Agent-based parking occupancy simulation

The existing parking simulations, as most simulations, are intended to gain insights of a system or to make predictions. The knowledge they have provided has built up over the years, and several research works have devised detailed parking system models. This thesis work describes the use of an agent-based parking simulation in the context of a bigger parking system development. It focuses more on flexibility than on fidelity, showing the case where it is relevant for a parking simulation to consume dynamically changing GIS data from external, online sources and how to address this case. The simulation generates the parking occupancy information that sensing technologies should eventually produce and supplies it to the bigger parking system. It is built as a Java application based on the MASON toolkit and consumes GIS data from an ArcGis Server. The application context of the implemented parking simulation is a university campus with free, on-street parking places.

Modeling and forecasting value-at-risk for the Portuguese stock market

The aim of this work project is to find a model that is able to accurately forecast the daily Value-at-Risk for PSI-20 Index, independently of the market conditions, in order to expand empirical literature for the Portuguese stock market. Hence, two subsamples, representing more and less volatile periods, were modeled through unconditional and conditional volatility models (because it is what drives returns). All models were evaluated through Kupiec’s and Christoffersen’s tests, by comparing forecasts with actual results. Using an out-of-sample of 204 observations, it was found that a GARCH(1,1) is an accurate model for our purposes.

Modeling and optimization of extracellular polysaccharides production by Enterobacter A47

Polysaccharides are gaining increasing attention as potential environmental friendly and sustainable building blocks in many fields of the (bio)chemical industry. The microbial production of polysaccharides is envisioned as a promising path, since higher biomass growth rates are possible and therefore higher productivities may be achieved compared to vegetable or animal polysaccharides sources. This Ph.D. thesis focuses on the modeling and optimization of a particular microbial polysaccharide, namely the production of extracellular polysaccharides (EPS) by the bacterial strain Enterobacter A47. Enterobacter A47 was found to be a metabolically versatile organism in terms of its adaptability to complex media, notably capable of achieving high growth rates in media containing glycerol byproduct from the biodiesel industry. However, the industrial implementation of this production process is still hampered due to a largely unoptimized process. Kinetic rates from the bioreactor operation are heavily dependent on operational parameters such as temperature, pH, stirring and aeration rate. The increase of culture broth viscosity is a common feature of this culture and has a major impact on the overall performance. This fact complicates the mathematical modeling of the process, limiting the possibility to understand, control and optimize productivity. In order to tackle this difficulty, data-driven mathematical methodologies such as Artificial Neural Networks can be employed to incorporate additional process data to complement the known mathematical description of the fermentation kinetics. In this Ph.D. thesis, we have adopted such an hybrid modeling framework that enabled the incorporation of temperature, pH and viscosity effects on the fermentation kinetics in order to improve the dynamical modeling and optimization of the process. A model-based optimization method was implemented that enabled to design bioreactor optimal control strategies in the sense of EPS productivity maximization. It is also critical to understand EPS synthesis at the level of the bacterial metabolism, since the production of EPS is a tightly regulated process. Methods of pathway analysis provide a means to unravel the fundamental pathways and their controls in bioprocesses. In the present Ph.D. thesis, a novel methodology called Principal Elementary Mode Analysis (PEMA) was developed and implemented that enabled to identify which cellular fluxes are activated under different conditions of temperature and pH. It is shown that differences in these two parameters affect the chemical composition of EPS, hence they are critical for the regulation of the product synthesis. In future studies, the knowledge provided by PEMA could foster the development of metabolically meaningful control strategies that target the EPS sugar content and oder product quality parameters.

Process simulation support in BPM tools: The case of BPMN

Due to the increasing acceptance of BPM, nowadays BPM tools are extensively used in organizations. Core to BPM are the process modeling languages, of which BPMN is the one that has been receiving most attention these days. Once a business process is described using BPMN, one can use a process simulation approach in order to find its optimized form. In this context, the simulation of business processes, such as those defined in BPMN, appears as an obvious way of improving processes. This paper analyzes the business process modeling and simulation areas, identifying the elements that must be present in the BPMN language in order to allow processes described in BPMN to be simulated. During this analysis a set of existing BPM tools, which support BPMN, are compared regarding their limitations in terms of simulation support.

