Educação e relações raciais: percepções de alunos e professores de uma escola pública de São Carlos

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Deconvolução de perfis de poços através do ajuste de energia

As medidas de resistividade são de fundamental importância para o cálculo da saturação de óleo em reservatórios potencialmente produtores. A combinação das medidas de resistividade rasa e profunda permite a obtenção dos parâmetros R_t, R_xo e d_i. Mas, em reservatórios complexos existem dificuldades em se obter leituras confiáveis de R_t, devido à baixa resolução vertical das ferramentas de investigação profunda. Em reservatórios laminados, por exemplo, as leituras obtidas pela ferramenta de indução profunda (ILD) podem levar a uma interpretação errônea das mesmas, levando a acreditar que as medidas obtidas do perfil referem-se a uma única camada. Este problema pode ser em parte resolvido através de uma metodologia que melhore a resolução vertical dos perfis de investigação profunda, valendo-se do uso de informações obtidas de um perfil de alta resolução vertical, i.e; a curva de resistividade rasa. Uma abordagem neste sentido seria usar um perfil de alta resolução que apresente uma boa correlação com o perfil de investigação profunda. Esta correlação pode ser melhor avaliada se aplicarmos um filtro no perfil de alta resolução, de tal forma que o perfil resultante tenha teoricamente a mesma resolução vertical do perfil de baixa resolução. A obtenção deste filtro, porém, recai na premissa de que as funções respostas verticais para as ferramentas de alta e baixa resolução são disponíveis, o que não ocorre na prática. Este trabalho se propõe mostrar uma nova abordagem onde o filtro pode ser obtido a partir de um tratamento no domínio da freqüência. Tal tratamento visa igualar a energia espectral do perfil de alta resolução à energia espectral do perfil de baixa resolução tendo como base o Teorema de Parseval. Será mostrado que a resolução vertical depende fundamentalmente da energia espectral do perfil em questão. A seguir, uma regressão linear é aplicada sobre os perfis de alta resolução filtrado e de baixa resolução. Para cada ponto amostrado dos perfis, uma rotina de minimização é aplicada visando escolher o melhor intervalo de correlação entre os perfis. Finalmente, um fator de correção é aplicado sobre cada ponto do perfil de baixa resolução. Os resultados obtidos com os perfis de indução são promissores, demonstrando a eficácia da abordagem e mesmo quando aplicada em perfis com diferentes propriedades petrofísicas, a metodologia funcionou satisfatoriamente, sem danificar os perfis originais.

Reactive power planning under conditional-value-at-risk assessment using chance-constrained optimisation

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Calibrazione di modelli idrologici con algoritmi multiobiettivo

Traditional procedures for rainfall-runoff model calibration are generally based on the fit of the individual values of simulated and observed hydrographs. It is used here an alternative option that is carried out by matching, in the optimisation process, a set of statistics of the river flow. Such approach has the additional, significant advantage to allow also a straightforward regional calibration of the model parameters, based on the regionalisation of the selected statistics. The minimisation of the set of objective functions is carried out by using the AMALGAM algorithm, leading to the identification of behavioural parameter sets. The procedure is applied to a set of river basins located in central Italy: the basins are treated alternatively as gauged and ungauged and, as a term of comparison, the results obtained with a traditional time-domain calibration is also presented. The results show that a suitable choice of the statistics to be optimised leads to interesting results in real world case studies as far as the reproduction of the different flow regimes is concerned.

Merkmalsbezogene Verifikation hochaufgelöster Niederschlagsvorhersagen für Deutschland

Die Verifikation bewertet die Güte von quantitativen Niederschlagsvorhersagen(QNV) gegenüber Beobachtungen und liefert Hinweise auf systematische Modellfehler. Mit Hilfe der merkmals-bezogenen Technik SAL werden simulierte Niederschlagsverteilungen hinsichtlich (S)truktur, (A)mplitude und (L)ocation analysiert. Seit einigen Jahren werden numerische Wettervorhersagemodelle benutzt, mit Gitterpunktabständen, die es erlauben, hochreichende Konvektion ohne Parametrisierung zu simulieren. Es stellt sich jetzt die Frage, ob diese Modelle bessere Vorhersagen liefern. Der hoch aufgelöste stündliche Beobachtungsdatensatz, der in dieser Arbeit verwendet wird, ist eine Kombination von Radar- und Stationsmessungen. Zum einem wird damit am Beispiel der deutschen COSMO-Modelle gezeigt, dass die Modelle der neuesten Generation eine bessere Simulation des mittleren Tagesgangs aufweisen, wenn auch mit zu geringen Maximum und etwas zu spätem Auftreten. Im Gegensatz dazu liefern die Modelle der alten Generation ein zu starkes Maximum, welches erheblich zu früh auftritt. Zum anderen wird mit dem neuartigen Modell eine bessere Simulation der räumlichen Verteilung des Niederschlags, durch eine deutliche Minimierung der Luv-/Lee Proble-matik, erreicht. Um diese subjektiven Bewertungen zu quantifizieren, wurden tägliche QNVs von vier Modellen für Deutschland in einem Achtjahreszeitraum durch SAL sowie klassischen Maßen untersucht. Die höher aufgelösten Modelle simulieren realistischere Niederschlagsverteilungen(besser in S), aber bei den anderen Komponenten tritt kaum ein Unterschied auf. Ein weiterer Aspekt ist, dass das Modell mit der gröbsten Auf-lösung(ECMWF) durch den RMSE deutlich am besten bewertet wird. Darin zeigt sich das Problem des ‚Double Penalty’. Die Zusammenfassung der drei Komponenten von SAL liefert das Resultat, dass vor allem im Sommer das am feinsten aufgelöste Modell (COSMO-DE) am besten abschneidet. Hauptsächlich kommt das durch eine realistischere Struktur zustande, so dass SAL hilfreiche Informationen liefert und die subjektive Bewertung bestätigt. rnIm Jahr 2007 fanden die Projekte COPS und MAP D-PHASE statt und boten die Möglich-keit, 19 Modelle aus drei Modellkategorien hinsichtlich ihrer Vorhersageleistung in Südwestdeutschland für Akkumulationszeiträume von 6 und 12 Stunden miteinander zu vergleichen. Als Ergebnisse besonders hervorzuheben sind, dass (i) je kleiner der Gitter-punktabstand der Modelle ist, desto realistischer sind die simulierten Niederschlags-verteilungen; (ii) bei der Niederschlagsmenge wird in den hoch aufgelösten Modellen weniger Niederschlag, d.h. meist zu wenig, simuliert und (iii) die Ortskomponente wird von allen Modellen am schlechtesten simuliert. Die Analyse der Vorhersageleistung dieser Modelltypen für konvektive Situationen zeigt deutliche Unterschiede. Bei Hochdrucklagen sind die Modelle ohne Konvektionsparametrisierung nicht in der Lage diese zu simulieren, wohingegen die Modelle mit Konvektionsparametrisierung die richtige Menge, aber zu flächige Strukturen realisieren. Für konvektive Ereignisse im Zusammenhang mit Fronten sind beide Modelltypen in der Lage die Niederschlagsverteilung zu simulieren, wobei die hoch aufgelösten Modelle realistischere Felder liefern. Diese wetterlagenbezogene Unter-suchung wird noch systematischer unter Verwendung der konvektiven Zeitskala durchge-führt. Eine erstmalig für Deutschland erstellte Klimatologie zeigt einen einer Potenzfunktion folgenden Abfall der Häufigkeit dieser Zeitskala zu größeren Werten hin auf. Die SAL Ergebnisse sind für beide Bereiche dramatisch unterschiedlich. Für kleine Werte der konvektiven Zeitskala sind sie gut, dagegen werden bei großen Werten die Struktur sowie die Amplitude deutlich überschätzt. rnFür zeitlich sehr hoch aufgelöste Niederschlagsvorhersagen gewinnt der Einfluss der zeitlichen Fehler immer mehr an Bedeutung. Durch die Optimierung/Minimierung der L Komponente von SAL innerhalb eines Zeitfensters(+/-3h) mit dem Beobachtungszeit-punkt im Zentrum ist es möglich diese zu bestimmen. Es wird gezeigt, dass bei optimalem Zeitversatz die Struktur und Amplitude der QNVs für das COSMO-DE besser werden und damit die grundsätzliche Fähigkeit des Modells die Niederschlagsverteilung realistischer zu simulieren, besser gezeigt werden kann.

