Nesta dissertação de Mestrado será apresentada uma poderosa técnica numérica, conhecida como método Level Set, capaz de simular e analisar movimentos de curvas em diferentes cenários físicos. Tal método - formulado por Osher e Sethian [1] - está sedimentado na seguinte idéia: representar uma determinada curva (ou superfície) Γ como a curva de nível zero (zero level set) de uma função Φ de maior dimensão (denominada função Level Set). A equação diferencial do tipo Hamilton-Jacobi que descreve a evolução da função Level Set é discretizada através da utilização de acurados esquemas hiperbólicos e, como resultado de tal acurácia, obtém-se uma formulação numérica capaz de tratar eficazmente mudanças topológicas e/ou descontinuidades que, eventualmente, podem surgir no decorrer da propagação da curva (ou superfície) de nível zero. Em virtude da eficácia e versatilidade do método Level Set, esta técnica numérica está sendo amplamente aplicada à diversas áreas científicas, incluindo mecânica dos fluidos, processamento de imagens e visão computacional, crescimento de cristais, geometria computacional e ciência dos materiais. Particularmente, o propósito deste trabalho equivale ao estudo dos fundamentos do método Level Set e, por fim, visa-se aplicar tal modelo numérico à problemas existentes na área de crescimento de cristais. [1] S. Osher and J. A. Sethian, Fronts propagating with curvature-dependent speed: Algorithms based on Hamilton-Jacobi formulations, J. Comp. Phys., 79:12, 1988. / In this dissertation, we present a powerful numerical technique known as Level Set Method for computing and analyzing moving fronts in different physical settings. The method -formulated by Osher and Sethian [1] - is based on the following idea: a curve (or surface) is embedded as the zero level set of a higher-dimensional function Φ (called level set function). Then, we can link the evolution of this function Φ to the propagation of the curve itself through a time-dependent initial value problem. At any time, the curve is given by the zero level set of the time-dependent level set function Φ. The evolution of the level set function Φ is described by a Hamilton-Jacobi type partial differential equation, which can be discretised by the use of accurate methods for hyperbolic equations. As a result, the Level Set Method is able to track complex curves that can develop large spikes, sharp corners or change its topology as they evolve. Because of its versatility and efficacy, this numerical technique has found applications in a large number of areas, including fluid mechanics, image processing and computer vision, crystal growth, computational geometry and materials science. Particularly, the aim of this dissertation has been to understand the fundamentals of Level Set Method and its final goal is compute the motion of bondaries in crystal growth using this numerical model. [1] S. Osher and J. A. Sethian, Fronts propagating with curvature-dependent speed: Algorithms based on Hamilton-Jacobi formulations, J. Comp. Phys., 79:12, 1988.

In this thesis we prove the genericity of the set of metrics on a manifold with boundary M^{n+1}, such that all free boundary constant mean curvature (CMC) embeddings \\varphi: \\Sigma^n \\to M^{n+1}, being \\Sigma a manifold with boundary, are non-degenerate (Bumpy Metrics), (Theorem 2.4.1). We also give sufficient conditions to obtain a free boundary CMC deformation of a CMC inmersion (Theorems 3.2.1 and 3.2.2), and a stability criterion for this type of immersions (Theorem 3.3.3 and Corollary 3.3.5). In addition, given a one-parametric family, {\\varphi _t : \\Sigma \\to M} , of free boundary CMC immersions, we give criteria for the existence of smooth bifurcated branches of free boundary CMC immersions for the family {\\varphi_t}, via the implicit function theorem when the kernel of the Jacobi operator J is non-trivial, (Theorems 4.2.3 and 4.3.2), and we study stability and instability problems for hypersurfaces in this bifurcated branches (Theorems 5.3.1 and 5.3.3). / Nesta tese, provamos a genericidade do conjunto de métricas em uma variedade com fronteira M^{n+1}, de modo que todos os mergulhos de curvatura média constante (CMC) e fronteira livre \\varphi : \\Sigma^n \\to M^{n+1}, sendo \\Sigma uma variedade com fronteira, sejam não-degenerados (Métricas Bumpy), (Teorema 2.4.1). Nós também fornecemos condições suficientes para obter uma deformação CMC e fronteira livre de uma imersão CMC (Teoremas 3.2.1 and 3.2.2), e um critério de estabilidade para este tipo de imersões (Teorema 3.3.3 and Corolario 3.3.5). Além disso, dada uma família 1-paramétrica, {\\varphi _t : \\Sigma \\to M} , de imersões de CMC e fronteira livre, damos os critérios para a existência de ramos de bifurcação suaves de imersões CMC e fronteira livre para a familia {\\varphi_t}, por meio de o teorema da função implícita quando o kernel do operador Jacobi J é não-trivial, (Teoremas 4.2.3 and 4.3.2), e estudamos o problema da estabilidade e instabilidade para hipersuperfícies em naqueles ramos de bifurcação (Teoremas 5.3.1 and 5.3.3).

