Characterisation of gas and particle emissions from wildfires

Os incêndios florestais são uma importante fonte de emissão de compostos gasosos e de aerossóis. Em Portugal, onde a maioria dos incêndios ocorre no norte e centro do país, os incêndios destroem todos os anos milhares de hectares, com importantes perdas em termos económicos, de vidas humanas e qualidade ambiental. As emissões podem alterar consideravelmente a química da atmosfera, degradar a qualidade do ar e alterar o clima. Contudo, a informação sobre as caraterísticas das emissões dos incêndios florestais nos países do Mediterrâneo é limitada. Tanto a nível nacional como internacional, existe um interesse crescente na elaboração de inventários de emissões e de regulamentos sobre as emissões de carbono para a atmosfera. Do ponto de vista atmosférico da monitorização atmosférica, os incêndios são considerados um desafio, dada a sua variabilidade temporal e espacial, sendo de esperar um aumento da sua frequência, dimensão e severidade, e também porque as estimativas de emissões dependem das caraterísticas dos biocombustíveis e da fase de combustão. O objetivo deste estudo foi quantificar e caraterizar as emissões de gases e aerossóis de alguns dos mais representativos incêndios florestais que ocorreram no centro de Portugal nos verões de 2009 e de 2010. Efetuou-se a colheita de amostras de gases e de duas frações de partículas (PM2.5 e PM2.5-10) nas plumas de fumo em sacos Tedlar e em filtros de quartzo acoplados a um amostrador de elevado volume, respetivamente. Os hidrocarbonetos totais (THC) e óxidos de carbono (CO e CO2) nas amostras gasosas foram analisados em instrumentos automáticos de ionização de chama e detetores não dispersivos de infravermelhos, respetivamente. Para algumas amostras, foram também quantificados alguns compostos de carbonilo após reamostragem do gás dos sacos Tedlar em cartuchos de sílica gel revestidos com 2,4-dinitrofenilhidrazina (DNPH), seguida de análise por cromatografia líquida de alta resolução. Nas partículas, analisou-se o carbono orgânico e elementar (técnica termo-óptica), iões solúveis em água (cromatografia iónica) e elementos (espectrometria de massa com plasma acoplado por indução ou análise instrumental por ativação com neutrões). A especiação orgânica foi obtida por cromatografia gasosa acoplada a espectrometria de massa após extração com recurso a vários solventes e separação dos extratos orgânicos em diversas classes de diferentes polaridades através do fracionamento com sílica gel. Os fatores de emissão do CO e do CO2 situaram-se nas gamas 52-482 e 822-1690 g kg-1 (base seca), mostrando, respetivamente, correlação negativa e positiva com a eficiência de combustão. Os fatores de emissão dos THC apresentaram valores mais elevados durante a fase de combustão latente sem chama, oscilando entre 0.33 e 334 g kg-1 (base seca). O composto orgânico volátil oxigenado mais abundante foi o acetaldeído com fatores de emissão que variaram desde 1.0 até 3.2 g kg-1 (base seca), seguido pelo formaldeído e o propionaldeído. Observou-se que as emissões destes compostos são promovidas durante a fase de combustão latente sem chama. Os fatores de emissão de PM2.5 e PM10 registaram