Thesis (Ph. D.)--Ohio State University, 2005. / Title from first page of PDF file. Document formatted into pages; contains x, 140 p. Includes bibliographical references (p. 137-140). Available online via OhioLINK's ETD Center

This thesis is focused on analysis of the factors that influence the yields of the wheat. This thesis is divided into three parts. The first part opens the problem of wheat cultivation. The second one concerns the methodologies of creating the econometrics models and the third one solves the problem as a whole. Considering a large data file I have a need to reduce it by the factor analysis. I estimate relevant econometric model by application different econometrics methods. This model will show the influences of technological, soil and climatic factors on the yields of wheat. At the end I confront the observed variables with predicted ones by the graininess of soil, climate and the year of the crops.

The successful application of Computational Aeroacoustics (CAA) requires high accuracy numerical schemes with good dissipation and dispersion characteristics. Unstructured meshes have a greater geometrical flexibility than existing high order structured mesh methods. This work investigates the suitability of unstructured mesh techniques by computing a two-dimensionallinearised Euler problem with various discretisation schemes and different mesh types. The goal of the present work is the development of an unstructured numerical method with the high accuracy, low dissipation and low dispersion required to be an effective tool in the study of aeroacoustics. The suitability of the unstructured method is investigated using aeroacoustic test cases taken from CAA Benchmark Workshop proceedings. Comparisons are made with exact solutions and a high order structured method. The higher order structured method was based upon a standard central differencing spatial discretisation. For the unstructured method a vertex-based data structure is employed. A median-dual control volume is used for the finite volume approximation with the option of using a Green-Gauss gradient approximation technique or a Least Squares approximation. The temporal discretisation used for both the structured and unstructured numerical methods is an explicit Runge-Kutta method with local timestepping. For the unstructured method, the gradient approximation technique is used to compute gradients at each vertex, these are then used to reconstruct the fluxes at the control volume faces. The unstructured mesh types used to evaluate the numerical method include semi-structured and purely unstructured triangular meshes. The semi-structured meshes were created directly from the associated structured mesh. The purely unstructured meshes were created using a commercial paving algorithm. The Least Squares method has the potential to allow high order reconstruction. Results show that a Weighted Least gradient approximation gives better solutions than unweighted and Green-Gauss gradient computation. The solutions are of acceptable accuracy on these problems with the absolute error of the unstructured method approaching that of a high order structured solution on an equivalent mesh for specific aeroacoustic scenarios.

This paper deals with optimisation of food overloading at long distance flights. It is described how in case of two offered meals and two several passenger groups reserve meals are to distribute to both meals such that the probability that each passenger will get the meal of its choice is maximised. A statistical procedure is presented for estimation of needed demand probabilities.

[pt] Este trabalho tem por objetivo o estudo e a aplicação do Método de Mínimos Quadrados de Monte Carlo com diferentes bases polinomiais - Potência, Laguerre, Legendre e Hermite A - na precificação de Opções Asiáticas Americanas (Amerasian) tanto em sua modalidade de compra quanto em sua modalidade de venda. Os resultados encontrados ratificam a possibilidade de utilização alternativa de diversas bases polinomiais. Além disso, verifica-se a convergência em cada um dos experimentos, sem perder de vista a possibilidade de que haja, para cada tipo de Amerasian precificada, uma base polinomial específica que, marginalmente, mostra-se mais precisa. / [en] This work aims at studying and applying the Least-Squares Monte Carlo Method by using different polynomial basis - Power, Laguerre, Legendre and Hermite A - in pricing American Asian Options, either call or put. The results found ratify the possibility of an alternated use of several polynomial bases. Besides, each of the experiments is checked for convergence, taking into account that there may be an optimal polynomial basis for each kind of Amerasian option which is marginally more accurate regarding its pricing.

