Prédiction de l'attrition en date de renouvellement en assurance automobile avec processus gaussiens

Le domaine de l’assurance automobile fonctionne par cycles présentant des phases de profitabilité et d’autres de non-profitabilité. Dans les phases de non-profitabilité, les compagnies d’assurance ont généralement le réflexe d’augmenter le coût des primes afin de tenter de réduire les pertes. Par contre, de très grandes augmentations peuvent avoir pour effet de massivement faire fuir la clientèle vers les compétiteurs. Un trop haut taux d’attrition pourrait avoir un effet négatif sur la profitabilité à long terme de la compagnie. Une bonne gestion des augmentations de taux se révèle donc primordiale pour une compagnie d’assurance. Ce mémoire a pour but de construire un outil de simulation de l’allure du porte- feuille d’assurance détenu par un assureur en fonction du changement de taux proposé à chacun des assurés. Une procédure utilisant des régressions à l’aide de processus gaus- siens univariés est développée. Cette procédure offre une performance supérieure à la régression logistique, le modèle généralement utilisé pour effectuer ce genre de tâche.

Modeling premartensitic effects in Ni2MnGa: A mean-field and Monte Carlo simulation study

ic first-order transition line ending in a critical point. This critical point is responsible for the existence of large premartensitic fluctuations which manifest as broad peaks in the specific heat, not always associated with a true phase transition. The main conclusion is that premartensitic effects result from the interplay between the softness of the anomalous phonon driving the modulation and the magnetoelastic coupling. In particular, the premartensitic transition occurs when such coupling is strong enough to freeze the involved mode phonon. The implication of the results in relation to the available experimental data is discussed.

The application of Regional Climate Model output for the simulation of high-mountain permafrost scenarios

This study investigates the possibilities and limitations of using Regional Climate Model (RCM) output for the simulation of alpine permafrost scenarios. It focuses on the general problem of scale mismatch between RCMs and impact models and, in particular, the special challenges that arise when driving an impact model in topographically complex high-mountain environments with the output of an RCM. Two approaches are introduced that take into account the special difficulties in such areas, and thus enable the use of RCM for alpine permafrost scenario modelling. Intended as an initial example, they are applied at the area of Corvatsch (Upper Engadine, Switzerland) in order to demonstrate and discuss the application of the two approaches, rather than to provide an assessment of future changes in permafrost occurrence. There are still many uncertainties and inaccuracies inherent in climate and impact models, which increase when driving one model with the output of the other. Nevertheless, our study shows that the use of RCMs offers new and promising perspectives for the simulation of high-mountain permafrost scenarios

A practical guide for operational validation of discrete simulation models

As the number of simulation experiments increases, the necessity for validation and verification of these models demands special attention on the part of the simulation practitioners. By analyzing the current scientific literature, it is observed that the operational validation description presented in many papers does not agree on the importance designated to this process and about its applied techniques, subjective or objective. With the expectation of orienting professionals, researchers and students in simulation, this article aims to elaborate a practical guide through the compilation of statistical techniques in the operational validation of discrete simulation models. Finally, the guide's applicability was evaluated by using two study objects, which represent two manufacturing cells, one from the automobile industry and the other from a Brazilian tech company. For each application, the guide identified distinct steps, due to the different aspects that characterize the analyzed distributions. © 2011 Brazilian Operations Research Society.

Design of alternative energy storage systems for hybrid vehicles based on statistical processing of driving cycles information

