Dissertations / Theses on the topic 'Dynamic Type System'

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do grau de Mestre em Engenharia Informática.
With the constant evolution of software systems need arises for more structured implementations, where processes like software updates and changes in systems can be easily made, with no need to change what had previously been implemented. One possible solution to this problem is the use of component-based programming languages. This kind of programming languages tries to promote not only code reuse but also a black-box discipline where it is not needed how a service is implemented, but only its interface so that it can be used. The ComponentJ programming language seeks to provide a simple way to perform component creation and composition, making this new programming paradigm somewhat easy to use. Because ComponentJ is meant to be an extension to the Java programming language it becomes possible to implement components using the whole expressiveness of this language. It is also possible, in ComponentJ, to dynamically change components and the object structure based on runtime decisions. This dynamic reconfiguration process allows, for instance, to perform changes/updates to a certain software system without having to stop its execution. The goal for this project is to implement a type system for the ComponentJ programming language, based on the work presented in [32, 28]. Type verification is syntax driven, and uses structural equivalence of types. Advanced techniques such as subtyping and type inference are also included in order to make the language more flexible. Besides the static type checker, a dynamic checker is also included, allowing the type safe application of runtime changes to the system (dynamic reconfiguration of objects) before their application.

The Bridge House is a steel building structure located in Poly Canyon, a rural area inside the campus of California Polytechnic State University, San Luis Obispo. The Bridge House is a one story steel structure supported on 4 concrete piers with a lateral force resisting system (LFRS) composed of ordinary moment frames in the N-S direction and braced frames in the E-W direction and vertically supported by a pair of trusses. The dynamic response of the Bridge House was investigated by means of system identification through ambient and forced vibration testing. Interesting findings such as diaphragm flexibility, foundation flexibility and frequency shifts due to thermal effects were all found throughout the mode shape mapping process. Nine apparent mode shapes were experimentally identified, N-S and E-W translational, rotational and 6 vertical modes. A computational model was also created and refined through correlation with the modal parameters obtained through FVTs. When compared to the experimental results, the computational model estimated the experimentally determined building period within 8% and 10% for both N-S and E-W translational modes and within 10% for 4 of the vertical modes.

Type 1 diabetes(T1D)is a disease that only gets more common. The etiology of the disease is not known but there are many existing theories about what the cause is. These different theories have been tested in vivoin rodents or invitro. The resultsfrom experiments done in those waysarenotall realistic because rodents differnotablyfrom humans,and when studies areperformed in vitrowith human isletsof Langerhans different hormones will accumulate. The aim of this studywas to establisha dynamic ex vivosystem in which stimulation of human islets of Langerhans can be performed in a more lifelike environment. To study islets in this system couldin the future lead to increased knowledge in the etiology of T1D.The perifusion system PERI-4.2 from Biorep Technologies together with an incubator with 37°Cand5% CO2were used to arrangethe ex vivosystem. An Insulin ELISA from Mercodia was performedto analyze the insulin secretion from the islets. Fourdifferent set ups for the system were tested and the last one showed the best results.In conclusion this study has shown that it is possible to preserve human islets of Langerhans in a dynamic ex vivosystem with a constant medium exchange if it is done under conditionswhere the islets are protected from shear forces from the supplying medium,together with a medium exchange rate which replaces the whole medium in at least one hour.

The wind power penetration has been increasing significantly, and this trend is likely to continue. As wind power penetration levels increase, interconnecting large-scale wind power plants (WPPs) into the existing power system has become a critical issue. Therefore, appropriate wind turbine generator models are required to conduct transient stability (TS) studies. While it is possible to construct detailed and accurate models of manufacturer-specific wind turbine generators in electromagnetic transient (EMT) simulators, such models are not suitable for large-scale transient stability studies due to their high computational complexity. The Western Electricity Coordinating Council (WECC) Renewable Energy Modeling Task Force (REMTF) is working towards developing generic wind turbine generator models that would be applicable for a range of general purpose system-level studies. However, such the generic models are typically over-simplified and not able to predict some of the phenomena, e.g. the unbalanced disturbance which is easily captured by the EMT simulations. In this research, a numerically-efficient model for the doubly-fed induction generator (DFIG) is developed that can predict steady state, balanced and unbalanced disturbances, and is sufficiently generic. The new DFIG model is based on the dynamic-phasor (DP) based machine models, which have been recently developed for the EMT simulators and can work with fairly large time-steps (up to several milliseconds) approaching that of the TS program solution. The WPP models have been implemented in MATLAB/Simulink® to assess the improved accuracy and computational efficiency. The new DP-based DFIG model is tested in a single machine infinite bus case and a two-area four-machine network to validate the model’s responses to balanced and unbalanced conditions of the grid. The accuracy of new DFIG model is shown to be significantly better compared to traditional TS models, which is achieved at a slightly increased computational cost. The result of this research will provide more accurate dynamic phasor based models of WPP for TS analysis. Since TS programs are widely used by utilities over the world, the new DP-based DFIG model will contribute to more reliable and accurate studies. This, in turn, will enable more reliable integration of large-scale WPPs into the existing and expanding power grids.
Applied Science, Faculty of
Electrical and Computer Engineering, Department of
Graduate

Pattern matching is a well-established concept in the functional programming community. It provides the means for concisely identifying and destructuring values of interest. This enables a clean separation of data structures and respective functionality, as well as dispatching functionality based on more than a single value. Unfortunately, expressive pattern matching facilities are seldomly incorporated in present object-oriented programming languages. We present a seamless integration of pattern matching facilities in an object-oriented and dynamically typed programming language: Newspeak. We describe language extensions to improve the practicability and integrate our additions with the existing programming environment for Newspeak. This report is based on the first author’s master’s thesis.

The vehicles of tomorrow will be more sophisticated, intelligent and safe than the vehicles of today. The future is leaning towards fully autonomous vehicles. This degree project provides a data driven solution for a speed adaptation system that can be used to compute a vehicle speed for curves, suitable for the underlying driving style of the driver, road properties and weather conditions. A speed adaptation system for curves aims to compute a vehicle speed suitable for curves that can be used in Advanced Driver Assistance Systems (ADAS) or in Autonomous Driving (AD) applications. This degree project was carried out at Volvo Car Corporation. Literature in the field of speed adaptation systems and factors affecting the vehicle speed in curves was reviewed. Naturalistic driving data was both collected by driving and extracted from Volvo's data base and further processed. A novel speed adaptation system for curves was invented, implemented and evaluated. This speed adaptation system is able to compute a vehicle speed suitable for the underlying driving style of the driver, road properties and weather conditions. Two different artificial neural networks and two mathematical models were used to compute the desired vehicle speed in curves. These methods were compared and evaluated.
Morgondagens fordon kommer att vara mer sofistikerade, intelligenta och säkra än dagens fordon. Framtiden lutar mot fullständigt autonoma fordon. Detta examensarbete tillhandahåller en datadriven lösning för ett hastighetsanpassningssystem som kan beräkna ett fordons hastighet i kurvor som är lämpligt för förarens körstil, vägens egenskaper och rådande väder. Ett hastighetsanpassningssystem för kurvor har som mål att beräkna en fordonshastighet för kurvor som kan användas i Advanced Driver Assistance Systems (ADAS) eller Autonomous Driving (AD) applikationer. Detta examensarbete utfördes på Volvo Car Corporation. Litteratur kring hastighetsanpassningssystem samt faktorer som påverkar ett fordons hastighet i kurvor studerades. Naturalistisk bilkörningsdata samlades genom att köra bil samt extraherades från Volvos databas och bearbetades. Ett nytt hastighetsanpassningssystem uppfanns, implementerades samt utvärderades. Hastighetsanpassningssystemet visade sig vara kapabelt till att beräkna en lämplig fordonshastighet för förarens körstil under rådande väderförhållanden och vägens egenskaper. Två olika artificiella neuronnätverk samt två matematiska modeller användes för att beräkna fordonets hastighet. Dessa metoder jämfördes och utvärderades.

In large-scale distributed systems, each application is realised through interactions among distributed components. To guarantee safe communication (no deadlocks and communication mismatches) we need programming languages and tools that structure, manage, and policy-check these interactions. Multiparty session types (MPST), a typing discipline for structured interactions between communicating processes, offers a promising approach. To date, however, session types applications have been limited to static verification, which is not always feasible and is often restrictive in terms of programming API and specifying policies. This thesis investigates the design and implementation of a runtime verification framework, ensuring conformance between programs and specifications. Specifications are written in Scribble, a protocol description language formally founded on MPST. The central idea of the approach is a dynamic monitor, which takes a form of a communicating finite state machine, automatically generated from Scribble specifications, and a communication runtime stipulating a message format. We extend and apply Scribble-based runtime verification in manifold ways. First, we implement a Python library, facilitated with session primitives and verification runtime. We integrate the library in a large cyber-infrastructure project for oceanography. Second, we examine multiple communication patterns, which reveal and motivate two novel extensions, asynchronous interrupts for verification of exception handling behaviours, and time constraints for enforcement of realtime protocols. Third, we apply the verification framework to actor programming by augmenting an actor library in Python with protocol annotations. For both implementations, measurements show Scribble-based dynamic checking delivers minimal overhead and allows expressive specifications. Finally, we explore a static analysis of Scribble specifications as to efficiently compute a safe global state from which a monitored system of interacting processes can be recovered after a failure. We provide an implementation of a verification framework for recovery in Erlang. Benchmarks show our recovery strategy outperforms a built-in static recovery strategy, in Erlang, on a number of use cases.

