles.La seconde partie de cette thèse est l'optimisation avec prise en compte d'incertitudes dans le procédé d'hydroformage. En utilisant des exemples illustratifs, on montre que l'approche probabiliste est une méthode efficace pour l'optimisation du procédé pour diminuer la probabilité de défaillance et laisser le procédé insensible ou peu sensible aux sources d'incertitudes. La difficulté est liée à la considération des contraintes fiabilistes qui nécessitent d'énormes efforts de calcul et impliquent des problèmes numériques classiques comme la convergence, la précision et la stabilité. Pour contourner ce problème, la méthode de surface de réponse couplée à des simulations Monte Carlo est utilisée pour évaluer les contraintes probabilistes.L'approche probabiliste peut assurer la stabilité et la fiabilité du procédé et minimise considérablement le pourcentage des pièces défectueuses. Dans cette partie, deux méthodes sont utilisées : l'optimisation fiabiliste et l'optimisation robuste.La dernière partie consiste à optimiser le procédé avec une stratégie Multi-Objectif(MO) avec prise en compte d'incertitudes. Le procédé d'hydroformage est un problème MO qui consiste à optimiser plus d'une performance simultanément.L'objectif principal est d'étudier l'évolution du front de Pareto lorsque des incertitudes affectent les fonctions objectifs ou les paramètres. Dans cette partie, on propose une nouvelle méthodologie qui présente les solutions dans un nouvel espace et les classifie suivant leurs probabilités de défaillances. Cette classification permet d'identifier la meilleure solution et fournit une idée sur la fiabilité de chaque solution. / Hydroforming process is widely used in automotive and aerospace industries. Deterministic design optimization have been used to control and optimize this process in the last decade. However, under realistic conditions, different parameters such as material properties, geometric dimensions, and load exhibits unavoidable scatter that can affect the stability and the reliability of the process.It is interesting to introduce the uncertainties in parameter and to consider their variability. The main objective of this contribution is to evaluate the reliability and optimization of the hydroforming process in the presence of uncertainties.The first part of this thesis proposes a general approach to evaluate the spatial probability of failure in hydroforming process mainly in the critical region. With the proposed approach it is possible to avoid failure during hydroforming process.This method is based on Monte Carlo simulation coupled with metamodels, the forming limit curve is used as failure criteria for potential plastic instabilities.The second part of this thesis is the optimisation of the hydroforming process under uncertainties. Using illustrative examples, it is shown that probabilistic approach is an efficient method to optimize the process, to decrease the probability of failure and make the process insensitive or less sensitive to sources of variability. The difficulty lies in the considerations of the reliability constraints, which require a large computational effort and involve classical numerical problems, such as convergence,accuracy and stability. To overcome this problem, response surface method with Monte Carlo simulations were used to evaluate the probabilistic constraints.Probabilistic approach can ensure a stable and reliable process and decrease the percentage of defects parts significantly. Through this part, two methods were used : Reliability-Based Design Optimization and robust optimization.The last part consists of optimizing the process with Multi-Objective (MO) strategy taking account of the uncertainty. Metal forming process is MO problem that consists of optimizing more than one performance simultaneously. The main goal isto study the evolution of the Pareto front when some uncertainties can affect the objective functions or the parameters. In this part, a new methodology is proposed which presents the solutions in a new space and classify the whole solution with their probability of failure. This classification allows to identify the best solutionand can provide an idea about the reliability of each solution.

Cette thèse propose d’étudier l’évolution des hiérarchies des villes et de la croissance urbaine en s’appuyant sur le cas du Maroc. Le Maroc a connu ces dernières décennies un processus d’urbanisation soutenu, tant dans les grandes villes que dans les petites et moyennes villes. D’où la nécessité de procéder à une structuration démographique urbaine primatiale qui exige une coordination entre certaines politiques économiques nationales et les politiques d’aménagement menées par les grandes métropoles afin de faire preuve d’une réelle efficacité. Une politique d’aménagement résolument tournée jusqu’ici vers la gestion de la pression urbaine dans les grandes métropoles. Ce qui a conduit par conséquent à une polarisation des activités dans quelques régions du territoire. Ainsi, cette thèse se structure autour de trois chapitres. Le premier chapitre examine la loi rang-taille et l’apport des économistes et des géographes dans ce processus. Le second chapitre analyse les trois approches théoriques qui traitent la question de la croissance urbaine notamment les théories de la croissance aléatoire, de la croissance déterministe et l’intersection de ces deux approches dites d’hybrides. Enfin, le dernier chapitre est basé sur une étude empirique à l’échelle régionale afin de recenser les déterminants de la croissance urbaine des régions marocaine. Le travail engagé dans cette thèse s’appuie sur des bases de données originales fournies par le Haut-Commissariat au Plan permettant de recenser la taille des agglomérations marocaines et utilise un ensemble d’instruments statistiques et économétriques. Les différents résultats obtenus s’inscrivent dans le prolongement de différentes études effectuées en sciences régionales. Ces résultats indiquent que les hiérarchies urbaines marocaines sont appelées à changer dans les décennies à venir, mais également que la croissance économique des régions du Maroc n’affecte pas immédiatement la croissance de la population urbaine. / This thesis proposes to study the evolution of city hierarchies and urban growth based on the case of Morocco. This country has experienced in recent decades a sustained urbanization process, both in large cities and small and medium-sized cities. Hence the need to proceed to a primatial urban demographic structure that requires coordination between certain national economic policies and planning policies carried out by major cities to be truly effective. A development policy resolutely turned so far towards the management of urban pressure in major cities. This led to a polarization of activities in some regions of the territory. Thus, this thesis is divided into three chapters. The first chapter examines the rank-size law and the contribution of economists and geographers in this process. The second chapter analyzes the three theoretical approaches that deal with the issue of urban growth, in particular theories of random growth, deterministic growth and the intersection of these two approaches, called hybrid. Finally, the last chapter is based on an empirical study at the regional level to identify the determinants of urban growth in Moroccan regions. The work undertaken in this thesis is based on original databases provided by the Office of the “Haut-Commissariat au Plan” to identify the size of Moroccan agglomerations and uses a set of statistical and econometric instruments. The various results obtained are a continuation of various studies carried out in regional sciences. These results indicate that Moroccan urban hierarchies are destined to change in the decades to come, but also that the economic growth of the regions of Morocco does not immediately affect the growth of the urban population.

