Although the capability of computational fluid dynamics (CFD) in modeling ship hydrodynamics is well explored in many studies, they still have two main limitations. First, those studies ignore the effect of non-uniform shear current which exists in realistic situation. Second, the focus of most studies was laid more on the seakeeping/maneuvering performance and less attention was paid to survivability of ships due to extreme ship response events in waves, which are considered rare events but influential. In this thesis, we explore the capability of CFD in those two areas. In the first part of the thesis, the hydrodynamic performance of KCS in the presence of a non-uniform shear current is investigated for the first time using high-fidelity CFD simulations. Various shear current conditions with different directions were considered and results were compared with the ones with no shear current. The second part of the thesis focuses on study of rare events of ship responses by development of extreme response conditioning techniques to design the wave trail. Two conditioned techniques based on Gaussian and non-Gaussian processes are considered.

Understanding the behavior of Earth's lower mantle minerals under extreme conditions is crucial for elucidating the dynamics and composition of Earth's interior and similar exoplanetary environments. The extreme pressures and temperatures of Earth’s deep interior are challenging to replicate experimentally, making insights from 𝘢𝘣 𝘪𝘯𝘪𝘵𝘪𝘰 methods essential. However, these simulations face substantial challenges such as complex phase relations, strong electron correlations, and computational demands. To address these challenges, we employ advanced simulation techniques to investigate mineral behavior under such conditions. Specifically, we develop deep-learning potentials to analyze the elastic properties of key silicate perovskites in Earth's lower mantle, focusing on MgSiO₃ and CaSiO₃. Our study provides a comprehensive evaluation of the pressure and temperature dependence of elastic moduli in MgSiO₃ while uncovering ferroelastic behavior and shear modulus anomalies associated with the tetragonal↔cubic phase transition in CaSiO₃. Furthermore, we expand our investigation to iron-bearing minerals, such as ferropericlase (Mg₁₋ₓFeₓ)O and Fe²⁺-bearing 𝐼4̄2d-type Mg₂SiO₄ (𝑝𝑝𝑝𝑣), which are critical to the composition of super-Earth mantles. By exploring the spin-state transitions of iron in these minerals under ultra-high pressures, we reveal their electronic structures and stabilities. This integrated approach connects the study of iron-bearing minerals and silicate perovskites, offering key insights into the behavior of these materials under extreme conditions and enhancing our understanding of Earth's interior and exoplanetary mantles.

La thèse est composée de trois parties. La première présente un certain nombre de mesures de dépendance extrême. Une application sur les actions et les obligations de 49 pays montre que la théorie des valeurs extrêmes multivariées conduit aux résultats différents de ceux issus du coefficient de corrélation, mais relativement proches de ceux obtenus du rho de Spearman conditionnel multivarié. Cette partie évalue aussi le risque de pertes importantes simultanées. La deuxième partie examine les déterminants des co-mouvements extrêmes entre 5 pays core et 49 pays non core. Les mécanismes de transmission des chocs varient de la période moins récente à la période récente, des pays développés aux pays émergents, des chocs normaux aux chocs extrêmes. La troisième partie étudie le rôle de valeur refuge de l’or sur la période 1986-2012. Les gains positifs extrêmes de l'or peuvent être liés aux pertes extrêmes du S&P. Cependant, ce lien n'est pas toujours valable, il évolue dans le temps et serait conditionné par d'autres facteurs. / The thesis consists of three parts. The first part introduces a number of measures of extreme dependency. An application on stock and bond markets of 49 countries shows the multivariate extreme value theory leads to results which are different from those from the correlation coefficient, but relatively close to those obtained from multivariate conditional Spearman's rho. This part also assesses the risk of simultaneous losses. The second part examines the determinants of extreme co-movements between 5 core countries and 49 non-core countries. Transmission mechanisms of shocks vary from less recent to recent period, from developed to emerging markets, from normal to extreme shocks. The third part examines the role of safe haven of gold over the period 1986-2012. Extreme positive gains of gold can be linked to extreme losses of S&P. However, this relationship is not always valid, it evolves over time and could be determined by other factors.