Hybrid vehicles represent the future for automakers, since they allow to improve the fuel economy and to reduce the pollutant emissions. A key component of the hybrid powertrain is the Energy Storage System, that determines the ability of the vehicle to store and reuse energy. Though electrified Energy Storage Systems (ESS), based on batteries and ultracapacitors, are a proven technology, Alternative Energy Storage Systems (AESS), based on mechanical, hydraulic and pneumatic devices, are gaining interest because they give the possibility of realizing low-cost mild-hybrid vehicles. Currently, most literature of design methodologies focuses on electric ESS, which are not suitable for AESS design. In this contest, The Ohio State University has developed an Alternative Energy Storage System design methodology. This work focuses on the development of driving cycle analysis methodology that is a key component of Alternative Energy Storage System design procedure. The proposed methodology is based on a statistical approach to analyzing driving schedules that represent the vehicle typical use. Driving data are broken up into power events sequence, namely traction and braking events, and for each of them, energy-related and dynamic metrics are calculated. By means of a clustering process and statistical synthesis methods, statistically-relevant metrics are determined. These metrics define cycle representative braking events. By using these events as inputs for the Alternative Energy Storage System design methodology, different system designs are obtained. Each of them is characterized by attributes, namely system volume and weight. In the last part the work, the designs are evaluated in simulation by introducing and calculating a metric related to the energy conversion efficiency. Finally, the designs are compared accounting for attributes and efficiency values. In order to automate the driving data extraction and synthesis process, a specific script Matlab based has been developed. Results show that the driving cycle analysis methodology, based on the statistical approach, allows to extract and synthesize cycle representative data. The designs based on cycle statistically-relevant metrics are properly sized and have satisfying efficiency values with respect to the expectations. An exception is the design based on the cycle worst-case scenario, corresponding to same approach adopted by the conventional electric ESS design methodologies. In this case, a heavy system with poor efficiency is produced. The proposed new methodology seems to be a valid and consistent support for Alternative Energy Storage System design.

New path integral simulation algorithms and their application to creep in the quantum sine-Gordon chain

A path integral simulation algorithm which includes a higher-order Trotter approximation (HOA)is analyzed and compared to an approach which includes the correct quantum mechanical pair interaction (effective Propagator (EPr)). It is found that the HOA algorithmconverges to the quantum limit with increasing Trotter number P as P^{-4}, while the EPr algorithm converges as P^{-2}.The convergence rate of the HOA algorithm is analyzed for various physical systemssuch as a harmonic chain,a particle in a double-well potential, gaseous argon, gaseous helium and crystalline argon. A new expression for the estimator for the pair correlation function in the HOA algorithm is derived. A new path integral algorithm, the hybrid algorithm, is developed.It combines an exact treatment of the quadratic part of the Hamiltonian and thehigher-order Trotter expansion techniques.For the discrete quantum sine-Gordon chain (DQSGC), it is shown that this algorithm works more efficiently than all other improved path integral algorithms discussed in this work. The new simulation techniques developed in this work allow the analysis of theDQSGC and disordered model systems in the highly quantum mechanical regime using path integral molecular dynamics (PIMD)and adiabatic centroid path integral molecular dynamics (ACPIMD).The ground state phonon dispersion relation is calculated for the DQSGC by the ACPIMD method.It is found that the excitation gap at zero wave vector is reduced by quantum fluctuations. Two different phases exist: One phase with a finite excitation gap at zero wave vector, and a gapless phase where the excitation gap vanishes.The reaction of the DQSGC to an external driving force is analyzed at T=0.In the gapless phase the system creeps if a small force is applied, and in the phase with a gap the system is pinned. At a critical force, the systems undergo a depinning transition in both phases and flow is induced. The analysis of the DQSGC is extended to models with disordered substrate potentials. Three different cases are analyzed: Disordered substrate potentials with roughness exponent H=0, H=1/2,and a model with disordered bond length. For all models, the ground state phonon dispersion relation is calculated.

