3 resultados para stochastic local volatility model leverage surface Dupire formula for local volatility Gyöngy theorem nonlinear partial integro-differential Kolmogorov equation finite difference method
em SAPIENTIA - Universidade do Algarve - Portugal
Resumo:
Damage assessment of structures with a mechanical non linear model demands the representation of seismic action in terms of an accelerogram (dynamic analysis) or a response spectrum (pushover analysis). Stochastic ground motion simulation is largely used in regions where seismic strong-motion records are available in insufficient number. In this work we present a variation of the stochastic finite-fault method with dynamic corner frequency that includes the geological site effects. The method was implemented in a computer program named SIMULSIS that generate time series (accelerograms) and response spectra. The program was tested with the MW= 7.3 Landers earthquake (June 28, 1992) and managed to reproduce its effects. In the present work we used it to reproduce the effects of the 1980’s Azores earthquake (January 1, 1980) in several islands, with different possible local site conditions. In those places, the response spectra are presented and compared with the buildings damage observed.
Resumo:
A three-dimensional primitive equation model and its application to a tidal estuary is described. The model solves the primitive equations for incompressible fluids with Boussinesq and hydrostatic approximations. The discretization is based on the finite volume method and allows a general vertical coordinate. The computational code is implemented in such a way that different vertical coordinates can be used in different parts of the domain. The model was designed to be able to simulate the flow both in the open ocean and in coastal and estuarine zones and can be coupled in a simple way to ecological models. The model was implemented successfully in several estuarine and coastal areas. Results are show for the Sado estuary in Portugal to illustrate model accuracy and potential. Quantitative validation is based on field data (water levels and velocities) while qualitative verification is based on the analysis of secondary flows.
Resumo:
Tese de doutoramento, Ciências Biotecnológicas (Biotecnologia Alimentar), Faculdade de Ciências e Tecnologia, Universidade do Algarve, 2014