Estimation of rotational frequency response functions

As it is widely known, in structural dynamic applications, ranging from structural coupling to model updating, the incompatibility between measured and simulated data is inevitable, due to the problem of coordinate incompleteness. Usually, the experimental data from conventional vibration testing is collected at a few translational degrees of freedom (DOF) due to applied forces, using hammer or shaker exciters, over a limited frequency range. Hence, one can only measure a portion of the receptance matrix, few columns, related to the forced DOFs, and rows, related to the measured DOFs. In contrast, by finite element modeling, one can obtain a full data set, both in terms of DOFs and identified modes. Over the years, several model reduction techniques have been proposed, as well as data expansion ones. However, the latter are significantly fewer and the demand for efficient techniques is still an issue. In this work, one proposes a technique for expanding measured frequency response functions (FRF) over the entire set of DOFs. This technique is based upon a modified Kidder's method and the principle of reciprocity, and it avoids the need for modal identification, as it uses the measured FRFs directly. In order to illustrate the performance of the proposed technique, a set of simulated experimental translational FRFs is taken as reference to estimate rotational FRFs, including those that are due to applied moments.

Distributed Sensing of Fluid Dynamic Phenomena with the XDense Sensor Grid Network

IEEE International Conference on Cyber Physical Systems, Networks and Applications (CPSNA'15), Hong Kong, China.

Software development for estimation of optical clearing agent’s diffusion coefficients in biological tissues

The study of chemical diffusion in biological tissues is a research field of high importance and with application in many clinical, research and industrial areas. The evaluation of diffusion and viscosity properties of chemicals in tissues is necessary to characterize treatments or inclusion of preservatives in tissues or organs for low temperature conservation. Recently, we have demonstrated experimentally that the diffusion properties and dynamic viscosity of sugars and alcohols can be evaluated from optical measurements. Our studies were performed in skeletal muscle, but our results have revealed that the same methodology can be used with other tissues and different chemicals. Considering the significant number of studies that can be made with this method, it becomes necessary to turn data processing and calculation easier. With this objective, we have developed a software application that integrates all processing and calculations, turning the researcher work easier and faster. Using the same experimental data that previously was used to estimate the diffusion and viscosity of glucose in skeletal muscle, we have repeated the calculations with the new application. Comparing between the results obtained with the new application and with previous independent routines we have demonstrated great similarity and consequently validated the application. This new tool is now available to be used in similar research to obtain the diffusion properties of other chemicals in different tissues or organs.

Does direct cash flow presentation help in predicting future operating cash flow?

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

The fitting of the German yield curve: A dynamic approach using latent, macroeconomic and stock market variables

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Customer Lifetime Value: a framework for application in the insurance industry - Building a Business Process to Generate and Maintain an Automatic Estimation Agent

Research Project submited as partial fulfilment for the Master Degree in Statistics and Information Management

A method to correct the flow distortion of offshore wind data using CFD simulation and experimental wind tunnel tests

The assessment of wind energy resource for the development of deep offshore wind plants requires the use of every possible source of data and, in many cases, includes data gathered at meteorological stations installed at islands, islets or even oil platforms—all structures that interfere with, and change, the flow characteristics. This work aims to contribute to the evaluation of such changes in the flow by developing a correction methodology and applying it to the case of Berlenga island, Portugal. The study is performed using computational fluid dynamic simulations (CFD) validated by wind tunnel tests. In order to simulate the incoming offshore flow with CFD models a wind profile, unknown a priori, was established using observations from two coastal wind stations and a power law wind profile was fitted to the existing data (a=0.165). The results show that the resulting horizontal wind speed at 80 m above sea level is 16% lower than the wind speed at 80 m above the island for the dominant wind direction sector.