Statistical analysis and simulation techniques in wall-bounded turbulence

The present work is devoted to the assessment of the energy fluxes physics in the space of scales and physical space of wall-turbulent flows. The generalized Kolmogorov equation will be applied to DNS data of a turbulent channel flow in order to describe the energy fluxes paths from production to dissipation in the augmented space of wall-turbulent flows. This multidimensional description will be shown to be crucial to understand the formation and sustainment of the turbulent fluctuations fed by the energy fluxes coming from the near-wall production region. An unexpected behavior of the energy fluxes comes out from this analysis consisting of spiral-like paths in the combined physical/scale space where the controversial reverse energy cascade plays a central role. The observed behavior conflicts with the classical notion of the Richardson/Kolmogorov energy cascade and may have strong repercussions on both theoretical and modeling approaches to wall-turbulence. To this aim a new relation stating the leading physical processes governing the energy transfer in wall-turbulence is suggested and shown able to capture most of the rich dynamics of the shear dominated region of the flow. Two dynamical processes are identified as driving mechanisms for the fluxes, one in the near wall region and a second one further away from the wall. The former, stronger one is related to the dynamics involved in the near-wall turbulence regeneration cycle. The second suggests an outer self-sustaining mechanism which is asymptotically expected to take place in the log-layer and could explain the debated mixed inner/outer scaling of the near-wall statistics. The same approach is applied for the first time to a filtered velocity field. A generalized Kolmogorov equation specialized for filtered velocity field is derived and discussed. The results will show what effects the subgrid scales have on the resolved motion in both physical and scale space, singling out the prominent role of the filter length compared to the cross-over scale between production dominated scales and inertial range, lc, and the reverse energy cascade region lb. The systematic characterization of the resolved and subgrid physics as function of the filter scale and of the wall-distance will be shown instrumental for a correct use of LES models in the simulation of wall turbulent flows. Taking inspiration from the new relation for the energy transfer in wall turbulence, a new class of LES models will be also proposed. Finally, the generalized Kolmogorov equation specialized for filtered velocity fields will be shown to be an helpful statistical tool for the assessment of LES models and for the development of new ones. As example, some classical purely dissipative eddy viscosity models are analyzed via an a priori procedure.

Computer simulation methods to study interfacial tensions : from the Ising model to colloidal crystals

In condensed matter systems, the interfacial tension plays a central role for a multitude of phenomena. It is the driving force for nucleation processes, determines the shape and structure of crystalline structures and is important for industrial applications. Despite its importance, the interfacial tension is hard to determine in experiments and also in computer simulations. While for liquid-vapor interfacial tensions there exist sophisticated simulation methods to compute the interfacial tension, current methods for solid-liquid interfaces produce unsatisfactory results.rnrnAs a first approach to this topic, the influence of the interfacial tension on nuclei is studied within the three-dimensional Ising model. This model is well suited because despite its simplicity, one can learn much about nucleation of crystalline nuclei. Below the so-called roughening temperature, nuclei in the Ising model are not spherical anymore but become cubic because of the anisotropy of the interfacial tension. This is similar to crystalline nuclei, which are in general not spherical but more like a convex polyhedron with flat facets on the surface. In this context, the problem of distinguishing between the two bulk phases in the vicinity of the diffuse droplet surface is addressed. A new definition is found which correctly determines the volume of a droplet in a given configuration if compared to the volume predicted by simple macroscopic assumptions.rnrnTo compute the interfacial tension of solid-liquid interfaces, a new Monte Carlo method called ensemble switch method'' is presented which allows to compute the interfacial tension of liquid-vapor interfaces as well as solid-liquid interfaces with great accuracy. In the past, the dependence of the interfacial tension on the finite size and shape of the simulation box has often been neglected although there is a nontrivial dependence on the box dimensions. As a consequence, one needs to systematically increase the box size and extrapolate to infinite volume in order to accurately predict the interfacial tension. Therefore, a thorough finite-size scaling analysis is established in this thesis. Logarithmic corrections to the finite-size scaling are motivated and identified, which are of leading order and therefore must not be neglected. The astounding feature of these logarithmic corrections is that they do not depend at all on the model under consideration. Using the ensemble switch method, the validity of a finite-size scaling ansatz containing the aforementioned logarithmic corrections is carefully tested and confirmed. Combining the finite-size scaling theory with the ensemble switch method, the interfacial tension of several model systems, ranging from the Ising model to colloidal systems, is computed with great accuracy.

Molecular Dynamics Simulation of a PNA·DNA·PNA Triple Helix in Aqueous Solution

Molecular dynamics simulations have been used to explore the conformational flexibility of a PNA·DNA·PNA triple helix in aqueous solution. Three 1.05 ns trajectories starting from different but reasonable conformations have been generated and analyzed in detail. All three trajectories converge within about 300 ps to produce stable and very similar conformational ensembles, which resemble the crystal structure conformation in many details. However, in contrast to the crystal structure, there is a tendency for the direct hydrogen-bonds observed between the amide hydrogens of the Hoogsteen-binding PNA strand and the phosphate oxygens of the DNA strand to be replaced by water-mediated hydrogen bonds, which also involve pyrimidine O2 atoms. This structural transition does not appear to weaken the triplex structure but alters groove widths and so may relate to the potential for recognition of such structures by other ligands (small molecules or proteins). Energetic analysis leads us to conclude that the reason that the hybrid PNA/DNA triplex has quite different helical characteristics from the all-DNA triplex is not because the additional flexibility imparted by the replacement of sugar−phosphate by PNA backbones allows motions to improve base-stacking but rather that base-stacking interactions are very similar in both types of triplex and the driving force comes from weak but definate conformational preferences of the PNA strands.

