Dynamical analysis of the global warming

Global warming is a major concern nowadays. Weather conditions are changing, and it seems that human activity is one of the main causes. In fact, since the beginning of the industrial revolution, the burning of fossil fuels has increased the nonnatural emissions of carbon dioxide to the atmosphere. Carbon dioxide is a greenhouse gas that absorbs the infrared radiation produced by the reflection of the sunlight on the Earth’s surface, trapping the heat in the atmosphere. Global warming and the associated climate changes are being the subject of intensive research due to their major impact on social, economic, and health aspects of human life. This paper studies the global warming trend in the perspective of dynamical systems and fractional calculus, which is a new standpoint in this context. Worldwide distributed meteorological stations and temperature records for the last 100 years are analysed. It is shown that the application of Fourier transforms and power law trend lines leads to an assertive representation of the global warming dynamics and a simpler analysis of its characteristics.

Shannon information and power law analysis of the chromosome code

This paper studies the information content of the chromosomes of twenty-three species. Several statistics considering different number of bases for alphabet character encoding are derived. Based on the resulting histograms, word delimiters and character relative frequencies are identified. The knowledge of this data allows moving along each chromosome while evaluating the flow of characters and words. The resulting flux of information is captured by means of Shannon entropy. The results are explored in the perspective of power law relationships allowing a quantitative evaluation of the DNA of the species.

Power law analysis of financial index dynamics

Power law PL and fractional calculus are two faces of phenomena with long memory behavior. This paper applies PL description to analyze different periods of the business cycle. With such purpose the evolution of ten important stock market indices DAX, Dow Jones, NASDAQ, Nikkei, NYSE, S&P500, SSEC, HSI, TWII, and BSE over time is studied. An evolutionary algorithm is used for the fitting of the PL parameters. It is observed that the PL curve fitting constitutes a good tool for revealing the signal main characteristics leading to the emergence of the global financial dynamic evolution.

Memória de longo prazo nos retornos acionistas dos índices de referência da euronext, implicações para a hipótese de mercados eficientes e contributo fractal para aperfeiçoamento do capital asset pricing model

