This thesis is a part of the French national project called MACAO (Modélisation Avancée de Composants Aéronautiques et Outils associés). In collaboration with Messier-Dowty company (a landing gears manufacturer), the thesis has contributed to better understand the actual literature studies in the field of aircraft tyre-road interaction modelling and therefore, to help making an optimal choice of model for a specifie application. The objectives have been to propose models for representing the tyre behaviour on the ground with respect to the aircraft run types. Physical oriented models are preferred. To complete this study, a literature survey of the previous researches in tyre modelling for steady­state responses is first carried out. Then, based on the main factors playing an important role in tyre modelling, it is proposed a classification for the physical and the semi-empirical models, which are also investigated. Based on this classification, the study requirements and the measurement data constraints, an a priori choice of suitable models are studied. A further investigation of the tyre deformation at pure lateral slip is carried out. It has allowed to physically describe the mechanism of generation of the longitudinal component of the tyre force at pure lateral slip. This force is refened as induced longitudinal force. By taking this force into consideration, it has been possible to explain why the self-aligning moment can drop to zero before the tyre gets to full sliding at pure lateral slip. Besides, the sensitivity analysis is proposed as a means for determining the parameters that have most influence on the model output and thus, are responsible for the output uncertainty.

Within the scope of this thesis, the Black-Litterman Asset Allocation Model (as presented in He & Litterman, 1999) is compared to the classical mean-variance framework by simulating past performance of portfolios constructed by both models using identical input data. A quantitative investment strategy which favours stocks with high dividend yield rates is used to generate private views about the expected excess returns for a fraction of the stocks included in the sample. By comparing the ex-post risk-return characteristics of the portfolios and performing ample sensitivity analysis with respect to the numerical values assigned to the input variables, we evaluate the two models’ suitability for different categories of portfolio managers. As a neutral benchmark towards which both portfolios can be measured, a third market-capitalization-weighted portfolio is constructed from the same investment universe. The empirical data used for the purpose of our simulations consists of total return indices for 23 of the 30 stocks included in the OMXS30 index as of the 21st of February 2014 and stretches between January of 2003 and December of 2013.   The results of our simulations show that the Black-Litterman portfolio has delivered risk-adjusted return which is superior not only to that of its market-capitalization-weighted counterpart but also to that of the classical mean-variance portfolio. This result holds true for four out of five simulated strengths of the investment strategy under the assumption of zero transaction costs, a rebalancing frequency of 20 trading days, an estimated risk aversion parameter of 2.5 and a five per cent uncertainty associated with the CAPM prior. Sensitivity analysis performed by examining how the results are affected by variations in these input variables has also shown notable differences in the sensitivity of the results obtained from the two models. While the performance of the Black-Litterman portfolio does undergo material changes as the inputs are varied, these changes are nowhere near as profound as those exhibited by the classical mean-variance portfolio.   In the light of our empirical results, we also conclude that there are mainly two aspects which the portfolio manager ought to consider before committing to one model rather than the other. Firstly, the nature behind the views generated by the investment strategy needs to be taken into account. For the implementation of views which are of an α-driven character, the dynamics of the Black-Litterman model may not be as appropriate as for views which are believed to also influence the expected return on other securities. Secondly, the soundness of using market-capitalization weights as a benchmark towards which the final solution will gravitate needs to be assessed. Managers who strive to achieve performance which is fundamentally uncorrelated to that of the market index may want to either reconsider the benchmark weights or opt for an alternative model.

