Escoamentos bifásicos estão presentes em diversos processos naturais e industriais, como na indústria de petróleo. Podem apresentar-se em diferentes configurações topológicas, ou, padrões de escoamento, entre eles o escoamento estratificado ondulado e o estratificado com mistura na interface. Os escoamentos bifásicos estratificados óleo-água têm sido utilizados como uma forma conveniente de evitar a formação de emulsões de água em óleo em oleodutos e possuem uma ocorrência comum em poços de petróleo direcionais. Quando a onda interfacial ultrapassa determinado limite geométrico e cinemático, surge o fenômeno do entranhamento de gotas, representado por misturas entre as fases junto à interface que promovem um aumento na queda de pressão. Modelos têm sido apresentados pela literatura na tentativa de descrever o fenômeno do entranhamento de gotas. Neste trabalho é apresentada uma nova proposta de modelagem matemática unidimensional para o entranhamento de gotas com o objetivo de melhorar a previsão dos parâmetros envolvidos, em especial, da fração volumétrica de óleo e da queda de pressão bifásica. Também foi utilizada simulação numérica computacional, CFD (Computational Fluid Dynamics), com o uso de software comercial para obtenção dos valores dos parâmetros do escoamento estratificado ondulado óleo-água (fração volumétrica de óleo, queda de pressão, amplitude e comprimento da onda interfacial). Os resultados da modelagem fenomenológica para entranhamento e os de CFD foram comparados com bancos de dados experimentais. Os resultados em CFD mostram concordância com os resultados experimentais, tanto na análise qualitativa das propriedades geométricas das ondas interfaciais, quanto na comparação direta com os dados para fração volumétrica e queda de pressão. Os resultados numéricos da modelagem fenomenológica para fatores de entranhamento apresentam boa concordância com dados da literatura. / Two-phase flows are present in many natural and industrial processes, such as in the oil industry. They may be found arranged in several flow patterns, including the wavy stratified flow and the stratified with mixing at the interface. The stratified oil-water flow has been used as a convenient way to avoid the formation of emulsions of water in oil and have a common occurrence in directional oil wells. When the interfacial wave exceeds a certain geometric and kinematic limit the phenomenon of drop entrainment arises at the interface, causing an increase of pressure drop. Models have been presented in the literature in an attempt to describe the phenomenon of drop entrainment. In this work, we present a new method for the one-dimensional mathematical modeling of entrainment in order to improve the prediction of oil volume fraction and pressure drop. It was also used a commercial computational fluid dynamics tool (CFD) to obtain the values of flow parameters of wavy stratified oil-water flow, such as oil volume fraction, pressure drop, amplitude and length of the interfacial waves. The results of the phenomenological modeling for entrainment and CFD were compared with experimental databases. The CFD results are in agreement with the experimental results in both the qualitative analysis of the geometric properties of the interfacial waves and in direct comparison with oil-volumetric-fraction and pressure-drop data. The numerical results of the phenomenological model for entrainment factors are in agreement with data from the literature.

