Accuracy in turbulence modeling remains a hurdle in the widespread use of Computational Fluid Dynamics (CFD) as a tool for furthering fluids dynamics research. Meanwhile, computational power remains a significant concern for solving real-life wall-bounded flows, which portray a wide range of length and time scales. The tools for turbulence analysis at our disposal, in the decreasing order of their accuracy, include Direct Numerical Simulation (DNS), Large Eddy Simulation (LES), and Reynolds-Averaged Navier Stokes (RANS) based models. While DNS and LES would remain exorbitantly expensive options for simulating high Reynolds number flows for the foreseeable future, RANS is and continues to be a viable option utilized in commercial and academic endeavors. In the first part of the present work, flow over the back-step test case was solved, and parametric studies for various parameters such as re-circulation length (X_r), coefficient of pressure (C_p), and coefficient of skin friction (C_f) are presented and validated with experimental results. The back-step setup was chosen as the test case as turbulent modeling of flow past backward-facing step has been pivotal to understand separated flows better. Turbulence modeling is done on the test case using RANS (k-ε and k-ω models), and LES modeling, for different values of Reynolds number (Re ∈ {2, 2.5, 3, 3.5} × 10⁴) and expansion ratios (ER ∈ {1.5, 2, 2.5, 3}). The LES results show good agreement with experimental results, and the discrepancy between the RANS results and experimental data was highlighted. The results obtained in the first part reveal a pattern of under-prediction noticed with using RANS-based models to analyze canonical setups such as the backward-facing step. The LES results show close proximity to experimental data, as mentioned above, which makes it an excellent source of training data for the machine learning analysis outlined in the second part. The highlighted discrepancy and the inability of the RANS model to accurately predict significant flow properties create the need for a better model. The purpose of the second part of the present study is to make systematic efforts to minimize the error between flow properties from RANS modeling and experimental data, as seen in the first part. A machine learning model was constructed in the second part of the present study to predict the eddy viscosity parameter (μt) as a function of turbulent kinetic energy (TKE) and dissipation rate (ε) derived from LES data, effectively working as an ad hoc eddy-viscosity based turbulence model. The machine learning model does not work well with the flow domain as a whole, but a zonal analysis reveals a better prediction of eddy viscosity than the whole domain. Among the zones, the area in the vicinity of the re-circulation zone gives the best result. The obtained results point towards the need for a zonal analysis for the better performance of the machine learning model, which will enable us to improve RANS predictions by developing a reduced order turbulence model.

Объем магистерской диссертации 125 страниц основного текста, для иллюстрации использованы 16 таблиц, 10 рисунков и приложения. Библиографический список состоит из 84 источников. Актуальность темы магистерской диссертации связана с тем, что, во-первых, глобальные цепочки стоимости определили особенности развития мировой экономики с начала 2000 годов и во-вторых существует дефицит исследований на выбранную тему. Цель данного исследования заключается в выявлении факторов и оценке эффектов от участия стран в глобальных цепочках стоимости. В соответствии с выбранной целью в работе были поставлены следующие задачи: выявить факторы, влияющие на интеграцию стран в глобальные цепочки стоимости; систематизировать эффекты от участия стран в глобальных цепочках стоимости; провести обзор эмпирических исследований по детерминантам ГЦС; предложить методический подход к оценке эффектов от интеграции стран в глобальные цепочки стоимости; провести эконометрическое моделирование стран в глобальных цепочках стоимости; разработать рекомендации для государственной политики в контексте интеграции стран в глобальные цепочки стоимости. К научной новизне можно отнести проведение комплексного исследования и детального анализа глобальных цепочек стоимости и выявление ключевых факторов и эффектов от участия стран в глобальных цепочках стоимости с помощью эконометрических методов работы с панельными данными. Практическая значимость магистерской работы состоит в возможности использования обозначенных в работе рекомендаций и других результатов для стимулирования существенного роста уровня вовлеченности стран в участие в глобальных цепочках стоимости и, соответственно, принося странам экономические выгоды. / The volume of the master's thesis is 125 pages of the main text, 16 tables, 10 figures and the appendix are used to illustrate. The bibliographic list consists of 74 sources. The relevance of the research of the topic master's thesis is due to the fact that, firstly, global value chains have determined the features of the development of the world economy since the beginning of 2000, and secondly, there is a shortage of research on the chosen topic. The purpose of the research: to identify factors and assess the effects of countries participation in global value chains. In accordance with the chosen of the purpose of the research is the following tasks in the work: to identify factors affecting the integration of countries into global value chains; to systematize the effects of countries participation in global value chains; to review empirical studies on the determinants of GVC; to propose a methodological approach to assessing the effects of countries integration into global value chains; to conduct econometric modeling of countries in global value chains; develop recommendations for public policy in the context of the integration of countries into global value chains. The scientific novelty can be attributed to conducting a comprehensive study and detailed analysis of global value chains and identifying key factors and effects of countries participation in global value chains using econometric methods of working with panel data. The practical significance of the research is determined to the possibility of using the recommendations outlined in the work and other results to stimulate a significant increase in the level of involvement of countries in participating in global value chains and, accordingly, bringing economic benefits to countries.