A multi-objective genetic algorithm optimisation using variable speed pumps in water distribution systems

Due to its practical importance and inherent complexity, the optimisation of distribution networks for supplying drinking water has been the subject of extensive study for the past 30 years. The optimization is governed by sizing the pipes in the water distribution network (WDN) and / or optimises specific parts of the network such as pumps, tanks etc. or try to analyse and optimise the reliability of a WDN. In this thesis, the author has analysed two different WDNs (Anytown City and Cabrera city networks), trying to solve and optimise a multi-objective optimisation problem (MOOP). The main two objectives in both cases were the minimisation of Energy Cost (€) or Energy consumption (kWh), along with the total Number of pump switches (TNps) during a day. For this purpose, a decision support system generator for Multi-objective optimisation used. Its name is GANetXL and has been developed by the Center of Water System in the University of Exeter. GANetXL, works by calling the EPANET hydraulic solver, each time a hydraulic analysis has been fulfilled. The main algorithm used, was a second-generation algorithm for multi-objective optimisation called NSGA_II that gave us the Pareto fronts of each configuration. The first experiment that has been carried out was the network of Anytown city. It is a big network with a pump station of four fixed speed parallel pumps that are boosting the water dynamics. The main intervention was to change these pumps to new Variable speed driven pumps (VSDPs), by installing inverters capable to diverse their velocity during the day. Hence, it’s been achieved great Energy and cost savings along with minimisation in the number of pump switches. The results of the research are thoroughly illustrated in chapter 7, with comments and a variety of graphs and different configurations. The second experiment was about the network of Cabrera city. The smaller WDN had a unique FS pump in the system. The problem was the same as far as the optimisation process was concerned, thus, the minimisation of the energy consumption and in parallel the minimisation of TNps. The same optimisation tool has been used (GANetXL).The main scope was to carry out several and different experiments regarding a vast variety of configurations, using different pump (but this time keeping the FS mode), different tank levels, different pipe diameters and different emitters coefficient. All these different modes came up with a large number of results that were compared in the chapter 8. Concluding, it should be said that the optimisation of WDNs is a very interested field that has a vast space of options to deal with. This includes a large number of algorithms to choose from, different techniques and configurations to be made and different support system generators. The researcher has to be ready to “roam” between these choices, till a satisfactory result will convince him/her that has reached a good optimisation point.

[Measures for allogeneic blood conservation in surgery]

The aim of all efforts to reduce the need of allogeneic blood transfusions is to avoid associated risks. There should particularly be a favourable effect according to the rate of transfusion-transmitted virus infections and immunological side-effects. The acceptance of an individually adjusted lowest haematocrit level and the minimisation of intra-operative blood loss by the application of optimal surgical techniques are among the most essential strategies to reduce or even avoid allogeneic blood transfusions. In addition the following interventions are generally accepted: Preoperative autologous blood donation, where appropriate supported by erythropoietin Preoperative haemodilution, where appropriate supported by erythropoietin Intra- and postoperative blood salvage Topical or systemic pharmacologic interventions to accelerate haemostasis Controlled hypotension Efficacy and indication of the different measures always depend on the individual circumstances of the specific patient. Therefore one should develop an individual approach for every case. In this context the most important subjects are an optimal coordination and if required an appropriate combination of the discussed methods. Algorithms which preoperatively allow approximate calculation of expected transfusion need may be a meaningful tool to facilitate blood conservation planning. However, at the same time one must consider that all strategies to reduce allogeneic transfusion needs are also associated with particular risks. Therefore one has to weigh carefully the pros and cons prior to their application, including the possible alternative of allogeneic transfusion in one's decision making process.

