Extremum estimators and stochastic optimization methods

Submitted in partial fulfillment for the Requirements for the Degree of PhD in Mathematics, in the Speciality of Statistics in the Faculdade de Ciências e Tecnologia

Numerical methods and tangible interfaces for pollutant dispersion simulation

Dissertação apresentada para obtenção do Grau de Doutor em Engenharia do Ambiente, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

Mathematical and numerical methods for inverse problems using fundamental solutions techniques

Fundação para a Ciência e a Tecnologia - SFRH/BD/27914/2006

A framework for robustness assessment in the context of corroded RC structures

Structural robustness is an emergent concept related to the structural response to damage. At the present time, robustness is not well defined and much controversy still remains around this subject. Even if robustness has seen growing interest as a consequence of catastrophic consequences due to extreme events, the fact is that the concept can also be very useful when considered on more probable exposure scenarios such as deterioration, among others. This paper intends to be a contribution to the definition of structural robustness, especially in the analysis of reinforced concrete structures subjected to corrosion. To achieve this, first of all, several proposed robustness definitions and indicators and misunderstood concepts will be analyzed and compared. From this point and regarding a concept that could be applied to most type of structures and dam-age scenarios, a robustness definition is proposed. To illustrate the proposed concept, an example of corroded reinforced concrete structures will be analyzed using nonlinear analysis numerical methods based on a contin-uum strong discontinuities approach and isotropic damage models for concrete. Finally the robustness of the presented example will be assessed.

Robustness of corroded reinforced concrete structures

Short Term Scienti c Mission, COST ACTION TU-0601

Target-specific multiphysics modeling for thermal medicine applications

Dissertation to obtain the degree of Doctor of Philosophy in Biomedical Engineering

Study of AC losses in medium-sized high temperature superconducting coils

The study of AC losses in superconducting pancake coils is of utmost importance for the development of superconducting devices. Due to different technical difficulties this study is usually performed considering one of two approaches: considering superconducting coils of few turns and studying AC losses in a large frequency range vs. superconducting coils with a large number of turns but measuring AC losses only in low frequencies. In this work, a study of AC losses in 128 turn superconducting coils is performed, considering frequencies ranging from 50 Hz till 1152 Hz and currents ranging from zero till the critical current of the coils. Moreover, the study of AC losses considering two different simultaneous harmonic components is also performed and results are compared to the behaviour presented by the coils when operating in a single frequency regime. Different electrical methods are used to verify the total amount of AC losses in the coil and a simple calorimetric method is presented, in order to measure AC losses in a multi-harmonic context. Different analytical and numerical methods are implemented and/or used, to design the superconducting coils and to compute the total amount of AC losses in the superconducting system and a comparison is performed to verify the advantages and drawbacks of each method.

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.

Applications of Fourier methods to the analysis of some stochastic processes

Dissertação de Doutoramento em Matemática: Processos Estocásticos

Assessment of climate change statistical downscaling methods: Application and comparison of two statistical methods to a single site in Lisbon

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

A nanopore-based stochastic detection method: Single molecule characterisation of nanoparticles using ()- hemolysin

Dissertation presented to obtain the Ph.D degree in Chemistry.

Numerical simulation of blast effects on fibre grout RC panels

The main purpose of the present dissertation is the simulation of the response of fibre grout strengthened RC panels when subjected to blast effects using the Applied Element Method, in order to validate and verify its applicability. Therefore, four experimental models, three of which were strengthened with a cement-based grout, each reinforced by one type of steel reinforcement, were tested against blast effects. After the calibration of the experimental set-up, it was possible to obtain and compare the response to the blast effects of the model without strengthening (reference model), and a fibre grout strengthened RC panel (strengthened model). Afterwards, a numerical model of the reference model was created in the commercial software Extreme Loading for Structures, which is based on the Applied Element Method, and calibrated to the obtained experimental results, namely to the residual displacement obtained by the experimental monitoring system. With the calibration verified, it is possible to assume that the numerical model correctly predicts the response of fibre grout RC panels when subjected to blast effects. In order to verify this assumption, the strengthened model was modelled and subjected to the blast effects of the corresponding experimental set-up. The comparison between the residual and maximum displacements and the bottom surface’s cracking obtained in the experimental and the numerical tests yields a difference of 4 % for the maximum displacements of the reference model, and a difference of 4 and 10 % for the residual and maximum displacements of the strengthened model, respectively. Additionally, the cracking on the bottom surface of the models was similar in both methods. Therefore, one can conclude that the Applied ElementMethod can correctly predict and simulate the response of fibre grout strengthened RC panels when subjected to blast effects.