[pt] O trabalho a seguir apresenta uma proposta de metodologia de gerência de projetos de software aderente a pequenos projetos e fortemente inspirada em metodologias já consagradas como Unified Process e eXtreme Programming. O objetivo é prover um processo ágil, adaptável porém prescritivo. Chegaremos a um processo de fácil implantação e controle e menos dependente da qualidade técnica da equipe de desenvolvimento. A seguir, será apresentado um estudo de caso conduzido em ambiente real, por uma equipe de um pequeno empreendimento que consiste no relato do processo de amadurecimento e implantação do processo proposto, com uma análise do trabalho de implantação de processos de desenvolvimento em empreendimentos emergentes na área de TI. / [en] The following work presents a proposal of software project management methodology applicable to small projects and strongly inspired by already well established methodologies such as the Unified Process and eXtreme Programming. The objective of this proposal is to provide an agile process that is adaptable yet prescriptive. Through this one plans to arrive at a process of easy implementation and control, and less dependent on the technical quality of the development team. Subsequently, a case study will be presented that was conducted in a real environment, on a small enterprise development team. It consists of a report on the maturing and implementation of the proposed process and an analysis of the work of implementing development procedures in emerging enterprises in the IT area.

No description available.

Submitted by Edimilson Costa Lucas (costalucas@yahoo.com) on 2015-11-10T13:28:51Z No. of bitstreams: 1 EdimilsonCostaLucas_TESE.pdf: 2525096 bytes, checksum: 88b5fc4a39e14115350d9a7fddece121 (MD5) / Approved for entry into archive by Maria Tereza Fernandes Conselmo (maria.conselmo@fgv.br) on 2015-11-11T12:34:10Z (GMT) No. of bitstreams: 1 EdimilsonCostaLucas_TESE.pdf: 2525096 bytes, checksum: 88b5fc4a39e14115350d9a7fddece121 (MD5) / Made available in DSpace on 2015-11-11T12:38:48Z (GMT). No. of bitstreams: 1 EdimilsonCostaLucas_TESE.pdf: 2525096 bytes, checksum: 88b5fc4a39e14115350d9a7fddece121 (MD5) Previous issue date: 2015-10-19 / The occurrence of extreme weather events, such as increased temperature, hurricanes, floods and droughts has been increasingly common around of the world. The finance literature has documented efforts directed to the assessment of economic impacts from climate change that can bring significant consequences for the world economy. However, especially in Brazil, a key emerging market, little has been studied mainly with a view to assessing the impacts of climate events in the company level. Thus, this thesis analyzes, in an unprecedented manner, the impact of weather events on the value of companies belonging to two high national interest industries, in the form of two essays. First it analyzes the impact of extreme rainfall on the stock price of the Brazilian food sector. Therefore, it is conducted the research using daily data in share prices of six companies of this industry. From the location to the main area of activity of these companies, they are considered their daily data on extreme rainfall. With the use of hybrid methodology ARMA-GARCH-GPD, it was found that the evaluated companies, the extreme rainfall impacted significantly in more than half of the 198 days of extreme rainfall between 02/28/2005 and 12/30/2014, resulting in average losses daily around 1.97% on the day after the heavy rainfall. In terms of market value, this represents total average loss of around US$ 682.15 million in a single day. Second it evaluates the impact of climate variables and location on the value of companies in the energy sector in Brazil, from data on companies in the Brazilian electricity sector, as well as rainfall, temperature and geographical location of the companies. From the analysis of data in static panel and spatial panel, the results suggest that temperature and precipitation have significant effect on the value of these companies. This study can contribute in the process of structuring and creating a weather derivatives market in Brazil. / A ocorrência de eventos climáticos extremos, tais como aumento da temperatura, furacões, enchentes e secas, tem sido cada vez mais frequente ao redor do mundo. A literatura de finanças tem documentado esforços dirigidos à avaliação de impactos econômicos oriundos das variações climáticas, com consequências significantes na economia mundial. Entretanto, especialmente no Brasil, um dos principais mercados emergentes, pouco tem sido pesquisado, sobretudo com vistas à avaliação dos impactos de eventos climáticos no nível das empresas. Sendo assim, esta tese analisa, de forma inédita, o impacto de eventos climáticos sobre o valor de empresas pertencentes a duas indústrias de elevado interesse nacional, sob a forma de dois ensaios. Em primeiro lugar analisa-se o impacto de chuvas extremas sobre o preço de ações do setor de alimentos brasileiro. Para tanto, é conduzida a pesquisa empregando dados diários do preço de ações de seis empresas dessa indústria. A partir da localização da principal região de atuação dessas empresas, são considerados os respectivos dados diários referentes às chuvas extremas. Com o emprego da metodologia híbrida ARMA-GARCH-GPD, constatou-se que, nas empresas avaliadas, as chuvas extremas impactaram significantemente em mais da metade dos 198 dias de chuvas extremas ocorridos entre 28/02/2005 e 30/12/2014, acarretando perdas médias diárias ao redor de 1,97% no dia posterior a chuva extrema. Em termos de valor de mercado, isso representa perda média total ao redor de US$682,15 mi em um único dia. Em segundo lugar avalia-se o impacto de variáveis climáticas e localização sobre o valor das empresas do setor de energia do Brasil, a partir de dados referentes às empresas do setor elétrico brasileiro, bem como precipitação pluviométrica, temperatura e localização geográfica das empresas. A partir da análise de dados em painel estático e painel espacial, os resultados sugerem que temperatura e precipitação pluviométrica têm efeito significante sobre o valor dessas empresas. O presente estudo pode vir a contribuir no processo de estruturação e criação de um mercado de derivativos climáticos no Brasil.

