The numerical solution of Stein (aka discrete Lyapunov) equations is the primary step in Newton's method for the solution of discrete-time algebraic Riccati equations (DARE). Here we present a low-rank Smith method as well as a low-rank alternating-direction-implicit-iteration to compute low-rank approximations to solutions of Stein equations arising in this context. Numerical results are given to verify the efficiency and accuracy of the proposed algorithms.

This thesis reports on the application of ground penetrating radar (GPR) as a non-destructive technique for the monitoring of ring separation in brick masonry arch bridges. In addition, research is reported on the assessment of the clay capping layer often used in construction as a waterproof backing to arches. The thrust of the research is numerical modelling, verified by large laboratory experiments. Due to the heterogeneity of these structures, the resultant signals from the interaction between the GPR system and the bridge are often complex and hence, hard to interpret. This highlighted the need to create a GPR numerical model that would allow the study of the attributes of reflected signals from various targets within the structure of the bridge. The GPR numerical analysis was undertaken using the finite-difference time-domain (FDTD) method. Since micro regions in the bridge structure need to be modelled, the introduction of subgrids of supporting finer spatial resolution into the standard FDTD method was considered essential in order to economise on the required computational resources. In the main part of this thesis, it is demonstrated how realistic numerical modelling of GPR using the FDTD method could greatly benefit from the implementation of subgrids into the conventional FDTD mesh. This is particularly important when (a) parts of the computational domain need to be modelled in detail (i.e., ring separation between the mortar layers and the brick units, which is the case studied in this thesis); and also (b) when there are features or regions in the overall computational mesh with values of high relative permittivity supporting propagation of waves at very short wavelengths. A scheme is presented that simplifies the process of implementing these subgrids into the traditional FDTD method. This scheme is based on the combination of the standard FDTD method and the unconditionally stable alternating-direction implicit (ADI) FDTD technique. Given that ADI-FDTD is unconditionally stable, its time-step can be set to any value that facilitates the accurate calculation of the electromagnetic fields. By doing so, the two grids can efficiently communicate information across their boundary without requiring to use a time-interpolation scheme. The performance of ADI-FDTD subgrids when implemented into the traditional FDTD method is discussed herein. The developed algorithm can handle cases where the subgrid crosses dielectrically inhomogeneous and/or conductive media. In addition, results from the comparison between the proposed scheme and a commonly employed purely FDTD subgridding technique are presented. After determination of the optimum ADI-FDTD scheme, numerical experiments were conducted and calibrated using GPR laboratory experiments. Good correlations were obtained between the numerical experiments and the actual GPR experiments. It was shown both numerically and experimentally that significant mortar loss between the masonry arch rings can be detected. Dry hairline delaminations between the mortar and the brick masonry are difficult to detect using standard GPR procedures. However, hairline faults containing water produce distinct and detectable GPR responses. In addition, the clay layer was successfully identified and its thickness calculated to a satisfactory accuracy.