O presente trabalho aborda o desenvolvimento de um modelo de síntese para o projeto conceitual de uma embarcação rápida do tipo trimarã, destinada ao transporte de passageiros. Tal modelo visa possibilitar o entendimento dos mecanismos que governam o projeto deste tipo de navio, através de analises comparativas (atributos de desempenho) entre diferentes soluções de projeto, em função dos parâmetros escolhidos para sua representação (variáveis de projeto). Foram desenvolvidos dois modelos de síntese, em programas comerciais distintos. Cada modelo gera a superfície do casco, a partir de series sistemáticas, e calcula a resistência ao avanço dividindo-a nas parcelas viscosa e de ondas. A parcela viscosa e calculada pela aproximação de placa plana e a parcela de ondas calculada pela teoria de navio no. São feitas, ainda, estimativas preliminares do fator de forma e da resistência adicional em ondas. O arranjo geral dos principais espaços e subsistemas foi parametrizado com base no arranjo de embarcações semelhantes e o conforto dos passageiros a bordo e calculado segundo padrões estabelecidos por sociedades classificadoras internacionais. As variáveis de projeto escolhidas foram o comprimento do casco central e razões entre as demais dimensões, de modo a permitir o calculo das dimensões principais de cada casco e o posicionamento relativo entre eles. Com isso, tem-se que, ao mudar o valor do comprimento, escala-se o casco mantendo-se todas as proporções. A vantagem buscada ao se utilizar esta abordagem e a extinção das restrições geométricas implícitas, pois estarão embutidas diretamente nas restrições explícitas que definem os limites de exploração de cada variável de projeto. Estes modelos foram integrados a procedimentos de otimização mono e multiobjetivo, com base em diferentes versões do algoritmo genético, e aplicados a um problema de projeto exemplo. As funções de mérito, ou funções objetivo, escolhidas para este problema foram a potencia requerida pela embarcação para navegar na velocidade de projeto e a disponibilidade operacional da embarcação, calculada a partir dos índices de conforto dos passageiros. Com isso, descobriu-se que os parâmetros com maior influencia na resistência ao avanço e no conforto dos passageiros são o comprimento do casco central e sua razão de comprimento por boca. O posicionamento relativo entre os cascos e extremamente importante para a resistência de ondas geradas pela embarcação, mas não e possível observar nenhuma grande tendência em relação a posições que privilegiam seja a resistência seja o comportamento, pois o posicionamento ótimo para cada objetivo depende tanto do número de Froude quanto das demais dimensões da embarcação. / The present work studies the development of a synthesis model for the conceptual design of a fast trimaran passenger vessel, in order to understand the mechanisms that govern the design of such a vessel through a comparative analysis (performance parameters) between different design solutions, as a function of the variables chosen to uniquely represent them (design variables). Two separate models were developed, using different commercial softwares. Each model generates the hull surface based on systematic hull series and calculates the ship\'s forward resistance as the sum of the viscous and wave components. The viscous component is estimated by at plate approximation, corrected by a form factor, and the wave component is calculated according to thin ship theory. A preliminary estimate of the ship\'s added resistance in waves is also made. The general layout of the main volumes and systems was parametrized following design trends of similar ships and passenger comfort on board was calculated using international classification societies standards. The design variables chosen were the length of the center hull, the ratios between the main dimensions of each hull as to allow for their calculation and two coeficients regarding the relative positioning of the center and side hulls. The advantage sought by adopting this approach is the elimination of implicit geometrical constraints, once they will be automatically included in the explicit constraints defining the exploration range of each design variable. These models were then coupled to mono and multi objective optimization procedures, based on different versions of the genetic algorithm, and applied to a case study.The objective functions taken for this problem were the required power to achieve the design speed and the operational availability, measured from passengers comfort thresholds. It was found that the parameters with the most influence on the forward resistance, and thus on required power, and on passengers comfort level are the center hull length and its length to breadth ratio. The relative positioning of the side hulls play an important role on the total wave resistance of the ship, although it was not possible to observe any clear trend concerning positions that would favor nor the ship forward resistance neither its seakeeping performance. This is due the fact that the optimum positions of the side hulls are also a function of the Froude number and the remaining design variables.

