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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
191

Um passeio pelo pensamento musical de Leonhard Euler: a leitura do mestre e seu uso em sala de aula / A journey through Leonhards Euler musical thought: reading the master and its use in the classroom

Lima, Guilherme Augusto Vaz de 21 February 2018 (has links)
Este estudo se dedica a uma parte pouco conhecida dos trabalhos de Leonhard Euler (1707 - 1783) relacionado à música enquanto uma ciência matemática. Tais trabalhos mostram, em certo sentido, um lado pitagórico do pensador e também algumas contribuições do mesmo à teoria musical. O interesse deste matemático pelo assunto permeia várias obras e épocas de sua vida, mas neste trabalho focamos em três delas: um conjunto de nove cartas que compõem a obra Lettres a une princesse dAllemagne sur divers sujets de physique e de philosophie (1768) e dois artigos, Conjecture sur la raison de quelques dissonances generalement reçues dans la musique (1766) e De harmoniae veris principiis per speculum musicum repraesentatis (1774). Para possibilitar uma melhor compreensão desses textos, faremos uma revisão histórica do tratamento aritmético dado à música desde os tempos clássicos até o Renascimento com enfoque nas principais contribuições que levam à construção da escala da entonação pura ou justa, trabalhada por Euler nos originais estudados. Após a apresentação e análise desses trabalhos eulerianos, especialmente seus diagramas para representar sons e acordes e do seu expoente de um acorde para medir consonâncias, terminaremos essa dissertação refletindo sobre as implicações pedagógicas e históricas, bem como as potencialidades e limitações do uso de fontes originais de determinados mestres do pensamento matemático ocidental, nomeadamente o próprio Euler, na formação de matemáticos, professores e licenciados. / This present research takes a journey into a little know part of Leonhard Eulers works about music as a mathematical science. Those works show, at certain level, his Pythagorean thoughts and also his contributions to music theory. Eulers interest for this subject permeates many of his works through his lifetime (1707 - 1783), but here we focus on three of them: a set of nine letters from the book Lettres a une princesse dAllemagne sur divers sujets de physique e de philosophie (1768), and two articles, Conjecture sur la raison de quelques dissonances generalement reçues dans la musique (1766) and De harmoniae veris principiis per speculum musicum repraesentatis (1774). To allow a better understanding of his ideas, first we put on a historical review of the arithmetic treatment of music since the ancient Greece to the Renaissance Era pointing out the main contributions to the development of the pure just intonation scale, the one used by Euler on the works just mentioned. After presenting and analyzing these Eulers contributions, specially his diagrams to represent sounds and chords to the eyes and the concept of exponent of a chord to measure consonances, we conclude this dissertation thinking about the pedagogical and historical impact, and also the potential and limitations concerning the use of historical sources of the masters of mathematics, to the training of future mathematics and teachers.
192

Parois et ondes de surface : dissipation, effet Doppler et interactions non linéaires / Solid boundaries and surface waves : dissipation, Doppler effect and nonlinear interactions

Michel, Guillaume 06 September 2017 (has links)
Dans cette thèse, nous étudions comment la présence de parois affecte les ondes de surface. La dissipation associée au mouillage, objet central des premiers chapitres, est abordée expérimentalement. Nous mesurons son évolution avec la taille du ménisque et montrons qu’en mouillage total des non-linéarités apparaissent dès que l’oscillation du ménisque atteint l’épaisseur des couches limites. Dans un deuxième temps, nous quantifions les échanges d’énergie ayant lieu lors de laréflexion d’une onde de surface sur une paroi oscillante, appelés effet Doppler généralisé. Après une mise en évidence expérimentale, une approche théorique les évalue et illustre comment leurs effets cumulatifs peuvent mener à des spectres en compétition avec ceux de la turbulence d’ondes. Finalement, nous traitons les interactions entre paquets d’ondes. En géométrie confinée, nous montrons que des résonances à trois ondes gravitaires sont autorisées. Dépassant la problématique des parois, nous caractérisons les interactions entre ondes gravitaires en milieu infini, puis décrivons les grandes échelles de la turbulence d’ondes capillaire. / In this thesis, we study the impact of solid boudaries on surface waves. We first consider the dissipation caused by dynamical wetting. We experimentally show how the damping of surface waves evolves with the size of the meniscus and demonstrate that in perfect wetting it leads to a nonlinear behavior as soon as the meniscus oscillation amplitude compares to the thickness of the boundary layer. Secondly, we investigate energy exchanges through scales occuring when a surface wave reflects on an oscillating wall, the so-called generalized Doppler effect. We evidence the creation of Doppler-shifted waves, compute their amplitudes and illustrate how the continuous bouncing of surface waves on wavemakers may lead to self-similar spectra competing with the ones of wave turbulence. Finally, we focus on nonlinear interaction between surface waves. We prove that gravity waves can undergo triad resonances in confined geometry. Going beyond the consequencies of solid boundaries, we perform experiments on four-wave interactions in the gravity regime and describe large scales in capillary wave turbulence.
193

