In recent years many companies have investigated the use of hybrid technology due to the potential of increasing the driveline’s efficiency and thus reducing fuel consumption. Previous studies show that hydraulic hybrid technology can be favourable to use in construction machinery such as wheel loaders, which often operate in repetitive drive cycles and have high transient power demands. Parallel as well as Series hybrid configurations are both found suitable for wheel loader applications as the hybrid configurations can decrease the dependency on the torque converter. This project has investigated a novel hydraulic hybrid concept which utilizes the wheel loaders auxiliary pump as a supplement to enable both Series and Parallel hybrid operation. Impact of accumulator sizes has also been investigated, for which smaller accumulator sizes resembles a hydrostatic transmission. The hybrid concept has been evaluated by developing a wheel loader simulation model and a control system based on a rule-based energy management strategy. Simulation results indicate improved energy efficiency of up to 18.80 % for the Combined hybrid. Moreover, the accumulator sizes prove to have less impact on the energy efficiency. A hybrid system with decreased accumulator sizes shows improved energy efficiency of up to 16.40 %.

Cette thèse est faite dans le cadre de l'ILC. La détermination des couplages électrofaible du quark top, est une des tâches à l'ILC. La thèse est consacrée à la mesure de l'asymétrie avant-arrière dans des paires de quark top, à 500 GeV, utilisant deux configurations de polarisation de faisceau, dans la chaîne de désintégration purement hadronique. Le quark top se désintègre à un quark b et un boson W, presque exclusivement. L'état final, qui consiste de six jets, est analysé utilisant la simulation de détecteur complète. Deux jets avec le b-tag la plus haute, sont pris comme des b jets et les quatre jets qui restent, sont utilisés pour reconstruire les Ws. L'identification des quarks top et anti-top est faite en utilisant la charge de vertex du quark b. Les précisions sur la section efficace sont aussi calculées. On trouve que l'ILC sera capable de mesurer les couplages électrofaible du quark top, avec une précision meilleur que 0.5%. Cette thèse inclut aussi une chapitre sur l'optimisation de calorimètre Électromagnétique Si-W du International Large Detector(ILD), un des deux détecteurs à l'ILC. L'ECAL d'ILD, consistera en couches alternatives de Silicium et le Tungstène, où des couches de Silicium sont des couches actives, et le Tungstène est le matériel passif. Les couches de Silicium sont divisées en 'wafer', entourées par des anneaux de protection(guard rings), pour éviter les courants de fuite. L'analyse est concentrée pour optimiser la taille d'anneau de garde. Les résultats montrent que un anneau de protection de taille jusqu'à 2mm, ne dégrades pas la performance d'ECAL gravement. La thèse est divisée en 6 chapitres. Le premier chapitre donne un résumé du Modèle Standard. Le deuxième chapitre est consacré aux aspects théoriques de la physique de quark top à l'ILC. On donne une description détaillée de l'ILD et ses sous-détecteurs dans le 3ème chapitre. Le 4ème chapitre présente les études de l'optimisation de Si-W ECAL. Le 5ème chapitre contient les détails d'analyse de production tt à ILC et la mesure de l'AFBt. Le dernier chapitre contient le résumé des résultats. / This thesis is done in the framework of the ILC. The determination of the electroweak couplings of the top quark, is one of the tasks at the ILC. The thesis is dedicated to the measurement of the Forward-backward asymmetry in top quark pairs, at 500 GeV, using two beam polarization configurations, in the fully hadronic decay channel. The top quark almost exclusively decays to a b quark and a W boson. The 6 jet final state is analyzed using full detector simulation. Two jets with highest b-tag are taken as b jets and the remaining four jets are used to reconstruct the W s. The identification of the top and anti-top quarks is done by using the vertex charge of the b quark. Precisions on the production cross sections are also calculated. This thesis also includes a chapter on the optimization of the Si-W Electromagnetic calorimeter of the International Large Detector (ILD), one of the two detectors at the ILC. The ECAL of ILD, will consist of alternate layers of Silicon and Tungsten, where Silicon layers are active layers, while Tungsten is passive material. The Silicon layers are divided into wafers, surrounded by guard rings, to avoid the leakage currents. The analysis is focused to optimize the guard ring size. The thesis is divided into 6 chapters. The first chapter gives a brief over view of the Standard Model. The second chapter is dedicated to the theoretical aspects of the top quark physics at the ILC. A detailed description of the ILD and its sub-detectors is given in the 3rd chapter. The 4th chapter presents the studies of the optimization of Si-W ECAL guard ring size. The 5th chapter contains the details of analysis of tt production at ILC, and measurement of the AFBt . The last chapter contains the summary of the results.

