Métodos estatisticos em cadeias de Markov

Este trabalho tem como objetivo o estudo do comportamento assintótico da estatística de Pearson (1900), que é o aparato teórico do conhecido teste qui-quadrado ou teste x2 como também é usualmente denotado. Inicialmente estudamos o comportamento da distribuição da estatística qui-quadrado de Pearson (1900) numa amostra {X1, X2,...,Xn} quando n → ∞ e pi = pi0 , 8n. Em seguida detalhamos os argumentos usados em Billingley (1960), os quais demonstram a convergência em distribuição de uma estatística, semelhante a de Pearson, baseada em uma amostra de uma cadeia de Markov, estacionária, ergódica e com espaço de estados finitos S

Modelagem Matemática e Computacional de fenômenos eletrocinéticos em meios porosos carregados eletricamente

In this work we present a mathematical and computational modeling of electrokinetic phenomena in electrically charged porous medium. We consider the porous medium composed of three different scales (nanoscopic, microscopic and macroscopic). On the microscopic scale the domain is composed by a porous matrix and a solid phase. The pores are filled with an aqueous phase consisting of ionic solutes fully diluted, and the solid matrix consists of electrically charged particles. Initially we present the mathematical model that governs the electrical double layer in order to quantify the electric potential, electric charge density, ion adsorption and chemical adsorption in nanoscopic scale. Then, we derive the microscopic model, where the adsorption of ions due to the electric double layer and the reactions of protonation/ deprotanaç~ao and zeta potential obtained in modeling nanoscopic arise in microscopic scale through interface conditions in the problem of Stokes and Nerst-Planck equations respectively governing the movement of the aqueous solution and transport of ions. We developed the process of upscaling the problem nano/microscopic using the homogenization technique of periodic structures by deducing the macroscopic model with their respectives cell problems for effective parameters of the macroscopic equations. Considering a clayey porous medium consisting of kaolinite clay plates distributed parallel, we rewrite the macroscopic model in a one-dimensional version. Finally, using a sequential algorithm, we discretize the macroscopic model via the finite element method, along with the interactive method of Picard for the nonlinear terms. Numerical simulations on transient regime with variable pH in one-dimensional case are obtained, aiming computational modeling of the electroremediation process of clay soils contaminated

Análise de estabilidade de falésias na zona costeira de Baía Formosa - RN

The natural and anthropogenic changes that are occurring at the coastal zone around the world represent the greatest problem to society in this century. This problem becomes more evident due to high density of coastal cities, to growing tourist-estate speculation of those areas and to climate change that tend to trigger and accelerate the erosive processes that operating in the littoral. In this context, it‟s possible perceive ever more a significant increase of problems associated to the coastal erosion and retreat of cliffs in the state of Rio Grande do Norte, where this study area of this search is located. The area is located in the coastal zone of the city of Baía Formosa/RN, in south-eastern coast of Rio Grande do Norte, and has a extension of about 1200 meters along the Porto beach. The main objective of this study is to analyze the stability of these cliffs in this region. Through field investigations, testings and computational analysis using the Finite Element Method and Equilibrium Limit Methods. The area was divided into four sections, and were applied checklists, and also realized characterization tests and direct shear tests with materials obtained along these sections. In this manner, it was found that the segments of cliff in this coastal zone have heights around 4 meters to 14 meters and inclinations of approximately 40° to 90°.However the constituents soils of the cliffs were classified, in general terms in accordance to Unified Soil Classification System (USCS), as clayey sands or silty sands, clays of low plasticity, clayey gravels and poorly graduaded sands. The most variegated and clayey soils belong to base of the cliff. The stability analysis showed that the safety factors ranged in section 01, from 1.92 to 4.93, in the section 02, from 1.00 to 1.43, in the section 03, from 1.36 to 1.75 , and section 04, from 1.00 to 3.64. Thus, the sections 02 and 03 were considered more unstable. However, the section 03 can be considered as the most critical section due to the absence of coastal protection structures and the narrow strip of beach.

