A continuously differentiable upwinding scheme for the simulation of fluid flow problems

This paper deals with the numerical solution of complex fluid dynamics problems using a new bounded high resolution upwind scheme (called SDPUS-C1 henceforth), for convection term discretization. The scheme is based on TVD and CBC stability criteria and is implemented in the context of the finite volume/difference methodologies, either into the CLAWPACK software package for compressible flows or in the Freeflow simulation system for incompressible viscous flows. The performance of the proposed upwind non-oscillatory scheme is demonstrated by solving two-dimensional compressible flow problems, such as shock wave propagation and two-dimensional/axisymmetric incompressible moving free surface flows. The numerical results demonstrate that this new cell-interface reconstruction technique works very well in several practical applications. (C) 2012 Elsevier Inc. All rights reserved.

Bayesian Analysis of Linear Inverse Problems with Applications in Economics and Finance

In my PhD thesis I propose a Bayesian nonparametric estimation method for structural econometric models where the functional parameter of interest describes the economic agent's behavior. The structural parameter is characterized as the solution of a functional equation, or by using more technical words, as the solution of an inverse problem that can be either ill-posed or well-posed. From a Bayesian point of view, the parameter of interest is a random function and the solution to the inference problem is the posterior distribution of this parameter. A regular version of the posterior distribution in functional spaces is characterized. However, the infinite dimension of the considered spaces causes a problem of non continuity of the solution and then a problem of inconsistency, from a frequentist point of view, of the posterior distribution (i.e. problem of ill-posedness). The contribution of this essay is to propose new methods to deal with this problem of ill-posedness. The first one consists in adopting a Tikhonov regularization scheme in the construction of the posterior distribution so that I end up with a new object that I call regularized posterior distribution and that I guess it is solution of the inverse problem. The second approach consists in specifying a prior distribution on the parameter of interest of the g-prior type. Then, I detect a class of models for which the prior distribution is able to correct for the ill-posedness also in infinite dimensional problems. I study asymptotic properties of these proposed solutions and I prove that, under some regularity condition satisfied by the true value of the parameter of interest, they are consistent in a "frequentist" sense. Once I have set the general theory, I apply my bayesian nonparametric methodology to different estimation problems. First, I apply this estimator to deconvolution and to hazard rate, density and regression estimation. Then, I consider the estimation of an Instrumental Regression that is useful in micro-econometrics when we have to deal with problems of endogeneity. Finally, I develop an application in finance: I get the bayesian estimator for the equilibrium asset pricing functional by using the Euler equation defined in the Lucas'(1978) tree-type models.

Spectral and variational characterizations of solutions to semilinear eigenvalue problems

Die vorliegende Arbeit befaßt sich mit einer Klasse von nichtlinearen Eigenwertproblemen mit Variationsstrukturin einem reellen Hilbertraum. Die betrachteteEigenwertgleichung ergibt sich demnach als Euler-Lagrange-Gleichung eines stetig differenzierbarenFunktionals, zusätzlich sei der nichtlineare Anteil desProblems als ungerade und definit vorausgesetzt.Die wichtigsten Ergebnisse in diesem abstrakten Rahmen sindKriterien für die Existenz spektral charakterisierterLösungen, d.h. von Lösungen, deren Eigenwert gerade miteinem vorgegeben variationellen Eigenwert eines zugehörigen linearen Problems übereinstimmt. Die Herleitung dieserKriterien basiert auf einer Untersuchung kontinuierlicher Familien selbstadjungierterEigenwertprobleme und erfordert Verallgemeinerungenspektraltheoretischer Konzepte.Neben reinen Existenzsätzen werden auch Beziehungen zwischenspektralen Charakterisierungen und denLjusternik-Schnirelman-Niveaus des Funktionals erörtert.Wir betrachten Anwendungen auf semilineareDifferentialgleichungen (sowieIntegro-Differentialgleichungen) zweiter Ordnung. Diesliefert neue Informationen über die zugehörigenLösungsmengen im Hinblick auf Knoteneigenschaften. Diehergeleiteten Methoden eignen sich besonders für eindimensionale und radialsymmetrische Probleme, während einTeil der Resultate auch ohne Symmetrieforderungen gültigist.

