Storm evolution characterization for analysing stone armour damage progression

Storm evolution is fundamental for analysing the damage progression of the different failure modes and establishing suitable protocols for maintaining and optimally sizing structures. However, this aspect has hardly been studied and practically the whole of the studies dealing with the subject adopt the Equivalent triangle storm. As against this approach, two new ones are proposed. The first is the Equivalent Triangle Magnitude Storm model (ETMS), whose base, the triangular storm duration, D, is established such that its magnitude (area describing the storm history above the reference threshold level which sets the storm condition),HT, equals the real storm magnitude. The other is the Equivalent Triangle Number of Waves Storm (ETNWS), where the base is referred in terms of the real storm's number of waves,Nz. Three approaches are used for estimating the mean period, Tm, associated to each of the sea states defining the storm evolution, which is necessary to determine the full energy flux withstood by the structure in the course of the extreme event. Two are based on the Jonswap spectrum representativity and the other uses the bivariate Gumbel copula (Hs, Tm), resulting from adjusting the storm peaks. The representativity of the approaches proposed and those defined in specialised literature are analysed by comparing the main armour layer's progressive loss of hydraulic stability caused by real storms and that relating to theoretical ones. An empirical maximum energy flux model is used for this purpose. The agreement between the empirical and theoretical results demonstrates that the representativity of the different approaches depends on the storm characteristics and point towards a need to investigate other geometrical shapes to characterise the storm evolution associated with sea states heavily influenced by swell wave components.

Storm characterization for analyzing stone armour damage progression

Storm evolution is fundamental for analysing the damage progression of the different failure modes and establishing suitable protocols for maintaining and optimally sizing structures. However, this aspect has hardly been studied and practically the whole of the studies dealing with the subject adopt the Equivalent triangle storm. As against this approach, two new ones are proposed. The first is the Equivalent Triangle Magnitude Storm model (ETMS), whose base, the triangular storm duration, D, is established such that its magnitude (area describing the storm history above the reference threshold level which sets the storm condition),HT, equals the real storm magnitude. The other is the Equivalent Triangle Number of Waves Storm (ETNWS), where the base is referred in terms of the real storm's number of waves,Nz. Three approaches are used for estimating the mean period, Tm, associated to each of the sea states defining the storm evolution, which is necessary to determine the full energy flux withstood by the structure in the course of the extreme event. Two are based on the Jonswap spectrum representativity and the other uses the bivariate Gumbel copula (Hs, Tm), resulting from adjusting the storm peaks. The representativity of the approaches proposed and those defined in specialised literature are analysed by comparing the main armour layer's progressive loss of hydraulic stability caused by real storms and that relating to theoretical ones. An empirical maximum energy flux model is used for this purpose. The agreement between the empirical and theoretical results demonstrates that the representativity of the different approaches depends on the storm characteristics and point towards a need to investigate other geometrical shapes to characterise the storm evolution associated with sea states heavily influenced by swell wave components.

A bivariate return period based on copulas for hydrologic dam design: accounting for reservoir routing in risk estimation

A multivariate analysis on flood variables is needed to design some hydraulic structures like dams, as the complexity of the routing process in a reservoir requires a representation of the full hydrograph. In this work, a bivariate copula model was used to obtain the bivariate joint distribution of flood peak and volume, in order to know the probability of occurrence of a given inflow hydrograph. However, the risk of dam overtopping is given by the maximum water elevation reached during the routing process, which depends on the hydrograph variables, the reservoir volume and the spillway crest length. Consequently, an additional bivariate return period, the so-called routed return period, was defined in terms of risk of dam overtopping based on this maximum water elevation obtained after routing the inflow hydrographs. The theoretical return periods, which give the probability of occurrence of a hydrograph prior to accounting for the reservoir routing, were compared with the routed return period, as in both cases hydrographs with the same probability will draw a curve in the peak-volume space. The procedure was applied to the case study of the Santillana reservoir in Spain. Different reservoir volumes and spillway lengths were considered to investigate the influence of the dam and reservoir characteristics on the results. The methodology improves the estimation of the Design Flood Hydrograph and can be applied to assess the risk of dam overtopping