O processo de escolha de portfólios é um problema clássico da área financeira. Neste problema, o investidor busca aplicar seu dinheiro em um mercado de ações de forma a obter um bom compromisso entre o retorno esperado e o risco. Em geral, quanto maior o retorno esperado da carteira, maior o risco a ela associado. Neste trabalho foram estudadas modelagens para o problema de escolha de portfólio ótimo e suas aplicações ao mercado brasileiro. Do ponto de vista de modelagem foi proposta a inclusão do risco diversificável e não-diversificável ao modelo linear estudado. O risco diversificável foi incluído através de uma restrição que impõe um número mínimo de ativos na composição do portfólio ótimo, enquanto o risco não-diversificável foi adicionado considerando o beta da carteira. Do ponto de vista de aplicação, foi considerada a atribuição de valores de probabilidade para os retornos históricos dos ativos utilizados na análise do problema, visando incorporar informações do comportamento apresentado pelo mercado nos resultados. Na geração dos resultados, foram desenvolvidos em CPLEX um método ótimo de solução para o problema e um método para geração de uma curva de soluções Pareto ótimas / The process of selecting a portfolio is a classical problem in finance, where the investor intends to invest money in the stock market in such way that a reasonable trade-off between expected return and risk is obtained. In general, the higher the expected return of the portfolio is, the higher his risk will be. In this work the single period portfolio optimization problem is studied in terms of modeling and application for the Brazilian stock market. Referring to the model, changes are proposed to include the diversifiable and nondiversifiable risk. The diversifiable risk is included by imposing a minimum number of assets on the portfolio, while the nondiversifiable risk is controlled by restricting the portfolios beta. On the applications side, a method to estimate the probability of the assets historical returns is proposed, so more information about the market behavior is considered on the problem. The results were obtained by a optimal method to find the best solution and another one to generate the Pareto-optimal solutions, both developed using CPLEX

Des écoulements matriciels et des flux préférentiels peuvent se produire concurremment dans le même sol. Ces deux régimes d’écoulements se manifestent par des empreintes de flux caractéristiques qu’on peut visualiser par des essais de traçage. Afin d’extraire l’information quantitative des essais de traçage un grand nombre de méthodes existe. On peut, entre autre, décrire les empreintes de traceur par ce qu’on appelle la fonction de couverture, c’est à dire le pourcentage de région teintée par un traceur coloré en fonction de la profondeur du sol. En utilisant la statistique des valeurs extrêmes cette fonction peut être réinterprétée comme une fonction exprimant la probabilité de trouver le traceur à une profondeur donnée. Ainsi, la fonction de probabilité à deux paramètres 1 – H, H étant la distribution de Pareto généralisée, peut être ajustée. Le paramètre de forme de cette fonction est utilisé comme indice de risque de propagation verticale des solutés. Nous avons effectué des essais de traçage au Bleu Brillant FCF sur trois sites différents : dans une forêt d’épicéa dans le sud-est de l’Allemagne, dans une forêt tropicale humide montagnarde en Équateur et sur un champ agricole au sud de la France. Nous avons examiné la capacité de l’indice de risque à rassembler l’information principale des essais de traçage et à caractériser les empreintes de flux dans des sols différents, sous conditions aux limites diverses. Nos résultats indiquent que l’indice de risque est, dans une certaine mesure insensible aux changements des conditions aux limites (comme l’intensité d’irrigation). Par contre, l’humidité initiale du sol semble influencer cet indice de façon importante. L’ajustement des paramètres de la fonction Pareto généralisée s’avère difficile si la fonction de couverture fluctue ou ne décroît pas de manière monotone. Ceci peut être dû à la tortuosité des chemins d’écoulement, à la variation des mécanismes de flux ou aux changements de propriétés physiques du sol (stratification). Ainsi, dans des sols stratifiés nous avons restreint l’analyse à la partie inférieure du profil de sol. En effet, étant donné que la théorie de l’indice de risque est basée sur les valeurs extrêmes de propagation verticale de solutés c’est la partie inférieure qui est la plus intéressante. Nous proposons de combiner les deux paramètres de la fonction Pareto généralisée et d’utiliser la distribution 1 – H complète afin d’estimer le risque de propagation verticale des solutés dans le sol. Bien que l’indice de risque montre une certaine invariance vis-à-vis du changement des conditions aux limites il n’est pas un paramètre intrinsèque de sol. Comme le régime d’écoulement dans un même sol peut être dominé soit par le flux matriciel soit par le flux préférentiel le risque de propagation verticale des solutés change. Ceci est une réalité physique et non un défaut dans la théorie de l’indice de risque. Les paramètres de la fonction de Pareto généralisée capturent le régime d’écoulement dominant représenté par les empreintes du traceur. En prenant en compte les conditions aux limites de l’essai de traçage comme l’intensité d’irrigation, le traceur utilisé, l’humidité initiale du sol ou la nature de la végétation (pérenne ou saisonnière, type d’enracinement) il est ainsi possible de comparer des sites différents ou des résultats obtenus sur le même site sous conditions aux limites différentes et d’estimer le risque de propagation verticale de solutés. L’analyse d’image d’empreintes de flux basée sur le risque de propagation verticale