Return on Capital Employed (ROCE) is a popular financial instrument and communication tool for the appraisal of companies. Often, companies management and other practitioners use untested rules and behavioural approach when investigating the key determinants of ROCE, instead of the scientific statistical paradigm. The aim of this dissertation was to identify and quantify key determinants of ROCE of individual companies listed on the Johannesburg Stock Exchange (JSE), by comparing classical multiple linear regression, principal components regression, generalized least squares regression, and robust maximum likelihood regression approaches in order to improve companies decision making. Performance indicators used to arrive at the best approach were coefficient of determination ( ), adjusted ( , and Mean Square Residual (MSE). Since the ROCE variable had positive and negative values two separate analyses were done. The classical multiple linear regression models were constructed using stepwise directed search for dependent variable log ROCE for the two data sets. Assumptions were satisfied and problem of multicollinearity was addressed. For the positive ROCE data set, the classical multiple linear regression model had a of 0.928, an of 0.927, a MSE of 0.013, and the lead key determinant was Return on Equity (ROE),with positive elasticity, followed by Debt to Equity (D/E) and Capital Employed (CE), both with negative elasticities. The model showed good validation performance. For the negative ROCE data set, the classical multiple linear regression model had a of 0.666, an of 0.652, a MSE of 0.149, and the lead key determinant was Assets per Capital Employed (APCE) with positive effect, followed by Return on Assets (ROA) and Market Capitalization (MC), both with negative effects. The model showed poor validation performance. The results indicated more and less precision than those found by previous studies. This suggested that the key determinants are also important sources of variability in ROCE of individual companies that management need to work with. To handle the problem of multicollinearity in the data, principal components were selected using Kaiser-Guttman criterion. The principal components regression model was constructed using dependent variable log ROCE for the two data sets. Assumptions were satisfied. For the positive ROCE data set, the principal components regression model had a of 0.929, an of 0.929, a MSE of 0.069, and the lead key determinant was PC4 (log ROA, log ROE, log Operating Profit Margin (OPM)) and followed by PC2 (log Earnings Yield (EY), log Price to Earnings (P/E)), both with positive effects. The model resulted in a satisfactory validation performance. For the negative ROCE data set, the principal components regression model had a of 0.544, an of 0.532, a MSE of 0.167, and the lead key determinant was PC3 (ROA, EY, APCE) and followed by PC1 (MC, CE), both with negative effects. The model indicated an accurate validation performance. The results showed that the use of principal components as independent variables did not improve classical multiple linear regression model prediction in our data. This implied that the key determinants are less important sources of variability in ROCE of individual companies that management need to work with. Generalized least square regression was used to assess heteroscedasticity and dependences in the data. It was constructed using stepwise directed search for dependent variable ROCE for the two data sets. For the positive ROCE data set, the weighted generalized least squares regression model had a of 0.920, an of 0.919, a MSE of 0.044, and the lead key determinant was ROE with positive effect, followed by D/E with negative effect, Dividend Yield (DY) with positive effect and lastly CE with negative effect. The model indicated an accurate validation performance. For the negative ROCE data set, the weighted generalized least squares regression model had a of 0.559, an of 0.548, a MSE of 57.125, and the lead key determinant was APCE and followed by ROA, both with positive effects.The model showed a weak validation performance. The results suggested that the key determinants are less important sources of variability in ROCE of individual companies that management need to work with. Robust maximum likelihood regression was employed to handle the problem of contamination in the data. It was constructed using stepwise directed search for dependent variable ROCE for the two data sets. For the positive ROCE data set, the robust maximum likelihood regression model had a of 0.998, an of 0.997, a MSE of 6.739, and the lead key determinant was ROE with positive effect, followed by DY and lastly D/E, both with negative effects. The model showed a strong validation performance. For the negative ROCE data set, the robust maximum likelihood regression model had a of 0.990, an of 0.984, a MSE of 98.883, and the lead key determinant was APCE with positive effect and followed by ROA with negative effect. The model also showed a strong validation performance. The results reflected that the key determinants are major sources of variability in ROCE of individual companies that management need to work with. Overall, the findings showed that the use of robust maximum likelihood regression provided more precise results compared to those obtained using the three competing approaches, because it is more consistent, sufficient and efficient; has a higher breakdown point and no conditions. Companies management can establish and control proper marketing strategies using the key determinants, and results of these strategies can see an improvement in ROCE. / Mathematical Sciences / M. Sc. (Statistics)