Investigations on maar-diatreme volcanoes by inversion of magnetic and gravity data from the Eifel area, Germany

A study of maar-diatreme volcanoes has been perfomed by inversion of gravity and magnetic data. The geophysical inverse problem has been solved by means of the damped nonlinear least-squares method. To ensure stability and convergence of the solution of the inverse problem, a mathematical tool, consisting in data weighting and model scaling, has been worked out. Theoretical gravity and magnetic modeling of maar-diatreme volcanoes has been conducted in order to get information, which is used for a simple rough qualitative and/or quantitative interpretation. The information also serves as a priori information to design models for the inversion and/or to assist the interpretation of inversion results. The results of theoretical modeling have been used to roughly estimate the heights and the dip angles of the walls of eight Eifel maar-diatremes — each taken as a whole. Inversemodeling has been conducted for the Schönfeld Maar (magnetics) and the Hausten-Morswiesen Maar (gravity and magnetics). The geometrical parameters of these maars, as well as the density and magnetic properties of the rocks filling them, have been estimated. For a reliable interpretation of the inversion results, beside the knowledge from theoretical modeling, it was resorted to other tools such like field transformations and spectral analysis for complementary information. Geologic models, based on thesynthesis of the respective interpretation results, are presented for the two maars mentioned above. The results gave more insight into the genesis, physics and posteruptive development of the maar-diatreme volcanoes. A classification of the maar-diatreme volcanoes into three main types has been elaborated. Relatively high magnetic anomalies are indicative of scoria cones embeded within maar-diatremes if they are not caused by a strong remanent component of the magnetization. Smaller (weaker) secondary gravity and magnetic anomalies on the background of the main anomaly of a maar-diatreme — especially in the boundary areas — are indicative for subsidence processes, which probably occurred in the late sedimentation phase of the posteruptive development. Contrary to postulates referring to kimberlite pipes, there exists no generalized systematics between diameter and height nor between geophysical anomaly and the dimensions of the maar-diatreme volcanoes. Although both maar-diatreme volcanoes and kimberlite pipes are products of phreatomagmatism, they probably formed in different thermodynamic and hydrogeological environments. In the case of kimberlite pipes, large amounts of magma and groundwater, certainly supplied by deep and large reservoirs, interacted under high pressure and temperature conditions. This led to a long period phreatomagmatic process and hence to the formation of large structures. Concerning the maar-diatreme and tuff-ring-diatreme volcanoes, the phreatomagmatic process takes place due to an interaction between magma from small and shallow magma chambers (probably segregated magmas) and small amounts of near-surface groundwater under low pressure and temperature conditions. This leads to shorter time eruptions and consequently to structures of smaller size in comparison with kimberlite pipes. Nevertheless, the results show that the diameter to height ratio for 50% of the studied maar-diatremes is around 1, whereby the dip angle of the diatreme walls is similar to that of the kimberlite pipes and lies between 70 and 85°. Note that these numerical characteristics, especially the dip angle, hold for the maars the diatremes of which — estimated by modeling — have the shape of a truncated cone. This indicates that the diatreme can not be completely resolved by inversion.

Detection of small buried objects: asymptotic factorization and MUSIC

In this work, we consider a simple model problem for the electromagnetic exploration of small perfectly conducting objects buried within the lower halfspace of an unbounded two–layered background medium. In possible applications, such as, e.g., humanitarian demining, the two layers would correspond to air and soil. Moving a set of electric devices parallel to the surface of ground to generate a time–harmonic field, the induced field is measured within the same devices. The goal is to retrieve information about buried scatterers from these data. In mathematical terms, we are concerned with the analysis and numerical solution of the inverse scattering problem to reconstruct the number and the positions of a collection of finitely many small perfectly conducting scatterers buried within the lower halfspace of an unbounded two–layered background medium from near field measurements of time–harmonic electromagnetic waves. For this purpose, we first study the corresponding direct scattering problem in detail and derive an asymptotic expansion of the scattered field as the size of the scatterers tends to zero. Then, we use this expansion to justify a noniterative MUSIC–type reconstruction method for the solution of the inverse scattering problem. We propose a numerical implementation of this reconstruction method and provide a series of numerical experiments.

