Slip flows of Newtonian and viscoelastic fluids in a 4:1 contraction

This work presents a numerical study of the 4:1 planar contraction flow of a viscoelastic fluid described by the simplified Phan-Thien–Tanner model under the influence of slip boundary conditions at the channel walls. The linear Navier slip law was considered with the dimensionless slip coefficient varying in the range ½0; 4500. The simulations were carried out for a small constant Reynolds number of 0.04 and Deborah numbers (De) varying between 0 and 5. Convergence could not be achieved for higher values of the Deborah number, especially for large values of the slip coefficient, due to the large stress gradients near the singularity of the reentrant corner. Increasing the slip coefficient leads to the formation of two vortices, a corner and a lip vortex. The lip vortex grows with increasing slip until it absorbs the corner vortex, creating a single large vortex that continues to increase in size and intensity. In the range De = 3–5 no lip vortex was formed. The flow is characterized in detail for De ¼ 1 as function of the slip coefficient, while for the remaining De only the main features are shown for specific values of the slip coefficient.

Specification and testing of multiplicative time-varying GARCH models with applications

In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns.

Georeferencing historical documents: the case of the Dume Boundary

Much of the information of historical documents about the territory and property are defined on textual form. This information is mostly geographic and defines territorial areas, its limits and boundaries. For the treatment of this data, we have defined one information system where the treatment of the documental references for the study of the settlement and landscape implies a systematization of the information, normalization, integration and graphic and cartographic representation. This methodology was applied to the case study of the boundary of the monastery-diocese of Dume, in Braga - Portugal, for which there are countless documents and references to this site, but where the urban pressure has mischaracterized very significantly the landscape, making the identification of territorial limits quite difficult. The work carried out to give spatial and cartographic expression to the data, by defining viewing criteria according to the recorded information, proved to be a central working tool in the boundary study and in understanding the dynamics of the sites in the various cultural periods.

A multi–physics approach applied to masonry structures with non–hydraulic lime mortars

Tese de Doutoramento em Engenharia Civil (área de especialização em Engenharia de Estruturas).