Il existe des situations de modélisation statistique pour lesquelles le problème classique de classification non supervisée (c'est-à-dire sans information a priori sur la nature ou le nombre de classes à constituer) se double d'un problème d'identification des variables réellement pertinentes pour déterminer la classification. Cette problématique est d'autant plus essentielle que les données dites de grande dimension, comportant bien plus de variables que d'observations, se multiplient ces dernières années : données d'expression de gènes, classification de courbes... Nous proposons une procédure de sélection de variables pour la classification non supervisée adaptée aux problèmes de grande dimension. Nous envisageons une approche par modèles de mélange gaussien, ce qui nous permet de reformuler le problème de sélection des variables et du choix du nombre de classes en un problème global de sélection de modèle. Nous exploitons les propriétés de sélection de variables de la régularisation l1 pour construire efficacement, à partir des données, une collection de modèles qui reste de taille raisonnable même en grande dimension. Nous nous démarquons des procédures classiques de sélection de variables par régularisation l1 en ce qui concerne l'estimation des paramètres : dans chaque modèle, au lieu de considérer l'estimateur Lasso, nous calculons l'estimateur du maximum de vraisemblance. Ensuite, nous sélectionnons l'un des ces estimateurs du maximum de vraisemblance par un critère pénalisé non asymptotique basé sur l'heuristique de pente introduite par Birgé et Massart. D'un point de vue théorique, nous établissons un théorème de sélection de modèle pour l'estimation d'une densité par maximum de vraisemblance pour une collection aléatoire de modèles. Nous l'appliquons dans notre contexte pour trouver une forme de pénalité minimale pour notre critère pénalisé. D'un point de vue pratique, des simulations sont effectuées pour valider notre procédure, en particulier dans le cadre de la classification non supervisée de courbes. L'idée clé de notre procédure est de n'utiliser la régularisation l1 que pour constituer une collection restreinte de modèles et non pas aussi pour estimer les paramètres des modèles. Cette étape d'estimation est réalisée par maximum de vraisemblance. Cette procédure hybride nous est inspirée par une étude théorique menée dans une première partie dans laquelle nous établissons des inégalités oracle l1 pour le Lasso dans les cadres de régression gaussienne et de mélange de régressions gaussiennes, qui se démarquent des inégalités oracle l0 traditionnellement établies par leur absence totale d'hypothèse. / This thesis deals with variable selection for clustering. This problem has become all the more challenging since the recent increase in high-dimensional data where the number of variables can largely exceeds the number of observations (DNA analysis, functional data clustering...). We propose a variable selection procedure for clustering suited to high-dimensional contexts. We consider clustering based on finite Gaussian mixture models in order to recast both the variable selection and the choice of the number of clusters into a global model selection problem. We use the variable selection property of l1-regularization to build a data-driven model collection in a efficient way. Our procedure differs from classical procedures using l1-regularization as regards the estimation of the mixture parameters: in each model of the collection, rather than considering the Lasso estimator, we calculate the maximum likelihood estimator. Then, we select one of these maximum likelihood estimators by a non-asymptotic penalized criterion. From a theoretical viewpoint, we establish a model selection theorem for maximum likelihood estimators in a density estimation framework with a random model collection. We apply it in our context to determine a convenient penalty shape for our criterion. From a practical viewpoint, we carry out simulations to validate our procedure, for instance in the functional data clustering framework. The basic idea of our procedure, which consists in variable selection by l1-regularization but estimation by maximum likelihood estimators, comes from theoretical results we establish in the first part of this thesis: we provide l1-oracle inequalities for the Lasso in the regression framework, which are valid with no assumption at all contrary to the usual l0-oracle inequalities in the literature, thus suggesting a gap between l1-regularization and l0-regularization.

