This thesis is about maximization of the market value of a company as a primary financial target of nowadays financial management. Valuation of real company in first part using discounted cash flow method is then completed with a sensitivity analysis. Purpose of it is evaluation of a rate of consequences from forecasted values of individual value drivers to the final market value of the company. The output is represented with suggestions to procuration just to maximize the value of the company.

La qualité d'alimentation électrique d'un réseau ferroviaire peut être fortement affectée par l'indisponibilité d'un équipement électrique, que ce soit suite à un incident technique ou une opération de maintenance. Il est alors nécessaire de réduire le trafic prévu en ajustant les grilles horaires et les profils de vitesse, tout en conservant des performances d'exploitation optimales. Le but du travail présenté dans ce mémoire est de développer un outil d'aide à la décision pour assister les agents en charge de la réorganisation du trafic lors d'un incident sur infrastructure électrique. Le système étudié est complexe et son analyse repose sur des simulations coûteuses. Nous avons donc proposé une démarche en deux phases. Dans un premier temps, une analyse de sensibilité permet de détecter de manière efficace les variables d’ajustement du trafic les plus influentes. Après une analyse comparative entre différentes techniques, nous avons retenu l’analyse de sensibilité régionale par filtrage de Monte Carlo et test de KS, car cela permet de prendre en compte les contraintes opérationnelles, comme les niveaux de tension en ligne. La deuxième phase consiste à optimiser la solution en travaillant dans un espace de recherche de dimension réduite. Un ensemble de solutions Pareto optimales sont générées afin d’évaluer le meilleur compromis entre le critère principal qui est la densité de trafic et d’autres critères tels que les pertes ou les échauffements. Les techniques mises en œuvre ont abouti à la réalisation d’un prototype. Cet outil permet à l’ingénieur de définir les variables d’ajustement et les critères de performance du trafic. Il analyse ensuite l’influence des différentes variables d’ajustement et optimise le trafic par rapport aux critères définis. L’outil a été testé sur quatre cas d’étude correspondant à des portions de réseaux et à des trafics ferroviaires réels. / The power supply quality of a railway network can be strongly affected by the unavailability of electrical equipment, whether due to a technical incident or a maintenance operation. It is then necessary to reduce the expected traffic by adjusting the time schedules and speed profiles, while maintaining optimal operating performance. The purpose of the work presented in this thesis is to develop a decision support tool to assist the agents in charge of the reorganization of traffic during an incident on electrical infrastructure. The studied system is complex and its analysis is based on costly simulations. We therefore proposed a two-phase approach. As a first step, a sensitivity analysis can effectively detect the most influential traffic adjustment variables. After a comparative analysis between different techniques, we selected the regional sensitivity analysis by Monte Carlo filtering and KS test, because it allows us to take into account the operational constraints, like the tension levels in line. The second phase consists in optimizing the solution by working in a small research area. A set of Pareto-Optimal solutions are generated to evaluate the best trade-off between the main criterion "traffic density" and other criteria such as losses or overheating. The techniques implemented led to the production of a prototype. The tool allows the engineer to define traffic adjustment variables and traffic performance criteria. Then it analyzes the influence of the various adjustment variables and optimizes the traffic according to the defined criteria. The tool was tested on four case studies proposed by SNCF Réseau and corresponding to network segments and actual rail traffic.

