No description available.

No description available.

Acoustic and aerodynamic measurements have been carried out on a rotor operating in a planar turbulent boundary layer near a wall for a variety of thrust conditions and yaw angles with respect to the inflow. At the highest thrust condition a strong flow reversal in the wall-rotor tip gap was observed. Average velocity fields filtered by the angular position of the rotor show that the flow reversal is fed by jets of fluid that tend to form below the blade as it passes by the wall. Instantaneous velocity measurements show the presence of strong vortices in the tip gap. These vortices were characterized and found to be both stronger and more numerous on the downstroke side of the tip gap. Additionally, vortices with the same handedness as the bound circulation in the blade were more numerous and only located on the downstroke side of the tip gap. Those with the opposite handedness were found to be only located on the upstroke side. Unexpectedly strong far-field acoustic response at the blade passage frequency at this highest thrust condition and is believed to be due to an interaction of the blade tip with these vortices. At moderate thrust, when the rotor was yawed toward the downstroke side the far field acoustic response at the blade passage frequency was found to increase. The opposite was true as it was yawed toward the upstroke side. At the highest thrust, however the unyawed rotor had the strongest blade passage frequency response which is believed to be due to stronger vortex-tip interaction in this case. / Master of Science

影響海外可轉換公司債的因素有許多，包括股價、國內利率、國外利率、匯率，若將時間變數也加入計算，其變動因子高達5階，這種「高維度」的問題已非有限差分法或樹狀方法能處理；且海外可轉債常附有平均式條款、回顧式條款等「路徑相依」性質的選擇權，更是格狀結構數值法(Lattice)難以處理的問題。若使用蒙地卡羅模擬，雖然可以處理高維度及路徑相依的問題，但遇到美式契約時，則會有無法判斷轉換時點的問題，更遑論還必須處理的重設條款或界限型契約。 本論文研究海外可轉換公司債的評價，特點是可以處理其契約中各種可能的複雜條款，本文所使用的最小平方蒙地卡羅模擬，由Longstaff and Schwartz [2000]提出，對於美式契約、路徑相依及高維度問題皆可處理。本文並以Hull and White利率三元樹配適公司債利率符合市場利率期間結構。此外本研究加入海外可轉換公司債評價中最重要的信用風險因素，過去可轉債文獻理論價格大都高於實際市價，這是由於忽略了公司的信用風險溢酬，本文所使用的信用風險模型是由Lando [1998]所提出，特點是不以信用等級作為考量，探討公司特性與所屬產業，並考慮總體因素對違約機率的影響，從市場價格中估計違約密度參數，進而求得信用價差。 本研究對仁寶電腦在2002年所發的ECB做實證研究，比較LSM理論價格與實際市價之誤差，及對Takahashi[2001]所提出之歐式模型做比較，發現本文提出模型之評價結果相當不錯，誤差僅有0.83%；此外並對建華金控2002所發之ECB，探討各種複雜新奇條款對ECB價格的影響，發現市場上嚴重低估了重設條款所提高的價值，而實際市價卻十分接近僅含賣回條款的理論價格。

Η παρούσα διδακτορική διατριβή πραγματεύεται το θέμα της αποδοτικής και με βεβαιότητα εύρεσης όλων των ριζών της παραμετρικής εξίσωσης f(x;[p]) = 0, μιας συνεχώς διαφορίσιμης συνάρτησης f με [p] ένα διάνυσμα που περιγράφει όλες τις παραμέτρους της παραμετρικής εξίσωσης και τυποποιούνται με τη μορφή διαστημάτων. Για την επίλυση αυτού του προβλήματος χρησιμοποιήθηκαν εργαλεία της Διαστηματικής Ανάλυσης. Το κίνητρο για την ερευνητική ενασχόληση με το παραπάνω πρόβλημα προέκυψε μέσα από ένα κλασικό πρόβλημα αριθμητικής ανάλυσης: την αριθμητική επίλυση συστημάτων πολυωνυμικών εξισώσεων μέσω διαστηματικής ανάλυσης. Πιο συγκεκριμένα, προτάθηκε μια ευρετική τεχνική αναδιάταξης του αρχικού πολυωνυμικού συστήματος που φαίνεται να βελτιώνει σημαντικά, κάθε φορά, τον χρησιμοποιούμενο επιλυτή. Η ανάπτυξη, καθώς και τα αποτελέσματα αυτής της εργασίας αποτυπώνονται στο Κεφάλαιο 2 της παρούσας διατριβής. Στο επόμενο Κεφάλαιο 3, προτείνεται μια μεθοδολογία για την αποδοτική και αξιόπιστη επίλυση μη-γραμμικών εξισώσεων με διαστηματικές παραμέτρους, δηλαδή την αποδοτική και αξιόπιστη επίλυση διαστηματικών εξισώσεων. Πρώτα, δίνεται μια νέα διατύπωση της Διαστηματικής Αριθμητικής και αποδεικνύεται η ισοδυναμία της με τον κλασσικό ορισμό. Στη συνέχεια, χρησιμοποιείται η νέα διατύπωση της Διαστηματικής Αριθμητικής ως θεωρητικό εργαλείο για την ανάπτυξη μιας επέκτασης της διαστηματικής μεθόδου Newton που δύναται να επιλύσει