Groundwater is the only fresh water resource in the semi-arid to hyper-arid Western Dead Sea catchment. Due to exploitation of groundwater the water level is decreasing in the surrounding Cretaceous aquifer system and sustainable water management is needed in order to prevent the progressive yields and contamination of those water resources. In addition, the water level of the Dead Sea decreases dramatically by at least one meter per year. This is connected to channel off the water from the Jordan River to supply intensive agriculture in the semi-arid to hyper-arid region. Hydrological and hydro-geological analysis and modelling in arid regions, like the study area, frequently suffer from data scarcity and uncertainties regarding rainfall and discharge measurements. The study showed that spatial and temporal interpolations as well as additional methods (e.g. empirical relationships and simultaneous numerical approaches) were suitable tools to overcome data shortage for modelling. Water balances are the result of a calibrated model and are the basis for sustainable management of surface and subsurface water resources. The present study investigates beside the hydrological characterisation of selected sub-catchments (wadis) also the hydro-geology of the Judean limestone aquifer and calculates a comprehensive water balance of the entire western flank of the Dead Sea by the application of two numerical open source codes: OpenGeoSys (OGS) and J2000g. The calibrated two-dimensional hydrological model J2000g provides a 33 years time series of temporal and spatial distributed groundwater recharge for the numerical groundwater flow model of OGS. The mean annual groundwater recharge of 139.9 · 10^6 m^3ˑ a^-1 is nearly completely depleted by abstractions from pumping wells close to the replenishment area in the Judea Mountains.

Thermisch und mechanisch hoch beanspruchte Bauteile im Automobil erfordern den Einsatz hochbeständiger Werkstoffe, bei gleichzeitig niedrigen Materialkosten und effizienter Verarbeitung. Rieselfähige Phenolharzformmassen zeichnen dabei eine Werkstoffklasse aus, die aufgrund ihres Eigenschaftsprofils neue Anwendungsbereiche für einen polymeren Werkstoffeinsatz ermöglichen können. Im Rahmen der vorliegenden Arbeit werden im Hinblick auf eine Bauteilentwicklung mithilfe der integrativen Simulation die Grundlagen einer ganzheitlichen Simulationskette der Prozess- und Struktursimulation von rieselfähigen Phenolharzen mit Kurz- und Langglasfaserverstärkung erarbeitet. Das auf Basis umfangreicher Prozessuntersuchungen abgeleitete Strömungsverhalten kann mithilfe des Block-/Scherströmungsmodells beschrieben werden. Die Ergebnisse der Mikrostrukturanalyse zeigen jedoch eine Orientierungsdynamik der Fasern, welche zum gegenwärtigen Zeitpunkt mithilfe der empirischen Modelle der klassischen Spritzgießsolver nicht abgebildet werden kann. Die mikromechanische Materialmodellierung erfolgt entsprechend an der experimentell ermittelten Mikrostruktur, welche die Berücksichtigung von Faserbündelungen und -krümmungen in der mechanischen Strukturanalyse erlaubt. Das abgeleitete elastoplastische Materialmodell wird zur Vorhersage des Ermüdungsverhaltens unter harmonischer und nichtharmonischer Schwingbeanspruchung um ein zyklisches Versagensmodell erweitert, welches eine mittellast- und temperaturunabhängige Berechnung unter Berücksichtigung der Anisotropie ermöglicht. Die Validierung der statischen und schwingenden Beanspruchung erfolgt an einer einfachen Probestabgeometrie sowie einem Strukturbauteil, einem PKW-Motorträger. / Thermally and mechanically highly stressed automotive components require the use of highly resistant materials, with low material costs and efficient processing. Phenolic resin molding compounds represent a class of materials, which can open up new applications for a polymeric material use due to their property profile. In the present work, the fundamentals of a simulation chain of fluid mechanical and structural simulation of phenolic resins with short and long glass fiber reinforcement are developed, with a view to component development using integrative simulation. Based on extensive process investigations the derived flow behavior can be described using the block/ shear flow model. However, the results of microstructure analysis show a dynamic of fiber orientation, which can not be predicted at the present time using the empirical models of classical injection molding simulation. Accordingly, the micromechanical modeling is carried out at the experimentally determined microstructure. That allows the inclusion of fiber bundling and bending in the mechanical structure analysis. The derived elastoplastic material model is extended by a fatigue failure model to predict the fatigue behavior under harmonic and non-harmonic cyclic stress which allows a calculation taking into account the anisotropy, the stress ratio and the temperature. The validation of the static stress and fatigue is performed both on a simple test bar geometry and a structural component, an automotive engine bracket.

