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.

O objetivo desta dissertação é fornecer primeiramente o arcabouço necessário para o entendimento do derivativo opções, muito utilizado nos mercados financeiros mundiais, e posteriormente executar precificações de opções americanas a partir dos modelos dos mínimos quadrados de Monte Carlo (LSM), o modelo de árvore binomial com extrapolação de Richardson e a aproximação analítica de Bjerksund e Stensland (B&S), aplicando duas plataformas de processamento paralelo computacional, a TPL (Task Parallel Library) nativa no .NET framework 4.5 e a plataforma CUDA (Compute Unified Device Architecture), demonstrando o comparativo dos resultados obtidos a cada modelo diante de cada plataforma. / The objective of this dissertation is to provide first the necessary framework for the understanding of the derivative options, widely used in the world financial markets, and later to execute the American option pricing from Monte Carlo least squares models (LSM), the binomial tree model with Richardson extrapolation and the Bjerksund and Stensland analytic approach (BJS) by applying two parallel computational processing platforms, the native TPL (Task Parallel Library) in the .NET framework 4.5 and the CUDA platform (Compute Unified Device Architecture), demonstrating the comparison of the obtained results to each model before each platform.

Nous présentons une nouvelle méthode pour la restauration d'images sismiques. Quand on l'observe, une image sismique est le résultat d'un système de dépôt initial qui a été transformé par un ensemble de déformations géologiques successives (flexions, glissement de la faille, etc) qui se sont produites sur une grande période de temps. L'objectif de la restauration sismique consiste à inverser les déformations pour fournir une image résultante qui représente le système de dépôt géologique tel qu'il était dans un état antérieur. Classiquement, ce procédé permet de tester la cohérence des hypothèses d'interprétations formulées par les géophysiciens sur les images initiales. Dans notre contribution, nous fournissons un outil qui permet de générer rapidement des images restaurées et qui aide donc les géophysiciens à reconnaître et identifier les caractéristiques géologiques qui peuvent être très fortement modifiées et donc difficilement identifiables dans l'image observée d'origine. Cette application permet alors d'assister ces géophysiciens pour la formulation d'hypothèses d'interprétation des images sismiques. L'approche que nous introduisons est basée sur un processus de minimisation qui exprime les déformations géologiques en termes de contraintes géométriques. Nous utilisons une approche itérative de Gauss-Newton qui converge rapidement pour résoudre le système. Dans une deuxième partie de notre travail nous montrons différents résultats obtenus dans des cas concrets afin d'illustrer le processus de restauration d'image sismique sur des données réelles et de montrer comment la version restaurée peut être utilisée dans un cadre d'interprétation géologique. / We present a new method for seismic image restoration. When observed, a seismic image is the result of an initial deposit system that has been transformed by a set of successive geological deformations (folding, fault slip, etc) that occurred over a large period of time. The goal of seismic restoration consists in inverting the deformations to provide a resulting image that depicts the geological deposit system as it was in a previous state. With our contribution, providing a tool that quickly generates restored images helps the geophysicists to recognize geological features that may be too strongly altered in the observed image. The proposed approach is based on a minimization process that expresses geological deformations in terms of geometrical constraints. We use a quickly-converging Gauss-Newton approach to solve the system. We provide results to illustrate the seismic image restoration process on real data and present how the restored version can be used in a geological interpretation framework.