Flood frequency analysis by a bivariate model based on copulas

La adecuada estimación de avenidas de diseño asociadas a altos periodos de retorno es necesaria para el diseño y gestión de estructuras hidráulicas como presas. En la práctica, la estimación de estos cuantiles se realiza normalmente a través de análisis de frecuencia univariados, basados en su mayoría en el estudio de caudales punta. Sin embargo, la naturaleza de las avenidas es multivariada, siendo esencial tener en cuenta características representativas de las avenidas, tales como caudal punta, volumen y duración del hidrograma, con el fin de llevar a cabo un análisis apropiado; especialmente cuando el caudal de entrada se transforma en un caudal de salida diferente durante el proceso de laminación en un embalse o llanura de inundación. Los análisis de frecuencia de avenidas multivariados han sido tradicionalmente llevados a cabo mediante el uso de distribuciones bivariadas estándar con el fin de modelar variables correlacionadas. Sin embargo, su uso conlleva limitaciones como la necesidad de usar el mismo tipo de distribuciones marginales para todas las variables y la existencia de una relación de dependencia lineal entre ellas. Recientemente, el uso de cópulas se ha extendido en hidrología debido a sus beneficios en relación al contexto multivariado, permitiendo superar los inconvenientes de las técnicas tradicionales. Una copula es una función que representa la estructura de dependencia de las variables de estudio, y permite obtener la distribución de frecuencia multivariada de dichas variables mediante sus distribuciones marginales, sin importar el tipo de distribución marginal utilizada. La estimación de periodos de retorno multivariados, y por lo tanto, de cuantiles multivariados, también se facilita debido a la manera en la que las cópulas están formuladas. La presente tesis doctoral busca proporcionar metodologías que mejoren las técnicas tradicionales usadas por profesionales para estimar cuantiles de avenida más adecuados para el diseño y la gestión de presas, así como para la evaluación del riesgo de avenida, mediante análisis de frecuencia de avenidas bivariados basados en cópulas. Las variables consideradas para ello son el caudal punta y el volumen del hidrograma. Con el objetivo de llevar a cabo un estudio completo, la presente investigación abarca: (i) el análisis de frecuencia de avenidas local bivariado centrado en examinar y comparar los periodos de retorno teóricos basados en la probabilidad natural de ocurrencia de una avenida, con el periodo de retorno asociado al riesgo de sobrevertido de la presa bajo análisis, con el fin de proporcionar cuantiles en una estación de aforo determinada; (ii) la extensión del enfoque local al regional, proporcionando un procedimiento completo para llevar a cabo un análisis de frecuencia de avenidas regional bivariado para proporcionar cuantiles en estaciones sin aforar o para mejorar la estimación de dichos cuantiles en estaciones aforadas; (iii) el uso de cópulas para investigar tendencias bivariadas en avenidas debido al aumento de los niveles de urbanización en una cuenca; y (iv) la extensión de series de avenida observadas mediante la combinación de los beneficios de un modelo basado en cópulas y de un modelo hidrometeorológico. Accurate design flood estimates associated with high return periods are necessary to design and manage hydraulic structures such as dams. In practice, the estimate of such quantiles is usually done via univariate flood frequency analyses, mostly based on the study of peak flows. Nevertheless, the nature of floods is multivariate, being essential to consider representative flood characteristics, such as flood peak, hydrograph volume and hydrograph duration to carry out an appropriate analysis; especially when the inflow peak is transformed into a different outflow peak during the routing process in a reservoir or floodplain. Multivariate flood frequency analyses have been traditionally performed by using standard bivariate distributions to model correlated variables, yet they entail some shortcomings such as the need of using the same kind of marginal distribution for all variables and the assumption of a linear dependence relation between them. Recently, the use of copulas has been extended in hydrology because of their benefits regarding dealing with the multivariate context, as they overcome the drawbacks of the traditional approach. A copula is a function that represents the dependence structure of the studied variables, and allows obtaining the multivariate frequency distribution of them by using their marginal distributions, regardless of the kind of marginal distributions considered. The estimate of multivariate return periods, and therefore multivariate quantiles, is also facilitated by the way in which copulas are formulated. The present doctoral thesis seeks to provide methodologies that improve traditional techniques used by practitioners, in order to estimate more appropriate flood quantiles for dam design, dam management and flood risk assessment, through bivariate flood frequency analyses based on the copula approach. The flood variables considered for that goal are peak flow and hydrograph volume. In order to accomplish a complete study, the present research addresses: (i) a bivariate local flood frequency analysis focused on examining and comparing theoretical return periods based on the natural probability of occurrence of a flood, with the return period associated with the risk of dam overtopping, to estimate quantiles at a given gauged site; (ii) the extension of the local to the regional approach, supplying a complete procedure for performing a bivariate regional flood frequency analysis to either estimate quantiles at ungauged sites or improve at-site estimates at gauged sites; (iii) the use of copulas to investigate bivariate flood trends due to increasing urbanisation levels in a catchment; and (iv) the extension of observed flood series by combining the benefits of a copula-based model and a hydro-meteorological model.

