It is increasingly recognized that banks might not be pricing adequately climate risks in the value of their loans contracts. This represents a barrier to scale up the green investments needed to align the economy to sustainability and to preserve financial stability. To overcome this barrier, climate-aligned policies, such as a revision of the microprudential banking framework (for example a Green Supporting Factor (GSF )), and the introduction of stable green fiscal policies (for example a Carbon Tax (CT )), have been advocated. However, understanding the conditions under which a GSF or a CT could represent an opportunity for scaling up green investments, while preventing trade-offs on risk for financial stability, is still insufficient. We contribute to fill this knowledge gap threefold. First, we analyse the risk transmission channels from climate-aligned policies, a GSF and a CT, to the credit market and the real economy via loans contracts. Second, we assess the reinforcing feedbacks leading to cascading macro-financial shocks. Third, we consider how banks could react to the policies, i.e., their climate sentiments. In this regard, we embed for the first- time banks climate sentiments, modelled as a non-linear adaptive forecasting function into a Stock-Flow Consistent model that represents agents and sectors of the real economy and the credit market as a network of interconnected balance sheets. Our results suggest that the GSF is not sufficient to effectively scale up green investments via a change in lending conditions to green firms. In contrast, the CT could shift the bank's loans and the green/brown firms' investments towards the green sector. Nevertheless, it could imply short-term negative transition effects on GDP growth and financial stability, according to how the policy is implemented. Finally, our results show that bank's anticipation of a climate-aligned policy, through stronger climate sentiments, could smooth the risk for financial stability and foster green investments. Thus, our results contribute to understand the conditions for the onset and the mitigation of climate-related financial risks and opportunities. / Series: Ecological Economic Papers

O gás de Bose carregado foi estudado em duas e três dimensões, sendo que no caso bidimensional foram considerados dois tipos distintos de interação: l/r e ln(r). Aplicamos a esses sistemas o método do campo auto-consistente que leva em consideração a interação de curto alcance entre os bosons através de uma correção de campo local. Por meio de cálculos numéricos auto-consistentes determinamos o fator de estrutura S(&#8594k) em um amplo intervalo de densidades. A partir de S(&#8594k) obtivemos a função de correlação dos pares, a energia do estado fundamental que é essencialmente a energia de correlação, a pressão do gás e o espectro de excitações elementares. Calculamos ainda a densidade de blindagem induzida por uma impureza carregada fixada no gás. No limite de altas densidades nossos cálculos reproduzem os resultados da teoria de perturbação de Bogoliubov. Na região de densidades intermediárias em que os sistemas são fortemente correlacionados nossos resultados apresentam uma boa concordância com cálculos baseados na aproximação de HNC e no método de Monte Carlo. Nossos resultados são em várias situações confrontados com os de RPA demonstrando que o método que utilizamos é muito mais adequado para tratar o sistema. Os sistemas bidimensionais mostraram-se mais correlacionados que o tridimensional, sendo que o gás com interação l/r é mais correlacionado que o logarítmico a altas densidades, mas na região de densidades baixas essa situação se inverte. Finalmente calculamos as funções termodinâmicas dos sistemas bi e tridimensionais a temperaturas finitas próximas do zero absoluto baseando-nos nos espectros de excitação do gás a temperatura zero. / The two and three-dimensional charged Bose gas have been studied. In the bidimensional case two different types of interaction were considered: l/r and ln(r).We have applied to these systems the self-consistent-field method, which takes into account the short range correlations between the bosons through a local-field correction. By using self-consistent numerical calculations we determinate the structure factor S(&#8594k) in a wide range of densities. From S(&#8594k) we obtained the pair-correlation function, the ground-state energy, the pressure of the gas and the spectrum of elementary excitations. In addition we calculated the screening density induced by a fixed charged impurity. In the high-density limit our calculations reproduce the results given by Bogoliubov\'s perturbation theory. In the intermediate-density region, corresponding to the strongly coupled systems, our results are in very good agreement with calculations based on HNC approximation as well as Monte Carlo method. Our results are compared in several situations with RPA results showing that the self-consistent method is much more accurate. The two-dimensional systems showed to be more correlated than the three-dimensional one; the gas with interaction l/r is also more correlated than the logarithmic one at high densities, but it begins to be less correlated than this one in the low-density region. Finally we calculated the thermodynamic functions of the two and three-dimensional systems at finite temperatures near absolute zero, based upon the gas excitation spectra at zero temperature.