Nesta dissertação de Mestrado será apresentada uma poderosa técnica numérica, conhecida como método Level Set, capaz de simular e analisar movimentos de curvas em diferentes cenários físicos. Tal método - formulado por Osher e Sethian [1] - está sedimentado na seguinte idéia: representar uma determinada curva (ou superfície) Γ como a curva de nível zero (zero level set) de uma função Φ de maior dimensão (denominada função Level Set). A equação diferencial do tipo Hamilton-Jacobi que descreve a evolução da função Level Set é discretizada através da utilização de acurados esquemas hiperbólicos e, como resultado de tal acurácia, obtém-se uma formulação numérica capaz de tratar eficazmente mudanças topológicas e/ou descontinuidades que, eventualmente, podem surgir no decorrer da propagação da curva (ou superfície) de nível zero. Em virtude da eficácia e versatilidade do método Level Set, esta técnica numérica está sendo amplamente aplicada à diversas áreas científicas, incluindo mecânica dos fluidos, processamento de imagens e visão computacional, crescimento de cristais, geometria computacional e ciência dos materiais. Particularmente, o propósito deste trabalho equivale ao estudo dos fundamentos do método Level Set e, por fim, visa-se aplicar tal modelo numérico à problemas existentes na área de crescimento de cristais. [1] S. Osher and J. A. Sethian, Fronts propagating with curvature-dependent speed: Algorithms based on Hamilton-Jacobi formulations, J. Comp. Phys., 79:12, 1988. / In this dissertation, we present a powerful numerical technique known as Level Set Method for computing and analyzing moving fronts in different physical settings. The method -formulated by Osher and Sethian [1] - is based on the following idea: a curve (or surface) is embedded as the zero level set of a higher-dimensional function Φ (called level set function). Then, we can link the evolution of this function Φ to the propagation of the curve itself through a time-dependent initial value problem. At any time, the curve is given by the zero level set of the time-dependent level set function Φ. The evolution of the level set function Φ is described by a Hamilton-Jacobi type partial differential equation, which can be discretised by the use of accurate methods for hyperbolic equations. As a result, the Level Set Method is able to track complex curves that can develop large spikes, sharp corners or change its topology as they evolve. Because of its versatility and efficacy, this numerical technique has found applications in a large number of areas, including fluid mechanics, image processing and computer vision, crystal growth, computational geometry and materials science. Particularly, the aim of this dissertation has been to understand the fundamentals of Level Set Method and its final goal is compute the motion of bondaries in crystal growth using this numerical model. [1] S. Osher and J. A. Sethian, Fronts propagating with curvature-dependent speed: Algorithms based on Hamilton-Jacobi formulations, J. Comp. Phys., 79:12, 1988.