Hydrogeological hazards are quite diffuse rainfall-induced phenomena that affect mountain regions and can severely impact these territories, producing damages and sometimes casualties. For this reason, hydrogeological risk reduction is crucial. Mitigation strategies aim to reduce hydrogeological risk to an acceptable level and can be classified into structural and non-structural measures. This work focuses on enhancing some non-structural risk mitigation measures for mountain areas: debris-flow rainfall thresholds, as a part of an Early Warning System (EWS), multivariate rainfall scenarios with multi-hazard mapping purpose and public awareness. Regarding debris-flow rainfall thresholds, an innovative calibration method, a suitable uncertainty analysis and a proper validation process are developed. The Backward Dynamical Approach (BDA), a physical-based calibration method, is introduced and a threshold is obtained for a study area. The BDA robustness is then tested by assessing the uncertainty in the threshold estimate. Finally, the calibrated threshold's reliability and its possible forecast use are assessed using a proper validation process. The findings set the stage for using the BDA approach to calibrate debris-flow rainfall thresholds usable in operational EWS. Regarding hazard mapping, a multivariate statistical model is developed to construct multivariate rainfall scenarios with a multi-hazards mapping purpose. A confluence between a debris-flow-prone creek and a flood-prone river is considered. The multivariate statistical model is built by combining the Simplified Metastatistical Extreme Value approach and a copula approach. The obtained rainfall scenarios are promising to be used to build multi-hazard maps. Finally, the public awareness within the LIFE FRANCA (Flood Risk ANticipation and Communication in the Alps) European project is briefly considered. The project action considered in this work focuses on training and communication activities aimed at providing a multidisciplinary view of hydrogeological risk through the holding of courses and seminars.

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Many mobile applications in wireless networks such as military battlefield, emergency response, and mobile commerce are based on the notion of secure group communications. Unlike traditional security protocols which concern security properties only, in this dissertation research we design and analyze a class of QoS-aware protocols for secure group communications in wireless networks with the goal to satisfy not only security requirements in terms of secrecy, confidentiality, authentication, availability and data integrity, but also performance requirements in terms of latency, network traffic, response time, scalability and reconfigurability. We consider two elements in the dissertation research: design and analysis. The dissertation research has three major contributions. First, we develop three "threshold-based" periodic batch rekeying protocols to reduce the network communication cost caused by rekeying operations to deal with outsider attacks. Instead of individual rekeying, i.e., performing a rekeying operation right after each group membership change event, these protocols perform batch rekeying periodically. We demonstrate that an optimal rekey interval exists that would satisfy an imposed security requirement while minimizing the network communication cost. Second, we propose and analyze QoS-aware intrusion detection protocols for secure group communications in mobile ad hoc networks to deal with insider attacks. We consider a class of intrusion detection protocols including host-based and voting-based protocols for detecting and evicting compromised nodes and examine their effect on the mean time to security failure metric versus the response time metric. Our analysis reveals that there exists an optimal intrusion detection interval under which the system lifetime metric can be best traded off for the response time performance metric, or vice versa. Furthermore, the intrusion detection interval can be dynamically adjusted based on the attacker behaviors to maximize the system lifetime