A physical approach on flood risk vulnerability of buildings

The design of efficient hydrological risk mitigation strategies and their subsequent implementation relies on a careful vulnerability analysis of the elements exposed. Recently, extensive research efforts were undertaken to develop and refine empirical relationships linking the structural vulnerability of buildings to the impact forces of the hazard processes. These empirical vulnerability functions allow estimating the expected direct losses as a result of the hazard scenario based on spatially explicit representation of the process patterns and the elements at risk classified into defined typological categories. However, due to the underlying empiricism of such vulnerability functions, the physics of the damage-generating mechanisms for a well-defined element at risk with its peculiar geometry and structural characteristics remain unveiled, and, as such, the applicability of the empirical approach for planning hazard-proof residential buildings is limited. Therefore, we propose a conceptual assessment scheme to close this gap. This assessment scheme encompasses distinct analytical steps: modelling (a) the process intensity, (b) the impact on the element at risk exposed and (c) the physical response of the building envelope. Furthermore, these results provide the input data for the subsequent damage evaluation and economic damage valuation. This dynamic assessment supports all relevant planning activities with respect to a minimisation of losses, and can be implemented in the operational risk assessment procedure.

Immediate versus deferred chemotherapy after radical cystectomy in patients with pT3-pT4 or N+ M0 urothelial carcinoma of the bladder (EORTC 30994): an intergroup, open-label, randomised phase 3 trial

BACKGROUND Patients with muscle-invasive urothelial carcinoma of the bladder have poor survival after cystectomy. The EORTC 30994 trial aimed to compare immediate versus deferred cisplatin-based combination chemotherapy after radical cystectomy in patients with pT3-pT4 or N+ M0 urothelial carcinoma of the bladder. METHODS This intergroup, open-label, randomised, phase 3 trial recruited patients from hospitals across Europe and Canada. Eligible patients had histologically proven urothelial carcinoma of the bladder, pT3-pT4 disease or node positive (pN1-3) M0 disease after radical cystectomy and bilateral lymphadenectomy, with no evidence of any microscopic residual disease. Within 90 days of cystectomy, patients were centrally randomly assigned (1:1) by minimisation to either immediate adjuvant chemotherapy (four cycles of gemcitabine plus cisplatin, high-dose methotrexate, vinblastine, doxorubicin, and cisplatin [high-dose MVAC], or MVAC) or six cycles of deferred chemotherapy at relapse, with stratification for institution, pT category, and lymph node status according to the number of nodes dissected. Neither patients nor investigators were masked. Overall survival was the primary endpoint; all analyses were by intention to treat. The trial was closed after recruitment of 284 of the planned 660 patients. This trial is registered with ClinicalTrials.gov, number NCT00028756. FINDINGS From April 29, 2002, to Aug 14, 2008, 284 patients were randomly assigned (141 to immediate treatment and 143 to deferred treatment), and followed up until the data cutoff of Aug 21, 2013. After a median follow-up of 7·0 years (IQR 5·2-8·7), 66 (47%) of 141 patients in the immediate treatment group had died compared with 82 (57%) of 143 in the deferred treatment group. No significant improvement in overall survival was noted with immediate treatment when compared with deferred treatment (adjusted HR 0·78, 95% CI 0·56-1·08; p=0·13). Immediate treatment significantly prolonged progression-free survival compared with deferred treatment (HR 0·54, 95% CI 0·4-0·73, p<0·0001), with 5-year progression-free survival of 47·6% (95% CI 38·8-55·9) in the immediate treatment group and 31·8% (24·2-39·6) in the deferred treatment group. Grade 3-4 myelosuppression was reported in 33 (26%) of 128 patients who received treatment in the immediate chemotherapy group versus 24 (35%) of 68 patients who received treatment in the deferred chemotherapy group, neutropenia occurred in 49 (38%) versus 36 (53%) patients, respectively, and thrombocytopenia in 36 (28%) versus 26 (38%). Two patients died due to toxicity, one in each group. INTERPRETATION Our data did not show a significant improvement in overall survival with immediate versus deferred chemotherapy after radical cystectomy and bilateral lymphadenectomy for patients with muscle-invasive urothelial carcinoma. However, the trial is limited in power, and it is possible that some subgroups of patients might still benefit from immediate chemotherapy. An updated individual patient data meta-analysis and biomarker research are needed to further elucidate the potential for survival benefit in subgroups of patients. FUNDING Lilly, Canadian Cancer Society Research.

Addition of docetaxel, zoledronic acid, or both to first-line long-term hormone therapy in prostate cancer (STAMPEDE): survival results from an adaptive, multiarm, multistage, platform randomised controlled trial