Chez l’espèce humaine comme pour de nombreuses autres espèces animales, lorsque des stimuli environnementaux précèdent de façon régulière la présentation d’événements importants pour un individu, ces stimuli vont acquérir sous certaines conditions la capacité à évoquer des comportements dits d’anticipation. Cette capacité est considérée par de nombreux auteurs comme ayant une haute valeur adaptative, favorisant le contact avec des événements appétitifs et permettant l’évitement d’événements aversifs. Ces dernières décennies, deschercheurs ont initié un rapprochement entre le phénomène d’anticipation et le conditionnement Pavlovien. Ce rapprochement repose à la fois sur une similarité dans les caractéristiques des événements mis en jeux mais surtout sur de nombreux effets et phénomènes semblables, amenant ces auteurs à considérer que les comportements ditsd’anticipation, d’une façon générale, reposeraient sur le processus Pavlovien. Leconditionnement Pavlovien offre une littérature extrêmement riche dont l’une des principalesquestions de recherche concerne le problème des conditions à l’apparition du processus.Parmi les hypothèses existantes, l’Hypothèse de l’Information est sans aucun doute l’une desplus importantes par son influence. Selon cette hypothèse, un apprentissage associatifPavlovien n’aura lieu que lorsqu’un événement important sera présenté de façon inattendu à un sujet, et l’apprentissage, ou les associations apprises, ne porteront que sur des stimuli prédictifs de l’événement important (i.e. permettant son anticipation). A travers deux expériences appliquant une procédure de conditionnement rétrograde à une procédure de renforcement conditionné, nous avons cherché à tester les propositions faites par cette hypothèse. Nos résultats vont directement à l’encontre de ces propositions et vont au contraire dans le sens de deux autres propositions théoriques faites sur le conditionnement Pavlovien,illustrées par le modèle SOP et l’Hypothèse du Codage Temporel. Ces deux propositions sont testées au sein d’une troisième et dernière expérience, dont les implications pour ces modèles comme pour la conceptualisation du conditionnement Pavlovien et de l’anticipation de façon générale sont discutées. / In human and non-human animals, environmental stimuli that reliably accompany the presentation of significant events are able after repeated exposures of eliciting anticipatory behaviors. Many authors underlined the adaptive value of anticipatory responses, and suggested a connection with Pavlovian conditioning. Linking anticipatory behaviors to Pavlovian conditioning is supported by the similarity in procedure (i.e. a pairing between a neutral stimulus with a significant event), but also on the common effects and phenomena, and the authors assume that Pavlovian conditioning is the process underlying the anticipation of events. This assumption is at the heart of the Information Hypothesis, and more generally of a functional and predictive perspective of Pavlovian conditioning. According to the Information Hypothesis, Pavlovian conditioning only occurs when an unexpected significant event is presented, and learning (i.e. the formation of association) would be about stimuli that allow the anticipation of the significant event. Using a backward conditioning procedure in a conditioned reinforcement preparation, we tested the assumptions made by the Information Hypothesis. The results found argue against the Information Hypothesis and, in contrast, support the assumption made by two others types of leaning models, illustrated by the Temporal Coding Hypothesis and the SOP model. The Temporal Coding Hypothesis and SOP are tested in a third experiment. Implications for Pavlovian conditioning models and anticipatory behaviors in general are discussed.

Before the 2008 financial crisis, most research in financial mathematics focused on the risk management and the pricing of options without considering effects of counterparties’ default, illiquidity problems, systemic risk and the role of the repurchase agreement (Repo). During the 2008 financial crisis, a frozen Repo market led to a shutdown of short sales in the stock market. Cyclical interdependencies among financial corporations caused that a default of one firm seriously affected other firms and even the whole financial network. In this dissertation, we will consider financial markets which are shaped by financial crisis. This will be done from two distinct perspectives, an investor’s and a regulator’s. From an investor’s perspective, recently models were proposed to compute the total valuation adjustment (XVA) of derivatives without considering a potential crisis in the market. In our research, we include a possible crisis by apply an alternating renewal process to describe a switching between a normal financial status and a financial crisis status. We develop a framework for pricing the XVA of a European claim in this state-dependent framework. We represent the price as a solution to a backward stochastic differential equation and prove the existence and uniqueness of the solution. To study financial networks from a regulator’s perspective, one popular method is the fixed point based approach by L. Eisenberg and T. Noe. However, in practice, there is no accurate record of the interbank liabilities and thus one has to estimate them to use Eisenberg - Noe type models. In our research, we conduct a sensitivity analysis of the Eisenberg - Noe framework, and quantify the effect of the estimation errors to the clearing payments. We show that the effect of the missing specification of interbank connection to clearing payments can be described via directional derivatives that can be represented as solutions of fixed point equations. We also compute the probability of observing clearing payment deviations of a certain magnitude.