while satisfying a system-imposed response time or network traffic requirement. Third, we propose and analyze a scalable and efficient region-based group key management protocol for managing mobile groups in mobile ad hoc networks. We take a region-based approach by which group members are broken into region-based subgroups, and leaders in subgroups securely communicate with each other to agree on a group key in response to membership change and member mobility events. We identify the optimal regional area size that minimizes the network communication cost while satisfying the application security requirements, allowing mobile groups to react to network partition/merge events for dynamic reconfigurability and survivability. We further investigate the effect of integrating QoS-aware intrusion detection with region-based group key management and identify combined optimal settings in terms of the optimal regional size and the optimal intrusion detection interval under which the security and performance properties of the system can be best optimized. We evaluate the merits of our proposed QoS-aware security protocols for mobile group communications through model-based mathematical analyses with extensive simulation validation. We perform thorough comparative analyses against baseline secure group communication protocols which do not consider security versus performance tradeoffs, including those based on individual rekeying, no intrusion detection, and/or no-region designs. The results obtained show that our proposed QoS-aware security protocols outperform these baseline algorithms. â / Ph. D.

Submitted by Erika Demachki (erikademachki@gmail.com) on 2015-05-21T19:19:51Z No. of bitstreams: 2 Tese - Reinier Díaz Millán - 2015.pdf: 3568052 bytes, checksum: b4c892f77911a368e1b8f629afb5e66e (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) / Approved for entry into archive by Erika Demachki (erikademachki@gmail.com) on 2015-05-21T19:21:31Z (GMT) No. of bitstreams: 2 Tese - Reinier Díaz Millán - 2015.pdf: 3568052 bytes, checksum: b4c892f77911a368e1b8f629afb5e66e (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) / Made available in DSpace on 2015-05-21T19:21:31Z (GMT). No. of bitstreams: 2 Tese - Reinier Díaz Millán - 2015.pdf: 3568052 bytes, checksum: b4c892f77911a368e1b8f629afb5e66e (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) Previous issue date: 2015-02-27 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / Nesta tese apresentamos v arios algoritmos para resolver os problemas de Desigualdade Variacional e Inclus~ao. Para o problema de desigualdade variacional propomos, no Cap tulo 2 uma generaliza c~ao do algoritmo cl assico extragradiente, utilizando vetores normais n~ao nulos do conjunto vi avel. Em particular, dois algoritmos conceituais s~ao propostos e cada um deles cont^em tr^es variantes diferentes de proje c~ao que est~ao relacionadas com algoritmos extragradientes modi cados. Duas buscas diferentes s~ao propostas, uma sobre a borda do conjunto vi avel e a outra ao longo das dire c~oes vi aveis. Cada algoritmo conceitual tem uma estrat egia diferente de busca e tr^es formas de proje c~ao especiais, gerando tr^es sequ^encias com diferente e interessantes propriedades. E feito a an alise da converg^encia de ambos os algoritmos conceituais, pressupondo a exist^encia de solu c~oes, continuidade do operador e uma condi c~ao mais fraca do que pseudomonotonia. No Cap tulo 4, n os introduzimos um algoritmo direto de divis~ao para o problema variacional em espa cos de Hilbert. J a no Cap tulo 5, propomos um algoritmo de proje c~ao relaxada em Espa cos de Hilbert para a soma de m operadores mon otonos maximais ponto-conjunto, onde o conjunto vi avel do problema de desigualdade variacional e dado por uma fun c~ao n~ao suave e convexa. Neste caso, as proje c~oes ortogonais ao conjunto vi avel s~ao substitu das por proje c~oes em hiperplanos que separam a solu c~ao da itera c~ao atual. Cada itera c~ao do m etodo proposto consiste em proje c~oes simples de tipo subgradientes, que n~ao exige a solu c~ao de subproblemas n~ao triviais, utilizando apenas os operadores individuais, explorando