967 resultados para Numerical methods
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Com a necessidade de encontrar uma forma de ligar componentes de forma mais vantajosa, surgiram as ligaes adesivas. Nos ltimos anos, a utilizao de juntas adesivas em aplicaes industriais tem vindo a aumentar, substituindo alguns mtodos de ligao tradicionais, por apresentarem vantagens tais como, reduo de concentrao de tenses, reduzido peso e facilidade de processamento/fabrico. O seu estudo permite prever a sua resistncia e durabilidade. Este trabalho refere-se ao estudo de juntas de sobreposio simples (JSS), nas quais so aplicados os adesivos comerciais que variam desde frgeis e rgidos, como o caso do Araldite AV138, at adesivos mais dcteis, como o Araldite 2015 e o Sikaforce 7888. Estes so aplicados em substratos de alumnio (AL6082-T651) em juntas com diferentes geometrias e diferentes comprimentos de sobreposio (L), sendo sujeitos a esforos de traco. Foi feita uma anlise dos valores experimentais fornecidos e uma posterior comparao destes com diferentes mtodos numricos baseados em Elementos Finitos (EF). A comparao foi feita por uma anlise de Modelos de Dano Coesivo (MDC) e segundo os critrios baseados em tenses e deformaes do Mtodo de Elementos Finitos Extendido (MEFE). A utilizao destes mtodos numricos capazes de simular o comportamento das juntas poder levar a uma poupana de recursos e de tempo. A anlise por MDC revelou que este mtodo bastante preciso, excepto para os adesivos que sejam bastante dcteis. A aplicao de uma outra lei coesiva pode solucionar esse problema. Por sua vez a anlise por MEFE demonstrou que esta tcnica no particularmente adequada para o crescimento de dano em modo misto e, comparativamente com o MDC, a sua preciso bastante inferior.
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Structural robustness is an emergent concept related to the structural response to damage. At the present time, robustness is not well defined and much controversy still remains around this subject. Even if robustness has seen growing interest as a consequence of catastrophic consequences due to extreme events, the fact is that the concept can also be very useful when considered on more probable exposure scenarios such as deterioration, among others. This paper intends to be a contribution to the definition of structural robustness, especially in the analysis of reinforced concrete structures subjected to corrosion. To achieve this, first of all, several proposed robustness definitions and indicators and misunderstood concepts will be analyzed and compared. From this point and regarding a concept that could be applied to most type of structures and dam-age scenarios, a robustness definition is proposed. To illustrate the proposed concept, an example of corroded reinforced concrete structures will be analyzed using nonlinear analysis numerical methods based on a contin-uum strong discontinuities approach and isotropic damage models for concrete. Finally the robustness of the presented example will be assessed.
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Short Term Scienti c Mission, COST ACTION TU-0601
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In this paper we present the operational matrices of the left Caputo fractional derivative, right Caputo fractional derivative and RiemannLiouville fractional integral for shifted Legendre polynomials. We develop an accurate numerical algorithm to solve the two-sided spacetime fractional advectiondispersion equation (FADE) based on a spectral shifted Legendre tau (SLT) method in combination with the derived shifted Legendre operational matrices. The fractional derivatives are described in the Caputo sense. We propose a spectral SLT method, both in temporal and spatial discretizations for the two-sided spacetime FADE. This technique reduces the two-sided spacetime FADE to a system of algebraic equations that simplifies the problem. Numerical results carried out to confirm the spectral accuracy and efficiency of the proposed algorithm. By selecting relatively few Legendre polynomial degrees, we are able to get very accurate approximations, demonstrating the utility of the new approach over other numerical methods.