όχι μόνο κλασικές μη-παραμετρικές μη-γραμμικές εξισώσεις, αλλά και παραμετρικές (διαστηματικές) μη-γραμμικές εξισώσεις. Στο Κεφάλαιο 4 προτείνεται μια νέα προσέγγιση για την αριθμητική επίλυση του προβλήματος της Ολικής Βελτιστοποίησης με περιορισμούς διαστήματα, χρησιμοποιώντας τα αποτελέσματα του Κεφαλαίου 3. Το πρόβλημα της ολικής βελτιστοποίησης, ανάγεται σε πρόβλημα επίλυσης διαστηματικών εξισώσεων, και γίνεται εφικτή η επίλυσή του με τη βοήθεια των θεωρητικών αποτελεσμάτων και της αντίστοιχης μεθοδολογίας του Κεφαλαίου 3. Στο τελευταίο Κεφάλαιο δίνεται μια νέα αλγοριθμική προσέγγιση για το πρόβλημα της επίλυσης διαστηματικών πολυωνυμικών εξισώσεων. Η νέα αυτή προσέγγιση, βασίζεται και γενικεύει την εργασία των Hansen και Walster, οι οποίοι πρότειναν μια μέθοδο για την επίλυση διαστηματικών πολυωνυμικών εξισώσεων 2ου βαθμού. / In this dissertation the problem of finding reliably and with certainty all the zeros a pa-rameterized equation f(x;[p]) = 0, of a continuously differentiable function f is considered, where [p] is an interval vector describing all the parameters of the Equation, which are formed with interval numbers. For this kind of problem, methods of Interval Analysis are used. The incentive to this scientific research was emerged from a classic numerical analysis problem: the numerical solution of polynomial systems of equations using interval analysis. In particular, a heuristic reordering technique of the initial polynomial systems of equations is proposed. This approach seems to improve significantly the used solver. The proposed technique, as well as the results of this publication are presented in Chapter 2 of this dissertation. In the next Chapter 3, a methodology is proposed for solving reliably and efficiently parameterized (interval) equations. Firstly, a new formulation of interval arithmetic is given and the equivalence with the classic one is proved. Then, an extension of interval Newton method is proposed and developed, based on the new formulation of interval arithmetic. The new method is able to solve not only classic non-linear equations but, non-linear parameterized (interval) equation too. In Chapter 4 a new approach on solving the Box-Constrained Global Optimization problem is proposed, based on the results of Chapter 3. In details, the Box-Constrained Global Optimization problem is reduced to a problem of solving interval equations. The solution of this reduction is attainable through the methodology developed in Chapter 3. In the last Chapter of this dissertation a new algorithmic approach is given for the problem of solving reliably and with certainty an interval polynomial equation of degree $n$. This approach consists in a generalization of the work of Hansen and Walster. Hansen and Walster proposed a method for solving only quadratic interval polynomial equations

Submitted by Renata Lopes (renatasil82@gmail.com) on 2015-12-16T11:02:24Z No. of bitstreams: 1 talespulinhoramos.pdf: 6134665 bytes, checksum: 349537ae72f568271488022944942fb6 (MD5) / Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2015-12-16T11:20:33Z (GMT) No. of bitstreams: 1 talespulinhoramos.pdf: 6134665 bytes, checksum: 349537ae72f568271488022944942fb6 (MD5) / Made available in DSpace on 2015-12-16T11:20:33Z (GMT). No. of bitstreams: 1 talespulinhoramos.pdf: 6134665 bytes, checksum: 349537ae72f568271488022944942fb6 (MD5) Previous issue date: 2015-02-23 / CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / O Sistema Interligado Nacional (SIN) apresenta cerca de 150 usinas hidráulicas e o planejamento de médio prazo contempla entre 5 e 10 anos de estudo, a representação do sistema à usinas individualizadas faz com que a resolução do problema seja muito custoso