Statistical problems related to excitation threshold and reset value of membrane potentials

Die vorliegende Arbeit ist motiviert durch biologische Fragestellungen bezüglich des Verhaltens von Membranpotentialen in Neuronen. Ein vielfach betrachtetes Modell für spikende Neuronen ist das Folgende. Zwischen den Spikes verhält sich das Membranpotential wie ein Diffusionsprozess X der durch die SDGL dX_t= beta(X_t) dt+ sigma(X_t) dB_t gegeben ist, wobei (B_t) eine Standard-Brown'sche Bewegung bezeichnet. Spikes erklärt man wie folgt. Sobald das Potential X eine gewisse Exzitationsschwelle S überschreitet entsteht ein Spike. Danach wird das Potential wieder auf einen bestimmten Wert x_0 zurückgesetzt. In Anwendungen ist es manchmal möglich, einen Diffusionsprozess X zwischen den Spikes zu beobachten und die Koeffizienten der SDGL beta() und sigma() zu schätzen. Dennoch ist es nötig, die Schwellen x_0 und S zu bestimmen um das Modell festzulegen. Eine Möglichkeit, dieses Problem anzugehen, ist x_0 und S als Parameter eines statistischen Modells aufzufassen und diese zu schätzen. In der vorliegenden Arbeit werden vier verschiedene Fälle diskutiert, in denen wir jeweils annehmen, dass das Membranpotential X zwischen den Spikes eine Brown'sche Bewegung mit Drift, eine geometrische Brown'sche Bewegung, ein Ornstein-Uhlenbeck Prozess oder ein Cox-Ingersoll-Ross Prozess ist. Darüber hinaus beobachten wir die Zeiten zwischen aufeinander folgenden Spikes, die wir als iid Treffzeiten der Schwelle S von X gestartet in x_0 auffassen. Die ersten beiden Fälle ähneln sich sehr und man kann jeweils den Maximum-Likelihood-Schätzer explizit angeben. Darüber hinaus wird, unter Verwendung der LAN-Theorie, die Optimalität dieser Schätzer gezeigt. In den Fällen OU- und CIR-Prozess wählen wir eine Minimum-Distanz-Methode, die auf dem Vergleich von empirischer und wahrer Laplace-Transformation bezüglich einer Hilbertraumnorm beruht. Wir werden beweisen, dass alle Schätzer stark konsistent und asymptotisch normalverteilt sind. Im letzten Kapitel werden wir die Effizienz der Minimum-Distanz-Schätzer anhand simulierter Daten überprüfen. Ferner, werden Anwendungen auf reale Datensätze und deren Resultate ausführlich diskutiert.

A Closed-Form Solution for the Optimal Time Evolution of an Exponentially Decaying Signal with Thermal Noise

The signal-to-noise ratio of a monoexponentially decaying signal exhibits a maximum at an evolution time of approximately 1.26 T-2. It has previously been thought that there is no closed-form solution to express this maximum. We report in this note that this maximum can be represented in a specific, analytical closed form in terms of the negative real branch of an inverse function known as the Lambert W function. The Lambert function is finding increasing use in the solution of problems in a variety of areas in the physical sciences. (C) 2014 Wiley Periodicals, Inc.

Numerical solutions of elliptic inverse problems via the equation error method

To estimate a parameter in an elliptic boundary value problem, the method of equation error chooses the value that minimizes the error in the PDE and boundary condition (the solution of the BVP having been replaced by a measurement). The estimated parameter converges to the exact value as the measured data converge to the exact value, provided Tikhonov regularization is used to control the instability inherent in the problem. The error in the estimated solution can be bounded in an appropriate quotient norm; estimates can be derived for both the underlying (infinite-dimensional) problem and a finite-element discretization that can be implemented in a practical algorithm. Numerical experiments demonstrate the efficacy and limitations of the method.

A General Solution Framework for Component-Commonality Problems

Component commonality - the use of the same version of a component across multiple products - is being increasingly considered as a promising way to offer high external variety while retaining low internal variety in operations. However, increasing commonality has both positive and negative cost effects, so that optimization approaches are required to identify an optimal commonality level. As components influence to a greater or lesser extent nearly every process step along the supply chain, it is not surprising that a multitude of diverging commonality problems is being investigated in literature, each of which are developing a specific algorithm designed for the respective commonality problem being considered. The paper on hand aims at a general framework which is flexible and efficient enough to be applied to a wide range of commonality problems. Such a procedure based on a two-stage graph approach is presented and tested. Finally, flexibility of the procedure is shown by customizing the framework to account for different types of commonality problems.