Caracterización multivariada de los temporales para su aplicación en el dimensionamiento del manto principal

En esta tesis se presenta una metodología para la caracterización del oleaje, dentro del marco de las nuevas Recomendaciones para Obras Marítimas (ROM 0.0.-00 y ROM 1.0-09), por ser una de las principales acciones que afectan a la estabilidad de las estructuras marítimas. Debido al carácter aleatorio intrínsecamente multivariado de la acción considerada, las tormentas, su caracterización paramétrica se realiza en términos de funciones cópula uniparamétricas. Las variables consideradas son altura de ola significante del pico de la tormenta, el periodo medio asociado y la magnitud, o número de olas, de todo el ciclo de solicitación. Para establecer un patrón teórico de evolución de la tormenta que permita extrapolar las muestras fuera de la región con datos se analizan los modelos teóricos existentes, comprobándose que no reproducen adecuadamente las tormentas constituidas por estados de mar con un peso importante de oleaje swell. Para evitar esta limitación se proponen cuatro modelos teóricos de evolución de tormentas con distintas formas geométricas. El análisis de los modelos existentes y los propuestos pone de relieve que el Modelo Magnitud Equivalente de Tormenta (EMS= Equivalent Magnitude Storm) con la forma triangular es el que mejor adapta las tormentas constituidas por estados de mar típicos del viento. Para tormentas con un mayor grado de desarrollo, el modelo teórico de tormenta EMS con la forma trapezoidal es el adecuado. De las aproximaciones propuestas para establecer el periodo medio de los sucesivos estados de mar del ciclo de solicitación. la propuesta por Martín Soldevilla et al., (2009) es la más versátil y , en general , mejor reproduce la evolución de todo tipo de tormentas. La caracterización de las tormentas se complementa con la altura de ola máxima. Debido a la mayor disponibilidad y longitud temporal de los datos sintéticos frente a las registros, la práctica totalidad de los análisis de extremos se realizan con tormentas sintéticas en las que la distribución de olas individuales es desconocida. Para evitar esta limitación se utilizan modelos teóricos de distribución de olas acordes a las características de cada uno de los estados de mar que conforman la tormenta sintética. Para establecer dichas características se utiliza la curtosis y en función de su valor la altura de ola máxima se determina asumiendo una determinada distribución de olas. Para estados de mar lineales la distribución de olas individuales de Rayleigh es la considerada. Para condiciones no lineales de gran ancho de banda el modelo de distribución de olas propuesto por Dawson, (2004) es el utilizado y si es de banda estrecha las predicciones de (Boccotti, (1989), Boccotti et al., (2013)) se compara con las resultantes del modelo de Dawson. La caracterización de la evolución de las tormentas en términos multivariados es aplicada al estudio de la progresión del daño del manto principal de diques en talud, y al rebase de las olas. Ambos aspectos cubren el segundo objetivo de la tesis en el que se propone una nueva formulación para el dimensionamiento de mantos constituidos por bloques cúbicos de hormigón. Para el desarrollo de esta nueva formulación se han utilizado los resultados recogidos en los estudios de estabilidad del manto principal de diques talud realizados en modelo físico a escala reducida en el Centro de Estudios de Puertos y Costas (CEDEX) desde la década de los 80 empleando, en su mayoría, bloques paralelepípedos cúbicos de hormigón. Por este motivo y porque los últimos diques construidos en la costa Española utilizan este tipo de pieza, es por lo que la formulación planteada se centra en este tipo de pieza. Después de un