Aplicação do valor presente ajustado (APV) para avaliação do fluxo de caixa de uma empresa do setor automotivo no sistema inovar auto

The automobile industry shows relevance inside the Brazilian industrial scenario since it contributes with the development of a significant chain of supply, distributors, workshops, publicity agencies and insurance companies in the internal market, aside from being one of the five biggest worldwide market. Thereby, the federal government decreed in Dec, 17th 2012 by Law nº 12.715 the Inovar-Auto Program. As the Adjusted Present Value (APV) is highly recommended, although not yet widespread to public politics of tax reduction, this work intends to apply the APV method on the cash flow analysis of an automobile sector's company, which has recently installed in national territory and wants to rely with governmental incentives proposed by Inovar-Auto Program. The developed work evaluates the company's current cash flow stochastically from mathematical modeling of variables such as price, demand and interest rate through probability distributions with the assist of Crystal Ball software, a Microsoft Excel Add-in, generating different scenarios from Monte Carlo Simulation. As results probabilities situations have been evaluated until the end of the Inovar-Auto's conducted period, in 2017. Beside APV others indicator such as Internal Rate of Return (IRR) and payback period were estimated for the investment project. For APV a sampling distribution with only 0.057% of risk, IRR of 29% were obtained and estimated project payback period was 4.13 years

Estudo da viabilidade de implantação do INOVAR-AUTO utilizando o método do fluxo de caixa sob risco

The automobile industry has a growing importance in the Brazilian economic environment. The industry moves a huge chain that encompasses manufacturers, suppliers of raw materials, auto parts dealers, gas stations, insurance companies, repair shops, tire stores, media companies, advertising agencies, among others. Because of this importance in the current economic environment in Brazil, the federal government, through Law No. 12715 of 17 December 2012 established a Program for the Promotion of Innovation and Densification in the Productive Chain of Motor Vehicles called INOVAR-AUTO in order to support technological development, innovation, safety, environmental protection, energy efficiency and quality of cars, trucks, buses and auto parts. The specific purpose of this study, a simulation for discussion of the viability of the program implementation using the Monte Carlo Simulation combined with the Cash-Flow-at-Risk was performed. To this end, an exploratory and documentary literature on the subject was held as well as a case study in a automobile company of Japanese origin

Numerical simulation of magnetic field enhanced plasma immersion ion implantation

The behavior of plasma and sheath characteristics under the action of an applied magnetic field is important in many applications including plasma probes and material processing. Plasma immersion ion implantation (PIII) has been developed as a fast and efficient surface modification technique of complex shaped three-dimensional objects. The PIII process relies on the acceleration of ions across a high-voltage plasma sheath that develops around the target. Recent studies have shown that the sheath dynamics is significantly affected by an external magnetic field. In this work we describe a two-dimensional computer simulation of magnetic field enhanced plasma immersion implantation system. Negative bias voltage is applied to a cylindrical target located on the axis of a grounded cylindrical vacuum chamber filled with uniform nitrogen plasma. An axial magnetic field is created by a solenoid installed inside the cylindrical target. The computer code employs the Monte Carlo method for collision of electrons and neutrals in the plasma and a particle-in-cell (PIC) algorithm for simulating the movement of charged particles in the electromagnetic field. Secondary electron emission from the target subjected to ion bombardment is also included. It is found that a high-density plasma region is formed around the cylindrical target due to the intense background gas ionization by the magnetized electrons drifting in the crossed ExB fields. An increase of implantation current density in front of high density plasma region is observed. (C) 2007 Elsevier B.V. All rights reserved.

Efeitos da transformação de uma variável com distribuição normal em sua inversa sobre os parâmetros de sua distribuição usando técnicas de Monte Carlo