Future sea level rise associated to global warming is one of the greatest societal and environmental challenges of tomorrow. A large part of the contribution comes from glaciers and ice sheets discharging ice and meltwater into the ocean and the recent worldwide increase is worrying. Future predictions of sea level rise try to encompass the complex processes of ice dynamics through glacier modelling but there are still large uncertainties due to the lack of observations or too coarse parameterisation, particularly for processes occurring at the glacier interfaces with the bed (sliding) and with the ocean (calving). This thesis focuses on modelling these processes from two marine-terminating glaciers in Svalbard, Kronebreen and Tunabreen. By inverting three years of high temporal resolution time-series of surface velocities on Kronebreen, basal properties are retrieved with the ice flow model Elmer/Ice in Paper I. Results suggest that surface melt during the summer greatly influences the dynamics of the following season and that sliding laws for such glaciers should be adapted to local and global processes changing in space and time. The subglacial drainage system, fed by the surface melt, is modelled in Paper II during two melting seasons. Results show different configurations of efficient and inefficient drainage systems between years and the importance of using a sliding law dependent on spatio-temporal changes in effective pressure. The interaction with the ocean is incorporated in Paper III by combining a series of models, including an ice flow model, a plume model and a particle model for discrete calving and compares the output with observations. Results show the importance of glacier geometry, sliding and undercutting on calving rate and location. However, more observations and analytic methods are needed. Time-lapse imagery placed in front of Tunabreen have been deployed and a method of automatic detection for iceberg calving is presented in Paper IV. Results show the influence of the rising plume in calving and the front destabilisation of the local neighbourhood.

Numerical modeling of several turbulent nonreacting and reacting spray jets is carried out using a fully stochastic separated flow (FSSF) approach. As is widely used, the carrier-phase is considered in an Eulerian framework, while the dispersed phase is tracked in a Lagrangian framework following the stochastic separated flow (SSF) model. Various interactions between the two phases are taken into account by means of two-way coupling. Spray evaporation is described using a thermal model with an infinite conductivity in the liquid phase. The gas-phase turbulence terms are closed using the k-� model. In the classical SSF (CSSF) approach the effects of turbulent velocity fluctuations of the gas-phase are modeled stochastically to obtain instantaneous gas-phase velocity, which subsequently is used to estimate droplet dispersion and interphase transport rates. However, in the CSSF model, no such effort is made to model the effects of the fluctuations in the gas-phase reactive scalars, namely temperature and species mass fractions. Instead, the mean value of these scalars is used while solving for the droplet governing equations and estimating various interphase source terms. Also, in flamelet model and conditional moment closure (CMC) applications of turbulent sprays, the mixture fraction is defined using conventional definition, which is no longer a conserved quantity due to associated phase change. Therefore, in this thesis a novel mixture fraction based FSSF approach is used to stochastically model the fluctuating temperature and composition of the gas phase. These gas-phase reactive scalars are then used to refine the estimates of the heat and mass transfer rates between the droplets and the surrounding gas-phase. It is assumed that the fluctuations in the gas-phase reactive scalars are inherently