Forest dynamics during the transition from the Oldest Dryas to the Bølling–Allerød at Gerzensee—a simulation study

The aim of this study was to explore potential causes and mechanisms for the sequence and temporal pattern of tree taxa, specifically for the shift from shrub-tundra to birch–juniper woodland during and after the transition from the Oldest Dryas to the Bølling–Allerød in the region surrounding the lake Gerzensee in southern Central Europe. We tested the influence of climate, forest dynamics, community dynamics compared to other causes for delays. For this aim temperature reconstructed from a δ18O-record was used as input driving the multi-species forest-landscape model TreeMig. In a stepwise scenario analysis, population dynamics along with pollen production and transport were simulated and compared with pollen-influx data, according to scenarios of different δ18O/temperature sensitivities, different precipitation levels, with/without inter-specific competition, and with/without prescribed arrival of species. In the best-fitting scenarios, the effects on competitive relationships, pollen production, spatial forest structure, albedo, and surface roughness were examined in more detail. The appearance of most taxa in the data could only be explained by the coldest temperature scenario with a sensitivity of 0.3‰/°C, corresponding to an anomaly of − 15 °C. Once the taxa were present, their temporal pattern was shaped by competition. The later arrival of Pinus could not be explained even by the coldest temperatures, and its timing had to be prescribed by first observations in the pollen record. After the arrival into the simulation area, the expansion of Pinus was further influenced by competitors and minor climate oscillations. The rapid change in the simulated species composition went along with a drastic change in forest structure, leaf area, albedo, and surface roughness. Pollen increased only shortly after biomass. Based on our simulations, two alternative potential scenarios for the pollen pattern can be given: either very cold climate suppressed most species in the Oldest Dryas, or they were delayed by soil formation or migration. One taxon, Pinus, was delayed by migration and then additionally hindered by competition. Community dynamics affected the pattern in two ways: potentially by facilitation, i.e. by nitrogen-fixing pioneer species at the onset, whereas the later pattern was clearly shaped by competition. The simulated structural changes illustrate how vegetation on a larger scale could feed back to the climate system. For a better understanding, a more integrated simulation approach covering also the immigration from refugia would be necessary, for this combines climate-driven population dynamics, migration, individual pollen production and transport, soil dynamics, and physiology of individual pollen production.

Driving ability, mental illness and psychotropic medication in the elderly

Fitness to drive in elderly drivers is most commonly discussed with a focus on cognitive impairment. Therefore, this article is focussing on mental illness and the use of psychotropic drugs in elderly drivers, which can both interfere with fitness to drive. Based on a detailed literature review and on clinical judgement, we propose signposts and "red flags" to judge the individual risks. Health professionals dealing with elderly patients should in particular be aware of the dangers related to cumulative risks and need to inform the patients appropriately. For medico-legal reasons the information provided to patients must be written down in the medical record. Individual counselling is important as fitness to drive is a complex topic.

Model simulation output data (CCSM3) related to uplift of African topography and the intensification of upwelling in the Benguela region

The Benguela Current, located off the west coast of southern Africa, is tied to a highly productive upwelling system**1. Over the past 12 million years, the current has cooled, and upwelling has intensified**2, 3, 4. These changes have been variously linked to atmospheric and oceanic changes associated with the glaciation of Antarctica and global cooling**5, the closure of the Central American Seaway**1, 6 or the further restriction of the Indonesian Seaway**3. The upwelling intensification also occurred during a period of substantial uplift of the African continent**7, 8. Here we use a coupled ocean-atmosphere general circulation model to test the effect of African uplift on Benguela upwelling. In our simulations, uplift in the East African Rift system and in southern and southwestern Africa induces an intensification of coastal low-level winds, which leads to increased oceanic upwelling of cool subsurface waters. We compare the effect of African uplift with the simulated impact of the Central American Seaway closure9, Indonesian Throughflow restriction10 and Antarctic glaciation**11, and find that African uplift has at least an equally strong influence as each of the three other factors. We therefore conclude that African uplift was an important factor in driving the cooling and strengthening of the Benguela Current and coastal upwelling during the late Miocene and Pliocene epochs.

