L'objectif de ce travail est de prédire les évolutions microstructurales se produisant dans le tantale pur lors d'un traitement thermique en fonction de son état microstructural initial. La restauration, la recristallisation et la croissance de grains sont décrites à l'aide d'un modèle en champ moyen qui nécessite une description adéquate de la microstructure, en termes de distributions de tailles de grains et de densités de dislocations équivalentes. La densité de dislocation équivalente moyenne peut être évaluée par une simple mesure de dureté Vickers. L'établissement de la relation dureté-densité de dislocations nécessite l'utilisation d'une loi de comportement basée sur la densité de dislocations équivalente. Les évolutions microstructurales au cours d'un traitement thermique ont été observées et les paramètres pilotant ces phénomènes ont été identifiés à l'aide d'essais originaux comme l'observation in situ de la recristallisation ou l'utilisation d'essais à gradient de déformation pour déterminer le seuil de densité de dislocations équivalente pour déclencher la recristallisation. Des essais plus classiques ont permis d'obtenir des cinétiques de recristallisation dans la gamme 1000°C-1100°C pour différentes microstructures initiales. Les simulations des différents traitements thermiques à l'aide du modèle à champ moyen rendent bien compte des évolutions microstructurales en termes de fraction recristallisée et de taille des grains recristallisés pour des microstructures faiblement déformées ou fortement déformées et fragmentées, en utilisant une description adéquate du type de microstructure initiale. Le modèle devra en revanche être adapté pour traiter le cas de microstructures intermédiaires, en enrichissant non seulement la description de la microstructure initiale mais également celle de l'étape de germination des grains recristallisés. Il deviendra alors capable de prédire les évolutions de microstructures pour tout type de microstructure initiale de tantale. / This study aims at predicting the microstructural evolution of pure tantalum during annealing according the initial microstructural state. Static recovery and discontinuous recrystallization as well as grain growth are described using a mean-field model requiring an appropriate description of the microstructure, using both equivalent dislocation densities and grain sizes distributions. The average equivalent dislocation density can be assessed from Vickers microhardness measurements. The calibration of such a relation between microhardness and dislocation density involves the use of a dislocation density-based constitutive law. Microstructural evolutions during annealing have been observed and control parameters of these phenomena have been determined using original tests such as in situ observation of the recrystallization process or the use of strain gradient samples to assess the critical dislocation density for the onset of recrystallization. More classical tests have been carried out to get recrystallization kinetics in the range 1000-1100°C for different initial microstructures. Simulations of annealing using the mean-field model adapted for tantalum match the experimental evolution of both recrystallized fraction and recrystallized grain size, in either weakly deformed or severely deformed and fragmented microstructures. On the other hand, the model needs to be further adapted for intermediate microstructures, with both a more elaborate description of the initial microstructure and of the nucleation stage of the recrystallized grains. It will then be suitable to predict evolutions of any initial tantalum microstructure during annealing.

MASTER THESIS ABSTRACT TITLE: Trading Strategy in Incomplete Market AUTHOR: Tomáš Bunčák DEPARTMENT: Department of Probability and Mathematical Statistics, Charles University in Prague SUPERVISOR: Andrea Karlová We focus on the problem of finding optimal trading strategies (in a meaning corresponding to hedging of a contingent claim) in the realm of incomplete markets mainly. Although various ways of hedging and pricing of contingent claims are outlined, main subject of our study is the so-called mean-variance hedging (MVH). Sundry techniques used to treat this problem can be categorized into two approaches, namely a projection approach (PA) and a stochastic control approach (SCA). We review the methodologies used within PA in diversely general market models. In our research concerning SCA, we examine the possibility of using the methods of optimal stochastic control in MVH, and we study the problem of our interest in several settings of market models; involving cases of pure diffusion models and a jump- diffusion case. In order to reach an exemplary comparison, we provide solutions of the MVH problem in the setting of the Heston model via techniques of both of the approaches. Some parts of the thesis are accompanied with numerical illustrations.