valores entre 0.50-68 e 0.86-72 g kg-1 (base seca), respetivamente. A emissão de partículas finas e grosseiras é também promovida em condições de combustão lenta. As PM2.5 representaram cerca de 90% da massa de partículas PM10. A fração carbonosa das partículas amostradas em qualquer dos incêndios foi claramente dominada pelo carbono orgânico. Foi obtida uma ampla gama de rácios entre o carbono orgânico e o carbono elementar, dependendo das condições de combustão. Contudo, todos os rácios refletiram uma maior proporção de carbono orgânico em relação ao carbono elementar, típica das emissões de queima de biomassa. Os iões solúveis em água obtidos nas partículas da pluma de fumo contribuíram com valores até 3.9% da massa de partículas PM2.5 e 2.8% da massa de partículas de PM2.5-10. O potássio contribuiu com valores até 15 g mg-1 PM2.5 e 22 g mg-1 PM2.5-10, embora em massa absoluta estivesse maioritariamente presente nas partículas finas. Os rácios entre potássio e carbono elementar e entre potássio e carbono orgânico obtidos nas partículas da pluma de fumo enquadram-se na gama de valores relatados na literatura para emissões de queima de biomassa. Os elementos detetados nas amostras representaram, em média, valores até 1.2% e 12% da massa de PM2.5 e PM2.5-10, respetivamente. Partículas resultantes de uma combustão mais completa (valores elevados de CO2 e baixos de CO) foram caraterizadas por um elevado teor de constituintes inorgânicos e um menor conteúdo de matéria orgânica. Observou-se que a matéria orgânica particulada é composta principalmente por componentes fenólicos e produtos derivados, séries de compostos homólogos (alcanos, alcenos, ácidos alcanóicos e alcanóis), açúcares, biomarcadores esteróides e terpenóides, e hidrocarbonetos aromáticos policíclicos. O reteno, um biomarcador das emissões da queima de coníferas, foi o hidrocarboneto aromático dominante nas amostras das plumas de fumo amostradas durante a campanha que decorreu em 2009, devido ao predomínio de amostras colhidas em incêndios em florestas de pinheiros. O principal açúcar anidro, e sempre um dos compostos mais abundantes, foi o levoglucosano. O rácio levoglucosano/OC obtido nas partículas das plumas de fumo, em média, registaram valores desde 5.8 a 23 mg g-1 OC. Os rácios levoglucosano/manosano e levoglucosano/(manosano+galactosano) revelaram o predomínio de amostras provenientes da queima de coníferas. Tendo em conta que a estimativa das emissões dos incêndios florestais requer um conhecimento de fatores de emissão apropriados para cada biocombustível, a base de dados abrangente obtida neste estudo é potencialmente útil para atualizar os inventários de emissões. Tem vindo a ser observado que a fase de combustão latente sem chama, a qual pode ocorrer simultaneamente com a fase de chama e durar várias horas ou dias, pode contribuir para uma quantidade considerável de poluentes atmosféricos, pelo que os fatores de emissão correspondentes devem ser considerados no cálculo das emissões globais de incêndios florestais. Devido à falta de informação detalhada sobre perfis químicos de emissão, a base de dados obtida neste estudo pode também ser útil para a aplicação de modelos no recetor no sul da Europa.