Esta dissertação aborda a teoria dos jogos diferenciais em sua estreita relação com a teoria das equações de Hamilton-Jacobi (HJ). Inicialmente, uma revisão da noção de solução em teoria dos jogos é empreendida. Discutem-se nesta ocasião as idéias de equilíbrio de Nash e alguns de seus refinamentos. Em seguida, tem lugar uma introdução à teoria dos jogos diferenciais, onde noções de solução como a função de valor de Isaacs e de Friedman são discutidas. É nesta altura do trabalho que fica evidente a conexão entre este conceito de solução e a teoria das equações de Hamilton-Jacobi. Por ocasião desta conexão, é explorada a noção de solução clássica e é exposta uma demonstração do fato de que se um jogo diferencial possuir uma função de valor pelo menos continuamente diferenciável, esta será uma solução da equação de Hamilton-Jacobi associada ao jogo. Este resultado faz uso do princípio da programação dinâmica, devido a Bellman, e cuja demonstração está presente no texto. No entanto, quando a função de valor do jogo é apenas contínua, então embora esta não seja uma solução clássica da equação HJ associada a jogo, vemos que ela será uma solução viscosa, ou solução no sentido da viscosidade - e a esta altura são discutidos os elementos e propriedades desta classe de soluções, um teorema de existência e unicidade e alguns exemplos. Por fim, retomamos o estudo dos jogos diferenciais à luz das soluções viscosas da equação de Hamilton-Jacobi e, assim, expomos uma demonstração de existência da função de valor e do princípio da programação dinâmica a partir das noções da viscosidade / This dissertation aims to address the topic of Differential Game Theory in its connection with the Hamilton-Jacobi (HJ) equations framework. Firstly we introduce the idea of solution for a game, through the discussion of Nash equilibria and its refinements. Secondly, the solution concept is then translated to the context of Differential Games and the idea of value function is introduced in its Isaacs\'s as well as Friedman\'s version. As the value function is discussed, its relationship with the Hamilton-Jacobi equations theory becomes self-evident. Due to such relation, we investigate the HJ equation from two distinct points of view. First of all, we discuss a statement according to which if a differential game has a continuously differentiable value function, then such function is a classical solution of the HJ equation associated to the game. This result strongly relies on Bellman\'s Dynamic Programming Principle - and this is the reason why we devote an entire chapter to this theme. Furthermore, HJ is still at our sight from the PDE point of view. Our motivation is simple: under some lack of regularity - a value function which is continuous, but not continuously differentiable - a game may still have a value function represented as a solution of the associated HJ equation. In this case such a solution will be called a solution in the viscosity sense. We then discuss the properties of viscosity solutions as well as provide an existence and uniqueness theorem. Finally we turn our attention back to the theory of games and - through the notion of viscosity - establish the existence and uniqueness of value functions for a differential game within viscosity solution theory.

We propose multigrid methods for solving Hamilton-Jacobi-Bellman (HJB) and Hamilton-Jacobi-Bellman-Isaacs (HJBI) equations. The methods are based on the full approximation scheme. We propose a damped-relaxation method as smoother for multigrid. In contrast with policy iteration, the relaxation scheme is convergent for both HJB and HJBI equations. We show by local Fourier analysis that the damped-relaxation smoother effectively reduces high frequency error. For problems where the control has jumps, restriction and interpolation methods are devised to capture the jump on the coarse grid as well as during coarse grid correction. We will demonstrate the effectiveness of the proposed multigrid methods for solving HJB and HJBI equations arising from option pricing as well as problems where policy iteration does not converge or converges slowly.

