違約機率校準檢定 - global test 由兩部分組成：第一部分為 level，探討真實的平均違約機率是否被高估；第二部分 shape，探討高低違約機率的表現情形。但 global test 與相關違約事件下的 level test 檢定尺度皆遠高於顯著水準 $\alpha$。本文先是針對相關違約事件，利用截斷分配使 level test 犯型一誤差機率更接近顯著水準，並提出虛無假設及對立假設為 $H_0: \theta \in \cup_{i=1}^2 \Theta_{i0}$ vs. $H_1: \theta \in \cap_{i=1}^2 \Theta_{i1}$ 的形式，引用交聯集檢定。更進一步透過 Liu \& Berger (1995, \textit{The Annals of Statistics}, 23, 1, 55-72) 建構齊一較強檢力檢定，改善檢定力。模擬結果顯示交聯集檢定與齊一較強檢力檢定的檢定尺度皆為 $\alpha$，且齊一較強檢力檢定的檢定力皆高於交聯集檢定。 / The calibration test of the PDs (probabilities of default) --- global test is twofold, the first part is the level test, which is about the mean of calibrated PDs. Second, the shape test is about whether a calibrated PD model differentiates correctly between low and high default probability events. In simulation results, we found that the type I error of global test is much greater than significant level $\alpha$, so is level test in correlation default events. In this study, firstly, we use the truncated level test to control previous error and suggest the hypothesis $H_0: \theta \in \cup_{i=1}^2 \Theta_{i0}$ vs. $H_1: \theta \in \cap_{i=1}^2 \Theta_{i1}$. Secondly, we introduce the intersection union test (IUT). Moreover, we construct an uniformly more powerful test (UMP test) by Liu \& Berger (1995, \textit{The Annals of Statistics}, 23, 1, 55-72). Simulation results show that the IUT and UMP test are size $\alpha$ tests, and the power of UMP test is greater than IUT.

[Truncated abstract] In an urban network, any change to the capacity of a road or an intersection will generally result in some traffic changing its route. In addition the presence of intersections creates the need for frequent stops. These stops increase the fuel consumption by anywhere between thirty to fifty percent as evidenced by published standardised vehicle fuel consumption figures for urban and for country driving. Other components of vehicle operating costs such as tyre and brake wear and time costs will also be increased by varying amounts. Yet almost all methods in use for economic evaluation of urban road projects use open road vehicle operating costs (sometimes factored to represent an average allowance for stopping at intersections) for one year or sometimes two years in the analysis period and then make assumptions about how the year by year road user benefits may change throughout the period in order to complete the analysis. This thesis will describe a system for estimating road user costs in an urban network that calculates intersection effects separately and then adds these effects to the travel costs of moving between intersections. Daily traffic estimates are used with a distribution of the flow rate throughout the twenty-four hours giving variable speed of travel according to the level of congestion at different times of the day. For each link, estimates of traffic flow at two points in time are used to estimate the year-by-year traffic flow throughout the analysis period by linear interpolation or extrapolation. The annual road user costs are then calculated from these estimates. Annual road user benefits are obtained by subtracting the annual road user costs for a modified network from the annual road user costs for an unmodified network. The change in the road network maintenance costs are estimated by applying an annual per lane maintenance cost to the change in lane-kilometres of road in the two networks. The Benefit Cost Ratio is calculated for three discount rates. An estimate of the likely range of error in the Benefit Cost Ratio is also calculated