There is no established method of measuring load accurately in a threaded connection at working temperatures exceeding 500°C. At these conditions conventional methods can not be used due to the sensitivity of the instruments and it is suggested that a non contact method should be used. The laser strain gauge was developed by the Loughborough University Optical Research Group and it is a non contact way of measuring surface strain. With the help of finite element analysis (FEA) a special nut was developed that can be used to measure the load on the connection by relating the surface strain of the nut to the load. Experimental work later revealed that due to the threads sticking in the connection there is hysteresis present between the load and surface strain relationship. To eliminate the hysteresis a new part was added to the connection which could be used to relate the surface strain on it to the load without any hysteresis. This new part was a specially designed washer with three grooves to allow easy access for the user to measure the surface strain using the laser strain gauge. Part of the design specification was that the load has to be determined to an accuracy of 0.5%. Using sensitivity analysis the washer was analysed in terms of how manufacturing imperfections affect the accuracy of the load measuring device. The results revealed that to achieve the required 0.5% accuracy the washer would have to be manufactured to very tight tolerances. To achieve these tight tolerances the manufacturing process would not be cost effective so it was proposed that individual calibration is required for each load measuring washer. Tests showed that with sufficient calibration the specially designed washer and the laser strain gauge can be combined and used as an accurate non contact load measuring device. As it is a non contact method it can be used in extreme environments including high temperatures. This thesis describes how background research, finite element analysis and experimental testing were used to develop the load measuring washer. Also it is shown, how in-depth sensitivity analysis was used to determine the accuracy of the prototype and that how manufacturing imperfections influence the working life of a threaded connection.

The impacts of emissions sources of carbon monoxide and particulate matter pollution levels for projected level conformity assessment and National Environmental Policy Act (NEPA) analyses are usually estimated through computer-aided models. Because of the involvement and interaction of a large number of variables that affect formation of CO and PM hot spots, exhaustive impact assessment studies can be time consuming. This is especially true for complex urban projects consisting of numerous roadways whose potential CO and PM impacts on surrounding neighborhoods must be disclosed. A highway project may consist of hundreds of roadway links, therefore undertaking project level conformity analysis without screening tools can be computationally resource intensive. CALINE4, a line source emission modeling tool, is used to predict downwind CO and PM concentrations for various receptors to generate a learning dataset for development of screening rules. This research has developed statistical screening criteria based on Classification and Regression Tree modeling that can be used to eliminate those links from the CALINE4 analysis whose contribution of pollutant concentration to a particular receptor site are insignificant. For the purpose of this study, any link that contributes a concentration of 0 ppm of CO or 0 µg/m3 of PM to a particular receptor site is termed insignificant for the corresponding pollutant. The model uses seven predictor variables, namely wind speed, wind directional variability, linear emission flux, link length and receptor polar coordinates. Response vector has two classes of pollutant concentrations namely significant and insignificant which are obtained by conversion of numerical values of pollutant concentration according to above mentioned criterion, thereby converting a regression problem into categorical or classification problem. The developed rules based on constructed model were validated through test samples and can be applied to future dataset to classify and screen out the insignificant links in highway planning analyses. The screening tool also allows analysts to prepare gridded pollution concentration predictions for use in environmental justice analyses.