This study identifies the characteristics of seven key principles of good/corporate governance at three levels: as notions that originated in business; in their applications to sport through systematic review; and in relation to the interpretations given to them in the Olympic Movement. The aims of this study are, thus, to establish and utilise the IOC s definitions/interpretations and operationalisations of corporate and/or good governance developed in a western framework and apply to a non-western NOC, the Korean Olympic Committee (KOC). This study adopts critical realist assumptions which give rise to the hypothesis that both the regularities of the Korean society and its unobservable social structures have an impact on the corporate governance of the KOC. It also uses Critical Discourse Analysis (CDA) to examine each interviewee s discourse in order to identify the knowledge embraced by it and to interpret social practice(s) and the exercise of power. CDA is employed in relation to four selected events follows: the KOC/KSC merger, budgetary planning, the recruitment of staff in terms of gender and disability equity and the processes used for selecting the KOC President and the Chef de Mission. The unobservable deep structure is shown to be real domain in Korean society by the social practices exhibited in the four events. The government and, in particular, the State President represent the highest and most influential authority in decision-making on Korean sports policy. That power relationship coupled with the pre-existing structure of the KOC/KSC s financial dependency on the government has resulted in a situation where the government has been able to interfere greatly in the KOC/KSC s overall decision-making on sports policy including the election of the President of the KOC. The KOC/KSC President is the most influential stakeholder in the decision-making within the organisation including the selection of Chef de Mission. As the pre-existing structure of cultural expectations determines that women should usually quit their jobs after marriage and that people with disabilities are incapable of working, the strongly male with abilities-dominated organisational culture has resulted in a social phenomenon whereby few females or people with impairments have succeeded in being promoted to senior positions. From the macro-level perspective, the first KOC/KSC merger accomplished on the orders of the State President shows the dominance of economic power as suggested in Marxist influenced forms of analysis. The incumbent KOC President, who is at the pinnacle of the business elite, contributed to the KOC/KSC merger, which illustrates the aspect of elitism. In connection with the budgetary process, this may be viewed as evidence of the existence of a neo-corporatist structure in which the state plays a central role and acts in a unitary way with the involvement of a limited number of actors. With respect to the meso-level perspective, the aspect of clientelism is exhibited since the government habitually appoints its political aides to be the heads of various sporting organisations. Concerning political governance, it becomes obvious that the government has direct control over KOC/KSC s policy. In terms of systemic governance, the relations among the domestic stakeholders of the KOC are more likely to follow a hierarchical type of governance, as the government has adopted the highest position and the National Federations are under the control of the KOC/KSC. With reference to Lukes (1974) second dimension of power this can be evidenced in the context of the non-decision making roles of women and the disabled. The IOC s interpretations of the key principles of corporate governance in a western framework are applied to the KOC. Accountability, responsibility, transparency and democracy are established but the KOC s governance practices are not equivalent, while effectiveness and efficiency are interpreted as the same ways of the IOC s. In general, power centralisation is apparent throughout the Korean cultural context. The KOC s power structure and organisational culture is likely to be concentrated to the KOC President within the organisation and broadly, the Korean government enjoys its power centralisation decision-making in the Korean context which gives rise to a peculiarly Korean way of interpreting and applying the principles of corporate governance. In such circumstances, nevertheless, where the KOC is making an effort to align its practices with the IOC s recommendations as much as possible, the indication is that the KOC is on course to reflect the IOC s governance practices.

La propagation de flammes turbulentes dans des milieux réactifs inhomogènes concerne un grand nombre d’applications pratiques, y compris celles qui reposent sur des cycles de combustion à volume constant. Les hétérogénéités de composition (richesse, température,dilution par des gaz brûlés, etc.) sont issues de plusieurs facteurs distincts tels que la dispersion du spray de gouttelettes de combustible et son évaporation, la topologie de l’écoulement ainsi que la présence éventuelle de gaz brûlés résiduels issus du cycle précédent. La structure des flammes partiellement prémélangées qui en résultent est significativement plus complexe que celles des flammes plus classiques de diffusion ou de prémélange. L’objectif de ce travail de thèse est donc de contribuer à l’amélioration de leur connaissance, en s’appuyant sur la génération et l’analyse de base de données de simulations numériques directes ou DNS (Direct Numerical Simulation). Celles-ci sont conduites avec le code de calcul Asphodele qui est basé sur l’approximation de faible nombre de Mach. Le combustible de référence retenu est l’iso-octane.La base de données est structurée suivant cinq paramètres qui permettent de caractériser l’écoulement turbulent ainsi que l’hétérogénéité de composition du milieu réactif. Dans un premier temps, des configurations bidimensionnelles ont été considérées en raison du coût élevé induit par la description détaillée de