Second-Order Risk Constraints

This paper discusses how numerically imprecise information can be modelled and how a risk evaluation process can be elaborated by integrating procedures for numerically imprecise probabilities and utilities. More recently, representations and methods for stating and analysing probabilities and values (utilities) with belief distributions over them (second order representations) have been suggested. In this paper, we are discussing some shortcomings in the use of the principle of maximising the expected utility and of utility theory in general, and offer remedies by the introduction of supplementary decision rules based on a concept of risk constraints taking advantage of second-order distributions.

Second-order cyclostationarity-based detection and classification of LTE SC-FDMA signals for cognitive radio

Cognitive radio (CR) was developed for utilizing the spectrum bands efficiently. Spectrum sensing and awareness represent main tasks of a CR, providing the possibility of exploiting the unused bands. In this thesis, we investigate the detection and classification of Long Term Evolution (LTE) single carrier-frequency division multiple access (SC-FDMA) signals, which are used in uplink LTE, with applications to cognitive radio. We explore the second-order cyclostationarity of the LTE SC-FDMA signals, and apply results obtained for the cyclic autocorrelation function to signal detection and classification (in other words, to spectrum sensing and awareness). The proposed detection and classification algorithms provide a very good performance under various channel conditions, with a short observation time and at low signal-to-noise ratios, with reduced complexity. The validity of the proposed algorithms is verified using signals generated and acquired by laboratory instrumentation, and the experimental results show a good match with computer simulation results.

A Posteriori Error Analysis of hp-Version Discontinuous Galerkin Finite Element Methods for Second-Order Quasilinear Elliptic Problems

We develop the a-posteriori error analysis of hp-version interior-penalty discontinuous Galerkin finite element methods for a class of second-order quasilinear elliptic partial differential equations. Computable upper and lower bounds on the error are derived in terms of a natural (mesh-dependent) energy norm. The bounds are explicit in the local mesh size and the local degree of the approximating polynomial. The performance of the proposed estimators within an automatic hp-adaptive refinement procedure is studied through numerical experiments.

Uniform second-order solution for supersonic flow over delta wing using reverse-flow integral method,

"CM-1034."

Reverse-flow integral methods for second-order supersonic flow theory,

"CM-1033."

Second-order elliptic PDE with discontinuous boundary data

We shall consider the weak formulation of a linear elliptic model problem with discontinuous Dirichlet boundary conditions. Since such problems are typically not well-defined in the standard H^1-H^1 setting, we will introduce a suitable saddle point formulation in terms of weighted Sobolev spaces. Furthermore, we will discuss the numerical solution of such problems. Specifically, we employ an hp-discontinuous Galerkin method and derive an L^2-norm a posteriori error estimate. Numerical experiments demonstrate the effectiveness of the proposed error indicator in both the h- and hp-version setting. Indeed, in the latter case exponential convergence of the error is attained as the mesh is adaptively refined.

Foundational, First-Order, and Second-Order Classification Theory

Both basic and applied research on the construction, implementation, maintenance, and evaluation of classification schemes is called classification theory. If we employ Ritzer’s metatheoretical method of analysis on the over one-hundred year-old body of literature, we can see categories of theory emerge. This paper looks at one particular part of knowledge organization work, namely classification theory, and asks 1) what are the contours of this intellectual space, and, 2) what have we produced in the theoretical reflection on con- structing, implementing, and evaluating classification schemes? The preliminary findings from this work are that classification theory can be separated into three kinds: foundational classification theory, first-order classification theory, and second-order classification theory, each with its own concerns and objects of study.

Existence of Homoclinic Solutions for Nonlinear Second-Order Problems

In this work, we consider the second-order discontinuous equation in the real line, u′′(t)−ku(t)=f(t,u(t),u′(t)),a.e.t∈R, with k>0 and f:R3→R an L1 -Carathéodory function. The existence of homoclinic solutions in presence of not necessarily ordered lower and upper solutions is proved, without periodicity assumptions or asymptotic conditions. Some applications to Duffing-like equations are presented in last section.

Estado da arte de figuras de mérito em calibração multivariada

The validation of an analytical procedure must be certified through the determination of parameters known as figures of merit. For first order data, the acuracy, precision, robustness and bias is similar to the methods of univariate calibration. Linearity, sensitivity, signal to noise ratio, adjustment, selectivity and confidence intervals need different approaches, specific for multivariate data. Selectivity and signal to noise ratio are more critical and they only can be estimated by means of the calculation of the net analyte signal. In second order calibration, some differentes approaches are necessary due to data structure.

Estado da arte de figuras de mérito em calibração multivariada

The validation of an analytical procedure must be certified through the determination of parameters known as figures of merit. For first order data, the acuracy, precision, robustness and bias is similar to the methods of univariate calibration. Linearity, sensitivity, signal to noise ratio, adjustment, selectivity and confidence intervals need different approaches, specific for multivariate data. Selectivity and signal to noise ratio are more critical and they only can be estimated by means of the calculation of the net analyte signal. In second order calibration, some differentes approaches are necessary due to data structure.

