Simulação numérica de fluxo de águas subterrâneas na bacia do Rio Corrente (BA)

The numeric simulation is an important tool applied in understanding the dynamics of groundwater flow. In a hydrogeological model the processes responsible for groundwater flow are described by numerical formulations that allow the simplification, representation and understanding of the dynamics of the Aquifer System. In this work, a steady state groundwater flow simulation of Urucuia Aquifer System (UAS) part of the Corrente river basin was conducted, using the finite element method through software FEFLOW, to understand the dynamics of groundwater flow and quantify the hydrologic balance. The aquifer system Urucuia lodges in the São Francisco hydrogeological province and corresponds to a set of interconnected aquifers that occur in rocks from Urucuia group in the Urucuia sub-basin described by Campos e Dardenne (1997). The system is a porous media one, in a shape of a thick table mountain, consisting essentially of sandstones. The Corrente river basin is located in UAS in Western State of Bahia and it's one of the main units to maintaining permanent flow (Q95) and average natural flow of the São Francisco river. The simulation performed in this work obtained the following results for the modelled region: horizontal hydraulic conductivity of 3 x 10-4 m/s and vertical one 6 x 10-5 m/s; maximum recharge of 345 mm and minimum of 85 mm/a. It was concluded that: (1) regional groundwater flow has eastbound; with an exception of the extreme northeast portion, where the flow has opposite direction; (2) there are smaller water side dividers with an approximate direction EW, that guide the flow of water to the drainage that cut the aquifer; and (3) the UAS at Corrente river basin can be understood as a free regional aquifer system, isotropic and homogeneous. Regionally, the small lithological variations present in the Urucuia group can be neglected and do not exhibit significant influences on the dynamics of ground water flow

Simulação numérica de fluxo de águas subterrâneas do aquífero Rio Claro, na região do campus da UNESP - Rio Claro, SP

The water management in any area is highly important to the success of many business and also of life and the understanding of your relationship with the environment brings better control to its demand. I.e. hydrogeological studies are needed under better understanding of the behavior of an aquifer, so that its management is done so as not to deplete or harm it. The objective of this work is the numerical modeling in transient regime of a portion of the Rio Claro aquifer formation in order to get answers about its hydrogeological parameters, its main flow direction and also its most sensitive parameters. A literature review and conceptual characterization of the aquifer, combined with field campaigns and monitoring of local water level (NA), enabled the subsequent construction of the mathematical model by finite elements method, using the FEFLOW 6.1 ® computational algorithm. The study site includes the campus of UNESP and residential and industrial areas of Rio Claro city. Its area of 9.73 km ² was divided into 318040 triangular elements spread over six layers, totaling a volume of 0.25 km³. The local topography and geological contacts were obtained from previous geological and geophysical studies as well as profiles of campus wells and SIAGAS / CPRM system. The seven monitoring wells on campus were set up as observation points for calibration and checking of the simulation results. Sampling and characterization of Rio Claro sandstones shows up a high hydrological and lithological heterogeneity for the aquifer formation. The simulation results indicate values of hydraulic conductivity between 10-6 and 10-4 m / s, getting the Recharge/Rainfall simulation in transient ratio at 13%. Even with the simplifications imposed on the model, it was able to represent the fluctuations of local NA over a year of monitoring. The result was the exit of 3774770 m³ of water and the consequently NA fall. The model is considered representative for the...

Detecção de impressões digitais fraudulentas utilizando padrões mapeados localmente em multiescala

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Modelagem matemática para otimização de um potencial hidráulico utilizando turbinas Francis e Kaplan

Pós-graduação em Engenharia Mecânica - FEG

Produtividade de biomassa de cana-de-açúcar em função dos índices de vegetação utilizando técnicas de sensoriamento remoto

Pós-graduação em Agronomia (Ciência do Solo) - FCAV

O problema de porte de estoque numa indústria moveleira

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A Aplicação de um modelo matemático na resolução de um problema de carregamento de paletes

Global competitiveness has been increased significantly in the last decade and, as consequence, companies are always looking for developing better processes in supply chain operations in order to maintain their competitive costs and keep themselves in the business. Logistics operations represent a large part of the product's final cost. Transportation can represent more than fifty percent of final cost sometimes. The solutions for cutting and packing problems consist in simple and low investment actions, as enhancing the arrangement of the transported load in order to decrease both material and room wastes. As per the presented reasons, the objective of this paper is to show and analyze a real application of a mathematical model to solve a manufacturer pallet-loading problem, comparing results from the model execution and the solution proposed by the company studied. This study will not only find the best arrangement to load pallets (which will optimize storage and transportation process), but also to check the effectiveness of existing modeling in the literature. For this study a computational package was used, which consists of a modeling language GAMS with the CPLEX optimization solver and two other existing software in the market, all of them indicating that an accurate mathematical model for solving this kind of problem in a two-dimensional approach is difficult to be found, in addition to a long execution time. However, the study and the software utilization indicate that the problem would be easily solved by heuristics in a shorter execution time

Modelagem fuzzy de dados climáticos estimados por modelo matemático - CCATT-BRAMS

Pós-graduação em Engenharia Mecânica - FEG

A Aplicação de um modelo matemático na resolução de um problema de carregamento de paletes