primer análisis de las fórmulas de cálculo y de evolución existentes, se llega a la conclusión de que es necesario realizar un esfuerzo de investigación en este campo, así como ensayos en laboratorio y recogida de datos in-situ con base a desarrollar fórmulas de evolución de daño para mantos constituidos por piezas diferentes a la escollera, que tenga en cuenta las principales variables que condiciona su estabilidad. En esta parte de la tesis se propone un método de análisis de evolución de daño, que incluye el criterio de inicio de avería, adecuada para diques en talud constituidos por bloque cúbicos de hormigón y que considera la incidencia oblicua, el daño acumulado y el rebase. This thesis proposes a methodology to estimate sea waves, one of the main actions affecting the maritime structures stability, complying with (ROM 0.0.-00 & ROM 1.0-09.Due to the multivariate behavior of sea storms, the characterization of the structures of sea storms is done using copula function. The analyzed variables are the significant height wave, mean period and magnitude or number of waves during the storm history. The storm evolution in terms of the significant height wave and the mean period is also studied in other to analyze the progressive failure modes. The existing models of evolution are studied, verifying that these approximations do not adjust accurately for developed waves. To overcome this disadvantage, four evolution models are proposed, with some geometrical shapes associated to fit any development degree. The proposed Equivalent Magnitude Storm model, EMS, generally obtains the best results for any kind of storm (predominant sea, swell or both). The triangle is recommended for typical sea storms whereas the trapezoid shape is much more appropriate for more developed storm conditions.The Martín Soldevilla et al., (2009) approach to estimate the mean period is better than others approaches used.The storm characterization is completed with the maximum wave height of the whole storm history. Due to synthetic historical waves databases are more accessible and longer than recorded database, the extreme analyses are done with synthetic data. For this reason the individual waves’ distribution is not known. For that limitation to be avoided, and depending on the characteristics of every sea states, one theoretical model of waves is choose and used. The kurtosis parameter is used to distinguish between linear and nonlinear sea states. The Rayleigh model is used for the linear sea states. For the nonlinear sea states, Dawson, (2004) approach is used for non-narrow bandwidth storms, comparing the results with the Boccotti, (1989), Boccotti et al., (2013) approach, with is used for narrow bandwidth storms. The multivariate and storm evolution characterization is used to analyze of stone armour damage progression and wave overtopping discharge. Both aspects are included in the second part of the thesis, with a new formula is proposed to design cubes armour layer. The results the stability studies of armour layer, done in the Centre for Harbours and Coastal Studies (CEDEX) laboratory are used for defining a new stability formula. For this reason and because the last biggest breakwater built in Spain using the cube, the damage progression is analyze for this kind of concrete block. Before to analyze the existing formulae, it is concluded that it is necessary more investigation, more tests in laboratory and data gathering in situ to define damage evolution formulae to armour of other kind of pieces and that takes to account the principal variables. This thesis proposed a method to calculate the damage progression including oblique waves, accumulated damage, and overtopping effect. The method also takes account the beginning of the movement of the blocks.