Distribuição por tamanhos do aerosol atmosférico na Península Ibérica

Um dos principais fatores que afetam negativamente a qualidade do ambiente em muitas cidades em todo o mundo é o material particulado (PM). A sua presença na atmosfera pode ter impactos negativos na saúde humana, clima, património edificado e ecossistemas. Muitos dos estudos realizados em áreas urbanas focam apenas as frações respiráveis (PM10 e PM2,5). No entanto, os processos de formação, a identificação das fontes emissoras e os efeitos dependem muito da distribuição granulométrica das partículas. A atenção tem recaído na análise de hidrocarbonetos poliaromáticos (PAHs), devida à sua carcinogenicidade e a informação disponível sobre outros compostos é escassa. O presente estudo consistiu na obtenção do PM distribuído por diferentes frações de tamanho e na análise detalhada da sua composição química, em dois locais urbanos da Península Ibérica (Madrid e Lisboa). Dado que os veículos representam uma das principais fontes emissoras em ambientes urbanos, efetuou-se uma caracterização mais detalhada deste tipo de emissões, conduzindo uma campanha de amostragem num túnel rodoviário (Marquês de Pombal, Lisboa). As amostragens, em ambas as cidades, decorreram durante um mês, quer no verão quer no inverno, em dois locais urbanos distintos, um junto a uma via com influência de tráfego e outro numa área urbana de fundo. No túnel a amostragem foi realizada apenas durante uma semana. Em Madrid e no túnel, o PM foi recolhido utilizando um amostrador de elevado volume com impactor em cascata com quatro tamanhos: 10-2,5, 2,5-0,95, 0,95-0,49 e < 0,49 μm. Em Lisboa, foi utilizado um impactor em cascata com apenas dois tamanhos, 10- 2,5 e < 2,5 μm. As amostras foram quimicamente analisadas e determinadas as concentrações de compostos carbonados (OC, EC e carbonatos), iões inorgânicos solúveis em água (Cl−, NO3−, SO42−, Na+, NH4+, K+, Mg2+, Ca2+),metais e compostos orgânicos. Em Madrid, as concentrações médias de PM10 foram 44 e 48% maiores nas amostras recolhidas junto à estrada do que as de fundo urbano no verão e inverno, respetivamente. A fração grosseira e o PM0,5 apresentaram concentrações mais elevadas no verão do que no inverno devido às condições climatéricas pouco usuais. No verão, as amostragens decorreram num mês em que as temperaturas foram muito elevadas e em que ocorreram vários episódios de intrusão de poeira africana. Durante o período de amostragem de inverno, as temperaturas foram muito baixas e registaram-se vários dias de precipitação quer sob a forma de chuva, quer sob a forma de neve. As situações meteorológicas sinóticas mais comuns, incluindo aquelas que causam o transporte de massas de ar com poeiras Africanas, foram identificadas em ambas as estações do ano. As concentrações mássicas de PM10, EC e OC foram encontrados predominantemente na fração de tamanho ultrafino em ambos os locais de amostragem e estações do ano. Nas restantes frações não se observou nenhuma tendência sazonal. O carbono orgânico secundário (SOC) mostrou um claro padrão sazonal, com concentrações muito mais elevadas no verão do que no inverno, em ambos os lugares. A partir do balanço mássico de iões, observou-se que, no verão, a formação de compostos inorgânicos secundários (SIC) conduziu a um enriquecimento pouco comum de Ca2+ na fração submicrométrica, quer nas amostras de tráfego, quer em fundo urbano. Os alcanos, PAHs, os álcoois e os ácidos foram as classes de compostos orgânicos identificados e quantificados no material particulado. Globalmente, representaram 0,26 e 0,11 μg m−3 no verão e inverno, respetivamente, no local de tráfego e 0,28 e 0,035 μg m−3 na área urbana de fundo. Os diferentes compostos orgânicos também apresentaram padrões sazonais, sugerindo fontes de emissão (e.g. escapes dos veículos e fontes biogénicas) ou processos de formação com contribuições variáveis ao longo do ano. As concentrações de benzoapireno equivalente foram menores que 1 ng m-3 e o risco carcinogénico estimado é baixo. No verão, os maiores enriquecimentos de metais ocorreram na fração submicrométrica, e no inverno na fração grosseira. No verão, os enriquecimentos foram ≥ 80% para o Mn, Ni, Cu, Zn, Cd, Sb e Co, no inverno, estes traçadores de emissões do tráfego foram menores, exceto para o Zn. Em Lisboa, a concentração média de PM10 foi de 48 μg m-3 no verão e de 44 μg m-3 no inverno, junto à estrada. Na área de fundo urbano, registaram-se níveis comparáveis nas duas estações (27 μg m-3 e 26 μg m-3). A média do rácio PM2,5/PM10 foi de 65% no verão e 44% no inverno na área de tráfego e 62% e 59% na área urbana de fundo. Estes resultados significam que o PM2,5 é um dos principais contaminantes que afetam a qualidade do ar no centro da cidade de Lisboa. A relação OC/EC, que reflete a composição das emissões de combustão dos veículos, variou entre 0,3 e 0,4 no interior do túnel. Os rácios de OC/EC mínimos obtidos junto às vias de tráfego em Madrid e em Lisboa encontram-se entre os do túnel e os registados em atmosferas urbanas de fundo, sugerindo que os valores mínimos habitualmente obtidos para este parâmetro em ambientes urbanos abertos sobrestimam as emissões diretas de OC pelo transporte rodoviário. Espera-se que os resultados deste trabalho contribuam para suprir, pelo menos em parte, as lacunas de informação quer sobre a composição de várias granulometrias de PM, quer sobre fontes e processos de formação em atmosferas urbanas. Como a exposição a poluentes do ar ultrapassa o controle dos indivíduos e exige ação das autoridades públicas a nível nacional, regional e até mesmo internacional, é importante propor medidas mitigadoras focadas nas principais fontes de emissão identificadas.