de solutés a révélé l’existence d’écoulements préférentiels sur le site allemand. Afin de comprendre les mécanismes de flux ainsi que les impacts éventuels des flux préférentiels sur la chimie du sol nous avons analysé la texture du sol, la densité racinaire, la densité du sol, la concentration des cations échangeables, le pH, et les teneurs en C et N total dans les chemins préférentiels et la matrice du sol. Les résultats de la modélisation indiquent que sur ce site les racines constituent les chemins préférentiels et créent les écoulements le long des macropores, surtout dans la partie supérieure du sol. Dans la partie inférieure la densité racinaire diminue et l’infiltration hétérogène à partir des chemins préférentiels dans la matrice provoque un écoulement non-uniforme. Nous n’avons constaté aucune différence significative de texture, mais des différences de densité du sol dans les chemins préférentiels par rapport à celle de la matrice. Ceci est probablement dû à la quantité de matière organique plus élevée dans les chemins préférentiels. Nous avons également trouvé des pH plus acides, plus de Ca, plus de Mg, et plus de C et de N dans les chemins préférentiels. Comparé à la matrice, des quantités plus importantes d’Al et de Fe (mais de petites quantités absolues) ont été trouvés dans la partie inférieure du sol où l’écoulement préférentiel le long des macropores créés par les racines diminue et le flux matriciel hétérogène domine. Ces propriétés chimiques distinctes peuvent s’expliquer par l’activité racinaire et la translocation de solutés et du carbone organique dissous (COD) le long des chemins préférentiels. Le temps de contact entre le COD et le sol étant réduit il est transporté plus bas dans le profil où il peut potentiellement créer des complexes organo-minéraux. Ainsi, l’écoulement préférentiel est un mécanisme qui peut promouvoir la séquestration de C en sous-sol et n’influence pas uniquement son environnent immédiat, mais aussi les horizons sous-jacents. Un des acquis majeurs de cette thèse est le nombre important d’images d’empreintes de flux issues des sols différents. Dans les études qui suivront les méthodes récentes de réduction de dimensionnalité peuvent être employées afin de trouver d’éventuelles structures de basse dimensionnalité dans ces images / Matrix flow and preferential flow can occur concurrently in the same soil. Both flow regimes produce typical flow patterns that can be visualised in dye tracer experiments. To extract quantitative information from dye tracer studies a vast variability of approaches exists. One of them is to describe dye patterns by the so called dye coverage function, i.e. the percentage of stained area per soil depth. Based on extreme value statistics the dye coverage function can be reinterpreted as a probability function to find the tracer in a certain depth. Therefore, the two-parametric probability distribution 1 – H, H being the generalised Pareto distribution, can be fitted to the dye coverage function. The form parameter of this distribution serves as a risk index for vertical solute propagation. We did tracer experiments with Brilliant Blue FCF at three different study sites: in a Norway spruce forest in southeast Germany, in a tropical mountain rainforest in southern Ecuador and on an agricultural field in southern France. We tested the ability of the risk index to summarise main information obtained in dye tracer studies and characterise flow patterns in different soils under varying boundary conditions. Our results suggest that the risk index is to some degree invariant to changing experimental conditions (such as irrigation rate). The initial soil moisture, however, seems to have a large influence on the risk index. It is difficult to adjust the parameters of the generalised Pareto distribution when the dye coverage function fluctuates or does not decrease monotonically. This might be due to tortuosity of paths, varying flow mechanism or changing soil physical properties (stratification). Thus, in stratified soil, we restricted the analysis to the lowest part of the profile. Since the theory of the risk index is based on extreme values of vertical solute propagation it is the lowest part of the profile that is the most interesting. We propose to combine the two parameters of the generalized Pareto distribution and to use the complete distribution 1 - H to estimate the risk of vertical solute propagation in soils. Despite a certain resistance to changes of experimental conditions, the risk index is not an intrinsic soil parameter. Since the flow regime in the same soil can be dominated either by preferential flow or by uniform matrix flow, the risk of vertical solute propagation will change. It is a physical reality and not a default in the risk index theory. The adjusted parameters of the generalised Pareto distribution will capture the dominant flow regime as reflected by tracer flow patterns. Bearing in mind the boundary conditions of the tracer experiment like irrigation rate, the tracer employed, soil initial moisture or type of vegetation (permanent or seasonal, deep rooted or shallow rooted) it is possible to compare different study sites or to consider the same site at different boundary conditions and to access the risk of vertical solute propagation. Pattern analysis based on the risk index for vertical solute propagation revealed the occurrence of preferential flow at the German study site. To gain insight in flow mechanisms and possible impacts of preferential flow on soil chemistry we analysed soil texture, fine root density, soil bulk density, exchangeable cations, pH and total C and N contents in preferential flow paths and soil matrix. Results from linear mixed-effects models suggested that at this study site roots constituted main preferential flow paths