967 resultados para Dynamic Modelling


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The dynamic floor loads induced by crowds in gymnasium or stadium structures are commonly modelled by superposition of the individual contributions using reduction factors for the different Fourier coefficients. These Fourier coefficients and the reduction factors are calculated using full scale measurements. Generally the testing is performed on platforms or structures that can be considered rigid, such that the natural frequencies are higher than the frequencies of the spectator movement. In this paper we shall present the testing done on a structure that used to be a gymnasium as well as the procedure used to identify its dynamic properties and a first evaluation of the socalled “group effect”.

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A simplified model is proposed to show the importance that the dynamic soil-abutment interaction can have in the global behavior of bridges submitted to seismic loading. The modification of natural frequency and damping properties is shown in graphic form for typical short span bridges of the integral deck-abutment type for longitudinal vibrations or general ones for transverse vibrations.

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Computational fluid dynamic (CFD) methods are used in this paper to predict the power production from entire wind farms in complex terrain and to shed some light into the wake flow patterns. Two full three-dimensional Navier–Stokes solvers for incompressible fluid flow, employing k − ϵ and k − ω turbulence closures, are used. The wind turbines are modeled as momentum absorbers by means of their thrust coefficient through the actuator disk approach. Alternative methods for estimating the reference wind speed in the calculation of the thrust are tested. The work presented in this paper is part of the work being undertaken within the UpWind Integrated Project that aims to develop the design tools for next generation of large wind turbines. In this part of UpWind, the performance of wind farm and wake models is being examined in complex terrain environment where there are few pre-existing relevant measurements. The focus of the work being carried out is to evaluate the performance of CFD models in large wind farm applications in complex terrain and to examine the development of the wakes in a complex terrain environment.

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The design of nuclear power plant has to follow a number of regulations aimed at limiting the risks inherent in this type of installation. The goal is to prevent and to limit the consequences of any possible incident that might threaten the public or the environment. To verify that the safety requirements are met a safety assessment process is followed. Safety analysis is as key component of a safety assessment, which incorporates both probabilistic and deterministic approaches. The deterministic approach attempts to ensure that the various situations, and in particular accidents, that are considered to be plausible, have been taken into account, and that the monitoring systems and engineered safety and safeguard systems will be capable of ensuring the safety goals. On the other hand, probabilistic safety analysis tries to demonstrate that the safety requirements are met for potential accidents both within and beyond the design basis, thus identifying vulnerabilities not necessarily accessible through deterministic safety analysis alone. Probabilistic safety assessment (PSA) methodology is widely used in the nuclear industry and is especially effective in comprehensive assessment of the measures needed to prevent accidents with small probability but severe consequences. Still, the trend towards a risk informed regulation (RIR) demanded a more extended use of risk assessment techniques with a significant need to further extend PSA’s scope and quality. Here is where the theory of stimulated dynamics (TSD) intervenes, as it is the mathematical foundation of the integrated safety assessment (ISA) methodology developed by the CSN(Consejo de Seguridad Nuclear) branch of Modelling and Simulation (MOSI). Such methodology attempts to extend classical PSA including accident dynamic analysis, an assessment of the damage associated to the transients and a computation of the damage frequency. The application of this ISA methodology requires a computational framework called SCAIS (Simulation Code System for Integrated Safety Assessment). SCAIS provides accident dynamic analysis support through simulation of nuclear accident sequences and operating procedures. Furthermore, it includes probabilistic quantification of fault trees and sequences; and integration and statistic treatment of risk metrics. SCAIS comprehensively implies an intensive use of code coupling techniques to join typical thermal hydraulic analysis, severe accident and probability calculation codes. The integration of accident simulation in the risk assessment process and thus requiring the use of complex nuclear plant models is what makes it so powerful, yet at the cost of an enormous increase in complexity. As the complexity of the process is primarily focused on such accident simulation codes, the question of whether it is possible to reduce the number of required simulation arises, which will be the focus of the present work. This document presents the work done on the investigation of more efficient techniques applied to the process of risk assessment inside the mentioned ISA methodology. Therefore such techniques will have the primary goal of decreasing the number of simulation needed for an adequate estimation of the damage probability. As the methodology and tools are relatively recent, there is not much work done inside this line of investigation, making it a quite difficult but necessary task, and because of time limitations the scope of the work had to be reduced. Therefore, some assumptions were made to work in simplified scenarios best suited for an initial approximation to the problem. The following section tries to explain in detail the process followed to design and test the developed techniques. Then, the next section introduces the general concepts and formulae of the TSD theory which are at the core of the risk assessment process. Afterwards a description of the simulation framework requirements and design is given. Followed by an introduction to the developed techniques, giving full detail of its mathematical background and its procedures. Later, the test case used is described and result from the application of the techniques is shown. Finally the conclusions are presented and future lines of work are exposed.

