A teoria da ruína aplicada em um modelo de empresa financeira com risco de crédito

In this work we study a new risk model for a firm which is sensitive to its credit quality, proposed by Yang(2003): Are obtained recursive equations for finite time ruin probability and distribution of ruin time and Volterra type integral equation systems for ultimate ruin probability, severity of ruin and distribution of surplus before and after ruin

Avaliação de compatibilidade entre pasta de cimento e fluido de perfuração não-aquoso utilizados em poços petrolíferos

Compatibility testing between a drilling fluid and a cement slurry is one of the steps before an operation of cementing oil wells. This test allows us to evaluate the main effects that contamination of these two fluids may cause the technological properties of a cement paste. The interactions between cement paste and drilling fluid, because its different chemical compositions, may affect the cement hydration reactions, damaging the cementing operation. Thus, we carried out the study of the compatibility of non-aqueous drilling fluid and a cement slurry additives. The preparation procedures of the non-aqueous drilling fluid, the cement paste and completion of compatibility testing were performed as set out by the oil industry standards. In the compatibility test is evaluated rheological properties, thickening time, stability and compressive strength of cement pastes. We also conducted analyzes of scanning electron microscopy and X-ray diffraction of the mixture obtained by the compatibility test to determine the microstructural changes in cement pastes. The compatibility test showed no visual changes in the properties of the cement paste, as phase separation. However, after the addition of nonaqueous drilling fluid to cement slurry there was an increased amount of plastic viscosity, the yield point and gel strength. Among the major causative factors can include: chemical reaction of the components present in the non-aqueous drilling fluid as the primary emulsifier, wetting agent and paraffin oil, with the chemical constituents of the cement. There was a reduction in the compressive strength of the cement paste after mixing with this drilling fluid. Thickening test showed that the oil wetting agent and high salinity of the non-aqueous fluid have accelerating action of the handle of the cement paste time. The stability of the cement paste is impaired to the extent that there is increased contamination of the cement slurry with the nonaqueous fluid. The X-ray diffraction identified the formation of portlandite and calcium silicate in contaminated samples. The scanning electron microscopy confirmed the development of the identified structures in the X-ray diffraction and also found the presence of wells in the cured cement paste. The latter, formed by the emulsion stability of the drilling fluid in the cement paste, corroborate the reduction of mechanical strength. The oil wetting agent component of the non-aqueous drilling fluid, the modified cement hydration processes, mainly affecting the setting time.

Otimização e análise mecânica de pastas geopoliméricas para uso em poços sujeitos à injeção cíclica de vapor

Oil wells subjected to cyclic steam injection present important challenges for the development of well cementing systems, mainly due to tensile stresses caused by thermal gradients during its useful life. Cement sheath failures in wells using conventional high compressive strength systems lead to the use of cement systems that are more flexible and/or ductile, with emphasis on Portland cement systems with latex addition. Recent research efforts have presented geopolymeric systems as alternatives. These cementing systems are based on alkaline activation of amorphous aluminosilicates such as metakaolin or fly ash and display advantageous properties such as high compressive strength, fast setting and thermal stability. Basic geopolymeric formulations can be found in the literature, which meet basic oil industry specifications such as rheology, compressive strength and thickening time. In this work, new geopolymeric formulations were developed, based on metakaolin, potassium silicate, potassium hydroxide, silica fume and mineral fiber, using the state of the art in chemical composition, mixture modeling and additivation to optimize the most relevant properties for oil well cementing. Starting from molar ratios considered ideal in the literature (SiO2/Al2O3 = 3.8 e K2O/Al2O3 = 1.0), a study of dry mixtures was performed,based on the compressive packing model, resulting in an optimal volume of 6% for the added solid material. This material (silica fume and mineral fiber) works both as an additional silica source (in the case of silica fume) and as mechanical reinforcement, especially in the case of mineral fiber, which incremented the tensile strength. The first triaxial mechanical study of this class of materials was performed. For comparison, a mechanical study of conventional latex-based cementing systems was also carried out. Regardless of differences in the failure mode (brittle for geopolymers, ductile for latex-based systems), the superior uniaxial compressive strength (37 MPa for the geopolymeric slurry P5 versus 18 MPa for the conventional slurry P2), similar triaxial behavior (friction angle 21° for P5 and P2) and lower stifness (in the elastic region 5.1 GPa for P5 versus 6.8 GPa for P2) of the geopolymeric systems allowed them to withstand a similar amount of mechanical energy (155 kJ/m3 for P5 versus 208 kJ/m3 for P2), noting that geopolymers work in the elastic regime, without the microcracking present in the case of latex-based systems. Therefore, the geopolymers studied on this work must be designed for application in the elastic region to avoid brittle failure. Finally, the tensile strength of geopolymers is originally poor (1.3 MPa for the geopolymeric slurry P3) due to its brittle structure. However, after additivation with mineral fiber, the tensile strength became equivalent to that of latex-based systems (2.3 MPa for P5 and 2.1 MPa for P2). The technical viability of conventional and proposed formulations was evaluated for the whole well life, including stresses due to cyclic steam injection. This analysis was performed using finite element-based simulation software. It was verified that conventional slurries are viable up to 204ºF (400ºC) and geopolymeric slurries are viable above 500ºF (260ºC)