APSDS is a layered elastic tool for aircraft pavement thickness determination developed and distributed by Mincad Systems and based on the sister software Circly. As aircraft pavement thickness determination remains an empirical science, mechanistic-empirical design tools such as APSDS require calibration to full scale pavement performance, via the S77-1 curve. APSDS provides the unique advantage over other tools that it models all the aircraft in all their wandering positions, negating the need for designers to use pass to cover ratios and acknowledging that different aircraft have their wheels located at difference distances from the aircraft centerline. APSDS requires a range of input parameters to be entered, including subgrade modulus, aircraft types, masses and passes and a pavement structure. A pavement thickness is then returned which has 50% design reliability. Greater levels of reliability are obtained by conservative selection of input values. Whilst most input parameters have a linear influence on pavement thickness, subgrade modulus changes have a greater influence at lower values and less influence at higher values. When selecting input values, designers should concentrate their efforts on subgrade modulus and aircraft mass as these have the greatest influence on the required pavement thickness. Presumptive or standard values are generally acceptable for the less influential parameters. S77-1 pavement thicknesses are of a standard composition with only the subbase thickness varying. Non-standard pavement structures are determined using the principle of material equivalence and the FAA provides range of material equivalence factors, of which the mid-range values are most commonly used. APSDS allows direct modelling of non-standard pavement structures. By comparing different APSDS pavements of equal structural capacity, implied material equivalences can be calculated. These APSDS implied material equivalences lie at the lower end of the ranges published by FAA. In order to obtain consistence between APSDS and the FAA guidance, the following material equivalence values are recommended: * Asphalt for Crushed Rock. 1.3. * Crushed Rock for Uncrushed Gravel. 1.2. * Asphalt for Uncrushed Gravel. 1.6. Proof rolling regimes remain an important part of the design and construction of flexible aircraft pavements. Historically, designers relied on Bousinesq's equation and the assumption of point loads on semi-finite homogenous materials to determine proof rolling regimes using stress as the indicator of damage. The ability of APSDS to generate stress, strain and deflection at any depth and any location across the pavement allows these historical assumptions to be tested. As the design of a proof rolling regime is one of comparing damage indicators modelled under aircraft loads to those under heavy roller loads, the historical simplifications are generally valid for practical design scenarios. Where project specific data is required, APSDS can readily calculate stresses induced by proof rollers and aircraft at any location and depth for comparison. APSDS is a leading tool for flexible aircraft pavement thickness determination due to its flexibility, transparency and being free from bias. However, the following possible areas for improvement are considered worthy of future research and development: * Improvements to the user interface. * Ability to model aircraft masses as frequency distributions. * Ability to copy stress with depth data to Excel(tm) spreadsheets. * Ability to perform parametric runs. * Inclusion of a reliability based design module.

Leucodepletion, the removal of leucocytes from blood products improves the safety of blood transfusion by reducing adverse events associated with the incidental non-therapeutic transfusion of leucocytes. Leucodepletion has been shown to have clinical benefit for immuno-suppressed patients who require transfusion. The selective leucodepletion of blood products by bed side filtration for these patients has been widely practiced. This study investigated the economic consequences in Queensland of moving from a policy of selective leucodepletion to one of universal leucodepletion, that is providing all transfused patients with blood products leucodepleted during the manufacturing process. Using an analytic decision model a cost-effectiveness analysis was conducted. An ICER of $16.3M per life year gained was derived. Sensitivity analysis found this result to be robust to uncertainty in the parameters used in the model. This result argues against moving to a policy of universal leucodepletion. However during the course of the study the policy decision for universal leucodepletion was made and implemented in Queensland in October 2008. This study has concluded that cost-effectiveness is not an influential factor in policy decisions regarding quality and safety initiatives in the Australian blood sector.

Made available in DSpace on 2014-10-09T12:42:47Z (GMT). No. of bitstreams: 0 / Made available in DSpace on 2014-10-09T13:56:19Z (GMT). No. of bitstreams: 1 05234.pdf: 8658831 bytes, checksum: 5fdbfa575f19ac2ea95052849f7b67f1 (MD5) / Tese (Doutoramento) / IPEN/T / Instituto de Pesquisas Energeticas e Nucleares - IPEN/CNEN-SP