Determination of Alternaria spp. Habitats Using 7-Day Volumetric Spore Trap, Hybrid Single Particle Lagrangian Integrated Trajectory Model and Geographic Information System

There are many species among the Alternaria genus, which hosts on economically important crops causing significant yield losses. Less attention has been paid to fungi hosting on plants constituting substantial components of pastures and meadows. Alternaria spp. spores are also recognised as important allergens. A 7-day volumetric spore trap was used to monitor the concentration of airborne fungal spores. Air samples were collected in Worcester, England (2006–2010). Days with a high spore count were then selected. The longest episode that occurred within a five year study was chosen for modelling. Two source maps presenting distribution of crops under rotation and pastures in the UK were produced. Back trajectories were calculated using the HYSPLIT model. In ArcGIS clusters of trajectories were studied in connection with source maps by including the height above ground level and the speed of the air masses. During the episode no evidence for a long distance transport from the continent of Alternaria spp. spores was detected. The overall direction of the air masses fell within the range from South-West to North. The back trajectories indicated that the most important sources of Alternaria spp. spores were located in the West Midlands of England.

Particle swarm optimization applied to integrated demand response resources scheduling

The concept of demand response has a growing importance in the context of the future power systems. Demand response can be seen as a resource like distributed generation, storage, electric vehicles, etc. All these resources require the existence of an infrastructure able to give players the means to operate and use them in an efficient way. This infrastructure implements in practice the smart grid concept, and should accommodate a large number of diverse types of players in the context of a competitive business environment. In this paper, demand response is optimally scheduled jointly with other resources such as distributed generation units and the energy provided by the electricity market, minimizing the operation costs from the point of view of a virtual power player, who manages these resources and supplies the aggregated consumers. The optimal schedule is obtained using two approaches based on particle swarm optimization (with and without mutation) which are compared with a deterministic approach that is used as a reference methodology. A case study with two scenarios implemented in DemSi, a demand Response simulator developed by the authors, evidences the advantages of the use of the proposed particle swarm approaches.

Fungal contamination in two Portuguese wastewater treatment plants

The presence of filamentous fungi was detected in wastewater and air collected at wastewater treatment plants (WWTP) from several European countries. The aim of the present study was to assess fungal contamination in two WWTP operating in Lisbon. In addition, particulate matter (PM) contamination data was analyzed. To apply conventional methods, air samples from the two plants were collected through impaction using an air sampler with a velocity air rate of 140 L/min. Surfaces samples were collected by swabbing the surfaces of the same indoor sites. All collected samples were incubated at 27°C for 5 to 7 d. After lab processing and incubation of collected samples, quantitative and qualitative results were obtained with identification of the isolated fungal species. For molecular methods, air samples of 250 L were also collected using the impinger method at 300 L/min airflow rate. Samples were collected into 10 ml sterile phosphate-buffered saline with 0.05% Triton X-100, and the collection liquid was subsequently used for DNA extraction. Molecular identification of Aspergillus fumigatus and Stachybotrys chartarum was achieved by real-time polymerase chain reaction (RT-PCR) using the Rotor-Gene 6000 qPCR Detection System (Corbett). Assessment of PM was also conducted with portable direct-reading equipment (Lighthouse, model 3016 IAQ). Particles concentration measurement was performed at five different sizes: PM0.5, PM1, PM2.5, PM5, and PM10. Sixteen different fungal species were detected in indoor air in a total of 5400 isolates in both plants. Penicillium sp. was the most frequently isolated fungal genus (58.9%), followed by Aspergillus sp. (21.2%) and Acremonium sp. (8.2%), in the total underground area. In a partially underground plant, Penicillium sp. (39.5%) was also the most frequently isolated, also followed by Aspergillus sp. (38.7%) and Acremonium sp. (9.7%). Using RT-PCR, only A. fumigatus was detected in air samples collected, and only from partial underground plant. Stachybotrys chartarum was not detected in any of the samples analyzed. The distribution of particle sizes showed the same tendency in both plants; however, the partially underground plant presented higher levels of contamination, except for PM2.5. Fungal contamination assessment is crucial to evaluating the potential health risks to exposed workers in these settings. In order to achieve an evaluation of potential health risks to exposed workers, it is essential to combine conventional and molecular methods for fungal detection. Protective measures to minimize worker exposure to fungi need to be adopted since wastewater is the predominant internal fungal source in this setting.