The main objective of this thesis is to provide a smooth video playout on the mobile device over wireless networks. The parameters that specify the wireless channel include: bandwidth variation, frame losses, and outage time. These parameters may affect the quality of the video negatively, and the mobile users may notice sudden stops during the playout video, i.e., the picture is momentarily frozen, followed by a jump from one scene to a different one. This thesis focuses on eliminating frozen pictures and reducing the amount of video data that need to be transmitted. In order to eliminate frozen scenes on the mobile screen, we propose three different techniques. In the first technique, the video frames are split into sub-frames; these sub-frames are streamed over different channels. In the second technique the sub-frames will be “crossed” and sent together with other sub-frames that are from different positions in the streaming video sequence. If some sub-frames are lost during the transmission a reconstruction mechanism will be applied on the mobile device to recreate the missing sub-frames. In the third technique, we propose a Time Interleaving Robust Streaming (TIRS) technique to stream the video frames in different order. The benefit of that is to avoid losing a sequence of neighbouring frames. A missing frame from the streaming video will be reconstructed based on the surrounding frames on the mobile device. In order to reduce the amount of video data that are streamed over limited bandwidth channels, we propose two different techniques. These two techniques are based on identifying and extracting a high motion region of the video frames. We call this the Region Of Interest (ROI); the other parts of the video frames are called the non-Region Of Interest (non-ROI). The ROI is transmitted with high quality, whereas the non-ROI is interpolated from a number of references frames. In the first technique the ROI is a fixed size region; we considered four different types of ROI and three different scenarios. The scenarios are based on the position of the reference frames in the streaming frame sequence. In the second technique the ROI is identified based on the motion in the video frames, therefore the size, position, and shape of the ROI will be different from one video to another according to the video characteristic. The videos are coded using ffmpeg to study the effect of the proposed techniques on the encoding size. Subjective and objective metrics are used to measure the quality level of the reconstructed videos that are obtained from the proposed techniques. Mean Opinion Score (MOS) measurements are used as a subjective metric based on human opinions, while for objective metric the Structural Similarity (SSIM) index is used to compare the similarity between the original frames and the reconstructed frames.

This study try to understand which aspects were fundamental to indoor climate and how to obtain them in order to provide the best possible experience in the thermal comfort of individuals. Thus, arose the studies of Fanger, which was the seed for a new era of discoveries in the area and founded the knowledge our society have today in this globally used standards and norms. Referring to these fundamental aspects of the indoor comfort, data collection was taken in situ to show in details what was happening. This study was executed in order to demonstrate the differences between the data previous and after a process of retrofitting in dwellings built in the 60s and 70s of the century past, in the district of Tjärna Ängar, Borlänge, Sweden. The comparative results using criteria such as Predicted Mean Vote (PMV), Predicted Percentage Dissatisfied (PPD), Draft Rate (DR), air velocity, Mean Radiant Temperature (MRT), Relative Humidity (RH) and air temperature, showed an improvement in 6 of the 8 parameters analyzed. Confirming the expectation that through the retrofitting the residents will be more satisfied, obtain better quality of indoor climate comfort and also increase occupied area in these dwellings.

[pt] Esta dissertação tem como objetivo testar a possibilidade de obtenção de retornos anormais de capital entre jan/1997 e jul/2007 para o mercado acionário brasileiro no curtíssimo prazo. Investigou-se, para tanto, a hipótese de reversão à média. Estratégias contrárias com carteiras compradas em ações perdedoras e vendidas em ganhadoras foram montadas e testadas nos períodos subseqüentes. Evidências foram encontradas a favor da reversão e, consequentemente, a favor da possibilidade de retornos anormais. Depois de verificada a existência de tais retornos, o trabalho ainda corrigiu o risco sistemático da carteira, por meio do alfa de Jensen. Os retornos anormais, de uma forma geral, continuam a existir após incorporar-se o risco ao modelo. / [en] The goal of this study is to test the existence of abnormal stock returns in the Brazilian stock market in the very short run for the period of jan/1997 to jul/2007. The main hypothesis in focus is the mean reversion of returns. Contrarian strategies were used with portfolios built by winner and looser stocks to test the abnormal returns in subsequent periods. There is evidence in favor of the reversion and, consequently, in favor of the possibility of abnormal returns. After verified the existence of these returns, this study examines if they still remain after systematic risk correction (Alfa of Jensen). The abnormal returns still remain after taking into account the systematic risk.