Submitted by Automa??o e Estat?stica (sst@bczm.ufrn.br) on 2017-03-20T19:29:07Z No. of bitstreams: 1 WendelAndersonDantasTeixeira_DISSERT.pdf: 3957759 bytes, checksum: cc4a46d4569b9607cedd8a5a5758b525 (MD5) / Approved for entry into archive by Arlan Eloi Leite Silva (eloihistoriador@yahoo.com.br) on 2017-03-21T22:40:07Z (GMT) No. of bitstreams: 1 WendelAndersonDantasTeixeira_DISSERT.pdf: 3957759 bytes, checksum: cc4a46d4569b9607cedd8a5a5758b525 (MD5) / Made available in DSpace on 2017-03-21T22:40:07Z (GMT). No. of bitstreams: 1 WendelAndersonDantasTeixeira_DISSERT.pdf: 3957759 bytes, checksum: cc4a46d4569b9607cedd8a5a5758b525 (MD5) Previous issue date: 2016-11-30 / Coordena??o de Aperfei?oamento de Pessoal de N?vel Superior (CAPES) / Interfaces Metal-WC-Co est?o presentes em opera??es de perfura??o de po?os de petr?leo, onde se utilizam brocas tric?nicas de insertos cer?micos duros. A a??o combinada de corte, esmagamento e desagrega??o de rochas causa a degrada??o das brocas de perfura??o. A degrada??o est? relacionada com o desgaste, fratura total ou parcial do corpo da broca ou dos insertos, choque t?rmico e corros?o. Tamb?m o deficiente encaixe mec?nico dos insertos cer?micos nos cones da broca pode originar o seu destacamento provocando uma s?rie de danos ? broca. O aprimoramento no processo de produ??o de interfaces metal-cer?mica pode eliminar ou minimizar algumas das falhas acima mencionadas nas brocas tric?nicas, otimizando o seu tempo de vida ?til, e portanto, reduzindo o custo m?trico de perfura??o. A brasagem ? uma t?cnica extensivamente utilizada para uni?o de metais e cer?micos, podendo ser uma excelente alternativa ao processo comum de encaixe mec?nico de ?pressfitting? dos insertos cer?micos no corpo de a?o da broca. A metaliza??o das superf?cies WC-Co ? utilizada para melhorar a molhabilidade e ades?o de sistemas M/C. Neste trabalho, pretendeu-se avaliar o efeito da temperatura de brasagem em uni?es de insertos WC-6Co com a?o H13 utilizando ligas de adi??o com base no eut?tico 72Ag28Cu, em um forno com uma condi??o de alto v?cuo. A caracteriza??o mec?nica, microestrutural e morfol?gica das uni?es geradas foi avaliada em ensaios de flex?o de 3 pontos, MEV-EDS e DRX. Os melhores resultados de resist?ncia mec?nica foram encontrados para os sistemas brasados a 880?C com liga de adi??o eut?tica AgCu. / Metal-WC-Co interfaces are present in oil well drilling operations, where tricone drill bits with hard ceramic inserts play an important role. The combination of cutting, crushing and breaking up of rocks results in the degradation of tricone drill bits by wear, total or partial rupture of the drill bit body or the ceramic inserts, thermal shock and corrosion. In addition, the improper pressfitting of the ceramic inserts on the bit body may cause its total detachment, and promote serious damages to the drill bit. The improvement on the production process of metal-ceramic interfaces can eliminate or minimize some of above-mentioned failures presented in tricone drill bits, optimizing their lifetime and so reducing drilling metric cost. Brazing is a widely established technique to join metal-ceramic materials, and may be an excellent alternative to the common mechanical press fitting process of hard ceramic inserts on the steel bit body for tricone drill bit. The metallization of WC-Co surfaces is used to improve the wetting and adhesion of the M/C system, when a liquid phase is present during the brazing process. In this work, the effect of brazing temperature was studied on WC-6Co and H13 steel couples, using 72Ag28Cu eutectic based brazing alloys inside a furnace under high vacuum. Mechanical and microstructure caracterization of the interfaces produced was analysed by 3 point flexural tests, SEM-EDX and XRD techinques.d, and the interfaces produced were analysed by SEM-EDX. Better results for mechanical strenght were found for the systems brazed at 880?C using AgCu eutectic braze alloy.

The thesis ,,The Influence of Transformation dwell on the Structure and Mechanical Properties of ADI´´ deals with problems of optimal properties of the unalloyed nodular cast iron, which are obtained by the heat treatment. The heat treatment consists of austenitization and then rapidly quenching to the transformation temperature, isothermal transformation and water cooling in the end. The aim of the thesis is focused on estimating the influence of isothermal transformation on the content of stabilized austenite, static mechanical properties and on the fatigue properties in high-cycle fatigue region for selected samples. The theoretical part of this work analyses the production of the nodular cast iron and its possibilities of the heat treatment, final technological and mechanical properties. Furthermore, it examines the conditions of austempering (temperature and time of isothermal dwell), which has a fundamental influence on mechanical properties of ADI. Problems of fatigue properties are described at the end of this part. The experimental part contains a chemical composition of studied samples and their metallographic analysis. Among others the basic mechanical static properties were determined as well as the Wöhler curves including values of fatigue limits for ten on seventh cycles. Wöhler curves were obtained by a mathematical processing using data reached by fatigue tests.