Non-degeneracy of polynomial maps with respect to global Newton polyhedra / Não-degeneração de aplicações polinomiais com respeito à poliedros de Newton globais

Huarcaya, Jorge Alberto Coripaco 02 July 2015 (has links)
Let F : Kn &rarr; Kp be a polynomial map, where K = R or C. Motivated by the characterization of the integral closure of ideals in the ring On by means of analytic inequalities proven by Lejeune-Teissier [46], we define the set Sp(F) of special polynomials with respect to F. The set Sp(F) can be considered as a counterpart, in the context of polynomial maps Kn &rarr; Kp, of the notion of integral closure of ideals in the ring of analytic function germs (~&lceil;+. In this work, we are mainly interested in the determination of the convex region S0(F) formed by the exponents of the special monomials with respect to F. Let us fix a convenient Newton polyhedron &lceil; + ~&sube; Rn. We obtain an approximation to S0</sub (F) when F is strongly adapted to ~&sube; +, which is a condition expressed in terms of the faces of ~&lceil;+ and the principal parts at infinity of F. The local version of this problem has been studied by Bivià-Ausina [4] and Saia [71]. Our result about the estimation of S0(F) allows us to give a lower estimate for the Lojasiewicz exponent at infinity of a given polynomial map with compact zero set. As a consequence of our study of ojasiewicz exponents at infinity we have also obtained a result about the uniformity of the ojasiewicz exponent in deformations of polynomial maps Kn &rarr; Kp. Consequently we derive a result about the invariance of the global index of real polynomial maps Rn &rarr; Rn. As particular cases of the condition of F being adapted to ~&lceil;+ there appears the class of Newton non-degenerate polynomial maps at infinity and pre-weighted homogeneous maps. The first class of maps constitute a natural extension for maps of the Newton non-degeneracy condition introduced by Kouchnirenko for polynomial functions. We characterize the Newton non-degeneracy at infinity condition of a given polynomial map F : Kn &rarr; Kp in terms of the set S0((F, 1)), where (F, 1) : Kn &rarr; Kp+1 is the polynomial map whose last component function equals 1. Motivated by analogous problems in local algebra we also derive some results concerning the multiplicity of F. / Seja F :Kn &rarr; Kp uma aplicação polinomial, onde K = C ou K = R. Motivados pela caracterização do fecho integral de ideais no anel On por meio de desigualdades analíticas provadas por Lejeune-Teissier [46], definimos o conjunto Sp(F) de polinomios especiais com respeito a F. O conjunto Sp(F) pode ser considerado como um homólogo, no contexto das aplicações polinomiais Kn &rarr; Kp, da noção de fecho integral de ideais no anel de germes de funções analíticas (Kn 0) &rarr; K. Neste trabalho, estamos interessados principalmente na determinação da região convexa S0 (F) formado pelos expoentes dos monômios especiais com respeito a F. Fixado um poliedro de Newton conveniente ~&lceil; + ~&sube; Rn, é obtida uma aproximação de S0(F), quando F é fortemente adaptada a &lceil; + o qual é uma condição expressada em termos das faces de ~&lceil; + e as partes principais no infinito de F. A versão local deste problema foi estudado por Bivià-Ausina [4] e Saia [71]. Nosso resultado sobre a estimativa de S0(F) nos permite dar uma estimativa inferior para o expoente Lojasiewicz no infinito de uma aplicação polinomial Kn &rarr; Kp, com conjunto F-1(0) compacto. Como uma consequência do estudo dos expoentes de Lojasiewicz no infinito também foi obtido um resultado sobre a uniformidade do expoente Lojasiewicz em deformações de aplicações polinomiais Kn &rarr; Kp e consequentemente, um resultado sobre a invariância do índice global de aplicações polinomiais reais Rn &rarr; Rn. Como casos particulares da condição de F ser adaptada a ~&lceil; + aparecem a classe de aplicações polinomiais Newton não degeneradas e as aplicações polinomiais pre-quase homogêneas. A primeira classe de aplicações constitui uma extensão natural da condição Newton não-degeneração introduzida por Kouchnirenko para funções polinomiais. Caracterizamos a condição Newton não-degeneração para uma determinada aplicação polinomial F : Kn &rarr; Kp em termos do conjunto S0((F, 1)), onde (F, 1) : Kn &rarr; Kp+1 é a aplicação polinomial cuja última função componente é igual a 1. Motivados por problemas análogos em álgebra local, também obtivemos alguns resultados sobre a multiplicidade de F.
194