The purpose of this paper is to investigate if and what effect universal and means-tested welfare programs have on people's (different forms of) trust. This is done through an experimental design in order to be able to demonstrate a causal relationship between the design of welfare programs and the perceived level of trustin individuals. A total of 98 students from Midsweden University in Sundsvall, Sweden, participated in the experiment. The respondents were divided into two experimental groups that had to fill out a trust-survey that was preceded by one out of two separate welfare scenarios – a means-tested one or a universal one. The results confirms the hypothesis that universal welfare programs create a statistically significantly higher universal trust than means-tested programs, but not the hypothesis that means-tested programs create a statistically significantly higher particularized trust than universal welfare programs. At the same time the results show that universal welfare programs create a statistically significantly higher universal trust than particularized trust and that means-tested programs create a statistically significantly higher partizularized trust than universal trust. Finally the results also provide empirical support for the existence of a causal relationship between the design of welfare programs and the level of trust in individuals and society. / <p>2019-06-04</p>

Dans cette thèse, nous étudions des réseaux sans fil dans lesquels les terminaux mobiles sont autonomes dans le choix de leurs configurations de communication. Cette autonomie de décision peut notamment concerner le choix de la technologie d'accès au réseau, le choix du point d'accès, la modulation du signal, les bandes de fréquences occupées, la puissance du signal émis, etc. Typiquement, ces choix de configuration sont réalisés dans le but de maximiser des métriques de performances propres à chaque terminal. Sous l'hypothèse que les terminaux prennent leurs décisions de manière rationnelle afin de maximiser leurs performances, la théorie des jeux s'applique naturellement pour modéliser les interactions entre les décisions des différents terminaux. Plus précisément, l'objectif principal de cette thèse est d'étudier des stratégies d'équilibre de contrôle de puissance d'émission afin de satisfaire des considérations d'efficacité énergétique. Le cadre des jeux stochastiques est particulièrement adapté à ce problème et nous permet notamment de caractériser la région de performance atteignable pour toutes les stratégies de contrôle de puissance qui mènent à un état d'équilibre. Lorsque le nombre de terminaux en jeu est grand, nous faisons appel à la théorie des jeux à champ moyen pour simplifier l'étude du système. Cette théorie nous permet d'étudier non pas les interactions individuelles entre les terminaux, mais l'interaction de chaque terminal avec un champ moyen qui représente l'état global des autres terminaux. Des stratégies de contrôle de puissance optimales du jeu à champ moyen sont étudiées. Une autre partie de la thèse a été consacrée à des problématiques d'apprentissage de points d'équilibre dans les réseaux distribués. En particulier, après avoir caractérisé les positions d'équilibre d'un jeu de positionnement de points d'accès, nous montrons comment des dynamiques de meilleures réponses et d'apprentissage permettent de converger vers un équilibre. Enfin, pour un jeu de contrôle de puissance, la convergence des dynamiques de meilleures réponses vers des points d'équilibre a été étudiée. Il est notamment proposé un algorithme d'adaptation de puissance convergeant vers un équilibre avec une faible connaissance du réseau. / In this thesis, we study wireless networks in which mobile terminals are free to choose their communication configuration. Theses configuration choices include access wireless technology, access point association, coding-modulation scheme, occupied bandwidth, power allocation, etc. Typically, these configuration choices are made to maximize some performance metrics associated to every terminals. Under the assumption that mobile terminals take their decisions in a rational manner, game theory can be applied to model the interactions between the terminals. Precisely, the main objective of this thesis is to study energy-efficient power control policies from which no terminal has an interest to deviate. The framework of stochastic games is particularly suited to this problem and allows to characterize the achievable utility region for equilibrium power control strategies. When the number of terminals in the network is large, we invoke mean field game theory to simplify the study of the system. Indeed, in a mean field game, the interactions between a player and all the other players are not considered individually. Instead, one only studies the interactions between each player and a mean field, which is the distribution of the states of all the other players. Optimal power control strategies from the mean field formulation are studied. Another part of this thesis has been focused on learning equilibria in distributed games. In particular, we show how best response dynamics and learning algorithms can converge to an equilibrium in a base station location game. For another scenario, namely a power control problem, we study the convergence of the best response dynamics. In this case, we propose a power control behavioral rule that converges to an equilibrium with very little information about the network.

