This thesis concerns the wake control and flow dynamic analysis for a flow around a circular cylinder at different Reynolds numbers using reduced models. The wake control and dynamics in the reduced space were addressed using the sensitivity theory and the adjoint method. In the case of wake control, it was possible to predict the physical parameters of the active and passive controllers on the wake of the main cylinder. On the other hand, in the construction of the reduced space, a new shift mode calculated from a perturbation of the mean flow was proposed using the sensitivity to base flow modifications. The mathematical basis of the reduced space was constructed using a Fourier modal decomposition of the flow enriched by the shift mode. The proposed reduced space made possible the recomposition of the flow and the comparison with the physical parameters calculated in the physical space. Additionally, using the reduced space, it was possible to determine the transition dynamics between the equilibrium point of the Navier Stokes equation and the non-linear saturation state using the Landau coefficients obtained in the reduced model, opening the possibility of solving the flow around a 2D and 3D cylinder with low computational cost. / Esta tese trata sobre o controle de esteira assim como a análise dinâmica do escoamento em torno de um cilindro a diferentes números de Reynolds usando modelos reduzidos. O controle de esteira e a dinâmica no espaço reduzido foram abordados usando a teoria da sensibilidade e o método adjunto. No caso de controle de esteira, foi possível prever os parâmetros físicos dos controladores ativos e passivos no escoamento do cilindro principal. Por outro lado, na construção do espaço reduzido, foi proposto um novo modo de deslocamento (shift mode) calculado a partir de uma perturbação do campo médio usando a sensibilidade às modificações do campo base. A base matemática do espaço reduzido foi construída usando uma decomposição modal de Fourier do escoamento enriquecido pelo modo de deslocamento (shift mode). O espaço reduzido proposto possibilitou a recomposição do escoamento e a comparação com os parâmetros físicos calculados no espaço físico. Além disso, usando o espaço reduzido, foi possível determinar a dinâmica de transição entre o ponto de equilíbrio da equação de Navier Stokes e o estado de saturação não linear usando os coeficientes de Landau obtidos no modelo reduzido, abrindo a possibilidade de resolver o escoamento em torno de um cilindro 2D e 3D com baixo custo computacional

A interligação dos sistemas elétricos de potência (SEPs) resultou em um aumento na complexidade dos mesmos. Além disso, devido a pressões econômicas e ambientais, os sistemas têm operado mais próximos aos seus limites de transmissão, o que aumenta a relevância de análises de segurança no contexto de estabilidade de tensão. Neste cenário, problemas associados à capacidade de transmissão do SEP, como a bifurcação induzida por limite (BIL), tornam-se mais importantes, criando a necessidade de ferramentas de análise apropriadas. Um dos objetivos deste projeto de mestrado é estudar mais profundamente as BILs para que se possa tratar melhor o fenômeno no contexto de estabilidade de tensão. Outro objetivo é o desenvolvimento de técnicas para avaliação da margem de estabilidade de tensão (MET) considerando a possibilidade de ocorrência de BIL. Finalmente, dada a grande importância e ampla utilização da análise de sensibilidade da MET devido à bifurcação sela-nó (BSN) em estudos de estabilidade de tensão, o equacionamento do problema de análise de sensibilidade da MET devido à BIL é o terceiro objetivo deste trabalho. A análise de sensibilidade é importante pois, não só fornece mais informações sobre o fenômeno de instabilidade e seus mecanismos, mas também auxilia na análise de segurança de SEPs, fornecendo informações sobre quais ações de controle serão mais eficazes na manutenção da MET e quais contingências serão mais severas. Isto é, quais mudanças no sistema mais afetam a MET. No entanto, este tipo de análise só foi realizado para o caso em que a MET é determinada por um ponto de BSN, não para o caso da BIL. Com o intuito de possibilitar que ferramentas de seleção de controles preventivos tratem o fenômeno da BIL, realizou-se uma análise de sensibilidade do ponto de BIL similar à análise usual baseada na BSN. Outra contribuição deste trabalho é uma formulação suave de limites complementares que foi aplicada ao problema de limites de injeção de potência reativa de unidades geradoras. A formulação proposta transforma, pelo menos numericamente, a BIL em uma BSN que pode ser detectada através de métodos já consolidados na literatura. / The interconnection of electric power systems (EPSs) led to an increase in security assessment complexity. Besides, due to economical and environmental inuences, EPSs have been operating closer to their transmission limits, which raises the relevance of security assessment in the context of voltage stability. In this scenario, problems related to EPS power transmission capacity, such as the limit induced bifurcation (LIB), become more important and bring the need of appropriate analysis tools. One of the