Análise de textura em imagens baseado em medidas de complexidade / Image Texture Analysis based on complex measures

Condori, Rayner Harold Montes 30 November 2015 (has links)
A análise de textura é uma das mais básicas e famosas áreas de pesquisa em visão computacional. Ela é também de grande importância em muitas outras disciplinas, tais como ciências médicas e biológicas. Por exemplo, uma tarefa comum de análise de textura é a detecção de tecidos não saudáveis em imagens de Ressonância Magnética do pulmão. Nesta dissertação, nós propomos um método novo de caracterização de textura baseado nas medidas de complexidade tais como o expoente de Hurst, o expoente de Lyapunov e a complexidade de Lempel-Ziv. Estas medidas foram aplicadas sobre amostras de imagens no espaço de frequência. Três métodos de amostragem foram propostas, amostragem: radial, circular e por caminhadas determinísticas parcialmente auto- repulsivas (amostragem CDPA). Cada método de amostragem produz um vetor de características por medida de complexidade aplicada. Esse vetor contem um conjunto de descritores que descrevem a imagem processada. Portanto, cada imagem será representada por nove vetores de características (três medidas de complexidade e três métodos de amostragem), os quais serão comparados na tarefa de classificação de texturas. No final, concatenamos cada vetor de características conseguido calculando a complexidade de Lempel-Ziv em amostras radiais e circulares com os descritores obtidos através de técnicas de análise de textura tradicionais, tais como padrões binários locais (LBP), wavelets de Gabor (GW), matrizes de co-ocorrência en níveis de cinza (GLCM) e caminhadas determinísticas parcialmente auto-repulsivas em grafos (CDPAg). Este enfoque foi testado sobre três bancos de imagens: Brodatz, USPtex e UIUC, cada um com seus próprios desafios conhecidos. As taxas de acerto de todos os métodos tradicionais foram incrementadas com a concatenação de relativamente poucos descritores de Lempel-Ziv. Por exemplo, no caso do método LBP, o incremento foi de 84.25% a 89.09% com a concatenação de somente cinco descritores. De fato, simplesmente concatenando cinco descritores são suficientes para ver um incremento na taxa de acerto de todos os métodos tradicionais estudados. Por outro lado, a concatenação de un número excessivo de descritores de Lempel-Ziv (por exemplo mais de 40) geralmente não leva a melhora. Neste sentido, vendo os resultados semelhantes obtidos nos três bancos de imagens analisados, podemos concluir que o método proposto pode ser usado para incrementar as taxas de acerto em outras tarefas que envolvam classificação de texturas. Finalmente, com a amostragem CDPA também se obtém resultados significativos, que podem ser melhorados em trabalhos futuros. / Texture analysis is one of the basic and most popular computer vision research areas. It is also of importance in many other disciplines, such as medical sciences and biology. For example, non-healthy tissue detection in lung Magnetic Resonance images is a common texture analysis task. We proposed a novel method for texture characterization based on complexity measures such as Lyapunov exponent, Hurst exponent and Lempel-Ziv complexity. This measurements were applied over samples taken from images in the frequency domain. Three types of sampling methods were proposed: radial sampling, circular sampling and sampling by using partially self-avoiding deterministic walks (CDPA sampling). Each sampling method produce a feature vector which contains a set of descriptors that characterize the processed image. Then, each image will be represented by nine feature vectors which are means to be compared in texture classification tasks (three complexity measures over samples from three sampling methods). In the end, we combine each Lempel-Ziv feature vector from the circular and radial sampling with descriptors obtained through traditional image analysis techniques, such as Local Binary Patterns (LBP), Gabor Wavelets (GW), Gray Level Co-occurrence Matrix (GLCM) and Self-avoiding Deterministic Walks in graphs (CDPAg). This approach were tested in three datasets: Brodatz, USPtex and UIUC, each one with its own well-known challenges. All traditional methods success rates were increased by adding relatively few Lempel-Ziv descriptors. For example in the LBP case the increment went from 84.25% to 89.09% with the addition of only five descriptors. In fact, just adding five Lempel-Ziv descriptors are enough to see an increment in the success rate of every traditional method. However, adding too many Lempel-Ziv descriptors (for example more than 40) generally doesnt produce better results. In this sense, seeing the similar results we obtain in all three databases, we conclude that this approach may be used to increment the success rate in a lot of others texture classification tasks. Finally, the CDPA sampling also obtain very promising results that we can improve further on future works.
195