la cinétique chimique. L’étude des ces différents cas de calcul a permis de mettre en lumière plusieurs mécanismes fondamentaux de propagation dans les milieux hétérogènes en composition. Une réduction significative des coûts de calcula pu ensuite être obtenue grâce au développement d’un modèle chimique simplifié optimisé.Son utilisation a permis d’étendre les analyses à de / The propagation of turbulent flames in non-homogeneous reactive mixtures of reactants concerns a large number of practical applications, including those based on constant volume combustion cycles. The composition heterogeneities (equivalence ratio, temperature, dilution by burnt gases, etc.) result from several distinct factors such as the dispersion of the spray of fuel droplets and its evaporation, the flow field topology as well as the possible presence of residual burnt gases issued from the previous cycle. The resulting partially premixed flames structure is significantly more complex than the one of more conventional diffusion or premixed flames.The aim of this thesis work is therefore to contribute to the improvement of their understanding, by proceeding to the generation and analysis of a new set of direct numerical simulations (DNS) databases. The present computations are performed with the low-Mach number DNS solver Asphodele. The database is structured according to five parameters that characterize the turbulent flow as well as the composition heterogeneity of the reactive mixture. First, because of the high numerical costs induced by the detailed description of chemical kinetics, two-dimensional configurations were considered. The study of these various simulations highlights several fundamental mechanisms of flame propagation in heterogeneous mixtures. Then, a significant computational cost saving has been achieved through the development of an optimized simplified chemistry model. The use of the latter allowed to overcome the major bottleneck of high CPU costs related to chemical kinetics description and thus to extend the analysis to three-dimensional configurations. Some of the conclusions obtained previously were reinforced.

L’évolution de l’équipement des réseaux d’eau potable a considérablement amélioré le pilotage de ces derniers. Le telérelevé des compteurs d’eau est sans doute la technologie qui a créé la plus grande avancée ces dernières années dans la gestion de l’eau, tant pour l’opérateur que pour l’usager. Cette technologie a permis de passer d’une information le plus souvent annuelle sur les consommations (suite à la relève manuelle des compteurs d’eau) à une information infra-journalière. Mais le télérelevé, aussi performant soit-il, a un inconvénient : son coût. L’instrumentation complète d’un réseau engendre des investissements que certains opérateurs ne peuvent se permettre. Ainsi la création d’un échantillon de compteurs à équiper permet d’estimer la consommation totale d’un réseau tout en minimisant les coûts d’investissement. Cet échantillon doit être construit de façon intelligente de sorte que l’imprécision liée à l’estimation ne nuise pas à l’évaluation des consommations. Une connaissance précise sur les consommations d’eau permet de quantifier les volumes perdus en réseau. Mais, même dans le cas d’une évaluation exacte des pertes, cela ne peut pas suffire à éliminer toutes les fuites sur le réseau. En effet, si le réseau de distribution d’eau potable est majoritairement enterré, donc invisible, il en va de même pour les fuites. Une fraction des fuites est invisible et même indétectable par les techniques actuelles de recherche de fuites, et donc irréparable. La construction d’un modèle de fuite multi-états permet de décomposer le débit de fuite suivant les différents stades d’apparition d’une fuite : invisible et indétectable, invisible mais détectable par la recherche de fuite et enfin visible en surface. Ce modèle, de type semi-markovien, prend en compte les contraintes opérationnelles, notamment le fait que nous disposons de données de panel. La décomposition du débit de fuite permet de fait une meilleure gestion du réseau en ciblant et adaptant les actions de lutte contre les fuites à mettre en place en fonction de l’état de dégradation du réseau. / The evolution of equipment on drinking water networks has considerably bettered the monitoring of these lasts. Automatic meter reading (AMR) is clearly the technology which has brought the major progress these last years in water management, as for the operator and the end-users. This technology has allowed passing from an annual information on water consumption (thanks to the manual meter reading) toan infra-daily information. But as efficient as AMR can be, it has one main inconvenient : its cost. A complete network instrumentation generates capital expenditures that some operators can’t allowed themselves. The constitution of a sample of meters to equip enables then to estimate the network total consumption while minimizing the investments. This sample has to be built smartly so the inaccuracy of the estimator shouldn’t be harmful to the consumption estimation. A precise knowledge on water consumption allowsquantifying the water lost volumes on the network. But even an exact assessment of losses is still not enough to eliminate all the leaks on the network. Indeed, if the water distribution network is buried, and so invisible, so do the leaks. A fraction of leaks are invisible and even undetectable by the current technologies of leakage control, and so these leaks are un-reparable. The construction of a multi-state model enables us to decompose the leakage flow according to the different stages of appearance of a leak : invisible and undetectable, invisible but detectable with leakage control and finally detectable. This semi-Markovian model takes into account operational constrains, in particular the fact that we dispose of panel data. The leakage flow decomposition allows a better network monitoring but targeting and adapting the action of leakage reduction to set up according to the degradation state of the network.