Made available in DSpace on 2015-03-26T13:27:49Z (GMT). No. of bitstreams: 1 texto completo.pdf: 1650980 bytes, checksum: 2eada7484c172bd2ec1018551b573927 (MD5) Previous issue date: 2008-08-04 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Very high resolution orbital sensor images are becoming more and more frequently used for any number of applications: in the construction of databases for use in Geographic Information Systems (GIS); in the creation and revision of regional scale mapping; as support for area planning and organization in regional, municipal and urban capacities; etc. The high spatial resolution of these sensors allows for the identification of many well-defined features, and facilitates point collection for performing geometric correction on these images. However, due to this high resolution, and with the possibility of obtaining more accurate geometric corrections, great care should be taken to obtain more accurate terrestrial reference coordinates and in choosing transformation models between coordinate systems. Otherwise, the quality of the generated products may be compromised, seeing as the errors committed in reference coordinates will propagate throughout the derivative products. Consequently, to evaluate the geometric quality of these images, techniques that determine their properly assessed positional uncertainty spatially are required. The objective of the present work is to evaluate geometric corrections in the coordinates of a very high resolution orbital image, applying the following planar and spatial transformation models: affine projection, projective and modified projective. To determine parameters that correlate the image and terrestrial systems, the Method of Least Squares was employed, using the parametric model, with the purpose of adjusting image coordinates, relating these directly with homologous reference coordinates using control points that are found distributed through the image. With good precision estimates available for the reference coordinates, the quality of screen (image) coordinates and transformation parameters can be evaluated. Inverse transformations were subsequently made to obtain surface coordinates and their standard deviations. From this, using propagation of variance, an image containing the root mean square (RMS) error value in meters for each pixel was generated. With the obtained results and the spatial positional accuracy analysis, it was concluded that the three-dimensional space projective model is the most accurate of the various models presented. / Imagens provenientes de sensores orbitais de altíssima resolução vêm sendo cada vez mais utilizadas em diversos trabalhos, tais como: confecção de base de dados para uso em Sistema de Informações Geográficas (SIG); atualização e ou confecção de mapas em escalas regionais; auxílio no planejamento e organização do espaço em âmbito regional, municipal e ou urbano; etc. A alta resolução espacial desses sensores permite a identificação de muitas feições com boa definição, e proporcionam maior facilidade na coleta de pontos para a realização da correção geométrica dessas imagens. Porém, devido à alta resolução e a possibilidade de se obter resultados mais precisos na correção geométrica, deve-se ter cuidado elevado na obtenção de coordenadas terrestres de referência mais precisas e na escolha dos modelos de transformação entre sistemas de coordenadas, pois, caso contrário, a qualidade dos produtos gerados pode ser comprometida, uma vez que os erros cometidos nas coordenadas de referência se propagam para os produtos derivados. Conseqüentemente, para avaliar a qualidade geométrica dessas imagens, há a necessidade de envolver técnicas que evidenciem a incerteza posicional - devidamente avaliada - de forma espacializada. O presente trabalho tem por objetivo, avaliar a correção geométrica nas coordenadas de uma imagem orbital de altíssima resolução, aplicando os seguintes modelos planos e espaciais de transformações: modelo de projeção afim, modelo projetivo e modelo projetivo modificado. Para determinar os parâmetros que relacionam o sistema de imagem e o sistema terrestre é empregado o Método dos Mínimos Quadrados – MMQ, através do método paramétrico, com a finalidade de ajustar as coordenadas de imagem, relacionando-as diretamente com as coordenadas homólogas de referência, utilizando pontos de controle que se encontram distribuídos em toda imagem. Com a disposição de uma boa estimativa da precisão das coordenadas de referência, a qualidade das coordenadas de tela (imagem) e dos parâmetros de transformação pode ser avaliada. Posteriormente, realizam-se transformações inversas para obter as coordenadas de superfície e seus desvios padrão. Daí, através da propagação de variâncias, gera-se uma imagem contendo o valor do erro médio quadrático (RMS), em metros, para cada pixel da imagem. Consequentemente, de posse dos resultados obtidos e da análise da precisão posicional espacializada, conclui-se que o modelo projetivo utilizando o espaço tridimensional é o mais preciso quando comparado com outros modelos apresentados.

This Thesis deals with the methods for detection of the outliers and influential points based on method of least squares. The first part of the thesis summarizes the teoretical findings of the method of least squares and both methods for detection of the outliers and influential points based on the method of least squares and also based on robust regression. The practical part of this thesis deals with the application of classic methods for detection of the outliers and influential points on three types of datasets (artifical data, data from specialized literature and real data). The results of the application are subject to qualitative comparisson with the results produced by the methods for detection of the outliers and influentials point based on the robust regression.