The mobile banking is an increasingly popular service for customers of the traditional banking industry. On the surface, China has the highest adoption rate of this new technology, yet many users do not remain active or they only use mobile banking for the simplest tasks such as checking their balance. This research was designed to uncover the reasons for these two issues by identifying the major factors influencing users' intention to continue using mobile banking (continuance intention) as well as their behavioural intention to try new mobile banking functions. To do so, an integrated model was developed on the basis of the unified theory of acceptance and use of technology model (UTAUT), task-technology fit model (TTF) and expectation confirmation model (ECM). Empirical data were collected from China's mobile banking users and the integrated model was tested using Partial Least Squares Structural Equation Modelling (PLS-SEM) approach. The results indicate that the main factors which positively influence the continuance intention include satisfaction, performance expectancy and effort expectancy. Continuance intention, in turn, influences behavioural intention to try new functionality, together with social influence, facilitating conditions and confirmation. Moreover, some mediating effects were discovered. For example, task-technology fit may indirectly affect the continuance intention through users' satisfaction. The research results have a number of theoretical contributions. Firstly, this research discovers that the impact of task-technology fit on users' continuance intention towards mobile banking is fully mediated by users' satisfaction. This enriches the extant literature that is mostly focused on the technology perceptions (e.g. performance expectancy and effort expectancy) of users. Secondly, this research identifies that satisfaction also mediates the impact of confirmation of expectations on continuance intention, also extending the literature on the continuance usage of information systems. Thirdly, this research fills the gap in extant research regarding users' intention to try new mobile banking functions, by proposing a new integrated model using constructs from UTAUT, TTF, and ECM, and demonstrating that continuance intention itself fully mediates the impact of performance expectancy and effort expectancy on behavioural intention. The new model has a high explanatory power than each individual model offers. The research results also have management implications in terms of how to improve the task-technology fit to support continuous use and extended the use of mobile banking. For instance, to improve continuance intention banks can improve satisfaction by optimising task-technology fit. This in turn will require better understanding of users' different task requirements in specific market segments. In addition, banks can also attract users' behavioural intention to try new functionality by timely updating corresponding technology and launching marketing campaigns to keep users informed of any new functions of their mobile banking application.

This project utilised a novel solvent-free continuous cocrystallisation (SFCC) method to manufacture pharmaceutical co-crystals. The objectives were to optimize the process towards achieving high co-crystal yields and to understand the behaviour of co-crystals under different conditions. Particular attention was paid to the development of near infrared (NIR) spectroscopy as a process analytical technology (PAT). Twin screw, hot melt extrusion was the base technique of the SFCC process. Changing parameters such as temperature, screw speed and screw geometry was important for improving the co-crystal yield. The level of mixing and shear was directly influenced by the screw geometry, whilst the screw speed was an important parameter for controlling the residence time of the material during hot melt extrusion. Ibuprofen – nicotinamide 1:1 cocrystals and carbamazepine – nicotinamide 1:1 co-crystals were successfully manufactured using the SFCC method. Characterisation techniques were important for this project, and NIR spectroscopy proved to be a convenient, accurate analytical technique for identifying the formation of co-crystals along the extruder barrel. Separate thermal and model shear deformation studies were also carried out to determine the effect of temperature and shear on co-crystal formation for several different pharmaceutical co-crystal pairs. Finally, NIR spectroscopy was used to create two partial least squares regression models, for predicting the 1:1 co-crystal yield of ibuprofen – nicotinamide and carbamazepine – nicotinamide, when in a powder mixture with the respective pure API. It is believed that the prediction models created in this project can be used to facilitate future in-line PAT studies of pharmaceutical co-crystals during different manufacturing processes.

Esta dissertação de mestrado aborda o problema de regulação robusta recursiva para sistemas lineares discretos sujeitos a incertezas paramétricas. Um novo funcional quadrático, baseado na combinação de função penalidade e função custo do tipo jogos, é projetado para lidar com este problema. Uma característica interessante desta abordagem é que a recursividade pode ser realizada sem a necessidade do ajuste de parâmetros auxiliares. Bastante útil para aplicações online. A solução proposta é baseada numa equação recursiva de Riccati. Também, a convergência e a estabilidade do regulador para o sistema linear incerto invariante no tempo são garantidas. / This dissertation deals with robust recursive regulators for discrete-time systems subject to parametric uncertainties. A new quadratic functional based on the combination of penalty functions and game theory is proposed to solve this class of problems. An important issue of this approach is that the recursiveness can be performed without the need of adjusting auxiliary parameters. It is useful for online applications. The solution proposed is based on Riccati equation which guarantees the convergence and stability of the time-invariant system.