Le cycle de division cellulaire et l'horloge circadienne sont deux processus fondamentaux de la régulation cellulaire qui génèrent une expression rythmique des gènes et des protéines. Dans les cellules mammifères, les mécanismes qui sous-tendent les interactions entre le cycle cellulaire et l'horloge restent très mal connus. Dans cette thèse, nous étudions ces deux oscillateurs biologiques, à la fois individuellement et en tant que système couplé, pour comprendre et reproduire leurs principales propriétés dynamiques, détecter les composants essentiels du cycle cellulaire et de l'horloge, et identifier les mécanismes de couplage. Chaque oscillateur biologique est modélisé par un système d'équations différentielles ordinaires non linéaires et ses paramètres sont calibrés par rapport à des données expérimentales: le modèle du cycle cellulaire se base sur les modifications post-traductionnelles du complexe Cdk1-CycB et mène à un oscillateur de relaxation dont la dynamique et la période sont contrôlés par les facteurs de croissance; le modèle de l'horloge circadienne reproduit l'oscillation antiphasique BMAL1/PER:CRY et l'adaptation de la durée des états d'activation et répression par rapport à deux signaux d’entrée hormonaux déphasés. Pour analyser les interactions entre les deux oscillateurs nous étudions la synchronisation des deux rythmes pour des régimes de couplage uni- ou bi-directionnels. Les simulations numériques reproduisent les ratios entre les périodes de l'horloge et du cycle cellulaire, tels que 1:1, 3:2 et 5:4. Notre étude suggère des mécanismes pour le ralentissement du cycle cellulaire avec des implications pour la conception de nouvelles chronothérapies. / The cell division cycle and the circadian clock are two fundamental processes of cellular control that generate cyclic patterns of gene activation and protein expression, which tend to be synchronous in healthy cells. In mammalian cells, the mechanisms that govern the interactions between cell cycle and clock are still not well identified. In this thesis we analyze these two biological oscillators, both separately and as a coupled system, to understand and reproduce their main dynamical properties, uncover essential cell cycle and clock components, and identify coupling mechanisms. Each biological oscillator is first modeled by a system of non-linear ordinary differential equations and its parameters calibrated against experimental data: the cell cycle model is based on post-translational modifications of the mitosis promoting factor and results in a relaxation oscillator whose dynamics and period are controlled by growth factor; the circadian clock model is transcription-based, recovers antiphasic BMAL1/PER:CRY oscillation and relates clock phases to metabolic states. This model shows how the relative duration of activating and repressing molecular clock states is adjusted in response to two out-of-phase hormonal inputs. Finally, we explore the interactions between the two oscillators by investigating the control of synchronization under uni- or bi-directional coupling schemes. Simulations of experimental protocols replicate the oscillators’ period-lock response and recover observed clock to cell cycle period ratios such as 1:1, 3:2 and 5:4. Our analysis suggests mechanisms for slowing down the cell cycle with implications for the design of new chronotherapies.

Orientador: Carlos Roberto Minussi / Resumo: Apresenta-se um modelo matemático, baseado na análise de sensibilidade, para a realização de controle de segurança dinâmica para a melhoria da estabilidade transitória de sistemas elétricos de potência. O controle de segurança dinâmica implementado consiste na alteração da impe-dância do sistema elétrico pela retirada/inclusão de linhas de transmissão. A proposta consiste em determinar um modelo de sensibilidade da margem de segurança do sistema em relação à admitância (impedância) do elemento considerado. Deste modo, pode-se estimar o impacto que as alterações no sistema de transmissão podem causar sobre a estabilidade transitória do sistema. Com as devidas adaptações, os resultados aqui apresentados podem ser estendidos para o caso do uso de dispositivos FACTS. A análise da estabilidade é realizada, via uso do conceito de sensibilidade da margem de segurança do sistema, que é determinada pelo Méto-do Direto de Lyapunov, por meio da função de energia total do sistema. Trata-se de um resul-tado que visa dar maior suporte ferramental aos planejadores e aos operadores dos sistemas de energia elétrica. Visando ilustrar os resultados auferidos com a aplicação do modelo proposto, são apresentados os resultados via simulações considerando-se dois sistemas de energia elétri-ca (sistema de 9 barras / sistema clássico Anderson & Fouad, e uma versão do sistema sul bra-sileiro). / Abstract: This work presents a mathematical model based on sensitivity analysis for the implementation of Security Dynamic Control for improvement of transient stability of electric power systems. The Security Dynamic Control performed corresponds to system impedance change by out-put/input of transmission lines (TL’s). The propose aims to determine a sensitivity model for the security margin of the system in relation to the impedance (susceptance) of the considered element. Thus, it is possible estimate the influence of TL’s on transient stability. Considering adaptations and some simplifications, the results obtained with this proposal can be used for FACTS devices. The stability analysis is achieved using the Security Margin concept deter-mined by the direct Lyapunov (energy) method; it is a supporting tool to the planners and op-erators of electric power systems. In order to illustrate the results obtained with the application of the proposed model, the simulation results are presented considering two electric power systems (9-bus system / Anderson & Fouad classic system, and one version of the South Bra-zilian system). / Doutor

Die Bauteileigenschaften von Bauteilen und Baugruppen im Karosseriebau werden maßgeblich durch die während des Tiefziehprozesses auftretenden Formänderungen und Verfestigungen beeinflusst. In der vorliegenden Arbeit wird daher die Umformsimulation in eine repräsentative virtuelle Prozesskette des Karosseriebaus integriert. Dazu wird zunächst die Datenübertragung zwischen den einzelnen Simulationsprogrammen in der Prozesskette Umformen - Fügen - Crash realisiert. Mit der anschließend durchgeführten Sensitivitätsanalyse wird festgestellt, welche Größen einen signifikanten Einfluss auf die Folgesimulationen haben. Aufbauend auf den Ergebnissen der Sensitivitätsanalyse wird eine Methode zur Gestaltung von einfachen Ankonstruktionen zur Verbesserung der Qualität der Ergebnisse der inversen Umformsimulation entwickelt und an einem Bauteil aus dem Karosseriebau validiert. Mit den durch die einfache Ankonstruktion erzielten Verbesserungen in den Ergebnissen der inversen Umformsimulation kann die entwickelte Methode einen Beitrag zur Erhöhung der Qualität der nachfolgenden Prozesssimulationen in der Prozesskette leisten.