Les pathologies cardiovasculaires sont la première cause des décès dans le monde. Il est donc vital de les étudier afin d’en comprendre les mécanismes et pouvoir prévenir et traiter plus efficacement ces maladies. Cela passe donc par la compréhension de l’anatomie, de la structure et du mouvement du coeur. Dans le cadre de cette thèse, nous nous sommes intéressés dans un premier temps au modèle de Gabarit Déformable Élastique qui permet d’extraire l’anatomie et le mouvement cardiaques. Le Gabarit Déformable Élastique consiste à représenter le myocarde par un modèle de forme a priori donné que l’on déforme élastiquement pour l’adapter à la forme spécifique du coeur du patient Dans le premier chapitre de cette thèse, nous utilisons une méthode de perturbation singulière permettant la segmentation avec précision de l’image. Nous avons démontré que si l’on faisait tendre vers 0 les coefficients de l’élasticité, le modèle mathématique convergeait vers une solution permettant la segmentation. Dans le cadre d’une formulation au sens des moindres carrés il est nécessaire de disposer d’une méthode numérique performante pour résoudre l’équation du transport au sens des moindres carrés. La méthode des éléments finis pour traiter les phénomènes de transport ne permet pas d’avoir un principe du maximum faible, sauf si l’opérateur aux dérivées partielles en temps est séparé de l’opérateur aux dérivées partielles en espace. Dans le chapitre 2 de la thèse nous considérons une formulation au sens des moindres carrés espace-temps et nous proposons de résoudre un problème sous contraintes afin de récupérer un principe du maximum discret. Le dernier objectif de la thèse est le suivi dynamique d’images cardiaques ou la reconstruction anatomique du coeur à partir de coupes 2D dans le plan orthogonal au grand axe du cœur. La méthode mathématique que nous utilisons pour cela est le transport optimal. Dans le chapitre 3 nous analysons les performances de l’algorithme proposé par Peyré pour calculer le transport optimal de nos images. La résolution numérique du transport optimal est un problème difficile et couteux en temps de calcul. C’est pourquoi nous proposons une méthode adaptative pour le calcul de l’opérateur proximal de la fonction à minimiser permettant de diviser par quatre le nombre nécessaire des itérations pour que l’algorithme converge. / Cardiovascular disease are the leading cause of death worldwide. It is therefore vital to study them in order to understand the mechanisms and to prevent and treat these diseases more effectively. Therefore it requires an understanding of anatomy, structure and motion of the heart. In this thesis, we are interested in a first time at the Deformable Elastic Template model which can extract the cardiac anatomy and movement. The Elastic Deformable template is to represent the myocardium by a shape model a priori given that it elastically deforms to fit the specific shape of the patient’s heart. In the first chapter of this thesis, we use a singular perturbation method for accurately segmenting the image. We have demonstrated that if we did tend to 0 the coefficients of elasticity, the mathematical model converge to a solution to the problem of segmentation. As part of a formulation to the least squares sense it is necessary to have an efficient numerical method for solving the transport equation in the least squares sense. The finite element method to treat transport phenomena can not have a weak maximum principle, unless the operator of partial time is separated from the operator of partial space.In Chapter 2 of the thesis, we consider a least squares formulation of space-time and we propose to solve the problem constraints to recover a discrete maximum principle. The final objective of this thesis is the dynamic monitoring of cardiac images or anatomical reconstruction of the heart from 2D slices orthogonal to the long axis of the heart level. The mathematical method we use for this is the optimal transport. In Chapter 3 we analyze the performance of the algorithm proposed by Peyré to calculate the optimal transport of our images. The numerical resolution of optimal transport is a difficult and costly in computation time problem. That is why we propose an adaptive method for determining the proximity operator of the function to be minimized to divide by four the number of iterations required for the algorithm converges.