Exposants de Lyapunov et potentiel aléatoire / Lyapunov exponents and random potential

Le, Thi Thu Hien 02 June 2015 (has links)
Dans le cadre de cette thèse, nous nous intéressons à ”l’exposant de Lyapu-nov” pour deux modèles en milieu aléatoire : la marche aléatoire en potentiel aléatoire, le mouvement brownien en potentiel poissonnien.Dans la première partie de la thèse (chapitre II), on étudie une marche aléatoire dans un potentiel aléatoire donné par une famille de variables aléa¬toires i.i.d. non-négatives. La continuité des exposants de Lyapunov par rap¬port à la loi du potentiel est démontrée dans le cas transient, c’est-à-dire en dimension d ≥ 3 ou en dimension 2 pour un potentiel borné inférieurement. On poursuit avec l’étude des exposants critiques : l’exposant de volume ξ et l’exposant de fluctuation X. On obtient l’une des inégalités suggérée par la conjecture de KPZ sous une condition de courbure de la forme asymptotique. Les exposants de Lyapunov jouent un rôle important dans cette étude.La deuxième partie de la thèse (chapitre III) est surtout consacrée à l’étude du brownien dans un potentiel aléatoire de longue portée. On débute cependant par un potentiel classique à portée finie. Sznitman (1987-1998) a étudié plusieurs aspects de ce modèle. Un premier résultat de cette partie est la continuité des exposants de Lyapunov par rapport au paramètre du pro¬cessus de Poisson. On étudie ensuite le modèle proposé par Lacoin (2012) qui est un modèle avec un potentiel à longue portée. Il a obtenu des estimations des exposants critiques sensiblement différentes de celles de Wüthrich (1998) pour le modèle de Sznitman. Dans cette thèse, on poursuit l’étude du modèle de Lacoin. On montre l’existence des exposants de Lyapunov, le théorème de la forme limite et une estimation de grandes déviations. / In this thesis, we are interested in Lyapunov exponent for two models in random media : random walk in random potential, Brownian motion in Poisson potential.In the first part (chapter II), we study a random walk in a random potential given by a family of i.i.d random non-negative variables. The continuity of Lyapunov exponents with respect to the law of potential is shown in the case transient, that is, in the dimension d ≥ 3 or in the dimension d = 2 for a lower bounded potential. Next, we consider the critical exponents : the exponent of volume ξ and the exponent of fluctuation X. We give an inequality suggested by the KPZ conjecture under a condition of asymptotic form. Lyapunov exponents play an important role in this work.The second part (chapter III) is mainly devoted to the study Brownian motion in a long-range random potential. However, we begin with a classical finite-range potential. Sznitman (1987-1998) investigated several aspects of this model. The first result of this part is the continuity of the Lyapunov exponents with respect to the parameter of the Poisson process. Then, we study the model proposed by Lacoin (2012) which is a long-range potential model. He obtained some estimations of critical exponents that are significantly different from those of Wüthrich (1998) for the model of Sznitman.In this thesis, we pursue the study of Lacoin model. We show the existence of Lyapunov exponents, the shape limit theorem and an estimation of large deviations
196