Na 1 Nachlass Max Horkheimer, 803 - "Dialektik der Aufklärung" von Max Horkheimer und Theodor W. Adorno (p. XI 6.43 - XI 6.106)

43. - 62. Sammlung B: "Konzepte als Zugabe zur Festschrift für Friedrich Pollock" [GS 12, S. 250 - 295]. 64 Blatt; 43. "Zum Problem der Bedürfnisse". Typoskript, 6 Blatt; 44. "Dichtung und Moral". Typoskript, 5 Blatt; 45. "Geschichte der amerikanischen Arbeiterschaft". Typoskript, 1 Blatt; 46. "Kein Weg zur Wahrheit". Typoskript, 1 Blatt; 47. "Zur Rechtsphilosophie". Typoskript mit eigenen Korrekturen, 2 Blatt; 48. "Strafgefangene". Typoskript, 1 Blatt; 49. "Jüdischer Charakter". Typoskript, 1 Blatt; 50. "Solidarität". Typoskript, 2 Blatt; 51. "Unmöglichkeit der Dichtung". Typoskript, 1 Blatt; 52. "Theorie des Verbrechers". Typoskript, 14 Blatt; 53. "Erbsünde und Kopula". Typoskript, 2 Blatt; 54. "Feind". Typoskript, 2 Blatt; 55. "Haupt- und Nebensatz". Typoskript, 3 Blatt; 56. "Bewußtsein". Typoskript, 1 Blatt; 57. "Kampf und Gewaltlosigkeit". Typoskript, 6 Blatt; 58. "Umschlag der idealistischen Dialektik". Typoskript, 1 Blatt; 59. "Die Rackets und der Geist". Typoskript, 7 Blatt; 60. "Altmodische Probleme". Typoskript mit eigenen Korrekturen, 2 Blatt; 61. "Physiognomik". Typoskript, 1 Blatt; 62. "Religionspsychologie". Typoskript, 2 Blatt; 63. - 106. Sammlung C: "New Yorker Notizen [I]"; 63. "Dialektik der Aufklärung Nr. 7". Typoskript mit eigenen Korrekturen, 12 Blatt; 64. Aus der "Dialektik der Aufklärung"; Kapitel: "Elemente des Antisemitismus", Abschitt VII:; 64a) Typoskript mit eigenen Korrekturen, 11 Blatt; 64b) Teilstück, Typoskript, 2 Blatt; 64c) Teilstück, Typoskript, 1 Blatt; 64d) Teilstück, Typoskript, 1 Blatt; 65. "Bemerkungen zu These VII" [zu: 64]; Über Antisemitismus und Stalinismus, [von Theodor W. Adorno]. Typoskript, 3 Blatt; 66. "Verwandlung der Idee in Gesinnung":; 66a) Typoskript, 5 Blatt; 66b) Typoskript mit eigenen Korrekturen, 4 Blatt; 66c) Typoskript, 5 Blatt; 67. "Zum Problem der Bedürfnisse". Typoskript mit eigenen Korrekturen, 6 Blatt; 68. "Dichtung und Moral":; 68a) Typoskript, 5 Blatt; 68b) Typoskript mit eigenen Korrekturen, 4 Blatt; 68c) Typoskript mit eigenen Korrekturen, 4 Blatt; 68d) Typoskript mit eigenen Korrekturen, 5 Blatt; 69. "Geschichte der amerikanischen Arbeiterschaft":; 69a) Typoskript, 1 Blatt; 69b) Typoskript; 1 Blatt; 70. "Straftheorie. Zur Rechtsphilosophie":; 70a) Typoskript mit eigenen Korrekturen, 3 Blatt; 70b) Typoskript mit eigenen Korrekturen, 3 Blatt; 70c) Typoskript mit eigenen Korrekturen, 3 Blatt; 70d) Typoskript, 3 Blatt; 71. "Jüdischer Charakter". Typoskript, 1 Blatt; 72. "Solidarität". Typoskript, 2 Blatt; 73. "Theorie des Verbrechens". Typoskript mit eigenen Korrekturen, 17 Blatt; 74. "Erbsünde und Copula":; 74a) Typoskript, 2 Blatt; 74b) Typoskript mit eigenen Korrekturen, 3 Blatt; 75. "Geschichtsphilosophischer Exkurs zur Odysee" [von Theodor W. Adorno ?]