We numerically investigate the dynamical properties of driven magnetic flux vortices in disordered type-II superconductors for a variety of temperatures, types of disorder and sample thicknesses. We do so with the aid of Langevin molecular dynamics simulations of a coarsegrained elastic line model of flux vortices in the extreme London limit. Some original findings of this doctoral work include the discovery that flux vortices driven through random point disorder show simple aging following drive quenches from the moving lattice state to both the pinned glassy state (non-universal aging) and near the critical depinning region (universal aging); estimations of experimentally consistent critical scaling exponents for the continuous depinning phase transition of vortices in three dimensions; and an estimation of the boundary curve separating regions of linear and non-linear electrical transport for flux lines driven through planar defects via novel direct measurements of vortex excitations.
Ph. D.
The works contained in this dissertation were undertaken with the goal of better understanding the dynamics of driven magnetic flux lines in type-II superconductors under different conditions of temperature, material defects and sample thickness. The investigations were conducted with the aid of computer simulations of the flux lines which preserve physical aspects of the system relevant to long-time dynamics while discarding irrelevant microscopic details. As a result of this work, we found (among other things) that when driven by electric currents, flux lines display very different dynamics depending on the strength of the current. When the current is weak, the material defects strongly pin the flux lines leaving them in a disordered glassy state. Sufficiently high current overpowers the defect pinning and results in the flux lines forming into a highly ordered crystal-like structure. In the intermediate critical current regime, the competing forces become comparable resulting in very large fluctuations of the flux lines and a critical slowing down of the flux line dynamics.

Floating wind turbines can be the most practical and economical way to extract the vast offshore wind energy resources at deep and intermediate water depths. The Norwegian Ministry of Petroleum and Energy is strongly committed to developing offshore wind technology that utilises available renewable energy sources. As the wind is steadier and stronger over the sea than over land, the wind industry recently moved to offshore areas. Analysis of the structural dynamic response of offshore wind turbines subjected to stochastic wave and wind loads is an important aspect of the assessment of their potential for power production and of their structural integrity. Of the concepts that have been proposed for floating wind turbines, spar-types such as the catenary moored spar (CMS) and tension leg spar (TLS) wind turbines seem to be well-suited to the harsh environmental conditions that exist in the North Sea. Hywind and Sway are two examples of such Norwegian concepts; they are based on the CMS and TLS, respectively. Floating wind turbines are sophisticated structures that are subjected to simultaneous wind and wave actions. The coupled nonlinear structural dynamics and motion response equations of these turbines introduce geometrical nonlinearities through the relative motions and velocities. Moreover, the hydrodynamic and aerodynamic loading of this type of structure is nonlinear. A floating wind turbine is a multibody aero-hydro-servo-elastic structural system; for such structures, the coupled nonlinear equations of motion considering nonlinear excitation and damping forces, including all wave- and wind-induced features, should be solved in the time domain. In this thesis, the motion and structural responses for operational and extreme environmental conditions were considered to investigate the performance and the structural integrity of spar-type floating wind turbines. The power production and the effects of aerodynamic and hydrodynamic damping, including wind-induced hydrodynamic and wave-induced aerodynamic damping, were investigated. Negative damping adversely affects the power performance and structural integrity. In this thesis, the controller gains were tuned to remove servo-induced instabilities. The rotor configuration effect on the responses and power production was investigated by comparing the upwind and downwind turbines. To develop robust design tools for offshore wind power, the competencies of the offshore technology and wind technology must be combined. Both the offshore and wind energy industries have begun to extend their existing numerical codes to account for the combined aerodynamic and hydrodynamic effects on the structure. As a result verifications of extended codes by doing experiments and code-to-code comparisons are needed. One of the aspects of the present research was to fill this gap by performing hydrodynamic and hydro-elastic comparison between commercial codes. For both CMS and TLS concepts, the comparisons were carried out prior to using the tools to study the behaviour of the CMS and TLS under wave- and wind-induced loads. Offshore structures encounter a variety of operational and harsh environmental conditions. Limit states such as ultimate, fatigue, accidental collapse and serviceability limit states (ULS, FLS, ALS and SLS) are defined as the design criteria for offshore structures. In performing realistic ultimate limit state analysis, the extreme responses of a floating wind turbine over its life should be estimated. This estimation requires detailed analysis of the extreme response. In the present thesis, extreme value analysis for spar-type wind turbines subjected to simultaneous wave and wind actions was preformed. The structural responses and the effect of modelled forces such as turbulence on these responses were investigated. The joint distribution of the environmental characteristics of the wave and wind was applied through the contour surface method. Stochastic wave and wind analysis showed that, while rigid body modelling was sufficient for obtaining accurate motions, consideration of the elastic behaviour of the tower/support structure was necessary to predict structural responses. The blades structural responses were found to be significantly affected by the turbulent wind. However, the mean and standard deviation of global motion and structural responses were not affected by the turbulence. Thus, to reduce the simulation time in fatigue analysis, a constant wind speed model can be applied. The CMS and TLS wind turbines are inertia-dominated structures, and the hydrodynamic viscous drag did not affect their wave-induced responses, while an increase in viscous drag could effectively reduce the resonant responses of such turbines. Under operational conditions, aerodynamic damping was found to be active in reducing both wave frequency and resonant responses. The results showed that, for a floating wind turbine, extreme response could occur in survival conditions, while for a fixed wind turbine, the extreme response occurs in operational cases related to the rated wind speed. To estimate the extreme value responses, extrapolation methods were used to reduce the sample size in Monte Carlo simulations. The accuracy of methods to estimate the extreme responses as a function of sample size and methods applied was investigated. The normalized responses for both CMS and TLS offshore wind turbines were presented to draw more generalized conclusions.

Health systems of developed countries around the world are facing immense pressure. This is due to an ageing population and an increase in the prevalence of chronic disease. The purpose of this research is to develop the system dynamics Coxian phase-type (SDC-Ph) model which consists of inter-related components each one being a system dynamics model. This will serve as a framework for investigating the change in prevalence of coronary heart disease in Northern Ireland between 2007 and 2027 and the implications this will have on coronary heart disease (CHD) related inpatient admissions. The first component of the framework is the coronary heart disease prevalence model. It incorporates the changes anticipated in population size and age structure, risk factor prevalence, and primary and secondary interventions and the impact this will have on prevalence over the twenty year time period. The second component of the framework is the coronary heart disease hospital admissions model. It is a composite model which combines the system dynamics methodology with the Coxian phase-type distribution to represent the flow of patients with coronary heart disease through hospital and is used to determine the impact of the changing prevalence on the demand for acute care beds. The final component of the framework is the coronary heart disease cost model. It uses the results obtained from the fit of the Coxian phase-type distribution to group patients together according to their likely time of discharge from hospital thus allowing inferences to be made regarding the costs associated with the individual's phase of care. The SDC-Ph model allows testing of different healthcare interventions taking aspects of population dynamics such as the ageing population into account and forecasts future population incidents and associated costs. It allows healthcare providers to model the impact of interventions and thus assist in the decision making process.

Neste trabalho, apresentamos em primeiro lugar um estudo de dois trabalhos de J. P. LaSalle, abordando o comportamento assintótico de sistemas discretos. Em segundo lugar, estudamos a dinâmica de um sistema discreto que depende de um parâmetro l em L, da forma x(n+1) = f(x(n), l). Como uma parte deste objetivo geral, desenvolvemos técnicas para obter estimativas uniformes (em relação ao parâmetro l em L) do atrator quando o sistema for globalmente dissipativo. Esses métodos são baseados em funções auxiliares tipo Liapunov. No final deste trabalho, apresentamos algumas simulações envolvendo sistemas discretos caóticos, como os sistemas de Chua, Hénon, Ikeda, Lorenz e Rössler.
Firstly, in this work, we present a study of part of two works by J. P. LaSalle, concerning with asymptotic behavior of discrete systems. Secondly, we study the dynamics of a discrete system that depends on a parameter l in L, of the form x(n+1) = f(x(n), l). As part of this general purpose, we develop tecniques to obtain uniform estimates (with respect to the parameter l in L) of the attractor when the system is globally dissipative. These methods are based on auxiliary functions of Liapunov type. In the last part of this work we present some simulations envolving chaotic discrete systems, namely: Chua, Hénon, Ikeda, Lorenz and Rössler.

We consider a general class of finite dimensional deterministic dynamical systems with finitely many local attractors each of which supports a unique ergodic probability measure, which includes in particular the class of Morse–Smale systems in any finite dimension. The dynamical system is perturbed by a multiplicative non-Gaussian heavytailed Lévy type noise of small intensity ε > 0. Specifically we consider perturbations leading to a Itô, Stratonovich and canonical (Marcus) stochastic differential equation. The respective asymptotic first exit time and location problem from each of the domains of attractions in case of inward pointing vector fields in the limit of ε-> 0 has been investigated by the authors. We extend these results to domains with characteristic boundaries and show that the perturbed system exhibits a metastable behavior in the sense that there exits a unique ε-dependent time scale on which the random system converges to a continuous time Markov chain switching between the invariant measures. As examples we consider α-stable perturbations of the Duffing equation and a chemical system exhibiting a birhythmic behavior.