Application-specific modified particle swarm optimization for energy resource scheduling considering vehicle-to-grid

This paper presents a modified Particle Swarm Optimization (PSO) methodology to solve the problem of energy resources management with high penetration of distributed generation and Electric Vehicles (EVs) with gridable capability (V2G). The objective of the day-ahead scheduling problem in this work is to minimize operation costs, namely energy costs, regarding he management of these resources in the smart grid context. The modifications applied to the PSO aimed to improve its adequacy to solve the mentioned problem. The proposed Application Specific Modified Particle Swarm Optimization (ASMPSO) includes an intelligent mechanism to adjust velocity limits during the search process, as well as self-parameterization of PSO parameters making it more user-independent. It presents better robustness and convergence characteristics compared with the tested PSO variants as well as better constraint handling. This enables its use for addressing real world large-scale problems in much shorter times than the deterministic methods, providing system operators with adequate decision support and achieving efficient resource scheduling, even when a significant number of alternative scenarios should be considered. The paper includes two realistic case studies with different penetration of gridable vehicles (1000 and 2000). The proposed methodology is about 2600 times faster than Mixed-Integer Non-Linear Programming (MINLP) reference technique, reducing the time required from 25 h to 36 s for the scenario with 2000 vehicles, with about one percent of difference in the objective function cost value.

Application-Specific Modified Particle Swarm Optimization for energy resource scheduling considering vehicle-to-grid

This paper presents a modified Particle Swarm Optimization (PSO) methodology to solve the problem of energy resources management with high penetration of distributed generation and Electric Vehicles (EVs) with gridable capability (V2G). The objective of the day-ahead scheduling problem in this work is to minimize operation costs, namely energy costs, regarding the management of these resources in the smart grid context. The modifications applied to the PSO aimed to improve its adequacy to solve the mentioned problem. The proposed Application Specific Modified Particle Swarm Optimization (ASMPSO) includes an intelligent mechanism to adjust velocity limits during the search process, as well as self-parameterization of PSO parameters making it more user-independent. It presents better robustness and convergence characteristics compared with the tested PSO variants as well as better constraint handling. This enables its use for addressing real world large-scale problems in much shorter times than the deterministic methods, providing system operators with adequate decision support and achieving efficient resource scheduling, even when a significant number of alternative scenarios should be considered. The paper includes two realistic case studies with different penetration of gridable vehicles (1000 and 2000). The proposed methodology is about 2600 times faster than Mixed-Integer Non-Linear Programming (MINLP) reference technique, reducing the time required from 25 h to 36 s for the scenario with 2000 vehicles, with about one percent of difference in the objective function cost value.

Scenario-based assessment of future land use change on butterfly species distributions

Species distribution models (SDMs) are increasingly used to predict environmentally induced range shifts of habitats of plant and animal species. Consequently SDMs are valuable tools for scientifically based conservation decisions. The aims of this paper are (1) to identify important drivers of butterfly species persistence or extinction, and (2) to analyse the responses of endangered butterfly species of dry grasslands and wetlands to likely future landscape changes in Switzerland. Future land use was represented by four scenarios describing: (1) ongoing land use changes as observed at the end of the last century; (2) a liberalisation of the agricultural markets; (3) a slightly lowered agricultural production; and (4) a strongly lowered agricultural production. Two model approaches have been applied. The first (logistic regression with principal components) explains what environmental variables have significant impact on species presence (and absence). The second (predictive SDM) is used to project species distribution under current and likely future land uses. The results of the explanatory analyses reveal that four principal components related to urbanisation, abandonment of open land and intensive agricultural practices as well as two climate parameters are primary drivers of species occurrence (decline). The scenario analyses show that lowered agricultural production is likely to favour dry grassland species due to an increase of non-intensively used land, open canopy forests, and overgrown areas. In the liberalisation scenario dry grassland species show a decrease in abundance due to a strong increase of forested patches. Wetland butterfly species would decrease under all four scenarios as their habitats become overgrown