Os processos de negócio desempenham um papel muito importante na indústria, principalmente pela evolução das tecnologias da informação. As plataformas de computação em nuvem, por exemplo, com a alocação de recursos computacionais sob demanda, possibilitam a execução de processos altamente requisitados. Para tanto, é necessário definir o ambiente de execução dos processos de tal modo que os recursos sejam utilizados de forma ótima e seja garantida a correta funcionalidade do processo. Nesse contexto, diferentes métodos já foram propostos para modelar os processos de negócio e analisar suas propriedades quantitativas e qualitativas. Há, contudo, vários desafios que podem restringir a aplicação desses métodos, especialmente para processos com alta demanda (como os workflows de numerosas instâncias) e que dependem de recursos limitados. A análise de desempenho de workflows de numerosas instâncias via modelagem analítica é o objeto de estudo deste trabalho. Geralmente, para a realização desse tipo de análise usa-se modelos matemáticos baseados em técnicas Markovianas (sistemas estocásticos), que sofrem do problema da explosão do espaço de estados. Entretanto, a Teoria do Campo Médio indica que o comportamento de um sistema estocástico, sob certas condições, pode ser aproximado por o de um sistema determinístico, evitando a explosão do espaço de estados. Neste trabalho usamos tal estratégia e, com base na definição formal de aproximação determinística e suas condições de existência, elaboramos um método para representar os workflows, e seus recursos, como equações diferenciais ordinárias, que descrevem um sistema determinístico. Uma vez definida a aproximação determinística, realizamos a análise de desempenho no modelo determinístico, verificando que os resultados obtidos são uma boa aproximação para a solução estocástica. / Business processes play a very important role in the industry, especially by the evolution of information technologies. Cloud computing platforms, for example, with the allocation of on-demand computing resources enable the execution of highly requested processes. Therefore, it is necessary to define the execution environment of the processes in such a way that the resources are used optimally and the correct functionality of the process is guaranteed. In this context, different methods have already been proposed to model business processes and analyze their quantitative and qualitative properties. There are, however, a number of challenges that may restrict the application of these methods, especially for high-demanded processes (such as workflows of numerous instances) and that rely on resources that are limited. The analysis of the performance of workflows of numerous instances through analytical modeling is the object of study of this work. Generally, for the accomplishment of this type of analysis, mathematical models based on Markovian techniques (stochastic systems) are used, which suffer the problem of the state space explosion. However, the Mean Field Theory, indicates that the behavior of a stochastic system, under certain conditions, can be approximated by that of a deterministic system, avoiding the explosion of the state space. In this work we use such a strategy, based on the formal definition of deterministic approximation and its conditions of existence, we elaborate a method to represent the workflows, and their resources, as ordinary differential equations, which describe a deterministic system. Once the deterministic approximation has been defined, we perform the performance analysis in the deterministic model, verifying that the obtained results are a good approximation for the stochastic solution.