Cette thèse s'inscrit dans le contexte de la statistique des valeurs extrêmes. Elle y apporte deux contributions principales. Dans la littérature récente en statistique des valeurs extrêmes, un modèle de queues de distributions a été introduit afin d'englober aussi bien les lois de type Pareto que les lois à queue de type Weibull. Les deux principaux types de décroissance de la fonction de survie sont ainsi modélisés. Un estimateur des quantiles extrêmes a été déduit de ce modèle mais il dépend de deux paramètres inconnus, le rendant inutile dans des situations pratiques. La première contribution de cette thèse est de proposer des estimateurs de ces paramètres. Insérer nos estimateurs dans l'estimateur des quantiles extrêmes précédent permet alors d'estimer des quantiles extrêmes pour des lois de type Pareto aussi bien que pour des lois à queue de type Weibull d'une façon unifiée. Les lois asymptotiques de nos trois nouveaux estimateurs sont établies et leur efficacité est illustrée sur des données simulées et sur un jeu de données réelles de débits de la rivière Nidd se situant dans le Yorkshire en Angleterre. La seconde contribution de cette thèse consiste à introduire et estimer une nouvelle mesure de risque appelé Conditional Tail Moment. Elle est définie comme le moment d'ordre a>0 de la loi des pertes au-delà du quantile d'ordre p appartenant à ]0,1[ de la fonction de survie. Estimer le Conditional Tail Moment permet d'estimer toutes les mesures de risque basées sur les moments conditionnels telles que la Value-at-Risk, la Conditional Tail Expectation, la Conditional Value-at-Risk, la Conditional Tail Variance ou la Conditional Tail Skewness. Ici, on s'intéresse à l'estimation de ces mesures de risque dans le cas de pertes extrêmes c'est-à-dire lorsque p tend vers 0 lorsque la taille de l'échantillon augmente. On suppose également que la loi des pertes est à queue lourde et qu'elle dépend d'une covariable. Les estimateurs proposés combinent des méthodes d'estimation non-paramétrique à noyau avec des méthodes issues de la statistique des valeurs extrêmes. Le comportement asymptotique de nos estimateurs est établi et illustré aussi bien sur des données simulées que sur des données réelles de pluviométrie provenant de la région Cévennes-Vivarais. / This thesis can be viewed within the context of extreme value statistics. It provides two main contributions to this subject area. In the recent literature on extreme value statistics, a model on tail distributions which encompasses Pareto-type distributions as well as Weibull tail-distributions has been introduced. The two main types of decreasing of the survival function are thus modeled. An estimator of extreme quantiles has been deduced from this model, but it depends on two unknown parameters, making it useless in practical situations. The first contribution of this thesis is to propose estimators of these parameters. Plugging our estimators in the previous extreme quantiles estimator allows us to estimate extreme quantiles from Pareto-type and Weibull tail-distributions in an unified way. The asymptotic distributions of our three new estimators are established and their efficiency is illustrated on a simulation study and on a real data set of exceedances of the Nidd river in the Yorkshire (England). The second contribution of this thesis is the introduction and the estimation of a new risk measure, the so-called Conditional Tail Moment. It is defined as the moment of order a>0 of the loss distribution above the quantile of order p in (0,1) of the survival function. Estimating the Conditional Tail Moment permits to estimate all risk measures based on conditional moments such as the Value-at-Risk, the Conditional Tail Expectation, the Conditional Value-at-Risk, the Conditional Tail Variance or the Conditional Tail Skewness. Here, we focus on the estimation of these risk measures in case of extreme losses i.e. when p converges to 0 when the size of the sample increases. It is moreover assumed that the loss distribution is heavy-tailed and depends on a covariate. The estimation method thus combines nonparametric kernel methods with extreme-value statistics. The asymptotic distribution of the estimators is established and their finite sample behavior is illustrated both on simulated data and on a real data set of daily rainfalls in the Cévennes-Vivarais region (France).