Extracting Ramachandran torsional angle distributions from 2D NMR data using Tikhonov regularization /

Solid state nuclear magnetic resonance (NMR) spectroscopy is a powerful technique for studying structural and dynamical properties of disordered and partially ordered materials, such as glasses, polymers, liquid crystals, and biological materials. In particular, twodimensional( 2D) NMR methods such as ^^C-^^C correlation spectroscopy under the magicangle- spinning (MAS) conditions have been used to measure structural constraints on the secondary structure of proteins and polypeptides. Amyloid fibrils implicated in a broad class of diseases such as Alzheimer's are known to contain a particular repeating structural motif, called a /5-sheet. However, the details of such structures are poorly understood, primarily because the structural constraints extracted from the 2D NMR data in the form of the so-called Ramachandran (backbone torsion) angle distributions, g{^,'4)), are strongly model-dependent. Inverse theory methods are used to extract Ramachandran angle distributions from a set of 2D MAS and constant-time double-quantum-filtered dipolar recoupling (CTDQFD) data. This is a vastly underdetermined problem, and the stability of the inverse mapping is problematic. Tikhonov regularization is a well-known method of improving the stability of the inverse; in this work it is extended to use a new regularization functional based on the Laplacian rather than on the norm of the function itself. In this way, one makes use of the inherently two-dimensional nature of the underlying Ramachandran maps. In addition, a modification of the existing numerical procedure is performed, as appropriate for an underdetermined inverse problem. Stability of the algorithm with respect to the signal-to-noise (S/N) ratio is examined using a simulated data set. The results show excellent convergence to the true angle distribution function g{(j),ii) for the S/N ratio above 100.

Hydraulic and fluvial geomorphological models for a bedrock channel reach of the Twenty Mile Creek /

Bedrock channels have been considered challenging geomorphic settings for the application of numerical models. Bedrock fluvial systems exhibit boundaries that are typically less mobile than alluvial systems, yet they are still dynamic systems with a high degree of spatial and temporal variability. To understand the variability of fluvial systems, numerical models have been developed to quantify flow magnitudes and patterns as the driving force for geomorphic change. Two types of numerical model were assessed for their efficacy in examining the bedrock channel system consisting of a high gradient portion of the Twenty Mile Creek in the Niagara Region of Ontario, Canada. A one-dimensional (1-D) flow model that utilizes energy equations, HEC RAS, was used to determine velocity distributions through the study reach for the mean annual flood (MAF), the 100-year return flood and the 1,000-year return flood. A two-dimensional (2-D) flow model that makes use of Navier-Stokes equations, RMA2, was created with the same objectives. The 2-D modeling effort was not successful due to the spatial complexity of the system (high slope and high variance). The successful 1 -D model runs were further extended using very high resolution geospatial interpolations inherent to the HEC RAS extension, HEC geoRAS. The modeled velocity data then formed the basis for the creation of a geomorphological analysis that focused upon large particles (boulders) and the forces needed to mobilize them. Several existing boulders were examined by collecting detailed measurements to derive three-dimensional physical models for the application of fluid and solid mechanics to predict movement in the study reach. An imaginary unit cuboid (1 metre by 1 metre by 1 metre) boulder was also envisioned to determine the general propensity for the movement of such a boulder through the bedrock system. The efforts and findings of this study provide a standardized means for the assessment of large particle movement in a bedrock fluvial system. Further efforts may expand upon this standardization by modeling differing boulder configurations (platy boulders, etc.) at a high level of resolution.

Study of the application of the high performance liquid chromatography-particle beam interface-mass spectrometry technique on some pesiticides and the reduction phenomena in the system

This work includes two major parts. The first part of the work concentrated on the studies of the application of the highperfonnance liquid chromatography-particle beam interface-mass spectrometry system of some pesticides. Factors that have effects on the detection sensitivity were studied. The linearity ranges and detection limits of ten pesticides are also given in this work. The second part of the work concentrated on the studies of the reduction phenomena of nitro compounds in the HPLC-PB-MS system. Direct probe mass spectrometry and gas chromatography-mass spectrometry techniques were also used in the work. Factors that have effects on the reduction of the nitro compounds were studied, and the possible explanation is proposed. The final part of this work included the studies of reduction behavior of some other compounds in the HPLC-PB-MS system, included in them are: quinones, sulfoxides, and sulfones.