and induced macropore flow, especially in the topsoil. In the subsoil root density decreased and inhomogeneous infiltration from preferential flow paths into the soil matrix caused non-uniform flow. There were no textural differences between the flow domains, but smaller bulk densities in preferential flow paths. This is probably due to a higher soil organic matter content in preferential flow paths. We found smaller pH values, more Ca, more Mg, more C and more N in preferential flow paths. Compared to the adjacent soil matrix, more Al and more Fe (but small absolute amounts) were found in the subsoil where macropore flow along root channels decreases and heterogeneous matrix flow dominates. These distinct chemical properties can be explained by root activity and translocation of solutes and DOC (dissolved organic carbon) via preferential flow paths. During transport along preferential flow paths contact time between DOC and soil is reduced so that DOC is transported to greater depth where it potentially forms organo-mineral associations. If this holds true, preferential flow is a mechanism that promotes C sequestration in subsoil and does not only influence its immediate environment around paths, but also underlying subsoil horizons. A major outcome of this thesis is the large number of images of flow patterns from different soils. Further studies could employ recent dimensionality reduction techniques to investigate whether there is a low dimensional structure underlying these images / Matrixfluss und präferentieller Fluss können in ein und demselben Boden gleichzeitig auftreten. Beide Fließregime erzeugen charakteristische Fließmuster, die in Versuchen mit Farbtracern sichtbar gemacht werden können. Es existiert eine Reihe von Methoden, um Tracerversuche quantitativ auszuwerten. Eine davon ist die Beschreibung der Fließmuster durch die so genannte Deckungsgradfunktion, den Anteil der gefärbten Fläche pro Tiefe. Die Methoden der Extremwertstatistik erlauben eine Neuinterpretation der Deckungsgradfunktion als eine Wahrscheinlichkeitsfunktion, den Tracer in einer bestimmten Tiefe anzutreffen. Demzufolge kann die zweiparametrige Wahrscheinlichkeitsfunktion 1 – H (H: verallgemeinerte Paretoverteilung) an die Deckungsgradfunktion angepasst werden. Der Formparameter dieser Verteilung dient als Risikoindex für vertikale Ausbreitung von gelösten Substanzen. Tracerversuche mit Brilliant Blue FCF wurden an drei unterschiedlichen Standorten durchgeführt: in einem Fichtenwald in Südostdeutschland, einem Bergregenwald in Südostecuador und an einem landwirtschaftlichen Standort in Südfrankreich. Es wurde überprüft, ob die wichtigsten Ergebnisse aus Tracerversuchen auf unterschiedlichen Böden und bei verschiedenen Randbedingungen mithilfe des Risikoindex beschrieben werden können. Die Ergebnisse zeigen eine gewisse Unabhängigkeit des Risikoindex von experimentellen Randbedingungen (wie z. B. Beregnungsintensität). Dagegen scheint die Bodenfeuchte eine zentrale Rolle zu spielen. Schwierigkeiten bei der Anpassung der Parameter der verallgemeinerten Paretoverteilung ergeben sich, wenn die Deckungsfunktion fluktuiert oder nicht monoton fallend ist. Dies kann möglicherweise auf die Tortuosität von Fließpfaden, variierenden Fließmechanismen oder sich verändernden bodenphysikalischen Eigenschaften (Stratifikation) zurückgeführt werden. Daher wurde die Musteranalyse in stratifizierten Böden auf den Unterboden begrenzt. Da die dem Risikoindex zugrunde liegende Theorie auf den Extremwerten der vertikalen Ausbreitung von gelösten Stoffen basiert, gilt das Hauptinteresse dem untersten Teil des Bodenprofils. Wir schlagen vor, die beiden Parameter der verallgemeinerten Wahrscheinlichkeitsverteilung zu nutzen, um das Risiko der vertikalen Ausbreitung von gelösten Stoffen in Böden abzuschätzen. Obwohl der Risikoindex eine gewisse Toleranz gegenüber sich ändernden Randbedingungen zeigt, ist er kein intrinsischer Bodenparameter. Da das Fließgeschehen in ein und demselben Boden sowohl vom Matrix- als auch vom präferentiellen Fluss dominiert werden kann, ändert sich das Risiko der vertikalen Ausbreitung von gelösten Stoffen. Dies ist physikalische Realität und kein Fehler in der Theorie des Risikoindex. Die angepassten Parameter der verallgemeinerten Paretoverteilung erfassen das durch den Tracer sichtbar gemachte dominante Fließregime. Unter der Berücksichtigung der Randbedingungen des Tracerexperiments wie Beregnungsintensität, des verwendeten Tracers, Bodenfeuchte oder Art der Vegetation (einjährig, mehrjährig oder perennierend, tiefwurzelnd oder flachwurzelnd) ist es möglich, unterschiedliche Standorte zu vergleichen oder denselben Standort unter verschiedenen Randbedingungen zu betrachten und das Risiko der vertikalen Ausbreitung von gelösten Stoffen abzuschätzen. Extremwertstatistikgestützte Musteranalyse zeigte das Auftreten von präferentiellem Fluss auf dem Standort in Südostdeutschland. Um die Fließmechanismen und mögliche Auswirkungen des präferentiellen Flusses auf die Bodenchemie aufzudecken, wurden Textur, Feinwurzeldichte, Trockenraumdichte, austauschbare Kationen, pH, Gehalt an totalem C und N in präferentiellen Fließwegen und Bodenmatrix analysiert. Ergebnisse aus gemischten Modellen zeigen, dass auf diesem Standort präferentielle Fließwege durch Wurzeln gebildet werden, und zwar hauptsächlich im Oberboden. Im Unterboden nimmt die Durchwurzelung ab, und heterogene Infiltration aus den präferentiellen Fließpfaden in die Bodenmatrix führt zu ungleichmäßigem Matrixfluss. Es wurden keine signifikanten Unterschiede in der Textur gefunden. Allerdings ist die Trockenraumdichte in den präferentiellen Fließwegen geringer als in der Bodenmatrix, wahrscheinlich bedingt durch den erhöhten Gehalt an organischer Materie. Weiterhin wurden in den präferentiellen