It is increasingly recognized that banks might not be pricing adequately climate risks in the value of their loans contracts. This represents a barrier to scale up the green investments needed to align the economy to sustainability and to preserve financial stability. To overcome this barrier, climate-aligned policies, such as a revision of the microprudential banking framework (for example a Green Supporting Factor (GSF )), and the introduction of stable green fiscal policies (for example a Carbon Tax (CT )), have been advocated. However, understanding the conditions under which a GSF or a CT could represent an opportunity for scaling up green investments, while preventing trade-offs on risk for financial stability, is still insufficient. We contribute to fill this knowledge gap threefold. First, we analyse the risk transmission channels from climate-aligned policies, a GSF and a CT, to the credit market and the real economy via loans contracts. Second, we assess the reinforcing feedbacks leading to cascading macro-financial shocks. Third, we consider how banks could react to the policies, i.e., their climate sentiments. In this regard, we embed for the first- time banks climate sentiments, modelled as a non-linear adaptive forecasting function into a Stock-Flow Consistent model that represents agents and sectors of the real economy and the credit market as a network of interconnected balance sheets. Our results suggest that the GSF is not sufficient to effectively scale up green investments via a change in lending conditions to green firms. In contrast, the CT could shift the bank's loans and the green/brown firms' investments towards the green sector. Nevertheless, it could imply short-term negative transition effects on GDP growth and financial stability, according to how the policy is implemented. Finally, our results show that bank's anticipation of a climate-aligned policy, through stronger climate sentiments, could smooth the risk for financial stability and foster green investments. Thus, our results contribute to understand the conditions for the onset and the mitigation of climate-related financial risks and opportunities. / Series: Ecological Economic Papers

<div>Incompressible single-phase and two-phase flows are widely encountered in and underlie many engineering applications. In this thesis, we aim to develop efficient methods and algorithms for numerical simulations of these classes of problems. Specically, we present two schemes: (1) a modied consistent splitting scheme for incompressible single-phase flows with open/out flow boundaries; (2) a three-dimensional hybrid spectral element-Fourier spectral method for wall-bounded two-phase flows.</div><div><br></div><div><div>In the first part of this thesis, we present a modied consistent splitting type scheme together with a family of energy stable outflow boundary conditions for incompressible single-phase outflow simulations. The key distinction of this scheme lies</div><div>in the algorithmic reformulation of the viscous term, which enables the simulation of outflow problems on severely-truncated domains at moderate to high Reynolds numbers. In contrast, the standard consistent splitting scheme is observed to exhibit a numerical instability even at relatively low Reynolds numbers, and this numerical instability is in addition to the backflow instability commonly known to be associated with strong vortices or backflows at the outflow boundary. Extensive numerical experiments are presented for a range of Reynolds numbers to demonstrate the effectiveness and accuracy of the proposed algorithm for this class of flows.</div></div><div><br></div><div><div>In the second part of this thesis, we present a numerical algorithm within the phase-field framework for simulating three-dimensional (3D) incompressible two-phase flows in flow domains with one homogeneous direction. In this numerical method, we represent the flow variables using Fourier spectral expansions along the homogeneous direction and C0 spectral element expansions in the other directions. This is followed by using fast Fourier transforms so that the solution to the 3D problem is obtained by solving a set of decoupled equations about the Fourier modes for each flow variable. The computations for solving these decoupled equations are performed in parallel to effciently simulate the 3D two-phase</div><div>ows. Extensive numerical experiments are presented to demonstrate the performance and the capabilities of the scheme in simulating this class of flows.</div></div>