Der erste Teil der Arbeit beschreibt eine Methode, Auszahlungen zu bewerten, die einem auf dem Finanzmarkt nicht absicherbaren Risiken ausgesetzt sind. Im zweiten Teil berechnen wir den maximalen Nutzen und optimale Handelsstrategien auf unvollständigen Märkten mit Hilfe von stochastischen Rückwärtsgleichungen. Wir betrachten Händler, deren Einkommen einer externen Risikoquelle ausgesetzt sind. Diese vervollständigen den Markt, indem sie entweder einen Bond schaffen oder gegenseitig Verträge schliessen. Eine andere Moeglichkeit ist eine Anleihe, die von einer Versicherung herausgegeben wird. Die Risikoquellen, die wir in Betracht ziehen, können Versicherungs-, Wetter-oder Klimarisiko sein. Aktienpreise sind exogen gegeben. Wir berechnen Preise für die zusätzlichen Anlagen so dass Angebot und Nachfrage dafür gleich sind. Wir haben partielle Markträumung. Die Präferenzen der Händler sind durch erwarteten Nutzen gegeben. In Kapitel 2 bis Kapitel 4 haben die Händler exponentielle Nutzenfunktionen. Um den Gleichgewichtspreis zu finden, wenden wir stochastische Rückwärtsgleichungen an. In Kapitel 5 beschreiben wir ein Einperiodenmodell mit Nutzenfunktionen, die die Inada-Bedingungen erfüllen. Der zweite Teil dieser Arbeit beschäftigt sich mit dem robusten Nutzenmaximierungsproblem auf einem unvollständigen Finanzmarkt. Entweder das Wahrscheinlichkeitsmass oder die Koeffizienten des Aktienmarktes sind ungewiss. Die Lösung der Rückwärtsgleichung beschreibt die nutzenmaximierende Handelsstrategie und das Wahrscheinlichkeitsmass, das in der Auswertung des robusten Nutzens benutzt wird. Für die exponentielle Nutzenfunktion berechnen wir Nutzenindifferenzpreise. Ausserdem wenden wir diese Techniken auf die Maximierung des erwarteten Nutzens bezüglich eines festen Wahrscheinlichkeitsmasses an. Dafür betrachten wir abgeschlossene, im allgemeinen nicht konvexe zulässige Mengen für die Handelsstrategien. / The first part of the thesis proposes a method to find prices and hedging strategies for risky claims exposed to a risk factor that is not hedgeable on a financial market. In the second part we calculate the maximal utility and optimal trading strategies on incomplete markets using Backward Stochastic Differential Equations. We consider agents with incomes exposed to a non-hedgeable external source of risk by creating either a bond or by signing contracts. The sources of risk we think of may be insurance, weather or climate risk. Stock prices are seen as exogenuosly given. We calculate prices for the additional securities such that supply is equal to demand, the market clears partially. The preferences of the agents are described by expected utility. In Chapter 2 through Chapter 4 the agents use exponential utility functions, the model is placed in a Brownian filtration. In order to find the equilibrium price, we use Backward Stochastic Differential Equations. Chapter 5 provides a one--period model where the agents use utility functions satisfying the Inada condition. The second part of this thesis considers the robust utility maximization problem on an incomplete financial market. Either the probability measure or drift and volatility of the stock price process are uncertain. We apply a martingale argument and solve a saddle point problem. The solution of a Backward Stochastic Differential Equation describes the maximizing trading strategy as well as the probability measure that is used in the robust utility. We consider the exponential, the power and the logarithmic utility functions. For the exponential utility function we calculate utility indifference prices of not perfectly hedgeable claims. Finally, we maximize the expected utility with respect to a single probability measure. We apply a martingale argument and solve maximization problems. This allows us to consider closed, in general non--convex constraints on the values of trading strategies.