Η μερική διαφορική εξίσωση Hamilton-Jacobi-Bellman παράγει τη λύση στο πρόβλημα του υπολογισμού της βέλτιστης ανάδρασης καταστάσεων σε μη γραμμικά δυναμικά συστήματα. Η προσπάθεια ανάπτυξης εύχρηστων και αξιόπιστων μεθόδων αριθμητικής ή προσεγγιστικής επίλυσης της εξίσωσης Hamilton-Jacobi-Bellman έχει τεράστια σημασία στη ρύθμιση διεργασιών γιατί μπορεί να οδηγήσει άμεσα σε εργαλεία σχεδιασμού μη γραμμικών ρυθμιστών. Ειδικότερα, στη ρύθμιση διεργασιών, η απόδοση ενός ρυθμιστικού συστήματος αξιολογείται βάσει ενός τετραγωνικού δείκτη απόδοσης σε άπειρο χρονικό ορίζοντα, και η βέλτιστη ανάδραση καταστάσεων μπορεί να υπολογισθεί μέσω της λύσης της εξίσωσης Hamilton-Jacobi-Bellman, μη εξαρτώμενης από το χρόνο. Στο πρόβλημα της επίλυσης της παραπάνω εξίσωσης παρουσιάζονται σοβαρές δυσκολίες, κυρίως λόγω υπολογιστικής πολυπλοκότητας. Για το λόγο αυτό, οι μέχρι στιγμής πρακτικές εφαρμογές υπήρξαν περιορισμένες. Στην παρούσα εργασία αναπτύσσεται υπολογιστική μέθοδος, βασισμένη στον αλγόριθμο επαναλήψεων Newton-Kantorovich, η οποία επιτυγχάνει πολυωνυμική προσέγγιση της λύσης της μερικής διαφορικής εξίσωσης Hamilton-Jacobi-Bellman υπό μορφή αναπτύγματος σε δυναμοσειρά Taylor. Με τον τρόπο αυτό επιταχύνονται σημαντικά οι υπολογισμοί για τον προσδιορισμό της βέλτιστης ανάδρασης καταστάσεων. Η μέθοδος εφαρμόζεται αρχικά σε ένα παράδειγμα ισοθερμοκρασιακού αντιδραστήρα συνεχούς λειτουργίας με ανάδευση, ο οποίος παρουσιάζει δυναμική συμπεριφορά μη-ελάχιστης φάσης, με μία είσοδο, μία έξοδο και δύο καταστάσεις. Στη συνέχεια, εφαρμόζεται σε παραδείγματα μη ισοθερμοκρασιακού αντιδραστήρα αντίστοιχης δυναμικής συμπεριφοράς, τριών καταστάσεων, πρωτίστως με μία είσοδο και μία έξοδο και κατόπιν με δύο εισόδους και δύο εξόδους. Με ανάπτυξη και εφαρμογή κώδικα MAPLE για κάθε μία περίπτωση χωριστά, υπολογίζονται προσεγγιστικά οι βέλτιστοι νόμοι ανάδρασης και σχεδιάζονται οι βέλτιστες αποκρίσεις των εισόδων και των εξόδων κάθε ενός από τα παραπάνω συστήματα, ενώ ταυτόχρονα γίνεται και καταγραφή των αντίστοιχων χρόνων εκτέλεσης κάθε κώδικα. Τέλος, στην περίπτωση του ισοθερμοκρασιακού αντιδραστήρα, γίνεται σύγκριση της προτεινόμενης μεθόδου με προϋπάρχουσες, κατά κύριο λόγο σε ζητήματα χρόνων εκτέλεσης, αλλά και σε ζητήματα απόδοσης στη ρύθμιση. / The partial differential equation Hamilton-Jacobi-Bellman produces the solution in the problem of calculation of optimal state feedback in non-linear dynamic systems. The effort of designing functional and reliable, numerical or approximate, methods for solving Hamilton-Jacobi-Bellman equation has enormous importance in process control because it can lead directly to tools of planning non-linear regulators. More specifically, in process control, the attribution of a regulating system is evaluated using a quadratic performance index in infinite time horizon, and the optimal state feedback can be calculated by the solution of the non time depended Hamilton-Jacobi-Bellman equation. The problem of solving the equation above encounters serious difficulties, mainly because of the calculation complexity. For this reason, the practical applications existed until now were very few. In the present work a calculating method is developed, based in the iterative algorithm Newton-Kantorovich, which achieves polynomial approach of the solution of partial differential equation Hamilton-Jacobi-Bellman under the form of Taylor series expansion. Thus the calculations for the determination of optimal state feedback are considerably accelerated. The method is initially applied in an example of continuous stirred tank reactor, with non-minimum phase dynamic behavior, with one input, one output and two state variables. Afterwards, it is applied in examples of not isothermal reactor of the same dynamic behavior, three state variables, firstly with one input and one output variables and then with two input and two output variables. Using the symbolic program MAPLE, a code was developed for each case separately, which calculates approximately the optimal feedback laws and designs the optimal responses of the inputs and outputs of each of the systems above, while the corresponding times of implementation of each code are simultaneously recording. Finally, in the case of isothermal reactor, a comparison is made between the proposed and preexisting methods, mainly in the base of the time of implementations and the regulation performance.

We propose multigrid methods for solving Hamilton-Jacobi-Bellman (HJB) and Hamilton-Jacobi-Bellman-Isaacs (HJBI) equations. The methods are based on the full approximation scheme. We propose a damped-relaxation method as smoother for multigrid. In contrast with policy iteration, the relaxation scheme is convergent for both HJB and HJBI equations. We show by local Fourier analysis that the damped-relaxation smoother effectively reduces high frequency error. For problems where the control has jumps, restriction and interpolation methods are devised to capture the jump on the coarse grid as well as during coarse grid correction. We will demonstrate the effectiveness of the proposed multigrid methods for solving HJB and HJBI equations arising from option pricing as well as problems where policy iteration does not converge or converges slowly.

