La conception des bâtiments à faible consommation d’énergie est devenue un enjeu très important dans le but de réduire au maximum la consommation d’énergie et les émissions de gaz à effet de serre associées. Pour y arriver, il est indispensable de connaître les sources potentielles de biais et d’incertitude dans le domaine de la modélisation thermique des bâtiments d’un part, et de les caractériser et les évaluer d’autre part.Pour répondre aux exigences courantes en termes de fiabilité des prévisions du comportement thermique des bâtiments, nous avons essayé dans le cadre de cette thèse de quantifier les incertitudes liés à des paramètres influents, de proposer une technique de diagnostic de l’enveloppe, propager les incertitudes via une méthode ensembliste sur un modèle simplifié et puis proposer une démarche permettant d’identifier les paramètres de modélisation les plus influents et d’évaluer leur effet sur les performances énergétiques avec le moindre coût en termes de simulations. / Designing buildings with low-energy consumption has become a very important issue in order to minimize energy consumption and the emissions of associated greenhouse gas. To achieve this, it is essential to know the potential sources of bias and uncertainty in the field of buildings thermal modeling and to characterize and evaluate them.To meet the current requirements in terms of reliable predictions of buildings thermal behavior, we have tried in this thesis, to quantify uncertainties associated to influential parameters, to propose a technique for diagnosing the building’s envelope, propagate uncertainties via a set-method for the case of a simplified model. We finally proposed an approach to identify the most influential modeling parameters to evaluate their impact on energy performance.

This dissertation is cumulative and encompasses three self-contained research articles. These essays share one common theme: the probability that a given stochastic process crosses a certain boundary function, namely the boundary crossing probability, and the related financial and statistical applications. In the first paper, we propose a new Monte Carlo method to price a type of barrier option called the Parisian option by simulating the first and last hitting time of the barrier. This research work aims at filling the gap in the literature on pricing of Parisian options with general curved boundaries while providing accurate results compared to the other Monte Carlo techniques available in the literature. Some numerical examples are presented for illustration. The second paper proposes a Monte Carlo method for analyzing the sensitivity of boundary crossing probabilities of the Brownian motion to small changes of the boundary. Only for few boundaries the sensitivities can be computed in closed form. We propose an efficient Monte Carlo procedure for general boundaries and provide upper bounds for the bias and the simulation error. The third paper focuses on the inverse first-passage-times. The inverse first-passage-time problem deals with finding the boundary given the distribution of hitting times. Instead of a known distribution, we are given a sample of first hitting times and we propose and analyze estimators of the boundary. Firstly, we consider the empirical estimator and prove that it is strongly consistent and derive (an upper bound of) its asymptotic convergence rate. Secondly, we provide a Bayes estimator based on an approximate likelihood function. Monte Carlo experiments suggest that the empirical estimator is simple, computationally manageable and outperforms the alternative procedure considered in this paper.

