The Double Pareto-Lognormal Distribution and its applications in actuarial science and finance

Le but de ce mémoire de maîtrise est de décrire les propriétés de la loi double Pareto-lognormale, de montrer comment on peut introduire des variables explicatives dans le modèle et de présenter son large potentiel d'applications dans le domaine de la science actuarielle et de la finance. Tout d'abord, nous donnons la définition de la loi double Pareto-lognormale et présentons certaines de ses propriétés basées sur les travaux de Reed et Jorgensen (2004). Les paramètres peuvent être estimés en utilisant la méthode des moments ou le maximum de vraisemblance. Ensuite, nous ajoutons une variable explicative à notre modèle. La procédure d'estimation des paramètres de ce mo-\\dèle est également discutée. Troisièmement, des applications numériques de notre modèle sont illustrées et quelques tests statistiques utiles sont effectués.

Behaviour and applications of elastic waves in structures and metamaterials

The present thesis focuses on elastic waves behaviour in ordinary structures as well as in acousto-elastic metamaterials via numerical and experimental applications. After a brief introduction on the behaviour of elastic guided waves in the framework of non-destructive evaluation (NDE) and structural health monitoring (SHM) and on the study of elastic waves propagation in acousto-elastic metamaterials, dispersion curves for thin-walled beams and arbitrary cross-section waveguides are extracted via Semi-Analytical Finite Element (SAFE) methods. Thus, a novel strategy tackling signal dispersion to locate defects in irregular waveguides is proposed and numerically validated. Finally, a time-reversal and laser-vibrometry based procedure for impact location is numerically and experimentally tested. In the second part, an introduction and a brief review of the basic definitions necessary to describe acousto-elastic metamaterials is provided. A numerical approach to extract dispersion properties in such structures is highlighted. Afterwards, solid-solid and solid-fluid phononic systems are discussed via numerical applications. In particular, band structures and transmission power spectra are predicted for 1P-2D, 2P-2D and 2P-3D phononic systems. In addition, attenuation bands in the ultrasonic as well as in the sonic frequency regimes are experimentally investigated. In the experimental validation, PZTs in a pitch-catch configuration and laser vibrometric measurements are performed on a PVC phononic plate in the ultrasonic frequency range and sound insulation index is computed for a 2P-3D phononic barrier in the sonic frequency range. In both cases the numerical-experimental results comparison confirms the existence of the numerical predicted band-gaps. Finally, the feasibility of an innovative passive isolation strategy based on giant elastic metamaterials is numerically proved to be practical for civil structures. In particular, attenuation of seismic waves is demonstrated via finite elements analyses. Further, a parametric study shows that depending on the soil properties, such an earthquake-proof barrier could lead to significant reduction of the superstructure displacement.

Coupled reliability and boundary element model for probabilistic fatigue life assessment in mixed mode crack propagation

Fatigue and crack propagation are phenomena affected by high uncertainties, where deterministic methods fail to predict accurately the structural life. The present work aims at coupling reliability analysis with boundary element method. The latter has been recognized as an accurate and efficient numerical technique to deal with mixed mode propagation, which is very interesting for reliability analysis. The coupled procedure allows us to consider uncertainties during the crack growth process. In addition, it computes the probability of fatigue failure for complex structural geometry and loading. Two coupling procedures are considered: direct coupling of reliability and mechanical solvers and indirect coupling by the response surface method. Numerical applications show the performance of the proposed models in lifetime assessment under uncertainties, where the direct method has shown faster convergence than response surface method. (C) 2010 Elsevier Ltd. All rights reserved.

Using passive techniques for vibration damping in mechanical systems

This paper examines two passive techniques for vibration reduction in mechanical systems: the first one is based on dynamic vibration absorbers (DVAs) and the second uses resonant circuit shunted (RCS) piezoceramics. Genetic algorithms are used to determine the optimal design parameters with respect to performance indexes, which are associated with the dynamical behavior of the system over selected frequency bands. The calculation of the frequency response functions (FRFs) of the composite structure (primary system + DVAs) is performed through a substructure coupling technique. A modal technique is used to determine the frequency response function of the structure containing shunted piezoceramics which are bonded to the primary structure. The use of both techniques simultaneously on the same structure is investigated. The methodology developed is illustrated by numerical applications in which the primary structure is represented by simple Euler-Bernoulli beams. However, the design aspects of vibration control devices presented in this paper can be extended to more complex structures.