Submitted by Claudio Henrique Cerqueira Costa Basquerotto (cbasquerotto@ymail.com) on 2018-05-25T15:27:47Z No. of bitstreams: 1 Tese_Basquerotto.pdf: 7598699 bytes, checksum: 5f0c350de78925517e7db6045e9c3749 (MD5) / Approved for entry into archive by Cristina Alexandra de Godoy null (cristina@adm.feis.unesp.br) on 2018-05-25T17:35:47Z (GMT) No. of bitstreams: 1 basquerotto_chc_dr_ilha.pdf: 7598699 bytes, checksum: 5f0c350de78925517e7db6045e9c3749 (MD5) / Made available in DSpace on 2018-05-25T17:35:47Z (GMT). No. of bitstreams: 1 basquerotto_chc_dr_ilha.pdf: 7598699 bytes, checksum: 5f0c350de78925517e7db6045e9c3749 (MD5) Previous issue date: 2018-04-20 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / Os métodos envolvendo simetria têm grande importância para o estudo das equações diferenciais decorrentes de áreas como a matemática, física, engenharia entre muitas outras. A existência de simetrias em equações diferenciais pode gerar transformações em variáveis dependentes e independentes que podem facilitar a integração. Em especial, Sophus Lie desenvolveu no século XIX uma forma de extração de simetrias que podem ser usadas efetivamente para revelar as integrais primeiras, ou seja, as constantes de movimento, que muitas vezes podem estar escondidas. Estes invariantes podem em algumas situações ser identificados pelo teorema de Noether ou a partir de manipulações das próprias equações com transformações de Lie. Assim, nesta tese foi proposto utilizar as simetrias de Lie para aplicação em problemas da dinâmica de sistemas mecânicos. As simetrias de Lie são aplicadas em dois problemas clássicos, primeiro em um pêndulo oscilando em um aro rotativo e em seguida em um pião simétrico com movimento de precessão estacionária com um ponto fixo. No primeiro problema foi realizada uma redução de ordem para solução por quadraturas da equação de movimento. Já no segundo foram mostradas as relações entre os invariantes e as leis de conservação extraídas das simetrias de Lie. Uma outra análise foi realizada através da teoria de referencial móvel, mostrando a possibilidade de outras aplicações das simetrias de Lie. Uma das aplicações desta teoria, também é a redução de ordem das equações diferenciais resultantes. Com isso os referenciais móveis foram calculados para os problemas do pêndulo oscilando em um aro rotativo, pião simétrico e apresentando uma aplicação em um problema de vínculo não-holonomo. A partir disto foi possível reduzir a ordem das equações e obter a solução analítica das mesmas. Com isto, esta tese buscou mostrar a aplicação das simetrias de Lie em problemas de dinâmica de sistemas mecânicos através de uma linguagem acessível e que motive a outros engenheiros a se interessarem pelo tema. / The methods involving symmetry are of great importance for the study of the di erential equations arising from areas such as mathematics, physics, engineering among many others. The existence of symmetries in di erential equations can generate transformations in dependent and independent variables that may be easier to integrate. In particular, Sophus Lie developed in the nineteenth century a form of extraction of symmetries that can be used e ectively to reveal the rst integrals, that is, the motion constants, which can often be hidden. These invariants can in some situations be identi ed by the Noether theorem or from manipulations of the equations themselves with Lie transformations. Thus, in this thesis it was proposed to use the Lie symmetries for application in problems of the dynamics of mechanical systems. The Lie symmetries are applied in two classic problems, rst in a bead on a rotating wire hoop and then in a symmetric top with stationary precession with a xed point. In the rst problem, a reduction of order of the equation of motion was performed by quadratures. In the second one, the relations between the invariants and the conservation laws extracted from the Lie symmetries were shown. Another analysis was performed through the theory of moving frames, showing the possibility of other applications of Lie symmetries. One of the applications of this theory is also the order reduction of the resulting di erential equations. Thus, moving frames were calculated for the bead on a rotating wire hoop, symmetric top and showing an application in a nonholonomic problem. From this it was possible to reduce the order of the equations and to obtain the analytical solution of the same ones. So, this thesis sought to show the application of Lie symmetries in problems of dynamics of mechanical systems through an accessible language and that motivate other engineers to take an interest in the subject.