Modelagem numérica de uma estrutura de contenção de estacas espaçadas atirantadas em areia

Retaining walls design involves factors such as plastification, loading and unloading, pre-stressing, excessive displacements and earth and water thrust. Furthermore, the interaction between the retained soil and the structure is rather complex and hard to predict. Despite the advances in numerical simulation techniques and monitoring of forces and displacements with field instrumentation, design projects are still based on classical methods, whose simplifying assumptions may overestimate structural elements of the retaining wall. This dissertation involves a three-dimensional numerical study on the behavior of a retaining wall using the finite element method (FEM). The retaining wall structure is a contiguous bored pile wall with tie-back anchors. The numerical results were compared to data obtained from field instrumentation. The influence of the position of one or two layers of anchors and the effects of the construction of a slab bounded at the top of the retaining wall was evaluated. Furthermore, this study aimed at investigating the phenomenon of arching in the soil behind the wall. Arching was evaluated by analyzing the effects of pile spacing on horizontal stresses and displacements. Parametric analysis with one layers of anchors showed that the smallest horizontal displacements of the structure were achieved for between 0.3 and 0.5 times the excavation depth. Parametric analyses with two anchor layers showed that the smallest horizontal displacements were achieve for anchors positioned in depths of 0.4H and 0.7H. The construction of a slab at the top of the retaining wall decreased the horizontal displacements by 0.14% times the excavation depth as compared to analyses without the slab. With regard to the arching , analyzes showed an optimal range of spacing between the faces of the piles between 0.4 and 0.6 times the diameter of the pile

Análise de tensões integrada a sistema de engenharia reversa para projeto e confecção de próteses

This work consists of the conception, developing and implementation of a Computational Routine CAE which has algorithms suitable for the tension and deformation analysis. The system was integrated to an academic software named as OrtoCAD. The expansion algorithms for the interface CAE genereated by this work were developed in FORTRAN with the objective of increase the applications of two former works of PPGEM-UFRN: project and fabrication of a Electromechanincal reader and Software OrtoCAD. The software OrtoCAD is an interface that, orinally, includes the visualization of prothetic cartridges from the data obtained from a electromechanical reader (LEM). The LEM is basically a tridimensional scanner based on reverse engineering. First, the geometry of a residual limb (i.e., the remaining part of an amputee leg wherein the prothesis is fixed) is obtained from the data generated by LEM by the use of Reverse Engineering concepts. The proposed core FEA uses the Shell's Theory where a 2D surface is generated from a 3D piece form OrtoCAD. The shell's analysis program uses the well-known Finite Elements Method to describe the geometry and the behavior of the material. The program is based square-based Lagragean elements of nine nodes and displacement field of higher order to a better description of the tension field in the thickness. As a result, the new FEA routine provide excellent advantages by providing new features to OrtoCAD: independency of high cost commercial softwares; new routines were added to the OrtoCAD library for more realistic problems by using criteria of fault engineering of composites materials; enhanced the performance of the FEA analysis by using a specific grid element for a higher number of nodes; and finally, it has the advantage of open-source project and offering customized intrinsic versatility and wide possibilities of editing and/or optimization that may be necessary in the future

Análise numérica de dutos enterrados sujeitos a elevação e recalque localizado

Problems associated to longitudinal interactions in buried pipelines are characterized as three-dimensional and can lead to different soil-pipe issues. Despite the progress achieved in research on buried pipelines, little attention has been given to the three-dimensional nature of the problem throughout the last decades. Most of researches simplify the problem by considering it in plane strain condition. This dissertation aims to present a study on the behavior of buried pipelines under local settlement or elevation, using three-dimensional simulations. Finite element code Plaxis 3D was used for the simulations. Particular aspects of the numerical modeling were evaluated and parametric analyzes were performed, was investigated the effects of soil arching in three-dimensional form. The main variables investigated were as follows: relative density, displacement of the elevation or settlement zone, elevated zone size, height of soil cover and pipe diameter/thickness ratio. The simulations were performed in two stages. The first stage was involved the validation of the numerical analysis using the physical models put forward by Costa (2005). In the second stage, numerical analyzes of a full-scale pipeline subjected to a localized elevation were performed. The obtained results allowed a detailed evaluation of the redistribution of stresses in the soil mass and the deflections along the pipe. It was observed the reduction of stresses in the soil mass and pipe deflections when the height of soil cover was decreased on regions of the pipe subjected to elevation. It was also shown for the analyzed situation that longitudinal thrusts were higher than vi circumferential trusts and exceeded the allowable stresses and deflections. Furthermore, the benefits of minimizing stress with technical as the false trench, compressible cradle and a combination of both applied to the simulated pipeline were verified

Estudo de um sistema de frenagem eletromagnética empregando correntes parasitas

This work deals with the analytical, computational and experimental study of phenomena related to the Eddy current induction in low permeability means for embedded electromagnetic braking systems applications. The phenomena of forces generation in opposing to the variation of stationary magnetic flux produced by DC power supplies, set in motion by the application of an external propulsive force are addressed. The study is motivated by search for solving the problem of speed control of PIGs used to verifying and maintaining pipelines, and is led based on the analytical models synthesis, validated by means of computer simulations in Finite Elements environment, provided by engineering support software; and with experimental tests conducted under controlled laboratory conditions. Finally, a damping systems design methodology based on analyzes results conducted throughout the study is presented