Fließwegen niedrigere pH-Werte, höherer Gehalt an Ca, Mg, C und N gemessen. Im Vergleich zur umgebenden Bodenmatrix wurde im weniger durchwurzelten und von heterogenem Matrixfluss dominierten Unterboden höherer Gehalt an Al und Fe (allerdings kleine absolute Mengen) festgestellt. Diese klar unterschiedlichen chemischen Eigenschaften lassen sich durch Wurzelaktivitäten und den Transport von gelösten Substanzen (darunter auch DOC: gelöster organischer Kohlenstoff) durch präferentielle Fließwege erklären. Während des Transports ist die Kontaktzeit zwischen dem DOC und dem Boden verkürzt, so dass der Kohlenstoff in tiefere Bodenhorizonte transportiert wird, in denen er eventuell organo-mineralische Komplexe bilden kann. Dies würde bedeuten, dass präferentieller Fluss unter Umständen die Kohlenstoff-Sequestration im Unterboden begünstigen könnte, und nicht nur seine unmittelbare Umgebung, sondern auch die tiefer liegenden Bodenhorizonte beeinflusst. Ein wichtiges Ergebnis dieser Untersuchungen ist die große Anzahl an Bildern der Fließmuster in verschiedenen Böden. In nachfolgenden Arbeiten könnte mit den neuesten Methoden der Reduktion der Dimension untersucht werden, ob diesen Bildern eine niedrigdimensionale Struktur zugrunde liegt

Submitted by Erika Demachki (erikademachki@gmail.com) on 2017-01-18T16:28:28Z No. of bitstreams: 2 Dissertação - Michelle Duarte Marciano - 2016.pdf: 2336395 bytes, checksum: 6cdabbc6871d88785ffc1b1561c3c1c7 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Approved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2017-01-19T10:32:59Z (GMT) No. of bitstreams: 2 Dissertação - Michelle Duarte Marciano - 2016.pdf: 2336395 bytes, checksum: 6cdabbc6871d88785ffc1b1561c3c1c7 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Made available in DSpace on 2017-01-19T10:32:59Z (GMT). No. of bitstreams: 2 Dissertação - Michelle Duarte Marciano - 2016.pdf: 2336395 bytes, checksum: 6cdabbc6871d88785ffc1b1561c3c1c7 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2016-12-05 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / Determining the tertiary structure of a protein is very important, once that this is the structure that allow us to know the function of a protein on living beings. There are many algorithms that intend to do this prediction, but none of them does it with one hundred percent of accuracy, being a case of NP-complete problem. Even sill not being able to predict the tertiary structure of proteins with total precision, these algorithms are already used in areas such as pharmacology and are extremely important. This project presents a multiobjective framework for the classification and ranking of these algorithms, thus allowing a comparison among them. The goal is to help improving researches in the area, either in individual algorithms or groups of research in the bioinformatics field. / A determinação da estrutura tridimensional de uma proteína é muito importante, uma vez que esta estrutura é que fornece a função de uma proteína no corpo de seres vivos. Existem muitos algoritmos que buscam fazer essa predição, mas nenhum deles faz isso com cem por cento de eficiência, tratando-se de um problema NP-completo. Mesmo ainda não sendo capazes de predizer com total precisão a estrutura terciária das proteínas, tais algoritmos já são aproveitados em áreas como a farmacologia e são de grande importãncia. Este projeto apresenta um framework multi-objetivo para classificação e ranqueamento desses algoritmos, permitindo assim uma comparação entre eles. O objetivo é ajudar a melhorar as pesquisas na área, seja em algoritmos isolados ou grupos de pesquisa da área de bioinformática.

Submitted by Ronildo Prado (ronisp@ufscar.br) on 2017-08-23T12:44:58Z No. of bitstreams: 1 DissRFVS.pdf: 2728458 bytes, checksum: 4d07aa40b8f58f835e1e857098ff74a8 (MD5) / Approved for entry into archive by Ronildo Prado (ronisp@ufscar.br) on 2017-08-23T12:45:05Z (GMT) No. of bitstreams: 1 DissRFVS.pdf: 2728458 bytes, checksum: 4d07aa40b8f58f835e1e857098ff74a8 (MD5) / Approved for entry into archive by Ronildo Prado (ronisp@ufscar.br) on 2017-08-23T12:45:10Z (GMT) No. of bitstreams: 1 DissRFVS.pdf: 2728458 bytes, checksum: 4d07aa40b8f58f835e1e857098ff74a8 (MD5) / Made available in DSpace on 2017-08-23T12:45:16Z (GMT). No. of bitstreams: 1 DissRFVS.pdf: 2728458 bytes, checksum: 4d07aa40b8f58f835e1e857098ff74a8 (MD5) Previous issue date: 2017-02-14 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / The production scheduling activity is considered as one of the most complex activities in production management. This activity is part of the class of NP-Hard problems found in the area of computer science, that is, those problems that can not be solved deterministically in polynomial time. In addition, the complexity of this activity may increase according to the constraints imposed on each programming system/problem. In this research, the problem of programming of production the Flexible Job Shop (JSF) is studied. This problem is considered an extension of the Job Shop programming problem. In JSF, a group of jobs (i.e., products, items, part of an item) formed by a set of operations and each operation must be programmed by a resource (i.e., machine) that belongs to a group of resources that have the same functional characteristics (e.g., cut, sanding, painting). This problem is characterized in two sub-problems being routing and sequencing activity. Routing involves determining which resource will process a given operation. Sequencing is the order in which each operation will be processed on a resource. Through established programming, the objective of this research is to optimize performance multicriteria: the makespan (i.e., time spent to produce a set of jobs), processing time spent on the resource that worked by more time and