assim a estrutura do problema. Para o problema de Inclus~ao, propomos variantes do m etodo de divis~ao de forward-backward para achar um zero da soma de dois operadores, a qual e a modi ca c~ao cl assica do forwardbackward proposta por Tseng. Um algoritmo conceitual e proposto para melhorar o apresentado por Tseng em alguns pontos. Nossa abordagem cont em, primeramente, uma busca linear tipo Armijo expl cita no esp rito dos m etodos tipo extragradientes para desigualdades variacionais. Durante o processo iterativo, a busca linear realiza apenas um c alculo do operador forward-backward em cada tentativa de achar o tamanho do passo. Isto proporciona uma consider avel vantagem computacional pois o operador forward-backward e computacionalmente caro. A segunda parte do esquema consiste em diferentes tipos de proje c~oes, gerando sequ^encias com caracter sticas diferentes. / In this thesis we present various algorithms to solve the Variational Inequality and Inclusion Problems. For the variational inequality problem we propose, in Chapter 2, a generalization of the classical extragradient algorithm by utilizing non-null normal vectors of the feasible set. In particular, two conceptual algorithms are proposed and each of them has three di erent projection variants which are related to modi ed extragradient algorithms. Two di erent linesearches, one on the boundary of the feasible set and the other one along the feasible direction, are proposed. Each conceptual algorithm has a di erent linesearch strategy and three special projection steps, generating sequences with di erent and interesting features. Convergence analysis of both conceptual algorithms are established, assuming existence of solutions, continuity and a weaker condition than pseudomonotonicity on the operator. In Chapter 4 we introduce a direct splitting method for solving the variational inequality problem for the sum of two maximal monotone operators in Hilbert space. In Chapter 5, for the same problem, a relaxed-projection splitting algorithm in Hilbert spaces for the sum of m nonsmooth maximal monotone operators is proposed, where the feasible set of the variational inequality problem is de ned by a nonlinear and nonsmooth continuous convex function inequality. In this case, the orthogonal projections onto the feasible set are replaced by projections onto separating hyperplanes. Furthermore, each iteration of the proposed method consists of simple subgradient-like steps, which does not demand the solution of a nontrivial subproblem, using only individual operators, which explores the structure of the problem. For the Inclusion Problem, in Chapter 3, we propose variants of forward-backward splitting method for nding a zero of the sum of two operators, which is a modi cation of the classical forward-backward method proposed by Tseng. The conceptual algorithm proposed here improves Tseng's method in many instances. Our approach contains rstly an explicit Armijo-type line search in the spirit of the extragradient-like methods for variational inequalities. During the iterative process, the line search performs only one calculation of the forward-backward operator in each tentative for nding the step size. This achieves a considerable computational saving when the forward-backward operator is computationally expensive. The second part of the scheme consists of special projection steps bringing several variants.

Neste trabalho, estudamos a existência de deslocamentos isométricos no produto de espaços de Banach, munido tanto com a norma infinito como com a norma 1. Em alguns casos, assumimos que pelo menos um dos espaços envolvidos no produto é estritamente convexo e isso deu origem a resultados interessantes. Ainda, exploramos os deslocamentos isométricos em C(X), mostrando como classificá-los de acordo com dois tipos. / In this work, we study the existence of isometric shifts on the product of Banach spaces, equipped with the norms infinity or 1. In some cases, we assume that at least one of these spaces on the product is strictly convex and obtain interesting results. Besides, we explore isometric shifts on C(X), showing how to sort them on two groups.