goals of this project is to study the LIB problem more deeply, so it can be better understood in the context of voltage stability. Another objective is the development of methods for evaluating the load margin (LM) considering the possible occurrence of LIBs. Finally, since the LM sensitivity analysis due to saddle-node bifurcation (SNB) plays a highly important role in voltage stability studies, developing a method for LM sensitivity analysis due to LIB is our third objective. The sensitivity analysis is important not only because it provides information on the instability phenomenon and its mechanisms, but it is also useful for EPS security assessment, since it may provide knowledge on which control actions will be more eective in increasing the LM and which contingencies may be more severe. However, this analysis has been performed only for the case in which the LM is determined by a SNB point, not for the LIB case. With the intention of enabling pre-existing preventive control selection tools to treat the LIB phenomenon, a sensitivity analysis was performed at the LIB point similarly to what was developed for the SNB. Another contribution of this work is a smoothing formulation for complementary limits that was applied to the problem of limited reactive power injection of generating units. The proposed formulation transforms, at least numerically, the LIB in a SNB, which may be detected through methods already established in literature.

Devido ao processo de crescimento das cidades e atividade agrícolas há impactos que afetam os recursos hídricos como a escassez, degradação da qualidade de água e consequente conflitos de usos. Neste contexto, os modelos hidrológicos são importantes ferramentas para avaliar o comportamento hídrico de bacias hidrográficas, além de também poderem ser utilizados na previsão de cenários a fim de verificar o impacto do uso e ocupação do solo. Assim, o presente estudo teve como finalidade avaliar o desempenho do modelo Soil and Water Assessment Tool (SWAT) na simulação da vazão na Bacia Hidrográfica do Ribeirão Taquaruçu. A calibração automática foi realizada com o programa SWAT-CUP, em passo diário, com dados de duas estações fluviométricas da BRK Ambiental no período de abril de 2013 a julho de 2014, enquanto os dados de agosto de 2014 a agosto de 2015 foram utilizados no período de validação. A análise de sensibilidade foi realizada com 14 parâmetros selecionados entre aqueles mais significativos para a simulação de vazão em região do bioma Cerrado. Os resultados da análise de sensibilidade indicaram que os parâmetros mais influentes são o SOL_K (condutividade hidráulica saturada do solo) e CN2 (curva número para a condição II). Para avaliação do desempenho do modelo foram utilizadas as funções objetivos Nash-Sutcliffe (NSE) e o coeficiente de determinação (R2) que indicaram, no período de calibração, os seguintes valores: -0,05 e 0,55 (sub-bacia 1); 0,51 (sub-bacia 3), respectivamente. Já no período de validação foram apresentados os seguintes resultados para NSE e R2: 0,44 e 0,54 (sub-bacia 1); 0,24 e 0,29 (sub-bacia 3), nesta ordem. Considerando que o objeto de estudo é importante por ser responsável por grande parte do abastecimento de água do município de Palmas – TO e que o software não conseguiu simular de forma adequada as vazões mínimas, os resultados são considerados insatisfatórios. / Due to the process of city growth and agricultural activity there are impacts that affect water resources such as scarcity, degradation of water quality and consequent conflicts of uses. In this context, hydrological models are important tools to evaluate the hydrological behavior of watersheds, and can also be used to predict scenarios to verify the impact of land use and occupation. Thus, the present study had as purpose to evaluate the performance of the Soil and Water Assessment Tool (SWAT) model in the flow simulation in the Ribeirão Taquaruçu Watershed. The automatic calibration was performed with the SWAT-CUP program, in a daily step, with data from two BRK Ambiental fluviometric stations from April 2013 to July 2014, while data from August 2014 to August 2015 were used in the period of validation. The sensitivity analysis was performed with 14 parameters chosen considering the most significant ones for the simulation of flow in the Cerrado region. The results of the sensitivity analysis indicated that the most influential parameters are the SOL_K (saturated hydraulic conductivity of the soil) and CN2 (number curve for condition II). The Nash-Sutcliffe objective functions (NSE) and the determination coefficient (R2) were used to evaluate the performance of the model, which indicated, in the calibration period, the following values: - 0.05 and 0.55 (sub-basin 1); 0.51 (sub-basin 3), respectively. In the validation period, the following results were presented for NSE and R2: 0,44 and 0,54 (sub-basin 1); 0.24 and 0.29 (sub-basin 3), in that order. Considering that the object of study is important because it is responsible for a large part of the water supply of the municipality of Palmas – TO and that the software was not able to simulate the minimum flows adequately, the results are considered unsatisfactory.