Global competitiveness has been increased significantly in the last decade and, as consequence, companies are always looking for developing better processes in supply chain operations in order to maintain their competitive costs and keep themselves in the business. Logistics operations represent a large part of the product's final cost. Transportation can represent more than fifty percent of final cost sometimes. The solutions for cutting and packing problems consist in simple and low investment actions, as enhancing the arrangement of the transported load in order to decrease both material and room wastes. As per the presented reasons, the objective of this paper is to show and analyze a real application of a mathematical model to solve a manufacturer pallet-loading problem, comparing results from the model execution and the solution proposed by the company studied. This study will not only find the best arrangement to load pallets (which will optimize storage and transportation process), but also to check the effectiveness of existing modeling in the literature. For this study a computational package was used, which consists of a modeling language GAMS with the CPLEX optimization solver and two other existing software in the market, all of them indicating that an accurate mathematical model for solving this kind of problem in a two-dimensional approach is difficult to be found, in addition to a long execution time. However, the study and the software utilization indicate that the problem would be easily solved by heuristics in a shorter execution time

Modelagem fuzzy de dados climáticos estimados por modelo matemático - CCATT-BRAMS

Pós-graduação em Engenharia Mecânica - FEG

Revisiting the synthetic control estimator

The synthetic control (SC) method has been recently proposed as an alternative to estimate treatment effects in comparative case studies. The SC relies on the assumption that there is a weighted average of the control units that reconstruct the potential outcome of the treated unit in the absence of treatment. If these weights were known, then one could estimate the counterfactual for the treated unit using this weighted average. With these weights, the SC would provide an unbiased estimator for the treatment effect even if selection into treatment is correlated with the unobserved heterogeneity. In this paper, we revisit the SC method in a linear factor model where the SC weights are considered nuisance parameters that are estimated to construct the SC estimator. We show that, when the number of control units is fixed, the estimated SC weights will generally not converge to the weights that reconstruct the factor loadings of the treated unit, even when the number of pre-intervention periods goes to infinity. As a consequence, the SC estimator will be asymptotically biased if treatment assignment is correlated with the unobserved heterogeneity. The asymptotic bias only vanishes when the variance of the idiosyncratic error goes to zero. We suggest a slight modification in the SC method that guarantees that the SC estimator is asymptotically unbiased and has a lower asymptotic variance than the difference-in-differences (DID) estimator when the DID identification assumption is satisfied. If the DID assumption is not satisfied, then both estimators would be asymptotically biased, and it would not be possible to rank them in terms of their asymptotic bias.

Dynamic D-Vine copula model with applications to Value-at-Risk (VaR)

Regular vine copulas are multivariate dependence models constructed from pair-copulas (bivariate copulas). In this paper, we allow the dependence parameters of the pair-copulas in a D-vine decomposition to be potentially time-varying, following a nonlinear restricted ARMA(1,m) process, in order to obtain a very flexible dependence model for applications to multivariate financial return data. We investigate the dependence among the broad stock market indexes from Germany (DAX), France (CAC 40), Britain (FTSE 100), the United States (S&P 500) and Brazil (IBOVESPA) both in a crisis and in a non-crisis period. We find evidence of stronger dependence among the indexes in bear markets. Surprisingly, though, the dynamic D-vine copula indicates the occurrence of a sharp decrease in dependence between the indexes FTSE and CAC in the beginning of 2011, and also between CAC and DAX during mid-2011 and in the beginning of 2008, suggesting the absence of contagion in these cases. We also evaluate the dynamic D-vine copula with respect to Value-at-Risk (VaR) forecasting accuracy in crisis periods. The dynamic D-vine outperforms the static D-vine in terms of predictive accuracy for our real data sets.

Modelos de ciclos reais de negócios em pequena economia aberta aplicados ao Brasil

O objetivo deste trabalho é testar diversas especificações de modelos de ciclos reais de negócios em pequena economia aberta e avaliar em que medida eles conseguem reproduzir as características dos ciclos econômicos brasileiros. Um problema recorrente nos modelos de pequena economia aberta é que sua dinâmica de equilíbrio depende de condições iniciais e apresenta características não estacionárias. Neste trabalho estão presentes três diferentes especificações de modelos, que diferem na forma como a estacionariedade é induzida, são eles: 1) modelo com taxa de desconto endógena; 2) modelo com prêmio de risco elástico à dívida; 3) modelo com mercados completos. Também é testada a sensibilidade dos modelos a duas especificações de preferências - como em Greenwood et alli(1988) e como em Hansen(1985). Os modelos conseguiram replicar características importantes dos ciclos internacionais - como a correlação negativa entre a balança comercial e o produto, e a característica pró-cíclica das outras variáveis. Apenas o modelo com prêmio de risco conseguiu reproduzir a alta volatilidade do consumo brasileiro, sendo este resultado sensível à especificação de preferências. O choque de juros mostrou-se pouco importante para a dinâmica de todos os modelos e o custo de ajustamento foi essencial para a obtenção dos principais resultados.

Modelos de ciclos reais de negócios aplicados à economia brasileira: um estudo de matching

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Identificação do fator estocástico de descontos e algumas implicações sobre testes de modelos de consumo

Retornando à utilização de técnicas de séries de tempo para a estimação de parâmetros das preferências dos indivíduos, este trabalho investiga o tradicional problema do consumo intertemporal ótimo do tipo CCAPM por um novo ângulo. Se apresentam dois estimadores para o fator estocástico de descontos independentes da especificação de funções utilidade, que são utilizados para a agregação das informações disponíveis sobre os retornos dos ativos da economia. A metodologia proposta é aplicada para dados do Brasil, para o período do plano Real, e dos Estados Unidos, para um período iniciado em 1979. Na parte empírica do trabalho obtem-se dois resultados. Primeiro, obtem-se uma estimativa para o grau americano de aversão ao risco de 2,1 - mais de 10 vezes menor que o comumente encontrado na literatura. Segundo, é estimado um grau de aversão ao risco de 2,3 no caso brasileiro, o que está em linha com trabalhos anteriormente publicados.