Foram realizados quatro estudos de simulação para verificar a distribuição de inversas de variáveis com distribuição normal, em função de diferentes variâncias, médias, pontos de truncamentos e tamanhos amostrais. As variáveis simuladas foram GMD, com distribuição normal, representando o ganho médio diário e DIAS, obtido a partir da inversa de GMD, representando dias para se obter determinado peso. em todos os estudos, foi utilizado o sistema SAS® (1990) para simulação dos dados e para posterior análise dos resultados. As médias amostrais de DIAS foram dependentes dos desvios-padrão utilizados na simulação. As análises de regressão mostraram redução da média e do desvio-padrão de DIAS em função do aumento na média de GMD. A inclusão de um ponto de truncamento entre 10 e 25% do valor da média de GMD reduziu a média de GMD e aumentou a de DIAS, quando o coeficiente de variação de GMD foi superior a 25%. O efeito do tamanho dos grupos nas médias de GMD e DIAS não foi significativo, mas o desvio-padrão e CV amostrais médios de GMD aumentaram com o tamanho do grupo. em virtude da dependência entre a média e o desvio-padrão e da variação observada nos desvios-padrão de DIAS em função do tamanho do grupo, a utilização de DIAS como critério de seleção pode diminuir a acurácia da variação. Portanto, para a substituição de GMD por DIAS, é necessária a utilização de um método de análise robusto o suficiente para a eliminação da heterogeneidade de variância.

Monte Carlo renormalization group with evolution in the space of parameters

Using data from a single simulation we obtain Monte Carlo renormalization-group information in a finite region of parameter space by adapting the Ferrenberg-Swendsen histogram method. Several quantities are calculated in the two-dimensional N 2 Ashkin-Teller and Ising models to show the feasibility of the method. We show renormalization-group Hamiltonian flows and critical-point location by matching of correlations by doing just two simulations at a single temperature in lattices of different sizes to partially eliminate finite-size effects.

Numerical simulation of magnetic-field-enhanced plasma immersion ion implantation in cylindrical geometry

Recent studies have demonstrated that the sheath dynamics in plasma immersion ion implantation (PIII) is significantly affected by an external magnetic field. In this paper, a two-dimensional computer simulation of a magnetic-field-enhanced PHI system is described. Negative bias voltage is applied to a cylindrical target located on the axis of a grounded vacuum chamber filled with uniform molecular nitrogen plasma. A static magnetic field is created by a small coil installed inside the target holder. The vacuum chamber is filled with background nitrogen gas to form a plasma in which collisions of electrons and neutrals are simulated by the Monte Carlo algorithm. It is found that a high-density plasma is formed around the target due to the intense background gas ionization by the magnetized electrons drifting in the crossed E x B fields. The effect of the magnetic field intensity, the target bias, and the gas pressure on the sheath dynamics and implantation current of the PHI system is investigated.

Teoria quântica do campo escalar real com autoacoplamento quártico - simulações de Monte Carlo na rede com um algoritmo worm

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Contaminação por nitrato no Aquífero Adamantina: o caso do município de Monte Azul Paulista - SP

Pós-graduação em Geociências e Meio Ambiente - IGCE

A hybrid neutron diffraction and computer simulation study on the solvation of N-methylformamide in dimethylsulfoxide

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Cálculo das funções de anisotropia e radial de dose para braquiterapia com semente de 192Ir em diferentes materiais de interesse em radiologia com o auxílio do programa baseado no método de Monte Carlo MCNPX

The brachytherapy braquiterapia is an x-ray modality radiotherapy in which stamped or halfstamped radioactive sources in format of seeds are used, wires or to one short distance, in contact or implanted to the fabric to be treated. All the treatment modalities require a previous planning. The formalism recommended for calculation of dose was considered by the AAPM for the first TG-43 Report. In it distributions of dose of isolated seeds measured and calculated by Monte Carlo method in water instead of with models half-empiricists. In this work we in accordance with present some preliminary results of the calculation of functions of radial anisotropy and of dose in the distance for seed of 192Ir, wide used in brachytherapy treatments of high tax of dose (HDR), with the aid of the program based on the Monte Carlo method MCNPX v2.50 (Mount Carlo N ParticleeXtended). The materials chosen in the simulation beyond water, had been MS20 and estriado muscle

Estudo do método Monte Carlo e sua aplicação no modelo SIR

In this work we present a discussion and the results of the simulation of disease spread using the Monte Carlo method. The dissemination model is the SIR model and presents as main characteristic the disease evolution among individuals of the population subdivided into three groups: susceptible (S), infected (I) and recovered (R). The technique used is based on the introduction of transition probabilities S-> I and I->R to do the spread of the disease, they are governed by a Poisson distribution. The simulation of the spread of disease was based on the randomness introduced, taking into account two basic parameters of the model, the power of infection and average time of the disease. Considering appropriate values of these parameters, the results are presented graphically and analysis of these results gives information on a group of individuals react to the changes of these parameters and what are the chances of a disease becoming a pandemic