Les turbomachines actuelles ont atteint un niveau de maturité technique très élevé. De nouvelles architectures reposant sur des cycles thermodynamiques basés sur une combustion à gain de pression, comme la combustion à volume constant (CVC), ont le potentiel d’augmenter leur efficacité. Dans cette étude,une solution qui repose sur l’intégration dans une turbomachine de chambres de combustion à volume constant sans piston (CVCSP) est considérée. Les objectifs de ces travaux de thèse sont doubles : dans un premier temps de développer et de caractériser extensivement un nouveau dispositif (CV2) dédié à la Combustion à volume constant sans piston sur un cas de référence et, dans un second temps, de proposer à travers plusieurs études, une analyse de l’influence de l’aérodynamique et de la dilution sur les processus d’allumage et, plus généralement de combustion. Le dispositif CV2 permet la combustion aérobie en allumage commandé d’un mélange de propane ou de n-décane, injecté directement dans la chambre. Un point de référence est caractérisé en détail via : des mesures de champs de vitesse par PIV, de chimiluminescence pendant la combustion, une analyse 0D développée dans cette étude. La caractérisation détaillée de ce point de référence montre que le dispositif CV2 reproduit correctement une combustion à volume constant turbulente dans un mélange faiblement hétérogène en température et stratifié en composition, et ce sur un nombre de cycles permettant d’établir une convergence statistique raisonnable. Ces diagnostics et analyses sont employés dans 2 cas d’études pour caractériser successivement : l’influence de l’aérodynamique, via une variation de l’instant d’allumage, l’influence des gaz brûlés résiduels sur la combustion en allumage commandé et la stabilité cyclique, via une variation de la pression d’échappement.Dans un fonctionnement sans balayage, on montre que cette variabilité cyclique est liée au premier ordre à la variation de la dilution en gaz brûlé résiduel du mélange et à la vitesse locale. On montre notamment que, pour un mélange donné, il existe une corrélation statistique entre une vitesse statistique limite et la probabilité d’allumage moyenne. Pour représenter l’effet de pression dans un plénum en amont d’une turbine, on réalise une étude paramétrique sur la pression d’échappement. La dilution résultante, croissant avec la pression d’échappement, diminue la vitesse fondamentale de flamme et ralentit donc la combustion. Les niveaux de températures des gaz brûlés résiduels résultent des échanges de chaleur qui ont lieu sur toute la durée du cycle, de l’allumage du cycle N à celui du cycle N+1 suivant. Des extrapolations sur des cycles à température de paroi plus élevée et à échappement plus court montrent que l’adiabaticité du cycle est améliorée (de 20 %) et que l’effet de dilution en température est alors favorable à une vitesse de flamme turbulente qui est alors plus élevée. Un phénomène d’allumage par gaz brûlé résiduel est observé sur certains cycles de combustion. Ce phénomène est caractérisé dans des conditions favorables, i.e. faible richesse (0.66), allumage tardif et cycle plus court. Lors d’un allumage par gaz brûlés résiduels, un noyau de flamme se développe dans les zones présentant des gaz brûlés résiduels chauds et à basse vitesse autour du jet d’admission et se propage ensuite au reste du mélange identiquement à celui qui serait généré par allumage commandé.Ce travail prend place dans le cadre de la chaire industrielle CAPA sur