Blast loading of masonry infills: testing and simulation

This work intends to present a newly developed test setup for dynamic out-of-plane loading using underWater Blast Wave Generators (WBWG) as loading source. Underwater blasting operations have been, during the last decades, subject of research and development of maritime blasting operations (including torpedo studies), aquarium tests for the measurement of blasting energy of industrial explosives and confined underwater blast wave generators. WBWG allow a wide range for the produced blast impulse and surface area distribution. It also avoids the generation of high velocity fragments and reduces atmospheric sound wave. A first objective of this work is to study the behavior of masonry infill walls subjected to blast loading. Three different masonry walls are to be studied, namely unreinforced masonry infill walls and two different reinforcement solutions. These solutions have been studied previously for seismic action mitigation. Subsequently, the walls will be simulated using an explicit finite element code for validation and parametric studies. Finally, a tool to help designers to make informed decisions on the use of infills under blast loading will be presented.

Numerical modeling and assessment of the thermal environment in an industrial premise of automotive components

Dissertação de mestrado em Engenharia Industrial

An interactive web-based tool for breast reduction surgery simulation

In this work, we present a 3D web-based interactive tool for numerical modeling and simulation approach to breast reduction surgery simulation, to assist surgeons in planning all aspects related to breast reduction surgery before the actual procedure takes place, thereby avoiding unnecessary risks. In particular, it allows the modeling of the initial breast geometry, the definition of all aspects related to the surgery and the visualization of the post-surgery breast shape in a realistic environment.

Design, modeling and fabrication of radio-frequency microelectromechanical switches and coplanar filters

Magdeburg, Univ., Fak. für Elektrotechnik und Informationstechnik, Diss., 2010

Development of methodology for treating pressure waves from explosions accounting for modeling and data uncertainties

Magdeburg, Univ., Fak. für Verfahrens- und Systemtechnik, Diss., 2012

Mathematical modeling and evolution of signal transduction pathways and networks

Magdeburg, Univ., Fak. für Naturwiss., Diss., 2013

Design, modeling and control of an autonomous field robot for white asparagus harvesting

Magdeburg, Univ., Fak. für Maschinenbau, Diss., 2014

Microsatellites can be misleading: an empirical and simulation study.

It has been long recognized that highly polymorphic genetic markers can lead to underestimation of divergence between populations when migration is low. Microsatellite loci, which are characterized by extremely high mutation rates, are particularly likely to be affected. Here, we report genetic differentiation estimates in a contact zone between two chromosome races of the common shrew (Sorex araneus), based on 10 autosomal microsatellites, a newly developed Y-chromosome microsatellite, and mitochondrial DNA. These results are compared to previous data on proteins and karyotypes. Estimates of genetic differentiation based on F- and R-statistics are much lower for autosomal microsatellites than for all other genetic markers. We show by simulations that this discrepancy stems mainly from the high mutation rate of microsatellite markers for F-statistics and from deviations from a single-step mutation model for R-statistics. The sex-linked genetic markers show that all gene exchange between races is mediated by females. The absence of male-mediated gene flow most likely results from male hybrid sterility.

3-Regime symmetric STAR modeling and exchange rate reversion

The breakdown of the Bretton Woods system and the adoption of generalized oating exchange rates ushered in a new era of exchange rate volatility and uncer- tainty. This increased volatility lead economists to search for economic models able to describe observed exchange rate behavior. In the present paper we propose more general STAR transition functions which encompass both threshold nonlinearity and asymmetric e¤ects. Our framework allows for a gradual adjustment from one regime to another, and considers threshold e¤ects by encompassing other existing models, such as TAR models. We apply our methodology to three di¤erent exchange rate data-sets, one for developing countries, and o¢ cial nominal exchange rates, the sec- ond emerging market economies using black market exchange rates and the third for OECD economies.

Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion

The breakdown of the Bretton Woods system and the adoption of generalized oating exchange rates ushered in a new era of exchange rate volatility and uncer- tainty. This increased volatility lead economists to search for economic models able to describe observed exchange rate behavior. The present is a technical Appendix to Cerrato et al. (2009) and presents detailed simulations of the proposed methodology and additional empirical results.