Monte Carlo simulations for dosimetric verification in photon and electron beam radiotherapy

Dissertação para obtenção do Grau de Doutor em Engenharia Biomédica

Implementação de um sistema para simulação por Monte Carlo de fotões através do olho humano

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

Commissioning de um sistema de planimetria computorizado de Monte Carlo comercial para radioterapia

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

Medição e cálculo, utilizando simulações Monte Carlo, das doses em exames de tomografia computorizada

Tese Mestrado Integrado em Engenharia Biomédica

Implementação de um sistema para simulação por Monte Carlo da passagem de fotões através do olho humano mediante a utilização da plataforma GEANT4 - I

Dissertação para obtenção do Grau de Mestre em Engenharia Biomédica

Implementação de um sistema para simulação por Monte Carlo da passagem de fotões através do olho humano mediante a utilização da plataforma GEANT4 – II

Dissertação para obtenção do Grau de Mestre em Engenharia Biomédica

Simulações Monte Carlo da redução da dose no cristalino e na tiroide em exames de tomografia computorizada utilizando proteções de bismuto

A presente dissertação foi desenvolvida com colaboração do Campus Tecnológico e Nuclear e do Hospital de São José

Molecular simulation of gas adsorption equilibria in nanoporous materials

This work is divided into two distinct parts. The first part consists of the study of the metal organic framework UiO-66Zr, where the aim was to determine the force field that best describes the adsorption equilibrium properties of two different gases, methane and carbon dioxide. The other part of the work focuses on the study of the single wall carbon nanotube topology for ethane adsorption; the aim was to simplify as much as possible the solid-fluid force field model to increase the computational efficiency of the Monte Carlo simulations. The choice of both adsorbents relies on their potential use in adsorption processes, such as the capture and storage of carbon dioxide, natural gas storage, separation of components of biogas, and olefin/paraffin separations. The adsorption studies on the two porous materials were performed by molecular simulation using the grand canonical Monte Carlo (μ,V,T) method, over the temperature range of 298-343 K and pressure range 0.06-70 bar. The calibration curves of pressure and density as a function of chemical potential and temperature for the three adsorbates under study, were obtained Monte Carlo simulation in the canonical ensemble (N,V,T); polynomial fit and interpolation of the obtained data allowed to determine the pressure and gas density at any chemical potential. The adsorption equilibria of methane and carbon dioxide in UiO-66Zr were simulated and compared with the experimental data obtained by Jasmina H. Cavka et al. The results show that the best force field for both gases is a chargeless united-atom force field based on the TraPPE model. Using this validated force field it was possible to estimate the isosteric heats of adsorption and the Henry constants. In the Grand-Canonical Monte Carlo simulations of carbon nanotubes, we conclude that the fastest type of run is obtained with a force field that approximates the nanotube as a smooth cylinder; this approximation gives execution times that are 1.6 times faster than the typical atomistic runs.

Probabilistic constraint reasoning with Monte Carlo integration to robot localization

This work studies the combination of safe and probabilistic reasoning through the hybridization of Monte Carlo integration techniques with continuous constraint programming. In continuous constraint programming there are variables ranging over continuous domains (represented as intervals) together with constraints over them (relations between variables) and the goal is to find values for those variables that satisfy all the constraints (consistent scenarios). Constraint programming “branch-and-prune” algorithms produce safe enclosures of all consistent scenarios. Special proposed algorithms for probabilistic constraint reasoning compute the probability of sets of consistent scenarios which imply the calculation of an integral over these sets (quadrature). In this work we propose to extend the “branch-and-prune” algorithms with Monte Carlo integration techniques to compute such probabilities. This approach can be useful in robotics for localization problems. Traditional approaches are based on probabilistic techniques that search the most likely scenario, which may not satisfy the model constraints. We show how to apply our approach in order to cope with this problem and provide functionality in real time.

Monte Carlo valuation of worst-of auto-callable equity swaps

This thesis proposes a Monte Carlo valuation method for Worst-of Auto-callable equity swaps. The valuation of this type of swap usually requires complex numerical methods which are implemented in “black-box” valuation systems. The method proposed is an alternative benchmark tool that is relatively simple to implement and customize. The performance of the method was evaluated according to the variance and bias of the output and to the accuracy when compared to a leading valuation system in the market.

A reliability-based measure of robustness for concrete structures subjected to corrosion

This work is a contribution to the definition and assessment of structural robustness. Special emphasis is given to reliability of reinforced concrete structures under corrosion of longitudinal reinforcement. On this communication several authors’ proposals in order to define and measure structural robustness are analyzed and discussed. The probabilistic based robustness index is defined, considering the reliability index decreasing for all possible damage levels. Damage is considered as the corrosion level of the longitudinal reinforcement in terms of rebar weight loss. Damage produces changes in both cross sectional area of rebar and bond strength. The proposed methodology is illustrated by means of an application example. In order to consider the impact of reinforcement corrosion on failure probability growth, an advanced methodology based on the strong discontinuities approach and an isotropic continuum damage model for concrete is adopted. The methodology consist on a two-step analysis: on the first step an analysis of the cross section is performed in order to capture phenomena such as expansion of the reinforcement due to the corrosion products accumulation and damage and cracking in the reinforcement surrounding concrete; on the second step a 2D deteriorated structural model is built with the results obtained on the first step of the analysis. The referred methodology combined with a Monte Carlo simulation is then used to compute the failure probability and the reliability index of the structure for different corrosion levels. Finally, structural robustness is assessed using the proposed probabilistic index.

In situ measured cross section geometry of old timber structures and its influence on structural safety

Old timber structures may show significant variation in the cross section geometry along the same element, as a result of both construction methods and deterioration. As consequence, the definition of the geometric parameters in situ may be both time consuming and costly. This work presents the results of inspections carried out in different timber structures. Based on the obtained results, different simplified geometric models are proposed in order to efficiently model the geometry variations found. Probabilistic modelling techniques are also used to define safety parameters of existing timber structures, when subjected to dead and live loads, namely self-weight and wind actions. The parameters of the models have been defined as probabilistic variables, and safety of a selected case study was assessed using the Monte Carlo simulation technique. Assuming a target reliability index, a model was defined for both the residual cross section and the time dependent deterioration evolution. As a consequence, it was possible to compute probabilities of failure and reliability indices, as well as, time evolution deterioration curves for this structure. The results obtained provide a proposal for definition of the cross section geometric parameters of existing timber structures with different levels of decay, using a simplified probabilistic geometry model and considering a remaining capacity factor for the decayed areas. This model can be used for assessing the safety of the structure at present and for predicting future performance.

Reliability analysis of a timber truss system subjected to decay

Assessing the safety of existing timber structures is of paramount importance for taking reliable decisions on repair actions and their extent. The results obtained through semi-probabilistic methods are unrealistic, as the partial safety factors present in codes are calibrated considering the uncertainty present in new structures. In order to overcome these limitations, and also to include the effects of decay in the safety analysis, probabilistic methods, based on Monte-Carlo simulation are applied here to assess the safety of existing timber structures. In particular, the impact of decay on structural safety is analyzed and discussed, using a simple structural model, similar to that used for current semi-probabilistic analysis.

Hedging in a discontinuous market: the barrier option

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Gas adsorption in the MIL-53(AI) metal organic framework. Experiments and molecular simulation

Dissertação para obtenção do Grau de Doutor em Engenharia Química