Não existe uma definição única de processo de memória de longo prazo. Esse processo é geralmente definido como uma série que possui um correlograma decaindo lentamente ou um espectro infinito de frequência zero. Também se refere que uma série com tal propriedade é caracterizada pela dependência a longo prazo e por não periódicos ciclos longos, ou que essa característica descreve a estrutura de correlação de uma série de longos desfasamentos ou que é convencionalmente expressa em termos do declínio da lei-potência da função auto-covariância. O interesse crescente da investigação internacional no aprofundamento do tema é justificado pela procura de um melhor entendimento da natureza dinâmica das séries temporais dos preços dos ativos financeiros. Em primeiro lugar, a falta de consistência entre os resultados reclama novos estudos e a utilização de várias metodologias complementares. Em segundo lugar, a confirmação de processos de memória longa tem implicações relevantes ao nível da (1) modelação teórica e econométrica (i.e., dos modelos martingale de preços e das regras técnicas de negociação), (2) dos testes estatísticos aos modelos de equilíbrio e avaliação, (3) das decisões ótimas de consumo / poupança e de portefólio e (4) da medição de eficiência e racionalidade. Em terceiro lugar, ainda permanecem questões científicas empíricas sobre a identificação do modelo geral teórico de mercado mais adequado para modelar a difusão das séries. Em quarto lugar, aos reguladores e gestores de risco importa saber se existem mercados persistentes e, por isso, ineficientes, que, portanto, possam produzir retornos anormais. O objetivo do trabalho de investigação da dissertação é duplo. Por um lado, pretende proporcionar conhecimento adicional para o debate da memória de longo prazo, debruçando-se sobre o comportamento das séries diárias de retornos dos principais índices acionistas da EURONEXT. Por outro lado, pretende contribuir para o aperfeiçoamento do capital asset pricing model CAPM, considerando uma medida de risco alternativa capaz de ultrapassar os constrangimentos da hipótese de mercado eficiente EMH na presença de séries financeiras com processos sem incrementos independentes e identicamente distribuídos (i.i.d.). O estudo empírico indica a possibilidade de utilização alternativa das obrigações do tesouro (OT’s) com maturidade de longo prazo no cálculo dos retornos do mercado, dado que o seu comportamento nos mercados de dívida soberana reflete a confiança dos investidores nas condições financeiras dos Estados e mede a forma como avaliam as respetiva economias com base no desempenho da generalidade dos seus ativos. Embora o modelo de difusão de preços definido pelo movimento Browniano geométrico gBm alegue proporcionar um bom ajustamento das séries temporais financeiras, os seus pressupostos de normalidade, estacionariedade e independência das inovações residuais são adulterados pelos dados empíricos analisados. Por isso, na procura de evidências sobre a propriedade de memória longa nos mercados recorre-se à rescaled-range analysis R/S e à detrended fluctuation analysis DFA, sob abordagem do movimento Browniano fracionário fBm, para estimar o expoente Hurst H em relação às séries de dados completas e para calcular o expoente Hurst “local” H t em janelas móveis. Complementarmente, são realizados testes estatísticos de hipóteses através do rescaled-range tests R/S , do modified rescaled-range test M - R/S e do fractional differencing test GPH. Em termos de uma conclusão única a partir de todos os métodos sobre a natureza da dependência para o mercado acionista em geral, os resultados empíricos são inconclusivos. Isso quer dizer que o grau de memória de longo prazo e, assim, qualquer classificação, depende de cada mercado particular. No entanto, os resultados gerais maioritariamente positivos suportam a presença de memória longa, sob a forma de persistência, nos retornos acionistas da Bélgica, Holanda e Portugal. Isto sugere que estes mercados estão mais sujeitos a maior previsibilidade (“efeito José”), mas também a tendências que podem ser inesperadamente interrompidas por descontinuidades (“efeito Noé”), e, por isso, tendem a ser mais arriscados para negociar. Apesar da evidência de dinâmica fractal ter suporte estatístico fraco, em sintonia com a maior parte dos estudos internacionais, refuta a hipótese de passeio aleatório com incrementos i.i.d., que é a base da EMH na sua forma fraca. Atendendo a isso, propõem-se contributos para aperfeiçoamento do CAPM, através da proposta de uma nova fractal capital market line FCML e de uma nova fractal security market line FSML. A nova proposta sugere que o elemento de risco (para o mercado e para um ativo) seja dado pelo expoente H de Hurst para desfasamentos de longo prazo dos retornos acionistas. O expoente H mede o grau de memória de longo prazo nos índices acionistas, quer quando as séries de retornos seguem um processo i.i.d. não correlacionado, descrito pelo gBm(em que H = 0,5 , confirmando- se a EMH e adequando-se o CAPM), quer quando seguem um processo com dependência estatística, descrito pelo fBm(em que H é diferente de 0,5, rejeitando-se a EMH e desadequando-se o CAPM). A vantagem da FCML e da FSML é que a medida de memória de longo prazo, definida por H, é a referência adequada para traduzir o risco em modelos que possam ser aplicados a séries de dados que sigam processos i.i.d. e processos com dependência não linear. Então, estas formulações contemplam a EMH como um caso particular possível.

Damage evaluation of drilled carbon/epoxy laminates based on area assessment methods

The characteristics of carbon fibre reinforced laminates had widened their use, from aerospace to domestic appliances. A common characteristic is the need of drilling for assembly purposes. It is known that a drilling process that reduces the drill thrust force can decrease the risk of delamination. In this work, delamination assessment methods based on radiographic data are compared and correlated with mechanical test results (bearing test).

Influence of the cohesive law parameters on the strength prediction of adhesively-bonded joints

Adhesive joints are largely employed nowadays as a fast and effective joining process. The respective techniques for strength prediction have also improved over the years. Cohesive Zone Models (CZM’s) coupled to Finite Element Method (FEM) analyses surpass the limitations of stress and fracture criteria and allow modelling damage. CZM’s require the energy release rates in tension (Gn) and shear (Gs) and respective fracture energies in tension (Gnc) and shear (Gsc). Additionally, the cohesive strengths (tn0 for tension and ts0 for shear) must also be defined. In this work, the influence of the CZM parameters of a triangular CZM used to model a thin adhesive layer is studied, to estimate their effect on the predictions. Some conclusions were drawn for the accuracy of the simulation results by variations of each one of these parameters.