total production time. In order to reach the objectives mentioned above, a hybrid swarm approach is proposed in this research. In this approach, two auxiliary methods are used to treat the abovementioned sub-problems: genetic operator of mutation to perform the routing activity and for the sequencing activity, an adaptive method of neighborhood structures is proposed. In order to deal with the multiobjectivity of the problem, we propose the Pareto dominance method. Experimental results obtained through commonly used benchmarks prove the efficacy and superiority of the proposed approach when compared to other approaches also applied to the problem studied. / A atividade de programação da produção é considerada como uma das atividades mais complexas no gerenciamento da produção. Essa atividade faz parte da classe de problemas NP-Difícil encontrados na área da ciência da computação, ou seja, aqueles problemas que não podem ser solucionados deterministicamente em tempo polinomial. Além disso, a complexidade dessa atividade pode aumentar de acordo com as restrições impostas a cada sistema/problema de programação. Nesta pesquisa, estuda-se o problema de programação da produção Job Shop Flexível (JSF). Esse problema é considerado como uma extensão do problema de programação Job Shop. No JSF, deve-se programar um grupo de jobs (i.e., produtos, itens, parte de um item) formados por um conjunto de operações e cada operação é processada por um recurso (i.e., máquina) que pertence a um grupo de recursos que possuam mesmas caraterísticas funcionais (e.g., cortar, lixar, pintar). Esse problema é caracterizado em dois sub-problemas, sendo eles, a atividade de roteamento e de sequenciamento. O roteamento implica em definir qual recurso irá processar uma determinada operação. O sequenciamento é a ordem em que cada operação será processada em um recurso. Por meio da programação estabelecida objetiva-se nessa pesquisa, otimizar multicritérios de desempenho, sendo eles: makespan (i.e., tempo gasto para produzir um conjunto de jobs), tempo de processamento gasto no recurso que trabalhou por mais tempo e tempo total de produção. Para alcançar os objetivos supracitados é proposto nessa pesquisa uma abordagem híbrida de enxame de abelhas. Nessa abordagem, utiliza-se dois métodos auxiliares para tratar os sub-problemas supracitados, sendo eles: operador genético de mutação para realizar a atividade de roteamento e para a atividade de sequenciamento é proposto um método adaptativo de estruturas de vizinhança. Para tratar a multiobjetividade do problema, propõe-se o método dominância de Pareto. Resultados experimentais obtidos por meio de benchmarks comumente usados comprovam a eficácia e a superioridade da abordagem proposta quando comparada com outras abordagens também aplicadas ao problema estudado.

Submitted by Claudia Rocha (claudia.rocha@udesc.br) on 2017-12-11T15:50:46Z No. of bitstreams: 1 PGEF17MA072.pdf: 1540009 bytes, checksum: 0a6a0c91bcb17bc18be105a058020b75 (MD5) / Made available in DSpace on 2017-12-11T15:50:46Z (GMT). No. of bitstreams: 1 PGEF17MA072.pdf: 1540009 bytes, checksum: 0a6a0c91bcb17bc18be105a058020b75 (MD5) Previous issue date: 2017-02-20 / Some organizations in the Brazilian forestry industry do not follow the development pace of other industries, or the adoption rate of management and quality methodologies and tools. As result, the low quality and high instability of processes create a lot of waste in the sector. This is intensified when it happens during the harvesting, one of the activities that most contributes to the production costs of a forestry business. This study aimed to evaluate the predictability of timber harvesting process based on critical points identified in the thinning and harvest operations. For this, research was divided in three stages. The first one was mapping the harvesting process and the elaboration of fluxograms. The second stage was the identification, through interviews, and assessment of critical points using the Failure Mode and Effect Analysis (FMEA) and Pareto chart. The third stage was the evaluation of the process using Statistical Process Control (SPC) through attributes and variable in the main failures. In the interviews conducted with workers, seven critical points were identified: damage to the remaining trees, sorting, stump height, dirt in load, knot on the second log, tree left in the field and safety. The evaluation with Pareto chart showed that 80% of the failures identified during harvest are attributed to three causes: damage to the remaining trees, sorting and stump height. The FMEA analysis showed that the failure with highest risk index was knots on the second log, followed by safety. For evaluation with the SPC, damage to remaining trees, sorting and stump height were selected. In general, control charts showed that the forest harvest process was considered unstable and unpredictable, even though it is within the limits defined by the company / No setor florestal brasileiro, algumas organizações não acompanham o ritmo do desenvolvimento de outros setores e da adoção de ferramentas e metodologias de gestão da qualidade. Em função deste atraso, a baixa qualidade e alta instabilidade dos processos, geram grandes desperdícios nas organizações. O fato se agrava quando ocorre na operação de colheita da madeira, uma das atividades que mais contribui nos custos de produção da empresa florestal. Este trabalho objetivou avaliar o processo de colheita florestal de uma empresa quanto a sua previsibilidade com base nos pontos críticos identificados nas operações de desbaste e corte raso. Para isso, a pesquisa foi dividida em três etapas, a primeira foi o mapeamento do processo de colheita e elaboração de fluxogramas. A segunda etapa foi a identificação, por meio de entrevistas, e avaliação dos