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A tecnologia de ligao por adesivos estruturais tem vindo a ser utilizada ao longo de vrias dcadas, permitindo solucionar diversos problemas associados a tcnicas chamadas "tradicionais" de ligao, como a soldadura, a rebitagem ou a ligao aparafusada. Esta uma alternativa vivel para substituir as ligaes mecnicas, devido a diversos fatores como o menor peso estrutural, menor custo de fabricao e capacidade de unio de diferentes materiais. O crescente recurso a materiais compsitos em diversas indstrias, nomeadamente a aeronutica e naval, levaram ao consequente aumento da aplicao de ligaes adesivas, por serem indicadas como forma de unio destes materiais, onde de enaltecer a sua elevada resistncia fadiga. Uma junta adesiva est maioritariamente sujeita a esforos de corte e arrancamento e portanto o conhecimento dos mdulos de elasticidade trao (E) ou corte (G) do adesivo, e ainda as resistncias mximas trao e ao corte, no suficiente quando se pretende prever o comportamento da mesma. Na verdade, torna-se necessrio abranger na anlise a plastificao progressiva verificada nas juntas adesivas antes da rotura, sendo necessrio o conhecimento de parmetros tais como a taxa crtica de libertao de energia de deformao trao (GIc) e corte (GIIc). Este trabalho pretende estudar um adesivo estrutural recentemente lanado no mercado, carecendo portanto da sua caracterizao, para facilitar a previso da resistncia de estruturas adesivas ligadas com o mesmo. So 4 os ensaios a realizar: ensaios trao de provetes em bruto, ensaios ao corte com a geometria Thick Adherend Shear Test (TAST), ensaios Double-Cantilever Beam (DCB) e ensaios End-Notched Flexure (ENF). Com a realizao dos ensaios referidos, sero determinadas as propriedades mecnicas e de fratura trao e ao corte, e sero fornecidos os parmetros para a previso da resistncia de juntas adesivas com este adesivo por uma variedade de mtodos, desde mtodos analticos mais expeditos at aos mtodos numricos mais avanados existentes atualmente. Os resultados foram de encontro aos disponibilizados pelo fabricante, sempre que estes se encontravam disponveis, obtendo-se discrepncias bastante reduzidas nos diversos parmetros determinados.
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With the need to find an alternative way to mechanical and welding joints, and at the same time to overcome some limitations linked to these traditional techniques, adhesive bonds can be used. Adhesive bonding is a permanent joining process that uses an adhesive to bond the components of a structure. Composite materials reinforced with fibres are becoming increasingly popular in many applications as a result of a number of competitive advantages. In the manufacture of composite structures, although the fabrication techniques reduce to the minimum by means of advanced manufacturing techniques, the use of connections is still required due to the typical size limitations and design, technological and logistical aspects. Moreover, it is known that in many high performance structures, unions between composite materials with other light metals such as aluminium are required, for purposes of structural optimization. This work deals with the experimental and numerical study of single lap joints (SLJ), bonded with a brittle (Nagase Chemtex Denatite XNRH6823) and a ductile adhesive (Nagase Chemtex Denatite XNR6852). These are applied to hybrid joints between aluminium (AL6082-T651) and carbon fibre reinforced plastic (CFRP; Texipreg HS 160 RM) adherends in joints with different overlap lengths (LO) under a tensile loading. The Finite Element (FE) Method is used to perform detailed stress and damage analyses allowing to explain the joints behaviour and the use of cohesive zone models (CZM) enables predicting the joint strength and creating a simple and rapid design methodology. The use of numerical methods to simulate the behaviour of the joints can lead to savings of time and resources by optimizing the geometry and material parameters of the joints. The joints strength and failure modes were highly dependent on the adhesive, and this behaviour was successfully modelled numerically. Using a brittle adhesive resulted in a negligible maximum load (Pm) improvement with LO. The joints bonded with the ductile adhesive showed a nearly linear improvement of Pm with LO.
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As juntas adesivas tm vindo a ser usadas em diversas reas e contam com inmeras aplicaes prticas. Devido ao fcil e rpido fabrico, as juntas de sobreposio simples (JSS) so um tipo de configurao bastante comum. O aumento da resistncia, a reduo de peso e a resistncia corroso so algumas das vantagens que este tipo de junta oferece relativamente aos processos de ligao tradicionais. Contudo, a concentrao de tenses nas extremidades do comprimento da ligao uma das principais desvantagens. Existem poucas tcnicas de dimensionamento precisas para a diversidade de ligaes que podem ser encontradas em situaes reais, o que constitui um obstculo utilizao de juntas adesivas em aplicaes estruturais. O presente trabalho visa comparar diferentes mtodos analticos e numricos na previso da resistncia de JSS com diferentes comprimentos de sobreposio (LO). O objectivo fundamental avaliar qual o melhor mtodo para prever a resistncia das JSS. Foram produzidas juntas adesivas entre substratos de alumnio utilizando um adesivo poxido frgil (Araldite AV138), um adesivo epxido moderadamente dctil (Araldite 2015), e um adesivo poliuretano dctil (SikaForce 7888). Consideraram-se diferentes mtodos analticos e dois mtodos numricos: os Modelos de Dano Coesivo (MDC) e o Mtodo de Elementos Finitos Extendido (MEFE), permitindo a anlise comparativa. O estudo possibilitou uma percepo crtica das capacidades de cada mtodo consoante as caractersticas do adesivo utilizado. Os mtodos analticos funcionam apenas relativamente bem em condies muito especficas. A anlise por MDC com lei triangular revelou ser um mtodo bastante preciso, com excepo de adesivos que sejam bastante dcteis. Por outro lado, a anlise por MEFE demonstrou ser uma tcnica pouco adequada, especialmente para o crescimento de dano em modo misto.