la combustion alternative pour la propulsion aérobie financée par SAFRAN Tech, MBDA et l’ANR. / Current turbomachines have reached a very high level of technical maturity. Thermodynamic cycles based on pressure-gain combustion, such as constant volume combustion (CVC), feature a clear potential for efficiency improvement. The present study considers the integration in a turbomachine of piston-lessCVC chambers. The thesis work is twofold. First, a new experimental setup (CV2) dedicated to cyclic piston-less CVC is developed and thoroughly characterized on a reference operating point. Second, the influence of the aerodynamics and dilution on the processes of ignition and, in a larger sense, on combustion is discussed through dedicated studies. The CV2 device allows for the spark-ignited air-breathing combustion of a mixture of either propane orn-decane, directly injected into the chamber. A reference condition is characterized in details using: PIV velocity field measurements, chemiluminescence of combustion and a 0D modeling of the device. This detailed characterization evidenced that the CV2 combustion chamber successfully replicates, on a number of cycles allowing a reasonable statistical convergence, a turbulent deflagrative constant-volume combustion in a mixture stratified in composition. Those diagnostics and analyses are applied to 2 cases of study to characterize successively : the influence of the aerodynamics, through a variation of the ignition timing, the influence of the residual burnt gases on spark-ignited combustion and the cyclic stability, through a variation of the exhaust backpressure.Operating the device without scavenging of the combustion chamber, we show that the cyclic variability correlates strongly with both the variation of residual burnt gases dilution and the local velocity. Particularly, we show that for a given mixture, a correlation exists between a statistical velocity limit and the average probability of ignition. The effect of a plenum backpressure upstream of a turbine, downstream of the combustion chamber, is simulated by varying the exhaust system backpressure. The resulting dilution, which increases with the exhaust backpressure, diminishes the fundamental flame velocity of the mixture and slows down the combustion. The residual burnt gases temperature results from the integrated heat exchanges that happen during the total cycle duration starting from the end of combustion of cycle N, to the ignition of cycle N+1. Enhanced cycles, with an increased wall temperature and reduced exhaust duration, are extrapolated by 0D analysis. Those cycles evidence a reduction of the cumulated heat exchanges of up to 20 %. The resulting dilutionis more favorable to higher turbulent flame velocity thus to shorter combustion duration. A phenomenon of ignition induced by the residual burnt gases is observed on certain combustion cycles. This phenomenon is characterized in favorable conditions, i.e. fuel-lean equivalence ratio (0.66), late ignition and shortcycles. During an ignition by residual burnt gases, a flame kernel is ignited in areas where the still hot residuals burnt gases meet fresh gases in low-velocity areas around the intake jet. The ignition kernel then propagates to the rest of the mixture in a similar manner as if it was spark-ignited.This work is part of the CAPA Chair research program on Alternative Combustion modes for Air-breathing Propulsion supported by SAFRAN Tech, MBDAFrance and ANR (French National Research Agency).

