Submitted by Alexis Maka (alexis.maka@ipea.gov.br) on 2014-01-07T17:09:06Z No. of bitstreams: 1 Dissertation - Alexis Maka.pdf: 4105460 bytes, checksum: 61a014ecaca774cf3ae64ddbdd8ea527 (MD5) / Approved for entry into archive by ÁUREA CORRÊA DA FONSECA CORRÊA DA FONSECA (aurea.fonseca@fgv.br) on 2014-01-28T18:27:24Z (GMT) No. of bitstreams: 1 Dissertation - Alexis Maka.pdf: 4105460 bytes, checksum: 61a014ecaca774cf3ae64ddbdd8ea527 (MD5) / Approved for entry into archive by Marcia Bacha (marcia.bacha@fgv.br) on 2014-02-03T15:53:23Z (GMT) No. of bitstreams: 1 Dissertation - Alexis Maka.pdf: 4105460 bytes, checksum: 61a014ecaca774cf3ae64ddbdd8ea527 (MD5) / Made available in DSpace on 2014-02-03T15:53:53Z (GMT). No. of bitstreams: 1 Dissertation - Alexis Maka.pdf: 4105460 bytes, checksum: 61a014ecaca774cf3ae64ddbdd8ea527 (MD5) Previous issue date: 2013-11-27 / Esta tese é composta por três ensaios sobre testes empíricos de curvas de Phillips, curvas IS e a interação entre as políticas fiscal e monetária. O primeiro ensaio ('Curvas de Phillips: um Teste Abrangente') testa curvas de Phillips usando uma especificação autoregressiva de defasagem distribuída (ADL) que abrange a curva de Phillips Aceleracionista (APC), a curva de Phillips Novo Keynesiana (NKPC), a curva de Phillips Híbrida (HPC) e a curva de Phillips de Informação Rígida (SIPC). Utilizamos dados dos Estados Unidos (1985Q1--2007Q4) e do Brasil (1996Q1--2012Q2), usando o hiato do produto e alternativamente o custo marginal real como medida de pressão inflacionária. A evidência empírica rejeita as restrições decorrentes da NKPC, da HPC e da SIPC, mas não rejeita aquelas da APC. O segundo ensaio ('Curvas IS: um Teste Abrangente') testa curvas IS usando uma especificação ADL que abrange a curva IS Keynesiana tradicional (KISC), a curva IS Novo Keynesiana (NKISC) e a curva IS Híbrida (HISC). Utilizamos dados dos Estados Unidos (1985Q1--2007Q4) e do Brasil (1996Q1--2012Q2). A evidência empírica rejeita as restrições decorrentes da NKISC e da HISC, mas não rejeita aquelas da KISC. O terceiro ensaio ('Os Efeitos da Política Fiscal e suas Interações com a Política Monetária') analisa os efeitos de choques na política fiscal sobre a dinâmica da economia e a interação entre as políticas fiscal e monetária usando modelos SVARs. Testamos a Teoria Fiscal do Nível de Preços para o Brasil analisando a resposta do passivo do setor público a choques no superávit primário. Para a identificação híbrida, encontramos que não é possível distinguir empiricamente entre os regimes Ricardiano (Dominância Monetária) e não-Ricardiano (Dominância Fiscal). Entretanto, utilizando a identificação de restrições de sinais, existe evidência que o governo seguiu um regime Ricardiano (Dominância Monetária) de janeiro de 2000 a junho de 2008. / This dissertation consists of three essays on empirical testing of Phillips curves, IS curves, and the interaction between fiscal and monetary policies. The first essay ('Phillips Curves: An Encompassing Test') tests Phillips curves using an autoregressive distributed lag (ADL) specification that encompasses the accelerationist Phillips curve (APC), the New Keynesian Phillips curve (NKPC), the Hybrid Phillips curve (HPC), and the Sticky-Information Phillips curve (SIPC). We use data from the United States (1985Q1--2007Q4) and from Brazil (1996Q1--2012Q2), using the output gap and alternatively the real marginal cost as measure of inflationary pressure. The empirical evidence rejects the restrictions implied by the NKPC, the HPC, and SIPC, but does not reject those implied by the APC. The second essay ('IS Curves: An Encompassing Test') tests IS curves using an ADL specification that encompasses the traditional Keynesian IS curve (KISC), the New Keynesian IS curve (NKISC), and the Hybrid IS curve (HISC). We use data from the United States (1985Q1--2007Q4) and from Brazil (1996Q1--2012Q2). The evidence rejects the restrictions implied by the NKISC and the HISC, but does not reject those of the KISC. The third essay ('The Effects of Fiscal Policy and its Interactions with Monetary Policy in Brazil') analyzes the effects of fiscal policy shocks on the dynamics of the economy and the interaction between fiscal and monetary policy using structural vector autoregressions (SVARs). We test the Fiscal Theory of the Price Level for Brazil, analyzing the response of public sector liabilities to primary surplus shocks. For the hybrid identification we find that it is not possible to distinguish empirically between Ricardian (Monetary Dominance) and non-Ricardian (Fiscal Dominance) regimes. However, using sign restrictions there is some evidence that the government followed a Ricardian (Monetary Dominance) regime from January 2000 to June 2008.