DYNAMOD – A dynamic agent based modelling framework for digital businesses

Digital Businesses have become a major driver for economic growth and have seen an explosion of new startups. At the same time, it also includes mature enterprises that have become global giants in a relatively short period of time. Digital Businesses have unique characteristics that make the running and management of a Digital Business much different from traditional offline businesses. Digital businesses respond to online users who are highly interconnected and networked. This enables a rapid flow of word of mouth, at a pace far greater than ever envisioned when dealing with traditional products and services. The relatively low cost of incremental user addition has led to a variety of innovation in pricing of digital products, including various forms of free and freemium pricing models. This thesis explores the unique characteristics and complexities of Digital Businesses and its implications on the design of Digital Business Models and Revenue Models. The thesis proposes an Agent Based Modeling Framework that can be used to develop Simulation Models that simulate the complex dynamics of Digital Businesses and the user interactions between users of a digital product. Such Simulation models can be used for a variety of purposes such as simple forecasting, analysing the impact of market disturbances, analysing the impact of changes in pricing models and optimising the pricing for maximum revenue generation or a balance between growth in usage and revenue generation. These models can be developed for a mature enterprise with a large historical record of user growth rate as well as for early stage enterprises without much historical data. Through three case studies, the thesis demonstrates the applicability of the Framework and its potential applications.

Does direct cash flow presentation help in predicting future operating cash flow?

Research literature and regulators are unconditional in pointing the disclosure of operating cash flow through direct method a section of unique information. Besides the intuitive facet, it is also consistent in forecasting future operating cash flows and a cohesive piece to financial statement puzzle. Bearing this in mind, I produce an analysis on the usefulness and predictive ability on the disclosure of gross cash receipts and payments over the disclosure of reconciliation between net income and accruals for two markets with special features, Portugal and Spain. Results validate the usefulness of direct method format in predicting future operating cash flow. Key

A type system for value-dependent information flow analysis

Information systems are widespread and used by anyone with computing devices as well as corporations and governments. It is often the case that security leaks are introduced during the development of an application. Reasons for these security bugs are multiple but among them one can easily identify that it is very hard to define and enforce relevant security policies in modern software. This is because modern applications often rely on container sharing and multi-tenancy where, for instance, data can be stored in the same physical space but is logically mapped into different security compartments or data structures. In turn, these security compartments, to which data is classified into in security policies, can also be dynamic and depend on runtime data. In this thesis we introduce and develop the novel notion of dependent information flow types, and focus on the problem of ensuring data confidentiality in data-centric software. Dependent information flow types fit within the standard framework of dependent type theory, but, unlike usual dependent types, crucially allow the security level of a type, rather than just the structural data type itself, to depend on runtime values. Our dependent function and dependent sum information flow types provide a direct, natural and elegant way to express and enforce fine grained security policies on programs. Namely programs that manipulate structured data types in which the security level of a structure field may depend on values dynamically stored in other fields The main contribution of this work is an efficient analysis that allows programmers to verify, during the development phase, whether programs have information leaks, that is, it verifies whether programs protect the confidentiality of the information they manipulate. As such, we also implemented a prototype typechecker that can be found at http://ctp.di.fct.unl.pt/DIFTprototype/.

Development of an integral viscoelastic flow solver in OpenFOAM®

The usual high cost of commercial codes, and some technical limitations, clearly limits the employment of numerical modelling tools in both industry and academia. Consequently, the number of companies that use numerical code is limited and there a lot of effort put on the development and maintenance of in-house academic based codes. Having in mind the potential of using numerical modelling tools as a design aid, of both products and processes, different research teams have been contributing to the development of open source codes/libraries. In this framework, any individual can take advantage of the available code capabilities and/or implement additional features based on his specific needs. These type of codes are usually developed by large communities, which provide improvements and new features in their specific fields of research, thus increasing significantly the code development process. Among others, OpenFOAM® multi-physics computational library, developed by a very large and dynamic community, nowadays comprises several features usually only available in their commercial counterparts; e.g. dynamic meshes, large diversity of complex physical models, parallelization, multiphase models, to name just a few. This computational library is developed in C++ and makes use of most of all language capabilities to facilitate the implementation of new functionalities. Concerning the field of computational rheology, OpenFOAM® solvers were recently developed to deal with the most relevant differential viscoelastic rheological models, and stabilization techniques are currently being verified. This work describes the implementation of a new solver in OpenFOAM® library, able to cope with integral viscoelastic models based on the deformation field method. The implemented solver is verified through the comparison of the predicted results with analytical solutions, results published in the literature and by using the Method of Manufactured Solutions.