La terre compactée est considérée comme un mélange granulaire dans lequel l'argile joue un rôle de liant mais cette dernière exhibe une forte interaction avec l'eau. Pendant la durée de vie en service, la terre compactée est soumise aux changements de l’humidité relative. En raison de ces changements des conditions ambiantes perpétuels, la teneur en eau dans la terre varie, impactant leur performance mécanique. Le présent travail a ainsi pour but d’étudier l’impact de l’humidité relative et de la teneur d'argile sur le comportement mécanique de la terre compactée. Il se réalisera au travers d’études expérimentales et d'une modélisation constitutive. Dans la première partie de cette thèse, quatre terres régionales de provenances et de teneurs d'argile différentes sont identifiées. Une étude comparative a été réalisée entre le double compactage statique et le compactage dynamique. En parallèle, trois types d'essais spécifiques : essais de succion par la méthode de papier-filtre, essais de retrait et essais d'absorption d'eau, ont été menés pour donner des indications préliminaires quant aux effets d'interaction entre l'eau et l'argile. Dans la deuxième partie, l’impact de l’humidité relative et de la teneur d'argile sur le comportement de cisaillement a été étudié, prenant en compte des cycles de chargement-déchargement. En adoptant une définition particulière de la contrainte effective de Bishop, il a également été observé que les états de rupture dans le plan (p'-q) pour tous les échantillons sont alignés approximativement à une ligne droite unique passant par l'origine, quelque soit la succion et la pression de confinement. Sur la base des résultats expérimentaux, un nouveau modèle constitutif a été développé pour la simulation du comportement mécanique de la terre compactée. Ce nouveau modèle a ainsi été formulé dans la cadre de la mécanique de l'endommagement des milieux continus et de la théorie de Bounding Surface Plasticity. / Compacted earth is regarded as a granular mixture in which clay plays a role of binder but it also exhibits an important interaction with water. During their service life, compacted earth can be subject to large changes in relative humidity. Those perpetual changes of environmental conditions induce continuous changes of water content of the earth that impact significantly its mechanical performances. The present work aimes at studying the mechanical behavior of compacted earth with respect to relative humidity and clay content. It involves an extensive experimental study and a constitutive modelling. In the first part of this thesis, four kinds of local earth are identified with different clay contents. A comparison of compaction method was then conducted between a double static compaction and dynamic compaction. Three types of specific tests: suction test by filter paper method, shrinkage test and sorption-desorption test were carried out, thereby providing a preliminary insight on the interaction effects between clay and water. In the second part, the impact of clay and moisture contents on the shear behavior of compacted earth was investigated taking into account loading-unloading cycles. Adopting a particular definition of Bishop's effective stress, failure states of all samples were observed to lie approximately on a unique failure line crossing the origin in the (p'-q) plane regardless of matric suction and confining pressure. Finally, based on the above experimental results, a new constitutive model was proposed, based on the theories of Bounding Surface Plasticity and continuum damage mechanics, aiming to simulate mechanical behaviour of compacted earth.

Este trabalho propõe um método transdisciplinar de pesquisa para servir como modelo para estudos, investigações e pesquisas transdisciplinares, utilizando um critério denominado: estatístico-matemático-filosófico. Este método transdisciplinar, denominado método das intersecções foi aplicado: na reconstrução de alguns conceitos tabacológicos; na revisão de pressupostos da tabacologia; em descobertas que trazem novas hipóteses sobre a origem do tabaco e de sua utilização; na investigação sobre a utilização saudável e sobre o uso patológico do tabaco; nos diagnósticos, prognósticos e tratamentos bioecopsicosocioespirituais do tabagismo; na construção do Teste Projetivo e Transdisciplinar de Tabagismo (TPTT) e na prétestagem formal deste instrumento. Algumas conclusões destes estudos podem ser sintetizadas das seguintes formas: 1ª) Algumas descobertas científicas apontam para a origem do tabaco, e de sua utilização, a partir de, pelo menos, 3.200 anos atrás, na civilização egípcia; 2ª) Além da utilização patológica, denominada tabagismo, existem formas saudáveis de consumo do tabaco; 3ª) Os diagnósticos, prognósticos e formas de tratamento do tabagismo podem ser realizados de acordo com o modelo bioecopsicosocioespiritual, que considera as perspectivas: biológica, ecológica, psicológica, sociológica e espiritualista, ampliando a observação e a atuação diante deste problema. 