Time-multiscale methods for the simulation of slow transport problems in atomistic systems

En esta tesis presentamos una teoría adaptada a la simulación de fenómenos lentos de transporte en sistemas atomísticos. En primer lugar, desarrollamos el marco teórico para modelizar colectividades estadísticas de equilibrio. A continuación, lo adaptamos para construir modelos de colectividades estadísticas fuera de equilibrio. Esta teoría reposa sobre los principios de la mecánica estadística, en particular el principio de máxima entropía de Jaynes, utilizado tanto para sistemas en equilibrio como fuera de equilibrio, y la teoría de las aproximaciones del campo medio. Expresamos matemáticamente el problema como un principio variacional en el que maximizamos una entropía libre, en lugar de una energía libre. La formulación propuesta permite definir equivalentes atomísticos de variables macroscópicas como la temperatura y la fracción molar. De esta forma podemos considerar campos macroscópicos no uniformes. Completamos el marco teórico con reglas de cuadratura de Monte Carlo, gracias a las cuales obtenemos modelos computables. A continuación, desarrollamos el conjunto completo de ecuaciones que gobiernan procesos de transporte. Deducimos la desigualdad de disipación entrópica a partir de fuerzas y flujos termodinámicos discretos. Esta desigualdad nos permite identificar la estructura que deben cumplir los potenciales cinéticos discretos. Dichos potenciales acoplan las tasas de variación en el tiempo de las variables microscópicas con las fuerzas correspondientes. Estos potenciales cinéticos deben ser completados con una relación fenomenológica, del tipo definido por la teoría de Onsanger. Por último, aportamos validaciones numéricas. Con ellas ilustramos la capacidad de la teoría presentada para simular propiedades de equilibrio y segregación superficial en aleaciones metálicas. Primero, simulamos propiedades termodinámicas de equilibrio en el sistema atomístico. A continuación evaluamos la habilidad del modelo para reproducir procesos de transporte en sistemas complejos que duran tiempos largos con respecto a los tiempos característicos a escala atómica. ABSTRACT In this work, we formulate a theory to address simulations of slow time transport effects in atomic systems. We first develop this theoretical framework in the context of equilibrium of atomic ensembles, based on statistical mechanics. We then adapt it to model ensembles away from equilibrium. The theory stands on Jaynes' maximum entropy principle, valid for the treatment of both, systems in equilibrium and away from equilibrium and on meanfield approximation theory. It is expressed in the entropy formulation as a variational principle. We interpret atomistic equivalents of macroscopic variables such as the temperature and the molar fractions, wich are not required to be uniform, but can vary from particle to particle. We complement this theory with Monte Carlo summation rules for further approximation. In addition, we provide a framework for studying transport processes with the full set of equations driving the evolution of the system. We first derive a dissipation inequality for the entropic production involving discrete thermodynamic forces and fluxes. This discrete dissipation inequality identifies the adequate structure for discrete kinetic potentials which couple the microscopic field rates to the corresponding driving forces. Those kinetic potentials must finally be expressed as a phenomenological rule of the Onsanger Type. We present several validation cases, illustrating equilibrium properties and surface segregation of metallic alloys. We first assess the ability of a simple meanfield model to reproduce thermodynamic equilibrium properties in systems with atomic resolution. Then, we evaluate the ability of the model to reproduce a long-term transport process in complex systems.