We have considered the bilevel programming problem in the case where the lower-level problem admits more than one optimal solution. It is well-known in the literature that in such a situation, the problem is ill-posed from the view point of scalar objective optimization. Thus the optimistic and pessimistic approaches have been suggested earlier in the literature to deal with it in this case. In the thesis, we have developed a unified approach to derive necessary optimality conditions for both the optimistic and pessimistic bilevel programs, which is based on advanced tools from variational analysis. We have obtained various constraint qualifications and stationarity conditions depending on some constructive representations of the solution set-valued mapping of the follower’s problem. In the auxiliary developments, we have provided rules for the generalized differentiation and robust Lipschitzian properties for the lower-level solution setvalued map, which are of a fundamental interest for other areas of nonlinear and nonsmooth optimization. Some of the results of the aforementioned theory have then been applied to derive stationarity conditions for some well-known transportation problems having the bilevel structure.

Composite laminates are an important subject of modern technology and engineering. The most common mode of failure in these materials is probably interlaminar fracture (delamination). Delamination growth under applied fatigue loads usually leads to structural integrity loss of the composite laminate, and hence its catastrophic failure. It is known that several parameters can affect the fatigue fracture performance of laminates. These include the constituent material properties, composite geometry, fatigue load variables or environmental factors. The knowledge about effects of these parameters on fatigue delamination growth can lead to a better understanding of composite fatigue fracture behaviour. Effects of some of these parameters can be elucidated by undertaking appropriate sensitivity analysis combined with the finite element method (FEM) and related software. The purpose of this work was three-fold. The first goal was the elaboration and computational implementation of FEM-based numerical strategies for the sensitivity analysis of interface fatigue crack propagation in elastic composite laminates. The second goal of this work was the numerical determination and investigation of displacement and stress fields near the crack tip, contact pressures along crack surfaces, mixed mode angle, energy release rate and the number of cumulative fatigue cycles. The third aim of the present study was to use the developed strategies to evaluate numerically the sensitivity gradients of the total energy release rate and fatigue life with respect to design variables of the curved boron/epoxy-aluminium (B/Ep-Al) composite laminate in two different material configurations under cyclic shear of constant amplitude. This study provided novel strategies for undertaking sensitivity analysis of the delamination growth under fatigue loads for elastic composite laminates using the package ANSYS. The numerical results of the work shed more light on mechanisms of interfacial crack propagation under cyclic shear in the case of a curved B/Ep-Al composite laminate. Moreover, the outcome of the sensitivity gradients demonstrated some advantages for using the sensitivity analysis to pinpoint directions for the optimisation of fatigue fracture performance of elastic laminates. The strategies proposed in this work can be used to study the sensitivity of the interface fatigue crack propagation in other elastic laminates, if the crack propagates at the interface between the elastic and isotropic components. However, the strategies can be potentially extended to composites with interfacial cracks propagating between two non-isotropic constituents under a constant amplitude fatigue load. Finally, the strategies can also be used to undertake the sensitivity analysis of composite fatigue life with respect to variables of fatigue load.