Suite à la crise de 2007-2009, des études menées par le Comité de Bâle ont montré une grande dispersion des actifs pondérés du risque (RWA) entre les banques, dont une part significative proviendrait des hypothèses des modèles internes. De nouvelles réglementations visant à trouver un équilibre entre bonne représentation des risques, simplicité des approches et comparabilité ont dès lors été développées. Celles-ci proposent notamment l'ajout de contraintes sur les modèles/paramètres pour l'évaluation interne des RWA de crédit des portefeuilles bancaire et de négociation. Dans ce contexte, ces travaux de thèse consistent principalement en l'analyse de la pertinence de ces contraintes pour la réduction de la variabilité des RWA. Ils font largement recours aux méthodes d'analyses des sensibilités, notamment celles basées sur les décompositions de Hoeffding. Le traitement réglementaire des paramètres de crédit (les corrélations des défauts, les probabilités de défaut -PD -et les taux de perte en cas de défaut -LGD) forme la colonne vertébrale des développements. Au final, les conclusions des études menées semblent indiquer des résultats mitigés des réforn1es. D'une part, les contraintes sur les corrélations pour le portefeuille de négociation sont d'un impact faible sur la réduction de la variabilité des RWA. D'autre part, les contraintes sur les paramètres de PD et de LGD, ayant un impact plus important sur la réduction de la variabilité des RWA, devraient être considérées avec plus de prudence. La thèse fournit enfin des preuves que la variabilité est amplifiée par la mesure du risque réglementaire et les multiples sources de données de calibration des modèles. / In the aftermath of the 2007-2009 crisis, several studies led by the Base! Committee showed a large dispersion of risk-weighted assets (RWA) among banks, a significant part of which would come from the internal model's assumptions. Consequently, new regulations aiming at finding a balance between risk sensitivity, simplicity and comparability have then been developed. These ones notably include constraints on models / parameters for the internal assessment of the credit RWA for both the banking and the trading books. ln this context, the thesis work mainly consists in analyzing the relevance of such constraints to reduce the RWA variability. It makes extensive use of sensitivity analysis methods, particularly the ones based on the Hoeffding's decomposition. Regulatory treatments of the credit parameters (default correlations, default probabilities -DP -and loss given default -LGD) form the backbone of the developments. The findings suggest mixed results of the reforms. On the one hand, the constraints on the correlations for the trading book have a low impact on the RWA variability. On the other hand, the constraints on OP and LGD parameters, having a greater impact on the RWA variability, should be considered with more caution. The studies finally provide evidence that variability is amplified by the regulatory measurement of the risk and the multiple sources of calibration data.javascript:nouvelleZone('abstract');_ajtAbstract('abstract');

Overheating in buildings is predicted to increase as a result of a warming climate and urbanisation in most cities. With regards to responding to this challenge, decision makers ranging from_ design teams, local authorities, building users, national programs and market innovators; and during the different stages of a building’s service life, want to know a few pertinent matters: What space characteristics and buildings are at a higher risk and by how much?; What are the tradeoffs between alternative design and/or user-based actions?; What are the likely or possible consequences of their decisions?; What is the impact of climate change to indoor overheating?; among other decision support questions. However, such decision appraisal information still remains buried and dispersed in existing simulation models, and empirical studies, and not yet been clearly articulated in any existing study or model. Especially decision support information articulated in a way that gives each decision maker maximum capacity to anticipate and respond to thermal discomfort in different spaces and through the lifetime of a building. There is a need for an integrated and systematic means of building adaptation decision-support, which provides analytical leverage to these listed decision makers. A means that: 1) assimilates a range of indoor thermal comfort's causal and solution space processes; 2) reveals and enhances the exploration of the space and time-dependent