4ª) A pré-testagem formal do Teste Projetivo e Transdisciplinar de Tabagismo (TPTT) demonstrou a possibilidade deste instrumento se constituir em ferramenta útil para se descobrir o índice geral de tabagismo, bem como para se encontrar as perspectivas preponderantes para tal compulsão ou consumo exagerado, e também as motivações que levam à tal utilização do tabaco / This dissertation suggest a transdisciplinary method of research in order to serve as a model in transdisciplinary studies, investigations and researches, utilizing a criterion called: statistics-mathematics-philosophical. This transdisciplinary method called intersections method was applied: in the reconstruction of some concepts of tabacology; in the revision of some assumptions in tabacology; in discoveries that brings new hypothesis about the origin of tobacco and its uses; in the investigation about the healthy and pathologic use of tobacco; in the bioecopsychosocialspiritual diagnostics, forecasts and treatments of tabagism; in the construction of the Projective and Transdisciplinary Test of Tabagism (PTTT) and in the formal pre-testing of this instrument. Some conclusions of these researches can be summarized as follows: 1ª)Some scientific discoveries indicates an origin of tobacco and its uses from 3.200 years ago, at least, in egyptian civilization. 2ª) Besides of the pathologic use called tabagism there are healthy ways of consumption of tobacco. 3ª) The diagnostics, forecasts and treatments of tabagism can be done following the bioecopsychosocialspiritual model that consider the perspectives: biological, ecological, psychological, sociological e spiritualistic, extending the observation and acting over this problem. 4ª) The formal pre-testing of the Projective and Transdisciplinary Test of Tabagism (PTTT) show the possibility of this instrument became a useful tool to find out the general index of tabagism and to achieve the prevalent perspective of this compulsion or overdose and the motivations in order to use tobacco in this way

Objetivo. Examinar a pertinência de utilização de abordagem multicritério como ferramenta de planejamento em reúso de água. Metodologia. As etapas são: (1) levantamento bibliográfico; (2) caracterização do Distrito Federal (área de estudo); (3) definir as áreas passíveis de serem irrigadas com água de reúso por sobreposição de mapas temáticos; (4) trabalho com decisores; (5) utilização do Método ELECTRE III; (6) apresentar e discutir resultados; (7) avaliar o trabalho desenvolvido. Resultados: (1) Os esgotos sanitários tratados de todas as estações de tratamento de esgotos (ETEs) não apresentaram qualidade satisfatória para irrigação irrestrita. Sugere-se seu uso na irrigação das grandes culturas do Distrito Federal (DF): milho, soja, café e trigo; (2) identificaram-se seis alternativas relacionadas às ETEs para se realizar reúso no Distrito Federal: Brazlândia, Samambaia/Melchior, Gama, Sul, Planaltina e São Sebastião; (3) as seis alternativas têm capacidade para irrigar todos os canteiros ornamentais, como também 4.268 ha de áreas agrícolas - correspondentes a 38% das áreas irrigadas das grandes culturas do DF; (4) Após a aplicação do Método ELECTRE III, as alternativas mais vantajosas relacionaram-se às ETEs Sul e Samambaia/Melchior. Conclusões: (1) a implementação do reúso de água no DF deve ser considerada no gerenciamento dos recursos hídricos; (2) a abordagem multicritério mostrou-se ferramenta apropriada ao planejamento em reúso de água; (3) o Método ELECTRE III adequou-se ao problema e foi sensível às preferências dos decisores. / Objective. To examine the relevance of adopting the multi-criterion approach as a planning tool when water is reused. Methods. It consisted of the following stages: (1) a bibliographical survey; (2) description of the Federal District (area under study); (3) determining the areas liable to irrigation with reused water by overlaying thematic maps: (4) working with decision makers; (5) applying the ELECTRE III Method; (6) presenting and discussing results; (7) assessing the work undertaken. Results: (1)The quality of the sewage treated in all the wastewater treatment plants (WTPs) was found to be unsuitable for unrestricted irrigation. It was suggested that it be reused in irrigating the Federal District´s major crops: maize, soy bean, coffee and wheat; (2) six alternatives, with regard to wastewater treatment plants, were identified for undertaking water reuse in the Federal District: Brazlândia, Samambaia/Melchior, Gama, Sul, Planaltina and São Sebastião; (3) the six alternatives are capable of irrigating all public flower beds, as well as 4,268 hectares of farmland - representing 38% of the Federal District´s irrigated lands under major crop cultivation; (4) after applying the ELECTRE III Method, the most advantageous alternatives were those related to Sul and Samambaia/Melchior wastewater treatment plants. Conclusions: (1) water reuse should be considered in water resources management in the Federal District; (2) the multi-criterion approach proved to be a suitable tool when planning water reuse; (3) the ELECTRE III Method was a suitable solution to the problem and met the requirements of the decision makers.