BACKGROUND Long-term hormone therapy has been the standard of care for advanced prostate cancer since the 1940s. STAMPEDE is a randomised controlled trial using a multiarm, multistage platform design. It recruits men with high-risk, locally advanced, metastatic or recurrent prostate cancer who are starting first-line long-term hormone therapy. We report primary survival results for three research comparisons testing the addition of zoledronic acid, docetaxel, or their combination to standard of care versus standard of care alone. METHODS Standard of care was hormone therapy for at least 2 years; radiotherapy was encouraged for men with N0M0 disease to November, 2011, then mandated; radiotherapy was optional for men with node-positive non-metastatic (N+M0) disease. Stratified randomisation (via minimisation) allocated men 2:1:1:1 to standard of care only (SOC-only; control), standard of care plus zoledronic acid (SOC + ZA), standard of care plus docetaxel (SOC + Doc), or standard of care with both zoledronic acid and docetaxel (SOC + ZA + Doc). Zoledronic acid (4 mg) was given for six 3-weekly cycles, then 4-weekly until 2 years, and docetaxel (75 mg/m(2)) for six 3-weekly cycles with prednisolone 10 mg daily. There was no blinding to treatment allocation. The primary outcome measure was overall survival. Pairwise comparisons of research versus control had 90% power at 2·5% one-sided α for hazard ratio (HR) 0·75, requiring roughly 400 control arm deaths. Statistical analyses were undertaken with standard log-rank-type methods for time-to-event data, with hazard ratios (HRs) and 95% CIs derived from adjusted Cox models. This trial is registered at ClinicalTrials.gov (NCT00268476) and ControlledTrials.com (ISRCTN78818544). FINDINGS 2962 men were randomly assigned to four groups between Oct 5, 2005, and March 31, 2013. Median age was 65 years (IQR 60-71). 1817 (61%) men had M+ disease, 448 (15%) had N+/X M0, and 697 (24%) had N0M0. 165 (6%) men were previously treated with local therapy, and median prostate-specific antigen was 65 ng/mL (IQR 23-184). Median follow-up was 43 months (IQR 30-60). There were 415 deaths in the control group (347 [84%] prostate cancer). Median overall survival was 71 months (IQR 32 to not reached) for SOC-only, not reached (32 to not reached) for SOC + ZA (HR 0·94, 95% CI 0·79-1·11; p=0·450), 81 months (41 to not reached) for SOC + Doc (0·78, 0·66-0·93; p=0·006), and 76 months (39 to not reached) for SOC + ZA + Doc (0·82, 0·69-0·97; p=0·022). There was no evidence of heterogeneity in treatment effect (for any of the treatments) across prespecified subsets. Grade 3-5 adverse events were reported for 399 (32%) patients receiving SOC, 197 (32%) receiving SOC + ZA, 288 (52%) receiving SOC + Doc, and 269 (52%) receiving SOC + ZA + Doc. INTERPRETATION Zoledronic acid showed no evidence of survival improvement and should not be part of standard of care for this population. Docetaxel chemotherapy, given at the time of long-term hormone therapy initiation, showed evidence of improved survival accompanied by an increase in adverse events. Docetaxel treatment should become part of standard of care for adequately fit men commencing long-term hormone therapy. FUNDING Cancer Research UK, Medical Research Council, Novartis, Sanofi-Aventis, Pfizer, Janssen, Astellas, NIHR Clinical Research Network, Swiss Group for Clinical Cancer Research.

Removing exogenous information using pedigree data

Management of certain populations requires the preservation of its pure genetic background. When, for different reasons, undesired alleles are introduced, the original genetic conformation must be recovered. The present study tested, through computer simulations, the power of recovery (the ability for removing the foreign information) from genealogical data. Simulated scenarios comprised different numbers of exogenous individuals taking partofthe founder population anddifferent numbers of unmanaged generations before the removal program started. Strategies were based on variables arising from classical pedigree analyses such as founders? contribution and partial coancestry. The ef?ciency of the different strategies was measured as the proportion of native genetic information remaining in the population. Consequences on the inbreeding and coancestry levels of the population were also evaluated. Minimisation of the exogenous founders? contributions was the most powerful method, removing the largest amount of genetic information in just one generation.However, as a side effect, it led to the highest values of inbreeding. Scenarios with a large amount of initial exogenous alleles (i.e. high percentage of non native founders), or many generations of mixing became very dif?cult to recover, pointing out the importance of being careful about introgression events in population

A quality assessment system for fresh fruits in hypermarkets and fruit trading centres.

When the fresh fruit reaches the final markets from the suppliers, its quality is not always as good as it should, either because it has been mishandled during transportation or because it lacks an adequate quality control at the producer level, before being shipped. This is why it is necessary for the final markets to establish their own quality assessment system if they want to ensure to their customers the quality they want to sell. In this work, a system to control fruit quality at the last level of the distribution channel has been designed. The system combines rapid control techniques with laboratory equipment and statistical sampling protocols, to obtain a dynamic, objective process, which can substitute advantageously the quality control inspections carried out visually by human experts at the reception platform of most hypermarkets. Portable measuring equipment have been chosen (firmness tester, temperature and humidity sensors...) as well as easy-to-use laboratory equipment (texturometer, colorimeter, refractometer..,) combining them to control the most important fruit quality parameters (firmness, colour, sugars, acids). A complete computer network has been designed to control all the processes and store the collected data in real time, and to perform the computations. The sampling methods have been also defined to guarantee the confidence of the results. Some of the advantages of a quality assessment system as the proposed one are: the minimisation of human subjectivity, the ability to use modern measuring techniques, and the possibility of using it also as a supplier's quality control system. It can be also a way to clarify the quality limits of fruits among members of the commercial channel, as well as the first step in the standardisation of quality control procedures.

Methodologies for Collision Risk Computation = Metodologías para Cálculo de Riesgo de Colisión