CONCEPTUAL DESIGN, TESTING AND MANUFACTURING OF AN INDUSTRIAL TYPE ELECTRO-HYDRAULIC VACUUM SWEEPER SAHIN, Emre M.Sc., Department of Mechanical Engineering Supervisor : Prof. Dr. Kahraman ALBAYRAK Co-Supervisor: Prof. Dr. Bilgin KAFTANOGLU September 2011, 156 pages In this thesis, conceptual design, testing, development and manufacturing processes of the cleaning (elevator and fan system) and electro-hydraulic systems of an industrial type vacuum sweeper are presented. Thesis is financially supported by Ministry of Science, Industry and Technology (Turkey) and Mü
san A.S. (Makina Ü
retim Sanayi ve Ticaret A.S.) under the SAN-TEZ projects with numbers 00028.STZ.2007-1 and 00623.STZ.2010-1. The main purpose is to make critical design changes on existing fan system, designing a new elevator system and eventually obtaining efficient and powerful cleaning system. For design, Catia and SolidWorks softwares are used. Within the SAN-TEZ project, all CFD solutions were provided by Punto Engineering. Unlike many industrial type vacuum sweepers, new design will be electrically and electro-hydraulic controlled. All cleaning system of new &lsquo
MÜ
SAN Vacuum Sweeper&rsquo
will be activated by using hydraulic motors (traction system including hydraulic system is driven by the brushless DC electric motor as well) and the power of all these systems is supplied by batteries which are placed in the middle of the vehicle. Elevator and fan system can be considered as a group for a street sweeper for cleaning operations. Fan and elevator systems both gain an important place especially in cleaning operations due to lifting heavy and small particles from the ground. Fan system is used for sucking the small materials and dust by vacuum and elevator system is used to elevate heavier materials such stones, bottles, cans. Therefore, it is essential to design an efficient and powerful fan and elevator system for a street sweeper. The thesis work includes the design, development, supervision of manufacturing, simulation and testing of the cleaning (elevator and fan systems) and electro-hydraulic system of the street cleaners.

An impinging type solar receiver has been designed for potential applications in a future Brayton Solar Dish System. The EuroDish system is employed as the collector, and an externally fired micro gas turbine (EFMGT) has been chosen as the power conversion unit. In order to reduce the risks caused by the quartz glass window, which is widely used in traditional air receiver designs, a cylinder cavity absorber without a quartz window has been adopted. Additionally, an impinging design has been chosen as the heat exchange system due to its high heat transfer coefficient compared to other single-phase heat exchange mechanisms. This thesis work introduces the design of an solar air receiver without a glass window, which features jet impingement to maximize the heat transfer rate. A detailed study of the thermal performance of the designed solar receiver has been conducted using numerical tools from the ANSYS FLUENT package. Concerning receiver performance, an overall thermal efficiency of 72.9% is attained and an output air temperature of 1100 K can be achieved, according to the numerical results. The total thermal power output is 38.05 kW, enough to satisfy the input requirements of the targeted micro gas turbine. A preliminary design layout is presented and potential optimization approaches for future enhancement of the receiver are proposed, regarding local thermal stress and pressure loss reduction. This thesis project also introduces a ray-thermal coupled numerical design method, which combines ray tracing techniques (using FRED®), with thermal performance analysis (using ANSYS Workbench).

Children's sex-typed preferences for colours and toys are well-established, and often function as markers of sex-typicality in research on the development of sex-typed behaviour. However, children's sex-typed colour and toy preferences have not been tested cross-culturally, or in remote unindustrialised cultural settings. The present thesis tested children's preferences for sex-typed toys in four cultural settings: Shipibo villages in the Lake Imiria region of the Peruvian Amazon; kastom villages in the mountains of Tanna Island in Vanuatu in the South Pacific; children attending school in Lenakel town on Tanna Island; and in a large industrialised city in Australia. It also tested children's colour preferences in three of these cultures. It was hypothesised that colour and toy preferences would show some similarities across cultures, and further, that similarities in toy preferences across cultures would be explained by the different types of play afforded by the toys. Results suggested that colour preferences, specifically, a sex difference in preference for pink, are specific to industrialised cultures. Results further suggested that some sex differences in toy preferences replicate in different cultures, and that the relationship between toy preferences and children's preferences for play affordances is a potentially important area for further research. The present thesis also provided two demonstrations of how new statistical methods, adapted from complex and dynamic systems theory, could be applied to the cross-cultural dataset. A machine learning method suggested that sex, more than culture, affects children's sex-typed toy preferences. A multistate dynamic method further suggested that sex, more than culture, affects the dynamics of children's toy choices.

It is becoming increasingly important to understand biological networks in order to understand complex diseases, identify novel, safer protein targets for therapies and design efficient drugs. 'Systems biology' has emerged as a discipline to uncover biological networks through genomic data. Computational methods for identifying these networks become immensely important and have been growing in number in parallel to increasing amount of genomic data under the discipline of 'Systems Biology'. In this thesis we introduced novel computational methods for identifying topological and dynamic properties of biological networks. Biological data is available in various forms. Experimental data on the interactions between biological components provides a connectivity map of the system as a network of interactions and time series or steady state experiments on concentrations or activity levels of biological constituents will give a dynamic picture of the web of these interactions. Biological data is scarce usually relative to the number of components in the networks and subject to high levels of noise. The data is available from various resources however it can have missing information and inconsistencies. Hence it is critical to design intelligent computational methods that can incorporate data from different resources while considering noise component. This thesis is organized as follows; Chapter 1 and 2 will introduce the basic concepts for biological network types. Chapter 2 will give a background on biochemical network identification data types and computational approaches for reverse engineering of these networks. Chapter 3 will introduce our novel constrained total least squares approach for recovering network topology and dynamics through noisy measurements. We proved our method to be superior over existing reverse engineering methods. Chapter 4 is an extension of chapter 3 where a Bayesian parameter estimation algorithm is presented that is capable of incorporating noisy time series and prior information for the connectivity of network. The quality of prior information is critical to be able to infer dynamics of the networks. The major drawback of prior connectivity data is the presence of false negatives, missing links. Hence, powerful link prediction methods are necessary to be able to identify missing links. At this junction a novel link prediction method is introduced in Chapter 5. This method is capable of predicting missing links in a connectivity data. An application of this method on protein-protein association data from a literature mining database will be demonstrated. In chapter 6 a further extension into link prediction applications will be given. An interesting application of these methods is the drug adverse effect prediction. Adverse effects are the major reason for the failure of drugs in pharmaceutical industry, therefore it is very important to identify potential toxicity risks in the early drug development process. Motivated by this chapter 6 introduces our computational framework that integrates drug-target, drug-side effect, pathway-target and mouse phenotype-mouse genes data to predict side effects. Chapter 7 will give the significant findings and overall achievements of the thesis. Subsequent steps will be suggested that can follow the work presented here to improve network prediction methods.

We consider a stochastic differential equation on a domain D in n-dimensional real space, where the associated dynamical system is linear, and D contains a repulsive type stationary point at the origin O. We obtain an exit law for the first exit time of the solution process from a ball of arbitrary radius centered at the origin, which involves additive scaling as in Day (1995). The form of the scaling constant is worked out and shown to depend on the structure of the Jordan form of the linear drift. We then obtain an extension of this exit law to the first exit time of the solution process from the general domain D by considering the exit in two stages: first from the origin O to the boundary of the ball, for which the aforementioned exit law applies, and then from the boundary of the ball to the boundary of D. In this way we are able to determine for which Jordan forms we can obtain a limiting distribution for the first exit time to the boundary of D as the noise approaches 0. In particular, we observe there are cases for which the exit time distribution diverges as the noise approaches 0.
Ph. D.