[pt] Sistemas de isolamento de vibrações são utilizados em uma grande variedade de aplicações (automóveis, edifícios, estruturas espaciais como aeronaves, satélites e em máquinas rotativas) para reduzir a transmissão de vibrações mecânicas geradas por equipamentos ou a eles transmitidas pela vizinhança. Um isolamento é obtido inserindo-se um componente mecânico (isolador) que desempenha o papel de vínculo entre o sub-sistema que contém a perturbação e o sub-sistema a ser isolado. Duas são as quantidades geralmente utilizadas para avaliar a efetividade de um sistema de isolamento: a transmissibilidade e a potência. Neste trabalho foi utilizada a potência, sendo esta uma metodologia mais geral que pode ser facilmente utilizada em sistemas complexos, mas que tem a desvantagem de ser de difícil avaliação experimental. Nesta tese, serão simulados numericamente vários sistemas de isolamento passivo por componentes rígidos ou flexíveis, os quais serão modelados por suas respectivas matrizes de mobilidade ou impedância. Estas matrizes serão obtidas por métodos analíticos ou numéricos dependendo da conveniência de cada caso específico. Os projetos tradicionais de sistemas de isolamento geralmente consideram uma excitação unidirecional e avaliam somente algumas componentes da resposta do sistema, isso devido as limitações impostas pelo conceito da transmisibilidde usados nesses projetos. Além disso, eles não dão a devida importância a alguns parâmetros essenciais de configuração geométrica do sistema (localização e ângulo de inclinação dos isoladores, localização dos apoios de base, etc.). No presente trabalho, será mostrada a relevância desses parâmetros mencionados anteriormente no processo de busca das configurações ótimas e também se verá como essas configurações são fortemente dependentes do tipo de excitação do sistema, para isso serão utilizadas combinações de excitações harmônicas multidirecionais. / [en] Vibration isolation systems are used in a large variety of applications (automotive, buil- dings, spatial structures such as aircrafts, satellites and in rotating machines) in order to reduce the transmission of mechanical vibrations from the equipments toward the foun- ation or viceversa. An isolation is obtained inserting a mechanical component (isolator) that acts as a link between the source subsystem and the isolated subsystem. There are two quantities generally used to evaluate the e®ectiveness of a isolation system: the trans-missibility and the power transmitted. In this work, it has been used the power, being this the most generic methodology that can be easily used in complex systems, but it has the disadvantage of a di±cult experimental validation. In this thesis, it will be studied numerically several passive isolation systems with rigid or °exible components, these will be modeled by theirs mobility or impedance matrices. This matrices are achieved by analytical or numerical methods depending of the convenience in each case. Generally traditional projects of isolation systems consider a unidirectional excitation and evaluate only some components of the response system, this occurs for the limitations in the trans-missibility use. Moreover, they do not give an appropriate attention to some parameters of geometrical con¯guration of the system (location and angle inclination of the isolators, location of the base supports, etc.). Herein, it will be shown the relevance of this pa-rameters in the search process of optimal con¯gurations and it will be also see how they depend strongly on the kind of the system excitation, so it will be used some combinations of multidirectional harmonic excitations. / [es] Los sistemas de aislamiento de vibraciones son utilizados en una gran variedad de aplicaciones (automóbiles, edificios, extructuras espaciales como aeronaves y en máquinas rotativas) para reducir la transmisión de vibraciones mecánicas generadas por los equipos. Se obtiene un aislamiento insertando un componente mecánico (aislante) que desempeña el papel de vínculo entre el subsistema que contiene la perturbación y el subsistema que se desea aislar. Generalmente son dos las cantidades utilizadas para evaluar la efectividad de un sistema de aislamiento: la transmisibilidad y la potencia. En este trabajo se utiliza la potencia, pués al ser una metodología más general, puede ser utilizada en sistemas complejos, pero tiene la desventaja de ser de díficil evaluación experimental. En esta tesis, serán simulados numéricamente varios sistemas de aislamiento pasivo por componentes rígidos o flexibles, que serán modelados por sus respectivas matrices de movilidad o impedancia. Estas matrices se obtendrán por métodos analíticos o numéricos según convenga. Los proyectos tradicionales de sistemas de aislamiento, debido a las limitaciones impuestas por el concepto de transmisibilidad utilizada, consideran una excitación unidireccional y evalúan solamente algunas componentes de la respuesta del sistema. Además de eso, ellos no dan la debida importancia a algunos parámetros escenciales de configuración geométrica del sistema (localización y ángulo de inclinación de los aislantes, localización de los apoyos de base, etc.). En este trabajo, se muestra la relevancia de los parámetros mencionados anteriormente en el proceso de búsqueda de las configuraciones óptimas y también se verá como esas configuraciones son fuertemente dependientes del tipo de exitación del sistema. Para esto se utilizaran combinaciones de exitaciones armónicas multidireccionales.