This thesis develops efficient modeling frameworks via a Partial Differential Equation (PDE) approach for multi-factor financial derivatives, with emphasis on three-factor models, and studies highly efficient implementations of the numerical methods on novel high-performance computer architectures, with particular focus on Graphics Processing Units (GPUs) and multi-GPU platforms/clusters of GPUs. Two important classes of multi-factor financial instruments are considered: cross-currency/foreign exchange (FX) interest rate derivatives and multi-asset options. For cross-currency interest rate derivatives, the focus of the thesis is on Power Reverse Dual Currency (PRDC) swaps with three of the most popular exotic features, namely Bermudan cancelability, knockout, and FX Target Redemption. The modeling of PRDC swaps using one-factor Gaussian models for the domestic and foreign interest short rates, and a one-factor skew model for the spot FX rate results in a time-dependent parabolic PDE in three space dimensions. Our proposed PDE pricing framework is based on partitioning the pricing problem into several independent pricing subproblems over each time period of the swap's tenor structure, with possible communication at the end of the time period. Each of these subproblems requires a solution of the model PDE. We then develop a highly efficient GPU-based parallelization of the Alternating Direction Implicit (ADI) timestepping methods for solving the model PDE. To further handle the substantially increased computational requirements due to the exotic features, we extend the pricing procedures to multi-GPU platforms/clusters of GPUs to solve each of these independent subproblems on a separate GPU. Numerical results indicate that the proposed GPU-based parallel numerical methods are highly efficient and provide significant increase in performance over CPU-based methods when pricing PRDC swaps. An analysis of the impact of the FX volatility skew on the price of PRDC swaps is provided. In the second part of the thesis, we develop efficient pricing algorithms for multi-asset options under the Black-Scholes-Merton framework, with strong emphasis on multi-asset American options. Our proposed pricing approach is built upon a combination of (i) a discrete penalty approach for the linear complementarity problem arising due to the free boundary and (ii) a GPU-based parallel ADI Approximate Factorization technique for the solution of the linear algebraic system arising from each penalty iteration. A timestep size selector implemented efficiently on GPUs is used to further increase the efficiency of the methods. We demonstrate the efficiency and accuracy of the proposed GPU-based parallel numerical methods by pricing American options written on three assets.

Como o Supremo Tribunal Federal se insere na dinâmica da relação entre Poderes no presidencialismo de coalizão? O presente trabalho busca dar aporte teórico, metodológico e empírico para avançar no enfrentamento dessa questão. No plano teórico, utilizo pressupostos da literatura de judicial politics para mostrar que é justamente a independência judicial que favoreceria uma atuação com preferências por políticas por parte da Corte, e que essa atuação pode ser conceitualizada por conexões que chamamos relações de convergência entre Poderes. No plano metodológico, desenvolvo um arcabouço para analisar essas relações empiricamente, no qual as normas julgadas pelo STF em jurisdição constitucional abstrata por meio de ações diretas de inconstitucionalidade (ADIs) adquirem papel central. Tais normas representam políticas que, propostas e aprovadas pelo Executivo e Legislativo, são julgadas pelo STF, o conectando a esses atores políticos. No plano empírico, utilizo recorte preliminar de leis e atos normativos federais com julgamento majoritário de mérito durante governos de um mesmo partido para oferecer exemplo de como a abordagem desenvolvida pode ser utilizada para relacionar preferências de atores políticos e coalizões à atuação do STF. Dessa forma, busco avançar na compreensão do processo decisório no STF, bem como ajudar a preencher lacunas entre o estudo do Tribunal e dos demais Poderes no presidencialismo de coalizão brasileiro. / How do Courts operate among the Separation of Power dynamics of coalitional presidentialism? This work offers theoretical, methodological and empirical framework contributions to advance in tackling this question. Theoretically, I review assumptions of the judicial politics literature to show that it is precisely the presence of judicial independence that favors decision making that regards policy preferences on Courts, and that such decision making can be framed by what I call convergence relationships between Powers. Methodologically, I develop an analytical framework to examine those relationships operationalized in the empirical realm, in which legal provisions judged by Contitutional Courts in abstract constitutional jurisdiction acquire a central role. These provisions represent policies that, being proposed and approved by the Executive and the Legislative, have their constitutionality reviewed by the Courts, connecting them to these political actors. Empirically, I analyze provisions judged within decisions of the Brazilian Supreme Court Supremo Tribunal Federal (STF) during same-party governments to show how our approach can be utilized to link preferences of political actors and coalitions to Court rulings. Also, being STF not only a Constitutional Court, but the last Court for appeal in Brazilian Judiciary, my design further bridges the gap between the study of how Powers can interact in coalitional presidentialisms and other political systems.