Dentre as práticas da Programação Extrema, ou eXtreme Programming (XP), destaca-se a Programação em Par, ou Pair Programming (PP). Nesta prática duas pessoas trabalham de forma colaborativa na mesma tarefa – projeto, algoritmo, código ou teste – e em um único computador. O objetivo geral deste trabalho é investigar a eficácia da Programação em Par versus Programação individual perante tarefas de modelagem e construção de software orientado a objetos. A eficácia da prática é avaliada por meio de atributos relacionados à qualidade de software, são eles: (i) tamanho dos métodos, (ii) complexidade estrutural dos métodos, (iii) acoplamento/dependência entre pacotes e, por fim, (iv) falta de coesão dos métodos por classe. Para isso, foi realizada uma pesquisa experimental envolvendo atividades práticas e aplicação de questionários junto a alunos voluntários de três instituições de ensino superior da cidade de Curitiba. A partir dessa pesquisa, conclui-se que Programação em Par mostrou-se mais eficaz perante tarefas de modelagem e construção de software que a programação individual, isso considerando tamanho e complexidade dos métodos. E mais, os alunos perceberam mais benefícios do que desafios (ou desvantagens) quando se adota a PP para realizar tais tarefas. / Among eXtreme Programming (XP) practices, Pair Programming(PP) stands out from the rest. It consists of two individuals cooperating, working in the same task - design, algorithm, code or test - in the same computer. The general objective of this study is to scrutinize the efficacy of Pair Programming versus individual programming relating to modeling tasks and object oriented software development. The efficacy of the process is evaluated through the following software quality related attributes: (i) method size, (ii) structural complexity of the methods, (iii) linkage/dependency among packages and finally (iv) lack of cohesion of the methods by class. Therefore, an experimental research was performed, involving practical activities and surveys answered by volunteer students from three different higher education institutions in Curitiba. This research showed that pair programming is more efficient when working with modeling tasks and software development than individual programming, taking into account size and complexity of methods. Furthermore, more pros than cons were found by students when pair programming was chosen to accomplish such tasks.