patterns created by the dynamics of the indoor overheating phenomenon through time; and one that 3) imparts insight into decision strategy and its synthesis across multiple decision makers. This study recognises the lack of an overarching framework attending to the listed concerns. Therefore, the key aim of this thesis is to develop and test a building adaptation decision-support framework, which extends the scope of existing frameworks and indoor overheating risk models to facilitate trans-sectional evaluations that reveal temporal decision strategies. The generic framework frames a multi-method analysis aiming to underpin decision appraisal for different spaces over a 50 to 100-year time horizon. It constitutes an underlying architecture that engages the dimensions of decision support information generation, information structuring, its exploration and dissemination, to ease in drawing decision strategy flexibly and transparently. The multi-method framework brings together: 1) Systems thinking methods to a) facilitate the systematic exposure of the elements that shape indoor overheating risk, and b) reveal the processes that shape multi-stakeholder decision-making response over time; 2) The use of normative, predictive and exploratory building scenarios to a) examine the overheating phenomenon over time, and b) as a lens through which to explore the micro-dynamics brought about by aspects of heterogeneity and uncertainty; and 3) The application of both computational and optimization techniques to appraise potential routes towards indoor thermal comfort over an extended time scale by a) tracking shifts in frequency, intensity and distribution of indoor overheating vulnerability by causal elements over time and space; and b) tracking shifting optima of the heat mitigation solution space, with respect to time, climate futures, heterogeneity of spaces, and due to thermal comfort assumptions. The framework’s potential has been demonstrated through its application to office buildings in Nairobi.

L’analyse de sensibilité (AS) concerne la quantification des changements dans la solution d’un système d’équations aux dérivées partielles (EDP) dus aux varia- tions des paramètres d’entrée du modèle. Les techniques standard d’AS pour les EDP, comme la méthode d’équation de sensibilité continue, requirent de dériver la variable d’état. Cependant, dans le cas d’équations hyperboliques l’état peut présenter des dis- continuités, qui donc génèrent des Dirac dans la sensibilité. Le but de ce travail est de modifier les équations de sensibilité pour obtenir un syst‘eme valable même dans le cas discontinu et obtenir des sensibilités qui ne présentent pas de Dirac. Ceci est motivé par plusieurs raisons : d’abord, un Dirac ne peut pas être saisi numériquement, ce qui pourvoit une solution incorrecte de la sensibilité au voisinage de la discontinuité ; deuxièmement, les pics dans la solution numérique des équations de sensibilité non cor- rigées rendent ces sensibilités inutilisables pour certaines applications. Par conséquent, nous ajoutons un terme de correction aux équations de sensibilité. Nous faisons cela pour une hiérarchie de modèles de complexité croissante : de l’équation de Burgers non visqueuse au système d’Euler quasi-1D. Nous montrons l’influence de ce terme de correction sur un problème d’optimisation et sur un de quantification d’incertitude. / Sensitivity analysis (SA) concerns the quantification of changes in Partial Differential Equations (PDEs) solution due to perturbations in the model input. Stan- dard SA techniques for PDEs, such as the continuous sensitivity equation method, rely on the differentiation of the state variable. However, if the governing equations are hyperbolic PDEs, the state can exhibit discontinuities yielding Dirac delta functions in the sensitivity. We aim at modifying the sensitivity equations to obtain a solution without delta functions. This is motivated by several reasons: firstly, a Dirac delta function cannot be seized numerically, leading to an incorrect solution for the sensi- tivity in the neighbourhood of the state discontinuity; secondly, the spikes appearing in the numerical solution of the original sensitivity equations make such sensitivities unusable for some applications. Therefore, we add a correction term to the sensitivity equations. We do this for a hierarchy of models of increasing complexity: starting from the inviscid Burgers’ equation, to the quasi 1D Euler system. We show the influence of such correction term on an optimization algorithm and on an uncertainty quantification problem.