associated with the fluctuation of a single conserved scalar, namely instantaneous mixture fraction. Instantaneous value of the gas-phase reactive scalars seen by individual droplets is then estimated from the instantaneous gas-phase mixture fraction, which is obtained as the Weiner process by randomly sampling a known beta-function probability density function (PDF) of the local mixture fraction field. Finally, Favre mean value of the gas-phase scalars are recovered as appropriate moments of the PDF. The present definition of the mixture fraction based on its instantaneous value facilitate exact calculation of the source terms in the transport equation for variance of the mixture fraction, whereas conventional definition leads to terms which require further modeling and simplifications. The present FSSF model also accounts for the possibility of existence of an envelope flame between the droplet and the bulk gas-phase, which greatly increases the heat and mass transfer rates to the droplet. The present model allows us to treat the occurrence of envelope flame separately which is otherwise neglected in the conventional spray combustion models. The FSSF model is implemented into a numerical code, and different well-defined nonreacting and reacting turbulent spray jets are investigated. For the reacting spray jets, single-step irreversible reaction with infinitely fast chemistry is assumed in the body of the flow. In such cases special care must be taken with modeling the upstream boundary condition. This is because the flow from the spray jet nozzle is unreacted and yet it becomes well reacted shortly downstream. Numerical results are compared against experimental measurements as well as with predictions using the CSSF approach. Numerical results from the FSSF and CSSF model are almost identical for the nonreacting spray jets, where the fluctuations in the gas-phase scalars are relatively low. For the reacting sprays, significant differences are found between the results of the FSSF and CSSF models for the reacting spray jets, where the fluctuations in the reactive scalars are high. The FSSF model reasonably predicts many features of the jet spray flames, such as flame length, gas-phase temperature, and spray droplet velocity/diameter distribution; results appear to be close to the experimental measurements. Finally, the combustion characteristics of the reacting spray jets are studied following classical group combustion theory. It shows that these spray jets have external group combustion mode near the nozzle-exit. Transition to internal group combustion takes place at different downstream locations based on the droplet loading and equivalence ratio at the nozzle-exit, whereas single droplet combustion regime is observed near the tip of the visible flame. Another alternate approach to study the combustion behavior of a cloud is proposed based on fraction of droplets having i) no envelope flame, ii) envelope flame, iii) extinguished envelope flame due to high slip velocity, iv) extinguished envelope flame due to droplet diameter being too small, v) both iii) and iv) above. Based on these, different group combustion behavior of the reacting spray jets are interpreted.

The diploma thesis aims to present the method of the project financing on an example of Nursing Home Project. The thesis is focused on examination whether it is possible to finance the private project regarding services of general economic interest just from operational revenues and allowed state aid. The thesis describes regulations of social care system in the Czech Republic and European regulation and directives regarding the state aid. The last chapter is designed as a feasibility study of the whole project. The feasibility study contains model of future project's cash flows. The horizontal and vertical analyses of financial statements of non-profit organization are also part of the thesis.