A User-Centric Perspective on Parallel Programming with Focus on OpenMP

The process of developing software that takes advantage of multiple processors is commonly referred to as parallel programming. For various reasons, this process is much harder than the sequential case. For decades, parallel programming has been a problem for a small niche only: engineers working on parallelizing mostly numerical applications in High Performance Computing. This has changed with the advent of multi-core processors in mainstream computer architectures. Parallel programming in our days becomes a problem for a much larger group of developers. The main objective of this thesis was to find ways to make parallel programming easier for them. Different aims were identified in order to reach the objective: research the state of the art of parallel programming today, improve the education of software developers about the topic, and provide programmers with powerful abstractions to make their work easier. To reach these aims, several key steps were taken. To start with, a survey was conducted among parallel programmers to find out about the state of the art. More than 250 people participated, yielding results about the parallel programming systems and languages in use, as well as about common problems with these systems. Furthermore, a study was conducted in university classes on parallel programming. It resulted in a list of frequently made mistakes that were analyzed and used to create a programmers' checklist to avoid them in the future. For programmers' education, an online resource was setup to collect experiences and knowledge in the field of parallel programming - called the Parawiki. Another key step in this direction was the creation of the Thinking Parallel weblog, where more than 50.000 readers to date have read essays on the topic. For the third aim (powerful abstractions), it was decided to concentrate on one parallel programming system: OpenMP. Its ease of use and high level of abstraction were the most important reasons for this decision. Two different research directions were pursued. The first one resulted in a parallel library called AthenaMP. It contains so-called generic components, derived from design patterns for parallel programming. These include functionality to enhance the locks provided by OpenMP, to perform operations on large amounts of data (data-parallel programming), and to enable the implementation of irregular algorithms using task pools. AthenaMP itself serves a triple role: the components are well-documented and can be used directly in programs, it enables developers to study the source code and learn from it, and it is possible for compiler writers to use it as a testing ground for their OpenMP compilers. The second research direction was targeted at changing the OpenMP specification to make the system more powerful. The main contributions here were a proposal to enable thread-cancellation and a proposal to avoid busy waiting. Both were implemented in a research compiler, shown to be useful in example applications, and proposed to the OpenMP Language Committee.

Análise não-linear de treliças pelo método dos elementos finitos posicional

This work presents the positional nonlinear geometric formulation for trusses using different strain measures. The positional formulation presents an alternative approach for nonlinear problems. This formulation considers nodal positions as variables of the nonlinear system instead of displacements (widely found in literature). The work also describes the arc-length method used for tracing equilibrium paths with snap-through and snap-back. Numerical applications for trusses already established in the literature and comparisons with other studies are provided to prove the accuracy of the proposed formulation

Java-XSC : módulo complexo e complexo intervalar

This work aims to develop modules that will increase the computational power of the Java-XSC library, and XSC an acronym for "Language Extensions for Scientific Computation . This library is actually an extension of the Java programming language that has standard functions and routines elementary mathematics useful interval. in this study two modules were added to the library, namely, the modulus of complex numbers and complex numbers of module interval which together with the modules original numerical applications that are designed to allow, for example in the engineering field, can be used in devices running Java programs

RELATIVISTIC 3-PARTICLE SCATTERING EQUATIONS

We derive a set of relativistic three-particle scattering equations in the three-particle c.m. frame employing a relativistic three-particle propagator suggested long ago by Ahmadzadeh and Tjon in the c.m. frame of a two-particle subsystem. We make the coordinate transformation of this propagator from the c.m. frame of the two-particle subsystem to the three-particle c.m. frame. We also point out that some numerical applications of the Ahmadzadeh and Tjon propagator to the three-nucleon problem use unnecessary nonrelativistic approximations which do not simplify the computational task, but violate constraints of relativistic unitarity and/or covariance.