[pt] No modelo de Pesquisa e Desenvolvimento (P&D) para o setor farmacêutico, considerando a proteção da patente, Schwartz fez uma contribuição muito importante para a precificação do valor de uma empresa. Alem de considerar a possibilidade dos eventos catastróficos, o autor aplicou uma ferramenta simples, mas ao mesmo tempo bastante poderosa, até então não utilizada pela literatura para tal fim (denominada Mínimos Quadrados de Monte Carlo). Na última etapa do seu modelo (período pós patente), o autor aproxima o processo por um valor constante (obtido por meio de uma estimativa), acreditando que o mercado absolverá imediatamente a tecnologia e, com isto, a simplificação não alterará significativamente o resultado final.Contudo, com o avanço da globalização e o desenvolvimento dos meios de comunicação, o mercado tem-se tornado cada vez mais dinâmico e competitivo. Uma vez que as táticas clássicas já se tornaram acessíveis a todos (e. g. produção em escala ou corte dos custos), elas não são mais suficientes para manter a lucratividade de uma empresa. Diversos estudiosos e instituições renomadas (como por exemplo, BNDES) observaram que, para sobreviverem a isso, as empresas precisam suplantar a concorrência, através de um conjunto de capacitações denominadas bens intangíveis, o que na maioria das ocasiões é uma operação bastante complexa. Devido a essas evidencias a absorção de uma nova tecnologia não necessariamente é uma atividade imediata (contrariando as suposições de Schwartz). Com o intuito de uma melhor descrição da realidade, esta dissertação propõe um aperfeiçoamento matemático (não mais aproximando a etapa pós-patente) e algorítmico do modelo de Schwartz. O modelo foi criado a partir de um conjunto de conceitos da Microeconomia, Opções Reais e das Métricas de Avaliação do BNDES, previamente desenvolvido com o auxílio da equipe do BNDES. Os resultados obtidos na simulação do exemplo teórico, a qual foi analisada uma empresa de TI que pretende desenvolver uma nova tecnologia, não apresentaram nenhuma incoerência, indicando, desta forma, nenhum erro sob a ótica matemática ou algorítmica e confirmando, ao mesmo tempo, a importância dos ativos intangíveis, que, por sua vez, propiciaram maiores ganhos, antes desprezados. / [en] In the model of Research and Development (R & D) for the pharmaceutical industry, considering patent protection, Schwartz made an important contribution to the valuation of a company. Besides considering the possibility of catastrophic events, the author applied a simple tool, but at the same time very powerful, hitherto not used in the literature for this purpose (called Least Squares Monte Carlo). In the last stage of its type (post patent), the author approaches the process with a constant value (obtained via an estimate), believing that the market immediately absolve the technology and, thus, the simplification does not significantly change the outcome final. Canted, with the advance of globalization and the media, the market has become increasingly dynamic and competitive. Since the classic tactics have become accessible to all (egg scale production or cut costs), they are no longer sufficient to maintain the profitability of a company. Several renowned scholars and institutions (such as BNDES) observed that, to survive this, companies must overcome competition through a set of skills called intangibles, which in most cases is a complex operation. Because of these evidences the absorption of new technology is not necessarily an immediate activity (contrary to the assumptions of Schwartz). Aiming at a better description of reality, this study proposes a mathematical processing (no longer approaching the post-patent) and the algorithmic model of Schwartz. The model was created from a set of concepts of microeconomics, Real Options and Metrics Assessment of BNDES, previously developed with the assistance of staff from BNDES. The simulation results of the theoretical example, which was considered an IT company that aims to develop a new technology, did not show any inconsistency, indicating thus no error in the mathematical or algorithmic perspective and confirming at the same time, importance of intangible assets, which, in turn, lead to the greatest earnings before slighted.

Orientador: Gilmar Barreto / Dissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Eletrica e de Computação / Made available in DSpace on 2018-08-09T16:50:00Z (GMT). No. of bitstreams: 1 Giesbrecht_Mateus_M.pdf: 3904732 bytes, checksum: 55e43903b08b7c8d770f9120fb071c40 (MD5) Previous issue date: 2007 / Resumo: A motivação para este estudo é criar um modelo computacional capaz de prever se o regime de trabalho a que um motor monofásico de indução é submetido implica ou não em um aquecimento que comprometa os materiais isolantes do mesmo. A solução apresentada busca encontrar uma equação a diferenças em que a saída do sistema (temperatura do motor no instante k+1) é calculada como uma combinação linear das entradas (temperatura do motor, valor RMS da corrente e temperatura ambiente no instante k). Para conhecer os coeficientes desta combinação linear, foram realizados alguns ensaios e, a partir de seus resultados, foi aplicado o método dos mínimos quadrados para a obtenção do modelo computacional que representa o sistema. Os resultados computacionais obtidos com o modelo proposto refletem com exatidão o comportamento do sistema real. O modelo desenvolvido também é útil para outras aplicações em que se utilize um motor de indução monofásico em regime intermitente periódico com partida / Abstract: This study motivation was finding a computer-based model that was able to foresee if the duty cycle applied in a single-phase induction motor implies or not in an overheating that can compromise the motor insulation. The solution presented here is based on finding a difference equation in which the system output (motor temperature at time k+1) is calculated as a linear combination of the input (motor temperature, RMS current and ambient temperature at time k). The Mean Square Method was applied to find the coefficients of this linear combination, resulting in the final computational model that represents the system. The computational results found with the proposed model reflect exactly the real system behaviour. This model is also useful to other applications in which a single-phase induction motor during intermittent periodic duty with starting is used. / Mestrado / Automação / Mestre em Engenharia Elétrica