Integrated sensitivity analysis, calibration, and uncertainty propagation analysis approaches for supporting hydrological modeling

The successful performance of a hydrological model is usually challenged by the quality of the sensitivity analysis, calibration and uncertainty analysis carried out in the modeling exercise and subsequent simulation results. This is especially important under changing climatic conditions where there are more uncertainties associated with climate models and downscaling processes that increase the complexities of the hydrological modeling system. In response to these challenges and to improve the performance of the hydrological models under changing climatic conditions, this research proposed five new methods for supporting hydrological modeling. First, a design of experiment aided sensitivity analysis and parameterization (DOE-SAP) method was proposed to investigate the significant parameters and provide more reliable sensitivity analysis for improving parameterization during hydrological modeling. The better calibration results along with the advanced sensitivity analysis for significant parameters and their interactions were achieved in the case study. Second, a comprehensive uncertainty evaluation scheme was developed to evaluate three uncertainty analysis methods, the sequential uncertainty fitting version 2 (SUFI-2), generalized likelihood uncertainty estimation (GLUE) and Parameter solution (ParaSol) methods. The results showed that the SUFI-2 performed better than the other two methods based on calibration and uncertainty analysis results. The proposed evaluation scheme demonstrated that it is capable of selecting the most suitable uncertainty method for case studies. Third, a novel sequential multi-criteria based calibration and uncertainty analysis (SMC-CUA) method was proposed to improve the efficiency of calibration and uncertainty analysis and control the phenomenon of equifinality. The results showed that the SMC-CUA method was able to provide better uncertainty analysis results with high computational efficiency compared to the SUFI-2 and GLUE methods and control parameter uncertainty and the equifinality effect without sacrificing simulation performance. Fourth, an innovative response based statistical evaluation method (RESEM) was proposed for estimating the uncertainty propagated effects and providing long-term prediction for hydrological responses under changing climatic conditions. By using RESEM, the uncertainty propagated from statistical downscaling to hydrological modeling can be evaluated. Fifth, an integrated simulation-based evaluation system for uncertainty propagation analysis (ISES-UPA) was proposed for investigating the effects and contributions of different uncertainty components to the total propagated uncertainty from statistical downscaling. Using ISES-UPA, the uncertainty from statistical downscaling, uncertainty from hydrological modeling, and the total uncertainty from two uncertainty sources can be compared and quantified. The feasibility of all the methods has been tested using hypothetical and real-world case studies. The proposed methods can also be integrated as a hydrological modeling system to better support hydrological studies under changing climatic conditions. The results from the proposed integrated hydrological modeling system can be used as scientific references for decision makers to reduce the potential risk of damages caused by extreme events for long-term water resource management and planning.

An experiment on the parameter uncertainty of hydrological models with different levels of complexity in a climate change context

La possibilité d’estimer l’impact du changement climatique en cours sur le comportement hydrologique des hydro-systèmes est une nécessité pour anticiper les adaptations inévitables et nécessaires que doivent envisager nos sociétés. Dans ce contexte, ce projet doctoral présente une étude sur l’évaluation de la sensibilité des projections hydrologiques futures à : (i) La non-robustesse de l’identification des paramètres des modèles hydrologiques, (ii) l’utilisation de plusieurs jeux de paramètres équifinaux et (iii) l’utilisation de différentes structures de modèles hydrologiques. Pour quantifier l’impact de la première source d’incertitude sur les sorties des modèles, quatre sous-périodes climatiquement contrastées sont tout d’abord identifiées au sein des chroniques observées. Les modèles sont calés sur chacune de ces quatre périodes et les sorties engendrées sont analysées en calage et en validation en suivant les quatre configurations du Different Splitsample Tests (Klemeš, 1986;Wilby, 2005; Seiller et al. (2012);Refsgaard et al. (2014)). Afin d’étudier la seconde source d’incertitude liée à la structure du modèle, l’équifinalité des jeux de paramètres est ensuite prise en compte en considérant pour chaque type de calage les sorties associées à des jeux de paramètres équifinaux. Enfin, pour évaluer la troisième source d’incertitude, cinq modèles hydrologiques de différents niveaux de complexité sont appliqués (GR4J, MORDOR, HSAMI, SWAT et HYDROTEL) sur le bassin versant québécois de la rivière Au Saumon. Les trois sources d’incertitude sont évaluées à la fois dans conditions climatiques observées passées et dans les conditions climatiques futures. Les résultats montrent que, en tenant compte de la méthode d’évaluation suivie dans ce doctorat, l’utilisation de différents niveaux de complexité des modèles hydrologiques est la principale source de variabilité dans les projections de débits dans des conditions climatiques futures. Ceci est suivi par le manque de robustesse de l’identification des paramètres. Les projections hydrologiques générées par un ensemble de jeux de paramètres équifinaux sont proches de celles associées au jeu de paramètres optimal. Par conséquent, plus d’efforts devraient être investis dans l’amélioration de la robustesse des modèles pour les études d’impact sur le changement climatique, notamment en développant les structures des modèles plus appropriés et en proposant des procédures de calage qui augmentent leur robustesse. Ces travaux permettent d’apporter une réponse détaillée sur notre capacité à réaliser un diagnostic des impacts des changements climatiques sur les ressources hydriques du bassin Au Saumon et de proposer une démarche méthodologique originale d’analyse pouvant être directement appliquée ou adaptée à d’autres contextes hydro-climatiques.