Effectiveness of an Online Social Constructivist Mathematical Problem Solving Course for Malaysian Pre-Service Teachers

This study assessed the effectiveness of an online mathematical problem solving course designed using a social constructivist approach for pre-service teachers. Thirty-seven pre-service teachers at the Batu Lintang Teacher Institute, Sarawak, Malaysia were randomly selected to participate in the study. The participants were required to complete the course online without the typical face-to-face classes and they were also required to solve authentic mathematical problems in small groups of 4-5 participants based on the Polya’s Problem Solving Model via asynchronous online discussions. Quantitative and qualitative methods such as questionnaires and interviews were used to evaluate the effects of the online learning course. Findings showed that a majority of the participants were satisfied with their learning experiences in the course. There were no significant changes in the participants’ attitudes toward mathematics, while the participants’ skills in problem solving for “understand the problem” and “devise a plan” steps based on the Polya’s Model were significantly enhanced, though no improvement was apparent for “carry out the plan” and “review”. The results also showed that there were significant improvements in the participants’ critical thinking skills. Furthermore, participants with higher initial computer skills were also found to show higher performance in mathematical problem solving as compared to those with lower computer skills. However, there were no significant differences in the participants’ achievements in the course based on gender. Generally, the online social constructivist mathematical problem solving course is beneficial to the participants and ought to be given the attention it deserves as an alternative to traditional classes. Nonetheless, careful considerations need to be made in the designing and implementing of online courses to minimize problems that participants might encounter while participating in such courses.

MATHEMATICAL STUDIES ON THE EVOLUTIONARY CHANGE OF DNA SEQUENCES

With the aim of understanding the mechanism of molecular evolution, mathematical problems on the evolutionary change of DNA sequences are studied. The problems studied and the results obtained are as follows: (1) Estimation of evolutionary distance between nucleotide sequences. Studying the pattern of nucleotide substitution for the case of unequal substitution rates, a new mathematical formula for estimating the average number of nucleotide substitutions per site between two homologous DNA sequences is developed. It is shown that this formula has a wider applicability than currently available formulae. A statistical method for estimating the number of nucleotide changes due to deletion and insertion is also developed. (2) Biases of the estimates of nucleotide substitutions obtained by the restriction enzyme method. The deviation of the estimate of nucleotide substitutions obtained by the restriction enzyme method from the true value is investigated theoretically. It is shown that the amount of the deviation depends on the nucleotides in the recognition sequence of the restriction enzyme used, unequal rates of substitution among different nucleotides, and nucleotide frequences, but the primary factor is the unequal rates of nucleotide substitution. When many different kinds of enzymes are used, however, the amount of average deviation is generally small. (3) Distribution of restriction fragment lengths. To see the effect of undetectable restriction fragments and fragment differences on the estimate of nucleotide differences, the theoretical distribution of fragment lengths is studied. This distribution depends on the type of restriction enzymes used as well as on the relative frequencies of four nucleotides. It is shown that undetectability of small fragments or fragment differences gives a serious underestimate of nucleotide substitutions when the length-difference method of estimation is used, but the extent of underestimation is small when the site-difference method is used. (4) Evolutionary relationships of DNA sequences in finite populations. A mathematical theory on the expected evolutionary relationships among DNA sequences (nucleons) randomly chosen from the same or different populations is developed under the assumption that the evolutionary change of nucleons is determined solely by mutation and random genetic drift. . . . (Author's abstract exceeds stipulated maximum length. Discontinued here with permission of author). UMI ^

Large aperture antenna arrays with subband delay compensation for reception of wideband satellite signals