Determinação do coeficiente e expoente de escoamento em esquadrias nacionais, para análise de infiltração de ar em edificações

Santos, Henrique Zenker dos 21 October 2016 (has links)
Submitted by Silvana Teresinha Dornelles Studzinski (sstudzinski) on 2017-02-08T14:37:06Z No. of bitstreams: 1 Henrique Zenker dos Santos_.pdf: 9480964 bytes, checksum: 5a3a14f9704ce1135e84db57590283a7 (MD5) / Made available in DSpace on 2017-02-08T14:37:06Z (GMT). No. of bitstreams: 1 Henrique Zenker dos Santos_.pdf: 9480964 bytes, checksum: 5a3a14f9704ce1135e84db57590283a7 (MD5) Previous issue date: 2016-10-21 / CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Países desenvolvidos apresentam crescimento contínuo nas taxas globais de consumo de energia. Um dos fatores preponderantes está relacionado ao uso de condicionadores de ar para manutenção das condições de conforto no interior de edificações, onde tal parcela já atinge valores de consumo superiores aos dos setores de indústria e transporte. Sabe-se que o consumo devido ao condicionamento de ar afeta diretamente o desempenho energético e ambiental de uma edificação e, por conseguinte, a qualidade de habitação e de vida dos usuários. No Brasil este processo ocasiona um vertiginoso incremento nos gastos públicos, com inúmeras consequências de ordem econômica e social. Dados do Ministério de Minas e Energia indicam que 20% da energia consumida no país é destinada ao abastecimento de residências. Cenário este que tende a evoluir devido aos constantes lançamentos do mercado imobiliário, derivativos de planos habitacionais estimulados pelo governo federal (como o Minha Casa Minha Vida), em decorrência do déficit habitacional registrado no país. Atrelado a isso observa-se o baixo padrão construtivo das edificações e o emprego de materiais e esquadrias de qualidade igualmente diminutas, que acarretam em ineficiências de carga térmica. A taxa de infiltração em uma edificação é regida pela relação estabelecida por uma equação de lei de potência, caracterizada pela presença de um coeficiente de escoamento “C” e um expoente de escoamento “n” (geralmente da ordem de 0,667 [-]). Esta dissertação apresenta, para uma esquadria de alumínio, modelo de correr, o coeficiente de escoamento C = 0,028 [dm³/s.m.Pan] e o expoente de escoamento “n” 0,552 [-]. Para uma esquadria de PVC, modelo integrado, o coeficiente de escoamento C = 0,022 [dm³/s.m.Pan] e o expoente de escoamento “n” 0,605 [-]. / Developed countries have continued growth in global energy consumption rates. One of the most important factors is related to the use of air conditioners to the comfort conditions inside buildings’ maintenance, which such a part already reaches consumption values higher than the industry and transportation sectors. It is known that consumption due to air conditioning directly affects the energy and environmental performance of a building and therefore the house’s quality and the people’s life. In Brazil, this process leads to a big increase in public spending, with many consequences of economic and social order. Information from the Ministry of Mines and Energy indicate that 20% of the energy consumed in the country is used for supplying homes. This scenario tends to evolve due to the constant housing market releases, derived from housing plans stimulated by the federal government (such as “Minha Casa Minha vida”), in consequence of the housing deficit registered in the country. Related to this, it is observed the low construction standards of buildings and the use of materials and frames of low quality that lead to thermal load inefficiencies. Engineers and architects spend a part of their activities in creating scenarios for evaluating the thermal load calculation and vulnerability due to the influence caused by air infiltration into the environment. The infiltration rate of a building is managed by the established relationship by a power law equation, which is characterized by a flow coefficient "C" and a flow exponent "n" (usually on the value of 0.667 [-]). This work shows for an aluminum window, sliding template, the flow coefficient C = 0.028 [dm³/s.m.Pan] and the flow exponent "n" 0.552 [-]. For PVC window, integrated model, the flow coefficient C = 0.022 [dm³/s.m.Pan] and the exponent flow "n" 0.605 [-].
197

Estrutura e exemplos de A-Loops comutativos finitos / A-Loops structure and examples finite commutative