Dojo de Programação é uma atividade dinâmica e colaborativa inspirada em artes marciais onde é possível praticar programação, especialmente técnicas relacionadas a métodos ágeis. Os métodos de ensino atuais tratam todos os alunos da mesma forma. Cada pessoa tem uma história, experiências, habilidades, conhecimentos. Raramente as particularidades de cada indivíduo são respeitadas. Buscamos verificar qual a influência do Dojo de Programação como atividade de ensino a fim de promover a interação entre os alunos. O Dojo de Programação oferece os recursos necessários para ensino acadêmico de programação de computadores? Para responder a questão foram realizados questionários com leigos e participantes ativos de Dojo de Programação, participantes espontâneos de grupos de Dojo de Programação e participantes compulsórios de alunos que participaram de Dojo de Programação em aula de disciplina regular de especialização na Universidade Tecnológica Federal do Paraná. Foram realizadas entrevistas com especialistas organizadores de encontros de Dojo de Programação. Pontos positivos, como a participação dos alunos e negativos, como o fato de não ser uma atividade adequada para apresentação de assuntos teóricos, foram ponderados. Os resultados obtidos sugerem que a atividade pode ser utilizada de forma complementar em disciplinas de programação de computadores a fim de aumentar a participação dos alunos e permitir ao professor conhecer as dificuldades e facilidades de cada aluno individualmente. / Coding Dojo is a dynamic and collaborative activity inspired by martial arts where you can practice programming, especially techniques related to agile methods. The existing teaching methods treat all students the same way. Each person has a story, experiences, skills, knowledge. Rarely the particularities of each individual are respected. The purpose of this research is to verify the influence of the Coding Dojo in teaching agile practices. The Coding Dojo offers the required resources to academic teaching computer programming? To answer the question surveys were conducted with novice and active participants of Coding Dojo, also spontaneous participants in groups of Coding Dojo and students who attended compulsorily in a Coding Dojo during a class of a regular discipline of one specialization course in Federal Technological University of Paraná. Interviews were conducted with experts organizers of meetings of Coding Dojo. Strengths, such as student participation and weaknesses, as not being a suitable practice for presenting theoretical contents were considered. The obtained results suggest that the activity can be used complementary in computer programming disciplines to increase student participation and allow the teacher to know the difficulties and facilities of each student individually.

Dojo de Programação é uma atividade dinâmica e colaborativa inspirada em artes marciais onde é possível praticar programação, especialmente técnicas relacionadas a métodos ágeis. Os métodos de ensino atuais tratam todos os alunos da mesma forma. Cada pessoa tem uma história, experiências, habilidades, conhecimentos. Raramente as particularidades de cada indivíduo são respeitadas. Buscamos verificar qual a influência do Dojo de Programação como atividade de ensino a fim de promover a interação entre os alunos. O Dojo de Programação oferece os recursos necessários para ensino acadêmico de programação de computadores? Para responder a questão foram realizados questionários com leigos e participantes ativos de Dojo de Programação, participantes espontâneos de grupos de Dojo de Programação e participantes compulsórios de alunos que participaram de Dojo de Programação em aula de disciplina regular de especialização na Universidade Tecnológica Federal do Paraná. Foram realizadas entrevistas com especialistas organizadores de encontros de Dojo de Programação. Pontos positivos, como a participação dos alunos e negativos, como o fato de não ser uma atividade adequada para apresentação de assuntos teóricos, foram ponderados. Os resultados obtidos sugerem que a atividade pode ser utilizada de forma complementar em disciplinas de programação de computadores a fim de aumentar a participação dos alunos e permitir ao professor conhecer as dificuldades e facilidades de cada aluno individualmente. / Coding Dojo is a dynamic and collaborative activity inspired by martial arts where you can practice programming, especially techniques related to agile methods. The existing teaching methods treat all students the same way. Each person has a story, experiences, skills, knowledge. Rarely the particularities of each individual are respected. The purpose of this research is to verify the influence of the Coding Dojo in teaching agile practices. The Coding Dojo offers the required resources to academic teaching computer programming? To answer the question surveys were conducted with novice and active participants of Coding Dojo, also spontaneous participants in groups of Coding Dojo and students who attended compulsorily in a Coding Dojo during a class of a regular discipline of one specialization course in Federal Technological University of Paraná. Interviews were conducted with experts organizers of meetings of Coding Dojo. Strengths, such as student participation and weaknesses, as not being a suitable practice for presenting theoretical contents were considered. The obtained results suggest that the activity can be used complementary in computer programming disciplines to increase student participation and allow the teacher to know the difficulties and facilities of each student individually.