Orientadora: Profa. Dra. Aline de Oliveira Neves Panazio / Dissertação (mestrado) - Universidade Federal do ABC, Programa de Pós-Graduação em Engenharia da Informação, 2014. / Redes de sensores sem o (WSN - Wireless Sensor Networks) têm sido usadas na observação de fenômenos, identicação de sistemas, equalização de canais, além de aplicações nas mais diversas áreas. Considerando o caso de redes homogêneas com protocolo ponto a ponto, nas quais os sensores são capazes de processar suas informações e se comunicar com sensores vizinhos, diversos algoritmos adaptativos vêm sendo aplicados no processamento dos dados medidos. Estes algoritmos podem ser supervisionados ou não supervisionados. Buscando estimar parâmetros comuns através de um processamento distribuído, a topologia da rede passa a ser uma característica importante e precisa ser levada em conta nos algoritmos utilizados. Tais algoritmos operam em modo de difusão, considerando a troca de informações entre sensores vizinhos na atualização dos coecientes dos ltros adaptativos de cada sensor. O mapeamento da topologia da rede é feito de forma matricial através das chamadas matrizes de combinação. Neste trabalho, estudamos o impacto da escolha da matriz de combinação no desempenho dos algoritmos supervisionados. No caso de algoritmos não supervisionados, como a única proposta encontrada na literatura considerava um caso bastante restrito em que o algoritmo só poderia ser aplicado a uma rede com topologia em anel e comunicação unidirecional entre os nós, propomos um novo algoritmo capaz de operar em modo de difusão em qualquer topologia, baseado no clássico critério do módulo constante. O algoritmo proposto é simulado em diversas situações, sempre apresentando vantagens em relação a uma rede sem cooperação entre os nós. / Wireless sensor networks (WSN) have been used in the observation of several phenomena, system identication, channel equalization, and others. Considering the case of homogeneous networks with point to point protocol, in which the sensors are able to process their information and communicate with neighbors, various adaptive algorithms have been applied in the processing of measured data. These algorithms can be supervised or unsupervised. Seeking to estimate common parameters across a distributed processing, network topology becomes an important feature and must be taken into account in the algorithms used. Such algorithms operate in diusion mode, that is, considering the exchange of information between sensors to update the coecients of the adaptive lters. Thenetwork topology is mapped through the use of a matrix, denoted combination matrix. In this work, we study the impact of the choice of the combination matrix on the performance of supervised algorithms. In the case of blind methods, the only technique found in the literature was applied to the specic case of a network with ring topology and unidirectional communication between nodes. Thus, we propose a new algorithm capable of operating in diusion mode on any topology, based on the classical constant modulus criterion. The proposed algorithm is simulated in several scenarios, always presenting advantages over a network without cooperation between nodes.

No contexto dos modelos fatoriais existem diferentes metodologias para abordar a modelagem de séries temporais multivariadas que exibem uma estrutura não estacionária de segunda ordem, co- movimentos e transições no tempo. Modelos com mudanças estruturais abruptas e restrições rigorosas (muitas vezes irreais) nas cargas fatoriais, quando elas são funções determinísticas no tempo, foram propostos na literatura para lidar com séries multivariadas que possuem essas características. Neste trabalho, apresentamos um modelo fatorial com cargas variando continuamente no tempo para modelar séries temporais não estacionárias e um procedimento para sua estimação que consiste em dois estágios. No primeiro, os fatores latentes são estimados empregando os componentes principais das séries observadas. Em um segundo estágio, tratamos estes componentes principais como co-variáveis e as cargas funcionais são estimadas através de funções de ondaletas e mínimos quadrados generalizados. Propriedades assintóticas dos estimadores de componentes principais e de mínimos quadrados dos coeficientes de ondaletas são apresentados. O desempenho da metodologia é ilustrado através de estudos de simulação. Uma aplicação do modelo proposto no mercado spot de energia do Nord Pool é apresentado. / In the context of the factor models there are different methodologies to modeling multivariate time series that exhibit a second order non-stationary structure, co-movements and transitions over time. Models with abrupt structural changes and strict restrictions (often unrealistic) in factor loadings, when they are deterministic functions of time, have been proposed in the literature to deal with multivariate series that have these characteristics. In this work, we present a factor model with time-varying loadings continuously to modeling non-stationary time series and a procedure for its estimation that consists of two stages. First, latent factors are estimated using the principal components of the observed series. Second, we treat principal components obtained in first stage as covariate and the functional loadings are estimated by wavelet functions and generalized least squares. Asymptotic properties of the principal components estimators and least squares estimators of the wavelet coefficients are presented. The per- formance of the methodology is illustrated by simulations. An application to the model proposed in the energy spot market of the Nord Pool is presented.