Barros, Dylene Agda Souza de 03 March 2010 (has links)
Esse trabalho trata um pouco da teoria de A-loops comutativos finitos. No primeiro captulo estudamos propriedades básicas de loops em geral e exi- bimos exemplos de loops não associativos. No captulo 2 falamos de A-loops em geral e mesmo sem assumirmos comutatividade obtivemos resultados importantes, um exemplo é que A-loop associa potências. Também determinamos quando um isótopo e K -holomorfo de um A-loop é um A-loop. No captulo 3, nossos únicos objetos de estudo foram os A-loops comutativos finitos. Vimos que tais estruturas têm proriedades muito interessantes, por exemplo, para um A-loop comutativo finito valem os teoremas de Lagrange, Cauchy. Também, um A-loop comutativo finito, Q, tem ordem potência de um primo p se e somente se todo elemento de Q tem ordem potência de p. Mais ainda, todo A-loop comutativo finito de ordem mpar é solúvel. No último captulo, apresentamos algumas maneira de se construir um A-loop. / In the first chapter we studied basic properties of general loops and we showed some examples of nonassociative loops. In chapter 2, we talked about general A-loops (without commutativity) and even that we obtained important results, for instance, that any A-loop is power-associative. We also determined when an isotope and a K -holomorph of an A-loop is an A-loop. In chapter 3 we dealt only with finite commutative A-loops. We saw that such structures have very interesting properties, for example, for a finite commutative A- loop, Lagrange, Cauchys theorems apply. Also a finite commutative A-loop, Q, has order a power of a prime p if and only if every element of Q has order a power of p. Moreover, finite commutative A-loops of odd order are solvable. In the last chapter we introduce some ways to construct a commutative A-loop
198

Contributions aux problèmes d'évolution

Fino, Ahmad 01 February 2010 (has links) (PDF)
Dans cette thèse, nous nous intéressons à l'étude de trois équations aux dérivées partielles et d'évolution non-locales en espace et en temps. Les solutions de ces trois solutions peuvent exploser en temps fini. Dans une première partie de cette thèse, nous considérons l'équation de la chaleur nonlinéaire avec une puissance fractionnaire du laplacien, et obtenons notamment que, dans le cas d'exposant sur-critique, le comportement asymptotique de la solution lorsque $t\rightarrow+\infty$ est déterminé par le terme de diffusion anormale. D'autre part, dans le cas d'exposant sous-critique, l'effet du terme non-linéaire domine. Dans une deuxième partie, nous étudions une équation parabolique avec le laplacien fractionnaire et un terme non-linéaire et non-local en temps. On montre que la solution est globale dans le cas sur-critique pour toute donnée initiale ayant une mesure assez petite, tandis que dans le cas sous-critique, on montre que la solution explose en temps fini $T_{\max}>0$ pour toute condition initiale positive et non-triviale. Dans ce dernier cas, on cherche le comportement de la norme $L^1$ de la solution en précisant le taux d'explosion lorsque $t$ s'approche du temps d'explosion $T_{\max}.$ Nous cherchons encore les conditions nécessaires à l'existence locale et globale de la solution. Une toisième partie est consacré à une généralisation de la deuxième partie au cas de systèmes $2\times 2$ avec le laplacien ordinaire. On étudie l'existence locale de la solution ainsi qu'un résultat sur l'explosion de la solution avec les mêmes propriétés étudiées dans le troisième chapitre. Dans la dernière partie, nous étudions une équation hyperbolique dans $\mathbb{R}^N,$ pour tout $N\geq2,$ avec un terme non-linéaire non-local en temps. Nous obtenons un résultat d'existence locale de la solution sous des conditions restrictives sur les données initiales, la dimension de l'espace et les exposants du terme non-linéaire. De plus on obtient, sous certaines conditions sur les exposants, que la solution explose en temps fini, pour toute condition initiale ayant de moyenne strictement positive.
199

Multiscale Relationships in Polymer-Based Heterogeneous Systems: Experiments and Simulations