computacionalmente. Para isso, o sistema é representado a partir de sistemas equivalentes de energia. Existe um trabalho anterior onde foi realizado a flexibilização da modelagem do sistema, denominada modelagem híbrida, em que parte do sistema é representado através de sistemas equivalentes de energia e outra é representada à usinas individualizadas com a produtibilidade constante. Desta forma, consegue-se um maior detalhamento nos estudos de médio prazo mantendo a complexidade do sistema em um nível adequado computacionalmente. Este trabalho apresenta a modelagem híbrida entre sistemas equivalentes de energia e à usinas individualizadas, porém, considerando as não linearidades das usinas hidráulicas. As não linearidades das usinas basicamente se dão em relação a variação do nível do reservatório e da vazão defluente (vazão turbinada acrescida da vazão vertida), o que implica diretamente na geração hidráulica. A proposta consiste em modelar a geração hidráulica das usinas (Função de Produção Hidráulica - FPH), que é uma função analítica não linear e não convexa, por uma função linear por partes convexa que represente adequadamente a função de produção hidráulica analítica. Há um trabalho anterior onde a FPH é aproximada por uma função linear por partes em duas etapas, inicialmente a função é aproximada nas dimensões do armazenamento e do turbinamento e, em uma segunda etapa, é adicionado a contribuição do vertimento. Já neste trabalho, a FPH é aproximada por uma função linear por partes obtida em apenas uma etapa para as três dimensões a partir do algoritmo Convex Hull. Assim, é possível resolver o problema de médio prazo considerando parte do sistema representado de forma equivalente e outra parte de forma individualizada considerando a variação da geração hidráulica em função do volume armazenado, vazão turbinada e vertida (se houver influência no canal de fuga). / The National Interconnected Power System (NIPS) presents around 150 hydraulic plants and the medium term planning contemplates between 5 to 10 years of study, the representation of the system to individualized plants makes the problem impracticable in computing; then the system is represented from equivalent systems of energy. There is an alternative of modeling flexibility of the system named hybrid modeling, in which part of the system is represented through equivalent systems of energy and the other is represented to individualized plants with constant productivity. As a consequence, it is obtained greater detail in the long term studies, maintaining the complexity of the system in an adequate level in computing. This paper presents the hybrid modeling between equivalent systems of energy and individualized plants. However, it considers non-linearities on generation of hydraulic plants. The non-linear characteristic on generation function basically comes from the influence of the reservoir level (head term) and the release term (turbinated outflow added to spilled outflow). The suggestion is to model the hydraulic generation of the plants (Hydraulic Production Function - HPF), which is a non-linear and non-convex analytical function, into a convex piecewise linear function that represents appropriately the function of the analytical hydraulic production. It will be described in detail in this paper the technique used to obtain this piecewise linear function by applying the Convex Hull algorithm to guarantee the convexity of this function. To conclude, it is possible to solve the problem of long term considering part of the system represented by equivalent form and the other part in individualized manner considering the variation of the hydraulic generation in relation to the volume stored, turbaned and spilled outflow.