Sabe-se biologicamente que o nível de expressão dos genes está entre os fatores podem indicar o quanto estes estão em atividade em determinado momento. Avanços na tecnologia de microarray têm possibilitado medir os níveis de expressão de milhares de genes ao mesmo tempo. Esses dados podem ser medidos de maneira a formarem uma série temporal, que pode ser tratada estatisticamente para serem obtidas informações sobre as relações entre os genes. Já foram propostos vários modelos para tratar redes gênicas matematicamente. Esses modelos têm evoluído de forma a agregarem cada vez mais características das redes reais. Neste trabalho, será feita uma revisão de modelos discretos para redes de regulação gênica, primeiramente com as redes Booleanas, modelo determinístico, e depois as redes Booleanas probabilísticas e as redes genéticas probabilísticas, modelos que tratam o problema estocasticamente. Usando o último modelo citado, serão mostrados dois métodos para estimar o nível de predição entre os genes, coeficiente de determinação e informação mútua. Além de se estimar essas relações, foram desenvolvidas algumas técnicas para construir redes a partir de genes específicos, que são chamados sementes. Também serão apresentados dois desses métodos de crescimento de redes e, baseado neles, um terceiro método que foi desenvolvido neste trabalho. Foi criado um algoritmo que realiza o crescimento da rede mudando as sementes a cada iteração, agrupando estes genes em grupos com diferentes níveis de confiança, chamados camadas. O algoritmo também usa outros critérios para agregar novos genes à rede. Após a explanação desses métodos, será mostrado um software que, a partir de dados temporais de expressão gênica, estima as dependências entre os genes e executa o crescimento da rede em torno de genes que se deseje estudar. Também serão mostradas as melhorias feitas no programa. Ao final, serão apresentados alguns testes feitos com dados do Plasmodium falciparum, parasita causador da malária. / It\'s known that gene expression levels are among the factors that can show how genes are active in certain moment. Advances in microarray technology have given the possibility to measure expression levels of thousands of genes in a certain instant of time. These data constitute time series that we can treat statistically in order to get information genes relationships. Many models were proposed to treat gene networks mathematically. These models have evolved to aggregate more and more real networks features. In this work, it is made a brief review of discrete models of regulatory genetic networks, initially Boolean networks, a deterministic model, and then probabilistic Boolean networks and probabilistic genetic networks, models that treat the problem stochastically. Using the last model cited, two methods to estimate the prediction level among genes are shown, coefficient of determination and mutual information. Besides estimating these relations, some techniques have been developed to construct networks from specific genes, that are called seeds. It will be also shown two methods of network growth and, based on these, a third method that was developed during this work. An algorithm was created, such that it grows the network changing the seeds in each iteration, grouping these genes in groups with different level of confidence, called layers. The algorithm also uses other criteria to add new genes to the network. After studying these methods, it will be shown a software that, using time series gene expression data, estimates dependences among genes and runs the network growing process around chosen genes. It is also presented the improvements made in the program. Finally, some tests using data of Plasmodium falciparum, malaria parasite, are shown.

Pacientes submetidos a procedimento protéticos estão expostos a microorganismos patogênicos podendo ocorrer desenvolvimento de doenças e infecção cruzada entre pacientes e equipe odontológica.As próteses devem ser desinfetadas com substâncias que não provoquem alterações nas propriedades mecânicas e físicas principalmente em associação com a ingestão de bebidas com teor alcoólico ou baixo pH. O objetivo desse estudo foi avaliar a rugosidade média superficial (Ra) e estabilidade de cor de resinas acrílicas(Lucitone 550, QC-20 e Vipi-Wave), empregadas na confecção de bases para próteses totais, removíveis, overdentures e próteses protocolos sobre implantes após imersão em desinfetantes químicos (hipoclorito de sódio 1% e ácido peracético 2%) por 30 e 60 minutos, e após desinfecção por 30minutos seguida de imersão em bebidas com e sem teor alcóolico (vinho, suco de uva, chá e aguardente). Foram confeccionados 60 corpos-de-prova de cada marca comercial de resina, sendo divididos em 2 grupos, referentes aos desinfetantes químicos. Após os procedimentos de acabamento e polimento dos corpos-de-prova, foram realizadas as mensurações iniciais (t=0) de rugosidade e cor, e a seguir dez corpos-de-prova de cada marca comercial de resina foram imersos em hipoclorito de sódio e dez em ácido peracético, durante 30 e 60 minutos, sendo realizadas as mensurações após cada período de imersão. Esses dados foram, posteriormente