. Teilstück, Typoskript, 1 Blatt; 76. "Feind":; 76a) Typoskript, 2 Blatt; 76b) Typoskript, 2 Blatt; 76c) Typoskript, 2 Blatt; 76d) Entwurf, englisch, Typoskript mit eigenen Korrekturen, 2 Blatt; 77. "Haupt- und Nebensatz":; 77a) Typoskript, 2 Blatt; 77b) Typoskript mit eigenen Korrekturen, 2 Blatt; 77c) Typoskript mit eigenen Korrekturen, 2 Blatt; 77d) Typoskript mit eigenen Korrekturen, 3 Blatt; 78. "Bewußtsein":; 78a) Typoskript, 1 Blatt; 78b) Typoskript mit eigenen Korrekturen, 1 Blatt; 79. "Kampf und Gewaltlosigkeit":; 79a) Typoskript, 6 Blatt; 79b) Typoskript, 6 Blatt; 79c) Teilstücke, Typoskript mit eigenen Korrekturen, 6 Blatt; 79d) Typoskript mit eigenen Korrekturen, 5 Blatt; 79e) Typoskript, 5 Blatt; 79f) Teilstück, Typoskript mit eigenen Korrekturen, 2 Blatt; 80. "Die Rackets und der Geist":; 80a) Typoskript mit eigenen Korrekturen, 2 Blatt; 80b) Typoskript mit eigenen Korrekturen, 6 Blatt; 81. "Altmodisches Problem". Typoskript, 2 Blatt; 82. "Physiognomik". Typoskript, 1 Blatt; 83. "Religionspsychologie":; 83a) Typoskript mit eigenen Korrekturen, 2 Blatt; 83b) Typoskript mit eigenen Korrekturen, 2 Blatt; 84. "Leeres Erschrecken":; 84a) Typoskript mit eigenen Korrekturen, 2 Blatt; 84b) Typoskript, 2 Blatt; 84c) Typoskript mit eigenen Korrekturen, 2 Blatt; 85. "Philosophie und Arbeitsteilung":; 85a) Typoskript mit eigenen Korrekturen, 3 Blatt; 85b) Typoskript mit eigenen Korrekturen, 3 Blatt; 85c) Typoskript, 3 Blatt; 85d) Typoskript mit handschriftlichen Korrekturen, 3 Blatt; 86. "Vorrede" zur Dialektik der Aufklärung. Typoskript mit eigenen Korrekturen, 11 Blatt; 87. ["Umschlag der idealistischen Dialektik"] Typoskript, 1 Blatt; 88. Über Erkenntnis und Sprache. Typoskript mit eigenen Korrekturen, 1 Blatt; 89. "Zur Kritik der Geschichtsphilosophie". Typoskript mit eigenen Korrekturen, 3 Blatt; 90. "Mensch und Tier":; 90a) Typoskript mit eigenen und handschriftlichen Korrekturen, 12 Blatt; 90b) Typoskript mit eigenen Korrekturen, 3 Blatt; 90c) Typoskript mit eigenen Korrekturen, 4 Blatt; 90d) Typoskript mit eigenen Korrekturen, 3 Blatt; 90e) Typoskript mit eigenen Korrekturen, 10 Blatt; 91. "Massengesellschaft". Typoskript, 1 Blatt; 92. "Zwei Welten". Typoskript, 2 Blatt; 93. "Zur Theorie der Gespenster":; 93a) Typoskript, 1 Blatt; 93b) Typoskript mit eigenen Korrekturen, 1 Blatt; 94. "Interesse am Körper":; 94a) Typoskript mit eigenen Korrekturen, 6 Blatt; 94b) Typoskript mit eigenen Korrekturen, 7 Blatt; 94c) Typoskript, 2 Blatt; 94d) Typoskript, 6 Blatt; 95. "Unmöglichkeit der Dichtung". Typoskript, 1 Blatt; 96. "Die Einseitigkeit der Negativität":; 96a) Typoskript, 2 Blatt; 96b) Typoskript mit eigenen Korrekturen, 2 Blatt; 96c) Typoskript, 2 Blatt; 97. "Widersprüche":; 97a) Typoskript, 4 Blatt; 97b) Typoskript mit eigenen Korrekturen, 4 Blatt; 98. "Zur Theorie der Dummheit":; 98a) Typoskript, 3 Blatt; 98b) Typoskript mit eigenen Korrekturen, 3 Blatt.; 99. "Gezeichnet". Typoskript, 2 Blatt; 100. "Quand-même":; 100a) Typoskript, 2 Blatt; 100b) Typoskript mit eigenen Korrekturen, 2 Blatt; 101. "Isolierung durch Verkehr":; 101a) Typoskript mit eigenen Korrekturen, 1 Blatt; 101b) Typoskript, 1 Blatt; 102. "Gegen Gescheitheit". Typoskript mit eigenen Korrekturen, 1 Blatt; 103. "Propaganda":; 103a) Typoskript mit eigenen Korrekturen, 2 Blatt; 103b) Typoskript, 2 Blatt; 103c) Typoskript mit eigenen Korrekturen, 2 Blatt; 104. "Der Gedanke". Typoskript mit eigenen Korrekturen, 1 Blatt; 105. Fragment aus der "Dialektik der Aufklärung", Exkurs II. Typoskript mit eigenen Korrekturen, 3 Blatt; 106. Zum Begriff des Individuums bei Leibniz und Hegel [GS 12, S. 314 - 315]. Typoskript mit eigenen Korrekturen, 2 Blatt;