Analysis of the nano-surface of a modified glassy carbon electrode by pseudo phase plane method

This paper presents the Pseudo phase plane (PPP) method for detecting the existence of a nanofilm on the nitroazobenzene-modified glassy carbon electrode (NAB-GC) system. This modified electrode systems and nitroazobenze-nanofilm were prepared by the electrochemical reduction of diazonium salt of NAB at the glassy carbon electrodes (GCE) in nonaqueous media. The IR spectra of the bare glassy carbon electrodes (GCE), the NAB-GC electrode system and the organic NAB film were recorded. The IR data of the bare GC, NAB-GC and NAB film were categorized into five series consisting of FILM1, GC-NAB1, GC1; FILM2, GC-NAB2, GC2; FILM3, GC-NAB3, GC3 and FILM4, GC-NAB4, GC4 respectively. The PPP approach was applied to each group of the data of unmodified and modified electrode systems with nanofilm. The results provided by PPP method show the existence of the NAB film on the modified GC electrode.

Characterization approach to modified glassy carbon electrode-nanofilm system within multidimensional scaling

The aim of this work is to characterize the nanofilm consisting of the benzoic acid-modified glassy carbon (GC) electrode system through multidimensional scaling space analysis. The surface modification is based on the electrochemical reaction between the GC electrode and benzoic acid-diazonium salt (BA-DAS). As a result, the nonofilms regarding the benzoic acid-glassy carbon (BA-GC) electrode surface was obtained. For the analysis of the naonfilm of BC-GC electrode system, the IR spectra of the modified BA-GC electrode surface, GC surface and BA-DAS were recorded in the spectral range of 599.84 – 3996.34 [cm–1]. The IR data vectors of the above three forms were processed by the using the multidimensional scaling space approach to demonstrate the existence of a nanofilm on the modified BA-GC electrode system. Two- and three-dimensional MDS profiles obtained by application of multidimensional scaling approach to the data sets {CG1,...,CG10}, {BA-GC1,...,BA-GC10} and {FILM1,...,FILM10} allow a good recognition of the nanofilm on the modified glassy carbon (GC) electrode system.

Damage analysis of carbon/epoxy plates after drilling

Drilling of composites plates normally uses traditional techniques but damage risk is high. NDT use is important. Damage in a carbon/epoxy plate is evaluated by enhanced X-rays. Four different drills are used. The images are analysed using Computational Vision techniques. Surface roughness is compared. Results suggest strategies for delamination reduction.

Numerical prediction of delamination onset in carbon/epoxy composites drilling

Despite the fact that their physical properties make them an attractive family of materials, composites machining can cause several damage modes such as delamination, fibre pull-out, thermal degradation, and others. Minimization of axial thrust force during drilling reduces the probability of delamination onset, as it has been demonstrated by analytical models based on linear elastic fracture mechanics (LEFM). A finite element model considering solid elements of the ABAQUS® software library and interface elements including a cohesive damage model was developed in order to simulate thrust forces and delamination onset during drilling. Thrust force results for delamination onset are compared with existing analytical models.

Carbon surfaces for the oxidative quantification of pravastatin: glassy-carbon vs. screen-printed carbon electrodes

The electrooxidative behavior of pravastatin (PRV) in aqueous media was studied by square-wave voltammetry at a glassycarbon electrode (GCE) and at a screen-printed carbon electrode (SPCE). Maximum peak current intensities in a pH 5.0 buffer were obtained at +1.3 V vs. AgCl/Ag and +1.0 V vs. Ag for the GCE and SPCE surface respectively. Validation of the developed methodologies revealed good performance characteristics and confirmed their applicability to the quantification of PRV in pharmaceutical products, without significant sample pretreatment. A comparative analysis between the two electrode types showed that SPCEs are preferred as an electrode surface because of their higher sensitivity and the elimination of the need to clean the electrode’s surface for its renewal, which frequently is, if not always, the rate-limiting step in voltammetric analysis.