Con esta disertación se pretenden resolver algunos de los problemas encontrados actualmente en la recepción de señales de satélites bajo dos escenarios particularmente exigentes: comunicaciones de Espacio Profundo y en banda Ka. Las comunicaciones con sondas de Espacio Profundo necesitan grandes aperturas en tierra para poder incrementar la velocidad de datos. La opción de usar antennas con diámetro mayor de 35 metros tiene serios problemas, pues antenas tan grandes son caras de mantener, difíciles de apuntar, pueden tener largos tiempo de reparación y además tienen una efeciencia decreciente a medida que se utilizan bandas más altas. Soluciones basadas en agrupaciones de antenas de menor tamaño (12 ó 35 metros) son mas ecónomicas y factibles técnicamente. Las comunicaciones en banda Ka tambien pueden beneficiarse de la combinación de múltiples antennas. Las antenas de menor tamaño son más fáciles de apuntar y además tienen un campo de visión mayor. Además, las técnicas de diversidad espacial pueden ser reemplazadas por una combinación de antenas para así incrementar el margen del enlace. La combinación de antenas muy alejadas sobre grandes anchos de banda, bien por recibir una señal de banda ancha o múltiples de banda estrecha, es complicada técnicamente. En esta disertación se demostrará que el uso de conformador de haz en el dominio de la frecuencia puede ayudar a relajar los requisitos de calibración y, al mismo tiempo, proporcionar un mayor campo de visión y mayores capacidades de ecualización. Para llevar esto a cabo, el trabajo ha girado en torno a tres aspectos fundamentales. El primero es la investigación bibliográfica del trabajo existente en este campo. El segundo es el modelado matemático del proceso de combinación y el desarrollo de nuevos algoritmos de estimación de fase y retardo. Y el tercero es la propuesta de nuevas aplicaciones en las que usar estas técnicas. La investigación bibliográfica se centra principalmente en los capítulos 1, 2, 4 y 5. El capítulo 1 da una breve introducción a la teoría de combinación de antenas de gran apertura. En este capítulo, los principales campos de aplicación son descritos y además se establece la necesidad de compensar retardos en subbandas. La teoría de bancos de filtros se expone en el capítulo 2; se selecciona y simula un banco de filtros modulado uniformemente con fase lineal. Las propiedades de convergencia de varios filtros adaptativos se muestran en el capítulo 4. Y finalmente, las técnicas de estimación de retardo son estudiadas y resumidas en el capítulo 5. Desde el punto de vista matemático, las principales contribución de esta disertación han sido: • Sección 3.1.4. Cálculo de la desviación de haz de un conformador de haz con compensación de retardo en pasos discretos en frecuencia intermedia. • Sección 3.2. Modelo matemático de un conformador de haz en subbandas. • Sección 3.2.2. Cálculo de la desviación de haz de un conformador de haz en subbandas con un buffer de retardo grueso. • Sección 3.2.4. Análisis de la influencia de los alias internos en la compensación en subbandas de retardo y fase. • Sección 3.2.4.2. Cálculo de la desviación de haz de un conformador de haz con compensación de retardo en subbandas. • Sección 3.2.6. Cálculo de la ganancia de relación señal a ruido de la agrupación de antenas en cada una de las subbandas. • Sección 3.3.2. Modelado de la función de transferencia de la agrupación de antenas bajo errores de estimación de retardo. • Sección 3.3.3. Modelado de los efectos de derivas de fase y retardo entre actualizaciones de las estimaciones. • Sección 3.4. Cálculo de la directividad de la agrupación de antenas con y sin compensación de retardos en subbandas. • Sección 5.2.6. Desarrollo de un algorimo para estimar la fase y el retardo entre dos señales a partir de su descomposición de subbandas bajo entornos estacionarios. • Sección 5.5.1. Desarrollo de un algorimo para estimar la fase, el retardo y la deriva de retardo entre dos señales a partir de su descomposición de subbandas bajo entornos no estacionarios. Las aplicaciones que se pueden beneficiar de estas técnicas son descritas en el capítulo 7: • Sección 6.2. Agrupaciones de antenas para comunicaciones de Espacio Profundo con capacidad multihaz y sin requisitos de calibración geométrica o de retardo de grupo. • Sección 6.2.6. Combinación en banda ancha de antenas con separaciones de miles de kilómetros, para recepción de sondas de espacio profundo. • Secciones 6.4 and 6.3. Combinación de estaciones remotas en banda Ka en escenarios de diversidad espacial, para recepción de satélites LEO o GEO. • Sección 6.3. Recepción de satélites GEO colocados con arrays de antenas multihaz. Las publicaciones a las que ha dado lugar esta tesis son las siguientes • A. Torre. Wideband antenna arraying over long distances. Interplanetary Progress Report, 42-194:1–18, 2013. En esta pulicación se resumen los resultados de las secciones 3.2, 3.2.2, 3.3.2, los algoritmos en las secciones 5.2.6, 5.5.1 y la aplicación destacada en 6.2.6. • A. Torre. Reception of wideband signals from geostationary