Uncertainty assessment approach for composite structures based on global sensitivity indices

The problem of uncertainty propagation in composite laminate structures is studied. An approach based on the optimal design of composite structures to achieve a target reliability level is proposed. Using the Uniform Design Method (UDM), a set of design points is generated over a design domain centred at mean values of random variables, aimed at studying the space variability. The most critical Tsai number, the structural reliability index and the sensitivities are obtained for each UDM design point, using the maximum load obtained from optimal design search. Using the UDM design points as input/output patterns, an Artificial Neural Network (ANN) is developed based on supervised evolutionary learning. Finally, using the developed ANN a Monte Carlo simulation procedure is implemented and the variability of the structural response based on global sensitivity analysis (GSA) is studied. The GSA is based on the first order Sobol indices and relative sensitivities. An appropriate GSA algorithm aiming to obtain Sobol indices is proposed. The most important sources of uncertainty are identified.

Fractional order modelling of fractional-order holds

Discrete time control systems require sample- and-hold circuits to perform the conversion from digital to analog. Fractional-Order Holds (FROHs) are an interpolation between the classical zero and first order holds and can be tuned to produce better system performance. However, the model of the FROH is somewhat hermetic and the design of the system becomes unnecessarily complicated. This paper addresses the modelling of the FROHs using the concepts of Fractional Calculus (FC). For this purpose, two simple fractional-order approximations are proposed whose parameters are estimated by a genetic algorithm. The results are simple to interpret, demonstrating that FC is a useful tool for the analysis of these devices.

Uncertainty analysis based on sensitivity applied to angle-ply composite structures

This article describes a finite element-based formulation for the statistical analysis of the response of stochastic structural composite systems whose material properties are described by random fields. A first-order technique is used to obtain the second-order statistics for the structural response considering means and variances of the displacement and stress fields of plate or shell composite structures. Propagation of uncertainties depends on sensitivities taken as measurement of variation effects. The adjoint variable method is used to obtain the sensitivity matrix. This method is appropriated for composite structures due to the large number of random input parameters. Dominant effects on the stochastic characteristics are studied analyzing the influence of different random parameters. In particular, a study of the anisotropy influence on uncertainties propagation of angle-ply composites is carried out based on the proposed approach.

Investigation of single tryptophan proteins encapsulated in TEOS-derived sol-gel matrices by fluorescence spectroscopy /