O processo de avaliação do risco relacionado a substâncias químicas é utilizado no âmbito da segurança alimentar para a saúde humana, visto que diversas substâncias, tais como aditivos e, particularmente, contaminantes, como praguicidas e medicamentos veterinários, podem estar potencialmente presentes nos alimentos para consumo humano. Tradicionalmente, autoridades de diversos países recomendam limites máximos aceitáveis dessas substâncias nos alimentos, que são obtidos durante o processo de avaliação do risco. A Ingestão Diária Aceitável (IDA) é um exemplo desse tipo de limite máximo. Diversos critérios devem ser observados no estabelecimento da IDA, sendo que o julgamento científico do avaliador pode contribuir extensivamente na obtenção desse valor. Nesse contexto, o objetivo desse trabalho é realizar uma análise crítica dos valores de IDA estabelecidos para praguicidas no Brasil, em relação às IDAs estabelecidas para os mesmos praguicidas pela Organização das Nações Unidas para Alimentação e a Agricultura / Organização Mundial de Saúde, na Europa e nos Estados Unidos (EUA), considerando o NOAEL, a espécie animal, a duração do estudo toxicológico, o endpoint selecionado e os fatores de incertezas aplicados, e suas implicações na avaliação do risco para a saúde humana quando da ingestão de resíduos de praguicidas em alimentos. Com essa avaliação foi possível verificar que não existe uma harmonização na determinação da IDA, assim como, dos parâmetros selecionados para sua determinação entre as agências. Além disso, a avaliação do risco para a saúde humana de 10 praguicidas selecionados mostrou que a exposição da população aos resíduos desses praguicidas em alimentos, em comparação as IDAs estabelecidas nas diferentes agências, pode resultar na consideração de riscos distintos, dependendo da IDA selecionada. Assim, a IDA não deve ser utilizada como único fator para a tomada de decisão para regulamentação destes praguicidas pelas agências que avaliam o risco para as populações expostas. Durante o gerenciamento do risco outros fatores, tais como o contexto sócio-econômico e político e a relação risco-benefício, devem ser considerados. / The risk assessment process is used in the context of food safety, since various chemicals such as additives and particularly contaminants, as pesticides and veterinary drugs, could potentially be present in food for human consumption. Traditionally, the authorities of several countries recommend maximum acceptable exposure limits of these substances in food, which are obtained during the risk assessment process. The Acceptable Daily Intake (ADI) is an example of this kind of limit. Several criteria must be observed in the establishment of the ADI, and the scientific judgment of the evaluator may contribute extensively to obtain this value. In this context, the aim of this work is to perform a critical analysis of the ADI values established for pesticides in Brazil in relation to the same ADI for pesticides established by the World Health Organization (WHO), in Europe and in the United States of America (USA). The NOAEL, the animal species, the duration of toxicology studies, the endpoint selected and the applied uncertainty factors, and also the implications in risk assessment for human health of pesticide residues in food, were also considered. With this evaluation it was possible to observe that there is no harmonization in the establishment of the ADI, as well as in the parameters selected for the determination of ADI among agencies. Furthermore, the risk assessment of selected 10 pesticides showed that the population exposure to their residues in food, compared to the ADI established in different agencies, may result in different approaches to risks, depending on the ADI determined. Thus, the ADI should not be used as the only factor in decision making for regulation. During the risk management process, other risk factors must be considered, such as political, economic and social context and risk-benefit relationship.