Despite their important ecosystem benefits for terrestrial and marine flora and fauna and the human livelihood mangrove forests suffer a high loss rate mainly due to human activity. Aside from these impacts, natural forest disturbances exist more commonly in mangroves compared to other forests as a direct consequence of their exposed coastal location. Within this thesis I investigate the influence of natural disturbance regimes on the mangrove forest dynamics focusing in particular on the ecological role of disturbances, disturbance patterns, forest structure, succession behavior and long-term vulnerability evaluation. The study areas were set in the Indian River Lagoon in Florida (USA) and in Can Gio an UNESCO Biosphere Reserve (Vietnam). In addition, theoretical simulation studies were carried out to complement the field studies. Thereby, in our study at the Indian River Lagoon site I investigated the ecosystem response to hurricane events of an artificially impounded mangrove forest. In Can Gio, the suitability of lightning strike – caused gaps for setting a homogenous plantation into more natural-like state according to species composition and forest structure was analyzed. Finally, a theoretical simulation study was carried out to compare lightning strike and hurricane events regarding their homogenization and heterogenization effects on the spatio-temporal forest structure. The findings of the field study in the Indian River Lagoon indicate that hurricane events had a severe impact on forest areas in higher successional stages by creating open patches, whereas areas in lower successional stages remained largely undisturbed. Furthermore, the impoundment determines the species selection of the post-hurricane succession by favoring flooding-tolerant species. However, regeneration was found to be impaired by the artificially high inundation regime at some disturbed patches. The lightning-strike disturbances enhance the species composition in the monospecific plantation in Can Gio by providing a sufficient light regime for entering seeds to establish. In addition, lightning-strike gaps increased the plantation structure complexity. Regenerating lightning-strike gaps remained as “green islands” within windthrow sites in the plantation due to their low stature and provided seeds for surrounding disturbed areas thereby accelerating their recolonization. The results of the simulation analysis of a theoretical landscape showed that in the simulated highly complex natural mature forests all disturbance regimes entail homogenization on the spatial structure compared to an undisturbed scenario. The hurricane scenario showed an increased temporal variation of the forest dynamics whereas lightning-strike gaps were not able to contribute to additional heterogeneity in the simulated area, despite of having the same tree mortality probability during disturbances. The interaction of the large-scale impoundment in the Indian River Lagoon and medium-sized hurricane events is characterized by partially impeded post-hurricane regeneration. In contrast, small-scaled lightning strikes influenced the regeneration of medium-sized windthrow sites positively within the homogenous plantation. We therefore suggest management activities aimed at creating small clearances within the plantation in Can Gio to simulate additional small-scale disturbances in order to facilitate heterogenization of the plantation structure. Natural disturbances are found to be able to enhance the species diversity and the interactions of ecological processes. In particular, where sustainable management strategies focused on maintaining ecosystem services especially in restored sites or plantations act as a supportive part. Natural disturbances are an integral component of mangrove forests and fulfill specific ecological functions. However, our findings indicate that these disturbances, on top of altered environmental conditions associated with climate change and direct human impacts, might jeopardize the natural development in unnatural forest structures as on plantations or restored sites. This thesis gives an extensive overview about the effect of various disturbances in different mangrove forest systems, including semi-natural forests and strongly modified plantations, on species composition and forest structure. Field studies and simulation analyses contribute in equal parts to the results of the thesis.

This study proposes novel optimization methodologies for the optimization of problems that reveal non-physical step discontinuities. More specifically, it is proposed to use gradient-only techniques that do not use any zeroth order information at all for step discontinuous problems. A step discontinuous problem of note is the shape optimization problem in the presence of remeshing strategies, since changes in mesh topologies may - and normally do - introduce non-physical step discontinuities. These discontinuities may in turn manifest themselves as non-physical local minima in which optimization algorithms may become trapped. Conventional optimization approaches for step discontinuous problems include evolutionary strategies, and design of experiment (DoE) techniques. These conventional approaches typically rely on the exclusive use of zeroth order information to overcome the discontinuities, but are characterized by two important shortcomings: Firstly, the computational demands of zero order methods may be very high, since many function values are in general required. Secondly, the use of zero order information only does not necessarily guarantee that the algorithms will not terminate in highly unfit local minima. In contrast, the methodologies proposed herein use only first order information, rather than only zeroth order information. The motivation for this approach is that associated gradient information in the presence of remeshing remains accurately and uniquely computable, notwithstanding the presence of discontinuities. From a computational effort point of view, a gradient-only approach is of course comparable to conventional gradient based techniques. In addition, the step discontinuities do not manifest themselves as local minima. / Thesis (PhD)--University of Pretoria, 2010. / Mechanical and Aeronautical Engineering / unrestricted