In the work reported here, optically clear, ultrathin TEOS derived sol-gel slides which were suitable for studies of tryptophan (Trp) fluorescence from entrapped proteins were prepared by the sol-gel technique and characterized. The monitoring of intrinsic protein fluorescence provided information about the structure and environment of the entrapped protein, and about the kinetics of the interaction between the entrapped protein and extemal reagents. Initial studies concentrated on the single Trp protein monellin which was entrapped into the sol-gel matrices. Two types of sol-gel slides, termed "wet aged", in which the gels were aged in buffer and "dry-aged", in which the gels were aged in air , were studied in order to compare the effect of the sol-gel matrix on the structure of the protein at different aging stages. Fluorescence results suggested that the mobility of solvent inside the slides was substantially reduced. The interaction of the entrapped protein with both neutral and charged species was examined and indicated response times on the order of minutes. In the case of the neutral species the kinetics were diffusion limited in solution, but were best described by a sum of first order rate constants when the reactions occurred in the glass matrix. For charged species, interactions between the analytes and the negatively charged glass matrix caused the reaction kinetics to become complex, with the overall reaction rate depending on both the type of aging and the charge on the analyte. The stability and conformational flexibility of the entrapped monellin were also studied. These studies indicated that the encapsulation of monellin into dry-aged monoliths caused the thermal unfolding transition to broaden and shift upward by 14°C, and causedthe long-term stability to improve by 12-fold (compared to solution). Chemical stability studies also showed a broader transition for the unfolding of the protein in dry-aged monoliths, and suggested that the protein was present in a distribution of environments. Results indicated that the entrapped proteins had a smaller range of conformational motions compared to proteins in solution, and that entrapped proteins were not able to unfold completely. The restriction of conformational motion, along with the increased structural order of the internal environment of the gels, likely resulted in the improvements in themial and long-term stability that were observed. A second protein which was also studied in this work is the metal binding protein rat oncomodulin. Initially, the unfolding behavior of this protein in aqueous solution was examined. Several single tryptophan mutants of the metal-binding protein rat oncomodulin (OM) were examined; F102W, Y57W, Y65W and the engineered protein CDOM33 which had all 12 residues of the CD loop replaced with a higher affinity binding loop. Both the thermal and the chemical stability were improved upon binding of metal ions with the order apo < Ca^^ < Tb^"^. During thermal denaturation, the transition midpoints (Tun) of Y65W appeared to be the lowest, followed by Y57W and F102W. The placement of the Trp residue in the F-helix in F102W apparently made the protein slightly more thermostable, although the fluorescence response was readily affected by chemical denaturants, which probably acted through the disruption of hydrogen bonds at the Cterminal end of the F-helix. Under both thermal and chemical denaturation, the engineered protein showed the highest stability. This indicated that increasing the number of metal ligating oxygens in the binding site, either by using a metal ion with a higher coordinatenumber (i.e. Tb^*) which binds more carboxylate ligands, or by providing more ligating groups, as in the CDOM33 replacement, produces notable improvements in protein stability. Y57W and CE)OM33 OM were chosen for further studies when encapsulated into sol-gel derived matrices. The kinetics of interaction of terbium with the entrapped proteins, the ability of the entrapped protein to binding terbium, as well as thermal stability of these two entrapped protein were compared with different levels of Ca^"*^ present in the matrix and in solution. Results suggested that for both of the proteins, the response time and the ability to bind terbium could be adjusted by adding excess calcium to the matrix before gelation. However, the less stable protein Y57W only retained at most 45% of its binding ability in solution while the more stable protein CDOM33 was able to retain 100% binding ability. Themially induced denaturation also suggested that CDOM33 showed similar stability to the protein in solution while Y57W was destabilized. All these results suggested that "hard" proteins (i.e. very stable) can easily survive the sol-gel encapsulation process, but "soft" proteins with lower thermodynamic stability may not be able to withstand the sol-gel process. However, it is possible to control many parameters in order to successfully entrap biological molecules into the sol-gel matrices with maxunum retention of activity.

The kinetics and induced decomposition on the thermal decomposition of hydroperoxides /

This project is focussed on the thermsLl decomposition of t-butyl hydroperoxide and sec-butyl hydroperoxide at 120°C to 160°C in three alcohol solvents. These are methanol, ethajiol and isopropyl alcohol. The aim of the project was to examine the process of induced decomposition. Thermal decomposition of t-hutyl hydroperoxide and sec-butyl hydroperoxide indicate that these reactions have first-order kinetics with activation energies on the order of 20 to 28 K cal/mole, Styrene was used as a free radical trap to inhibit the induced decomposition. The results permitted calculation of how much induced decomposition occurred in its absence. The experimental resvilts indicate that the induced decomposition is important for t-butyl hydroperoxide in alcohol solvents, as shown by both the reaction rate suid product studies. But sec-butyl hydroperoxide results show that the concerted mechanism for the interaction of two sec-butylperoxy radicals occurs in addition to the induced decomposition. Di-sodium E.D,T.A. was added to reduce possible effects of trace transition metal ion .impurities. The result of this experiment were not as expected. The rate of hydroperoxide decomposition was about the same but was zero-order in hydroperoxide concentration.