Étude empirique de distributions associées à la Fonction de Pénalité Escomptée

On présente une nouvelle approche de simulation pour la fonction de densité conjointe du surplus avant la ruine et du déficit au moment de la ruine, pour des modèles de risque déterminés par des subordinateurs de Lévy. Cette approche s'inspire de la décomposition "Ladder height" pour la probabilité de ruine dans le Modèle Classique. Ce modèle, déterminé par un processus de Poisson composé, est un cas particulier du modèle plus général déterminé par un subordinateur, pour lequel la décomposition "Ladder height" de la probabilité de ruine s'applique aussi. La Fonction de Pénalité Escomptée, encore appelée Fonction Gerber-Shiu (Fonction GS), a apporté une approche unificatrice dans l'étude des quantités liées à l'événement de la ruine été introduite. La probabilité de ruine et la fonction de densité conjointe du surplus avant la ruine et du déficit au moment de la ruine sont des cas particuliers de la Fonction GS. On retrouve, dans la littérature, des expressions pour exprimer ces deux quantités, mais elles sont difficilement exploitables de par leurs formes de séries infinies de convolutions sans formes analytiques fermées. Cependant, puisqu'elles sont dérivées de la Fonction GS, les expressions pour les deux quantités partagent une certaine ressemblance qui nous permet de nous inspirer de la décomposition "Ladder height" de la probabilité de ruine pour dériver une approche de simulation pour cette fonction de densité conjointe. On présente une introduction détaillée des modèles de risque que nous étudions dans ce mémoire et pour lesquels il est possible de réaliser la simulation. Afin de motiver ce travail, on introduit brièvement le vaste domaine des mesures de risque, afin d'en calculer quelques unes pour ces modèles de risque. Ce travail contribue à une meilleure compréhension du comportement des modèles de risques déterminés par des subordinateurs face à l'éventualité de la ruine, puisqu'il apporte un point de vue numérique absent de la littérature.

Une nouvelle méthode smoothed particle hydrodynamics : simulation des interfaces immergées et de la dynamique Brownienne des molécules avec des interactions hydrodynamiques