Cette thèse porte sur l’aide à la décision dans un contexte décisionnel très complexe. Classiquement, pour résoudre de telles situations, on utilise des méthodes de structuration de problèmes. Cependant ces méthodes bien qu’appliquées dans le cadre multi acteur ou dans les décisions de groupe, n’aboutissent pas toujours à des résultats directement exploitables dans un modèle d’évaluation. Ou, lorsque c’est le cas, les données obtenues par structuration sont utilisées comme si elles provenaient d’un seul décideur, tendant à réduire par conséquent l'efficacité de la décision prise et son adhésion publique. Dans cette thèse nous nous sommes attelés à concevoir un modèle d’intégration d’outils conciliant le choix approprié d’outils de structuration pour les décisions de groupe et son exploitation efficace dans un modèle d’évaluation multicritère. En particulier nous nous sommes focalisés sur les modalités du passage des cartes cognitives aux arbres de valeurs. Ensuite nous avons appliqué notre démarche sur le cas pratique du projet ’’AIde à la Décision pour l'identification et l'accompagnement aux transformations sociétales induites par les nouvelles technologies de l'Hydrogène’’ (AIDHY). Enfin, la dernière partie de notre thèse est axée sur l’apport d’une modélisation multicritère pour appréhender formellement le problème d’évaluation des scénarios, formulé comme un problème de tri multicritère. Par conséquent, nous avons construit une méthode permettant d’observer et de paramétrer le comportement des invariants d’une acceptabilité sociale en général, par le biais d’une d’analyse de sensibilité à partir du cas de l’hydrogène énergie. / This thesis focuses on decision support in a very complex decision-making context. Typically, to solve such situations, methods of problem structuring are used. However, these methods although applied in the multi-stakeholder framework or group decisions do not always lead to results directly used in a valuation model. Even when this is the case, the data obtained by problem structuring are used as if they came from a single decision maker, thus tending to reduce the effectiveness of the decision and its popular support. In this thesis we attempted to develop a model that incorporates tools that reconcile the appropriate choice of tools for structuring group decision choice and its effective operation in a model of multi-criteria evaluation. In particular, we focused on how processing cognitive maps into value trees. Then we have applied our approach to the practical case of the ‘‘AIDHY” project. Finally, the last part of the thesis is focused on providing a multi-criteria modeling to formally approach the problem of evaluating scenarios, formulated as a multi-criteria sorting problem. Therefore, we constructed a method to observe and configure the behavior of invariants of social acceptability in general, through a sensitivity analysis based on the case of hydrogen energy.

Este trabalho tem como objetivo realizar um estudo de alocação de unidades termoelétricas em sistemas elétricos de potência (SEP). O fluxo de potencia ótimo (FPO) foi utilizado para se obter o ponto ótimo de operação para o sistema e os multiplicadores de Lagrange associados às restrições. Os multiplicadores de Lagrange indicam a sensibilidade entre a função objetivo e a restrição a ele associada. Esta sensibilidade indica, quais as barras do sistema, são candidatas à alocação de novas usinas termoelétricas. Testes nos sistemas de 5 barras, IEEE 14 barras, IEEE 30 barras, equivalente CESP 440 kV de 53 barras e IEEE 118 barras comprovam a eficiência da abordagem, a qual poderá ser utilizada em estudos de planejamento da expansão do sistema. / The aim of this paper is to present a study of thermoelectrical generation allocation in electric power systems. The optimal power flow (OPF) was used to evaluate the optimal operation point for the power system and also Lagrange multipliers associated with the constraints. The Lagrange multipliers are the sensitivity between the objective function and its constraints. This sensitivity is used to verify in a power system where is the best place to incentive the allocation of new thermoelectrical power plants. Tests on the systems: 5 buses, IEEE 14 buses, IEEE 30 buses, equivalent CESP 440kV 53 buses and IEEE 118 buses showed the efficiency of the presented approach. This method of analyzing the system can be used in study of expansion planning system.