Selon l’image reçue des Vikings, ce peuple incarne l'esprit d’une immense solidarité primitive ayant su résister rudement au joug du christianisme et à la domination du Latin en Europe occidentale. Cette image n’est pas sans ses contradictions et, s’il est vrai que l’écriture était encore inconnue en Scandinavie durant les premiers siècles de l’expansion viking, on sait maintenant que le commerce et la colonisation, autant que les célèbres raids, motivèrent l’irruption des peuples scandinaves sur la scène médiévale. Quant aux navires de ces marchands, colonisateurs, pêcheurs et guerriers, ils apparaissent, un peu à l’image des Vikings eux-mêmes, sur le grand tableau de l’histoire nautique sous l’enseigne d’une originalité et d’une technicité sans parallèle. Comment les Vikings construisaient-ils leurs navires, en leur donnant une symétrie, un équilibre et une finesse si achevés? Les premiers ethnologues qui se sont intéressés à cette question ont privilégié les idées issues d'une tradition acquise par des générations de constructeurs, et d'astuces simples pour équilibrer tribord et bâbord. Puis, ils se sont rapidement tournés vers les techniques inhérentes à la construction à clin : utilisation de planches fendues et non sciées et de rivets abondants témoignant d’une sidérurgie acquise depuis peu. Le problème que présentent ces navires, est que leur construction artisanale demeure conforme à l’image reçue des Vikings, mais que leur conception architecturale, réalisée selon des connaissances théoriques très exactes, brise la notion d’une Scandinavie médiévale illettrée et coupée des grands centres du savoir. Ce travail s’intéresse précisément à la conception architecturale des navires scandinaves du VIIIe au XIe siècle pour montrer comment ils s’insèrent dans un haut savoir européen dès leur apparition. Il explore ensuite les liens qui unissent ce savoir théorique aux aspects véritablement originaux des navires vikings, en l’occurrence leur construction à clin et leur homogénéité sur une grande région à travers plus de cinq siècles. Au terme de cette recherche, l'analyse réalisée sur le maître-couple de trois épaves vikings, une épave antique et une épave scandinave pré-viking, a permis de mettre en évidence plusieurs indices de l'utilisation du système de conception géométrique apparaissant pour la première fois dans les traités d'architecture navale de la Renaissance, et ce, sur chacune de ces épaves. Les résultats obtenus démontrent qu'il est possible d'employer un système transversal de conception pour des navires vraisemblablement construits bordé premier et assemblés à clin. / According to the popular image of the Vikings, this people embodied a spirit of immense solidarity that resisted the yoke of Christianity and the dominance of Latin in Western Europe. This image is not without its contradictions, and while it is true that writing was unknown in Scandinavia during the early centuries of the Viking expansion, we now know that trade and colonization, as much as their famous raids, motivated the irruption of the Scandinavian people on the medieval stage. However, there is an important area where the contradictions between the image of the Vikings and archaeological data still remain intact : the Vikings ships. These ships were designed for traders, settlers, fishermen and warriors. Like the Vikings themselves, their ships reflect a genius of unparallelled originality and high performance. How did the Vikings build their ships, conferring them with such impressive symmetry, balance and finesse? The first ethnologists who studied this issue favoured ideal notions of traditions compiled over generations of builders, along with simple tips for balancing portside and starboard. Following this reductive cultural representation, they then quickly turned to the essential elements of clinker built construction: use of split planks and a great number of iron rivets, evidence of a new metallurgy. The problem with these ships is that, while their construction is made using traditional methods fitting to the popular image of the Vikings, their architectural design, deriving from very refined knowledge, contradicts the idea of an illiterate medieval Scandinavia cut off from the main centres of learning. This work focuses on the architectural design of Scandinavian ships from the eighth to the eleventh century, to show their place in high European knowledge. It then seeks to understand the links between the theoretical and practical aspects of Vikings ships : the clinker built construction and a great homogeneity over more than five centuries. Analysis of the master frames of five wrecks – three Viking ships, one Ancient wreck and a pre-Viking Scandinavian vessel – has found positive indicators of the use of geometric design principles that were formerly thought to be original in Renaissance shipbuilding treatises. Each wreck showed signs of the application of these design principles. The results show moreover that it was possible to use a transverse system of hull design for ships that were built shell-first in the clinker style.