O interesse pela quantificação da biomassa florestal vem crescendo muito nos últimos anos, sendo este crescimento relacionado diretamente ao potencial que as florestas tem em acumular carbono atmosférico na sua biomassa. A biomassa florestal pode ser acessada diretamente, por meio de inventário, ou através de modelos empíricos de predição. A construção de modelos de predição de biomassa envolve a mensuração das variáveis e o ajuste e seleção de modelos estatísticos. A partir de uma amostra destrutiva de de 200 indivíduos de dez essências florestais distintas advindos da região de Linhares, ES., foram construídos modelos de predição empíricos de biomassa aérea visando futuro uso em projetos de reflorestamento. O processo de construção dos modelos consistiu de uma análise das técnicas de obtenção dos dados e de ajuste dos modelos, bem como de uma análise dos processos de seleção destes a partir do critério de Informação de Akaike (AIC). No processo de obtenção dos dados foram testadas a técnica volumétrica e a técnica gravimétrica, a partir da coleta de cinco discos de madeira por árvore, em posições distintas no lenho. Na técnica gravimétrica, estudou-se diferentes técnicas de composição do teor de umidade dos discos para determinação da biomassa, concluindo-se como a melhor a que utiliza a média aritmética dos discos da base, meio e topo. Na técnica volumétrica, estudou-se diferentes técnicas de composição da densidade do tronco com base nas densidades básicas dos discos, concluindo-se que em termos de densidade do tronco, a média aritmética das densidades básicas dos cinco discos se mostrou como melhor técnica. Entretanto, quando se multiplica a densidade do tronco pelo volume deste para obtenção da biomassa, a utilização da densidade básica do disco do meio se mostrou superior a todas as técnicas. A utilização de uma densidade básica média da espécie para determinação da biomassa, via técnica volumétrica, se apresentou como uma abordagem inferior a qualquer técnica que utiliza informação da densidade do tronco das árvores individualmente. Por fim, sete modelos de predição de biomassa aérea de árvores considerando seus diferentes compartimentos foram ajustados, a partir das funções de Spurr e Schumacher-Hall, com e sem a inclusão da altura como variável preditora. Destes modelos, quatro eram gaussianos e três eram lognormais. Estes mesmos sete modelos foram ajustados incluindo a medida de penetração como variável preditora, totalizando quatorze modelos testados. O modelo de Schumacher-Hall se mostrou, de maneira geral, superior ao modelo de Spurr. A altura só se mostrou efetiva na explicação da biomassa das árvores quando em conjunto com a medida de penetração. Os modelos selecionados foram do grupo que incluíram a medida de penetração no lenho como variável preditora e , exceto o modelo de predição da biomassa de folhas, todos se mostraram adequados para aplicação na predição da biomassa aérea em áreas de reflorestamento. / Forest biomass measurement implies a destructive procedure, thus forest inventories and biomass surveys apply indirect procedure for the determination of biomass of the different components of the forest (wood, branches, leaves, roots, etc.). The usual approch consists in taking a destructive sample for the measurment of trees attributes and an empirical relationship is established between the biomass and other attributes that can be directly measured on standing trees, e.g., stem diameter and tree height. The biomass determination of felled trees can be achived by two techniques: the gravimetric technique, that weights the components in the field and take a sample for the determination of water content in the laboratory; and the volumetric technique, that determines the volume of the component in the field and take a sample for the determination of the wood specific gravity (wood basic density) in the laboratory. The gravimetric technique applies to all components of the trees, while the volumetric technique is usually restricted to the stem and large branches. In this study, these two techniques are studied in a sample fo 200 trees of 10 different species from the region of Linhares, ES. In each tree, 5 cross-sections of the stem were taken to investigate the best procedure for the determination of water content in gravimetric technique and for determination of the wood specific gravity in the volumetric technique. Also, Akaike Information Criterion (AIC) was used to compare different statistical models for the prediction o tree biomass. For the stem water content determination, the best procedure as the aritmetic mean of the water content from the cross-sections in the base, middle and top of the stem. In the determination of wood specific gravity, the best procedure was the aritmetic mean of all five cross-sections discs of the stem, however, for the determination of the biomass, i.e., the product of stem volume and wood specific gravity, the best procedure was the use of the middle stem cross-section disc wood specific gravity. The use of an average wood specific gravity by species showed worse results than any procedure that used information of wood specific gravity at individual tree level. Seven models, as variations of Spurr and Schumacher-Hall volume equation models, were tested for the different tree components: wood (stem and large branches), little branches, leaves and total biomass. In general, Schumacher-Hall models were better than Spurr based models, and models that included only diameter (DBH) information performed better than models with diameter and height measurements. When a measure of penetration in the wood, as a surrogate of wood density, was added to the models, the models with the three variables: diameter, height and penetration, became the best models.