Resumo: Com a necessidade de atender com qualidade a crescente demanda por energia eletrica, com poucas interrupcoes e com níıveis de tensao satisfatorios, e tendo em vista as restricoes ambientais existentes, que dificultam a implantacao de novos recursos aos sistemas de transmissao, como linhas, usinas, subestacoes, etc., as empresas de transmissao tem buscado otimizar os recursos existentes, operando os sistemas com menos folga o que, em alguns casos, pode ocasionar pequenas sobrecargas nas linhas. Nas estruturas atuais de operacao, acoes corretivas usualmente aplicadas ao alıvio dos sistemas de transmissao, como alteracoes nos nıveis de geracao e corte de cargas, fazem parte das atribuicoes do operador do sistema e estao fora do escopo de acao das empresas transmissoras que podem, contudo, alterar as condicoes de operacao de seus dispositivos, como transformadores, compensadores, etc. Neste trabalho e apresentada uma proposta para o alıvio de pequenas sobrecargas em redes de transmissao com base no controle do fluxo reativo das linhas. As acoes corretivas sao determinadas com base na linearizacao dos parametros do sistema em torno de seu ponto de operacao inicial, solucionando-se um problema de programacao linear (PL) cuja funcao objetivo a ser minimizada e o produto entre o custo dos servicos de suporte de reativos prestados pelos dispositivos e o desvio do sistema de seu ponto de operacao inicial. Haja vista a grande quantidade de dispositivos instalados no sistema que podem fornecer servicos de suporte de reativos e que problemas relativos a potencia reativa sao solucionados localmente, e possıvel reduzir a quantidade de dispositivos "candidatos" a realizacao das acoes corretivas e, consequentemente, o numero de variaveis e restricoes no PL a ser solucionado... (Resumo completo, clicar acesso eletrônico abaixo) / Abstract: The growing demand for electric power associated with the environmental limitations imposed to the expansion of power systems hamper the installation of new facilities, such as transmission lines, substations and power plants, and leads the transmission companies to optimize the existing resources. In consequence, transmission systems operate closer to their boundaries and small overloads may surge. In the deregulated operating environment, the standard overload relief procedures, based on generation redispatch and load shedding, are in charge of the system operator and cannot be performed by the transmission companies, which can, otherwise, modify the control parameters of the transmission system devices, such as transformers, shunt compensators, etc. An overload relief procedure based on reactive power control applicable to small disturbances is presented in this paper. The corrective actions are determined by linearizing the system parameters around the initial operating point and solving a linear problem (LP), that minimizes the product between the total cost of the reactive power support provided by the devices and the deviation of the system from its initial operating point. Considering that reactive sources are spread over the whole system and the solution for reactive power problems can be found locally, the set of devices to be applied for the corrective actions can be reduced and, consequently, the number of variables and constraints to be added to the LP problem. To accomplish that, linear sensitivity factors which relate the reactive flow variation in the overloaded line to the devices' control parameters are applied and the "n" most effective devices to mitigate the overloads can be determined. In many market structures reactive power support is a mandatory service and, in some cases, it is not remunerated. However, despite the low cost of production of reactive power... (Complete abstract click electronic access below) / Orientador: Antonio Padilha Feltrin / Coorientador: Javier Contreras Sanz / Banca: Percival Bueno Araújo / Banca: Dilson Amancio Alves / Banca: Eduardo Nobuhiro Asada / Banca: Madson Cortes de Almeida / Doutor

No que toca à avaliação de sistemas construtivos, a análise dos sistemas existentes para certificação ambiental de edifícios revela que há raras ferramentas que avaliam desempenho ambiental objetiva e holisticamente por Análise do Ciclo de Vida (ACV), predominando o reconhecimento de atributos de produtos e, desta forma, perdendo-se a noção global do impacto. Dentre as principais dificuldades encontradas para o uso da ACV em sistemas construtivos, encontra-se a escassez de dados de inventário disponíveis para sistemas construtivos no cenário brasileiro, o que torna a aplicação da metodologia ainda mais complexa e demorada. Por outro lado, bancos de dados internacionais dispõem de uma quantidade considerável de informações, as quais são muitas vezes utilizadas para estudos realizados dirigindo-se ao contexto brasileiro. Assim, esta pesquisa buscou responder às seguintes questões: a) se coletados para processos idênticos, os dados disponíveis em bases de dados internacionais validadas devem levar a resultados similares àqueles obtidos por estudos baseados em dados primários