Bacteria use specialized systems, called secretion systems, in order to translocate substrates to the environment or to other cells, or even to uptake molecules from the exterior environment. Six different secretion systems have been described in Gram-negative bacteria. The Type IV Secretion System (T4SS) is involved in translocation of virulence factors, bacterial conjugation, uptake and release of DNA, and in the secretion of antibacterial toxins. The T4SS channel corresponds to a toroidal upramolecular complex consisting of 14 repetitions of the VirB7-VirB9-VirB10 heterotrimer. This channel, also called \"core complex\", is divided in two layers, an outer layer consisting of the VirB7 lipoprotein in complex with the C-terminal domains of VirB9 (VirB9CT) and VirB10 (VirB10CT), and an inner layer composed by the N-terminal domains of VirB9 (VirB9NT) and VirB10 (VirB10NT). Xanthomonas citri pv. citri (Xac) is a gram-negative bacterium that infects citrus plants causing a disease called \"citrus canker\". Although not directly involved in causing the disease, the chromosomally encoded T4SS is responsible for the secretion of toxins, working as a bacterial killing machine (Souza et al., 2015). The three-dimensional structure of Xac\'s VirB7 obtained by Nuclear Magnetic Resonance (NMR) spectroscopy (PDB 2L4W) revealed that, unlike the canonical VirB7, Xac\'s VirB7 consists of a flexible N-terminal domain followed by a C-terminal globular domain. The flexible N-terminal tail is involved in interaction with VirB9CT. In this thesis, the NMR structure of the complex formed between VirB9CT and a peptide derived from the N-terminal tail of Xac-VirB7 (VirB7NT) was solved. This complex is stabilized by hydrophobic interactions involving the side chains of particular amino acid residues such as Phe30, Trp34 and Val37 in VirB7, and Arg250, Tyr167 and Tyr169 in VirB9. Mutations of such amino acids affect not only the stability of the VirB9:VirB7 complex in vitro, but also reduce the T4SS activity and impairs its assembly in vivo. Furthermore, the ability of forming VirB7:VirB7 oligomers is essential for a functional T4SS, although it is not required for assembling the complex. The structural propensity and flexibility of a fragment derived from the proline-rich region (PRR) of the N-terminal tail of VirB10 (VirB10NT - residues 85 to 182) were studied. Measurements of the {1H}-15N heteronuclear NOE showed that VirB10NT is highly flexible on a sub-nanosecond time scale. Analysis of chemical shifts and NOEs showed that the ensemble and time average conformation of VirB10NT consists of a short alpha helix between residues 151-163, and that this helix is involved in interactions with VirB9NT. These findings provide the first compelling evidence for the interaction between the N-terminal domains of VirB9 and VirB10, and for the existence of significant flexibility within Xacs T4SS.
Bactérias usam sistemas especializados, denominados sistemas de secreção, a fim de translocar substratos para o ambiente ou para outras células, ou até mesmo para capturar moléculas do meio externo. Seis diferentes sistemas de secreção foram descritos em bactérias gram-negativas. O Sistema de Secreção do Tipo IV (T4SS) está envolvido na translocação de fatores de virulência, conjugação bacteriana, absorção e liberação de DNA, e secreção de toxinas antibacterianas. O canal do T4SS (core complex) corresponde a um complexo formado por 14 repetições do heterotrimero VirB7-VirB9-VirB10. A camada externa deste canal é constituída por VirB7 em complexo com os domínios C-terminal de VirB9 (VirB9CT) e VirB10 (VirB10CT). Os domínios N-terminal de VirB9 (VirB9NT) e VirB10 (VirB10NT) formam a camada interna do core complex. Xanthomonas citri pv. citri (Xac) é uma bactéria gram-negativa que infecta plantas cítricas causando uma doença chamada \"cancro cítrico\". Embora não esteja diretamente envolvido na infecção, o T4SS cromossomal secreta toxinas capazes de matar outras bactérias gram-negativas. VirB7 de Xac possui uma cauda N-terminal flexível e um domínio globular C-terminal ausente em outras proteínas VirB7. VirB7 interage com VirB9CT através de sua cauda N-terminal. Nesta tese, a estrutura de RMN do complexo formado por VirB9CT e um peptídeo derivado do segmento N-terminal de VirB7 foi resolvida. O complexo é estabilizado, principalmente, por interações hidrofóbicas envolvendo as cadeias laterais de determinados resíduos de aminoácidos, particularmente a Phe30, o Trp34 e a Val37 em VirB7 e a Arg250, a Tyr167 e a Tyr169 em VirB9. A substituição de alguns destes aminoácidos por alanina afeta não só a constante de dissociação do complexo in vitro, como também a atividade e a montagem do T4SS in vivo. Além disso, resíduos específicos envolvidos em oligomerização de VirB7 são essenciais para a manutenção de um T4SS funcional, embora não sejam essenciais para a montagem do sistema. Estudos estruturais, de dinâmica e de interações de um fragmento derivado da região rica em prolinas (proline-rich region - PRR) contida no N-terminal de VirB10 (VirB10NT - resíduos 85-182) também foram realizados. Medidas de {1H}-15N NOE heteronuclear mostraram que VirB10NT é altamente flexível. Análises de deslocamentos químicos e NOEs mostrou que VirB10NT forma uma hélice curta entre os resíduos 151-163. Ensaios de interação por RMN indicaram que esta hélice está envolvida em interações com VirB9NT. Estes resultados são a primeira evidência convincente para a especificidade de interação entre os domínios N-terminal de VirB9 e VirB10. Estes dados apontam também para a existência de flexibilidade dentro do T4SS de Xac.

This thesis deals with the real time dynamic system control and it uses similar computation methods as earlier bachelor thesis. In the beginning of the thesis, some basics from the field of control and regulation are explained. Systems in this thesis are mostly described by differential equations. Because of this, thesis contains a section about solving differential equations. In this section, multiple approaches are covered and compared. The Modern Taylor series method is introduced, which is used by implemented applications. For system simulation, existing software was upgraded and multiple additional utilities were also implemented. The approximation of the transport delay is also mentioned.

This thesis seeks to evaluate the compatibility of the legal and institutional policies about F-Type Prisons applied by Turkish State with the European and the United Nations Based Agreements and Conventions which stipulate certain standards for the penitentiary system in the high contracting party states. It tries to make two level analysis: On the one hand, the relevant Turkish codes and the institutional settings of the penitentiary system in Turkey, namely internal dynamics, are examined in order to chart the ground for the F-Type Prison reforms. On the other hand, the thesis attempts to depict the European and the United Nations based documents as well as the formal reports of the monitoring bodies of them about F-Type Prisons in Turkey.

Un robot autonome collaborant avec des humains doit être capable d'apprendre à se déplacer et à manipuler des objets dans la même tâche. Dans une approche classique, on considère des modules fonctionnels indépendants gérant les différents aspects de la tâche (navigation, contrôle du bras...). A l'opposé, l'objectif de cette thèse est de montrer que l'apprentissage de tâches de natures différentes peut être abordé comme un problème d'apprentissage d'attracteurs sensorimoteurs à partir d'un petit nombre de structures non spécifiques à une tâche donnée. Nous avons donc proposé une architecture qui permet l'apprentissage et l'encodage d'attracteurs pour réaliser aussi bien des tâches de navigation que de contrôle d'un bras.Comme point de départ, nous nous sommes appuyés sur un modèle inspiré des cellules de lieu pour la navigation d'un robot autonome. Des apprentissages en ligne et interactifs de couples lieu/action sont suffisants pour faire émerger des bassins d'attraction permettant à un robot autonome de suivre une trajectoire. En interagissant avec le robot, on peut corriger ou orienter son comportement. Les corrections successives et leur encodage sensorimoteur permettent de définir le bassin d'attraction de la trajectoire. Ma première contribution a été d'étendre ce principe de construction d'attracteurs sensorimoteurs à un contrôle en impédance pour un bras robotique. Lors du maintien d'une posture proprioceptive, les mouvements du bras peuvent être corrigés par une modification en-ligne des commandes motrices exprimées sous la forme d'activations musculaires. Les attracteurs moteurs résultent alors des associations simples entre l'information proprioceptive du bras et ces commandes motrices. Dans un second temps, j'ai montré que le robot pouvait apprendre des attracteursvisuo-moteurs en combinant les informations proprioceptives et visuelles. Le contrôle visuo-moteur correspond à un homéostat qui essaie de maintenir un équilibre entre ces deux informations. Dans le cas d'une information visuelle ambiguë, le robot peut percevoir un stimulus externe (e.g. la main d'un humain) comme étant sa propre pince. Suivant le principe d'homéostasie, le robot agira pour réduire l'incohérence entre cette information externe et son information proprioceptive. Il exhibera alors un comportement d'imitation immédiate des gestes observés. Ce mécanisme d'homéostasie, complété par une mémoire des séquences observées et l'inhibition des actions durant l'observation, permet au robot de réaliser des imitations différées et d'apprendre par observation. Pour des tâches plus complexes, nous avons aussi montré que l'apprentissage de transitions peut servir de support pour l'apprentissage de séquences de gestes, comme c'était le cas pour l'apprentissage de cartes cognitives en navigation. L'utilisation de contextes motivationnels permet alors le choix entre les différentes séquences apprises.Nous avons ensuite abordé le problème de l'intégration dans une même architecture de comportements impliquant une navigation visuomotrice et le contrôle d'un bras robotique pour la préhension d'objets. La difficulté est de pouvoir synchroniser les différentes actions afin que le robot agisse de manière cohérente. Les comportements erronés du robot sont détectés grâce à l'évaluation des actions proposées par le modèle vis à vis des corrections imposées par le professeur humain. Un apprentissage de ces situations sous la forme de contextes multimodaux modulant la sélection d'action permet alors d'adapter le comportement afin que le robot reproduise la tâche désirée.Pour finir, nous présentons les perspectives de ce travail en terme de contrôle sensorimoteur, pour la navigation comme pour le contrôle d'un bras robotique, et son extension aux questions d'interface homme/robot. Nous insistons sur le fait que différents types d'imitation peuvent être le fruit des propriétés émergentes d'une architecture de contrôle sensorimotrice
An autonomous robot collaborating with humans should be able to learn how to navigate and manipulate objects in the same task. In a classical approach, independent functional modules are considered to manage the different aspects of the task (navigation, arm control,...) . To the contrary, the goal of this thesis is to show that learning tasks of different kinds can be tackled by learning sensorimotor attractors from a few task nonspecific structures. We thus proposed an architecture which can learn and encode attractors to perform navigation tasks as well as arm control.We started by considering a model inspired from place-cells for navigation of autonomous robots. On-line and interactive learning of place-action couples can let attraction basins emerge, allowing an autonomous robot to follow a trajectory. The robot behavior can be corrected and guided by interacting with it. The successive corrections and their sensorimotor coding enables to define the attraction basin of the trajectory. My first contribution was to adapt this principle of sensorimotor attractor building for the impedance control of a robot arm. While a proprioceptive posture is maintained, the arm movements can be corrected by modifying on-line the motor command expressed as muscular activations. The resulting motor attractors are simple associations between the proprioceptive information of the arm and these motor commands. I then showed that the robot could learn visuomotor attractors by combining the proprioceptive and visual information with the motor attractors. The visuomotor control corresponds to a homeostatic system trying to maintain an equilibrium between the two kinds of information. In the case of ambiguous visual information, the robot may perceive an external stimulus (e.g. a human hand) as its own hand. According to the principle of homeostasis, the robot will act to reduce the incoherence between this external information and its proprioceptive information. It then displays a behavior of immediately observed gestures imitation. This mechanism of homeostasis, completed by a memory of the observed sequences and action inhibition capability during the observation phase, enables a robot to perform deferred imitation and learn by observation. In the case of more complex tasks, we also showed that learning transitions can be the basis for learning sequences of gestures, like in the case of cognitive map learning in navigation. The use of motivational contexts then enables to choose between different learned sequences.We then addressed the issue of integrating in the same architecture behaviors involving visuomotor navigation and robotic arm control to grab objects. The difficulty is to be able to synchronize the different actions so the robot act coherently. Erroneous behaviors of the robot are detected by evaluating the actions predicted by the model with respect to corrections forced by the human teacher. These situations can be learned as multimodal contexts modulating the action selection process in order to adapt the behavior so the robot reproduces the desired task.Finally, we will present the perspectives of this work in terms of sensorimotor control, for both navigation and robotic arm control, and its link to human robot interface issues. We will also insist on the fact that different kinds of imitation behavior can result from the emergent properties of a sensorimotor control architecture