Aujourd’hui, les zones côtières concentrent souvent des villes densément peuplées où le développement économique est associé à une rapide urbanisation. Dans de nombreux endroits, les cours d’eau sont intégrés en zone urbaine présentant à la fois des ressources et des risques potentiels. La concurrence croissante entre les activités économiques et l'espace essentiel aux rivières et aux milieux naturels nécessite une gestion intégrée basée sur des outils fiables capables de fournir des informations hydrologiques. La basse vallée du Var, dans le sud de la France, est spécifiquement exposée à une augmentation de l’activité humaine, et les impacts sociaux sur l’environnement deviennent de plus en plus intenses. Par conséquent, le cycle de l’eau est déséquilibré et induit des problèmes liés à l’eau. Pour traiter ces problèmes, les collectivités territoriales ont besoin d’outils d’aide à la décision qui simulent le comportement du bassin versant. Tel est l’objectif du projet AquaVar qui repose sur trois modèles numériques : Mike SHE pour le bassin versant du Var, Mike 21FM pour la rivière, et Feflow pour l’aquifère. Ces travaux de recherches se concentrent sur le modèle des écoulements à surface libre et son intégration au sein de l’outil d’aide à la décision.Les modèles hydrauliques 2D sont fréquemment utilisés car ils fournissent une vision précise des phénomènes physiques en rivière et de l’hydrodynamique durant des événements extrêmes (inondation, sécheresse et pollution accidentelle). Le modèle des écoulements à surface libre 2D est conçu avec le logiciel Mike 21FM en utilisant la méthodologie classique. Il est calibré et validé pour des conditions spécifiques de la basse vallée du Var : hautes eaux au mois de novembre, hautes eaux au printemps dues à la fonte des neiges et basses eaux en été. Le modèle hydraulique peut non seulement être utilisé pour simuler des scénarios d’événements extrêmes, mais il est également capable d’interagir avec le modèle des écoulements souterrains développé avec Feflow. Une interface spécifique est développée pour connecter le Var et son aquifère dans la basse vallée. Elle nécessite cependant une phase de validation afin de précisément simuler les échanges nappe-rivière.De toute évidence, le modèle Mike 21FM est le cœur de l’outil d’aide à la décision. L'hydrodynamique du fleuve dépend de la transformation des précipitations en débit (modélisée par Mike SHE) et du volume d'eau échangé avec l'aquifère (modélisé par Feflow). La dernière partie est consacrée à la construction de l'outil d’aide à la décision avec l'intégration du modèle hydraulique 2D. Ce système de modèles est implémenté dans une interface web et accessible par différents utilisateurs. Cet outil peut être facilement mis à jour en partageant les données de chaque partenaire. Dans le futur, cet outil pourrait intégrer le petit cycle de l'eau (réseaux d’assainissement et d’alimentation en eau potable). Les autorités locales pourraient donc prévoir et contrôler leurs ressources en eau et les risques potentiels. / Nowadays, the coastal areas concentrate frequently densely populated cities where economic development is associated to a fast urbanization. In many locations rivers are integrated within the urban areas and present both resources and potential risks. The growing competition between the economic activities and the essential space for the rivers requests an efficient management based on reliable tools able to provide hydrological information. Typically, the Lower Var valley, in south of France, faces to an increase of human activities, and the social impacts on the natural environment have become more and more intensive. Therefore, the water cycle is unbalanced implying water problems. To deal with this issue, local authorities needs a Decision Support System (DSS) tool to simulate the behaviour of water system. This is the objective of the AquaVar research which includes three numerical models: Mike SHE for the Var catchment, Mike 21FM for the Lower Var River, and Feflow for the aquifer. Here, the research is focused on the 2D free surface flow model and its integration in the DSS tool.The 2D hydraulic models represent a meaningful approach that can provide an accurate view on the physical processes within the river and on the hydrodynamics during the extreme events (inundation, drought and accidental pollution). The 2D free surface flow model is designed with Mike 21FM software using common methodology. It is calibrated and validated for the three specific weather conditions in the Lower Var valley: floods which occur in November, spring floods due to snow melting and droughts in summer. Not only the 2D hydraulic model allows to simulate scenarios of inundation and accidental pollutions, but it is also able to exchange water volume with the groundwater model developed with Feflow. A specific interface is developed to connect river and aquifer in the Lower Var valley. It required validation cases to accurately simulate the river-aquifer exchanges.Obviously, Mike 21FM is finally the core of the DSS tool because it is the centre of the modelling system. The hydrodynamics of the river depends on precipitations converted in flow by Mike SHE model, and exchanges water volume with the aquifer modelled by Feflow. The last part of this research is dedicated to the construction of the DSS tool and the integration of the 2D hydraulic model. The modelling system is implemented in a web interface adapted for different types of users. This DSS tool can be easily updated by sharing data from all the stakeholders. In the future, this tool could integrate sewage network and drinking water supply system to consider all the water cycle. Hence, local authorities could forecast and control the water resources and the potential risks.