coletados no contexto brasileiro?; b) As metodologias de avaliação de impacto disponíveis na atualidade são capazes de avaliar de forma completa e consistente os principais potenciais de impacto derivados do ciclo de vida de materiais de construção tradicionais? Com isso o objetivo desta pesquisa foi avaliar a sensibilidade dos resultados de um estudo comparativo de ACV à utilização de dados secundários (provenientes de bases de dados europeias) ou dados primários (coletados no contexto brasileiro), assim como à utilização de diferentes metodologias de Avaliação de Impacto de Ciclo de Vida (AICV), identificando as categorias de impacto de contribuição mais significativa na avaliação de sistemas construtivos tradicionais, pela aplicação da metodologia em um estudo de caso. Os resultados demonstraram que o escopo geográfico das fontes de dados, assim como as possibilidades de escolha entre diferentes metodologias de AICV constituem pontos de grande sensibilidade dos estudos de ACV, os quais devem ser detalhadamente avaliados e descritos, de forma a se evitar resultados enganosos. Além disso, o desenvolvimento de categorias direcionadas especificamente aos impactos das atividades de mineração apresentou-se como uma importante demanda para futuros desenvolvimentos. / Regarding the evaluation of building systems, the analysis of existing buildings environmental certification systems reveals that there are few tools to evaluate environmental performance objectively and holistically through Life Cycle Analysis (LCA) predominating the product attributes recognition and thus losing the global perspective of impacts. Among the main difficulties encountered in the application of LCA in building systems, lies the lack of inventory data available for building systems in the Brazilian scene, which makes the application of the methodology even more complex and time consuming. In the other hand, international databases provide a considerable amount of information, which are often used for studies addressing the Brazilian context. Thus, this research aimed to answer the following questions: a) whether collected for identical processes, the data available in the international validated databases would lead to results similar to those obtained by studies based on primary data collected in the Brazilian context? b) Are the impact assessment methodologies currently available able to fully and consistently evaluate the main potential impacts derived from the lifecycle of traditional building materials? Therefore, the objective of this research was to perform a sensitivity analysis of the results of a comparative LCA case study to the use of secondary data (provided by European databases) or primary data (collected in the Brazilian context), as well as the use of different Life Cycle Impact Assessment (LCIA) methodologies, identifying the impact categories of most significant contribution in the evaluation of traditional construction systems, through the application of the methodology in a case study. The results showed that the geographic scope of the data sources and the choice among different LCIA methods are points of high sensitivity of LCA studies, which must be evaluated and described in detail to avoid misleading conclusions. Furthermore, the development of an LCIA category addressing impacts of mining activities was presented as the main demand for future developments.

En finance, le risque de modèle est le risque de pertes financières résultant de l'utilisation de modèles. Il s'agit d'un risque complexe à appréhender qui recouvre plusieurs situations très différentes, et tout particulièrement le risque d'estimation (on utilise en général dans un modèle un paramètre estimé) et le risque d'erreur de spécification de modèle (qui consiste à utiliser un modèle inadéquat). Cette thèse s'intéresse d'une part à la quantification du risque de modèle dans la construction de courbes de taux ou de crédit et d'autre part à l'étude de la compatibilité des indices de Sobol avec la théorie des ordres stochastiques. Elle est divisée en trois chapitres. Le Chapitre 1 s'intéresse à l'étude du risque de modèle dans la construction de courbes de taux ou de crédit. Nous analysons en particulier l'incertitude associée à la construction de courbes de taux ou de crédit. Dans ce contexte, nous avons obtenus des bornes de non-arbitrage associées à des courbes de taux ou de défaut implicite parfaitement compatibles avec les cotations des produits de référence associés. Dans le Chapitre 2 de la thèse, nous faisons le lien entre l'analyse de sensibilité globale et la théorie des ordres stochastiques. Nous analysons en particulier comment les indices de Sobol se transforment suite à une augmentation de l'incertitude d'un paramètre au sens de l'ordre stochastique dispersif ou excess wealth. Le Chapitre 3 de la thèse s'intéresse à l'indice de contraste quantile. Nous faisons d'une part le lien entre cet indice et la mesure de risque CTE puis nous analysons, d'autre part, dans quelles mesures une augmentation de l'incertitude d'un paramètre au sens de l'ordre stochastique