collocated satellites with antenna arrays. IET Communications, Vol. 8, Issue 13:2229–2237, September, 2014. En esta segunda se muestran los resultados de la sección 3.2.4, el algoritmo en la sección 5.2.6.1 , y la aplicación mostrada en 6.3. ABSTRACT This dissertation is an attempt to solve some of the problems found nowadays in the reception of satellite signals under two particular challenging scenarios: Deep Space and Ka-band communications. Deep Space communications require from larger apertures on ground in order to increase the data rate. The option of using single dishes with diameters larger than 35 meters has severe drawbacks. Such antennas are expensive to maintain, prone to long downtimes, difficult to point and have a degraded performance in high frequency bands. The array solution, either with 12 meter or 35 meter antennas is deemed to be the most economically and technically feasible solution. Ka-band communications can also benefit from antenna arraying technology. The smaller aperture antennas that make up the array are easier to point and have a wider field of view allowing multiple simultaneous beams. Besides, site diversity techniques can be replaced by pure combination in order to increase link margin. Combination of far away antennas over a large bandwidth, either because a wideband signal or multiple narrowband signals are received, is a demanding task. This dissertation will show that the use of frequency domain beamformers with subband delay compensation can help to ease calibration requirements and, at the same time, provide with a wider field of view and enhanced equalization capabilities. In order to do so, the work has been focused on three main aspects. The first one is the bibliographic research of previous work on this subject. The second one is the mathematical modeling of the array combination process and the development of new phase/delay estimation algorithms. And the third one is the proposal of new applications in which these techniques can be used. Bibliographic research is mainly done in chapters 1, 2, 4 and 5. Chapter 1 gives a brief introduction to previous work in the field of large aperture antenna arraying. In this chapter, the main fields of application are described and the need for subband delay compensation is established. Filter bank theory is shown in chapter 2; a linear phase uniform modulated filter bank is selected and simulated under diverse conditions. The convergence properties of several adaptive filters are shown in chapter 4. Finally, delay estimation techniques are studied and summarized in chapter 5. From a mathematical point of view, the main contributions of this dissertation have been: • Section 3.1.4. Calculation of beam squint of an IF beamformer with delay compensation at discrete time steps. • Section 3.2. Establishment of a mathematical model of a subband beamformer. • Section 3.2.2. Calculation of beam squint in a subband beamformer with a coarse delay buffer. • Section 3.2.4. Analysis of the influence of internal aliasing on phase and delay subband compensation. • Section 3.2.4.2. Calculation of beam squint of a beamformer with subband delay compensation. • Section 3.2.6. Calculation of the array SNR gain at each of the subbands. • Section 3.3.2. Modeling of the transfer function of an array subject to delay estimation errors. • Section 3.3.3. Modeling of the effects of phase and delay drifts between estimation updates. • Section 3.4. Calculation of array directivity with and without subband delay compensation. • Section 5.2.6. Development of an algorithm to estimate relative delay and phase between two signals from their subband decomposition in stationary environments. • Section 5.5.1. Development of an algorithm to estimate relative delay rate, delay and phase between two signals from their subband decomposition in non stationary environments. The applications that can benefit from these techniques are described in chapter 7: • Section 6.2. Arrays of antennas for Deep Space communications with multibeam capacity and without geometric or group delay calibration requirement. • Section 6.2.6. Wideband antenna arraying over long distances, in the range of thousands of kilometers, for reception of Deep Space probes. • Sections 6.4 y 6.3. Combination of remote stations in Ka-band site diversity scenarios for reception of LEO or GEO satellites. • Section 6.3. Reception of GEO collocated satellites with multibeam antenna arrays. The publications that have been made from the work in this dissertation are • A. Torre. Wideband antenna arraying over long distances. Interplanetary Progress Report, 42-194:1–18, 2013. This article shows the results in sections 3.2, 3.2.2, 3.3.2, the algorithms in sections 5.2.6, 5.5.1 and the application in section 6.2.6. • A. Torre. Reception of wideband signals from geostationary collocated satellites with antenna arrays. IET Communications, Vol. 8, Issue 13:2229–2237, September, 2014. This second article shows among others the results in section 3.2.4, the algorithm in section 5.2.6.1 , and the application in section 6.3.