Adhesively-bonded repair proposal for wood members damaged by horizontal shear using carbon-epoxy patches

In this work, a repair technique with adhesively bonded carbon-epoxy patches is proposed for wood members damaged by horizontal shear and under bending loads. This damage is characterized by horizontal crack growth near the neutral plane of the wood beam, normally originating from checks and shakes. The repair consists of adhesively bonded carbon-epoxy patches on the vertical side faces of the beam at the cracked region to block sliding between the beam arms. An experimental and numerical parametric analysis was performed on the patch length. The numerical analysis used the finite element method (FEM) and cohesive zone models (CZMs), with an inverse modelling technique for the characterization of the adhesive layer. Trapezoidal cohesive laws in each pure mode were used to account for the ductility of the adhesive used. To fully reproduce the tests, horizontal damage propagation within the wood beam was also simulated. A good correlation with the experiments was found. Regarding the effectiveness of the repair, for the conditions selected for this work, a full strength recovery was achieved for the bigger value of patch length tested.

Numerical evaluation of three-dimensional scarf repairs in carbon-epoxy structures

The widespread employment of carbon-epoxy laminates in high responsibility and severely loaded applications introduces an issue regarding their handling after damage. Repair of these structures should be evaluated, instead of their disposal, for cost saving and ecological purposes. Under this perspective, the availability of efficient repair methods is essential to restore the strength of the structure. The development and validation of accurate predictive tools for the repairs behaviour are also extremely important, allowing the reduction of costs and time associated to extensive test programmes. Comparing with strap repairs, scarf repairs have the advantages of a higher efficiency and the absence of aerodynamic disturbance. This work reports on a numerical study of the tensile behaviour of three-dimensional scarf repairs in carbon-epoxy structures, using a ductile adhesive (Araldite® 2015). The finite elements analysis was performed in ABAQUS® and Cohesive Zone Modelling was used for the simulation of damage onset and growth in the adhesive layer. Trapezoidal cohesive laws in each pure mode were used to account for the ductility of the specific adhesive mentioned. A parametric study was performed on the repair width and scarf angle. The use of over-laminating plies covering the repaired region at the outer or both repair surfaces was also tested as an attempt to increase the repairs efficiency. The obtained results allowed the proposal of design principles for repairing composite structures.

Strength prediction and experimental validation of adhesive joints including polyethylene, carbon-epoxy and aluminium adherends

Polyolefins are especially difficult to bond due to their non-polar, non-porous and chemically inert surfaces. Acrylic adhesives used in industry are particularly suited to bond these materials, including many grades of polypropylene (PP) and polyethylene (PE), without special surface preparation. In this work, the tensile strength of single-lap PE and mixed joints bonded with an acrylic adhesive was investigated. The mixed joints included PE with aluminium (AL) or carbon fibre reinforced plastic (CFRP) substrates. The PE substrates were only cleaned with isopropanol, which assured cohesive failures. For the PE CFRP joints, three different surfaces preparations were employed for the CFRP substrates: cleaning with acetone, abrasion with 100 grit sand paper and peel-ply finishing. In the PE AL joints, the AL bonding surfaces were prepared by the following methods: cleaning with acetone, abrasion with 180 and 320 grit sand papers, grit blasting and chemical etching with chromic acid. After abrasion of the CFRP and AL substrates, the surfaces were always cleaned with acetone. The tensile strengths were compared with numerical results from ABAQUS® and a mixed mode (I+II) cohesive damage model. A good agreement was found between the experimental and numerical results, except for the PE AL joints, since the AL surface treatments were not found to be effective.

Interlaminar fracture characterization of a carbon-epoxy composite in pure mode II

The interlaminar fracture toughness in pure mode II (GIIc) of a Carbon-Fibre Reinforced Plastic (CFRP) composite is characterized experimentally and numerically in this work, using the End-Notched Flexure (ENF) fracture characterization test. The value of GIIc was extracted by a new data reduction scheme avoiding the crack length measurement, named Compliance-Based Beam Method (CBBM). This method eliminates the crack measurement errors, which can be non-negligible, and reflect on the accuracy of the fracture energy calculations. Moreover, it accounts for the Fracture Process Zone (FPZ) effects. A numerical study using the Finite Element Method (FEM) and a triangular cohesive damage model, implemented within interface finite elements and based on the indirect use of Fracture Mechanics, was performed to evaluate the suitability of the CBBM to obtain GIIc. This was performed comparing the input values of GIIc in the numerical models with the ones resulting from the application of the CBBM to the numerical load-displacement (P-) curve. In this numerical study, the Compliance Calibration Method (CCM) was also used to extract GIIc, for comparison purposes.