Gegenstand der vorliegenden Dissertation sind stochastische Kontrollprobleme, denen sich Agenten im Zusammenhang mit Entscheidungen auf Finanzmärkten gegenübersehen. Der erste Teil der Arbeit behandelt die Maximierung des erwarteten Nutzens des Endvermögens eines Finanzmarktinvestors. Für den Investor ist eine Beschreibung der optimalen Handelsstrategie, die zur numerischen Approximation geeignet ist sowie eine Stabilitätsanalyse der optimalen Handelsstrategie bzgl. kleinerer Fehlspezifikationen in Nutzenfunktion und Anfangsvermögen, von höchstem Interesse. In stetigen Marktmodellen beweisen wir Stabilitätsresultate für die optimale Handeslsstrategie in geeigneten Topologien. Für hinreichend differenzierbare Nutzenfunktionen und zeitstetige Marktmodelle erhalten wir eine Beschreibung der optimalen Handelsstrategie durch die Lösung eines Systems von stochastischen Vorwärts-Rückwärts-Differentialgleichungen (FBSDEs). Der zweite Teil der Arbeit beschäftigt sich mit optimalen Stopproblemen für einen Agenten, dessen Ertragsprozess von einem Ausfallsereignis abhängt. Unser Hauptinteresse gilt der Beschreibung der Lösungen vor und nach dem Ausfallsereignis und damit dem besseren Verständnis des Verhaltens des Agenten bei Auftreten eines Ausfallsereignisses. Wir zeigen wie sich das optimale Stopproblem in zwei einzelne Teilprobleme zerlegen lässt: eines, für das der zugrunde liegende Informationsfluss das Ausfallereignis nicht beinhaltet, und eines, in welchem der Informationsfluss das Ausfallereignis berücksichtigt. Aufbauend auf der Zerlegung des Stopproblems und der Verbindung zwischen der Optimalen Stoptheorie und der Theorie von reflektierenden stochastischen Rückwärts-Differentialgleichungen (RBSDEs), leiten wir einen entsprechenden Zerlegungsansatz her, um RBSDEs mit genau einem Sprung zu lösen. Wir beweisen neue Existenz- und Eindeutigkeitsresultate von RBSDEs mit quadratischem Wachstum. / This thesis studies stochastic control problems faced by agents in financial markets when making decisions. The first part focuses on the maximization of expected utility from terminal wealth for an investor trading in a financial market. Of utmost concern to the investor is a description of optimal trading strategy that is amenable to numerical approximation, and the stability analysis of the optimal trading strategy w.r.t. "small" misspecification in his utility function and initial capital. In the setting of a continuous market model, we prove stability results for the optimal wealth process in the Emery topology and the uniform topology on semimartingales, and stability results for the optimal trading strategy in suitable topologies. For sufficiently differentiable utility functions, we obtain a description of the optimal trading strategy in terms of the solution of a system of forward-backward stochastic differential equations (FBSDEs). The second part of the thesis deals with the optimal stopping problem for an agent with a reward process exposed to a default event. Our main concern is to give a description of the solutions before and after the default event and thereby better understand the behavior of the agent in the presence of default. We show how the stopping problem can be decomposed into two individual stopping problems: one with information flow for which the default event is not visible, and another one with information flow which captures the default event. We build on the decomposition of the optimal stopping problem, and the link between the theories of optimal stopping and reflected backward stochastic differential equations (RBSDEs) to derive a corresponding decomposition approach to solve RBSDEs with a single jump. This decomposition allows us to establish existence and uniqueness results for RBSDEs with drivers of quadratic growth.

No description available.