The aim of the diploma thesis is to apprise the reader with a basic life insur- ance projection method which is used for the valuation of insurance company's liabilities. The basic projection method can be extremely time consuming in practise so another two variance reduction methods and their combination are presented to obtain either more precise liabilities estimation, or to reduce the time required for the projection. The presented methods are antithetic variate method, control-variate method and their combination later called integrated control-variate method. The final outcome of the thesis is simulation experi- ment which evaluates the liabilities of the group of policies and comparison of the presented variance reduction methods. 1

Groundwater is the only fresh water resource in the semi-arid to hyper-arid Western Dead Sea catchment. Due to exploitation of groundwater the water level is decreasing in the surrounding Cretaceous aquifer system and sustainable water management is needed in order to prevent the progressive yields and contamination of those water resources. In addition, the water level of the Dead Sea decreases dramatically by at least one meter per year. This is connected to channel off the water from the Jordan River to supply intensive agriculture in the semi-arid to hyper-arid region. Hydrological and hydro-geological analysis and modelling in arid regions, like the study area, frequently suffer from data scarcity and uncertainties regarding rainfall and discharge measurements. The study showed that spatial and temporal interpolations as well as additional methods (e.g. empirical relationships and simultaneous numerical approaches) were suitable tools to overcome data shortage for modelling. Water balances are the result of a calibrated model and are the basis for sustainable management of surface and subsurface water resources. The present study investigates beside the hydrological characterisation of selected sub-catchments (wadis) also the hydro-geology of the Judean limestone aquifer and calculates a comprehensive water balance of the entire western flank of the Dead Sea by the application of two numerical open source codes: OpenGeoSys (OGS) and J2000g. The calibrated two-dimensional hydrological model J2000g provides a 33 years time series of temporal and spatial distributed groundwater recharge for the numerical groundwater flow model of OGS. The mean annual groundwater recharge of 139.9 · 10^6 m^3ˑ a^-1 is nearly completely depleted by abstractions from pumping wells close to the replenishment area in the Judea Mountains.:Acknowledgements Abstract Nomenclature Content List of Figures List of Tables 1 Introduction 1.1 Motivation 1.2 State of the Field 1.3 General research questions 1.4 Challenges 1.5 Structure of the Thesis 2 Theory and Methods 2.1 Data analysis 2.2 Governing equations 2.2.1 Surface Flow - Hydrological Model: J2000g 2.2.2 Subsurface Flow - Groundwater Flow Model: OpenGeoSys 2.3 Groundwater recharge 3 Study area 3.1 Study site selection 3.2 Geography 3.2.1 Climate 3.2.2 Soils 3.2.3 Vegetation 3.2.4 Land use 3.3 Hydrology 3.3.1 Wadis 3.3.2 Flashfloods 3.3.3 Dead Sea 3.4 Geology 3.5 Hydro-geology 3.5.1 Springs 3.5.2 Well fields 4 Hydrological Model 4.1 Conceptual Model 4.2 Hydrological Model J2000g 4.2.1 Data base 4.2.2 Simulation results from J2000g 5 Structural geological model 5.1 Stratigraphy 5.2 Database 5.3 Workflow 6 Numerical groundwater flow model 6.1 Work flow of 2D and 3D meshing 6.2 Parametrisation 6.3 Boundary conditions 6.4 Model Set-up 6.5 Calibration of Steady-State model 6.6 Transient Model 6.6.1 Model assumptions 6.6.2 Challenges 6.6.3 Preliminary results 7 Conclusions and Outlook 7.1 Important results from the hydrological model 7.2 Important results from the geological structural model 7.3 Important results from the hydro-geological model 7.4 Deficiencies 7.5 Outlook References 8 Enclosed Publications