Le mouvement en essaim est défini par l'action d'un ensemble d'individusautopropulsés se déplaçant en groupe uniquement à l’aide de la connaissance locale de leur environnement.L'objectif scientifique de la thèse consiste à mettre en oeuvre ce type demodèle de comportement appliqué à un flot de véhicules se déplaçant sur un profilroutier, et ce afin d'assister le conducteur dans ses actions à la fois pour son confortet sa sécurité.A partir de l’analyse d’une synthèse bibliographique, une stratégie dehiérarchisation a été mise en place afin de créer un système d’aide à la conduite ouADAS (de l’anglais « Advanced Driver Assistance System »). Ainsi, dans un premiertemps, il s’agit de générer une trajectoire à partir de ce type de modèle qui respecteles contraintes autoroutières. Ensuite, la dynamique du véhicule est prise en compteafin de transmettre au conducteur via une régulation de vitesse et un retour haptiqueau volant, les deux étant basés notamment sur la commande CRONE, lesmanoeuvres nécessaires au suivi de cette trajectoire. Enfin, le système d’aide à laconduite est mis en oeuvre, non seulement sur un simulateur dynamique de conduiteafin de recueillir le ressenti des conducteur, mais aussi au sein d’un logiciel desimulation de trafic pour évaluer les gains obtenus dans le cas d’un ensemble devéhicules équipés
Swarm behavior refers to individuals travelling in a group and using only localknowledge of their environment.The scientific objective of the thesis is to implement this type of behaviormodel to vehicles traveling on road, in order to assist the driver in his actions for bothits comfort and security.From a literature review, a prioritization strategy was set up to create anAdvanced Driver Assistance System (ADAS). At first, it is to generate a path from thistype of model that respects the motorway constraints. Then, vehicle dynamics istaken into account in order to transmit to the driver through cruise control and hapticfeedback steering wheel, both based on the CRONE control, maneuvers needed tofollow this trajectory. Finally, the driver assistance system is not only implemented ona dynamic driving simulator to gather driver’s feelings but it is also implemented intraffic simulation software to evaluate gains obtained for a set of equipped vehicles

L'objet de cette thèse concerne la proposition de modèles paramétriques des processus de branchement uni et multi-types. Nous mettons en valeur l’intérêt de la théorie des processus de branchement et du développement nécessaire des différents outils et de concepts propres à plusieurs domaines. Pour cela, nous commençons par rappeler quelques définitions et résultats de la théorie des processus de branchement uni et multi-types, et ce en temps discret comme en temps continu. On se consacre par la suite au développement méthodologique de ces modèles.Dans la deuxième partie de ce mémoire, nous étudions seulement l'évolution d’une seule population en temps continu, et présentons quelques familles de lois paramétriques, associées à des processus de branchement homogènes particuliers. Des méthodes récursives de calcul, ainsi que des propriétés pertinentes, concernant ces distributions de probabilité, sont dérivées des fonctions génératrices satisfaisant certaines équations aux dérivées partielles linéaires précisés. Les familles proposées seront utiles à la modélisation de systèmes plus cohérents en dynamique de populations, puisqu'on y montre que les hypothèses usuelles de distributions de Poisson ne peuvent être argumentées.Dans la troisième partie, nous étudions le comportement de l'évolution de plusieurs populations en interactions. Nous y présentons aussi des modèles paramétriques de lois, associés à des processus de branchement multi-types en temps continu et homogènes en temps. Nous considérons ensuite un modèle particulier, où une population ``mère donneuse" autonome alimente en individus K populations filles, qui sont, elles, en interaction. Ce modèle est bien adapté à l'étude des systèmes dynamiques des populations en interaction qui reste à la fois simple, mais riche en variétés de comportement. L'étude du système multi-types se fait via l'évolution des fonctions génératrices de la loi multidimensionnelles des effectifs. Pour cela, utilisant les équations différentielles ordinaires et aux dérivées partielles, nous établissons les équations implicites des distributions temporelles et multidimensionnelles, et discutons des méthodes analytiques ou numériques de leur résolution. Nous développons ensuite des exemples de modèles et en particulier celui concernant 3 et 4 populations.En conclusion, nous argumentons la pertinence de cette approche, et l’interprétation des paramètres, qui sont d'un grand intérêt pour le développement de méthodes d'inférence statistique, pour de nombreux domaines d'applications
This thesis aims to propose parametric models for single and multi-type branching processes. The importance of the theory of branching processes is pointed out. Hence, developing various tools and specific concepts in several domains is important for applications. For those purpose, we recall some definitions and results of the single-and-multi-type branching processes theory in discrete and continuous case. Afterward, we focus on the methodological development of those models.In the second part, the evolution of a single population in the continuous case has been studied. Then, some parametric distribution families associated to particular branching mechanisms are explored. Recursive computational procedure and relevant properties concerning the associted probability distributions are derived from generating functions that satisfy specified linear partial differential equations. The suggested families are useful for the modeling of systems that are more coherent with population dynamics, contrarily to the usual hypothesis of Poisson distributions, that cannot be argued.In the third part, the evolution of different populations with interaction is explored. Similarly, some parametric models of homogeneous multi-type branching processes in continuous time are proposed. Afterwards, we consider a particular model where an autonomous donor parent population feeds in individuals, K types progeny populations that interacts. This model is well adapted to the study of dynamical systems of populations in interaction. This simple model, but has a rich variety of behaviors.The study of such systems is also done regarding the evolution of generating functions of multidimensional ndividual countrings. To achievea such study, ordinary and partial differential equations are used to establish the implicit equations of temporal and multidimensional distributions. Analytical and numerical methods for equation resolution are then discussed, and examples of particular models are developed.In conclusion, the relevancy of this approach is argumed, censidering parameters interpretation in the development of inference methods for the various applied domains