[pt] Um elevado número de reservatórios de hidrocarbonetos é naturalmente fraturado. Quando sujeitos a estimulação hidráulica, as fraturas naturais podem influenciar a propagação da fratura hidráulica, que pode tomar uma forma geométrica complexa, criando redes de fraturas no reservatório. De forma a melhor entender e simular tais fenômenos, um elemento baseado no Método dos Elementos Finitos Estendidos (XFEM) é proposto. A formulação do elemento inclui interseção e cruzamento entre fraturas, atrito entre as faces das fraturas, comportamento acoplado entre deslocamentos, poro-pressões e pressões do fluido da fratura, absorção de fluído da fratura para o meio poroso (leak-off) e a eventual perda de pressão nas faces da fratura (filter cake). Os fundamentos teóricos e os aspectos relevantes da implementação são apresentados. Um conjunto de análises é realizado de forma a validar em separado as diferentes funcionalidades do elemento implementado. Finalmente, os resultados de quatro aplicações práticas são analisados e discutidos: dois conjuntos de ensaios de laboratório de interseção de fratura, propagação de fratura hidráulica num modelo sintético multi-fraturado e percolação na fundação fraturada de uma barragem. Conclui-se que o código implementado fornece previsões muito boas do comportamento acoplado do meio fraturado e tem capacidade de simular corretamente a interação entre fraturas hidráulicas e naturais. Pode também verificar-se que o comportamento hidráulico dos modelos e a propagação e interseção de fraturas são muito influenciados por parâmetros tais como o diferencial de tensões in-situ, ângulo entre fraturas, a abertura hidráulica das fraturas e a condutividade transversal das faces da fratura. / [en] A large number of hydrocarbon reservoirs are naturally fractured. When subjected to hydraulic fracturing treatments, the natural fractures may influence the propagation of the hydraulic fracture, which can grow in a complicated manner creating complex fracture networks in the reservoir. In order to better understand and simulate such phenomena an element based on the eXtended Finite Element Method is proposed. The element formulation comprises fracture intersection and crossing, fracture frictional behaviour, fully coupled behaviour between displacements, pore and fracture fluid pressure, leak-off from the fracture to the surrounding medium and the eventual loss of pressure due to filter cake. The theoretical background and implementation aspects are presented. A set of analyses is performed in order to validate different features of the implemented element. Finally, the results of four practical applications are analysed and discussed: two laboratory hydraulic fracture tests, hydraulic fracture propagation in a multifractured synthetic model and percolation through a dam fractured foundation. It is concluded that the implemented code provides very good predictions of the coupled fluid-rock fracture behaviour and is capable of correctly simulating the interaction between hydraulic and natural fractures. Moreover, it is shown that the hydraulic behaviour of the models and the intersection between fractures are very sensible to parameters such as differential in-situ stresses, angle between fractures, initial hydraulic aperture and fracture face transversal conductivity.

This work has been aimed at establishing a geodetic base for photo plans of building site objects or scenes and the application to ``Photogrammetry`` studies. It will be used in teaching of Land Adjustment and Real Trade Estate study programme at the Department of Land Adjustment, Faculty of Agriculture, the University of South Bohemia in České Budějovice. The work should result in establishing the geodetic base of a building frontage using terrestrial and GPS methods.

Submitted by Etelvina Domingos (etelvina.domingos@ufpe.br) on 2015-03-10T17:09:30Z No. of bitstreams: 2 license_rdf: 1232 bytes, checksum: 66e71c371cc565284e70f40736c94386 (MD5) HLAG.pdf: 1126552 bytes, checksum: 1e1ac46e79a77b1688e9cb1f88285609 (MD5) / Made available in DSpace on 2015-03-10T17:09:30Z (GMT). No. of bitstreams: 2 license_rdf: 1232 bytes, checksum: 66e71c371cc565284e70f40736c94386 (MD5) HLAG.pdf: 1126552 bytes, checksum: 1e1ac46e79a77b1688e9cb1f88285609 (MD5) Previous issue date: 2012-01 / O objetivo desse trabalho é mostrar que os Top Intersection Numbers das Grassmannianas de retas G(2,n+2) satisfazem a relação de recorrência apresentada no artigo "Catalan Traffic at the Beach" e a conexão desses dois com os números de Catalan. Tudo isso será feito com a teoria das Derivações de Schubert e sua conexão com as Grassmannianas de retas.