Understanding how to reduce road transport emissions : modelling the impact of eco-driving

Entre los problemas medioambientales más trascendentales para la sociedad, se encuentra el del cambio climático así como el de la calidad del aire en nuestras áreas metropolitanas. El transporte por carretera es uno de los principales causantes, y como tal, las administraciones públicas se enfrentan a estos problemas desde varios ángulos: Cambios a modos de transporte más limpios, nuevas tecnologías y combustibles en los vehículos, gestión de la demanda y el uso de tecnologías de la información y la comunicación (ICT) aplicadas al transporte. En esta tesis doctoral se plantea como primer objetivo el profundizar en la comprensión de cómo ciertas medidas ICT afectan al tráfico, las emisiones y la propia dinámica de los vehículos. El estudio se basa en una campaña de recogida de datos con vehículos flotantes para evaluar los impactos de cuatro medidas concretas: Control de velocidad por tramo, límites variables de velocidad, limitador de velocidad (control de crucero) y conducción eficiente (eco‐driving). Como segundo objetivo, el estudio se centra en la conducción eficiente, ya que es una de las medidas que más ahorros de combustible presenta a nivel individual. Aunque estas reducciones están suficientemente documentadas en la literatura, muy pocos estudios se centran en estudiar el efecto que los conductores eficientes pueden tener en el flujo de tráfico, y cuál sería el impacto si se fuera aumentando el porcentaje de este tipo de conductores. A través de una herramienta de microsimulación de tráfico, se han construido cuatro modelos de vías urbanas que se corresponden con una autopista urbana, una arteria, un colector y una vía local. Gracias a los datos recogidos en la campaña de vehículos flotantes, se ha calibrado el modelo, tanto el escenario base como el ajuste de parámetros de conducción para simular la conducción eficiente. En total se han simulado 72 escenarios, variando el tipo de vía, la demanda de tráfico y el porcentaje de conductores eficientes. A continuación se han calculado las emisiones de CO2 and NOx mediante un modelo de emisiones a nivel microscópico. Los resultados muestran que en escenarios con alto porcentaje de conductores eficientes y altas demandas de tráfico las emisiones aumentan. Esto se debe a que las mayores distancias de seguridad y las aceleraciones y frenadas suaves hacen que aumente la congestión, produciendo así mayores emisiones a nivel global. Climate change and the reduced air quality in our metropolitan areas are two of the main environmental problems that the society is addressing currently. Being road transportation one of the main contributors, public administrations are facing these problems from different points of view: shift to cleaner modes, new fuels and vehicle technologies, demand management and the use of information and communication technologies (ICT) applied to transportation. The first objective of this thesis is to understand how certain ICT measures affect traffic, emissions and vehicle dynamics. The study is based on a data collection campaign with floating vehicles to evaluate the impact of four specific measures: section speed control, variable speed limits, cruise control and eco‐driving. The second objective of the study focuses on eco‐driving, as it is one of the measures that present the largest fuel savings at an individual level. Although these savings are well documented in the literature, few studies focus on how ecodrivers affect the surrounding vehicles and the traffic, and what would be the impact in case of different eco‐drivers percentage. Using a traffic micro‐simulation tool, four models in urban context have been built, corresponding to urban motorway, urban arterial, urban collector and a local street. Both the base‐case and the parameters setting to simulate eco‐driving have been calibrated with the data collected through floating vehicles. In total 72 scenarios were simulated, varying the type of road, traffic demand and the percentage of eco‐drivers. Then, the CO2 and NOx emissions have been estimated through the use of an emission model at microscopic level. The results show that in scenarios with high percentage of co‐drivers and high traffic demand the emissions rise. Higher headways and smooth acceleration and decelerations increase congestion, producing higher emissions globally.

Forest-based supply chain modelling using the SimPy simulation framework

Proper management of supply chains is fundamental in the overall system performance of forestbased activities. Usually, efficient management techniques rely on a decision support software, which needs to be able to generate fast and effective outputs from the set of possibilities. In order to do this, it is necessary to provide accurate models representative of the dynamic interactions of systems. Due to forest-based supply chains’ nature, event-based models are more suited to describe their behaviours. This work proposes the modelling and simulation of a forestbased supply chain, in particular the biomass supply chain, through the SimPy framework. This Python based tool allows the modelling of discrete-event systems using operations such as events, processes and resources. The developed model was used to access the impact of changes in the daily working plan in three situations. First, as a control case, the deterministic behaviour was simulated. As a second approach, a machine delay was introduced and its implications in the plan accomplishment were analysed. Finally, to better address real operating conditions, stochastic behaviours of processing and driving times were simulated. The obtained results validate the SimPy simulation environment as a framework for modelling supply chains in general and for the biomass problem in particular.