Gelman, King, 及Liu(1998)針對一連串且互相獨立的橫斷面調查提出多重設算程序，且對不同調查的參數以階層模式(hierarchical model)連結。本文為介紹複雜抽樣(分層或群集抽樣)之下，若Q個連續變數有遺漏現象時，如何結合對象之個別特性，各層或各群集的參數，以及連結各層或各群集參數的階層模式，以設算遺漏值及估計模式中之參數。 對遺漏值的處理採用單調資料擴展演算法，只需對破壞單調資料型態的遺漏值進行設算。由於考慮到不同的群集或層往往呈現不同的特性，因而以階層模式連絡各群集或各層的參數，並將Gelman, King, Liu(1998)的推導結果擴展到將個別對象之特性納入考量之上。對各群集而言，他們的共變異數矩陣Ψ及Σ為影響群內其他參數的收斂情形，由模擬獲得的結果，沒有證據顯示應懷疑收斂的問題。 / Gelman, king, and Liu (1998) use multiple imputation for a series of cross section survey, and link the parameter of different survey by hierarchical model. This text introduces a method to impute missing value and estimate the parameters affected by hierarchical model if Q continuous variables has missing value under complex survey. For each cluster, the parameters are influenced by their variance-covariance matrix Ψ and Σ. The result obtained from the simulation have no clear evidence to doubt the convergence of parameters.

可轉換公司債為複合式證券，除了具有債券性質外，並給予持有者於債券流通期間內行使轉換為股票之權利。以存活分析方法探討可轉債之研究尚屬少見，本論文乃以台灣上市櫃公司發行之5年期可轉債為研究資料，先整理出與公司經營有關的變數，再分別以Cox模式與再發事件之兩種邊際模型(marginal model)：A-G (Anderson-Gill) 模式、PWP-TT (Prentice-Williams-Petersen)模式為研究分析方法，探討可轉債之流通時間及大量交易時間的問題。本論文並將可轉債分類為債券類型、混合類型和權益類型，且由於不同類型可轉債之流通時間有所差異，因此以其為分層條件加入模式中進行分析。研究結果發現，資產總額、總負債率、TCRI評等及董監持股率等變數，具有顯著解釋可轉債流通時間的能力，可見公司財務負債狀況與穩定性與流通期間有關；而最高差價(當月最高股價與轉換價之相對差價)、長期負債率、總負債率及股價報酬率等變數，則可顯著解釋大量交易的發生時間，表示公司財務負債狀況與股價利潤差與大量交易發生之快慢有關，其中資產總額、最高差價、TCRI評等及股價報酬率之係數均顯著為正，長期負債率、總負債率及董監持股率之係數則顯著為負。由於平均表現之存活曲線與經驗存活曲線相當接近，以Kolmogorov-Smirnov檢定多無顯著差異，顯示這些模式有不錯的配適能力；至於對個別公司估計出之存活曲線，則或有與經驗存活曲線相差較多的現象，顯示所建立的模式可對個別公司提供可轉債即將結束流通或發生大量交易之預警。 / Convertible bonds are hybrid securities that possess the properties of bonds and the right to convert bonds into shocks. Few articles employed survival analysis to analyze the characteristics of convertible bonds. To investigate the effects of the issuer’s financial information to the duration of circulation and the timing of the massive trading about convertible bonds, Taiwan’s 5-year convertible bonds were collected, and three methods of survival analysis were employed：Cox model、A-G (Anderson-Gill) model and PWP-TT(Prentice-Williams-Petersen) model. We classified convertible bonds as debt-like, equity-like, and hedge-like, and then make the classification as a stratification condition later. In summary, total Assets, total debt ratio, TCRI, and the proportion of holding share in supervisors and directors are significant variables on circulation period of convertible bonds. Apparently, the extent of debt and financial stability of issuers have significant effects on circulation period; the difference between stock price and conversion price, long-term debt ratio, total debt ratio and stock return rate contribute significantly on the timing of massive trading of convertible bonds. While the extent of debt and the return of stock hasten the hazard of the timing of massive trading. Furthermore, there are no significant differences between the survival curves evaluated at the average performance levels and the corresponding empirical survival curves, according to the results of Kolmogorov-Smirnov test. However, the differences between individual survival probabilities and overall empirical survival probabilities might be large, which indicates that the models incorporate companies’ performance overtime may provide a warning message for the termination of circulation or the timing of massive trading for a particular convertible bond.