Lionel, Flandin 27 October 2006 (has links) (PDF)
I have worked on many projects, but there are several things that they all had in common. First, nearly all projects involved searching for the structural parameters that governed the macroscopic properties of the polymers and composite materials. A second common denominator is that even though my work was performed in an “academic context”, the goals were targeted toward industrial needs. Lastly, the methods and procedures were similar; they were all based on experimental results obtained for various scales of measurement (see Fig. 1). Hence, multi-scale modeling was very useful and beneficial for these projects. The models developed (mainly numerical and sometimes analytical) were initially derived from experimental evidence and then validated and improved with further experimentation. The refined models provided an efficient means of: (i) optimizing the composites according to specific needs, (ii) better understanding the hierarchical relations between the different scales, (iii) controlling the micro or meso structure and thereby the macroscopic properties. This study of the relations between structure and properties was performed on a wide variety of physical properties and materials. However, the electric and dielectric properties of composites constituted the major- ity of it and will be presented in this report. The remaining property investigations provided supplemental but valuable information. This work often requires altering various conventional experimental techniques or using well-known techniques for new purposes. I also developed, when needed, several unconventional but necessary measurement techniques. This report contains two major parts which are separated according to the nature of the fillers: Part I : Conducting fillers. In the first part, the main interest both for application and fundamental point of view, is related to the changes in properties in the vicinity of the sharp percolation transition. After a brief introduction to the percolation theory, this part will be subdivided in three chapters: Chapter 1. presents a numerical method that correlates the mesostructure to the macroscopic electrical properties both in two and three dimensions. Chapter 2. will show that an external variable (the mechanical stress) may largely alter the microstruc- ture of the percolating network within composites as revealed the macroscopic conductivity. The understanding of the mesoscale changes will be based on the chemical structure of the polymer matrix. Chapter 3. is devoted to the description of a unique case in term of percolation behavior, which made possible the control of the phase arrangement within the composite and thereby the control of the macroscopic resistivity. p. 2 Multiscale relationships in polymer–based heterogeneous systems. . . Part II : Insulating fillers. In the second part, the main interest is to obtain good electrical insulators, i.e. that can withstand large electric fields. This part thus starts with a brief introduction to the common failure mechanisms, associated with the dielectric breakdown and is also divided in three chapters: Chapter 4. is devoted to the description of a numerical simulation of the relationships between mesostructure and dielectric breakdown. Chapter 5. reveals the influence of the processing conditions of a composite utilized in the industry on the microstructure and the quantitative consequences on breakdown properties. Chapter 6. presents the aging of these composites under “real word” conditions which will further be compared to accelerated aging performed in controlled conditions, in the laboratory. A comparison of the two aging situations will furnish a quantitative understanding of the relative influence of the chemical and physical contributions to the aging process. This report will then be concluded with a description of the current and future projects.
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Comparing South African financial markets behaviour to the geometric Brownian Motion Process

Karangwa, Innocent January 2008 (has links)
<p>This study examines the behaviour of the South African financial markets with regards to the Geometric Brownian motion process. It uses the daily, weekly, and monthly stock returns time series of some major securities trading in the South African financial market, more specifically the US dollar/Euro, JSE ALSI Total Returns Index, South African All Bond Index, Anglo American Corporation, Standard Bank, Sasol, US dollar Gold Price , Brent spot oil price, and South African white maize near future. The assumptions underlying the&nbsp / Geometric Brownian motion in finance, namely the stationarity, the normality and the independence of stock returns, are tested using both graphical (histograms and normal plots)&nbsp / and statistical test (Kolmogorov-Simirnov test, Box-Ljung statistic and Augmented Dickey-Fuller test) methods to check whether or not the Brownian motion as a model for South&nbsp / African financial markets holds. The Hurst exponent or independence index is also applied to support the results from the previous test. Theoretically, the independent or Geometric&nbsp / Brownian motion time series should be characterised by the Hurst exponent of &frac12 / . A value of a Hurst exponent different from that would indicate the presence of long memory or&nbsp / fractional Brownian motion in a time series. The study shows that at least one assumption is violated when the Geometric Brownian motion process is examined assumption by&nbsp / assumption. It also reveals the presence of both long memory and random walk or Geometric Brownian motion in the South African financial markets returns when the Hurst index analysis is used and finds that the Currency market is the most efficient of the South African financial markets. The study concludes that although some assumptions underlying the&nbsp / rocess are violated, the Brownian motion as a model in South African financial markets can not be rejected. It can be accepted in some instances if some parameters such as the Hurst exponent are added.</p>

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