O processo de avaliação do risco relacionado a substâncias químicas é utilizado no âmbito da segurança alimentar para a saúde humana, visto que diversas substâncias, tais como aditivos e, particularmente, contaminantes, como praguicidas e medicamentos veterinários, podem estar potencialmente presentes nos alimentos para consumo humano. Tradicionalmente, autoridades de diversos países recomendam limites máximos aceitáveis dessas substâncias nos alimentos, que são obtidos durante o processo de avaliação do risco. A Ingestão Diária Aceitável (IDA) é um exemplo desse tipo de limite máximo. Diversos critérios devem ser observados no estabelecimento da IDA, sendo que o julgamento científico do avaliador pode contribuir extensivamente na obtenção desse valor. Nesse contexto, o objetivo desse trabalho é realizar uma análise crítica dos valores de IDA estabelecidos para praguicidas no Brasil, em relação às IDAs estabelecidas para os mesmos praguicidas pela Organização das Nações Unidas para Alimentação e a Agricultura / Organização Mundial de Saúde, na Europa e nos Estados Unidos (EUA), considerando o NOAEL, a espécie animal, a duração do estudo toxicológico, o endpoint selecionado e os fatores de incertezas aplicados, e suas implicações na avaliação do risco para a saúde humana quando da ingestão de resíduos de praguicidas em alimentos. Com essa avaliação foi possível verificar que não existe uma harmonização na determinação da IDA, assim como, dos parâmetros selecionados para sua determinação entre as agências. Além disso, a avaliação do risco para a saúde humana de 10 praguicidas selecionados mostrou que a exposição da população aos resíduos desses praguicidas em alimentos, em comparação as IDAs estabelecidas nas diferentes agências, pode resultar na consideração de riscos distintos, dependendo da IDA selecionada. Assim, a IDA não deve ser utilizada como único fator para a tomada de decisão para regulamentação destes praguicidas pelas agências que avaliam o risco para as populações expostas. Durante o gerenciamento do risco outros fatores, tais como o contexto sócio-econômico e político e a relação risco-benefício, devem ser considerados. / The risk assessment process is used in the context of food safety, since various chemicals such as additives and particularly contaminants, as pesticides and veterinary drugs, could potentially be present in food for human consumption. Traditionally, the authorities of several countries recommend maximum acceptable exposure limits of these substances in food, which are obtained during the risk assessment process. The Acceptable Daily Intake (ADI) is an example of this kind of limit. Several criteria must be observed in the establishment of the ADI, and the scientific judgment of the evaluator may contribute extensively to obtain this value. In this context, the aim of this work is to perform a critical analysis of the ADI values established for pesticides in Brazil in relation to the same ADI for pesticides established by the World Health Organization (WHO), in Europe and in the United States of America (USA). The NOAEL, the animal species, the duration of toxicology studies, the endpoint selected and the applied uncertainty factors, and also the implications in risk assessment for human health of pesticide residues in food, were also considered. With this evaluation it was possible to observe that there is no harmonization in the establishment of the ADI, as well as in the parameters selected for the determination of ADI among agencies. Furthermore, the risk assessment of selected 10 pesticides showed that the population exposure to their residues in food, compared to the ADI established in different agencies, may result in different approaches to risks, depending on the ADI determined. Thus, the ADI should not be used as the only factor in decision making for regulation. During the risk management process, other risk factors must be considered, such as political, economic and social context and risk-benefit relationship.