Pour mettre au point le système de contrôle thermique dun engin spatial (satellite, sonde ou véhicule habité), lingénieur thermicien utilise des logiciels adaptés, tels quESARAD et ESATAN, commercialisés par ALSTOM. Comme la composante radiative peut jouer un rôle prédominant, les logiciels utilisés contiennent fréquemment un algorithme de lancer de rayons pour calculer les facteurs de vue et facteurs déchange radiatif entre des surfaces de dimensions finies, supposées isothermes. Les flux externes (solaires, albédo et infrarouge terrestres) sont également calculés par lancer de rayons. Enfin, les couplages conductifs sont habituellement encodés manuellement par lutilisateur. Comme le lancer de rayons est basé sur un processus aléatoire, la précision atteinte est déterminée par le nombre de rayons lancés. En général, le choix de ce nombre de rayons est laissé à la discrétion de lingénieur, ce qui peut conduire à des erreurs. Un autre inconvénient du lancer de rayons est sa faible convergence. Une méthode daccélération du lancer de rayons est nécessaire. Dans le cadre de la thèse, nous avons développé une méthode de lancer de rayons plus performante, que nous avons appelée hémisphère stratifié, caractérisée par une meilleure convergence. Un contrôle statistique derreur a été développé : lutilisateur spécifie la précision souhaitée (définie par une erreur relative maximale et un intervalle de confiance) et lalgorithme adapte automatiquement le nombre de rayons en fonction de la configuration géométrique. Sur base de cette erreur géométrique, un système déquations adjointes est utilisé pour obtenir une erreur énergétique, caractérisant les transferts de chaleur entre les surfaces. Lhémisphère stratifié est étendu de manière à inclure des fonctions de réflexion plus complexes. Lapplication des relations de réciprocité et de fermeture est également considérée. La méthode matricielle de Gebhart, qui permet de dériver les facteurs déchange radiatifs des facteurs de vue, est étendue de manière à inclure des surfaces non-diffuses et non-isothermes. Pour accélérer le lancer de rayons, les intersections rayons-surfaces ont été soigneusement étudiées. Nous avons également développé une méthode qui combine les primitives géométriques avec des maillages éléments finis. La représentation tri-dimensionnelle du modèle géométrique est plus adaptée au calcul de la composante radiative du transfert thermique tandis que les maillages éléments finis sont plus adaptés au calcul de la conduction. Cette méthode fournit également une accélération du lancer de rayons. De plus, le lancer de rayons est effectué sur la géométrie exacte, ce qui est nécessaire si des réflexions spéculaires sont modélisées. Nous expliquons comment le lancer de rayons peut être effectué sur la géométrie exacte et comment les facteurs de vue résultants peuvent être projetés sur les éléments finis. Nous définissons la notion de facteur de vue élément fini en calculant les facteurs de vue aux noeuds et en les interpolant sur lélément fini au moyen des fonctions de forme. Ces facteurs de vue élément fini sont utilisés pour lier radiativement les noeuds du modèle. Comme le champ de température est projeté sur les fonctions de forme, nous obtenons des éléments non-isothermes, contrairement aux résultats de la méthode Thermal Lumped Parameter (différences finies) utilisée habituellement en thermique spatiale. Les liens conductifs sont calculés automatiquement sur base du maillage éléments finis. Toutes ces améliorations résultent dans un algorithme plus rapide que le programme de référence ESARAD (pour une précision équivalente) et qui fonctionne avec un petit nombre de paramètres définis par lutilisateur. Pour valider lalgorithme proposé, le modèle du vaisseau XEUS, de lESA, a été implémenté. Des comparaisons ont été effectuées avec ESARAD et le code éléments finis SAMCEF.