A note on DEA models in technology selection:an improvement of Karsak and Ahiska's approach

This paper introduces a compact form for the maximum value of the non-Archimedean in Data Envelopment Analysis (DEA) models applied for the technology selection, without the need to solve a linear programming (LP). Using this method the computational performance the common weight multi-criteria decision-making (MCDM) DEA model proposed by Karsak and Ahiska (International Journal of Production Research, 2005, 43(8), 1537-1554) is improved. This improvement is significant when computational issues and complexity analysis are a concern.

Dynamic models of exchange rate dependence using option prices and historical returns

Models for the conditional joint distribution of the U.S. Dollar/Japanese Yen and Euro/Japanese Yen exchange rates, from November 2001 until June 2007, are evaluated and compared. The conditional dependency is allowed to vary across time, as a function of either historical returns or a combination of past return data and option-implied dependence estimates. Using prices of currency options that are available in the public domain, risk-neutral dependency expectations are extracted through a copula repre- sentation of the bivariate risk-neutral density. For this purpose, we employ either the one-parameter \Normal" or a two-parameter \Gumbel Mixture" specification. The latter provides forward-looking information regarding the overall degree of covariation, as well as, the level and direction of asymmetric dependence. Specifications that include option-based measures in their information set are found to outperform, in-sample and out-of-sample, models that rely solely on historical returns.

On Li’s Coefficients for Some Classes of L-Functions

AMS Subj. Classification: 11M41, 11M26, 11S40

Symmetric and Asymmetric Gaps in Some Fields of Formal Power Series

2000 Mathematics Subject Classification: 03E04, 12J15, 12J25.

Anatomy and lessons of the global financial crisis. Is US consumption financed by Chinese savings?

Savings and investments in the American money market by emerging countries, primarily China, financed the excessive consumption of the United States in the early 2000s, which indirectly led to a global financial crisis. The crisis started from the real estate mortgage market. Such balance disrupting processes began on the American financial market which contradicted all previously known equilibrium theories of every school of economics. Economics has yet to come up with models or empirical theories for this new disequilibrium. This is why the outbreak of the crisis could not be prevented or at least predicted. The question is, to what extent can existing market theories, calculation methods and the latest financial products be held responsible for the new situation. This paper studies the influence of the efficient market and modern portfolio theory, as well as Li’s copula function on the American investment market. Naturally, the issues of moral risks and greed, credit ratings and shareholder control, limited liability and market regulations are aspects, which cannot be ignored. In summary, the author outlines the potential alternative measures that could be applied to prevent a new crisis, defines the new directions of economic research and draws the conclusion for the Hungarian economic policy.

