Nonlinear modelling of non-structural masonry walls under a low-intensity earthquake motion: calibration through a parametric study

This thesis aims to understand the behavior of a low-rise unreinforced masonry building (URM), the typical residential house in the Netherlands, when subjected to low-intensity earthquakes. In fact, in the last decades, the Groningen region was hit by several shallow earthquakes caused by the extraction of natural gas. In particular, the focus is addressed to the internal non-structural walls and to their interaction with the structural parts of the building. A simple and cost-efficient 2D FEM model is developed, focused on the interfaces representing mortar layers that are present between the non-structural walls and the rest of the structure. As a reference for geometries and materials, it has been taken into consideration a prototype that was built in full-scale at the EUCENTRE laboratory of Pavia (Italy). Firstly, a quasi-static analysis is performed by gradually applying a prescribed displacement on the roof floor of the structure. Sensitivity analyses are conducted on some key parameters characterizing mortar. This analysis allows for the calibration of their values and the evaluation of the reliability of the model. Successively, a transient analysis is performed to effectively subject the model to a seismic action and hence also evaluate the mechanical response of the building over time. Moreover, it was possible to compare the results of this analysis with the displacements recorded in the experimental tests by creating a model representing the entire considered structure. As a result, some conditions for the model calibration are defined. The reliability of the model is then confirmed by both the reasonable results obtained from the sensitivity analysis and the compatibility of the values obtained for the top displacement of the roof floor of the experimental test, and the same value acquired from the structural model.

Numerical study on viscoelastic behavior of polypropylene fiber reinforced concrete subjected to temperature variations using LDPM theory

This thesis is focused on the viscoelastic behavior of macro-synthetic fiber-reinforced concrete (MSFRC) with polypropylene studied numerically when subjected to temperature variations (-30 oC to +60 oC). LDPM (lattice discrete particle model), a meso-scale model for heterogeneous composites, is used. To reproduce the MSFRC structural behavior, an extended version of LDPM that includes fiber effects through fiber-concrete interface micromechanics, called LDPM-F, is applied. Model calibration is performed based on three-point bending, cube, and cylinder test for plain concrete and MSFRC. This is followed by a comprehensive literature study on the variation of mechanical properties with temperature for individual fibers and plain concrete. This literature study and past experimental test results constitute inputs for final numerical simulations. The numerical response of MSFRC three-point bending test is replicated and compared with the previously conducted experimental test results; finally, the conclusions were drawn. LDPM numerical model is successfully calibrated using experimental responses on plain concrete. Fiber-concrete interface micro-mechanical parameters are subsequently fixed and LDPM-F models are calibrated based on MSFRC three-point bending test at room temperature. Number of fibers contributing crack bridging mechanism is computed and found to be in good agreement with experimental counts. Temperature variations model for individual constituents of MSFRC, fibers and plain concrete, are implemented in LDPM-F. The model is validated for MSFRC three-point bending stress-CMOD (crack mouth opening) response reproduced at -30 oC, -15 oC, 0 oC, +20 oC, +40 oC and +60 oC. It is found that the model can well describe the temperature variation behavior of MSFRC. At positive temperatures, simulated responses are in good agreement. Slight disagreement in negative regimes suggests an in-depth study on fiber-matrix interface bond behavior with varying temperatures.

The Libor Market Model: from theory to calibration

This thesis is focused on the financial model for interest rates called the LIBOR Market Model. In the appendixes, we provide the necessary mathematical theory. In the inner chapters, firstly, we define the main interest rates and financial instruments concerning with the interest rate models, then, we set the LIBOR market model, demonstrate its existence, derive the dynamics of forward LIBOR rates and justify the pricing of caps according to the Black’s formula. Then, we also present the Swap Market Model, which models the forward swap rates instead of the LIBOR ones. Even this model is justified by a theoretical demonstration and the resulting formula to price the swaptions coincides with the Black’s one. However, the two models are not compatible from a theoretical point. Therefore, we derive various analytical approximating formulae to price the swaptions in the LIBOR market model and we explain how to perform a Monte Carlo simulation. Finally, we present the calibration of the LIBOR market model to the markets of both caps and swaptions, together with various examples of application to the historical correlation matrix and the cascade calibration of the forward volatilities to the matrix of implied swaption volatilities provided by the market.

Virtual Calibration of CO2 and Pollutant Emissions of a High-Performance PHEV using Model-in-the-Loop Methodology

The study analyses the calibration process of a newly developed high-performance plug-in hybrid electric passenger car powertrain. The complexity of modern powertrains and the more and more restrictive regulations regarding pollutant emissions are the primary challenges for the calibration of a vehicle’s powertrain. In addition, the managers of OEM need to know as earlier as possible if the vehicle under development will meet the target technical features (emission included). This leads to the necessity for advanced calibration methodologies, in order to keep the development of the powertrain robust, time and cost effective. The suggested solution is the virtual calibration, that allows the tuning of control functions of a powertrain before having it built. The aim of this study is to calibrate virtually the hybrid control unit functions in order to optimize the pollutant emissions and the fuel consumption. Starting from the model of the conventional vehicle, the powertrain is then hybridized and integrated with emissions and aftertreatments models. After its validation, the hybrid control unit strategies are optimized using the Model-in-the-Loop testing methodology. The calibration activities will proceed thanks to the implementation of a Hardware-in-the-Loop environment, that will allow to test and calibrate the Engine and Transmission control units effectively, besides in a time and cost saving manner.

Jarrow-Yildirim model for inflation: theory and applications

This thesis deals with inflation theory, focussing on the model of Jarrow & Yildirim, which is nowadays used when pricing inflation derivatives. After recalling main results about short and forward interest rate models, the dynamics of the main components of the market are derived. Then the most important inflation-indexed derivatives are explained (zero coupon swap, year-on-year, cap and floor), and their pricing proceeding is shown step by step. Calibration is explained and performed with a common method and an heuristic and non standard one. The model is enriched with credit risk, too, which allows to take into account the possibility of bankrupt of the counterparty of a contract. In this context, the general method of pricing is derived, with the introduction of defaultable zero-coupon bonds, and the Monte Carlo method is treated in detailed and used to price a concrete example of contract. Appendixes: A: martingale measures, Girsanov's theorem and the change of numeraire. B: some aspects of the theory of Stochastic Differential Equations; in particular, the solution for linear EDSs, and the Feynman-Kac Theorem, which shows the connection between EDSs and Partial Differential Equations. C: some useful results about normal distribution.