A new integral viscoelastic flow solver in OpenFOAM®

The usual high cost of commercial codes, and some technical limitations, clearly limits the employment of numerical modelling tools in both industry and academia. Consequently, the number of companies that use numerical code is limited and there a lot of effort put on the development and maintenance of in-house academic based codes . Having in mind the potential of using numerical modelling tools as a design aid, of both products and processes, different research teams have been contributing to the development of open source codes/libraries. In this framework, any individual can take advantage of the available code capabilities and/or implement additional features based on his specific needs. These type of codes are usually developed by large communities, which provide improvements and new features in their specific fields of research, thus increasing significantly the code development process. Among others, OpenFOAM® multi-physics computational library, developed by a very large and dynamic community, nowadays comprises several features usually only available in their commercial counterparts; e.g. dynamic meshes, large diversity of complex physical models, parallelization, multiphase models, to name just a few. This computational library is developed in C++ and makes use of most of all language capabilities to facilitate the implementation of new functionalities. Concerning the field of computational rheology, OpenFOAM® solvers were recently developed to deal with the most relevant differential viscoelastic rheological models, and stabilization techniques are currently being verified. This work describes the implementation of a new solver in OpenFOAM® library, able to cope with integral viscoelastic models based on the deformation field method. The implemented solver is verified through the comparison of the predicted results with analytical solutions, results published in the literature and by using the Method of Manufactured Solutions

Nonparametric estimation of time-dependent ROC curves conditional on a continuous covariate

The receiver-operating characteristic (ROC) curve is the most widely used measure for evaluating the performance of a diagnostic biomarker when predicting a binary disease outcome. The ROC curve displays the true positive rate (or sensitivity) and the false positive rate (or 1-specificity) for different cut-off values used to classify an individual as healthy or diseased. In time-to-event studies, however, the disease status (e.g. death or alive) of an individual is not a fixed characteristic, and it varies along the study. In such cases, when evaluating the performance of the biomarker, several issues should be taken into account: first, the time-dependent nature of the disease status; and second, the presence of incomplete data (e.g. censored data typically present in survival studies). Accordingly, to assess the discrimination power of continuous biomarkers for time-dependent disease outcomes, time-dependent extensions of true positive rate, false positive rate, and ROC curve have been recently proposed. In this work, we present new nonparametric estimators of the cumulative/dynamic time-dependent ROC curve that allow accounting for the possible modifying effect of current or past covariate measures on the discriminatory power of the biomarker. The proposed estimators can accommodate right-censored data, as well as covariate-dependent censoring. The behavior of the estimators proposed in this study will be explored through simulations and illustrated using data from a cohort of patients who suffered from acute coronary syndrome.

Dynamic interface model for masonry walls subjected to high strain rate out-of-plane loads

The present study proposes a dynamic constitutive material interface model that includes non-associated flow rule and high strain rate effects, implemented in the finite element code ABAQUS as a user subroutine. First, the model capability is validated with numerical simulations of unreinforced block work masonry walls subjected to low velocity impact. The results obtained are compared with field test data and good agreement is found. Subsequently, a comprehensive parametric analysis is accomplished with different joint tensile strengths and cohesion, and wall thickness to evaluate the effect of the parameter variations on the impact response of masonry walls.

Flow cytometry analyses of calcification propensity

Dissertação de mestrado integrado em Engenharia Biomédica (área de especialização em Engenharia Clínica)