En esta tesis, se utilizan t ecnicas matem atico-epidemiol ogicas para modelar el rendimiento acad emico en Espa~na (prestando especial atenci on en el fracaso escolar) para comprender mejor los mecanismos detr as de esta importante cuesti on, as como para predecir c omo evolucionar an los resultados acad emicos en el Bachillerato espa~nol en los pr oximos a~nos. El nivel educativo de Bachillerato en Espa~na est a formado por los dos ultimos cursos antes de acceder a la universidad o al mercado de trabajo y corresponde a los estudiantes de 16 18 a~nos. Este nivel educativo es muy importante para la formaci on de los estudiantes ya que representa un periodo en el que deber an tomar importantes decisiones sobre el futuro acad emico y profesional. En primer lugar, en el Cap tulo 2, se presenta un modelo determinista donde se analiza el rendimiento acad emico asumiendo que la actitud negativa de los alumnos de Bachillerato puede ser debida a su comportamiento aut onomo y la in uencia de compa~neros con malos resultados acad emicos. Luego, en el Cap tulo 3, se mejora el modelo basado en la idea de que no s olo los malos h abitos acad emicos se transmiten socialmente sino tambi en los buenos h abitos de estudio. Adem as, descomponemos los par ametros de transmisi on de h abitos acad emicos con el n de analizar con m as detalle qu e grupos de estudiantes son m as susceptibles a ser in uenciados por compa~neros con buenos o malos h abitos acad emicos. El abandono escolar tambi en han sido incluido en este modelo. El enfoque adoptado permite proporcionar predicciones deterministas y con intervalos de con anza de la evoluci on del rendimiento escolar (incluyendo las tasas de abandono) en Bachillerato en Espa~na en los pr oximos a~nos. Este enfoque, adem as, nos permite modelar el rendimiento acad emico en otros niveles educativos del sistema acad emico espa~nol o de fuera de Espa~na tal y como se muestra en el Cap tulo 4, donde el modelo se aplica satisfactoriamente al sistema acad emico actual de la regi on alemana de Renania del Norte-Westfalia. Para concluir esta tesis, proporcionamos una estimaci on de los costes relacionados con el rendimiento acad emico espa~nol basado en nuestras predicciones. Esta estimaci on representa la inversi on en Bachillerato por parte del Gobierno espa~nol y las familias en los pr oximos a~nos, con especial atenci on en los grupos de estudiantes que no promocionan y abandonan en los diferentes cursos acad emicos.
In this dissertation, we use epidemiologic-mathematical techniques to model the academic performance in Spain (paying special attention on the academic underachievement) to understand better the mechanisms behind this important issue as well as to predict how academic results will evolve in the Spanish Bachillerato over the next few years. The Spanish Bachillerato educational level is made up of the last courses before accessing to the university or to the work market and corresponds to students of 16¿18 years old. This educational level is a milestone in the career training of students because it represents a period to make important decisions about academic and professional future. In a rst step, in the Chapter 2 we will present a deterministic model where academic performance is analyzed assuming the negative attitude of Bachillerato students may be due to their autonomous behavior and the in uence of classmates with bad academic results. Then, in the Chapter 3, the model is improved based on the idea that not only the bad academic habits are socially transmitted but also the good study habits. Besides, we decompose the transmission academic habits into good and bad academic habits, in order to analyze with more detail which group of students are more susceptible to be in uenced by good or bad academic students. The consideration of quantifying the abandon rates is also a new issue dealt with in it. The adopted approach allow to provide both punctual and con dence intervals predictions to the evolution of academic performance (including the abandon rates) in Bachillerato in Spain over the next few years. The adopted approach allows us to model academic performance in academic levels other than Bachillerato and/or beyond the Spanish academic system. This issue is assessed in Chapter 4, where the model is satisfactorily applied to the current academic system of the German region of North Rhine-Westphalia. To conclude this dissertation, we provide an estimation of the cost related to the Spanish academic underachievement based on our predictions. This estimation represents the investment in the Spanish Bachillerato from the Spanish Government and families over the next few years, paying special attention on the groups of students who do not promote and abandon during their corresponding academic year.
Sánchez Sánchez, A. (2013). Modelling the evolution dynamics of the academic performance in high school in Spain. Probabilistic predictions of future trends and their economical consequences [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/32280
TESIS

Cette thèse étudie le contrôle optimal de la dynamique de type McKean-Vlasov et ses applications en mathématiques financières. La thèse contient deux parties. Dans la première partie, nous développons la méthode de la programmation dynamique pour résoudre les problèmes de contrôle stochastique de type McKean-Vlasov. En utilisant les contrôles admissibles appropriés, nous pouvons reformuler la fonction valeur en fonction de la loi (resp. la loi conditionnelle) du processus comme seule variable d’état et obtenir la propriété du flot de la loi (resp. la loi conditionnelle) du processus, qui permettent d’obtenir en toute généralité le principe de la programmation dynamique. Ensuite nous obtenons l’équation de Bellman correspondante, en s’appuyant sur la notion de différentiabilité par rapport aux mesures de probabilité introduite par P.L. Lions [Lio12] et la formule d’Itô pour le flot de probabilité. Enfin nous montrons la propriété de viscosité et l’unicité de la fonction valeur de l’équation de Bellman. Dans le premier chapitre, nous résumons quelques résultats utiles du calcul différentiel et de l’analyse stochastique sur l’espace de Wasserstein. Dans le deuxième chapitre, nous considérons le contrôle optimal stochastique de système à champ moyen non linéaire en temps discret. Le troisième chapitre étudie le problème de contrôle optimal stochastique d’EDS de type McKean-Vlasov sans bruit commun en temps continu où les coefficients peuvent dépendre de la loi joint de l’état et du contrôle, et enfin dans le dernier chapitre de cette partie nous nous intéressons au contrôle optimal de la dynamique stochastique de type McKean-Vlasov en présence de bruit commun en temps continu. Dans la deuxième partie, nous proposons un modèle d’allocation de portefeuille robuste permettant l’incertitude sur la rentabilité espérée et la matrice de corrélation des actifs multiples, dans un cadre de moyenne-variance en temps continu. Ce problème est formulé comme un jeu différentiel à champ moyen. Nous montrons ensuite un principe de séparation pour le problème associé. Nos résultats explicites permettent de justifier quantitativement la sous-diversification, comme le montrent les études empiriques
This thesis deals with the study of optimal control of McKean-Vlasov dynamics and its applications in mathematical finance. This thesis contains two parts. In the first part, we develop the dynamic programming (DP) method for solving McKean-Vlasov control problem. Using suitable admissible controls, we propose to reformulate the value function of the problem with the law (resp. conditional law) of the controlled state process as sole state variable and get the flow property of the law (resp. conditional law) of the process, which allow us to derive in its general form the Bellman programming principle. Then by relying on the notion of differentiability with respect to probability measures introduced by P.L. Lions [Lio12], and Itô’s formula along measure-valued processes, we obtain the corresponding Bellman equation. At last we show the viscosity property and uniqueness of the value function to the Bellman equation. In the first chapter, we summarize some useful results of differential calculus and stochastic analysis on the Wasserstein space. In the second chapter, we consider the optimal control of nonlinear stochastic dynamical systems in discrete time of McKean-Vlasov type. The third chapter focuses on the stochastic optimal control problem of McKean-Vlasov SDEs without common noise in continuous time where the coefficients may depend upon the joint law of the state and control. In the last chapter, we are interested in the optimal control of stochastic McKean-Vlasov dynamics in the presence of common noise in continuous time.In the second part, we propose a robust portfolio selection model, which takes into account ambiguity about both expected rate of return and correlation matrix of multiply assets, in a continuous-time mean-variance setting. This problem is formulated as a mean-field type differential game. Then we derive a separation principle for the associated problem. Our explicit results provide an explanation to under-diversification, as documented in empirical studies

Cette thèse de doctorat vise à améliorer la compréhension de la dynamique des groupes, et en particulier à apporter une analyse des liens entre types d’interactions jouées dans des équipes et performance, satisfaction et conflit perçu.Dans un premier temps, la question de l’outil visant à coder les interactions est abordée. Une revue de littérature exhaustive sur les grilles de codage des interactions existantes est effectuée et indique leurs limites et, dès lors, la nécessité de créer une nouvelle grille de codage des interactions. La création d’un nouvel outil tridimensionnel, nommé INSIDE TEAMS3D (IT3D), ainsi que d’un manuel de codage précis, est détaillée. La grille de codage INSIDE TEAMS3D (IT3D) prend en compte la nature des interactions, la convergence entre interactions (accords, désaccords), ainsi qu’une composante socio-émotionnelle (constituante affective ou relationnelle). Son caractère user-friendly, son utilisabilité en temps réel et la fiabilité intercodeurs sont vérifiés.Dans un second temps, des données liant interactions, performance, satisfaction et conflit perçu, sont recueillies auprès de 41 groupes se réunissant et impliquant 264 membres. L’analyse des liens entre types d’interactions jouées et la performance des groupes constitue la première partie de la recherche. La compréhension des liens entre types d’interactions, satisfaction et conflit perçu par les membres est au cœur de la seconde partie de la recherche.Des pistes de développement futur et d’application dans des milieux professionnels sont enfin évoquées. This PhD thesis aims at improving our understanding of group dynamics, and particularly at bringing an analysis of the connections between types of team interactions and performance, satisfaction and perceived conflict. Firstly, the issue of the tool necessary to code interactions is raised. A comprehensive literature review on existing interaction coding systems is done, highlighting their limitations and therefore the need for a new interaction coding system. The creation of a new tri-dimensional tool, called INSIDE TEAMS3D (IT3D), and a coding manual is detailed. The interaction coding system INSIDE TEAMS3D (IT3D) takes into account the functional meaning of interactions, the convergence among interactions (agreements, disagreements) and the interpersonal emotional meaning of interactions (affective or relational part). Its user-friendliness, its usability under live conditions and its interrater reliability are ensured. Secondly, data on interactions, performance, satisfaction and perceived conflict, are gathered from 41 groups and 264 members during meetings. The first part of the research is dedicated to the analysis of the connections between interactions types and group performance. The understanding of the connections between interactions types, satisfaction and perceived conflict is central to the second part of the research.Avenues for future development and possible professional applications are discussed.
Doctorat en Sciences économiques et de gestion
info:eu-repo/semantics/nonPublished