Les bâtiments représentent un des principaux leviers d'action pour optimiser l'efficacité énergétique et la réduction des émissions de CO2 dans les villes. Afin d'optimiser les performances énergétiques, différentes études ont été menées sur les performances thermiques aussi bien du de point de vue de la conception, de la calibration de modèle que de l'impact de changement climatique. L'analyse de sensibilité vise à évaluer la part d'incertitude due à chacune des variables ou des paramètres qui peuvent influencer ces performances.La plupart des études en bâtiment menées dans la littérature se placent dans un cadre statique qui ne représente pas l'évolution du système. Il est très vite apparu nécessaire de développer des méthodes qui prennent en compte à la fois la dépendance des entrées et la dimension temporelle qui elle-même comporte toujours de la dépendance. Parmi les différentes méthodes d'analyse de sensibilité, nous avons privilégié la méthode globale, reposant sur le calcul des indices de sensibilité de Sobol. Le calcul effectif des indices de sensibilité permet de hiérarchiser les paramètres d'entrée en fonction de leur influence sur la sortieLes indices de Sobol peuvent se calculer de différentes façons. Nous nous sommes intéressés notamment à la méthode Pick and Freeze basée sur l'échantillonnage. Celle-ci repose sur l'hypothèse fondamentale et dans la pratique le plus souvent non vérifiée d'indépendance des entrées. Cela nous a amené du point de vue statistique à développer des techniques nouvelles pour tenir compte du caractère des entrées de type dynamique et dépendantes entre elles à la fois dans le temps et à chaque instant.Nous avons placé notre travail dans l'optique de méthodes permettant de se ramener au cas d'entrées indépendantes. Notre préoccupation a été de modéliser les entrées de manière souple, aisément transposable à d'autres situations concrètes et permettant des simulations relativement aisées. Afin de rendre compte du lien temporel entre les variables, nous avons choisi de considérer un indice dépendant de l'instant de calcul et de quantifier la variabilité de la sortie non pas seulement à la variabilité de l'entrée à l'instant t mais aussi à cette même variabilité provenant des instants précédents. Cette vision permet d'introduire la notion de mémoire utile pour le calcul de la sensibilité. Nous avons développé une méthode d'estimation des indices de Sobol pour des entrées dépendantes statiques a priori. Elle peut néanmoins être mise en œuvre pour des entrées dynamiques de courte mémoire mais les calculs sont alors très lourds dès que le nombre d'entrées est grand ou les mémoires importantes. Cette méthode permet de séparer des variables dépendantes de loi quelconque en des variables indépendantes de loi uniforme. Facile à mettre en œuvre ces méthodes d'estimation ne s'appuient pas sur des hypothèses d'indépendance des entrées, elles permettent alors un large éventail d'applications.Nous avons appliqué notre méthodologie à un bâtiment existant, apportant ainsi un outil utile à l'analyse du comportement thermique et donc à son optimisation. Nous avons pu montrer différentes situations en analysant l'ordre des variables suivant les sensibilités à partir de mesures. Deux critères ont été étudiés. Un critère de confort : l'étude de la température intérieure et un critère de performance : l'énergie de chauffage. / Buildings represent one of the main levers of action to optimize energy efficiency and reducing emissions of $ CO_2 $. To understand how perform energy consumption of a building, different studies have been conducted on the thermal performance both the point of view of design and model calibration as the climate change impact. Energy performance can be optimized according to these studies by evaluating the degree of uncertainty due to each of the variables or parameters that may influence performance. This stage is called sensitivity analysis.Most building studies in the literature are placed in a static framework that does not represent the evolution of the system. The variables whose sensitivity to be studied are either considered at a given time or the input-output models are not dynamic. It became necessary to develop methods that take into account both the dependence of the inputs and the temporal dimension which itself always involves dependence. Among the different methods of sensitivity analysis, we have focused on the global method, based on the calculation of Sobol sensitivity indices. Sobol index of a parameter (or group of parameters) is a statistical indicator of easy interpretation. It allows to measure the importance of this parameter (or group of parameters) on the variability of a scalar quantity of interest, depending on the model output. Sensitivity indices allow to rank input parameters according to their influence on the output.Sobol indices can be calculated in different ways. We focused on the Pick and Freeze method based on sampling. This is based on a fundamental assumption and in practice often unverified : inputs independence. This led us statistically to develop new techniques to take into account the dynamic characteristic of inputs and dependents both in time and in every moment. Our work focuses on methods that can bring back to the case of independent inputs. Our concern was modelled in a flexible way inputs, easily transferable to other concrete situations and allowing relatively easy simulations. The input-output relationships are not important as the only constraint, of course not trivial, possible simulation.In order to reproduce the temporal relationship between the variables, we chose to consider an index dependent, in the non-stationary case (especially if there are seasonal phenomena), on the time of calculation and quantify the variability of output not not only to the variability of the input at time $ t $, but also to the same variability from previous times. This vision allows to introduce the concept of usable memory for the calculation of the sensitivity.The second method that we have developed is an estimation method of Sobol indices for static dependent inputs a priori. It may nevertheless be implemented for dynamic inputs with short memory but the calculations are then very heavy when the number of inputs are large or own important memories. This method allows to separate dependent variables of any law in independent variables uniformly distributed.Easy to implement these estimation methods developed are not based on assumptions of independence of inputs. It then allows a wide range of applications.This method applied to an existing building can help improve energy management and can be useful in the design from the implementation scenarios. We could show different situations by analysing the variable order according to the sensitivities from measurements on a test building. Two criteria were studied. A criterion of comfort: the study of indoor temperature and performance criteria: the heating energy.