Esta tesis aborda metodologías para el cálculo de riesgo de colisión de satélites. La minimización del riesgo de colisión se debe abordar desde dos puntos de vista distintos. Desde el punto de vista operacional, es necesario filtrar los objetos que pueden presentar un encuentro entre todos los objetos que comparten el espacio con un satélite operacional. Puesto que las órbitas, del objeto operacional y del objeto envuelto en la colisión, no se conocen perfectamente, la geometría del encuentro y el riesgo de colisión deben ser evaluados. De acuerdo con dicha geometría o riesgo, una maniobra evasiva puede ser necesaria para evitar la colisión. Dichas maniobras implican un consumo de combustible que impacta en la capacidad de mantenimiento orbital y por tanto de la visa útil del satélite. Por tanto, el combustible necesario a lo largo de la vida útil de un satélite debe ser estimado en fase de diseño de la misión para una correcta definición de su vida útil, especialmente para satélites orbitando en regímenes orbitales muy poblados. Los dos aspectos, diseño de misión y aspectos operacionales en relación con el riesgo de colisión están abordados en esta tesis y se resumen en la Figura 3. En relación con los aspectos relacionados con el diseño de misión (parte inferior de la figura), es necesario evaluar estadísticamente las características de de la población espacial y las teorías que permiten calcular el número medio de eventos encontrados por una misión y su capacidad de reducir riesgo de colisión. Estos dos aspectos definen los procedimientos más apropiados para reducir el riesgo de colisión en fase operacional. Este aspecto es abordado, comenzando por la teoría descrita en [Sánchez-Ortiz, 2006]T.14 e implementada por el autor de esta tesis en la herramienta ARES [Sánchez-Ortiz, 2004b]T.15 proporcionada por ESA para la evaluación de estrategias de evitación de colisión. Esta teoría es extendida en esta tesis para considerar las características de los datos orbitales disponibles en las fases operacionales de un satélite (sección 4.3.3). Además, esta teoría se ha extendido para considerar riesgo máximo de colisión cuando la incertidumbre de las órbitas de objetos catalogados no es conocida (como se da el caso para los TLE), y en el caso de querer sólo considerar riesgo de colisión catastrófico (sección 4.3.2.3). Dichas mejoras se han incluido en la nueva versión de ARES [Domínguez-González and Sánchez-Ortiz, 2012b]T.12 puesta a disposición a través de [SDUP,2014]R.60. En fase operacional, los catálogos que proporcionan datos orbitales de los objetos espaciales, son procesados rutinariamente, para identificar posibles encuentros que se analizan en base a algoritmos de cálculo de riesgo de colisión para proponer maniobras de evasión. Actualmente existe una única fuente de datos públicos, el catálogo TLE (de sus siglas en inglés, Two Line Elements). Además, el Joint Space Operation Center (JSpOC) Americano proporciona mensajes con alertas de colisión (CSM) cuando el sistema de vigilancia americano identifica un posible encuentro. En función de los datos usados en fase operacional (TLE o CSM), la estrategia de evitación puede ser diferente debido a las características de dicha información. Es preciso conocer las principales características de los datos disponibles (respecto a la precisión de los datos orbitales) para estimar los posibles eventos de colisión encontrados por un satélite a lo largo de su vida útil. En caso de los TLE, cuya precisión orbital no es proporcionada, la información de precisión orbital derivada de un análisis estadístico se puede usar también en el proceso operacional así como en el diseño de la misión. En caso de utilizar CSM como base de las operaciones de evitación de colisiones, se conoce la precisión orbital de los dos objetos involucrados. Estas características se han analizado en detalle, evaluando estadísticamente las características de ambos tipos de datos. Una vez concluido dicho análisis, se ha analizado el impacto de utilizar TLE o CSM en las operaciones del satélite (sección 5.1). Este análisis se ha publicado en una revista especializada [Sánchez-Ortiz, 2015b]T.3. En dicho análisis, se proporcionan recomendaciones para distintas misiones (tamaño del satélite y régimen orbital) en relación con las estrategias de evitación de colisión para reducir el riesgo de colisión de manera significativa. Por ejemplo, en el caso de un satélite en órbita heliosíncrona en régimen orbital LEO, el valor típico del ACPL que se usa de manera extendida es 10-4. Este valor no es adecuado cuando los esquemas de evitación de colisión se realizan sobre datos TLE. En este caso, la capacidad de reducción de riesgo es prácticamente nula (debido a las grandes incertidumbres de los datos TLE) incluso para tiempos cortos de predicción. Para conseguir una reducción significativa del riesgo, sería necesario usar un ACPL en torno a 10-6 o inferior, produciendo unas 10 alarmas al año por satélite (considerando predicciones a un día) o 100 alarmas al año (con predicciones a tres días). Por tanto, la principal conclusión es la falta de idoneidad de los datos TLE para el cálculo de eventos de colisión. Al contrario, usando los datos CSM, debido a su mejor precisión orbital, se puede obtener una reducción significativa del riesgo con ACPL en torno a 10-4 (considerando 3 días de predicción). Incluso 5 días de predicción pueden ser considerados con ACPL en torno a 10-5. Incluso tiempos de predicción más largos se pueden usar (7 días) con reducción del 90% del riesgo y unas 5 alarmas al año (en caso de predicciones de 5 días, el número de maniobras se mantiene en unas 2 al año). La dinámica en GEO es diferente al caso LEO y hace que el crecimiento de las incertidumbres orbitales con el tiempo de propagación sea menor. Por el contrario, las incertidumbres derivadas de la determinación orbital son peores que en LEO por las diferencias en las capacidades de observación de uno y otro régimen orbital. Además, se debe considerar que los tiempos de predicción considerados para LEO pueden no ser apropiados para el caso de un satélite GEO (puesto que tiene un periodo orbital mayor). En este caso usando datos TLE, una reducción significativa del riesgo sólo se consigue con valores pequeños de ACPL, produciendo una alarma por año cuando los eventos de colisión se predicen a un día vista (tiempo muy corto para implementar maniobras de evitación de colisión).Valores más adecuados de ACPL se encuentran entre 5•10-8 y 10-7, muy por debajo de los valores usados en las operaciones actuales de la mayoría de las misiones GEO (de nuevo, no se recomienda en este régimen orbital basar las estrategias de evitación de colisión en TLE). Los datos CSM permiten una reducción de riesgo apropiada con ACPL entre 10-5 y 10-4 con tiempos de predicción cortos y medios (10-5 se recomienda para predicciones a 5 o 7 días). El número de maniobras realizadas sería una en 10 años de misión. Se debe notar que estos cálculos están realizados para un satélite de unos 2 metros de radio. En el futuro, otros sistemas de vigilancia espacial (como el programa SSA de la ESA), proporcionarán catálogos adicionales de objetos espaciales con el objetivo de reducir el riesgo de colisión de los satélites. Para definir dichos sistemas de vigilancia, es necesario identificar las prestaciones del catalogo en función de la reducción de riesgo que se pretende conseguir. Las características del catálogo que afectan principalmente a dicha capacidad son la cobertura (número de objetos incluidos en el catalogo, limitado principalmente por el tamaño mínimo de los objetos en función de las limitaciones de los sensores utilizados) y la precisión de los datos orbitales (derivada de las prestaciones de los sensores en relación con la precisión de las medidas y la capacidad de re-observación de los objetos). El resultado de dicho análisis (sección 5.2) se ha publicado en una revista especializada [Sánchez-Ortiz, 2015a]T.2. Este análisis no estaba inicialmente previsto durante la tesis, y permite mostrar como la teoría descrita en esta tesis, inicialmente definida para facilitar el diseño de misiones (parte superior de la figura 1) se ha extendido y se puede aplicar para otros propósitos como el dimensionado de un sistema de vigilancia espacial (parte inferior de la figura 1). La principal diferencia de los dos análisis se basa en considerar las capacidades de catalogación (precisión y tamaño de objetos observados) como una variable a modificar en el caso de un diseño de un sistema de vigilancia), siendo fijas en el caso de un diseño de misión. En el caso de las salidas generadas en el análisis, todos los aspectos calculados en un análisis estadístico de riesgo de colisión son importantes para diseño de misión (con el objetivo de calcular la estrategia de evitación y la cantidad de combustible a utilizar), mientras que en el caso de un diseño de un sistema de vigilancia, los aspectos más importantes son el número de maniobras y falsas alarmas (fiabilidad del sistema) y la capacidad de reducción de riesgo (efectividad del sistema). Adicionalmente, un sistema de vigilancia espacial debe ser caracterizado por su capacidad de evitar colisiones catastróficas (evitando así in incremento dramático de la población de basura espacial), mientras que el diseño de una misión debe considerar todo tipo de encuentros, puesto que un operador está interesado en evitar tanto las colisiones catastróficas como las letales. Del análisis de las prestaciones (tamaño de