No description available.

The minimally invasive approach of arthroscopy means less pain and faster recovery time for patients compared to open surgery. However, it implies a high difficulty of performance. Therefore, surgeon should remain at a high level of technical and professional expertise to perform such operations. Surgeon’s skills are being developed over years of surgical training on animals, cadavers and patients. Nowadays, cadavers and animal specimens present an ethical problem also the practice on real humans is usually risky. For surgeons to reach a high level, new and alternative ways of performing surgical training are required. Virtual reality technology has opened new realms in the practice of medicine. Today, virtual reality simulators have become one of the most important training methods in the medical field. These simulators allow medical students to examine and study organs or any structure of the human body in ways that were not possible few years earlier. Similarly, the surgeon as well as the medical student can gain a valuable experience by performing a particular surgery with an anatomical accuracy and realism as it is actually performed in the real world. Thus, they can practice on virtual operation before they proceed and operate on real patients. In this thesis, a virtual reality training simulator for wrist arthroscopy is introduced. Two main issues are addressed: the 3-D reconstruction process and the 3-D interaction. Based on a sequence of CT images a realistic representation of the wrist joint is obtained suitable for the computer simulation. Two main components of the computer-based system interface are illustrated: the 3-D interaction to guide the surgical instruments and the user interface for haptic feedback. In this context, algorithms that model objects using the convex hull approaches and simulate real time exact collision detection between virtual objects are presented. A force feedback device, coupled with a haptic algorithm, is used as a haptic interface with the computer simulation system. This leads in the development of a low cost system with the same benefits as professional devices. In this regard, the wrist arthroscopy can be simulated and medical students can learn the basic skills required with safety, flexibility and less cost / La chirurgie arthroscopique présente actuellement un essor très important pour le bénéfice du plus grand nombre des patients. Cependant, cette technique possède un certain nombre d’inconvénients et il est donc nécessaire pour le médecin de s’entrainer et répéter ses gestes afin de pouvoir exécuter ce type d’opération d’une façon efficace et certaine. En effet, les méthodes traditionnelles d’enseignement de la chirurgie sont basées sur l’autopsie des cadavres et l’entrainement sur des animaux. Avec l’évolution de notre société, ces deux pratiques deviennent de plus en plus critiquées et font l’objet de réglementations très restrictives. Afin d’atteindre un niveau plus élevé, de nouveaux moyens d’apprentissage sont nécessaires pour les chirurgiens. Récemment, la réalité virtuelle commence d’être de plus en plus utilisée dans la médecine et surtout la chirurgie. Les simulateurs chirurgicaux sont devenus une des matières les plus récentes dans la recherche de la réalité virtuelle. Ils sont également devenus une méthode de formation et un outil d’entrainement valable pour les chirurgiens aussi bien que les étudiants en médecine. Dans ce travail, un simulateur de réalité virtuelle pour l’enseignement de la chirurgie arthroscopique, surtout la chirurgie du poignet, a été préesenté. Deux questions principales sont abordées : la reconstruction et l’interaction 3-D. Une séquence d’images CT a été traitée afin de générer un modèle 3-D du poignet. Les deux principales composantes de l’interface du système sont illustrées : l’interaction 3-D pour guider les instruments chirurgicaux et l’interface de l’utilisateur pour le retour d’effort. Dans ce contexte, les algorithmes qui modélisent les objets en utilisant les approches de “Convex Hull” et qui simulent la détection de collision entre les objets virtuels en temps réel, sont présentés. En outre, un dispositif de retour d’effort est utilisé comme une interface haptique avec le système. Cela conduit au développement d’un système à faible coût, avec les mêmes avantages que les appareils professionnels. A cet égard, l’arthroscopie du poignet peut être simulée et les étudiants en médecine peuvent facilement utiliser le système et peuvent apprendre les compétences de base requises en sécurité, flexibilité et moindre coût