Dans de nombreuses disciplines, les approches permettant d'étudier et de quantifier l'influence de données incertaines sont devenues une nécessité. Bien que la propagation directe d'incertitudes ait été largement étudiée, la propagation inverse d'incertitudes demeure un vaste sujet d'étude, sans méthode standardisée. Dans cette thèse, une nouvelle méthode de propagation inverse d'incertitude est présentée. Le but de cette méthode est de déterminer l'incertitude d'entrée à partir de données de sortie considérées comme incertaines. Parallèlement, les méthodes d'analyse de sensibilité sont également très utilisées pour déterminer l'influence des entrées sur la sortie lors d'un processus de modélisation. Ces approches permettent d'isoler les entrées les plus significatives, c'est à dire les plus influentes, qu'il est nécessaire de tester lors d'une analyse d'incertitudes. Dans ce travail, nous approfondirons tout d'abord la méthode d'analyse de sensibilité de Sobol, qui est l'une des méthodes d'analyse de sensibilité globale les plus efficaces. Cette méthode repose sur le calcul d'indices de sensibilité, appelés indices de Sobol, qui représentent l'effet des données d'entrées (vues comme des variables aléatoires continues) sur la sortie. Nous démontrerons ensuite que la méthode de Sobol donne des résultats fiables même lorsqu'elle est appliquée dans le cas discret. Puis, nous étendrons le cadre d'application de la méthode de Sobol afin de répondre à la problématique de propagation inverse d'incertitudes. Enfin, nous proposerons une nouvelle approche de la méthode de Sobol qui permet d'étudier la variation des indices de sensibilité par rapport à certains facteurs du modèle ou à certaines conditions expérimentales. Nous montrerons que les résultats obtenus lors de ces études permettent d'illustrer les différentes caractéristiques des données d'entrée. Pour conclure, nous exposerons comment ces résultats permettent d'indiquer les meilleures conditions expérimentales pour lesquelles l'estimation des paramètres peut être efficacement réalisée. / Approaches for studying uncertainty are of great necessity in all disciplines. While the forward propagation of uncertainty has been investigated extensively, the backward propagation is still under studied. In this thesis, a new method for backward propagation of uncertainty is presented. The aim of this method is to determine the input uncertainty starting from the given data of the uncertain output. In parallel, sensitivity analysis methods are also of great necessity in revealing the influence of the inputs on the output in any modeling process. This helps in revealing the most significant inputs to be carried in an uncertainty study. In this work, the Sobol sensitivity analysis method, which is one of the most efficient global sensitivity analysis methods, is considered and its application framework is developed. This method relies on the computation of sensitivity indexes, called Sobol indexes. These indexes give the effect of the inputs on the output. Usually inputs in Sobol method are considered to vary as continuous random variables in order to compute the corresponding indexes. In this work, the Sobol method is demonstrated to give reliable results even when applied in the discrete case. In addition, another advancement for the application of the Sobol method is done by studying the variation of these indexes with respect to some factors of the model or some experimental conditions. The consequences and conclusions derived from the study of this variation help in determining different characteristics and information about the inputs. Moreover, these inferences allow the indication of the best experimental conditions at which estimation of the inputs can be done.