Reducing uncertainties in estimation of wind effects on tall buildings using aerodynamic wind tunnel tests

Tall buildings are wind-sensitive structures and could experience high wind-induced effects. Aerodynamic boundary layer wind tunnel testing has been the most commonly used method for estimating wind effects on tall buildings. Design wind effects on tall buildings are estimated through analytical processing of the data obtained from aerodynamic wind tunnel tests. Even though it is widely agreed that the data obtained from wind tunnel testing is fairly reliable the post-test analytical procedures are still argued to have remarkable uncertainties. This research work attempted to assess the uncertainties occurring at different stages of the post-test analytical procedures in detail and suggest improved techniques for reducing the uncertainties. Results of the study showed that traditionally used simplifying approximations, particularly in the frequency domain approach, could cause significant uncertainties in estimating aerodynamic wind-induced responses. Based on identified shortcomings, a more accurate dual aerodynamic data analysis framework which works in the frequency and time domains was developed. The comprehensive analysis framework allows estimating modal, resultant and peak values of various wind-induced responses of a tall building more accurately. Estimating design wind effects on tall buildings also requires synthesizing the wind tunnel data with local climatological data of the study site. A novel copula based approach was developed for accurately synthesizing aerodynamic and climatological data up on investigating the causes of significant uncertainties in currently used synthesizing techniques. Improvement of the new approach over the existing techniques was also illustrated with a case study on a 50 story building. At last, a practical dynamic optimization approach was suggested for tuning structural properties of tall buildings towards attaining optimum performance against wind loads with less number of design iterations.

Bayesian Learning with Dependency Structures via Latent Factors, Mixtures, and Copulas

Bayesian methods offer a flexible and convenient probabilistic learning framework to extract interpretable knowledge from complex and structured data. Such methods can characterize dependencies among multiple levels of hidden variables and share statistical strength across heterogeneous sources. In the first part of this dissertation, we develop two dependent variational inference methods for full posterior approximation in non-conjugate Bayesian models through hierarchical mixture- and copula-based variational proposals, respectively. The proposed methods move beyond the widely used factorized approximation to the posterior and provide generic applicability to a broad class of probabilistic models with minimal model-specific derivations. In the second part of this dissertation, we design probabilistic graphical models to accommodate multimodal data, describe dynamical behaviors and account for task heterogeneity. In particular, the sparse latent factor model is able to reveal common low-dimensional structures from high-dimensional data. We demonstrate the effectiveness of the proposed statistical learning methods on both synthetic and real-world data.

The Real-Quaternionic Indicator of Irreducible Self-Conjugate Representations of Real Reductive Algebraic Groups and A Comment on the Local Langlands Correspondence of GL(2, F )

The real-quaternionic indicator, also called the $\delta$ indicator, indicates if a self-conjugate representation is of real or quaternionic type. It is closely related to the Frobenius-Schur indicator, which we call the $\varepsilon$ indicator. The Frobenius-Schur indicator $\varepsilon(\pi)$ is known to be given by a particular value of the central character. We would like a similar result for the $\delta$ indicator. When $G$ is compact, $\delta(\pi)$ and $\varepsilon(\pi)$ coincide. In general, they are not necessarily the same. In this thesis, we will give a relation between the two indicators when $G$ is a real reductive algebraic group. This relation also leads to a formula for $\delta(\pi)$ in terms of the central character. For the second part, we consider the construction of the local Langlands correspondence of $GL(2,F)$ when $F$ is a non-Archimedean local field with odd residual characteristics. By re-examining the construction, we provide new proofs to some important properties of the correspondence. Namely, the construction is independent of the choice of additive character in the theta correspondence.

Distribuição de funções de variáveis aleatórias dependentes e R-Vines cópulas

Dissertação (mestrado)—Universidade de Brasília, Instituto de Ciências Exatas, Departamento de Estatística, 2015.