Dans cette thèse, nous étudions les propriétés quantitatives de récurrence de certains systèmes dynamiques préservant une mesure infinie. Nous nous intéressons au premier temps de retour des orbites d'un système dynamique dans un petit voisinage de leurs points de départ. Tout d'abord, nous commençons par considérer un modèle jouet probabilistique pour éclairer la stratégie de nos preuves. On s'intéresse particulièrement au cas où la mesure est infinie, plus précisément, nous considérons les Z -extensions des sous-shift de type fini. Nous étudions le comportement asymptotique du premier temps de retour au voisinage de l'origine, et nous établissons des résultats de type de convergence presque partout, et aussi de convergence en loi par rapport à toute mesure de probabilité absolument continue par rapport à la mesure infinie. Dans ce travail, nous nous également intéressons à d'autres systèmes dynamiques. Nous considérons un flot Axiome A(gt)t sur une variété riemannienne M munie d'une mesure σ -finie μ. Nous supposerons que la mesure μ est une mesure d'équilibre pour (gt)t. Afin d'établir nos résultats, nous introduisons des notions de dynamique hyperbolique. En particulier, nous considérons la section de Markov qui a été introduite par Bowen et Ratner
In this thesis, we study the quantitative recurrence properties of some dynamical systems preserving an infinite measure. We are interested in the first return time of the orbits of a dynamical system into a small neighborhood of their starting points. First, we start by considering a toy probabilistic model to clarify the strategy of our proofs. Our interest is when the measure is indeed infinite, more precisely we consider the Z-extensions of subshifts of finite type. We study the asymptotic behavior of the first return time near the origin, and we establish results of an almost everywhere convergence kind, and a convergence in distribution with respect to any probability measure absolutely continuous with respect to the infinite measure. In this work, we are also interested in another dynamicals systems. We consider an Axiom A flow (gt)t on a Riemannian manifold M endowed with a σ-finite measure μ. We will assume that the measure μ is an equilibrium measure for (gt)t. In order to establish our results, we introduce notions from hyperbolic dynamics. In particular, we consider the Markov section which was constructed by Bowen and Ratner

Neste trabalho estudamos os type-dependent stochastic spin models propostos por Fernández et al., os que chamaremos de modelos de spins estocástico dependentes de tipo, e que foram usados para modelar redes de sinalização biológica. A modelagem original descreve a evolução macroscópica de um modelo de spin-flip de tamanho finito com k tipos de spins, possuindo um número arbitrário de estados internos, que interagem através de uma dinâmica estocástica não reversível. No limite termodinânico foi provado que, em um intervalo de tempo finito as trajetórias convergem quase certamente para uma trajetória determinística, dada por uma equação diferencial de primeira ordem. Os comportamentos destes sistemas dinâmicos podem incluir bifurcações, relacionadas às transições de fase do modelo. O nosso objetivo principal foi de estender os modelos de spins com dinâmica de Glauber utiliza- dos pelos autores, permitindo trocas múltiplas dos spins. No contexto biológico tentamos incluir situações nas quais moléculas de tipos diferentes trocam simultaneamente os seus estados internos. Utilizando diversas técnicas, como as de grandes desvíos e acoplamento, tem sido possível demonstrar a convergência para o sistema dinâmico associado.
We study type-dependent stochastic spin models proposed by Fernández et al., which were used to model biological signaling networks. The original modeling setup describes the macroscopic evolution of a finite-size spin-flip model with k types of spins with arbitrary number of internal states interacting through a non-reversible stochastic dynamics. In the thermodynamic limit it was proved that, within arbitrary finite time-intervals, the path converges almost surely to a deterministic trajectory determined by a first-order (non-linear) differential equation. The behavior of the associated dynamical system may include bifurcations, associated to phase transitions in the statistical mechanical setting. Our aim is to extend the spin model with Glauber dynamics, to allow multiple spin-flips. In the biological context we included situations in which molecules of different types simultaneously change their internal states. Using several methods, such as large deviations and coupling, we prove the convergence theorem.

Les préoccupations actuelles concernant l'exploitation sécuritaire des centrales nucléaires existantes et la conception d’architectures spéciales envisagées pour la quatrième génération de réacteurs nucléaires se combinent avec l’intérêt plus prononcé pour l'efficacité et la fiabilité de l'équipement d'un système énergétique. Cela fait que dans un souci de meilleure compréhension et optimisation basée sur des moyens modernes de conception assistée par l’ordinateur, l'étude de différentes parties de ces systèmes fait de plus en plus l’objet de recherches approfondies. . Parmi les types proposés pour la quatrième génération de réacteurs nucléaires font partie ceux ayant comme agent de refroidissement les sels fondus, respectivement le sodium fondu. En raison de leurs propriétés physiques, les sels fondus et le sodium liquide ont le potentiel d'être déplacés par les pompes électromagnétiques. Cet ouvrage est à la fois une étude approfondie des phénomènes qui se produisent en raison de l'écoulement du fluide dans le champ électromagnétique d’une pompe électromagnétique - interaction magnétohydrodynamique - et un rapport sur les capacités et les avantages des outils informatiques modernes pour faciliter la conception et l'optimisation des pompes électromagnétiques. Afin d’atteindre l'objectif principal de la thèse, notamment une meilleure compréhension des phénomènes interdépendants spécifique à l’opération des pompes électromagnétiques, deux objectifs secondaires ont été considérés. Le premier objectif concerne la pleine exploitation des modèles électromagnétiques numériques en éléments finis afin d'obtenir autant d'informations que possible sur le comportement des pompes électromagnétiques, dans l’hypothèse où on ne tient pas compte de l'écoulement des fluides. Le deuxième objectif était la construction des modèles numériques qui réunissent l’électromagnétisme et la dynamique des fluides, respectivement des modèles numériques qui regroupent les deux phénomènes caractérisant l’écoulement magnétohydrodynamique dans les canaux des pompes électromagnétiques. Dans l'étude dédiée au pompage électromagnétique de sels fondus, la thèse met en évidence des problèmes spécifiques liés à la génération de forces électromagnétiques dans les fluides faibles conducteurs d'électricité et fournit des résultats sur les applications où le pompage électromagnétique de sels fondus peut être efficace. À l’aide des modèles électromagnétiques nous avons obtenu des informations importantes sur l'influence du nombre de pôles électromagnétiques et de la fréquence d’alimentation sur la caractéristique Pression - Vitesse des pompes annulaires à induction. Ils ont été analysés le phénomène de blindage créé par les parois métalliques - avec des répercussions négatives sur les performances de la pompe, les effets de freinage exercés à l'entrée et à la sortie du canal de la pompe et la relation entre la capacité de surcharge hydrodynamique et la caractéristique Pression - Vitesse des pompes à induction. Une section spéciale a été consacrée à l'analyse de la dépendance de la force électromagnétique du temps et de l’espace et à l’étude de non-uniformitées des quantités de nature électromagnétique en direction azimutale dans les pompes annulaires à induction.Dans le chapitre qui traite de l'interaction magnétohydrodynamique à base de modèles couplés, ils sont proposés deux modèles qui couplent l'électromagnétisme et l’écoulement. Ils sont présentés les avantages des modèles couplés, en matière de la précision des résultats, par rapport aux modèles électromagnétiques. Il est également présenté l'évolution des profils de vitesse, de densité de force et de courant sous l'influence du champ électromagnétique et de l’écoulement de sodium à vitesses différentes. Les contributions de la thèse sont complétées par des observations importantes sur les méthodes de travail et les logiciels utilisés tout au long de l'étude
The actual concerns with respect to safe operation of existing nuclear plants and to designing special architectures envisaged for the fourth generation of nuclear reactors, corroborated with the increasing interest for efficiency and reliability of any equipment belonging to an energetic system, make that more and more research endeavors to be devoted to the study of various parts of these systems for a better understanding and optimization based on modern techniques of computer aided design. Among the types proposed for the fourth generation of nuclear reactors belong those that have as cooling agent molten salts, respectively liquid sodium. Many reactors of previous generations use mechanical pumps of special design for driving the coolants. Molten salts and liquid sodium, thanks to their physical properties, have the potential to be driven using electromagnetic pumps. Although the technology of electromagnetic pumping of electroconductive fluids was developed since the first half of the last century, currently it undergoes a revival due to the reconsideration of its multiple technological and security advantages. This work is both an intimate study of the phenomena that occur as a result of the electroconductive fluids flow in the electromagnetic field of an electromagnetic pump – magnetohydrodynamic interaction - and a report on the capabilities and advantages of modern computational tools to facilitate design and optimization of electromagnetic pumps.To achieve the principal goal of deeper understanding of the interdependent phenomena specific to electromagnetic pumps operation, two auxiliary objectives were considered. The first is related to the full exploitation of electromagnetic finite element models in order to retrieve as much information as possible about electromagnetic pumps behavior in a simplifying hypothesis that does not take into account the fluid dynamics. The second auxiliary objective is to build numerical models that couple the electromagnetism and the fluid dynamics, namely the two interdependent physics that govern the magnetohydrodynamic flow through channels of electromagnetic pumps.In the section dealing with the study of electromagnetic pumping of molten salts, the thesis highlights specific problems related the generation of electromagnetic forces in fluids with low electrical conductivity and provides results with respect to applications where electromagnetic pumping of molten salts can be effective. With the electromagnetic numerical models were obtained important data about the influence of the number of electromagnetic poles and supply frequency on the Pressure – Velocity characteristic of annular linear induction pumps. Were analyzed the shielding effect generated by the metallic walls - with negative repercussions on pumps performances, braking effects exerted at pump inlet and pump outlet and the connection between the overload capacity and Pressure – Velocity characteristic of induction pumps. A special portion was devoted to the analysis of the time and space dependence of the electromagnetic force and to the study of the non-uniformities of electromagnetic quantities in azimuth direction of annular linear induction pumps.In the chapter devoted to the magnetohydrodynamic interaction through coupled models, the thesis proposes two models that couple the electromagnetism and the fluid flow, one realized using multiphysic software and the second by coupling two different softwares. There are presented the advantages of the coupled models with respect to the results accuracy in comparison with electromagnetic models. It is presented the evolution of velocity, force and current densities profiles under the influence of the electromagnetic field and of different sodium mean velocities.The contributions of the thesis are completed with significant observations related to the study methods and software tools used along the study process
Preocupările actuale în legătură cu exploatarea în siguranță a centralelor nucleare existente și în legătură cu proiectarea arhitecturilor speciale de reactoare nucleare pentru generația a patra,coroborate cu interesul tot mai pronunțat pentru eficiența și fiabilitatea oricărui echipament dintr-un sistem energetic, fac ca tot mai multe demersuri de cercetare să se îndrepte spre studiul diverselor subansamble ale acestor sisteme pentru o mai buna înțelegere și optimizare pe baza mijloacelor moderne de proiectare asistată de calculator. Din rândul tipurilor propuse pentru generația a patra de reactoare nucleare fac parte și cele care au ca agent de răcire săruri topite, respectiv sodiu topit. Multe reactoare nucleare de generație anterioară folosesc ca mijloc de antrenare a fluidelor de răcire pompe mecanice de construcție specială. Sărurile topite ăi sodiul lichid, datorită proprietăților fizice,au potențialul de a fi recirculate cu ajutorul pompelor electromagnetice. Deși tehnologia pompării electromagnetice a fluidelor electroconductoare a fost dezvoltată încă din prima parte a secolului trecut, în prezent cunoaște o renaștere datorită reconsiderării multiplelor avantaje tehnologice și de securitate în exploatare. Lucrarea de față este atât un studiu al fenomenelor intime ce au loc ca urmare a curgerii fluidelor electroconductoare în câmpul electromagnetic al pompelor electromagnetice – interacțiune magnetohidrodinamică - cât și un raport despre capabilitățile și avantajele uneltelor moderne de calcul de a înlesni proiectarea și optimizarea pompelor electromagnetice. Pentru a atinge scopul principal al tezei, și anume o înțelegere mai adâncă a fenomenelor interdependente specifice funcționării pompelor electromagnetice, au fost considerate două obiective secundare. Primul obiectiv se referă la exploatarea la maximum a modelelor electromagnetice numerice în element finit cu scopul de a obține cât mai multe informații cu putință despre comportamentul pompelor electromagnetice în ipoteza care nu ia în considerare curgerea fluidelor. Al doilea obiectiv a fost construirea unor modele numerice care cuplează electromagnetismul și curgerea, respectiv, cuplează modelele numerice ale celor două fenomene ce caracterizează curgerea magnetohidrodinamică din canalele pompelor electromagnetice. În partea dedicată studiului pompării electromagnetice a sărurilor topite, teza evidențiază problemele specifice legate de generarea forțelor electromagnetice în fluide slab conductoare electric și oferă rezultate cu privire la aplicațiile unde pomparea electromagnetică a sărurilor topite poate fi eficientă. Cu ajutorul modelelor electromagnetice s-au obținut date importante despre influența numărului de poli electromagnetici și frecvența de alimentare asupra caracteristicii Presiune – Viteză a pompelor electromagnetice inelare de inducție. Au fost analizate fenomenul de ecranare creat de peretii metalici – cu repercursiuni negative asupra performanțelor pompelor, efectele de frânare exercitate la intrarea și la ieșirea din canalul de pompare și legătura dintre capacitatea de suprasarcină hidrodinamică și caracteristica Presiune – Viteză a pompelor de inducție. O secțiune specială a fost consacrată analizei dependenței de timp și a variației de la punct la punct a forței electromagnetice, precum și studiului neuniformităților mărimilor de natură electromagnetic în direcție azimutală în pompele inelare de inducție. În capitolul despre interacțiunea magnetohidrodinamică pe baza modelelor cuplate, se propun două modele ce cuplează electromagnetismul și curgerea fluidelor, unul realizat cu ajutorul unui singur software și al doilea realizat prin cuplarea a două software-uri diferite. Sunt prezentate avantajele modelelor cuplate din punctul de vedere al acurateței rezultatelor în comparație cu modelele electromagnetice …