Extração de ferro da cera de carnaúba utilizando sistemas microemulsionados

The constant search for biodegradable materials for applications in several fields shows that carnauba wax can be a viable alternative in the manufacturing of biolubricants. Carnauba wax is the unique among the natural waxes to have a combination of properties of great importance. In previous studies it was verified the presence of metals in wax composition that can harm the oxidative stability of lubricants. Considering these factors, it was decided to develop a research to evaluate iron removal from carnauba wax, using microemulsion systems (Me) and perform the optimization of parameters, such as: extraction pH, temperature, extraction time, among others. Iron concentration was determined by atomic absorption and, to perform this analysis, sample digestion in microwave oven was used, showing that this process was very efficient. It was performed some analysis in order to characterize the wax sample, such as: attenuated total reflectance infrared spectroscopy (ATR-IR), thermogravimetry (TG), differential scanning calorimetry (DSC), energy dispersive X-ray fluorescence (EDXRF), scanning electron microscopy (SEM) and melting point (FP). The microemulsion systems were composed by: coconut oil as surfactant, n-butanol as cosurfactant, kerosene and/or heptanes as oil phase, distilled water as water phase. The pH chosen for this study was 4.5 and the metal extraction was performed in finite experiments. To evaluate Me extraction it was performed a factorial design for systems with heptane and kerosene as oil phase, also investigating the influence of temperature time and wax/Me ratio, that showed an statistically significant answer for iron extraction at 95% confidence level. The best result was obtained at 60°C, 10 hours contact time and 1: 10 wax/Me ratio, in both systems with kerosene and heptanes as oil phase. The best extraction occurred with kerosene as oil phase, with 54% iron removal

Universaidade em sistemas da mecâniaestatística de não equilíbrio com estados absorventes e percolação geográfica

Complex systems have stimulated much interest in the scientific community in the last twenty years. Examples this area are the Domany-Kinzel cellular automaton and Contact Process that are studied in the first chapter this tesis. We determine the critical behavior of these systems using the spontaneous-search method and short-time dynamics (STD). Ours results confirm that the DKCA e CP belong to universality class of Directed Percolation. In the second chapter, we study the particle difusion in two models of stochastic sandpiles. We characterize the difusion through diffusion constant D, definite through in the relation h(x)2i = 2Dt. The results of our simulations, using finite size scalling and STD, show that the diffusion constant can be used to study critical properties. Both models belong to universality class of Conserved Directed Percolation. We also study that the mean-square particle displacement in time, and characterize its dependence on the initial configuration and particle density. In the third chapter, we introduce a computacional model, called Geographic Percolation, to study watersheds, fractals with aplications in various areas of science. In this model, sites of a network are assigned values between 0 and 1 following a given probability distribution, we order this values, keeping always its localization, and search pk site that percolate network. Once we find this site, we remove it from the network, and search for the next that has the network to percole newly. We repeat these steps until the complete occupation of the network. We study the model in 2 and 3 dimension, and compare the bidimensional case with networks form at start real data (Alps e Himalayas)