Análise do fluxo d’água na barragem Engenheiro Armando Ribeiro Gonçalves - Açu/RN

The solution of partial differential equation of seepage problems is difficult to find analytically, especially for situations that involve great complexity. To overcome this problem, software based on finite differences and finite elements are usually used. This work presents the use of a finite element software, the GEO5, to solve the seepage problem at a dam of very complex section, the dam Eng. Armando Ribeiro Gonçalves, which at the end of its construction suffered rupture of the upstream slope at the central dam and then went through a process of reconstruction and auscultation. The analyses were performed for the operating condition of the reservoir, with an established flow. A numerical model was developed based on the level readings of the reservoir water and their piezometric readings as a proposal for the evaluation and future behavior prediction of the dam on established flow conditions. The use of constitutive models with the aid of computer systems is reflected in a way to predict future risk situations so they can be prevented

Desenvolvimento de estruturas integradas de filtros e antenas para aplicações em sistemas de comunicações sem fio

This paper presents a study of the integration of filters and microstrip antennas, yielding devices named as filtennas for applications in wireless communications systems. The design of these structures is given from the observation of filtennas based integration between horn antennas and frequency selective surfaces (FSS), used in the band X. The choice of microstrip line structures for the development of a new configuration filtennas justifies the wide application of these transmission lines, in recent decades, always resulting in the production of circuit structures with planar light-weight, compact size, low cost, easy to construct and particularly easy to integrate with other microwave circuits. In addition, the antenna structure considered for the composition of filtennas consists of a planar monopole microstrip to microstrip filters integrated in the feed line of the antenna. In particular, are considered elliptical monopole microstrip (operating in UWB UWB) microstrip filters and (in structures with associated sections in series and / or coupled). In addition, the monopole microstrip has a proper bandwidth and omnidirectional radiation pattern, such that its integration with microstrip filters results in decreased bandwidth, but with slight changes in the radiation pattern. The methods used in the analysis of monopoles, and filters were filtennas finite elements and moments by using commercial software Ansoft Designer and HFSS Ansoft, respectively. Specifically, we analyze the main characteristics of filtennas, such as radiation pattern, gain and bandwidth. Were designed, constructed and measures, several structures filtennas, for validation of the simulated results. Were also used computational tools (CAD) in the process of building prototypes of planar monopoles, filters and filtennas. The prototypes were constructed on substrates of glass-fiber (FR4). Measurements were performed at the Laboratory for Telecommunications UFRN. Comparisons were made between simulated and measured, and found good agreement in the cases considered

Modelagem computacional para avaliação da interação entre painéis de alvenaria e estrutura de suporte em concreto armado

The developed study proposes a new computer modeling efficient and easy to apply in usual project situations to evaluate the interaction between masonry panels and support structure. The proposed model simulates the behavior of the wall exclusively using frame finite elements, thus compounding an equivalent frame. The validation was performed in two ways: firstly, through the analysis of various panels of generic plans, comparing the results obtained from equivalent frame model with the ones from a reference model, which uses shell finite elements in discretization of the walls; and in a second step, comparing with the results of the experimental model of Rosenhaupt. The analyzes considered the linear elastic behavior for materials and consisted basically in the evaluation of vertical displacements and efforts in support beams, and tensions at the base of walls. Was also evaluated, from flat and threedimensional modeling of some walls from a real project, important aspects of the wall-beam interaction, e.g.: the presence of openings of doors and windows, arranged in any position; conditions of support and linking of beams; interference of moorings between walls; and consideration of wind action. The analysis of the achieved results demonstrated the efficiency of the proposed modeling, since they have very similar aspects in the distribution of stresses and efforts, always with intensities slightly larger than those of the reference and experimental models.

Modelagem do consumo de energia de redes de sensores sem fio usando SystemC-AMS e stateflow

This work aims at modeling power consumption at the nodes of a Wireless Sensor Network (WSN). For doing so, a finite state machine was implemented by means of SystemC-AMS and Stateflow modeling and simulation tools. In order to achieve this goal, communication data in a WSN were collected. Based on the collected data, a simulation environment for power consumption characterization, which aimed at describing the network operation, was developed. Other than performing power consumption simulation, this environment also takes into account a discharging model as to analyze the battery charge level at any given moment. Such analysis result in a graph illustrating the battery voltage variations as well as its state of charge (SOC). Finally, a case study of the WSN power consumption aims to analyze the acquisition mode and network data communication. With this analysis, it is possible make adjustments in node-sensors to reduce the total power consumption of the network.