Dans le domaine d’optimisation de forme de structures, la réduction des coûts et l’amélioration des produits sont des défis permanents à relever. Pour ce faire, le procédé de mise en forme doit être optimisé. Optimiser le procédé revient alors à résoudre un problème d’optimisation. Généralement ce problème est un problème d’optimisation multicritère très coûteux en terme de temps de calcul, où on cherche à minimiser plusieurs fonctions coût en présence d’un certain nombre de contraintes. Pour résoudre ce type de problème, on a développé un algorithme robuste, efficace et fiable. Cet algorithme, consiste à coupler un algorithme de capture de front de Pareto (NBI ou NNCM) avec un métamodèle (RBF), c’est-à-dire des approximations des résultats des simulations coûteuses. D’après l’ensemble des résultats obtenus par cette approche, il est intéressant de souligner que la capture de front de Pareto génère un ensemble des solutions non dominées. Pour savoir lesquelles choisir, le cas échéant, il est nécessaire de faire appel à des algorithmes de sélection, comme par exemple Nash et Kalai-Smorodinsky. Ces deux approches, issues de la théorie des jeux, ont été utilisées pour notre travail. L’ensemble des algorithmes sont validés sur deux cas industriels proposés par notre partenaire industriel. Le premier concerne un modèle 2D du fond de la canette (elasto-plasticité) et le second est un modèle 3D de la traverse (élasticité linéaire). Les résultats obtenus confirment l’efficacité de nos algorithmes développés. / One of the current challenges in the domain of the multiobjective shape optimization is to reduce the calculation time required by conventional methods. The high computational cost is due to the high number of simulation or function calls required by these methods. Recently, several studies have been led to overcome this problem by integratinga metamodel in the overall optimization loop. In this thesis, we perform a coupling between the Normal Boundary Intersection -NBI- algorithm and The Normalized Normal constraint Method -NNCM- algorithm with Radial Basis Function -RBF- metamodel in order to have asimple tool with a reasonable calculation time to solve multicriteria optimization problems. First, we apply our approach to academic test cases. Then, we validate our method against two industrial cases, namely, shape optimization of the bottom of a can undergoing nonlinear elasto-plastic deformation and an optimization of an automotive twist beam. Then, in order to select solutions among the Pareto efficient ones, we use the same surrogate approach to implement a method to compute Nash and Kalai-Smorodinsky equilibria.

Les travaux présentés dans cette thèse peuvent être divisés en deux parties. Dans une première partie, nous avons étudié le processus de photoisomérisation dans plusieurs systèmes. Une analyse de structure électronique accompagnée d’un calcul préliminaire de dynamique semi-classique ont été appliqué à un modèle minimal du rétinal afin d’extraire les degrés de libertés les plus importants lors de l’isomérisation. Cela dans le but de construire des surfaces d’énergie potentielle diabatiques pour effectuer une étude de dynamique quantique. Une approche de type dynamique semi-classique a été appliquée à un modèle de moteur moléculaire dans le but d’étudier l’origine de l’uni-directionalité de sa rotation. Finalement, une étude de structure électronique d’un complexe de Rhénium contenant un ligand de type rétinal a été effectué pour étudier l’influence du métal sur la spectroscopie du ligand rétinal. Dans une deuxième partie nous nous sommes intéressés à l’étude des croisements intersystème dans un complexe de Rhénium. Afin de pouvoir apporter une explication à un comportement contrintuitif de ce complexe, nous avons développé un Hamiltonien modèle capable de tenir compte des couplages vibroniques interétats et spin-orbit. Cet Hamiltonien a été testé sur ce-dit système, et nous a permis, grâce à une étude de structure électronique de proposer un mécanisme de relaxation différent de celui proposé expérimentalement. / This thesis can be divided in two parts.In the first one, we have studied the photoisomerization process in several systems. An electronic structure analysis mixed with a preliminary semi-classical dynamics investigation has been applied to a minimal model of the retinal chromophore in order to select the most important degrees of freedom involved in the process. The goal of this is to build diabatic potential energy surfaces in order to conduct quantum dynamics simulations. A semi-classical approach has also been applied to a molecular motor model to study the origin of the unidirectionality of its rotary motion. Finally, an electronic structure of a rhenium complex with a retinal-like ligand has been performed to study the effect of the coordination to a metallic atom on the spectroscopy of the retinal ligand. In the second part, we have investigated the intersystem crossings in a rhenium complex. In order to bring an explanation to an experimentally observed conterintuitive behavior of this complex, we have developed a model Hamiltonian that includes both interstate vibronic coupling and spin-orbit coupling. This Hamiltonian has been tested on the said complex and, in complement to an electronic structure study, allowed us to formulate a decay mechanism different from the one proposed based on experiments.