Em geral, uma embarcação de planeio é projetada para atingir elevados níveis de velocidade. Esse atributo de desempenho está diretamente relacionado ao porte da embarcação e à potência instalada em sua planta propulsiva. Tradicionalmente, durante o projeto de uma embarcação, as análises de desempenho são realizadas através de resultados de embarcações já existentes, retirados de séries sistemáticas ou de embarcações já desenvolvidas pelo estaleiro e/ou projetista. Além disso, a determinação dos atributos de desempenho pode ser feita através de métodos empíricos e/ou estatísticos, onde a embarcação é representada através de seus parâmetros geométricos principais; ou a partir de testes em modelos em escala reduzida ou protótipos. No caso específico de embarcações de planeio, o custo dos testes em escala reduzida é muito elevado em relação ao custo de projeto. Isso faz com que a maioria dos projetistas não opte por ensaios experimentais das novas embarcações em desenvolvimento. Ao longo dos últimos anos, o método de Savitsky foi largamente utilizado para se realizar estimativas de potência instalada de uma embarcação de planeio. Esse método utiliza um conjunto de equações semi-empíricas para determinar os esforços atuantes na embarcação, a partir dos quais é possível determinar a posição de equilíbrio de operação e a força propulsora necessária para navegar em uma dada velocidade. O método de Savitsky é muito utilizado nas fases iniciais de projeto, onde a geometria do casco ainda não foi totalmente definida, pois utiliza apenas as características geométricas principais da embarcação para realização das estimativas de esforços. À medida que se avança nas etapas de projeto, aumenta o detalhamento necessário das estimativas de desempenho. Para a realização, por exemplo, do projeto estrutural é necessária uma estimativa do campo de pressão atuante no fundo do casco, o qual não pode ser determinado pelo método de Savitsky. O método computacional implementado nesta dissertação, tem o objetivo de determinar as características do escoamento e o campo de pressão atuante no casco de uma embarcação de planeio navegando em águas calmas. O escoamento é determinado através de um problema de valor de contorno, no qual a superfície molhada no casco é considerada um corpo esbelto. Devido ao uso da teoria de corpo esbelto o problema pode ser tratado, separadamente, em cada seção, onde as condições de contorno são forçadamente respeitadas através de uma distribuição de vórtices. / Generally, a planing craft is designed to achieve high speed levels. This performance attribute is directly related to the boat size and to the propeller plant power. Traditionally, during a boat design, performance analyses are carried out using results taken from systematic series or from others boat previously build by the shipyard and/or designer. Furthermore, performance attributes can be calculated by semi-empirical and/or statistic methods or by tests of reduced scale models. In the specific case of planing boats, the costs of reduced scale tests are too high compared to the design cost itself. Because of this, most designers do not perform experimental tests during the development of new boats. During the last years, the Savitsky method was extensively used to estimate planing craft effective power. The method uses a set of semi-empirical equations to calculate the forces acting on the boat, from which the equilibrium position and the required propeller thrust are determined. During the preliminary phases of planing craft design, the hull geometry hasn\'t been fully defined. Therefore, the Savitsky method is widely used during this phase, because it uses only the main geometrical characteristics to estimate the forces acting on the hull. Advancing toward the final phases of the design process, more detailed information is required. To execute the structural design, for example, the pressure field acting on the hull must be known, which can\'t be estimate using the Savitsky method. The main objective of the present study is to implement a computer method that can be used to estimate the fluid flow and pressure field acting on the hull of a boat moving with forward speed constant in calm water. The fluid flow around the hull is treated as a boundary value problem, in which the wetted hull surface is considered a slender body. The slender body theory enables to solve the problem separately, in each transverse section, where boundary conditions are respected by a sheet of vortices.