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Dissertation to obtain the degree of Doctor of Philosophy in Biomedical Engineering
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The study of AC losses in superconducting pancake coils is of utmost importance for the development of superconducting devices. Due to different technical difficulties this study is usually performed considering one of two approaches: considering superconducting coils of few turns and studying AC losses in a large frequency range vs. superconducting coils with a large number of turns but measuring AC losses only in low frequencies. In this work, a study of AC losses in 128 turn superconducting coils is performed, considering frequencies ranging from 50 Hz till 1152 Hz and currents ranging from zero till the critical current of the coils. Moreover, the study of AC losses considering two different simultaneous harmonic components is also performed and results are compared to the behaviour presented by the coils when operating in a single frequency regime. Different electrical methods are used to verify the total amount of AC losses in the coil and a simple calorimetric method is presented, in order to measure AC losses in a multi-harmonic context. Different analytical and numerical methods are implemented and/or used, to design the superconducting coils and to compute the total amount of AC losses in the superconducting system and a comparison is performed to verify the advantages and drawbacks of each method.
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This thesis proposes a Monte Carlo valuation method for Worst-of Auto-callable equity swaps. The valuation of this type of swap usually requires complex numerical methods which are implemented in black-box valuation systems. The method proposed is an alternative benchmark tool that is relatively simple to implement and customize. The performance of the method was evaluated according to the variance and bias of the output and to the accuracy when compared to a leading valuation system in the market.
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Tese de Doutoramento - Leaders for Technical Industries (LTI) - MIT Portugal
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"Series: Solid mechanics and its applications, vol. 226"
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A growing literature integrates theories of debt management into models of optimal fiscal policy. One promising theory argues that the composition of government debt should be chosen so that fluctuations in the market value of debt offset changes in expected future deficits. This complete market approach to debt management is valid even when the government only issues non-contingent bonds. A number of authors conclude from this approach that governments should issue long term debt and invest in short term assets. We argue that the conclusions of this approach are too fragile to serve as a basis for policy recommendations. This is because bonds at different maturities have highly correlated returns, causing the determination of the optimal portfolio to be ill-conditioned. To make this point concrete we examine the implications of this approach to debt management in various models, both analytically and using numerical methods calibrated to the US economy. We find the complete market approach recommends asset positions which are huge multiples of GDP. Introducing persistent shocks or capital accumulation only worsens this problem. Increasing the volatility of interest rates through habits partly reduces the size of these simulations we find no presumption that governments should issue long term debt ? policy recommendations can be easily reversed through small perturbations in the specification of shocks or small variations in the maturity of bonds issued. We further extend the literature by removing the assumption that governments every period costlessly repurchase all outstanding debt. This exacerbates the size of the required positions, worsens their volatility and in some cases produces instability in debt holdings. We conclude that it is very difficult to insulate fiscal policy from shocks by using the complete markets approach to debt management. Given the limited variability of the yield curve using maturities is a poor way to substitute for state contingent debt. The result is the positions recommended by this approach conflict with a number of features that we believe are important in making bond markets incomplete e.g allowing for transaction costs, liquidity effects, etc.. Until these features are all fully incorporated we remain in search of a theory of debt management capable of providing robust policy insights.
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Pricing American options is an interesting research topic since there is no analytical solution to value these derivatives. Different numerical methods have been proposed in the literature with some, if not all, either limited to a specific payoff or not applicable to multidimensional cases. Applications of Monte Carlo methods to price American options is a relatively new area that started with Longstaff and Schwartz (2001). Since then, few variations of that methodology have been proposed. The general conclusion is that Monte Carlo estimators tend to underestimate the true option price. The present paper follows Glasserman and Yu (2004b) and proposes a novel Monte Carlo approach, based on designing "optimal martingales" to determine stopping times. We show that our martingale approach can also be used to compute the dual as described in Rogers (2002).
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We propose a non-equidistant Q rate matrix formula and an adaptive numerical algorithm for a continuous time Markov chain to approximate jump-diffusions with affine or non-affine functional specifications. Our approach also accommodates state-dependent jump intensity and jump distribution, a flexibility that is very hard to achieve with other numerical methods. The Kolmogorov-Smirnov test shows that the proposed Markov chain transition density converges to the one given by the likelihood expansion formula as in Ait-Sahalia (2008). We provide numerical examples for European stock option pricing in Black and Scholes (1973), Merton (1976) and Kou (2002).