Cette thèse s'inscrit dans le domaine des problèmes inverses en traitement du signal. Elle est consacrée à la conception d'algorithmes de restauration et de séparation de signaux parcimonieux et à leur application à l'approximation de courbes de forces en microscopie de force atomique (AFM), où la notion de parcimonie est liée au nombre de points de discontinuité dans le signal (sauts, changements de pente, changements de courbure). Du point de vue méthodologique, des algorithmes sous-optimaux sont proposés pour le problème de l'approximation parcimonieuse basée sur la pseudo-norme l0 : l'algorithme Single Best Replacement (SBR) est un algorithme itératif de type « ajout-retrait » inspiré d'algorithmes existants pour la restauration de signaux Bernoulli-Gaussiens. L'algorithme Continuation Single Best Replacement (CSBR) est un algorithme permettant de fournir des approximations à des degrés de parcimonie variables. Nous proposons aussi un algorithme de séparation de sources parcimonieuses à partir de mélanges avec retards, basé sur l'application préalable de l'algorithme CSBR sur chacun des mélanges, puis sur une procédure d'appariement des pics présents dans les différents mélanges. La microscopie de force atomique est une technologie récente permettant de mesurer des forces d'interaction entre nano-objets. L'analyse de courbes de forces repose sur des modèles paramétriques par morceaux. Nous proposons un algorithme permettant de détecter les régions d'intérêt (les morceaux) où chaque modèle s'applique puis d'estimer par moindres carrés les paramètres physiques (élasticité, force d'adhésion, topographie, etc.) dans chaque région. Nous proposons finalement une autre approche qui modélise une courbe de force comme un mélange de signaux sources parcimonieux retardées. La recherche des signaux sources dans une image force-volume s'effectue à partir d'un grand nombre de mélanges car il y autant de mélanges que de pixels dans l'image / This thesis handles several inverse problems occurring in sparse signal processing. The main contributions include the conception of algorithms dedicated to the restoration and the separation of sparse signals, and their application to force curve approximation in Atomic Force Microscopy (AFM), where the notion of sparsity is related to the number of discontinuity points in the signal (jumps, change of slope, change of curvature).In the signal processing viewpoint, we propose sub-optimal algorithms dedicated to the sparse signal approximation problem based on the l0 pseudo-norm : the Single Best Replacement algorithm (SBR) is an iterative "forward-backward" algorithm inspired from existing Bernoulli-Gaussian signal restoration algorithms. The Continuation Single Best Replacement algorithm (CSBR) is an extension providing approximations at various sparsity levels. We also address the problem of sparse source separation from delayed mixtures. The proposed algorithm is based on the prior application of CSBR on every mixture followed by a matching procedure which attributes a label for each peak occurring in each mixture.Atomic Force Microscopy (AFM) is a recent technology enabling to measure interaction forces between nano-objects. The force-curve analysis relies on piecewise parametric models. We address the detection of the regions of interest (the pieces) where each model holds and the subsequent estimation of physical parameters (elasticity, adhesion forces, topography, etc.) in each region by least-squares optimization. We finally propose an alternative approach in which a force curve is modeled as a mixture of delayed sparse sources. The research of the source signals and the delays from a force-volume image is done based on a large number of mixtures since there are as many mixtures as the number of image pixels

Diese Arbeit beschäftigt sich mit der Theorie der sogenannten stochastischen Vorwärts-Rückwärts-Differentialgleichungen (FBSDE), welche als ein stochastisches Anologon und in gewisser Weise als eine Verallgemeinerung von parabolischen quasi-linearen partiellen Differentialgleichungen betrachtet werden können. Die Dissertation besteht aus zwei Teilen: In dem ersten entwicklen wir die Theorie der sogenannten Entkopplungsfelder für allgemeine mehrdimensionale stark gekoppelte FBSDE. Diese Theorie besteht aus Existenz- sowie Eindeutigkeitsresultaten basierend auf dem Konzept des maximalen Intervalls. Es beinhaltet darüberhinaus Werkzeuge um Regularität von konkreten Problemen zu untersuchen. Insgesamt wird die Theorie für drei Klassen von Problemen entwickelt: In dem ersten Fall werden Lipschitz-Bedingungen an die Parameter des Problems vorausgesetzt, welche zugleich vom Zufall abhängen dürfen. Die Untersuchung der beiden anderen Klassen basiert auf dem ersten. In