Dans cette thèse, nous présentons une nouvelle méthode smoothed particle hydrodynamics (SPH) pour la résolution des équations de Navier-Stokes incompressibles, même en présence des forces singulières. Les termes de sources singulières sont traités d'une manière similaire à celle que l'on retrouve dans la méthode Immersed Boundary (IB) de Peskin (2002) ou de la méthode régularisée de Stokeslets (Cortez, 2001). Dans notre schéma numérique, nous mettons en oeuvre une méthode de projection sans pression de second ordre inspirée de Kim et Moin (1985). Ce schéma évite complètement les difficultés qui peuvent être rencontrées avec la prescription des conditions aux frontières de Neumann sur la pression. Nous présentons deux variantes de cette approche: l'une, Lagrangienne, qui est communément utilisée et l'autre, Eulerienne, car nous considérons simplement que les particules SPH sont des points de quadrature où les propriétés du fluide sont calculées, donc, ces points peuvent être laissés fixes dans le temps. Notre méthode SPH est d'abord testée à la résolution du problème de Poiseuille bidimensionnel entre deux plaques infinies et nous effectuons une analyse détaillée de l'erreur des calculs. Pour ce problème, les résultats sont similaires autant lorsque les particules SPH sont libres de se déplacer que lorsqu'elles sont fixes. Nous traitons, par ailleurs, du problème de la dynamique d'une membrane immergée dans un fluide visqueux et incompressible avec notre méthode SPH. La membrane est représentée par une spline cubique le long de laquelle la tension présente dans la membrane est calculée et transmise au fluide environnant. Les équations de Navier-Stokes, avec une force singulière issue de la membrane sont ensuite résolues pour déterminer la vitesse du fluide dans lequel est immergée la membrane. La vitesse du fluide, ainsi obtenue, est interpolée sur l'interface, afin de déterminer son déplacement. Nous discutons des avantages à maintenir les particules SPH fixes au lieu de les laisser libres de se déplacer. Nous appliquons ensuite notre méthode SPH à la simulation des écoulements confinés des solutions de polymères non dilués avec une interaction hydrodynamique et des forces d'exclusion de volume. Le point de départ de l'algorithme est le système couplé des équations de Langevin pour les polymères et le solvant (CLEPS) (voir par exemple Oono et Freed (1981) et Öttinger et Rabin (1989)) décrivant, dans le cas présent, les dynamiques microscopiques d'une solution de polymère en écoulement avec une représentation bille-ressort des macromolécules. Des tests numériques de certains écoulements dans des canaux bidimensionnels révèlent que l'utilisation de la méthode de projection d'ordre deux couplée à des points de quadrature SPH fixes conduit à un ordre de convergence de la vitesse qui est de deux et à une convergence d'ordre sensiblement égale à deux pour la pression, pourvu que la solution soit suffisamment lisse. Dans le cas des calculs à grandes échelles pour les altères et pour les chaînes de bille-ressort, un choix approprié du nombre de particules SPH en fonction du nombre des billes N permet, en l'absence des forces d'exclusion de volume, de montrer que le coût de notre algorithme est d'ordre O(N). Enfin, nous amorçons des calculs tridimensionnels avec notre modèle SPH. Dans cette optique, nous résolvons le problème de l'écoulement de Poiseuille tridimensionnel entre deux plaques parallèles infinies et le problème de l'écoulement de Poiseuille dans une conduite rectangulaire infiniment longue. De plus, nous simulons en dimension trois des écoulements confinés entre deux plaques infinies des solutions de polymères non diluées avec une interaction hydrodynamique et des forces d'exclusion de volume.

Échantillonnage des distributions continues non uniformes en précision arbitraire et protocole pour l'échantillonnage exact distribué des distributions discrètes quantiques

La thèse est divisée principalement en deux parties. La première partie regroupe les chapitres 2 et 3. La deuxième partie regroupe les chapitres 4 et 5. La première partie concerne l'échantillonnage de distributions continues non uniformes garantissant un niveau fixe de précision. Knuth et Yao démontrèrent en 1976 comment échantillonner exactement n'importe quelle distribution discrète en n'ayant recours qu'à une source de bits non biaisés indépendants et identiquement distribués. La première partie de cette thèse généralise en quelque sorte la théorie de Knuth et Yao aux distributions continues non uniformes, une fois la précision fixée. Une borne inférieure ainsi que des bornes supérieures pour des algorithmes génériques comme l'inversion et la discrétisation figurent parmi les résultats de cette première partie. De plus, une nouvelle preuve simple du résultat principal de l'article original de Knuth et Yao figure parmi les résultats de cette thèse. La deuxième partie concerne la résolution d'un problème en théorie de la complexité de la communication, un problème qui naquit avec l'avènement de l'informatique quantique. Étant donné une distribution discrète paramétrée par un vecteur réel de dimension N et un réseau de N ordinateurs ayant accès à une source de bits non biaisés indépendants et identiquement distribués où chaque ordinateur possède un et un seul des N paramètres, un protocole distribué est établi afin d'échantillonner exactement ladite distribution.

Bivarite burr distributions

The present work is organized into six chapters. Bivariate extension of Burr system is the subject matter of Chapter II. The author proposes to introduce a general structure for the family in two dimensions and present some properties of such a system. Also in Chapter II some new distributions, which are bivariate extension of univariate distributions in Burr (1942) is presented.. In Chapter III, concentrates on characterization problems of different forms of bivariate Burr system. A detailed study of the distributional properties of each member of the Burr system has not been undertaken in literature. With this aim in mind in Chapter IV is discussed with two forms of bivariate Burr III distribution. In Chapter V the author Considers the type XII, type II and type IX distributions. Present work concludes with Chapter VI by pointing out the multivariate extension for Burr system. Also in this chapter the concept of multivariate reversed hazard rates as scalar and vector quantity is introduced.