Hydraulisk modellering är ett viktigt verktyg vid utvärdering av lämpliga åtgärder för torrfåror. Modelleringen påverkas dock alltid av osäkerheter och om dessa är stora kan en modells simuleringsresultat bli opålitligt. Det kan därför vara viktigt att presentera dess simuleringsresultat tillsammans med osäkerheter. Denna studie utreder olika typer av osäkerheter som kan påverka hydrauliska modellers simuleringsresultat. Dessutom utförs känslighetsanalyser där en andel av osäkerheten i simuleringsresultatet tillskrivs de olika inmatningsvariablerna som beaktas. De parametrar som ingår i analysen är upplösningen i använd terrängmodell, upplösning i den hydrauliska modellens beräkningsnät, inflöde till modellen och råheten genom Mannings tal. Studieobjektet som behandlades i denna studie var en torrfåra som ligger nedströms Sandforsdammen i Skellefteälven och programvaran TELEMAC-MASCARET nyttjades för samtliga hydrauliska simuleringar i denna studie.  För att analysera osäkerheter kopplade till upplösning i en terrängmodell och ett beräkningsnät användes ett kvalitativt tillvägagångsätt. Ett antal simuleringar utfördes där alla parametrar förutom de kopplade till upplösning fixerades. Simuleringsresultaten illustrerades sedan genom profil, sektioner, enskilda raster och raster som visade differensen mellan olika simuleringar. Resultaten för analysen visade att en låg upplösning i terrängmodeller och beräkningsnät kan medföra osäkerheter lokalt där det är högre vattenhastigheter och där det finns stor variation i geometrin. Några signifikanta effekter kunde dock inte skönjas på större skala.  Separat gjordes kvantitativa osäkerhets- och känslighetsanalyser för vattendjup och vattenhastighet i torrfåran. Inmatningsparametrarna inflöde till modellen och råhet genom Mannings tal ansågs medföra störst påverkan och övriga parametrar fixerades således. Genom script skapade i programmeringsspråket Python tillsammans med biblioteket OpenTURNS upprättades ett stort urval av möjliga kombinationer för storlek på inflöde och Mannings tal. Alla kombinationer som skapades antogs till fullo täcka upp för den totala osäkerheten i inmatningsparametrarna. Genom att använda urvalet för simulering kunde osäkerheten i simuleringsresultaten också beskrivas. Osäkerhetsanalyser utfördes både genom klassisk beräkning av statistiska moment och genom Polynomial Chaos Expansion. En känslighetsanalys följde sedan där Polynomial Chaos Expansion användes för att beräkna Sobols känslighetsindex för inflödet och Mannings tal i varje kontrollpunkt. Den kvantitativa osäkerhetsanalysen visade att det fanns relativt stora osäkerheter för både vattendjupet och vattenhastighet vid behandlat studieobjekt. Flödet bidrog med störst påverkan på osäkerheten medan Mannings tals påverkan var insignifikant i jämförelse, bortsett från ett område i modellen där dess påverkan ökade markant. / Hydraulic modelling is an important tool when measures for dry river stretches are assessed. The modelling is however always affected by uncertainties and if these are big the simulation results from the models could become unreliable. It may therefore be important to present its simulation results together with the uncertainties. This study addresses various types of uncertainties that may affect the simulation results from hydraulic models. In addition, sensitivity analysis is conducted where a proportion of the uncertainty in the simulation result is attributed to the various input variables that are included. The parameters included in the analysis are terrain model resolution, hydraulic model mesh resolution, inflow to the model and Manning’s roughness coefficient. The object studied in this paper was a dry river stretch located downstream of Sandforsdammen in the river of Skellefteälven, Sweden. The software TELEMAC-MASCARET was used to perform all hydraulic simulations for this thesis.  To analyze the uncertainties related to the resolution for the terrain model and the mesh a qualitative approach was used. Several simulations were run where all parameters except those linked to the resolution were fixed. The simulation results were illustrated through individual rasters, profiles, sections and rasters that showed the differences between different simulations. The results of the analysis showed that a low resolution for terrain models and meshes can lead to uncertainties locally where there are higher water velocities and where there are big variations in the geometry. However, no significant effects could be discerned on a larger scale.  Separately, quantitative uncertainty and sensitivity analyzes were performed for the simulation results, water depth and water velocity for the dry river stretch. The input parameters that were assumed to have the biggest impact were the inflow to the model and Manning's roughness coefficient. Other model input parameters were fixed. Through scripts created in the programming language Python together with the library OpenTURNS, a large sample of possible combinations for the size of inflow and Manning's roughness coefficient was created. All combinations were assumed to fully cover the uncertainty of the input parameters. After using the sample for simulation, the uncertainty of the simulation results could also be described. Uncertainty analyses were conducted through both classical calculation of statistical moments and through Polynomial Chaos Expansion. A sensitivity analysis was then conducted through Polynomial Chaos Expansion where Sobol's sensitivity indices were calculated for the inflow and Manning's M at each control point. The analysis showed that there were relatively large uncertainties for both the water depth and the water velocity. The inflow had the greatest impact on the uncertainties while Manning's M was insignificant in comparison, apart from one area in the model where its impact increased.