Os sistemas de análises em fluxo com multi-impulsão (MPFS) têm como característica principal o emprego de bombas solenóide como unidade propulsora de fluidos, as quais proporcionam fluxo pulsado. Este regime de fluxo foi avaliado em função das condições de mistura entre as soluções envolvidas, transferência de calor e difusão gasosa. A associação dos métodos quimiométricos de análises e dos sistemas MPFS foi demonstrada em relação à determinação espectrofotométrica de glicose, frutose e glicerol em vinhos fermentiscíveis e caldos de cana-de-açúcar. O método se fundamentou na reação dos carboidratos com metaperiodato de sódio e posterior oxidação de iodeto pelo metaperiodato remanescente com monitoramento de [I3 -] produzido. O tratamento dos dados envolveu calibração multivariada, empregando o algoritmo PLS e os resultados são concordantes com aqueles obtidos por cromatografia líquida de troca aniônica com detecção por amperometria pulsada. O sistema proposto é simples e robusto, capaz de analisar 120 amostras por hora. O fluxo pulsado proporcionou melhoria no desenvolvimento reacional no que diz respeito à transferência de calor e difusão gasosa. Esse aspecto se deve principalmente ao aumento do transporte de massas no sentido radial. Estes fatos foram constatados na determinação espectrofotométrica de açúcares redutores totais (ART) e etanol. O sistema MPFS proposto para a determinação de ART envolveu hidrólise ácida da sacarose e degradação alcalina dos carboidratos. A natureza do fluxo pulsado possibilitou o uso de menores temperaturas de um banho termostatizado durante as etapas de hidrólise e degradação, bem como a diminuição da alcalinidade. Para a mecanização da determinação espectrofotométrica de etanol envolvendo a redução de Cr(VI) a Cr(III) sob condições ácidas, foi desenvolvido um sistema MPFS, o qual se demonstrou eficiente e adequado para procedimentos que envolvem difusão gasosa. Após otimização dos principais parâmetros envolvidos, os mesmos foram comparados empregando o sistema de multi-comutação, cujo fluxo é laminar. Melhores resultados analíticos foram obtidos no sistema proposto, que resultou em boa sensibilidade. Em relação aos sistemas de análises em fluxo que exploram interface reacional única (SIFA), foram demonstradas suas potencialidades através da implementação de procedimentos que envolvem determinações simultâneas, sem a necessidade de reconfigurações no módulo de análises. Ainda, a simplificação da etapa de otimização foi espectrofotometricamente avaliada através da determinação de alumínio, ferro total e P-PO4. O sistema proposto é de configuração simples e capaz de analisar 130, 140 e 90 amostras de alumínio, ferro total e fósforo por hora, respectivamente / Multi-pumping flow systems (MPFS) present as an unique feature the use of solenoid pumps as fluid propelling devices, which deliver pulsed flows. This flow regime was evaluated in order to improve mixing conditions between the involved solutions, heating transfer and gas diffusion.The association of the chemometric methods of analysis and MPFS systems was demonstrated in the spectrophotometric determination of glucose, fructose and glycerol in musts and sugar cane juices. The method involved metaperiodate oxidation of carbohydrates and further oxidation of remainder metaperiodate iodide yield in the [I3 -] complex that was spectrophotometrically monitored. Data treatment involved multivariate calibration relying on the PLS algorithm and results were in agreement with liquid anion chromatography with pulsed amperometric detection. The proposed system is simple and rugged, allowing 120 samples to be run per hour. The pulsed flow led to a enhanced in heating transfer and gas diffusion, in view of the enhanced radial mass transport. These aspects were verified in the spectrophotometric determination of total reducing sugars (TRS) and ethanol. The proposed MPFS system for TRS determination involved in-line hydrolysis of sucrose and alkaline degradation of the carbohydrates. The intrinsic characteristic of pulsed flow allowed the use of lower temperatures in bath thermostatization during hydrolysis and degradation steps, as well as a lower alkalinity. The MPFS for spectrophotometric determination of ethanol involving diffusion towards an acceptor stream, reduction of Cr(VI) to Cr(III) under acidic condition, and Cr*(III) monitoring proved to be eficient and amenale to analytical procedures involving gas diffusion. After optimization of the main parameters, the system was compared with a multicommuted flow system (MCFA) that exploits a laminar flow. Better analytical results were obtained with the proposed system which demonstrated fair sensitivity. Regarding flow systems exploiting a single reaction interface (SIFA), their potentialities were demonstrated by implementing analytical procedures for simultaneous determination without requiring reconfigurations in the flow manifold. In this proposed system the simplification of the optimization step was atained, and the approach was evaluated in relation to spectrophotometrically determination of aluminum, total iron and phosphate. The system exhibits simple configuration and allows 130, 140 and 90 samples of aluminum, total iron and phosphate to be run per hour, respectivelly