Kinetic and mechanistic studies for the molybdenum- catalyzed oxidation of organic sulfides and olefins by t- DuO2H

This research was focussed on the effects of light, solvent and substituents in the molybdenum-catalyzed oxidation of phenylmethyl sulfides with t-Bu02H and on the effect of light in the molybdenum-catalyzed epoxidation of l-octene with t-Bu02H. It was shown that the Mo(CO)6-catalyzed oxidation of phenylmethyl sulfide with t-Bu02H~ at 35°C, proceeds 278 times faster underUV light than under laboratory lighting, whereas the Mo02(acac)2-catalyzed oxidation proceeds only 1.7 times faster under UV light than under normal laboratory lighting. The difference between the activities of both catalysts was explained by the formation of the catalytically active species, Mo(VI). The formation of the Mo(VI) species, from Mo(CO)6 was observed from the IR spectrum of Mo(CO)6 in the carbonyl region. The Mo(CO)6-catalyzed epoxidation of l-octene with t-Bu02H showed that the reaction proceeded 4.6 times faster under UV light than in the dark or under normal laboratory lighting; the rates of epoxidations were found to be the same in the dark and under normal laboratory lighting. The kinetics of the epoxidations of l-octene with t-Bu02H, catalyzed by Mo02(acac)2 were found to be complicated; after fast initial rates, the epoxidation rates decreased with time. The effect of phenylmethyl sulfide on the Mo(CO)6-catalyzed epoxidation of l-octene waS studied. It was shown that instead of phenylmethyl sulfide, phenylmethyl sulfone, which formed rapidly at 85°C, lowered the reaction rate. The epoxidation of l-octene was found to be 2.5 times faster in benzene than in ethanol. The substituent effect on the Mo02(acac)2-catalyzed oxidations of p-OH, p-CHgO, P-CH3' p-H, p-Cl, p-Br, p-CHgCO, p-HCO and P-N02 substituted phenylmethyl sulfides were studied. The oxidations followed second order kinetics for each case; first order dependency on catalyst concentration was also observed in the oxidation of p-CHgOPhSMeand PhSMe. It was found that electron-donating groups on the para position of phenylmethyl sulfide increased the rate of reaction, while electronwithdrawing groups caused the reaction rate to decrease. The reaction constants 0 were determined by using 0, 0- and 0* constants. The rate effects were paralleled by the activation energies for oxidation. The decomposition of t-Bu02H in the presence of M.o (CO)6, Mo02 (acac)2 and VO(acac)2 was studied. The rates of decomposition were found to be very small compared to the oxidation rates at high concentration of catalysis. The relative rates of the Mo02(acac)2-catalyzed oxidation of p-N02PhSMe by t-Bu02H in the presence of either p-CH30PhSMe or PhSMe clearly show that PhSMe and p-CHgOPhSMe act as co-catalysts in the oxidation of p-N02PhSMe. Benzene, mesity1ene and cyclohexane were used to determine the effect of solvent in the Mo02 (acac)2 and Mo(CO)6-catalyzed oxidation of phenylmethyl sulfide. The results showed that in the absence of hydroxylic solvent, a second molecule of t-Bu02H was involved in the transition state. The complexation of the solvent with the catalyst could not be explained.The oxidations of diphenyl sulfoxide catalyzed by VO(acac)2, Mo(CO)6 and Mo02(acac)2 showed that VO(acac)2 catalyzed the oxidation faster than Mo(CO)6 and Mo02 (acac)2_ Moreover, the Mo(CO)6-catalyzed oxidation of diphenyl sulfoxide proceeded under UV light at 35°C.

The kinetics and solvent effects on the thermal decomposition of isopropyl peroxide and 1, 2-dioxane

Rates of H2 formation have been determined for the thermal decomposition of isopropyl peroxide at l30o-l50oC in toluene and methanol and at l400C in isopropyl alcohol and water. Product studies have been carried out at l400C in these solvents. The decomposition of isopropyl peroxide was shown to be unimolecular with energies of activation in toluene, and methanol of 39.1, 23.08 Kcal/mole respectively. It has been shown that the rates of H2 formation in decomposition of isopropyl peroxide are solvent dependent and that the ~ vs "'2';' values (parameters for solvent polarity) givesastraight line. Mechanisms for hydrogen production are discussed which satisfactorily explain the stabilization of the six-centered transition state by the solvent. One possibility is that of conformation stabilization by solvent and the other, a transition state with sufficient ionic character to be stabilized by a polar solvent. Rates of thermal decomposition of 1,2-dioxane in tert-butylbenzene at l40o-l70oC have been determined. The activation energy was found to be 33.4 Kcal/mole. This lower activation energy, compared to that for the decomposition of isopropyl peroxide in toluene (39.1 Kcal/mole) has been explained in terms of ring strain. Decomposition of 1,2 dioxane in MeOH does not follow a first order reaction. Several mechanisms have been suggested for the products observed for decomposition of 1;2-dioxane in toluene and methanol.