diesen werden die Parameter als deterministisch vorausgesetzt. Gleichwohl wird die Lipschitz-Stetigkeit durch zwei verschiedene Formen der lokalen Lipschitz-Stetigkeit abgeschwächt. In dem zweiten Teil werden diese abstrakten Resultate auf drei konkrete Probleme angewendet: In der ersten Anwendung wird gezeigt wie globale Lösbarkeit von FBSDE in dem sogenannten nicht-degenerierten Fall untersucht werden kann. In der zweiten Anwendung wird die Lösbarkeit eines gekoppelten Systems gezeigt, welches eine Lösung zu dem Skorokhod''schen Einbettungproblem liefert. Die Lösung wird für den Fall einer allgemeinen nicht-linearen Drift konstruiert. Die dritte Anwendung führt auf Lösbarkeit eines komplexen gekoppelten Vorwärt-Rückwärts-Systems, aus welchem optimale Strategien für das Problem der Nutzenmaximierung in unvollständingen Märkten konstruiert werden. Das System wird in einem verhältnismäßig allgmeinen Rahmen gelöst, d.h. für eine verhältnismäßig allgemeine Klasse von Nutzenfunktion auf den reellen Zahlen. / This thesis deals with the theory of so called forward-backward stochastic differential equations (FBSDE) which can be seen as a stochastic formulation and in some sense generalization of parabolic quasi-linear partial differential equations. The thesis consist of two parts: In the first we develop the theory of so called decoupling fields for general multidimensional fully coupled FBSDE in a Brownian setting. The theory consists of uniqueness and existence results for decoupling fields on the so called the maximal interval. It also provides tools to investigate well-posedness and regularity for particular problems. In total the theory is developed for three different classes of FBSDE: In the first Lipschitz continuity of the parameter functions is required, which at the same time are allowed to be random. The other two classes we investigate are based on the theory developed for the first one. In both of them all parameter functions have to be deterministic. However, two different types of local Lipschitz continuity replace the more restrictive Lipschitz continuity of the first class. In the second part we apply these techniques to three different problems: In the first application we demonstrate how well-posedness of FBSDE in the so called non-degenerate case can be investigated. As a second application we demonstrate the solvability of a system, which provides a solution to the so called Skorokhod embedding problem (SEP) via FBSDE. The solution to the SEP is provided for the case of general non-linear drift. The third application provides solutions to a complex FBSDE from which optimal trading strategies for a problem of utility maximization in incomplete markets are constructed. The FBSDE is solved in a relatively general setting, i.e. for a relatively general class of utility functions on the real line.

Les mesures de bosons W produits en collisions pPb à une énergie dans le centre de masse de 5,02 TeV sont présentées dans le canal de désintégration muonique. Les données collectées par le détecteur CMS représentent une luminosité intégrée de 34,6 nb-1. Les sections efficaces de production ainsi que plusieurs asymétries sont mesurées en fonction de la pseudo-rapidité du muon, pour des muons ayant tous une impulsion transverse supérieure à 25 GeV/c. Ces observables sont comparées à deux paramétrisations de distributions partoniques (PDF). La première (CT10) ne considère pas de modifications nucléaires sur les PDF et les PDF de noyaux sont donc une superposition de PDF de protons libres. La seconde (EPS09) tient compte de modifications nucléaires. Les mesures obtenues confirment légèrement certaines modifications et une observable en particulier, dévie des deux paramétrisations. Les données pourraient indiquer une dépendance des PDF nucléaires en fonction de la saveur du quark de valence. / Measurements of W bosons produced in pPb collisions at nucleon-nucleon centre-of-mass energy $\sqrt{s\rm{_{NN}}}=5.02$ TeV are presented in the muon plus neutrino decay channel. The data sample of 34.6 nb-1 integrated luminosity was collected by the CMS detector. The W boson differential cross sections, lepton-charge asymmetry and forward/backward asymmetry are computed as a function of the lepton pseudorapidity, for muons of transverse momentum higher than 25 GeV/$c$. These observables are compared to two sets of parton distributions (PDF). One of two assumes nuclear modifications (EPS09) while the other is simply a superposition of free proton PDF CT10). Some of the observables deviate from expectations based on unmodified and currently available nuclear PDF. One in particular slightly deviates from both predictions which may indicates dependence of nuclear PDF as a function of the valence quark flavor.