Esta Dissertação aborda o Problema de Alocação de Aulas a Salas (PAAS), também conhecido como Problema de Alocação de Salas (PAS). As instituições de ensino superior, no começo de seus calendários letivos, resolvem um PAAS ao determinar os espaços a serem utilizados para as atividades didáticas. Porém, em muitas destas instituições o PAAS é ainda resolvido manualmente, gerando altas cargas de trabalho para os responsáveis. Neste trabalho, o Instituto de Ciências Matemáticas e de Computação (ICMC) da Universidade de São Paulo (USP) foi tomado como caso de estudo para o PAAS. Um modelo de programação matemática inteiro é proposto e abordado por técnicas de resolução exata, metaheurísticas mono-objetivo e uma abordagem multi-objetivo. Uma estrutura de vizinhança proposta obteve resultados comparáveis à da metodologia exata, para um tempo fixo de execução. Demonstra-se que, a abordagem multi-objetivo é uma possibilidade de contornar algumas dificuldades clássicas do problema, como incertezas sobre a escolha dos pesos das métricas. Os métodos de solução propostos para o problema fornecem, aos responsáveis, bons instrumentos de auxílio à tomada de decisão para o PAAS. / This Dissertation addresses the Classroom Assignment Problem (CAP). All Higher Education Institutes, at the schoolyear\'s begin, faces a CAP to define where the classes will be taught. However, many of those still solves this problem manually, demanding high efforts from the responsible staff. In this study, the Universidade de São Paulo\'s (USP) Instituto de Ciências Matemáticas e de Computação (ICMC) was tackled as study case for the CAP. An Integer Programming Model is proposed and tackled by exact methods, meta-heuristics and a multi-objective approach. A novel neighborhood operator is proposed for the local search and obtains good results, even comparable to the exact method. The multi-objective approach is shown to overcome some of the classical adversity of the mono-objective approach, e.g., choosing weights to quality metric. Those CAP\'s proposed solution methods, gives the responsible staff a good decision making support.

L'orientation énergétique actuelle vers le développement de systèmes électriques isolés, s'est traduit par l'établissement de nouvelles directives sur les performances et la fiabilité des structures de puissance mises en oeuvre, en particulier ceux à base d'énergies renouvelables. C'est dans ce contexte que s'inscrivent ces travaux de thèse, qui aboutissent à l'élaboration de nouveaux outils destinés à l'amélioration de la qualité d'énergie et de la stabilité d'un micro-réseau autonome. Concernant l'optimisation énergétique des interfaces de conversion pour un réseau autonome, nous avons développé de nouveaux algorithmes de commande basés sur le concept de platitude des systèmes différentiels. L'avantage de cette technique réside dans la possibilité d'implémentation de régulateurs à une boucle. Cela garantit des propriétés dynamiques élevées en asservissement et en régulation. De plus, une prédiction exacte de l'évolution des variables d'états du système est possible. Concernant la stabilité des micro-réseaux autonomes, nous avons proposé des outils pour traiter les phénomènes d'instabilités, causés notamment par la perte d'informations de charges et par le phénomène de résonance des filtres d'interconnexion / The actual electrical energy demand focuses on the development of stand-alone electrical systems which leads to the definition of new directives on performances and reliability of the electrical structures, especially those based on renewable energy. The main objective of this work concerns the development of new tools to improve the power quality and the stability of autonomous micro-grid systems. In this aim, new control algorithms based on the concept of differential flatness have been developed. The main advantage of the proposed technique is the possibility of implementing one loop controllers ensuring high dynamic properties. In the same time, it allows accurate prediction of the evolution of all state variables of the system. Concerning the stability of the autonomous micro-grid systems, we proposed tools to deal with instability phenomena either caused by the loss of load information and the resonance phenomenon of the passive filters

La thèse vise à intégrer des critères de transition dans le solveur Navier-Stokes non structuré Aether utilisé chez Dassault Aviation. Une méthodologie de prévision de la transition laminaire/turbulent a été élaborée et implémentée dans le solveur RANS Aether. Deux stratégies de calcul de transition ont été testées. Soit Aether est couplé avec le code de couche limite de l’ONERA 3C3D. Soit la position de transition est calculée en utilisant directement les profils de vitesse RANS. Les deux méthodes ont été testées pour des écoulements subsoniques et transsoniques. L’influence des solveurs numériques, des critères de transition et du processus de couplage sont étudiés. L’utilisation de schémas numériques d’ordre élevé est également considérée. / This thesis present the state-of-the-art of the transition prediction numerical chain which has been developed at Dassault Aviation in the RANS solver AETHER. Two strategies for transition location estimations exist. First, AETHER is coupled with the ONERA boundary layer code 3C3D. Second, the transition location is computed by using directly the RANS velocity profiles. Both methods were preliminarily tested in subsonic and transonic. The issues of the influence of the numerical solvers, transition onset criteria and coupling process are studied. The influence of higher order numerical method, are also considered.