Asymptotic Approximations in the Near-Integrated Model with a Non-Zero Initial Condition

This paper considers various asymptotic approximations in the near-integrated firstorder autoregressive model with a non-zero initial condition. We first extend the work of Knight and Satchell (1993), who considered the random walk case with a zero initial condition, to derive the expansion of the relevant joint moment generating function in this more general framework. We also consider, as alternative approximations, the stochastic expansion of Phillips (1987c) and the continuous time approximation of Perron (1991). We assess how these alternative methods provide or not an adequate approximation to the finite-sample distribution of the least-squares estimator in a first-order autoregressive model. The results show that, when the initial condition is non-zero, Perron's (1991) continuous time approximation performs very well while the others only offer improvements when the initial condition is zero.

First-Degree Discrimination in a Competitive Setting: Pricing and Quality Choice

The paper investigates competition in price schedules among vertically differentiated dupolists. First order price discrimination is the unique Nash equilibrium of a sequential game in which firms determine first whether or not to commit to a uniform price, and then simultaneously choose either a single price of a price schedule. Whether the profits earned by both firms are larger or smaller under discrimination than under uniform pricing depends on the quality gap between firms, and on the disparity of consumer preferences. Firms engaged in first degree discrimination choose quality levels that are optimal from a welfare perspective. The paper also reflects on implications of these findings for pricing policies of an incumbent threatened by entry.

Tarification logit dans un réseau

Le problème de tarification qui nous intéresse ici consiste à maximiser le revenu généré par les usagers d'un réseau de transport. Pour se rendre à leurs destinations, les usagers font un choix de route et utilisent des arcs sur lesquels nous imposons des tarifs. Chaque route est caractérisée (aux yeux de l'usager) par sa "désutilité", une mesure de longueur généralisée tenant compte à la fois des tarifs et des autres coûts associés à son utilisation. Ce problème a surtout été abordé sous une modélisation déterministe de la demande selon laquelle seules des routes de désutilité minimale se voient attribuer une mesure positive de flot. Le modèle déterministe se prête bien à une résolution globale, mais pèche par manque de réalisme. Nous considérons ici une extension probabiliste de ce modèle, selon laquelle les usagers d'un réseau sont alloués aux routes d'après un modèle de choix discret logit. Bien que le problème de tarification qui en résulte est non linéaire et non convexe, il conserve néanmoins une forte composante combinatoire que nous exploitons à des fins algorithmiques. Notre contribution se répartit en trois articles. Dans le premier, nous abordons le problème d'un point de vue théorique pour le cas avec une paire origine-destination. Nous développons une analyse de premier ordre qui exploite les propriétés analytiques de l'affectation logit et démontrons la validité de règles de simplification de la topologie du réseau qui permettent de réduire la dimension du problème sans en modifier la solution. Nous établissons ensuite l'unimodalité du problème pour une vaste gamme de topologies et nous généralisons certains de nos résultats au problème de la tarification d'une ligne de produits. Dans le deuxième article, nous abordons le problème d'un point de vue numérique pour le cas avec plusieurs paires origine-destination. Nous développons des algorithmes qui exploitent l'information locale et la parenté des formulations probabilistes et déterministes. Un des résultats de notre analyse est l'obtention de bornes sur l'erreur commise par les modèles combinatoires dans l'approximation du revenu logit. Nos essais numériques montrent qu'une approximation combinatoire rudimentaire permet souvent d'identifier des solutions quasi-optimales. Dans le troisième article, nous considérons l'extension du problème à une demande hétérogène. L'affectation de la demande y est donnée par un modèle de choix discret logit mixte où la sensibilité au prix d'un usager est aléatoire. Sous cette modélisation, l'expression du revenu n'est pas analytique et ne peut être évaluée de façon exacte. Cependant, nous démontrons que l'utilisation d'approximations non linéaires et combinatoires permet d'identifier des solutions quasi-optimales. Finalement, nous en profitons pour illustrer la richesse du modèle, par le biais d'une interprétation économique, et examinons plus particulièrement la contribution au revenu des différents groupes d'usagers.