Submitted by Luciana Ferreira (lucgeral@gmail.com) on 2014-09-24T13:16:26Z No. of bitstreams: 2 Marques, Dinamar Maria Ferreira.pdf: 2835889 bytes, checksum: 2222f8deb0509f761a339ed5f3aa6ee1 (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) / Approved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2014-09-24T15:47:33Z (GMT) No. of bitstreams: 2 Marques, Dinamar Maria Ferreira.pdf: 2835889 bytes, checksum: 2222f8deb0509f761a339ed5f3aa6ee1 (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) / Made available in DSpace on 2014-09-24T15:47:33Z (GMT). No. of bitstreams: 2 Marques, Dinamar Maria Ferreira.pdf: 2835889 bytes, checksum: 2222f8deb0509f761a339ed5f3aa6ee1 (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) Previous issue date: 2013-04-27 / Conselho Nacional de Pesquisa e Desenvolvimento Científico e Tecnológico - CNPq / This master thesis analyzes the representativity of the value added of the agribusiness and their aggregates in the Goiás’s economy. First, we sought to build a Input-Output Table, based on the Table of Resources and Uses of Goiás/2008. From the results of the Input-Output Table, it was possible to determine the relevance of each agregate in relation to the agribusiness sector. Moreover, with the results of the Input-Output Table it was possible to calculate the multiplier effects on employment and income, indexes of forward and backward linkages, identifying the key sectors for the economic development of Goiás state. Finally, we analyzed the transactions of Goiás with the rest of the world and with other Brazilian states. The results showed that the share of agribusiness accounted for over a quarter of the value of all economic activities that form Goiás’s GDP (27.6%), reaching an amount of R$ 18,161 billions in 2008. / Este trabalho analisa a representatividade do valor adicionado do agronegócio e seus agregados na economia goiana. Primeiramente, para atingir os objetivos propostos, buscou-se construir uma Matriz de Insumo e Produto (MIP), com base na Tabela de Recursos e Usos de Goiás/2008 (TRU). A partir dos resultados da MIP, foi possível determinar a relevância de cada agregado do agronegócio em relação ao setor. Ademais, com os resultados da MIP foi possível calcular os multiplicadores de impacto no emprego e na renda, os índices de ligação para frente e para trás (forward e backward linkages), identificando os setores-chave para o desenvolvimento da economia goiana. Por fim, analisou-se as transações de Goiás com o resto do mundo e com as demais unidades da Federação. Os resultados revelaram que a participação do agronegócio representou mais de um quarto do valor de todas as atividades econômicas que formam a estrutura produtiva goiana (27,6%), e atingiu um montante de R$ 18,161 bilhões em 2008.

Prior studies have reported differences in lower back biomechanics during activities of daily living between individuals with and without chronic low back pain (LBP). Nevertheless, the literature on lower back biomechanics of patients with non-chronic LBP is scant. Therefore, the objective of this study, as the first step towards future prospective studies, was to investigate the lower back biomechanics in patients with non-chronic LBP. Case-control studies were conducted wherein measures of lumbo-pelvic coordination during bending and return tasks as well as measures of mechanical demand on the lower back during lifting tasks in the sagittal plane were investigated between patients with non-chronic LBP and matched asymptomatic individuals. Patients were enrolled into the study at the non-chronic stage of their LBP. We found distinct difference in measures of lumbo-pelvic coordination as well as mechanical demands on the lower back between patients with non-chronic LBP and controls. Reduced lumbar range of flexion and slower task pace as well as the more in-phase and less variable lumbo-pelvic coordination observed in patients with non-chronic low back pain, may be the result of a neuromuscular adaptation to reduce the forces and deformation in the lower back tissues and avoid pain aggravation. Such a neuromuscular adaptation, however, resulted in a larger shearing demand on the lower back. Persistent abnormal lumbo-pelvic coordination might play a role in transition to chronic stage or recurrence of LBP. However, such inferences need to be further investigated using prospective studies as well as clinical trials involving a combination of physical and psychological treatments aimed at correction of lumbo-pelvic coordination.

Standardized test data from a southern suburban elementary school showed lagging student scores behind those of students from similar settings. These scores suggested a disconnection between teachers' understanding of and practice in formative assessment. Bloom's revised taxonomy, backward design planning theory, and differentiated learning theory guided this study, which focused on how elementary teachers use formative strategies in the classroom to inform instruction. Data collected through face-to-face interviews from 10 teachers were transcribed and organized in codes and themes. Member checks were then used to ensure credibility of interpretations. The key results showed that these 10 teachers used many formative assessment strategies with their students, yet they were unfamiliar with backward design theory and did not use peer feedback or self-assessment as strategies. The proposed project focused on providing professional development in 3 modules addressing professional learning community norms, backward design theory unit planning, and strategies for peer feedback and student goal setting. This project may lead to positive social change by empowering teachers to design curriculum and assessment with authentic learning experiences and providing students with goal-setting strategies to become responsible for learning. The project's positive social change may lead to this school and district closing the identified achievement gap. It is recommended that further research on teacher perception of formative assessment should include more elementary and middle schools.