Cette thèse est consacrée à l'étude de phénomènes de propagation dans des modèles d’EDP venant de la biologie. On étudie des équations cinétiques inspirées par le déplacement de colonies de bactéries ainsi que des équations de réaction-diffusion importantes en écologie afin de reproduire plusieurs phénomènes de dynamique et d'évolution des populations. La première partie étudie des phénomènes de propagation pour des équations cinétiques. Nous étudions l'existence et la stabilité d'ondes progressives pour des modèles ou la dispersion est donnée par un opérateur hyperbolique et non par une diffusion. Cela fait entrer en jeu un ensemble de vitesses admissibles, et selon cet ensemble, divers résultats sont obtenus. Dans le cas d'un ensemble de vitesses borné, nous construisons des fronts qui se propagent à une vitesse déterminée par une relation de dispersion. Dans le cas d'un ensemble de vitesses non borné, on prouve un phénomène de propagation accélérée dont on précise la loi d'échelle. On adapte ensuite à des équations cinétiques une méthode basée sur les équations de Hamilton-Jacobi pour décrire des phénomènes de propagation. On montre alors comment déterminer un Hamiltonien effectif à partir de l'équation cinétique initiale, et prouvons des théorèmes de convergence.La seconde partie concerne l'étude de modèles de populations structurées en espace et en phénotype. Ces modèles sont importants pour comprendre l'interaction entre invasion et évolution. On y construit d'abord des ondes progressives que l'on étudie qualitativement pour montrer l'impact de la variabilité phénotypique sur la vitesse et la distribution des phénotypes à l'avant du front. On met aussi en place le formalisme Hamilton-Jacobi pour l'étude de la propagation dans ces équations de réaction-diffusion non locales.Deux annexes complètent le travail, l'une étant un travail en cours sur la dispersion cinétique en domaine non-borné, l'autre étant plus numérique et illustre l’introduction. / This thesis is devoted to the study of propagation phenomena in PDE models arising from biology. We study kinetic equations coming from the modeling of the movement of colonies of bacteria, but also reaction-diffusion equations which are of great interest in ecology to reproduce several features of dynamics and evolution of populations. The first part studies propagation phenomena for kinetic equations. We study existence and stability of travelling wave solutions for models where the dispersal part is given by an hyperbolic operator rather than by a diffusion. A set of admissible velocities comes into the game and we obtain various types of results depending on this set. In the case of a bounded set of velocities, we construct travelling fronts that propagate according to a speed given by a dispersion relation. When the velocity set is unbounded, we prove an accelerating propagation phenomena, for which we give the spreading rate. Then, we adapt to kinetic equations the Hamilton-Jacobi approach to front propagation. We show how to derive an effective Hamiltonian from the original kinetic equation, and prove some convergence results.The second part is devoted to studying models for populations structured by space and phenotypical trait. These models are important to understand interactions between invasion and evolution. We first construct travelling waves that we study qualitatively to show the influence of the genetical variability on the speed and the distribution of phenotypes at the edge of the front. We also perform the Hamilton-Jacobi approach for these non-local reaction-diffusion equations.Two appendices complete this work, one deals with the study of kinetic dispersal in unbounded domains, the other one being numerical aspects of competition models.

Com o objetivo de avaliar o desempenho dos modelos mistos quando se assumem bases de funções ortonormais de Legendre, Jacobi modificadas e trigonométricas como covariáveis dos coeficientes aleatórios, os dados referentes à pesagem corporal de animais da raça Nelore do nascimento aos 800 dias, foram analisados com modelos que assumiram inicialmente coeficientes aleatórios de efeito genético direto e efeito permanente animal (dois fatores aleatórios), em seguida foi acrescentado o efeito genético materno (três fatores aleatórios) e finalmente assumiram-se também os coeficientes aleatórios de efeito permanente materno (quatro fatores aleatórios). Foram considerados como efeitos fixos, as idades da mãe ao parto, os grupos contemporâneos e uma regressão linear por polinômios de Legendre. Os dados oriundos da fazenda Mundo Novo fornecidos pelo Grupo de Melhoramento Animal da FZEA/USP continham 61.975 pesagens corporais de 20.543 animais e informações de 26.275 animais da raça Nelore no "pedigree". O número de pesagem por animal não ultrapassou a seis e cada animal forneceu apenas uma medida em cada um dos seguintes intervalos de idade (em dias): 1 – 69, 70 – 159, 160 – 284, 285 – 454, 455 – 589 e 590 – 800. O propósito desse estudo foi comparar o ajuste da curva média de crescimento dos animais