Physically-based rendering in Computer Graphics requires the knowledge of material properties other than 3D shapes, textures and colors, in order to solve the rendering equation. A number of material models have been developed, since no model is currently able to reproduce the full range of available materials. Although only few material models have been widely adopted in current rendering systems, the lack of standardisation causes several issues in the 3D modelling workflow, leading to a heavy tool dependency of material appearance. In industry, final decisions about products are often based on a virtual prototype, a crucial step for the production pipeline, usually developed by a collaborations among several departments, which exchange data. Unfortunately, exchanged data often tends to differ from the original, when imported into a different application. As a result, delivering consistent visual results requires time, labour and computational cost. This thesis begins with an examination of the current state of the art in material appearance representation and capture, in order to identify a suitable strategy to tackle material appearance consistency. Automatic solutions to this problem are suggested in this work, accounting for the constraints of real-world scenarios, where the only available information is a reference rendering and the renderer used to obtain it, with no access to the implementation of the shaders. In particular, two image-based frameworks are proposed, working under these constraints. The first one, validated by means of perceptual studies, is aimed to the remapping of BRDF parameters and useful when the parameters used for the reference rendering are available. The second one provides consistent material appearance across different renderers, even when the parameters used for the reference are unknown. It allows the selection of an arbitrary reference rendering tool, and manipulates the output of other renderers in order to be consistent with the reference.

A presente dissertação tem por objetivo discutir diferentes aspectos de um método de modelagem econômica conhecido por Modelos Stock-Flow Consistent (SFC). Essa classe de modelos tem como principais características a presença de matrizes que representam os balanços patrimoniais dos setores modelados, bem como os fluxos de transações e de fundos financeiros. A primeira etapa do trabalho consiste em analisar as origens dos modelos SFC, apresentando os trabalhos que precederam as primeiras formulações. Em seguida, é feito um survey completo da literatura SFC corrente. Essas duas etapas são realizadas através de uma revisão bibliográfica de artigos, working papers, teses e dissertações. A terceira etapa do trabalho consiste em discutir aspectos metodológicos da modelagem SFC, em especial a modelagem de equações comportamentais de expectativas. Por fim, um modelo SFC é elaborado com o objetivo de analisar o comportamento de uma economia sob quatro regimes fiscais diferentes: (i) balanço equilibrado; (ii) meta de gastos do governo como proporção do PIB; (iii) meta de déficit do governo como proporção do PIB; (iv) meta de dívida pública como proporção do PIB. O comportamento em estado estacionário desses regimes é analisado, bem como sua resiliência a choques. Entre as conclusões, percebeu-se que o segundo regime apresenta a maior taxa de crescimento no steady state, além de ser mais resiliente a choques negativos. / The general goal of this dissertation is to discuss different dimensions of a class of Post-Keynesian models known as Stock-Flow Consistent Models. The main features of these models are: (i) the presence of balance sheets matrices of the sectors to be modeled, guaranteeing the consistency in the economic stocks; (ii) the flow of funds matrix, that records the real and financial transactions of the economy. The first step of the work is to analyze the origins of the SFC models, presenting the works that preceded the first elaborations. Next to it, the current SFC literature is surveyed. These two steps are accomplished by means of a survey of the literature in academic journals, working papers, dissertations and thesis. The third step of the work is a discussion of methodological issues such as the role of expectations in the behavioral functions for consumption. Finally, the fourth step consists of elaborating a SFC model in order to analyze four fiscal policy regimes: (i) balanced budget, (ii) a target for government’s expenditures , (iii) a target for government deficit, and (iv) a target for government debt. The steady state behavior of each regime is analyzed, as well as its resilience to adverse shocks. The second regime is the one with the higher steady state growth rate and also is the more resilient to negative shocks.