Metodologia númerico-experimental para avaliação da espessura de filmes de nitreto de titânio obtidos por processamento a plasma

In recent decades, changes in the surface properties of materials have been used to improve their tribological characteristics. However, this improvement depends on the process, treatment time and, primarily, the thickness of this surface film layer. Physical vapor deposition (PVD) of titanium nitrate (TiN) has been used to increase the surface hardness of metallic materials. Thus, the aim of the present study was to propose a numerical-experimental method to assess the film thickness (l) of TiN deposited by PVD. To reach this objective, experimental results of hardness (H) assays were combined with a numerical simulation to study the behavior of this property as a function of maximum penetration depth of the indenter (hmax) into the film/substrate conjugate. Two methodologies were adopted to determine film thickness. The first consists of the numerical results of the H x hmax curve with the experimental curve obtained by the instrumental indentation test. This methodology was used successfully in a TiN-coated titanium (Ti) conjugate. A second strategy combined the numerical results of the Hv x hmax curve with Vickers experimental hardness data (Hv). This methodology was applied to a TiN-coated M2 tool steel conjugate. The mechanical properties of the materials studied were also determined in the present study. The thicknesses results obtained for the two conjugates were compatible with their experimental data.

Modelagem dos efeitos da irradiação luminosa no cérebro de camundongos e rastreamento de neurônios durante experimentos de microscopia de fluorescência

The fluorescent proteins are an essential tool in many fields of biology, since they allow us to watch the development of structures and dynamic processes of cells in living tissue, with the aid of fluorescence microscopy. Optogenectics is another technique that is currently widely used in Neuroscience. In general, this technique allows to activate/deactivate neurons with the radiation of certain wavelengths on the cells that have ion channels sensitive to light, at the same time that can be used with fluorescent proteins. This dissertation has two main objectives. Initially, we study the interaction of light radiation and mice brain tissue to be applied in optogenetic experiments. In this step, we model absorption and scattering effects using mice brain tissue characteristics and Kubelka-Munk theory, for specific wavelengths, as a function of light penetration depth (distance) within the tissue. Furthermore, we model temperature variations using the finite element method to solve Pennes’ bioheat equation, with the aid of COMSOL Multiphysics Modeling Software 4.4, where we simulate protocols of light stimulation tipically used in optogenetics. Subsequently, we develop some computational algorithms to reduce the exposure of neuron cells to the light radiation necessary for the visualization of their emitted fluorescence. At this stage, we describe the image processing techniques developed to be used in fluorescence microscopy to reduce the exposure of the brain samples to continuous light, which is responsible for fluorochrome excitation. The developed techniques are able to track, in real time, a region of interest (ROI) and replace the fluorescence emitted by the cells by a virtual mask, as a result of the overlay of the tracked ROI and the fluorescence information previously stored, preserving cell location, independently of the time exposure to fluorescent light. In summary, this dissertation intends to investigate and describe the effects of light radiation in brain tissue, within the context of Optogenetics, in addition to providing a computational tool to be used in fluorescence microscopy experiments to reduce image bleaching and photodamage due to the intense exposure of fluorescent cells to light radiation.

Desenvolvimento da célula base de microestruturas periódicas de compósitos sob otimização topológica

This thesis develops a new technique for composite microstructures projects by the Topology Optimization process, in order to maximize rigidity, making use of Deformation Energy Method and using a refining scheme h-adaptative to obtain a better defining the topological contours of the microstructure. This is done by distributing materials optimally in a region of pre-established project named as Cell Base. In this paper, the Finite Element Method is used to describe the field and for government equation solution. The mesh is refined iteratively refining so that the Finite Element Mesh is made on all the elements which represent solid materials, and all empty elements containing at least one node in a solid material region. The Finite Element Method chosen for the model is the linear triangular three nodes. As for the resolution of the nonlinear programming problem with constraints we were used Augmented Lagrangian method, and a minimization algorithm based on the direction of the Quasi-Newton type and Armijo-Wolfe conditions assisting in the lowering process. The Cell Base that represents the composite is found from the equivalence between a fictional material and a preescribe material, distributed optimally in the project area. The use of the strain energy method is justified for providing a lower computational cost due to a simpler formulation than traditional homogenization method. The results are presented prescription with change, in displacement with change, in volume restriction and from various initial values of relative densities.