Bei der Beurteilung der Sicherheit bestehender Konstruktionen aus altem Baustahl (i. A. Flussstahl) und der Entscheidung über notwendige Instandsetzungs- und Verstärkungsmaßnahmen ist der Nachweis ausreichender Werkstoffzähigkeit (der Sicherheit gegen ein sprödes Versagen) von wesentlicher Bedeutung. Die in DIN EN 1993-1-10 normativ geregelten Nachweismethoden zur Beurteilung der Sprödbruchgefährdung wurden basierend auf umfangreichen bruchmechanischen Untersuchungen entwickelt. Sie gelten für Schweißkonstruktionen und „Stähle aus neuerer Zeit“ mit in der Regel hohen Zähigkeitswerten. Die Quantifizierung der Zähigkeit in Werkstoffnormen erfolgt durch Kerbschlagbiegeversuche. Die Beziehung zwischen der Übergangstemperatur der Kerbschlagarbeit und der Referenztemperatur der Bruchzähigkeit wird durch die modifizierte Sanz-Korrelation hergestellt, die nur für diese Stähle abgeleitet wurde. Das in der Norm verankerte Verfahren ist für alte Flussstahlkonstruktionen mit Lochschwächung durch Niet- und Schraubenverbindungen nicht geeignet. Einerseits unterscheiden sich Kerbwirkung und Eigenspannungszustand von geschweißten und genieteten Konstruktionen und damit die Zähigkeitsanforderungen wesentlich voneinander. Auf der anderen Seite unterliegen die Zähigkeitseigenschaften von Flussstählen deutlich größeren Streuungen. In der vorliegenden Arbeit werden experimentelle und rechnerische Untersuchungen zum Sprödbruchverhalten gelochter Konstruktionen aus altem Flussstahl vorgestellt. Wesentlicher Bestandteil sind dabei die umfangreichen Werkstoffanalysen zur Ermittlung der bruchmechanischen Werkstoffzähigkeit im spröd-duktilen Übergangsbereich nach dem Master-Curve-Konzept (ASTM E1921). Die Auswertungen belegen, dass in Abhängigkeit des Herstellungsverfahrens unterschiedliche Werkstoffgüten definiert werden können. Um den Einfluss des Stanzens von Löchern auf das Sprödbruchverhalten alter Flussstähle zu beurteilen, werden Gefügeuntersuchungen und Mikrohärtemessungen durchgeführt. Ausgehend von einer umfassenden Analyse typischer Konstruktionsformen bestehender Tragwerke des Stahlhochbaus erfolgen bruchmechanische FE-Berechnungen an Anschlüssen von Winkelprofilen zur Bestimmung der Zähigkeitsanforderungen. Die dabei gewonnenen Ergebnisse des Spannungsintensitätsfaktors werden durch Modifikation bekannter Lösungen aus der Fachliteratur für die weitere Anwendung aufbereitet. Darauf aufbauend wird für die untersuchten Konstruktionsdetails im Rahmen einer bruchmechanischen Sicherheitsanalyse ein praxisgerechtes Verfahren zur Beurteilung der Sprödbruchgefährdung genieteter und geschraubter Bauteile abgeleitet. Mit Hilfe statistischer Methoden werden Streuungen der Festigkeits- und Zähigkeitskennwerte der Flussstähle erfasst und nach der Verifizierung durch Bauteilversuche in ein semi-probabilistisches Nachweiskonzept überführt.