objetos a catalogar y precisión orbital) requeridas a un sistema de vigilancia espacial se concluye que ambos aspectos han de ser fijados de manera diferente para los distintos regímenes orbitales. En el caso de LEO se hace necesario observar objetos de hasta 5cm de radio, mientras que en GEO se rebaja este requisito hasta los 100 cm para cubrir las colisiones catastróficas. La razón principal para esta diferencia viene de las diferentes velocidades relativas entre los objetos en ambos regímenes orbitales. En relación con la precisión orbital, ésta ha de ser muy buena en LEO para poder reducir el número de falsas alarmas, mientras que en regímenes orbitales más altos se pueden considerar precisiones medias. En relación con los aspectos operaciones de la determinación de riesgo de colisión, existen varios algoritmos de cálculo de riesgo entre dos objetos espaciales. La Figura 2 proporciona un resumen de los casos en cuanto a algoritmos de cálculo de riesgo de colisión y como se abordan en esta tesis. Normalmente se consideran objetos esféricos para simplificar el cálculo de riesgo (caso A). Este caso está ampliamente abordado en la literatura y no se analiza en detalle en esta tesis. Un caso de ejemplo se proporciona en la sección 4.2. Considerar la forma real de los objetos (caso B) permite calcular el riesgo de una manera más precisa. Un nuevo algoritmo es definido en esta tesis para calcular el riesgo de colisión cuando al menos uno de los objetos se considera complejo (sección 4.4.2). Dicho algoritmo permite calcular el riesgo de colisión para objetos formados por un conjunto de cajas, y se ha presentado en varias conferencias internacionales. Para evaluar las prestaciones de dicho algoritmo, sus resultados se han comparado con un análisis de Monte Carlo que se ha definido para considerar colisiones entre cajas de manera adecuada (sección 4.1.2.3), pues la búsqueda de colisiones simples aplicables para objetos esféricos no es aplicable a este caso. Este análisis de Monte Carlo se considera la verdad a la hora de calcular los resultados del algoritmos, dicha comparativa se presenta en la sección 4.4.4. En el caso de satélites que no se pueden considerar esféricos, el uso de un modelo de la geometría del satélite permite descartar eventos que no son colisiones reales o estimar con mayor precisión el riesgo asociado a un evento. El uso de estos algoritmos con geometrías complejas es más relevante para objetos de dimensiones grandes debido a las prestaciones de precisión orbital actuales. En el futuro, si los sistemas de vigilancia mejoran y las órbitas son conocidas con mayor precisión, la importancia de considerar la geometría real de los satélites será cada vez más relevante. La sección 5.4 presenta un ejemplo para un sistema de grandes dimensiones (satélite con un tether). Adicionalmente, si los dos objetos involucrados en la colisión tienen velocidad relativa baja (y geometría simple, Caso C en la Figura 2), la mayor parte de los algoritmos no son aplicables requiriendo implementaciones dedicadas para este caso particular. En esta tesis, uno de estos algoritmos presentado en la literatura [Patera, 2001]R.26 se ha analizado para determinar su idoneidad en distintos tipos de eventos (sección 4.5). La evaluación frete a un análisis de Monte Carlo se proporciona en la sección 4.5.2. Tras este análisis, se ha considerado adecuado para abordar las colisiones de baja velocidad. En particular, se ha concluido que el uso de algoritmos dedicados para baja velocidad son necesarios en función del tamaño del volumen de colisión proyectado en el plano de encuentro (B-plane) y del tamaño de la incertidumbre asociada al vector posición entre los dos objetos. Para incertidumbres grandes, estos algoritmos se hacen más necesarios pues la duración del intervalo en que los elipsoides de error de los dos objetos pueden intersecar es mayor. Dicho algoritmo se ha probado integrando el algoritmo de colisión para objetos con geometrías complejas. El resultado de dicho análisis muestra que este algoritmo puede ser extendido fácilmente para considerar diferentes tipos de algoritmos de cálculo de riesgo de colisión (sección 4.5.3). Ambos algoritmos, junto con el método Monte Carlo para geometrías complejas, se han implementado en la herramienta operacional de la ESA CORAM, que es utilizada para evaluar el riesgo de colisión en las actividades rutinarias de los satélites operados por ESA [Sánchez-Ortiz, 2013a]T.11. Este hecho muestra el interés y relevancia de los algoritmos desarrollados para la mejora de las operaciones de los satélites. Dichos algoritmos han sido presentados en varias conferencias internacionales [Sánchez-Ortiz, 2013b]T.9, [Pulido, 2014]T.7,[Grande-Olalla, 2013]T.10, [Pulido, 2014]T.5, [Sánchez-Ortiz, 2015c]T.1. ABSTRACT This document addresses methodologies for computation of the collision risk of a satellite. Two different approaches need to be considered for collision risk minimisation. On an operational basis, it is needed to perform a sieve of possible objects approaching the satellite, among all objects sharing the space with an operational satellite. As the orbits of both, satellite and the eventual collider, are not perfectly known but only estimated, the miss-encounter geometry and the actual risk of collision shall be evaluated. In the basis of the encounter geometry or the risk, an eventual manoeuvre may be required to avoid the conjunction. Those manoeuvres will be associated to a reduction in the fuel for the mission orbit maintenance, and thus, may reduce the satellite operational lifetime. Thus, avoidance manoeuvre fuel budget shall be estimated, at mission design phase, for a better estimation of mission lifetime, especially for those satellites orbiting in very populated orbital regimes. These two aspects, mission design and operational collision risk aspects, are summarised in Figure 3, and covered along this thesis. Bottom part of the figure identifies the aspects to be consider for the mission design phase (statistical characterisation of the space object population data and theory computing the mean number of events and risk reduction capability) which will define the most appropriate collision avoidance approach at mission operational phase. This part is covered in this work by starting from the theory described in [Sánchez-Ortiz, 2006]T.14 and implemented by this author in ARES tool [Sánchez-Ortiz, 2004b]T.15 provided by ESA for evaluation of collision avoidance approaches. This methodology has been now extended to account for the particular features of the available data sets in operational environment (section 4.3.3). Additionally, the formulation has been extended to allow evaluating risk computation approached when orbital uncertainty is not available (like the TLE case) and when only catastrophic collisions are subject to study (section 4.3.2.3). These improvements to the theory have been included in the new version of ESA ARES tool [Domínguez-González and Sánchez-Ortiz, 2012b]T.12 and available through [SDUP,2014]R.60. At the operation phase, the real catalogue data will be processed on a routine basis, with adequate collision risk computation algorithms to propose conjunction avoidance manoeuvre optimised for every event. The optimisation of manoeuvres in an operational basis is not approached along this document. Currently, American Two Line Element (TLE) catalogue is the only public source of data providing orbits of objects in space to identify eventual conjunction events. Additionally, Conjunction Summary Message (CSM) is provided by Joint Space Operation Center (JSpOC) when the American system identifies a possible collision among satellites and debris. Depending on the data used for collision avoidance evaluation, the conjunction avoidance approach may be different. The main features of currently available data need to be analysed (in regards to accuracy) in order to perform estimation of eventual encounters to be found along the mission lifetime. In the case of TLE, as these data is not provided with accuracy information, operational collision avoidance may be also based on statistical accuracy information as the one used in the mission design approach. This is not the case for CSM data, which includes the state vector and orbital accuracy of the two involved objects. This aspect has been analysed in detail and is depicted in the document, evaluating in statistical way the characteristics of both data sets in regards to the main aspects related to collision avoidance. Once the analysis of data set was completed, investigations on the impact of those features in the most convenient avoidance approaches have been addressed (section 5.1). This analysis is published in a peer-reviewed journal [Sánchez-Ortiz, 2015b]T.3. The analysis provides recommendations for different mission types (satellite size and orbital regime) in regards to the most appropriate collision avoidance approach for relevant risk reduction. The risk reduction capability is very much dependent on the accuracy of the catalogue utilized to identify eventual collisions. Approaches based on CSM data are recommended against the TLE based approach. Some approaches based on the maximum risk associated to envisaged encounters are demonstrated to report a very large number of events, which makes the approach not suitable for operational activities. Accepted Collision Probability Levels are recommended for the definition of the avoidance strategies for different mission types. For