Mathematical foundations for efficient structural controllability and observability analysis of complex systems

The relationship between structural controllability and observability of complex systems is studied. Algebraic and graph theoretic tools are combined to prove the extent of some controller/observer duality results. Two types of control design problems are addressed and some fundamental theoretical results are provided. In addition new algorithms are presented to compute optimal solutions for monitoring large scale real networks.

Analysing the complexity of the model-based decision making processes within the industrial management context

PURPOSE The decision-making process plays a key role in organizations. Every decision-making process produces a final choice that may or may not prompt action. Recurrently, decision makers find themselves in the dichotomous question of following a traditional sequence decision-making process where the output of a decision is used as the input of the next stage of the decision, or following a joint decision-making approach where several decisions are taken simultaneously. The implication of the decision-making process will impact different players of the organization. The choice of the decision- making approach becomes difficult to find, even with the current literature and practitioners’ knowledge. The pursuit of better ways for making decisions has been a common goal for academics and practitioners. Management scientists use different techniques and approaches to improve different types of decisions. The purpose of this decision is to use the available resources as well as possible (data and techniques) to achieve the objectives of the organization. The developing and applying of models and concepts may be helpful to solve managerial problems faced every day in different companies. As a result of this research different decision models are presented to contribute to the body of knowledge of management science. The first models are focused on the manufacturing industry and the second part of the models on the health care industry. Despite these models being case specific, they serve the purpose of exemplifying that different approaches to the problems and could provide interesting results. Unfortunately, there is no universal recipe that could be applied to all the problems. Furthermore, the same model could deliver good results with certain data and bad results for other data. A framework to analyse the data before selecting the model to be used is presented and tested in the models developed to exemplify the ideas. METHODOLOGY As the first step of the research a systematic literature review on the joint decision is presented, as are the different opinions and suggestions of different scholars. For the next stage of the thesis, the decision-making process of more than 50 companies was analysed in companies from different sectors in the production planning area at the Job Shop level. The data was obtained using surveys and face-to-face interviews. The following part of the research into the decision-making process was held in two application fields that are highly relevant for our society; manufacturing and health care. The first step was to study the interactions and develop a mathematical model for the replenishment of the car assembly where the problem of “Vehicle routing problem and Inventory” were combined. The next step was to add the scheduling or car production (car sequencing) decision and use some metaheuristics such as ant colony and genetic algorithms to measure if the behaviour is kept up with different case size problems. A similar approach is presented in a production of semiconductors and aviation parts, where a hoist has to change from one station to another to deal with the work, and a jobs schedule has to be done. However, for this problem simulation was used for experimentation. In parallel, the scheduling of operating rooms was studied. Surgeries were allocated to surgeons and the scheduling of operating rooms was analysed. The first part of the research was done in a Teaching hospital, and for the second part the interaction of uncertainty was added. Once the previous problem had been analysed a general framework to characterize the instance was built. In the final chapter a general conclusion is presented. FINDINGS AND PRACTICAL IMPLICATIONS The first part of the contributions is an update of the decision-making literature review. Also an analysis of the possible savings resulting from a change in the decision process is made. Then, the results of the survey, which present a lack of consistency between what the managers believe and the reality of the integration of their decisions. In the next stage of the thesis, a contribution to the body of knowledge of the operation research, with the joint solution of the replenishment, sequencing and inventory problem in the assembly line is made, together with a parallel work with the operating rooms scheduling where different solutions approaches are presented. In addition to the contribution of the solving methods, with the use of different techniques, the main contribution is the framework that is proposed to pre-evaluate the problem before thinking of the techniques to solve it. However, there is no straightforward answer as to whether it is better to have joint or sequential solutions. Following the proposed framework with the evaluation of factors such as the flexibility of the answer, the number of actors, and the tightness of the data, give us important hints as to the most suitable direction to take to tackle the problem. RESEARCH LIMITATIONS AND AVENUES FOR FUTURE RESEARCH In the first part of the work it was really complicated to calculate the possible savings of different projects, since in many papers these quantities are not reported or the impact is based on non-quantifiable benefits. The other issue is the confidentiality of many projects where the data cannot be presented. For the car assembly line problem more computational power would allow us to solve bigger instances. For the operation research problem there was a lack of historical data to perform a parallel analysis in the teaching hospital. In order to keep testing the decision framework it is necessary to keep applying more case studies in order to generalize the results and make them more evident and less ambiguous. The health care field offers great opportunities since despite the recent awareness of the need to improve the decision-making process there are many opportunities to improve. Another big difference with the automotive industry is that the last improvements are not spread among all the actors. Therefore, in the future this research will focus more on the collaboration between academia and the health care sector.