Identification of structural damage in flexible structures using system norm and neural networks

Nowadays there is great interest in damage identification using non destructive tests. Predictive maintenance is one of the most important techniques that are based on analysis of vibrations and it consists basically of monitoring the condition of structures or machines. A complete procedure should be able to detect the damage, to foresee the probable time of occurrence and to diagnosis the type of fault in order to plan the maintenance operation in a convenient form and occasion. In practical problems, it is frequent the necessity of getting the solution of non linear equations. These processes have been studied for a long time due to its great utility. Among the methods, there are different approaches, as for instance numerical methods (classic), intelligent methods (artificial neural networks), evolutions methods (genetic algorithms), and others. The characterization of damages, for better agreement, can be classified by levels. A new one uses seven levels of classification: detect the existence of the damage; detect and locate the damage; detect, locate and quantify the damages; predict the equipment's working life; auto-diagnoses; control for auto structural repair; and system of simultaneous control and monitoring. The neural networks are computational models or systems for information processing that, in a general way, can be thought as a device black box that accepts an input and produces an output. Artificial neural nets (ANN) are based on the biological neural nets and possess habilities for identification of functions and classification of standards. In this paper a methodology for structural damages location is presented. This procedure can be divided on two phases. The first one uses norms of systems to localize the damage positions. The second one uses ANN to quantify the severity of the damage. The paper concludes with a numerical application in a beam like structure with five cases of structural damages with different levels of severities. The results show the applicability of the presented methodology. A great advantage is the possibility of to apply this approach for identification of simultaneous damages.

Mixed Mode Fracture Behaviour of Piezoelectric Materials

Piezoelectrics present an interactive electromechanical behaviour that, especially in recent years, has generated much interest since it renders these materials adapt for use in a variety of electronic and industrial applications like sensors, actuators, transducers, smart structures. Both mechanical and electric loads are generally applied on these devices and can cause high concentrations of stress, particularly in proximity of defects or inhomogeneities, such as flaws, cavities or included particles. A thorough understanding of their fracture behaviour is crucial in order to improve their performances and avoid unexpected failures. Therefore, a considerable number of research works have addressed this topic in the last decades. Most of the theoretical studies on this subject find their analytical background in the complex variable formulation of plane anisotropic elasticity. This theoretical approach bases its main origins in the pioneering works of Muskelishvili and Lekhnitskii who obtained the solution of the elastic problem in terms of independent analytic functions of complex variables. In the present work, the expressions of stresses and elastic and electric displacements are obtained as functions of complex potentials through an analytical formulation which is the application to the piezoelectric static case of an approach introduced for orthotropic materials to solve elastodynamics problems. This method can be considered an alternative to other formalisms currently used, like the Stroh’s formalism. The equilibrium equations are reduced to a first order system involving a six-dimensional vector field. After that, a similarity transformation is induced to reach three independent Cauchy-Riemann systems, so justifying the introduction of the complex variable notation. Closed form expressions of near tip stress and displacement fields are therefore obtained. In the theoretical study of cracked piezoelectric bodies, the issue of assigning consistent electric boundary conditions on the crack faces is of central importance and has been addressed by many researchers. Three different boundary conditions are commonly accepted in literature: the permeable, the impermeable and the semipermeable (“exact”) crack model. This thesis takes into considerations all the three models, comparing the results obtained and analysing the effects of the boundary condition choice on the solution. The influence of load biaxiality and of the application of a remote electric field has been studied, pointing out that both can affect to a various extent the stress fields and the angle of initial crack extension, especially when non-singular terms are retained in the expressions of the electro-elastic solution. Furthermore, two different fracture criteria are applied to the piezoelectric case, and their outcomes are compared and discussed. The work is organized as follows: Chapter 1 briefly introduces the fundamental concepts of Fracture Mechanics. Chapter 2 describes plane elasticity formalisms for an anisotropic continuum (Eshelby-Read-Shockley and Stroh) and introduces for the simplified orthotropic case the alternative formalism we want to propose. Chapter 3 outlines the Linear Theory of Piezoelectricity, its basic relations and electro-elastic equations. Chapter 4 introduces the proposed method for obtaining the expressions of stresses and elastic and electric displacements, given as functions of complex potentials. The solution is obtained in close form and non-singular terms are retained as well. Chapter 5 presents several numerical applications aimed at estimating the effect of load biaxiality, electric field, considered permittivity of the crack. Through the application of fracture criteria the influence of the above listed conditions on the response of the system and in particular on the direction of crack branching is thoroughly discussed.