example for the case of a LEO satellite in the Sun-synchronous regime, the typically used ACPL value of 10-4 is not a suitable value for collision avoidance schemes based on TLE data. In this case the risk reduction capacity is almost null (due to the large uncertainties associated to TLE data sets, even for short time-to-event values). For significant reduction of risk when using TLE data, ACPL on the order of 10-6 (or lower) seems to be required, producing about 10 warnings per year and mission (if one-day ahead events are considered) or 100 warnings per year (for three-days ahead estimations). Thus, the main conclusion from these results is the lack of feasibility of TLE for a proper collision avoidance approach. On the contrary, for CSM data, and due to the better accuracy of the orbital information when compared with TLE, ACPL on the order of 10-4 allows to significantly reduce the risk. This is true for events estimated up to 3 days ahead. Even 5 days ahead events can be considered, but ACPL values down to 10-5 should be considered in such case. Even larger prediction times can be considered (7 days) for risk reduction about 90%, at the cost of larger number of warnings up to 5 events per year, when 5 days prediction allows to keep the manoeuvre rate in 2 manoeuvres per year. Dynamics of the GEO orbits is different to that in LEO, impacting on a lower increase of orbits uncertainty along time. On the contrary, uncertainties at short prediction times at this orbital regime are larger than those at LEO due to the differences in observation capabilities. Additionally, it has to be accounted that short prediction times feasible at LEO may not be appropriate for a GEO mission due to the orbital period being much larger at this regime. In the case of TLE data sets, significant reduction of risk is only achieved for small ACPL values, producing about a warning event per year if warnings are raised one day in advance to the event (too short for any reaction to be considered). Suitable ACPL values would lay in between 5•10-8 and 10-7, well below the normal values used in current operations for most of the GEO missions (TLE-based strategies for collision avoidance at this regime are not recommended). On the contrary, CSM data allows a good reduction of risk with ACPL in between 10-5 and 10-4 for short and medium prediction times. 10-5 is recommended for prediction times of five or seven days. The number of events raised for a suitable warning time of seven days would be about one in a 10-year mission. It must be noted, that these results are associated to a 2 m radius spacecraft, impact of the satellite size are also analysed within the thesis. In the future, other Space Situational Awareness Systems (SSA, ESA program) may provide additional catalogues of objects in space with the aim of reducing the risk. It is needed to investigate which are the required performances of those catalogues for allowing such risk reduction. The main performance aspects are coverage (objects included in the catalogue, mainly limited by a minimum object size derived from sensor performances) and the accuracy of the orbital data to accurately evaluate the conjunctions (derived from sensor performance in regards to object observation frequency and accuracy). The results of these investigations (section 5.2) are published in a peer-reviewed journal [Sánchez-Ortiz, 2015a]T.2. This aspect was not initially foreseen as objective of the thesis, but it shows how the theory described in the thesis, initially defined for mission design in regards to avoidance manoeuvre fuel allocation (upper part of figure 1), is extended and serves for additional purposes as dimensioning a Space Surveillance and Tracking (SST) system (bottom part of figure below). The main difference between the two approaches is the consideration of the catalogue features as part of the theory which are not modified (for the satellite mission design case) instead of being an input for the analysis (in the case of the SST design). In regards to the outputs, all the features computed by the statistical conjunction analysis are of importance for mission design (with the objective of proper global avoidance strategy definition and fuel allocation), whereas for the case of SST design, the most relevant aspects are the manoeuvre and false alarm rates (defining a reliable system) and the Risk Reduction capability (driving the effectiveness of the system). In regards to the methodology for computing the risk, the SST system shall be driven by the capacity of providing the means to avoid catastrophic conjunction events (avoiding the dramatic increase of the population), whereas the satellite mission design should consider all type of encounters, as the operator is interested on avoiding both lethal and catastrophic collisions. From the analysis of the SST features (object coverage and orbital uncertainty) for a reliable system, it is concluded that those two characteristics are to be imposed differently for the different orbital regimes, as the population level is different depending on the orbit type. Coverage values range from 5 cm for very populated LEO regime up to 100 cm in the case of GEO region. The difference on this requirement derives mainly from the relative velocity of the encounters at those regimes. Regarding the orbital knowledge of the catalogues, very accurate information is required for objects in the LEO region in order to limit the number of false alarms, whereas intermediate orbital accuracy can be considered for higher orbital regimes. In regards to the operational collision avoidance approaches, several collision risk algorithms are used for evaluation of collision risk of two pair of objects. Figure 2 provides a summary of the different collision risk algorithm cases and indicates how they are covered along this document. The typical case with high relative velocity is well covered in literature for the case of spherical objects (case A), with a large number of available algorithms, that are not analysed in detailed in this work. Only a sample case is provided in section 4.2. If complex geometries are considered (Case B), a more realistic risk evaluation can be computed. New approach for the evaluation of risk in the case of complex geometries is presented in this thesis (section 4.4.2), and it has been presented in several international conferences. The developed algorithm allows evaluating the risk for complex objects formed by a set of boxes. A dedicated Monte Carlo method has also been described (section 4.1.2.3) and implemented to allow the evaluation of the actual collisions among a large number of simulation shots. This Monte Carlo runs are considered the truth for comparison of the algorithm results (section 4.4.4). For spacecrafts that cannot be considered as spheres, the consideration of the real geometry of the objects may allow to discard events which are not real conjunctions, or estimate with larger reliability the risk associated to the event. This is of particular importance for the case of large spacecrafts as the uncertainty in positions of actual catalogues does not reach small values to make a difference for the case of objects below meter size. As the tracking systems improve and the orbits of catalogued objects are known more precisely, the importance of considering actual shapes of the objects will become more relevant. The particular case of a very large system (as a tethered satellite) is analysed in section 5.4. Additionally, if the two colliding objects have low relative velocity (and simple geometries, case C in figure above), the most common collision risk algorithms fail and adequate theories need to be applied. In this document, a low relative velocity algorithm presented in the literature [Patera, 2001]R.26 is described and evaluated (section 4.5). Evaluation through comparison with Monte Carlo approach is provided in section 4.5.2. The main conclusion of this analysis is the suitability of this algorithm for the most common encounter characteristics, and thus it is selected as adequate for collision risk estimation. Its performances are evaluated in order to characterise when it can be safely used for a large variety of encounter characteristics. In particular, it is found that the need of using dedicated algorithms depend on both the size of collision volume in the B-plane and the miss-distance uncertainty. For large uncertainties, the need of such algorithms is more relevant since for small uncertainties the encounter duration where the covariance ellipsoids intersect is smaller. Additionally, its application for the case of complex satellite geometries is assessed (case D in figure above) by integrating the developed algorithm in this thesis with Patera’s formulation for low relative velocity encounters. The results of this analysis show that the algorithm can be easily extended for collision risk estimation process suitable for complex geometry objects (section 4.5.3). The two algorithms, together with the Monte Carlo method, have been implemented in the operational tool CORAM for ESA which is used for the evaluation of collision risk of ESA operated missions, [Sánchez-Ortiz, 2013a]T.11. This fact shows the interest and relevance of the developed algorithms for improvement of satellite operations. The algorithms have been presented in several international conferences, [Sánchez-Ortiz, 2013b]T.9, [Pulido, 2014]T.7,[Grande-Olalla, 2013]T.10, [Pulido, 2014]T.5, [Sánchez-Ortiz, 2015c]T.1.