por intermédio de modelos mistos sob influência das funções ortonormais com dois, três e quatro fatores aleatórios. Um segundo propósito do trabalho foi investigar o comportamento das curvas dos componentes aleatórios estimados por meio dos modelos selecionados em cada base de funções nos três grupos distintos de efeitos aleatórios e examinar o comportamento das curvas dos coeficientes de herdabilidade obtidas a partir das curvas dos componentes aleatórios. Por meio do aplicativo WOMBAT, as análises foram realizadas usando-se o algoritmo PX-AI. Em função da parcimônia, o critério de informação bayesiano de Schwarz (BIC) foi adotado para selecionar os modelos que melhor se adequaram aos dados, que em ordem crescente de seus valores foram: com dois fatores aleatórios, os modelos de Legendre com seis covariáveis (ML26), de Jacobi Modificado com cinco covariáveis (MJ25) e o trigonométrico com seis covariáveis (MT26); com três fatores aleatórios, os modelos com seis covariáveis (MJ36, ML36, MT36); e com quatro fatores aleatórios, os modelos de Jacobi Modificado com cinco covariáveis (MJ45), de Legendre com cinco covariáveis (ML45), e o trigonométrico com seis covariáveis (MT46). Dentre os nove modelos selecionados, o modelo com o menor BIC foi o modelo MJ36, porém o modelo MJ45 apresentou estimativas de componentes de variância muito próximas do modelo MJ36. As estimativas dos componentes de variância e dos coeficientes de herdabilidade obtidas pelos modelos com funções de Jacobi modificadas, nos extremos do intervalo, ficaram abaixo das obtidas pelos modelos com funções de Legendre e no interior do intervalo elas foram concordantes, ficando entre 0,2 e 0,3. As estimativas obtidas dos modelos com funções trigonométricas se diferenciaram dos demais e foram muito baixas no extremo do intervalo para modelos com mais de dois fatores aleatórios. A média das curvas de crescimento que mais se aproximou da tendência média dos dados em cada ponto do intervalo foi obtida pelo modelo MJ26. / This work's statistical objective is to assess the performance of random coef- ficient regression models when Legendre, modified Jacobi and trigonometric functions are used as the covariate basis. This was studied with an application to a genetic analysis of the body weight of cattle from the Nellore breed. In the period 1981 to 2002 body weight data of animals were collected from the birth to the 800th day of life. An initial two random factor model used random coefficients for the direct genetic and environment animal effects. A second three random factors model introduced an additional random term for coefficients maternal genetic effects. Our final model, with four random factors, included environment maternal effects. Average growth curve was modeled by a fixed linear regression on days of age nested within contemporary group and ages of dams at calving. The data come from the Mundo Novo farm, and were provided by the Animal Breeding Genetic Group of the FZEA/USP. There were 61,975 body weights measured on 20,543 animals. In addition, information from 26,275 pedigree Nellore animals was included. No animal was weighed more than six times, and each animal supplied at most one measure within each of the following age intervals (in days): 1-69, 0-159, 160-284, 285-454, 455-589 and 590-800. This study aimed to compare the animal's mean growth curve using mixed models with the orthonormal function bases, in the case of two, three and four random factors. A second aim was to investigate the estimated random components curve behaviour using the selected models with each base of functions in the three distinct random effect groups and to examine the behaviour of the heritability coefficient curves obtained through the random component curves. The analysis was done using the PX-AI and the WOMBAT device. For parsimony, the Schwartz Bayesian information criterion (BIC) was adopted to select the best models. This criterion suggested two random factors, the for Legendre model, six covariates (ML26), for the Modified Jacobi model, five covariates (MJ25) and for the trigonometric model, six covariates (MT26). With three random factors, the models all required six covariates (MJ36, ML36, MT36). Finally, with four random factors, the Modified Jacobi model required five covariates (MJ45), the Legendre model required five covariates (ML45), and the trigonometric model required six covariates (MT46). Within the nine selected models, the MJ36 model was the one with the smaller BIC, however the MJ45 model presented variance components estimates very similar to the MJ36 model. The variance components and heritability coefficient estimates from the models with modified Jacobi functions were bellow the ones obtained with Legendre functions even at the extreme end of the intervals. In the interior of the interval, however, they were in agreement, staying between 0.2 and 0.3. The estimates obtained with trigonometric functions differed from the others and were much lower at the interval extremes for models with more than two random factors.