submetidos à análise estatística. Quarenta corpos-de-prova de cada tipo de resina foram imersos em hipoclorito de sódio e ácido peracético por 30min, a seguir foram realizadas as mensurações de rugosidade e cor, e a divisão em subgrupos referentes às bebidas. Os corpos-de-prova foram lavados com água destilada, secos com lenços de papel e imersos em vinho(n=5), suco de uva(n=5), chá (n=5) e aguardente (n=5) por 2 horas. Após as mensurações, os corpos-de-prova foram imersos em água destilada e mantidos por 24 horas, decorrido esse período foram realizadas as mensurações de rugosidade e cor. Os corpos-de-prova eram imersos diariamente nas bebidas por 2 horas e as mensurações subseqüentes de rugosidade e cor eram realizadas após 168hs (7dias), 336hs (14dias) e 504hs (21dias) de imersão nas mesmas bebidas.Os dados foram analisados estatisticamente pela Análise de Variância e testes complementares de Tukey e Scheffé. Foi evidenciado aumento da Ra após 30 minutos de imersão nos desinfetantes em todas as resinas, com QC-20 apresentando os maiores valores de Ra e Vipi-Wave os menores. Lucitone 550 apresentou maior Ra após imersão em vinho, suco de uva e aguardente e Vipi-Wave após imersão em chá. Após 60minutos de imersão nos desinfetantes todas as resinas apresentaram alteração de cor estatisticamente significante. Os corpos-de-prova imersos em vinho apresentaram os maiores valores de alteração de cor após 336hs (14dias), enquanto os imersos em suco de uva apresentaram alterações de cor leves após 168hs (7dias), 336hs (14dias) e 504hs (21dias), e os imersos em aguardente e chá não apresentaram alterações de cor clinicamente significantes. Conclui-se que desinfecção em hipoclorito de sódio 1% e ácido peracético alterou as propriedades de rugosidade média e cor das resinas avaliadas, e dentre as bebidas, vinho e suco de uva foram as que propiciaram maior alteração de cor. / Patients submitted to prosthetic procedures are exposed to pathogenic microorganisms, and the development of diseases and crossed infection may occur between patients and the dental team. Dentures must be disinfected with substances that do not cause changes in the mechanical and physical properties, particularly in association with the ingestion of beverages with alcohol concentration or low pH. This study evaluated the surface roughness (Ra) and color stability of acrylic resin colors (Lucitone 550, QC-20 and Vipi-Wave), used for fabricating bases for complete, removable dentures, overdentures and prosthetic protocol after immersion in chemical disinfectants (1% sodium hypochlorite and 2% peracetic acid) for 30 and 60 minutes, and after disinfection, followed by immersion in beverages (wine, grape juice, tea and brandy) for 30minutes. Sixty specimens were made of each commercial brand of resin composite, and divided into 2 groups according to the chemical disinfectants. After the test specimens had undergone the finishing and polishing procedures, the initial color and roughness measurements were taken (t=0), and after this, tem test specimens of each commercial brand of resin composite were immersed in sodium hypochlorite and ten in peracetic acid, for 30 and 60 sixty minutes, with measurements being taken after each immersion period. Afterwards, these data were submitted to statistical analysis. Forty test specimens of each type of resin were immersed in sodium hypochlorite and peracetic acid for 30 min, after which roughness and color measurements were taken, and specimens were divided into subgroups according to the beverages. The specimens were washed with distilled water, dried with paper towels and immersed in wine (n=5), grape juice (n=5), tea (n=5) and brandy (n=5) for 2 hours. After being measured, the test specimens were immersed in distilled water and kept there for 24 hours. When this period elapsed, roughness and color were measured. The test specimens were immersed for 2 hours daily, and the subsequent roughness and color measurements were taken 168 hrs (7days), 336 hrs (14days) and 504 hrs (21days) after immersion in the same beverages. The data were statistically analyzed by the Analysis of Variance and Tukey and Scheffé complementary tests. There was evidence of an increase in Ra after 30 minutes immersion in the disinfectants in all the resins, with QC-20 presenting the highest Ra values, and Vipi-Wave the lowest. The Lucitone 550 resin presented the highest Ra after immersion in wine, grape juice and brandy, and Vipi-Wave after immersion in tea. After 60 minutes immersion in the disinfectants all the resins presented statistically significant color alteration. The test specimens immersed in wine presented the highest color alteration values after 14 days, while those immersed in grape juice presented slight color alterations after 168 hrs (7days), 336hrs (14days) and 504hs (21days), and those immersed in brandy and tea presented no clinically significant color alterations. It was concluded that disinfection in 1% sodium hypochlorite and peracetic acid altered the properties of roughness and color of the evaluated resins, and among the beverages, wine and grape juice were those that produced the greatest color alteration.