Étude des maxima de champs gaussiens corrélés.

Ce mémoire porte sur l’étude des maxima de champs gaussiens. Plus précisément, l’étude portera sur la convergence en loi, la convergence du premier ordre et la convergence du deuxième ordre du maximum d’une collection de variables aléatoires gaussiennes. Les modèles de champs gaussiens présentés sont le modèle i.i.d., le modèle hiérarchique et le champ libre gaussien. Ces champs gaussiens diffèrent par le degré de corrélation entre les variables aléatoires. Le résultat principal de ce mémoire sera que la convergence en probabilité du premier ordre du maximum est la même pour les trois modèles. Quelques résultats de simulations seront présentés afin de corroborer les résultats théoriques obtenus.

Bootstrapping high frequency data

Nous développons dans cette thèse, des méthodes de bootstrap pour les données financières de hautes fréquences. Les deux premiers essais focalisent sur les méthodes de bootstrap appliquées à l’approche de "pré-moyennement" et robustes à la présence d’erreurs de microstructure. Le "pré-moyennement" permet de réduire l’influence de l’effet de microstructure avant d’appliquer la volatilité réalisée. En se basant sur cette ap- proche d’estimation de la volatilité intégrée en présence d’erreurs de microstructure, nous développons plusieurs méthodes de bootstrap qui préservent la structure de dépendance et l’hétérogénéité dans la moyenne des données originelles. Le troisième essai développe une méthode de bootstrap sous l’hypothèse de Gaussianité locale des données financières de hautes fréquences. Le premier chapitre est intitulé: "Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns". Nous proposons dans ce chapitre, des méthodes de bootstrap robustes à la présence d’erreurs de microstructure. Particulièrement nous nous sommes focalisés sur la volatilité réalisée utilisant des rendements "pré-moyennés" proposés par Podolskij et Vetter (2009), où les rendements "pré-moyennés" sont construits sur des blocs de rendements à hautes fréquences consécutifs qui ne se chevauchent pas. Le "pré-moyennement" permet de réduire l’influence de l’effet de microstructure avant d’appliquer la volatilité réalisée. Le non-chevauchement des blocs fait que les rendements "pré-moyennés" sont asymptotiquement indépendants, mais possiblement hétéroscédastiques. Ce qui motive l’application du wild bootstrap dans ce contexte. Nous montrons la validité théorique du bootstrap pour construire des intervalles de type percentile et percentile-t. Les simulations Monte Carlo montrent que le bootstrap peut améliorer les propriétés en échantillon fini de l’estimateur de la volatilité intégrée par rapport aux résultats asymptotiques, pourvu que le choix de la variable externe soit fait de façon appropriée. Nous illustrons ces méthodes en utilisant des données financières réelles. Le deuxième chapitre est intitulé : "Bootstrapping pre-averaged realized volatility under market microstructure noise". Nous développons dans ce chapitre une méthode de bootstrap par bloc basée sur l’approche "pré-moyennement" de Jacod et al. (2009), où les rendements "pré-moyennés" sont construits sur des blocs de rendements à haute fréquences consécutifs qui se chevauchent. Le chevauchement des blocs induit une forte dépendance dans la structure des rendements "pré-moyennés". En effet les rendements "pré-moyennés" sont m-dépendant avec m qui croît à une vitesse plus faible que la taille d’échantillon n. Ceci motive l’application d’un bootstrap par bloc spécifique. Nous montrons que le bloc bootstrap suggéré par Bühlmann et Künsch (1995) n’est valide que lorsque la volatilité est constante. Ceci est dû à l’hétérogénéité dans la moyenne des rendements "pré-moyennés" au carré lorsque la volatilité est stochastique. Nous proposons donc une nouvelle procédure de bootstrap qui combine le wild bootstrap et le bootstrap par bloc, de telle sorte que la dépendance sérielle des rendements "pré-moyennés" est préservée à l’intérieur des blocs et la condition d’homogénéité nécessaire pour la validité du bootstrap est respectée. Sous des conditions de taille de bloc, nous montrons que cette méthode est convergente. Les simulations Monte Carlo montrent que le bootstrap améliore les propriétés en échantillon fini de l’estimateur de la volatilité intégrée par rapport aux résultats asymptotiques. Nous illustrons cette méthode en utilisant des données financières réelles. Le troisième chapitre est intitulé: "Bootstrapping realized covolatility measures under local Gaussianity assumption". Dans ce chapitre nous montrons, comment et dans quelle mesure on peut approximer les distributions des estimateurs de mesures de co-volatilité sous l’hypothèse de Gaussianité locale des rendements. En particulier nous proposons une nouvelle méthode de bootstrap sous ces hypothèses. Nous nous sommes focalisés sur la volatilité réalisée et sur le beta réalisé. Nous montrons que la nouvelle méthode de bootstrap appliquée au beta réalisé était capable de répliquer les cummulants au deuxième ordre, tandis qu’il procurait une amélioration au troisième degré lorsqu’elle est appliquée à la volatilité réalisée. Ces résultats améliorent donc les résultats existants dans cette littérature, notamment ceux de Gonçalves et Meddahi (2009) et de Dovonon, Gonçalves et Meddahi (2013). Les simulations Monte Carlo montrent que le bootstrap améliore les propriétés en échantillon fini de l’estimateur de la volatilité intégrée par rapport aux résultats asymptotiques et les résultats de bootstrap existants. Nous illustrons cette méthode en utilisant des données financières réelles.