&ACE: A high-performance parallel prolog system

In recent years a lot of research has been invested in parallel processing of numerical applications. However, parallel processing of Symbolic and AI applications has received less attention. This paper presents a system for parallel symbolic computitig, narned ACE, based on the logic programming paradigm. ACE is a computational model for the full Prolog language, capable of exploiting Or-parall< lism and Independent And-parallelism. In this paper vve focus on the implementation of the and-parallel part of the ACE system (ralled &ACE) on a shared memory multiprocessor, d< scribing its organization, some optimizations, and presenting some performance figures, proving the abilhy of &ACE to efficiently exploit parallelism.

A Finite Element to Perform 3D Shakedown Analysis for Limited Kinematic Hardening Materials

The use of the Design by Analysis (DBA) route is a modern trend in pressure vessel and piping international codes in mechanical engineering. However, to apply the DBA to structures under variable mechanical and thermal loads, it is necessary to assure that the plastic collapse modes, alternate plasticity and incremental collapse (with instantaneous plastic collapse as a particular case), be precluded. The tool available to achieve this target is the shakedown theory. Unfortunately, the practical numerical applications of the shakedown theory result in very large nonlinear optimization problems with nonlinear constraints. Precise, robust and efficient algorithms and finite elements to solve this problem in finite dimension has been a more recent achievements. However, to solve real problems in an industrial level, it is necessary also to consider more realistic material properties as well as to accomplish 3D analysis. Limited kinematic hardening, is a typical property of the usual steels and it should be considered in realistic applications. In this paper, a new finite element with internal thermodynamical variables to model kinematic hardening materials is developed and tested. This element is a mixed ten nodes tetrahedron and through an appropriate change of variables is possible to embed it in a shakedown analysis software developed by Zouain and co-workers for elastic ideally-plastic materials, and then use it to perform 3D shakedown analysis in cases with limited kinematic hardening materials

The Influence of Limited Kinematic Hardening in Shakedown Analysis

The use of the Design by Analysis concept is a trend in modern pressure vessel and piping calculations. DBA flexibility allow us to deal with unexpected configurations detected at in-service inspections. It is also important, in life extension calculations, when deviations of the original standard hypotesis adopted initially in Design by Formula, can happen. To apply the DBA to structures under variable mechanic and thermal loads, it is necessary that, alternate plasticity and incremental collapse (with instantaneous plastic collapse as a particular case), be precluded. These are two basic failure modes considered by ASME or European Standards in DBA. The shakedown theory is the tool available to achieve this goal. In order to apply it, is necessary only the range of the variable loads and the material properties. Precise, robust and efficient algorithms to solve the very large nonlinear optimization problems generated in numerical applications of the shakedown theory is a recent achievement. Zouain and co-workers developed one of these algorithms for elastic ideally-plastic materials. But, it is necessary to consider more realistic material properties in real practical applications. This paper shows an enhancement of this algorithm to dealing with limited kinematic hardening, a typical property of the usual steels. This is done using internal thermodynamic variables. A discrete algorithm is obtained using a plane stress, mixed finite element, with internal variable. An example, a beam encased in an end, under constant axial force and variable moment is presented to show the importance of considering the limited kinematic hardening in a shakedown analysis.

Detección y evitación de objetos flotantes en el contexto de un vehículo autónomo de superficie

[ES]El Instituto Universitario de Sistemas Inteligentes y Aplicaciones Numéricas en Ingeniería y en especial la División de Robótica y Oceanografía Computacional está desarrollando un velero autónomo de superficie que requiere de un sistema para la detección y evasión de obstáculos. Dicho sistema se ha desarrollado sobre una Raspberry Pi con un servicio para la captura de imágenes, así como un servidor web que permita la modificación de la configuración de la cámara. Una vez completada dicha infraestructura se tomaron las fotografías que conformarán el conjunto de entrenamiento para el sistema de visión por computador y se desarrollará este último. Los resultados se han integrado con el sistema del control modificando el rumbo cuando se detecte un obstáculo.