On s'intéresse, dans cette thèse, à des questions concernant le nombre maximum de points rationnels d'une courbe singulière définie sur un corps fini, sujet qui, depuis Weil, a été amplement abordé dans le cas lisse. Cette étude se déroule en deux temps. Tout d'abord on présente une construction de courbes singulières de genres et corps de base donnés, possédant un grand nombre de points rationnels : cette construction, qui repose sur des notions et outils de géométrie algébrique et d'algèbre commutative, permet de construire, en partant d'une courbe lisse X, une courbe à singularités X', de telle sorte que X soit la normalisée de X', et que les singularités ajoutées soient rationnelles sur le corps de base et de degré de singularité prescrit. Ensuite, en utilisant une approche euclidienne, on prouve une nouvelle borne sur le nombre de points fermés de degré deux d'une courbe lisse définie sur un corps fini.La combinaison de ces résultats, à priori indépendants, permet notamment d'étudier le problème de savoir quand la borne d'Aubry-Perret, analogue de la borne de Weil dans le cas singulier, est atteinte. Cela nous amène de façon naturelle à l'étude des propriétés des courbes maximales et, lorsque la cardinalité du corps de base est un carré, à l'analyse du spectre des genres de ces dernières. / In this PhD thesis, we focus on some issues about the maximum number of rational points on a singular curve defined over a finite field. This topic has been extensively discussed in the smooth case since Weil's works. We have split our study into two stages. First, we provide a construction of singular curves of prescribed genera and base field and with many rational points: such a construction, based on some notions and tools from algebraic geometry and commutative algebra, yields a method for constructing, given a smooth curve X, another curve X' with singularities, such that X is the normalization of X', and the added singularities are rational on the base field and with the prescribed singularity degree. Then, using a Euclidian approach, we prove a new bound for the number of closed points of degree two on a smooth curve defined over a finite field.Combining these two a priori independent results, we can study the following question: when is the Aubry-Perret bound (the analogue of the Weil bound in the singular case) reached? This leads naturally to the study of the properties of maximal curves and, when the cardinality of the base field is a square, to the analysis of the spectrum of their genera.

Cette thèse traite de plusieurs aspects algorithmiques des courbes algébriques. La première partie décrit et implémente en Magma un algorithme de calcul des tordues pour les courbes sur les corps finis et en étudie la complexité. Dans le cas hyperellitptique, il s’agit du premier algorithme complet pour faire cela en tout genre. La deuxième partie construit des familles représentatives pour les courbes non hyperelliptiques de genre 3 afin de permettre leur énumération efficace en lien avec le problème de l’obstruction de Serre. Cette partie a fait l’objet d’une publication dans ANTS et une annexe de la thèse est constituée d’un préprint étudiant un modèle statistique pour l’interprétation des données obtenues. La dernière partie de la thèse étudie les invariants et covariants des formes binaires en lien avec la description de l’espace de modules des courbes de genre 2. On y décrit en particulier une nouvelle opération pour engendrer des covariants en petite caractéristique. On étudie aussi l’application d’une nouvelle stratégie (dite de Geyer-Sturmfels) pour obtenir les algèbres de séparants et on l’applique au cas du degré 4 et du degré 6. Enfin, un dernier chapitre montre la validité d’un algorithme de reconstruction pour les courbes de genre 2 à partir de leurs invariants en toute caractéristique différente de 2 et l’implémente en SAGE. / This thesis addresses several algorithmic aspects of algebraic curves.The first part describe and plug in Magma a computational algorithm of twists for the curves over finite fields and study it's complexity. In the hyperelliptic case, it is the first complete algorithm to do this in all genus. The second part builts representatives family for the non hyperelliptic curves of genus 3 to enable them effective enumeration in connection with the Serre obstruction problem. This part has been published in ANTS and an annex of this thesis is made up of a preprint studing a statistic model for interpreting the data obtained.The last part of the thesis studies the invariants and covariants of binary forms in connexion with the description of the moduli space of curves of genus 2. A new operation in particular is described to generate covariants in small characteristic. We study to the implementation of a new strategy (called Geyer-Sturmfels) to get the algebras of separants and we apply it of the case of degree 4 ans 6. Finally, the last chapter shows the validity of a reconstruction algorithm for genus 2 curves from their invariants in all characteristic diferent from 2 and implements it in SAGE .

Geothermal energy is an important source of clean and renewable energy. This project deals with the study of deep geothermal power plants for the generation of electricity. The design involves the extraction of heat from the Earth and its conversion into electricity. This is performed by allowing fluid deep into the Earth where it gets heated due to the surrounding rock. The fluid gets vaporized and returns to the surface in a heat pipe. Finally, the energy of the fluid is converted into electricity using turbine or organic rankine cycle (ORC). The main feature of the system is the employment of side channels to increase the amount of thermal energy extracted. A finite difference computer model is developed to solve the heat transport equation. The numerical model was employed to evaluate the performance of the design. The major goal was to optimize the output power as a function of parameters such as thermal diffusivity of the rock, depth of the main well, number and length of lateral channels. The sustainable lifetime of the system for a target output power of 2 MW has been calculated for deep geothermal systems with drilling depths of 8000 and 10000 meters, and a financial analysis has been performed to evaluate the economic feasibility of the system for a practical range of geothermal parameters. Results show promising an outlook for deep geothermal systems for practical applications.