This dissertation presents a new inverse consistent image registration (ICIR) method called boundary-constrained inverse consistent image registration (BICIR). ICIR algorithms jointly estimate the forward and reverse transformations between two images while minimizing the inverse consistency error (ICE). The ICE at a point is defined as the distance between the starting and ending location of a point mapped through the forward transformation and then the reverse transformation. The novelty of the BICIR method is that a region of interest (ROI) in one image is registered with its corresponding ROI. This is accomplished by first registering the boundaries of the ROIs and then matching the interiors of the ROIs using intensity registration. The advantages of this approach include providing better registration at the boundary of the ROI, eliminating registration errors caused by registering regions outside the ROI, and theoretically minimizing computation time since only the ROIs are registered. The first step of the BICIR algorithm is to inverse consistently register the boundaries of the ROIs. The resulting forward and reverse boundary transformations are extended to the entire ROI domains using the Element Free Galerkin Method (EFGM). The transformations produced by the EFGM are then made inverse consistent by iteratively minimizing the ICE. These transformations are used as initial conditions for inverse-consistent intensity-based registration of the ROI interiors. Weighted extended B-splines (WEB-splines) are used to parameterize the transformations. WEB-splines are used instead of B-splines since WEB-splines can be defined over an arbitrarily shaped ROI. Results are presented showing that the BICIR method provides better registration of 2D and 3D anatomical images than the small-deformation, inverse-consistent, linear-elastic (SICLE) image registration algorithm which registers entire images. Specifically, the BICIR method produced registration results with lower similarity cost, reduced boundary matching error, increased ROI relative overlap, and lower inverse consistency error than the SICLE algorithm.

Generality, representation, and control have been the central issues in machine recognition. Model-based recognition is the search for consistent matches of the model and image features. We present a comparative framework for the evaluation of different approaches, particularly those of ACRONYM, RAF, and Ikeuchi et al. The strengths and weaknesses of these approaches are discussed and compared and the remedies are suggested. Various tradeoffs made in the implementations are analyzed with respect to the systems' intended task-domains. The requirements for a versatile recognition system are motivated. Several directions for future research are pointed out.

Texture evolution of depleted uranium is investigated using a viscoplastic self-consistent model. Depleted uranium, which has the same structure as alpha-uranium, is difficult to model as it has an orthorhombic symmetry structure, as well as many twin systems which must be addressed in order to properly simulate the textural evolution. The VPSC method allowed for a flexible model which could not only encompass the low symmetry component but also the twinning components of depleted uranium. The model focuses on the viscoplastic regime only, neglecting the elastic regime of deformation, and uses a self-consistent method to solve the model. Different deformation processes, such as torsion, rolling, and swaging, are simulated and the theoretical textures, plotted as pole figures or inverse pole figures, are compared with previous experimental textures found for alpha uranium from previous experimental sources. A specific twin system, the (176)[512] system, is also given special consideration. This twin system is a dominant deformation mode for alpha uranium at high strain rates, but is quite elusive in general. Different deformation processes are compared where this twin system is active and not active. This allows comparison on the effect of this twin on the overall texture of depleted uranium. In addition, a sample of depleted uranium from Y12 which was analyzed for (176)[512] twins is compared to theoretical results from a VPSC simulation where the (176)[512] twin is active.

A condensed multigroup formulation is developed which maintains direct consistency with the continuous energy or fine-group structure, exhibiting the accuracy of the detailed energy spectrum within the coarse-group calculation. Two methods are then developed which seek to invert the condensation process turning the standard one-way condensation (from fine-group to coarse-group) into the first step of a two-way iterative process. The first method is based on the previously published Generalized Energy Condensation, which established a framework for obtaining the fine-group flux by preserving the flux energy spectrum in orthogonal energy expansion functions, but did not maintain a consistent coarse-group formulation. It is demonstrated that with a consistent extension of the GEC, a cross section recondensation scheme can be used to correct for the spectral core environment error. A more practical and efficient new method is also developed, termed the "Subgroup Decomposition (SGD) Method," which eliminates the need for expansion functions altogether, and allows the fine-group flux to be decomposed from a consistent coarse-group flux with minimal additional computation or memory requirements. In addition, a new whole-core BWR benchmark problem is generated based on operating reactor parameters in 2D and 3D, and a set of 1D benchmark problems is developed for a BWR, PWR, and VHTR core.