dispersif ou excess wealth entraine une augmentation de l'indice de contraste quantile. Nous proposons enfin une méthode d'estimation de cet indice. Nous montrons, sous des hypothèses adéquates, que l'estimateur que nous proposons est consistant et asymptotiquement normal / In finance, model risk is the risk of loss resulting from using models. It is a complex risk which recover many different situations, and especially estimation risk and risk of model misspecification. This thesis focuses: on model risk inherent in yield and credit curve construction methods and the analysis of the consistency of Sobol indices with respect to stochastic ordering of model parameters. it is divided into three chapters. Chapter 1 focuses on model risk embedded in yield and credit curve construction methods. We analyse in particular the uncertainty associated to the construction of yield curves or credit curves. In this context, we derive arbitrage-free bounds for discount factor and survival probability at the most liquid maturities. In Chapter 2 of this thesis, we quantify the impact of parameter risk through global sensitivity analysis and stochastic orders theory. We analyse in particular how Sobol indices are transformed further to an increase of parameter uncertainty with respect to the dispersive or excess wealth orders. Chapter 3 of the thesis focuses on contrast quantile index. We link this latter with the risk measure CTE and then we analyse on the other side, in which circumstances an increase of a parameter uncertainty in the sense of dispersive or excess wealth orders implies and increase of contrast quantile index. We propose finally an estimation procedure for this index. We prove under some conditions that our estimator is consistent and asymptotically normal

Des outils adaptés pour s’attaquer aux problématiques environnementales sont nécessaires mais malheureusement absents de l’industrie. En effet, l’introduction de nouvelles pratiques d’écoconception dans l’industrie des procédés est entravée par le manque de réalisme et de flexibilité des outils associés. Les objectifs principaux de ce travail de recherche étaient le développement d’un outil intégré pour la modélisation de procédés et l’analyse de cycle de vie (PM-LCA), ainsi que la formulation d’une approche méthodologique affiliée pour l’écoconception de procédés. L’outil logiciel et l’approche méthodologique sont appliqués à la production d’eau potable.La revue de la littérature scientifique a permis d’appréhender les efforts de recherche nécessaires. Les principales lignes directrices sont établies en conséquence.L’outil développé, nommé EVALEAU, consiste en une bibliothèque logicielle de modèles de procédés unitaires permettant le calcul d’inventaire de données en fonction de paramètres de procédés. L’outil est embarqué dans le logiciel ACV Umberto® en complément de la base de données Ecoinvent. Uneboîte à outils pour l’analyse de sensibilité, basée sur la méthode de Morris, est implémentée pour l’identification des paramètres de procédés ayant une influence majeure sur les résultats d’impacts environnementaux.L’outil EVALEAU est testé sur deux études de cas - deux usines de production d’eau potable existantes. La fiabilité de l’approche est démontrée à travers la comparaison des calculs de qualité de l’eau, de consommations d’énergie et de matériaux avec les données réelles recueillies sur site. Une procédure d’écoconception est expérimentée sur une chaîne de traitement complexe démontrant ainsi la pertinence des résultats de simulations et l’utilité de l’analyse de sensibilité pour un choix optimal des paramètres opératoires. En conséquence, ce premier outil PM-LCA est censé promouvoir l’introduction de pratiques d’écoconception dans l’industrie de l’eau / Adapted tools for tackling environmental issues are necessary but they are still missing in industry. Indeed, the introduction of ecodesign practices in the process industry is hindered by the lack of realism and flexibility of related tools.The main objectives of this research work were the development of a fully integrated tool for Process Modelling & Life Cycle Assessment (PM-LCA), and the formulation of an affiliated methodological approach for process ecodesign. The software tool and the methodological approach are meant to be applied to water treatment technologies.The literature review leads to a better comprehension of the required research efforts. The main guidelines for the development of the software tool are stated accordingly.The developed tool, named EVALEAU, consists in a library of unit process models allowing life cycleinventory calculation in function of process parameters. The tool is embedded in Umberto® LCA software and is complementary to Ecoinvent database. A sensitivity analysis toolbox, based on theMorris method, was included for the identification of the process parameters mainly affecting the lifecycle impact assessment results.EVALEAU tool was tested through two case studies - two existing drinking water plants. There liability of the modelling approach was demonstrated through water quality simulation, energy and materials inventory simulation, compared with site real data. An ecodesign procedure was experienced on a complex water treatment chain, demonstrating the relevance of simulation results and the usefulness of sensitivity analysis for an optimal choice of operation parameters.This first developed PM-LCA tool is dedicated to foster the introduction of ecodesign practices in the water industry