Les impacts environnementaux dans la production des matériaux métalliques et leurs procédés de transformation sont en augmentation rapide et critique. Ils peuvent être réduits, dans une certaine mesure, par le développement soit d'un matériau de fonction ou par la mise en œuvre d'un nouveau processus de fabrication éco-durable. Dans cette optique, l'émergence récente de fonte " bainitique " (ADI -Austempered Ductile Iron-) peut être considéré comme un saut technologique important répondant à la demande croissante pour les matériaux à hautes caractéristiques mécaniques avec un coût de fabrication maîtrisé. La présente étude traite le développement d'une approche de couplage procédé par l'intégration du processus de coulée, de traitements thermiques et d'usinage de la fonte ductile ADI dans une optique de développement durable. Ce procédé innovant de fabrication de pièces en fonte ADI dit " dans la chaude de coulée " consiste à réaliser les traitements thermiques directement à la suite de la coulée en moule métallique en relation avec l'usinabilité induite. L'analyse des influences des paramètres de ce procédé intégré sur la microstructure et les propriétés mécaniques de l'ADI a été étudiée expérimentalement. Une approche méthodologique sur la coulabilité de la fonte a été développée, puis validée par simulation. Elle utilise les caractéristiques thermiques du métal en fusion pour corréler l'effet combiné du transfert de chaleur à l'état fondu, à l'interface moule/métal, et pendant l'écoulement au travers des sections critiques du moule afin de prédire les défauts de coulée. Enfin, l'usinage de la fonte ADI est étudié expérimentalement dans le cas du perçage à sec et en micro-lubrification (MQL), en lien avec les caractéristiques microstructurales, les mécanismes d'usure d'outil, de formation des copeaux et de la qualité de surface usinée. L'approche corrélative du couplage procédé visent essentiellement à (i) comprendre l'influence des caractéristiques microstructurales de cette nouvelle fonte ADI sur ses propriétés mécaniques, (ii) démontrer l'influence des caractéristiques thermophysiques sur la coulabilité de la fonte ductile dans un moule permanent, et (iii) mettre en corrélation les paramètres de perçage de cette nouvelle fonte ADI avec sa microstructure et ses paramètres de fabrication.

This thesis develops efficient modeling frameworks via a Partial Differential Equation (PDE) approach for multi-factor financial derivatives, with emphasis on three-factor models, and studies highly efficient implementations of the numerical methods on novel high-performance computer architectures, with particular focus on Graphics Processing Units (GPUs) and multi-GPU platforms/clusters of GPUs. Two important classes of multi-factor financial instruments are considered: cross-currency/foreign exchange (FX) interest rate derivatives and multi-asset options. For cross-currency interest rate derivatives, the focus of the thesis is on Power Reverse Dual Currency (PRDC) swaps with three of the most popular exotic features, namely Bermudan cancelability, knockout, and FX Target Redemption. The modeling of PRDC swaps using one-factor Gaussian models for the domestic and foreign interest short rates, and a one-factor skew model for the spot FX rate results in a time-dependent parabolic PDE in three space dimensions. Our proposed PDE pricing framework is based on partitioning the pricing problem into several independent pricing subproblems over each time period of the swap's tenor structure, with possible communication at the end of the time period. Each of these subproblems requires a solution of the model PDE. We then develop a highly efficient GPU-based parallelization of the Alternating Direction Implicit (ADI) timestepping methods for solving the model PDE. To further handle the substantially increased computational requirements due to the exotic features, we extend the pricing procedures to multi-GPU platforms/clusters of GPUs to solve each of these independent subproblems on a separate GPU. Numerical results indicate that the proposed GPU-based parallel numerical methods are highly efficient and provide significant increase in performance over CPU-based methods when pricing PRDC swaps. An analysis of the impact of the FX volatility skew on the price of PRDC swaps is provided. In the second part of the thesis, we develop efficient pricing algorithms for multi-asset options under the Black-Scholes-Merton framework, with strong emphasis on multi-asset American options. Our proposed pricing approach is built upon a combination of (i) a discrete penalty approach for the linear complementarity problem arising due to the free boundary and (ii) a GPU-based parallel ADI Approximate Factorization technique for the solution of the linear algebraic system arising from each penalty iteration. A timestep size selector implemented efficiently on GPUs is used to further increase the efficiency of the methods. We demonstrate the efficiency and accuracy of the proposed GPU-based parallel numerical methods by pricing American options written on three assets.