The Business Models and Economics of Peer-to-Peer lending. ECRI Research Report No 17, May 2016

This paper reviews peer-to-peer (P2P) lending, its development in the UK and other countries, and assesses the business and economic policy issues surrounding this new form of intermediation. P2P platform technology allows direct matching of borrowers’ and lenders’ diversification over a large number of borrowers without the loans having to be held on an intermediary balance sheet. P2P lending has developed rapidly in both the US and the UK, but it still represents a small fraction, less than 1%, of the stock of bank lending. In the UK – but not elsewhere – it is an important source of loans for smaller companies. We argue that P2P lending is fundamentally complementary to, and not competitive with, conventional banking. We therefore expect banks to adapt to the emergence of P2P lending, either by cooperating closely with third-party P2P lending platforms or offering their own proprietary platforms. We also argue that the full development of the sector requires much further work addressing the risks and business and regulatory issues in P2P lending, including risk communication, orderly resolution of platform failure, control of liquidity risks and minimisation of fraud, security and operational risks. This will depend on developing reliable business processes, the promotion to the full extent possible of transparency and standardisation and appropriate regulation that serves the needs of customers.

Das schweizerische Dreiecknetz

At head of title: 1.-2. Bd., Europäische Gradmessung; 3. Bd., Géodésique internationale; 4.-9. Bd., Internationale Erdmessung