Cette thèse de doctorat part du constat qu'un portefeuille de crédit est soumis à plusieurs risques qui proviennent principalement de la qualité de crédit de l'emprunteur et de son comportement de tirage et de pré-paiement sur ses lignes de crédit. Il s'avère que les risques observés sont dynamiques et dépendent de facteurs divers, autant micro que macro-économiques.Nous avons eu la volonté de comprendre l'articulation de ces risques pour avoir une gestion efficace de ceux-ci dans le présent, mais aussi une vision prospective si les conditions économiques changent, cela pour une gestion pro-active. Pour traiter cette problématique, nous avons articulé nos recherches autour de trois axes qui ont abouti à trois chapitres sous forme d'articles.(i) Analyse des changements des notations de crédit en fonction des facteurs de risque.L'utilisation des modèles de migration multi-factoriels nous a permis de reproduire des faits stylisés cités dans la littérature et d'en identifier d'autres. Nous reconstituons aussi le cycle économique entre 2006 et 2014 qui réussit à capter les crises de 2008 et 2012.(ii) Conception d'un modèle de cash-flow qui tient compte de l'évolution des comportements des emprunteurs sous l'influence de leurs environnements micro et macro-économiques.Nous prouvons l'influence de la notation de crédit, du cycle économique, du taux de recouvrement estimé et du taux d'intérêt court terme sur les taux d'utilisation. Ce modèle permet aussi d'obtenir des mesures de risque comme le Cash Flow-at-Risk et le Stressed Cash Flow-at-Risk sur des portefeuilles de crédit grâce à des simulations de Monte Carlo.(iii) Réflexion sur la Disposition-à-Payer (DAP) d'un décideur neutre à l'ambiguïté pour réduire le risque en présence d'incertitude sur les probabilités. Nous montrons que la présence de plusieurs sources d'ambiguïté (possiblement corrélées) change le bien-être d'un décideur averse au risque bien que celui-ci soit neutre à l'ambigüité / This thesis starts from the observation that a credit portfolio is subject to several risks, mainly due to the credit quality of the borrower and his behavior toward his credit lines (drawdown or prepayment). It turns out that the observed risks are dynamic and depend on various factors, both micro and macroeconomic. Our goal in one hand is to understand the articulation of these risks in order to efficiently manage them in the current time, in the other hand, we want to have a forward looking vision of these risks with respect to the changes in the economic conditions in order to have a pro-active management. To address our objectives, we have articulated our research on three axes that have resulted in three chapters in the form of articles.(i) Analysis of changes in the credit ratings with respect to risk factors. The use of factor migration models allowed us to reproduce some stylized facts mentioned in academic literature and to identify some others. We have also estimated the business cycle between2006 and 2014, which manages to capture the crises of 2008 and 2012.(ii) Design of a cash-_ow model that considers the changes in borrowers' behavior under the influence of their micro and macroeconomic environments. We prove the influence of the credit ratings, business cycle, estimated recovery rates and short-term interest rates on the utilization rates of a credit line. This model also provides risk measures such as Cash Flow-at-Risk and Stressed Cash Flow-at-Risk on credit portfolio using Monte Carlo simulations.(iii) Discussion on the Willingness-to-Pay (WTP) of an ambiguity neutral decision maker (DM) in order to reduce the risk in presence of ambiguity over probabilities. We show that the introduction of ambiguity through several ambiguity sources modifies the welfare level of all ambiguity-neutral and risk-averse DM when ambiguity and risk interact

The aim of the diploma thesis is to apprise the reader with a basic life insur- ance projection method which is used for the valuation of insurance company's liabilities. The basic projection method can be extremely time consuming in practise so another two variance reduction methods and their combination are presented to obtain either more precise liabilities estimation, or to reduce the time required for the projection. The presented methods are antithetic variate method, control-variate method and their combination later called integrated control-variate method. The final outcome of the thesis is simulation experi- ment which evaluates the liabilities of the group of policies and comparison of the presented variance reduction methods. 1