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In this work, a methodology is proposed to find the dynamics poles of a capacitive pressure transmitter in order to enhance and extend the on line surveillance of this type of sensors based on the response time measurement by applying noise analysis techniques and the Dynamic Data System. Several measurements have been analyzed taken from a Pressurized Water Reactor. The methodology proposes an autoregressive fit whose order is determined by the sensor dynamics poles. Nevertheless, the signals that have been analyzed, could not be filtered properly in order to remove the plant noise, thus, this was considered as an additional pair of complex conjugate poles. With this methodology we have come up with the numerical value of the sensor second real pole in spite of its low influence on the sensor dynamic response. This opens up a more accurate on line sensor surveillance since the previous methods were achieved by considering one real pole only.

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In the current uncertain context that affects both the world economy and the energy sector, with the rapid increase in the prices of oil and gas and the very unstable political situation that affects some of the largest raw materials’ producers, there is a need for developing efficient and powerful quantitative tools that allow to model and forecast fossil fuel prices, CO2 emission allowances prices as well as electricity prices. This will improve decision making for all the agents involved in energy issues. Although there are papers focused on modelling fossil fuel prices, CO2 prices and electricity prices, the literature is scarce on attempts to consider all of them together. This paper focuses on both building a multivariate model for the aforementioned prices and comparing its results with those of univariate ones, in terms of prediction accuracy (univariate and multivariate models are compared for a large span of days, all in the first 4 months in 2011) as well as extracting common features in the volatilities of the prices of all these relevant magnitudes. The common features in volatility are extracted by means of a conditionally heteroskedastic dynamic factor model which allows to solve the curse of dimensionality problem that commonly arises when estimating multivariate GARCH models. Additionally, the common volatility factors obtained are useful for improving the forecasting intervals and have a nice economical interpretation. Besides, the results obtained and methodology proposed can be useful as a starting point for risk management or portfolio optimization under uncertainty in the current context of energy markets.

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The problem of interdependence between housing and commuting in a city has been analysed within the framework of welfare economics. Uncertain changes overtime in the working population has been considered by means of a dynamic, probabilistic model. The characteristics of irreversibility and durability in city building have been explicitly dealt with. The ultimate objective is that the model after further development will be an auxiliary tool in city planning.

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The interest for modelling of human actions acting on structures has been recurrent since the first accidents on suspension bridges in the nineteenth century like Broughton (1831) in the U.K. or Angers (1850) in France. Stadiums, gymnasiums are other type of structure where the human induced vibration is very important. In these structures appear particular phenomenon like the interaction person-structure (lock-in), the person-person synchronization, and the influence of the mass and damping of the people in the structure behaviour. This work focuses on the latter topic. The dynamic characteristic of a structure can be changed due to the presence of people on it. In order to evaluate these property modifications several testing have been carried out on a structure designed to be a gymnasium. For the test an electro-dynamic shaker was installed in a fixed point of the gym slab and different groups of people were located around the shaker. In each test the number of people was changed and also their posture (standing and sitting). Test data were analyzed and processed to verify modifications in the structure behaviour.

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The interest for modelling of human actions acting on structures has been recurrent since the first accidents on suspension bridges in the nineteenth century such as Broughton (1831) in the U.K. or Angers (1850) in France. Stadiums, gymnasiums are other types of structure where human induced vibration is very important. In these structures a particular phenomenon appears such as the interaction personstructure (lock-in), the person-person synchronization, and the influence of the mass and damping of the people in the structural behaviour. This paper focuses on the latter topic. In order to evaluate these property modifications several tests have been carried out on a stand-alone building. For the test an electro-dynamic shaker was installed at a fixed point of the gym slab and different groups of people were located around the shaker. The dynamic characteristics of the structure without people inside have been calculated by two methods: using a three-dimensional finite element model of the building and by operational modal analysis. These calculated experimental and numerical values are the reference values used to evaluate the modifications in the dynamic properties of the structure.