Objetivo. Examinar a pertinência de utilização de abordagem multicritério como ferramenta de planejamento em reúso de água. Metodologia. As etapas são: (1) levantamento bibliográfico; (2) caracterização do Distrito Federal (área de estudo); (3) definir as áreas passíveis de serem irrigadas com água de reúso por sobreposição de mapas temáticos; (4) trabalho com decisores; (5) utilização do Método ELECTRE III; (6) apresentar e discutir resultados; (7) avaliar o trabalho desenvolvido. Resultados: (1) Os esgotos sanitários tratados de todas as estações de tratamento de esgotos (ETEs) não apresentaram qualidade satisfatória para irrigação irrestrita. Sugere-se seu uso na irrigação das grandes culturas do Distrito Federal (DF): milho, soja, café e trigo; (2) identificaram-se seis alternativas relacionadas às ETEs para se realizar reúso no Distrito Federal: Brazlândia, Samambaia/Melchior, Gama, Sul, Planaltina e São Sebastião; (3) as seis alternativas têm capacidade para irrigar todos os canteiros ornamentais, como também 4.268 ha de áreas agrícolas - correspondentes a 38% das áreas irrigadas das grandes culturas do DF; (4) Após a aplicação do Método ELECTRE III, as alternativas mais vantajosas relacionaram-se às ETEs Sul e Samambaia/Melchior. Conclusões: (1) a implementação do reúso de água no DF deve ser considerada no gerenciamento dos recursos hídricos; (2) a abordagem multicritério mostrou-se ferramenta apropriada ao planejamento em reúso de água; (3) o Método ELECTRE III adequou-se ao problema e foi sensível às preferências dos decisores. / Objective. To examine the relevance of adopting the multi-criterion approach as a planning tool when water is reused. Methods. It consisted of the following stages: (1) a bibliographical survey; (2) description of the Federal District (area under study); (3) determining the areas liable to irrigation with reused water by overlaying thematic maps: (4) working with decision makers; (5) applying the ELECTRE III Method; (6) presenting and discussing results; (7) assessing the work undertaken. Results: (1)The quality of the sewage treated in all the wastewater treatment plants (WTPs) was found to be unsuitable for unrestricted irrigation. It was suggested that it be reused in irrigating the Federal District´s major crops: maize, soy bean, coffee and wheat; (2) six alternatives, with regard to wastewater treatment plants, were identified for undertaking water reuse in the Federal District: Brazlândia, Samambaia/Melchior, Gama, Sul, Planaltina and São Sebastião; (3) the six alternatives are capable of irrigating all public flower beds, as well as 4,268 hectares of farmland - representing 38% of the Federal District´s irrigated lands under major crop cultivation; (4) after applying the ELECTRE III Method, the most advantageous alternatives were those related to Sul and Samambaia/Melchior wastewater treatment plants. Conclusions: (1) water reuse should be considered in water resources management in the Federal District; (2) the multi-criterion approach proved to be a suitable tool when planning water reuse; (3) the ELECTRE III Method was a suitable solution to the problem and met the requirements of the decision makers.