L’analyse de cycle de vie des bâtiments (ACV) permet d’évaluer les impacts environnementaux associés à une construction sur l’ensemble de son cycle de vie mais aussi d’aider à choisir les variantes les plus durables dans une démarche d’écoconception. De nombreuses sources d’incertitudes pèsent sur la modélisation environnementale des bâtiments. L’objectif de cette thèse est de proposer une méthodologie pour les prendre en compte et ainsi progresser vers une fiabilisation de l’ACV des bâtiments. Les éléments du modèle qui ont le plus d’influence sur les résultats, et qu’il serait utile de connaître de manière plus précise sont identifiés à l’aide de méthodes d’analyse de sensibilité (AS). Les temps de calcul peuvent être longs pour ces méthodes alors qu’en conception, un temps limité est généralement consacré aux études d’ACV des bâtiments. Plusieurs AS sont comparées en termes de compromis temps de calcul / précision. L’effet des incertitudes sur le choix d’une variante bâtie est étudié en appliquant une méthodologie intégrant des AS et des analyses d’incertitude (AI) adaptées au contexte de comparaison de variantes. Cela permet de rechercher des améliorations d’un projet à un niveau de confiance donné en se concentrant sur les indicateurs environnementaux pour lesquels le choix d’une variante affecte significativement les résultats. La démarche de quantification des incertitudes proposée peut être appliquée au cycle de vie complet de bâtiment et prendre en compte des sources d’incertitudes variées rencontrées en ACV des bâtiments. Les méthodes employées ont été intégrées à une plateforme d’écoconception intégrant des outils de simulation énergétique dynamique (SED) et d’ACV. / Building life cycle assessment (LCA) is a tool used to assess the environmental impact of a construction over its entire life cycle, and to help choosing the most sustainable building alternative in an ecodesign context. Many uncertainty sources arise in the environmental modelling of buildings. The aim of this thesis is to propose a methodology to take them into account and to progress towards more reliable building LCA tools. Model inputs and parameters having the most influence on the results and that should be more precisely known were identified using sensitivity analysis (SA) methods. The calculation time required for the application of these methods may be long, whereas a limited time is generally available to conduct a building LCA study. Several SA methods were therefore compared in terms of a calculation time / precision compromise. The effect of uncertainties on the choice of a built alternative was studied using SA and uncertainty analysis (UA) that are suitable in the context of variants comparison. In that way, the environmental improvements of a project are chosen at a given level of confidence and focusing on the environmental indicators for which the choice of an alternative affects the results significantly. The proposed uncertainty quantification process is applicable to the whole building life cycle and makes it possible to take into account various uncertainty sources arising in building LCA. The used methods were integrated into an ecodesign platform consisting in a dynamic building energy simulation (DBES) and an LCA tool.