The zero coupon yield curve is one of the most fundamental tools in finance and is essential in the pricing of various fixed-income securities. Zero coupon rates are not observable in the market for a range of maturities. Therefore, an estimation methodology is required to derive the zero coupon yield curves from observable data. If we deal with approximations of empirical data to create yield curves it is necessary to choose suitable mathematical functions. We discuss the following methods: the methods based on cubic spline functions, methods employing linear combination of the Fourier or exponential basis functions and the parametric model of Nelson and Siegel. The current mathematical apparatus employed for this kind of approximation is outlined. In order to find parameters of the models we employ the least squares minimization of computed and observed prices. The theoretical background is applied to an estimation of the zero-coupon yield curves derived from the Czech coupon bond market. Application of proper smoothing functions and weights of bonds is crucial if we want to select a method which performs best according to given criteria. The best performance is obtained for Bspline models with smoothing.

L’objectif de cette thèse a été de concevoir et développer un simulateur de dommages permettant d’étudier la vulnérabilité d’un territoire soumis à des aléas de mouvements de terrains associés à la présence d’exploitations souterraines. Ce développement repose sur la combinaison d’une méthode de prévision des affaissements miniers, de fonctions de vulnérabilité pour l’évaluation des dommages et d’une base de données des bâtiments. L’enjeu scientifique est le développement de fonctions de vulnérabilité pour les bâtiments en zone d’affaissement minier. Ces fonctions sont comparables à celles utilisées vis-à-vis d’autres aléas comme les séismes et les tsunamis. On a développé et appliqué une méthodologie basée sur des simulations de type Monte-Carlo qui utilise les méthodes existantes d’évaluation des dommages dans les zones d’affaissement minier (méthodes empiriques ou analytiques). Elle permet de prendre en compte l’incertitude sur les paramètres géométriques et mécaniques du bâti. Afin de valider cette méthodologie, les dommages estimés par les fonctions vulnérabilité développées pour des bâtiments en maçonnerie du bassin ferrifère lorrain sont comparées aux dommages observés, consécutifs aux affaissements de 1996 à 1999 en Lorraine. Dans une étape suivante, la méthode des fonctions d’influence a été implémentée dans le simulateur avec certains développements permettant de tenir compte de la variabilité des angles d’influences et permettre le calcul des déformations horizontales du terrain. Les résultats de cette méthode sont validés sur un cas d’affaissement observé dans le bassin ferrifère de lorrain. Enfin, une approche probabiliste d’évaluation des dommages est implémentée pour tenir compte de différents scénarios d’affaissement possibles. L’application sur les bâtiments de la ville de Joeuf, permet d’illustrer les différents résultats obtenus / The objective of this thesis has been the design and the development of a damage simulator for evaluation of building damage in subsidence regions affected by undergrounds excavations. The simulator is combining a method for the subsidence prediction, vulnerability functions for assessment of building damage and a database of buildings. The scientific challenge is the development of vulnerability functions for buildings in subsidence regions. These functions are similar to those used for other hazards such as earthquakes and tsunamis. We then developed and applied a methodology based on Monte-Carlo simulations which involves existing methods of building damage assessment in subsidence area (empirical or analytical methods). It allows to take into account uncertainties on both geometrical and mechanical parameters of buildings. To validate this methodology, damages given by the vulnerability functions developed for masonry buildings in the Lorraine Iron ore field are compared to observed damages, resulting from subsidence from 1996 to 1999 in Lorraine. In a next step, the method of influence functions is implemented in the simulator with developments to take into account variability of the influence angles and to allow the calculation of horizontal ground strain. Results of this method are validated with a subsidence case study in the Lorraine iron ore field. Finally, a probabilistic approach to assess damage is implemented in the simulator to take into account different scenarios of possible subsidence. The application of the simulator on the buildings of the Joeuf city, allows to illustrate the different results

This work focuses on cryptographic protocol with privacy protection. The work solves the question of the elliptic curves and use in cryptography in conjunction with authentication protocols. The outputs of the work are two applications. The first application serves as a user and will replace the ID card. The second application is authentication and serves as a user authentication terminal. Both applications are designed for the Android operating system. Applications are used to select user attributes, confirm registration, user verification and show the result of verification.

This diploma thesis deals with evaluation of voltage events regarding to immunity of electric appliances. This thesis is divided into three logical sections. In the first part are shown the voltage events, their definitions, causes and spreading in the mains. The second part deals with measurements and existing possibilities of evaluation of voltage events. The third part deals with suggestion of new evaluation of voltage events regarding to immunity of electric appliances and verification in practice.

The subject of my thesis is a variant I/57 in the section Semetín-Bystřička. The proposed route of communication, was part of an existing communications maintained for its full utilization. Were drawn four proposed variants of the solution, 3 variants are trying their best to use existing communication Jablůnka the village, one suggested option B that leads outside the existing road.