In this master thesis we investigate completeness theorems in the framework of abstract algebraic logic. Our main interest lies in the completeness with respect to the so called relatively (finitely) subdirectly irreducible models. Notable part of the presented theory concerns the difference between finitary and infinitary logical systems. We focus on the well-known fact that the completeness theorem with respect to relatively (finitely) subdirectly irreducible models can be proven in general for all finitary logics and we discuss the possible of generalizing this theorem even to infinitary logics. We show that there are two interesting inter- mediate properties between this completeness and finitarity, namely (completely) intersection-prime extension properties. Based on these notions we define five classes of logics and propose a new hierarchy of finitary and infinitary logics. As a main contribution of this dissertation we present an example of a logic separat- ing some of these classes. Keywords: Abstract algebraic logic, completeness, relatively (finitely) sub- directly irreducible models, RSI-completeness, RFSI-completeness, (completely) intersection-prime extension property, IPEP, CIPEP.

Road network of a region is of a paramount importance in the overall development. Management of road traffic is a key factor for the city authority and reducing the road traffic congestion is a significant challenge in this perspective. In this thesis, a Wireless Sensor Network (WSN) based road-traffic monitoring scheme with dynamic mathematical traffic model is presented that will not necessarily include all adjacent intersections of a block; rather the important major intersections of a city. The objective of this scheme is to reduce the congestion by re-routing the vehicles to better performing road-segments by informing the down-stream drivers through broadcasting the congestion information in a dedicated radio channel. The dynamic model can provide with the instantaneous status of the traffic of the road-network. The scheme is a WSN based multi-hop relay network with hierarchical architecture and composed of ordinary nodes, Cluster-Head nodes, Base Stations, Gateway nodes and Monitoring and Control Centers (MCC) etc. Through collecting the traffic information, MCC will check the congestion status and in defining the congestion, threshold factors have been used in this model. For the congested situation of a road-segment, a cost function has been defined as a performance indicator and estimated using the weight factors (importance) of these selected intersections. This thesis considered a traffic network with twelve major intersections of a city with four major directions. Traffic arrivals in these intersections are assumed to follow Poisson distribution. Model was simulated in Matlab with traffic generated through Poisson Random Number Generator and cost function was estimated for the congestion status of the road-segments over a simulation period of 1440 minutes starting from midnight. For optimization purpose we adopted two different approaches; in the first approach, performance of the scheme was evaluated for all threshold factor values iteratively one at a time, applying a threshold factor value to define threshold capacities of all the road segments; traffic was generated and relative cost has been estimated following the model specifications with the purpose of congestion avoidance. In the second approach, different values of threshold factor have been used for different road segments for determining the optimum set-up, and exhaustive search technique has been applied with a smaller configuration in order to keep computations reachable. Simulation results show the capacity of this scheme to improve the traffic performance by reducing the congestion level with low congestion costs.

We study Cheeger-Simons differential characters in order to define higher form U(1) gauge fields and their Wilson lines. We then go on to define generalized global symmetries. This is a topological formulation of symmetries which has interesting consequences when the charged operators extend through space. Our main source of such charged operators are the generalized Wilson lines. A higher form Noether theorem and a Ward identity are given for transformations of Wilson lines. As examples of quantum field theories with generalized symmetries we cover Sigma models, Maxwell theory and BF-theory. These are examples of Z, U(1) and Zn symmetries respectively. Finally we discuss spontaneous symmetry breaking for higher dimensional symmetries and a Goldstone theorem is provided. These massless Goldstone bosons are shown to have internal structure corresponding to non-zero spin. The photon is identified as the spin one Goldstone boson in QED. Our review of generalized symmetries is more formal than the ones in other papers. This makes various points explicit and leads to general selection rules. Many results of previous papers are reproduced in detail.