<div>Plug-in hybrid electric vehicles (PHEVs) are being considered as an alternative to conventional medium-duty (MD) and heavy-duty (HD) commercial vehicles to reduce fuel consumption and tailpipe emissions. Lithium ion batteries, which are used in PHEVs due to their high energy density, are expensive. The battery contributes significantly towards the life-cycle cost of MD/HD PHEVs, as these vehicles, due to high mass and aggressive battery usage, require multiple battery replacements over their lifetime. Smaller batteries increase the fuel consumption and need more replacements, while bigger batteries increase the initial system cost. Powertrain design from a life-cycle cost perspective is required to explore this trade-off and maximize the economic gains obtained from PHEVs. </div><div><br></div><div>Powertrain design entails component sizing, control strategy selection as well as architecture selection. Different powertrain designs yield different lifetime economic gains. A variety of applications exist for MD/HD vehicles, which differ in their ways of powertrain usage, due to variations in required acceleration, available braking, and average and maximum speeds. Therefore, different powertrain designs are needed depending on the application and usage scenario. The powertrain design space needs to be explored, and solutions that maximize the economic gains within the specified constraints need to be chosen.</div><div><br></div><div>This dissertation compares the economic viability of two PHEV applications (MD Truck and HD Transit Bus), with options of series and parallel hybrid architectures, over multiple drivecycles, for four economic scenarios (years 2015, 2020, 2025 and 2030). It is shown that hybridizing the transit bus achieves payback sooner than hybridizing the truck. Further, the results for the transit bus application, over the Manhattan drivecycle, show that implementation of the parallel architecture is economically viable in the 2015(present) scenario, while the series architecture becomes viable in 2020, due to significantly lower initial costs involved in the parallel architecture.</div><div><br></div><div>A methodology to select a solution out of the explored design space that maximizes the economic gains is demonstrated. Variations in the economic and vehicle usage conditions for which this solution is designed, can be expected. It is therefore necessary to check the robustness of this solution to change in external factors such as vehicle mass, annual vehicle miles travelled (AVMT), component and fuel costs. It is shown that the economic gains are affected by the battery cost, fuel cost, AVMT and vehicle mass, while the number of battery replacements are affected by AVMT and vehicle mass. </div><div><br></div><div>A probability-based approach is demonstrated to obtain confidence in the economic and battery life predictions. Specifically, probability-based variations are provided to variables such as miles traveled between recharge, recharge C-rate and battery temperature. It is shown that battery life is affected the most by battery temperature.</div><div><br></div><div>A battery heating/cooling system is required to maintain constant battery temperature of operation during all seasons, but these systems incur additional fuel costs. A framework that utilizes just the Coefficient of Performance (COP) of the heating/cooling system to calculate the excess fuel cost is proposed and demonstrated. An increase of 0.9-1.8\% in fuel consumption is shown, depending on the drivecycle and ambient temperature.</div><div><br></div><div>Further, the well-to-wheel (WTW) fuel-cycle emissions from conventional and PHEV transit buses operating in Indiana and California are assessed using the ``Greenhouse Gases, Regulated Emissions, and Energy Use in Transportation'' (GREET) Model 2017, developed by Argonne National Labs. It is shown that 59% and 63% greenhouse gas (GHG) reductions can be achieved in Indiana and California respectively, along with reduction in carbon monoxide (CO), nitrogen oxides NOx, particulate matter with diameter less than 2.5 microns PM2.5 and volatile organic compounds (VOC) emissions for both the states. However, an increase in sulfur oxides SOx emissions for both the states, and particulate matter with diameter less than 10 microns PM10 increase for Indiana, are observed. </div><div><br></div>

Dans les domaines de la modélisation et de la simulation numérique, les simulateurs développés prennent parfois en compte de nombreux paramètres dont l'impact sur les sorties n'est pas toujours bien connu. L'objectif principal de l'analyse de sensibilité est d'aider à mieux comprendre comment les sorties d'un modèle sont sensibles aux variations de ces paramètres. L'approche la mieux adaptée pour appréhender ce problème dans le cas de modèles potentiellement complexes et fortement non linéaires repose sur la décomposition ANOVA et les indices de Sobol'. En particulier, ces derniers permettent de quantifier l'influence de chacun des paramètres sur la réponse du modèle. Dans cette thèse, nous nous intéressons au problème de l'estimation des indices de Sobol'. Dans une première partie, nous réintroduisons de manière rigoureuse des méthodes existantes au regard de l'analyse harmonique discrète sur des groupes cycliques et des tableaux orthogonaux randomisés. Cela nous permet d'étudier les propriétés théoriques de ces méthodes et de les généraliser. Dans un second temps, nous considérons la méthode de Monte Carlo spécifique à l'estimation des indices de Sobol' et nous introduisons une nouvelle approche permettant de l'améliorer. Cette amélioration est construite autour des hypercubes latins et permet de réduire le nombre de simulations nécessaires pour estimer les indices de Sobol' par cette méthode. En parallèle, nous mettons en pratique ces différentes méthodes sur un modèle d'écosystème marin. / In the fields of modelization and numerical simulation, simulators generally depend on several input parameters whose impact on the model outputs are not always well known. The main goal of sensitivity analysis is to better understand how the model outputs are sensisitive to the parameters variations. One of the most competitive method to handle this problem when complex and potentially highly non linear models are considered is based on the ANOVA decomposition and the Sobol' indices. More specifically the latter allow to quantify the impact of each parameters on the model response. In this thesis, we are interested in the issue of the estimation of the Sobol' indices. In the first part, we revisit in a rigorous way existing methods in light of discrete harmonic analysis on cyclic groups and randomized orthogonal arrays. It allows to study theoretical properties of this method and to intriduce generalizations. In a second part, we study the Monte Carlo method for the Sobol' indices and we introduce a new approach to reduce the number of simulations of this method. In parallel with this theoretical work, we apply these methods on a marine ecosystem model.