<div>A leading cause of premature failure and excessive wear and tear in mechanical components that rely on compression springs for their operation is the development of unwanted side forces when the spring is compressed.</div><div>These side forces are usually around 10% - 20% of the magnitude of the axial load and point in different directions in the plane perpendicular to the axis of the spring.</div><div>The magnitude and direction of the resultant of side forces varies very non-linearly and unpredictably even though the axial force behavior of the spring is very consistent and predictable.</div><div>Since these side forces have to be resisted by the housing components that hold the spring in place, it is difficult to design these components for optimal operation.</div><div><br></div><div>The hypothesis of this study is that side forces are highly sensitive to small changes in spring geometry and its placement configuration in the housing. <br></div><div><div>Several experiments are conducted to measure the axial and side forces in barrel springs and two different types of finite element models are developed and calibrated to model the spring behavior. </div><div>Spring geometry and placement are parameterized using several control variables and an approach based on design of experiments is used to identify the critical parameters that control the behavior of side-forces. </div><div>The models resulted in deeper insight into the development of side forces as the spring is progressively loaded and how its contact interactions with the housing lead to changes in the side force.</div><div>It was found that side-forces are indeed sensitive to variations in spring geometry and placement.</div><div>These sensitivities are quantified to enable designers to and manufacturers of such springs to gain more control of side force variations between different spring specimens.</div></div>

Avec la généralisation de la construction des bâtiments basse consommation, passifs et à énergie positive, mais aussi la rénovation du parc existant, il est indispensable d’avoir recours à la simulation pour évaluer, entre autres, les performances énergétique et environnementale atteintes par ces nouveaux bâtiments. Les attentes en termes de garantie de performance énergétique étant de plus en plus importantes, il est primordial de s’assurer de la fiabilité des outils de simulation utilisés. En effet, les codes de simulation doivent être capables de représenter le comportement de ces nouveaux types de bâtiments de la façon la plus juste et fidèle possible. De plus, les incertitudes liées aussi bien aux paramètres de conception qu’aux différentes sollicitations ainsi qu’aux usages des bâtiments doivent être prises en compte pour pouvoir garantir la performance du bâtiment sur sa durée de vie.Cette thèse s’est intéressée à la validation expérimentale de modèles appliquée à un bâtiment de type cellule test. Cette méthodologie de validation se déroule en plusieurs étapes au cours desquelles on évalue la qualité du modèle en termes de justesse et de fidélité. Plusieurs cas d’études ont été menés sur lesquels nous avons pu identifier les paramètres les plus influents sur la sortie du modèle, examiner l’influence du pas de temps sur le processus de validation expérimentale, analyser l’influence de l’initialisation et confirmer l’aptitude de la méthodologie à tester le modèle. / Construction of low, passive and positive energy buildings is generalizing and existing buildings are being renovated. For this reason, it is essential to use simulation in order to estimate, among other things, energy and environmental performances reached by these new buildings. Expectations regarding guarantee of energy performance being more and more important, it is crucial to ensure the reliability of simulation tools being used. Indeed, simulation codes should reflect the behavior of these new kinds of buildings in the most consistent and accurate manner. Moreover, the uncertainty related to design parameters, as well as solicitations and building uses have to be taken into account in order to guarantee building energy performance during its lifetime.This thesis investigates the empirical validation of models applied to a test cell building. This validation process is divided into several steps, during which the quality of the model is evaluated as far as consistency and accuracy are concerned. Several study cases were carried out, from which we were able to identify the most influential parameters on model output, inspect the influence of time step on the empirical validation process, analyze the influence of initialization and confirm methodology’s ability to test the model.