28 resultados para MODEL COMPOSITES


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Tese de doutoramento em Ciências da Educação

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In this thesis we implement estimating procedures in order to estimate threshold parameters for the continuous time threshold models driven by stochastic di®erential equations. The ¯rst procedure is based on the EM (expectation-maximization) algorithm applied to the threshold model built from the Brownian motion with drift process. The second procedure mimics one of the fundamental ideas in the estimation of the thresholds in time series context, that is, conditional least squares estimation. We implement this procedure not only for the threshold model built from the Brownian motion with drift process but also for more generic models as the ones built from the geometric Brownian motion or the Ornstein-Uhlenbeck process. Both procedures are implemented for simu- lated data and the least squares estimation procedure is also implemented for real data of daily prices from a set of international funds. The ¯rst fund is the PF-European Sus- tainable Equities-R fund from the Pictet Funds company and the second is the Parvest Europe Dynamic Growth fund from the BNP Paribas company. The data for both funds are daily prices from the year 2004. The last fund to be considered is the Converging Europe Bond fund from the Schroder company and the data are daily prices from the year 2005.

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Dissertation submitted to the Faculty of Sciences and Technology of New University of Lisbon for obtaining the degree of Master in Environmental Management Systems

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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Informática

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Dissertation submitted in partial fulfilment of the requirements for the Degree of Master of Science in Geospatial Technologies

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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova da Lisboa para obtenção do grau de Mestre em Engenharia e Gestão Industrial (MEGI)

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Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Ciência e Sistemas de Informação Geográfica

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Undesirable void formation during the injection phase of the liquid composite molding process can be understood as a consequence of the non-uniformity of the flow front progression, caused by the dual porosity of the fiber perform. Therefore the best examination of the void formation physics can be provided by a mesolevel analysis, where the characteristic dimension is given by the fiber tow diameter. In mesolevel analysis, liquid impregnation along two different scales; inside fiber tows and within the spaces between them; must be considered and the coupling between these flow regimes must be addressed. In such case, it is extremely important to account correctly for the surface tension effects, which can be modeled as capillary pressure applied at the flow front. When continues Galerkin method is used, exploiting elements with velocity components and pressure as nodal variables, strong numerical implementation of such boundary conditions leads to ill-posing of the problem, in terms of the weak classical as well as stabilized formulation. As a consequence, there is an error in mass conservation accumulated especially along the free flow front. This article presents a numerical procedure, which was formulated and implemented in the existing Free Boundary Program in order to significantly reduce this error.

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Undesirable void formation during the injection phase of the liquid composite moulding process can be understood as a consequence of the non-uniformity of the flow front progression, caused by the dual porosity of the fibre perform. Therefore the best examination of the void formation physics can be provided by a mesolevel analysis, where the characteristic dimension is given by the fibre tow diameter. In mesolevel analysis, liquid impregnation along two different scales; inside fibre tows and within the open spaces between them; must be considered and the coupling between these flow regimes must be addressed. In such case, it is extremely important to account correctly for the surface tension effects, which can be modelled as capillary pressure applied at the flow front. Numerical implementation of such boundary conditions leads to ill-posing of the problem, in terms of the weak classical as well as stabilized formulation. As a consequence, there is an error in mass conservation accumulated especially along the free flow front. This contribution presents a numerical procedure, which was formulated and implemented in the existing Free Boundary Program in order to significantly reduce this error.

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MSc. Dissertation presented at Faculdade de Ciências e Tecnologia of Universidade Nova de Lisboa to obtain the Master degree in Electrical and Computer Engineering

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33rd IAHR Congress: Water Engineering for a Sustainable Environment

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Dissertação apresentada para obtenção do Grau de Doutor em Engenharia Electrotécnica, Especialidade de Sistemas Digitais, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

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Critical Issues in Environmental Taxation: International and Comparative Perspectives: Volume VI, 699-715