Desarrollo de Algoritmos Numéricos para el Estudio de la Propagación no Lineal de Ondas en Aplicaciones Aeroespaciales y Astrofísicas. Develop to Numerical Algorithms to Study non-Linear Waves Propagation in Aerospace and Astrophysics Applications.

En este proyecto se desarrollarán algoritmos numéricos para sistemas no lineales hiperbólicos-parabólicos de ecuaciones diferenciales en derivadas parciales. Dichos sistemas tienen aplicación en propagación de ondas en ámbitos aeroespaciales y astrofísicos.Objetivos generales: 1)Desarrollo y mejora de algoritmos numéricos con la finalidad de incrementar la calidad en la simulación de propagación e interacción de ondas gasdinámicas y magnetogasdinámicas no lineales. 2)Desarrollo de códigos computacionales con la finalidad de simular flujos gasdinámicos de elevada entalpía incluyendo cambios químicos, efectos dispersivos y difusivos.3)Desarrollo de códigos computacionales con la finalidad de simular flujos magnetogasdinámicos ideales y reales.4)Aplicación de los nuevos algoritmos y códigos computacionales a la solución del flujo aerotermodinámico alrededor de cuerpos que ingresan en la atmósfera terrestre. 5)Aplicación de los nuevos algoritmos y códigos computacionales a la simulación del comportamiento dinámico no lineal de arcos magnéticos en la corona solar. 6)Desarrollo de nuevos modelos para describir el comportamiento no lineal de arcos magnéticos en la corona solar.Este proyecto presenta como objetivo principal la introducción de mejoras en algoritmos numéricos para simular la propagación e interacción de ondas no lineales en dos medios gaseosos: aquellos que no poseen carga eléctrica libre (flujos gasdinámicos) y aquellos que tienen carga eléctrica libre (flujos magnetogasdinámicos). Al mismo tiempo se desarrollarán códigos computacionales que implementen las mejoras de las técnicas numéricas.Los algoritmos numéricos se aplicarán con la finalidad de incrementar el conocimiento en tópicos de interés en la ingeniería aeroespacial como es el cálculo del flujo de calor y fuerzas aerotermodinámicas que soportan objetos que ingresan a la atmósfera terrestre y en temas de astrofísica como la propagación e interacción de ondas, tanto para la transferencia de energía como para la generación de inestabilidades en arcos magnéticos de la corona solar. Estos dos temas poseen en común las técnicas y algoritmos numéricos con los que serán tratados. Las ecuaciones gasdinámicas y magnetogasdinámicas ideales conforman sistemas hiperbólicos de ecuaciones diferenciales y pueden ser solucionados utilizando "Riemann solvers" junto con el método de volúmenes finitos (Toro 1999; Udrea 1999; LeVeque 1992 y 2005). La inclusión de efectos difusivos genera que los sistemas de ecuaciones resulten hiperbólicos-parabólicos. La contribución parabólica puede ser considerada como términos fuentes y tratada adicionalmente tanto en forma explícita como implícita (Udrea 1999; LeVeque 2005).Para analizar el flujo alrededor de cuerpos que ingresan en la atmósfera se utilizarán las ecuaciones de Navier-Stokes químicamente activas, mientras la temperatura no supere los 6000K. Para mayores temperaturas es necesario considerar efectos de ionización (Anderson, 1989). Tanto los efectos difusivos como los cambios químicos serán considerados como términos fuentes en las ecuaciones de Euler. Para tratar la propagación de ondas, transferencia de energía e inestabilidades en arcos magnéticos de la corona solar se utilizarán las ecuaciones de la magnetogasdinámica ideal y real. En este caso será también conveniente implementar términos fuente para el tratamiento de fenómenos de transporte como el flujo de calor y el de radiación. Los códigos utilizarán la técnica de volúmenes finitos, junto con esquemas "Total Variation Disminishing - TVD" sobre mallas estructuradas y no estructuradas.