A interligação dos sistemas elétricos de potência (SEPs) resultou em um aumento na complexidade dos mesmos. Além disso, devido a pressões econômicas e ambientais, os sistemas têm operado mais próximos aos seus limites de transmissão, o que aumenta a relevância de análises de segurança no contexto de estabilidade de tensão. Neste cenário, problemas associados à capacidade de transmissão do SEP, como a bifurcação induzida por limite (BIL), tornam-se mais importantes, criando a necessidade de ferramentas de análise apropriadas. Um dos objetivos deste projeto de mestrado é estudar mais profundamente as BILs para que se possa tratar melhor o fenômeno no contexto de estabilidade de tensão. Outro objetivo é o desenvolvimento de técnicas para avaliação da margem de estabilidade de tensão (MET) considerando a possibilidade de ocorrência de BIL. Finalmente, dada a grande importância e ampla utilização da análise de sensibilidade da MET devido à bifurcação sela-nó (BSN) em estudos de estabilidade de tensão, o equacionamento do problema de análise de sensibilidade da MET devido à BIL é o terceiro objetivo deste trabalho. A análise de sensibilidade é importante pois, não só fornece mais informações sobre o fenômeno de instabilidade e seus mecanismos, mas também auxilia na análise de segurança de SEPs, fornecendo informações sobre quais ações de controle serão mais eficazes na manutenção da MET e quais contingências serão mais severas. Isto é, quais mudanças no sistema mais afetam a MET. No entanto, este tipo de análise só foi realizado para o caso em que a MET é determinada por um ponto de BSN, não para o caso da BIL. Com o intuito de possibilitar que ferramentas de seleção de controles preventivos tratem o fenômeno da BIL, realizou-se uma análise de sensibilidade do ponto de BIL similar à análise usual baseada na BSN. Outra contribuição deste trabalho é uma formulação suave de limites complementares que foi aplicada ao problema de limites de injeção de potência reativa de unidades geradoras. A formulação proposta transforma, pelo menos numericamente, a BIL em uma BSN que pode ser detectada através de métodos já consolidados na literatura. / The interconnection of electric power systems (EPSs) led to an increase in security assessment complexity. Besides, due to economical and environmental inuences, EPSs have been operating closer to their transmission limits, which raises the relevance of security assessment in the context of voltage stability. In this scenario, problems related to EPS power transmission capacity, such as the limit induced bifurcation (LIB), become more important and bring the need of appropriate analysis tools. One of the goals of this project is to study the LIB problem more deeply, so it can be better understood in the context of voltage stability. Another objective is the development of methods for evaluating the load margin (LM) considering the possible occurrence of LIBs. Finally, since the LM sensitivity analysis due to saddle-node bifurcation (SNB) plays a highly important role in voltage stability studies, developing a method for LM sensitivity analysis due to LIB is our third objective. The sensitivity analysis is important not only because it provides information on the instability phenomenon and its mechanisms, but it is also useful for EPS security assessment, since it may provide knowledge on which control actions will be more eective in increasing the LM and which contingencies may be more severe. However, this analysis has been performed only for the case in which the LM is determined by a SNB point, not for the LIB case. With the intention of enabling pre-existing preventive control selection tools to treat the LIB phenomenon, a sensitivity analysis was performed at the LIB point similarly to what was developed for the SNB. Another contribution of this work is a smoothing formulation for complementary limits that was applied to the problem of limited reactive power injection of generating units. The proposed formulation transforms, at least numerically, the LIB in a SNB, which may be detected through methods already established in literature.