Enforcing security policies to distributed systems is difficult, in particular, when a system contains untrusted components. We designed AspectKE*, a distributed AOP language based on a tuple space, to tackle this issue. In AspectKE*, aspects can enforce access control policies that depend on future behavior of running processes. One of the key language features is the predicates and functions that extract results of static program analysis, which are useful for defining security aspects that have to know about future behavior of a program. AspectKE* also provides a novel variable binding mechanism for pointcuts, so that pointcuts can uniformly specify join points based on both static and dynamic information about the program. Our implementation strategy performs fundamental static analysis at load-time, so as to retain runtime overheads minimal. We implemented a compiler for AspectKE*, and demonstrate usefulness of AspectKE* through a security aspect for a distributed chat system.

Ce mémoire de thèse s'articule en deux parties. La premiière partie s'intéresse à la robustesse du nombre de reproduction de base R0 et du nombre de reproduction type T, qui sont des seuils pour des systèmes épidémiques. Nous montrons que ces paramètres seuils ne sont pas des jauges fiables pour évaluer la distance qui sépare le Jacobien J du système, calculé au point d'équilbre sans maladie à l'ensemble des matrices stables (S) si J est instable, ( respectivement 'a l'ensemble des matrices instables ( U) si J est stable). La deuxième partie se penche sur l'étude d'un modèle déterministe (S V E I R), o'u S représente les susceptibles, V les vaccinés, E les latents, I les infectieux et R les immuns. Dans le dit modèle, les vaccinés sont considérés comme des "susceptibles dans une moindre mesure" du fait que le vaccin ne garantit pas une immunité totale. Le nombre de reproduction de base Rvac qui assure l'existence et l'unicité de l'équilibre endémique est déterminé La globale stabilité de l'équilibre endémique est établie en utilisant les techniques de Lyapunov quand Rvac > 1. Ce réesultat améliore un résultat de Gumel et al.

碩士
國立臺灣大學
電機工程學研究所
93
Abstract The proliferation of voltage-sensitive load equipment has made industrial processes much more vulnerable to degradation in the quality of power supply. Voltage deviations, often in the form of voltage sags, can cause severe process disruptions and result in substantial economic losses. Therefore, cost-effective solutions which can help such sensitive loads ride through momentary power supply disturbances have attracted much research attention. Among the several novel custom power devices, the dynamic voltage restorer (DVR) for application in distribution systems is a recent invention. The purpose of this thesis is to analyze and design the Dynamic Voltage Regulator (DVR). This compensator employs a direct current capacitor to offer the voltage source and uses the pulse-width modulation technology to adjust the output voltage of the three-phase voltage-sourced inverter. Both steady-state performance and transient characteristic of the DVR are investigated in the thesis. The effectiveness of the designed DVR is first investigated by digital simulations using the PSCAD software. Then, in the experiment, the control kernel of digital system for DVR is based on a personal computer with Adventec PCL-1800 data acquisition cards. The three-phase pulse width modulation signals are generated by computer software in order to reach the objective of voltage compensation. Finally, it is concluded from results of simulations and experiments that load bus voltage can be effectively regulated by the designed DVR.

碩士
國立成功大學
系統及船舶機電工程學系碩博士班
93
The objective of this thesis is ‘Dynamic analysis of the coupled system of engine and piston-type hydraulic mounting’. This coupled system consists of an engine and a piston assemblage, and in order to make a connection between engine and piston assemblage, two linear springs were used. In this article, we use Lagrange’s equation to derive the equation of motion. And we use traditional analysis to derive closed-form solutions from free vibration and force vibration. Finally we get the dynamic response of the coupled system. 　　In this article, we focus on research the influences of dynamic responses and nature frequencies by following parameters: ratio of engine mass to piston-assemblage mass, ratio of spring constant under engine to that under piston, ratio of orifice diameter to piston diameter, damping coefficient of the support under piston assemblage, thickness of orifice plate, kinematical viscosity of fluid, frequency of exciting force from engine. Those parameters would change the nature frequencies, so with adjusting those parameters, we can keep the nature frequencies of this coupled system away from the frequency of exciting force. And this would lead to a decreasing of response of coupled system substantially.

碩士
逢甲大學
機械工程學所
98
he main concept of back pull impact sustentation systems focuses on by-guided vibration suppression. The design of this structure is to absorb the external substance force shock. This bumper is able to transmit the input shock into the far back of the vehicle and transfer the force into different directions. The original force will push the vehicle into the pull direction; meanwhile, it is being pulled by the internal spring in order to avoid the vehicle crash. This paper will apply SIMULINK simulation analysis software to discuss how influential this structure design is related to parameter hypothesis. The crucial point is to find out how the main body of this design receives the minimum impact in accordance with its parameter combination by using Taguchi Methods. The following step is using actual parameter to carry on the computer analogue result. Its goal is to discover the smallest target performance as soon as the structure’s main body is hit by the external impact. The result then utilizes Taguchi Methods in this paper. After being evaluated, we designate the proper controlled factor in response to the extent of influence. Subsequently, we are able to propose some improvements, redesign the structure and make parameter adjustments according to the object’s mass, damping coefficient and spring coefficient. When the structure is under the outside force impact, the alternative of Taguchi Methods factor and the level of hypothesis will result in the structure’s anti-collision and shock absorption effect. The experiment outcome thus shows the target performance presents high quality of guiding vibration suppression.