pontos críticos utilizando a metodologia Failure Mode and Effect Analysis – FMEA e gráfico de Pareto. A terceira fase foi a avaliação do processo empregando o Controle Estatístico do Processo (CEP) por atributos e variáveis nas principais falhas. Nas entrevistas realizadas com os colaboradores, sete pontos críticos foram apontados: danos às árvores remanescentes, sortimento, altura de toco, sujeira na carga, nó na 2ª tora, árvores deixadas no talhão e segurança. Na avaliação com o gráfico de Pareto, observou-se que cerca de 80% dos problemas identificados na colheita da empresa são atribuídos às três primeiras causas supracitadas. A análise com o FMEA indicou que a falha com maior índice de risco foi o nó na 2ª tora, seguido da segurança. Para a avaliação com o CEP, selecionou-se os pontos críticos: danos às árvores remanescentes, sortimento e altura de toco. De maneira geral, os gráficos de controle indicaram que o processo da colheita florestal, apesar de estar dentro dos limites especificados pela empresa, foi considerado instável e não previsível

[pt] Nesta dissertação avalia-se o grau de associação entre pares de excessos de retornos, simultâneos e defasados no tempo, usando-se o conceito de cópulas. Cópulas assimétricas são ajustadas aos pares de distribuições de retornos e coeficientes de dependência de cauda, as medidas de interdependência e contágio baseadas nessas cópulas, são calculados para 10 pares de índices de mercados. Tais coeficientes balizam a escolha do par de ativos com melhor desempenho em períodos de estresse. Se excessos defasados são incluídos, então estes coeficientes também indicam a direção e intensidade de propagação das crises (contágio). Os resultados encontrados na nossa investigação mostram que a técnica utilizada é eficaz na montagem de carteiras em que se pretende aproveitar os ganhos extremos conjuntos dos ativos e, ao mesmo tempo, evitar perdas extremas conjuntas. O uso de retornos defasados, porém, foi um artifício pouco producente, refletindo possivelmente o contágio quase instantâneo entre os mercados financeiros mundiais, nos dias de hoje. / [en] In this dissertation we evaluate the degree of association between pairs of excess of returns, simultaneous and lagged, using the concept of copulas. Asymmetric copulas are fitted to 10 pairs of distributions of returns of world markets índices. From these copulas coefficients of tail dependence are obtained for the right and left tails. Isong those coefficients as measures of cross dependence and contagion between markets one can pick the pair of returns that show the best performance in periods of stress. If lagged excess of returns are included, then these coefficients provide information on the direction and intensity of the contagion spread. Our results have shown that such technique isd efficent in constructing a portfolio in which one wants to take advantage of joint extreme gains of pairs of returns and, simultaneously, avoid losses associated with the occurrence of joint negative extremes. The use of lagged returns in this context hás shown no extra gain, maybe reflecting the fact that, nowadays, the spread of contagion between world financial markets is almost instantaneous.

Made available in DSpace on 2014-12-17T15:26:38Z (GMT). No. of bitstreams: 1 DanielMC_DISSERT.pdf: 1549569 bytes, checksum: 5ad46f43cc6bf2e74f6fc1e20e5e2dc5 (MD5) Previous issue date: 2010-05-31 / Conselho Nacional de Desenvolvimento Cient?fico e Tecnol?gico / Present day weather forecast models usually cannot provide realistic descriptions of local and particulary extreme weather conditions. However, for lead times of about a small number of days, they provide reliable forecast of the atmospheric circulation that encompasses the subscale processes leading to extremes. Hence, forecasts of extreme events can only be achieved through a combination of dynamical and statistical analysis methods, where a stable and significant statistical model based on prior physical reasoning establishes posterior statistical-dynamical model between the local extremes and the large scale circulation. Here we present the development and application of such a statistical model calibration on the besis of extreme value theory, in order to derive probabilistic forecast for extreme local temperature. The dowscaling applies to NCEP/NCAR re-analysis, in order to derive estimates of daily temperature at Brazilian northeastern region weather stations / Os dados de rean?lise de temperatura do ar e precipita??o do NCEP National Centers for Environmental Predictions ser?o refinados para a produ??o dos n?veis de retorno para eventos extremos nas 8 capitais do Nordeste Brasileiro - NB: S?o Luis, Teresina, Fortaleza, Natal, Jo?o Pessoa, Recife, Macei?, Aracaju e Salvador. A grade do Ncep possui resolu??o espacial de 2.5? x 2.5? disponibilizando s?ries hist?ricas de 1948 a atualidade. Com esta resolu??o a grade envolve o NB utilizando 72 localiza??es (s?ries). A primeira etapa consiste em ajustar os modelos da Distribui??o Generalizada de Valores Extremos (GEV) e da Distribui??o Generalizada de Pareto (GPD) para cada ponto da grade. Utilizando o m?todo Geoestat?stico denominado Krigagem, os par?metros da GEV e GPD ser?o interpolados espacialmente. Considerando a interpola??o espacial dos par?metros, os n?veis de retorno para extremos de temperatura do ar e precipita??o poder?o ser obtidos aonde o NCEP n?o fornece informa??o relevante. Visando validar os resultados desta proposta, ser?o ajustados os modelos GEV e GPD as s?ries observacionais di?rias de temperatura e precipita??o de cada capital nordestina, e assim comparar com os resultados obtidos a partir da interpola??o espacial. Por fim o m?todo de Regress?o Quant?lica ser? utilizado como m?todo mais tradicional com a finalidade de compara??o de m?todos.