A laranja é uma das frutas mais produzidas e consumidas no mundo, sendo o Brasil o maior produtor e exportador do seu suco concentrado. Entretanto, pragas e doenças comprometem consideravelmente sua produção. Atualmente, a doença mais preocupante é o Greening, também conhecida mundialmente como Huanglongbing (HLB). A doença não possui cura, apresenta longa fase assintomática e não possui um método eficiente de controle. Além disso, não existem métodos de diagnóstico aplicáveis em larga escala. Neste trabalho são propostas as técnicas fotônicas de fluorescência induzida por laser e de infravermelho por transformada de Fourier para o diagnóstico do HLB. Para a realização das medidas, foram coletadas folhas de árvores saudáveis, doentes com HLB e doentes com a clorose variegada dos citros, sendo esta incluída nos estudos para verificar a capacidade de diferenciação entre as doenças. Foram coletadas quatro classes de folhas nessas plantas: sadia, HLB-sintomática, HLB-assintomática e CVC-sintomática. As folhas foram medidas em laboratório e seus espectros foram pré-processados para indução de um classificador via regressão por mínimos quadrados parciais. Além das folhas, foram medidas amostras dos seguintes metabólitos primários e secundários para entendimento espectral: amido, glicose, sacarose, hesperidina, naringina e umbeliferona. Taxas de acerto de superiores a 89% foram obtidas na classificação das folhas nas técnicas de fluorescência e infravermelho, sendo superior às taxas dos métodos de manejo empregados atualmente no campo. A fluorescência induzida por laser apresenta um grande potencial para uso em campo devido a possibilidade de miniaturização de seus componentes. Os espectros dos metabólitos secundários apresentam fortes indícios de que a alteração de suas concentrações podem contribuir na detecção de doenças pelas técnicas fotônicas. / Sweet orange is one of the most produced and consumed fruit in the world, and Brazil is the largest producer and exporter of this fruit. However, pests and diseases significantly reduce the worldwide production. Currently, the most destructive disease in the field is called greening, also known as huanglongbing (HLB). There is no control for HLB. In addition, the disease presents a long asymptomatic phase. Furthermore, no diagnostic methods are available to use in large scale. In this study are proposed fluorescence and infrared spectroscopy for the HLB diagnosis. For the measurements were collected leaves from healthy, HLB- and citrus variegated chlorosis-infected plants, being the last one to comparison between the diseases. It were collected four classes of leaves: healthy, HLB-asymptomatic, HLB-symptomatic and CVC-symptomatic. The leaves were measured and their spectra were pre-processed for the induction of classifier via partial least squares regression. In addition, samples of plant metabolites were measured for leaves spectral interpretation: starch, glucose, sucrose, hesperidin, naringin and umbelliferone. Success rates above 89% were obtained through both photonic techniques, higher compared to the sucess rates of the actual management methods. The metabolites spectra have shown strong evidence that their concentrations changes could contribute to the diagnosis of the diseases by photonic techniques. Particularly, the fluorescence spectroscopy seems interesting because it has a great potential for field application due to the existence of portable photonic devices.