Transition Metal Complexes with Ring Incorporated Thiosemicarbazones: Syntheses,Structures and Spectral Properties

In the present work,the chelating behaviour of thiosemicarbazones of a heterocyclic diketone, 2,6-diacetylpyridine is studied,with the aim of investigating the influence coordination exerts on their conformation and /or configuration, in connection with the nature of the metal and of the counter ion.The various possibilities like unsubstitution,ring incorporation at terminal nitrogen and condensation of one of the ketone group alone have been tried for ligand selection.Mainly first row transition metals like manganese,iron,nickel,copper,zinc and cadmium are studied.Metals like cobalt also were studied but could not result in fruitful isolation of the compound due to solubility problems.Different spectroscopic and characterization techniques have been utilized to reveal the nature of the metal and the ligands in coordinated metal complex.

Entropy change and magnetocaloric effect in Gd5(SixGe1-x)4

Isothermal magnetization curves up to 23 T have been measured in Gd5Si1.8Ge2.2. We show that the values of the entropy change at the first-order magnetostructural transition, obtained from the Clausius-Clapeyron equation and the Maxwell relation, are coincident, provided the Maxwell relation is evaluated only within the transition region and the maximum applied field is high enough to complete the transition. These values are also in agreement with the entropy change obtained from differential scanning calorimetry. We also show that a simple phenomenological model based on the temperature and field dependence of the magnetization accounts for these results.

Colour Removal From Dye-House Efiluents Using Zero-Valent iron and Fenton Oxidation

This thesis Entitled Colour removal from dye house effluents using zero valent iron and fenton oxidation.Findings reported on kinetic profile during oxidation of dyes with Fenton’s reagent are in good agreement with observations of earlier workers on other organic substrates. This work goes a step further. Critical concentration of the dye at which the reaction mechanism undergoes transition has been identified.The oxidation of Reactive Yellow showed that the initial rates for decolorization increased linearly with an increase in hydrogen peroxide concentration over the range studied. Fenton oxidation of all dyes except Methylene Blue showed that the initial rates increased linearly with an in the ferrous sulphate concentration. This increase was observed only up to an optimum concentration beyond which further increase resulted in a decrease in the initial rates. Variation of initial rates with Ferrous sulphate concentration resulted in a linear plot passing through the origin indicating that the reaction is first order with respect to ferrous sulphate.