In this thesis, we study numerical analysis for random processes and fields. We investigate the behavior of the approximation accuracy for specific linear methods based on a finite number of observations. Furthermore, we propose techniques for optimizing performance of the methods for particular classes of random functions. The thesis consists of an introductory survey of the subject and related theory and four papers (A-D). In paper A, we study a Hermite spline approximation of quadratic mean continuous and differentiable random processes with an isolated point singularity. We consider a piecewise polynomial approximation combining two different Hermite interpolation splines for the interval adjacent to the singularity point and for the remaining part. For locally stationary random processes, sequences of sampling designs eliminating asymptotically the effect of the singularity are constructed. In Paper B, we focus on approximation of quadratic mean continuous real-valued random fields by a multivariate piecewise linear interpolator based on a finite number of observations placed on a hyperrectangular grid. We extend the concept of local stationarity to random fields and for the fields from this class, we provide an exact asymptotics for the approximation accuracy. Some asymptotic optimization results are also provided. In Paper C, we investigate numerical approximation of integrals (quadrature) of random functions over the unit hypercube. We study the asymptotics of a stratified Monte Carlo quadrature based on a finite number of randomly chosen observations in strata generated by a hyperrectangular grid. For the locally stationary random fields (introduced in Paper B), we derive exact asymptotic results together with some optimization methods. Moreover, for a certain class of random functions with an isolated singularity, we construct a sequence of designs eliminating the effect of the singularity. In Paper D, we consider a Monte Carlo pricing method for arithmetic Asian options. An estimator is constructed using a piecewise constant approximation of an underlying asset price process. For a wide class of Lévy market models, we provide upper bounds for the discretization error and the variance of the estimator. We construct an algorithm for accurate simulations with controlled discretization and Monte Carlo errors, andobtain the estimates of the option price with a predetermined accuracy at a given confidence level. Additionally, for the Black-Scholes model, we optimize the performance of the estimator by using a suitable variance reduction technique.

The structure of a forest stand is characterized by: (a) species composition, (b) age, (c) size (diameter and height), and (d) spatial (horizontal and vertical) arrangement of the trees. Depending on the species, site, and disturbance history, the stand structure varies with time, thus providing a snapshot of a particular development stage. Research on growth and stand structure has shown that the spatial distribution of trees is one of the key determinants of stand productivity. Forest inventories and ecological surveys carried out in British Columbia (BC) have shown that the structure of naturally established, unmanaged stands varies from simple (single-species, single-storied, and even-aged) to complex (multi-species, multi-storied, and uneven-aged). Only a few studies have quantitatively characterized this range of structural complexity, with nearly all studies focusing on old-growth stands. BC forest policy requires that harvested areas be regenerated with a mixture of tree species whenever a mixture is suited to the site. This policy is based upon the assumption that under appropriate conditions, increases in stand productivity, reliability, and/or biodiversity can be attained in mixed-species stands. This assumption has not yet been tested for forest ecosystems. One mechanism by which different tree species can reduce crown competition for light is through vertical separation (the development of multiple canopy strata). Canopy stratification is not easily recognized in mixed-species stands, particularly when species have similar shade tolerance and height growth patterns, and no quantitative methods have been developed to detect stratification. The diameter frequency distribution of two-storied stands have been characterized by inverted J-shaped as well as modal curves. Although it would be more appropriate to characterize stand structure by height frequency distributions, these distributions have not been developed. We suggest that (i) a stand is stratified if there are distinct, quantitatifiable modes in the size distribution; either diameter, height, or crown height, and (ii) height or crown height distributions will be the most sensitive measures. To characterize the structure of western hemlock (Tsuga heterophylla (Raf.) Sarg.) (Hw) and western redcedar (Thuja plicata Donn ex D. Don in Lamb.) (Cw) second-growth stands, and to investigate its influence on tree growth, we (1) described and compared size (diameter, height, and crown height) frequency distributions in single- and mixed-species stands, (2) determined whether mixed-species stands develop a stratified canopy, and (3) examined whether interactions between hemlock and redcedar affect tree growth.