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La necesidad de desarrollar técnicas para predecir la respuesta vibroacústica de estructuras espaciales lia ido ganando importancia en los últimos años. Las técnicas numéricas existentes en la actualidad son capaces de predecir de forma fiable el comportamiento vibroacústico de sistemas con altas o bajas densidades modales. Sin embargo, ambos rangos no siempre solapan lo que hace que sea necesario el desarrollo de métodos específicos para este rango, conocido como densidad modal media. Es en este rango, conocido también como media frecuencia, donde se centra la presente Tesis doctoral, debido a la carencia de métodos específicos para el cálculo de la respuesta vibroacústica. Para las estructuras estudiadas en este trabajo, los mencionados rangos de baja y alta densidad modal se corresponden, en general, con los rangos de baja y alta frecuencia, respectivamente. Los métodos numéricos que permiten obtener la respuesta vibroacústica para estos rangos de frecuencia están bien especificados. Para el rango de baja frecuencia se emplean técnicas deterministas, como el método de los Elementos Finitos, mientras que, para el rango de alta frecuencia las técnicas estadísticas son más utilizadas, como el Análisis Estadístico de la Energía. En el rango de medias frecuencias ninguno de estos métodos numéricos puede ser usado con suficiente precisión y, como consecuencia -a falta de propuestas más específicas- se han desarrollado métodos híbridos que combinan el uso de métodos de baja y alta frecuencia, intentando que cada uno supla las deficiencias del otro en este rango medio. Este trabajo propone dos soluciones diferentes para resolver el problema de la media frecuencia. El primero de ellos, denominado SHFL (del inglés Subsystem based High Frequency Limit procedure), propone un procedimiento multihíbrido en el cuál cada subestructura del sistema completo se modela empleando una técnica numérica diferente, dependiendo del rango de frecuencias de estudio. Con este propósito se introduce el concepto de límite de alta frecuencia de una subestructura, que marca el límite a partir del cual dicha subestructura tiene una densidad modal lo suficientemente alta como para ser modelada utilizando Análisis Estadístico de la Energía. Si la frecuencia de análisis es menor que el límite de alta frecuencia de la subestructura, ésta se modela utilizando Elementos Finitos. Mediante este método, el rango de media frecuencia se puede definir de una forma precisa, estando comprendido entre el menor y el mayor de los límites de alta frecuencia de las subestructuras que componen el sistema completo. Los resultados obtenidos mediante la aplicación de este método evidencian una mejora en la continuidad de la respuesta vibroacústica, mostrando una transición suave entre los rangos de baja y alta frecuencia. El segundo método propuesto se denomina HS-CMS (del inglés Hybrid Substructuring method based on Component Mode Synthesis). Este método se basa en la clasificación de la base modal de las subestructuras en conjuntos de modos globales (que afectan a todo o a varias partes del sistema) o locales (que afectan a una única subestructura), utilizando un método de Síntesis Modal de Componentes. De este modo es posible situar espacialmente los modos del sistema completo y estudiar el comportamiento del mismo desde el punto de vista de las subestructuras. De nuevo se emplea el concepto de límite de alta frecuencia de una subestructura para realizar la clasificación global/local de los modos en la misma. Mediante dicha clasificación se derivan las ecuaciones globales del movimiento, gobernadas por los modos globales, y en las que la influencia del conjunto de modos locales se introduce mediante modificaciones en las mismas (en su matriz dinámica de rigidez y en el vector de fuerzas). Las ecuaciones locales se resuelven empleando Análisis Estadístico de Energías. Sin embargo, este último será un modelo híbrido, en el cual se introduce la potencia adicional aportada por la presencia de los modos globales. El método ha sido probado para el cálculo de la respuesta de estructuras sometidas tanto a cargas estructurales como acústicas. Ambos métodos han sido probados inicialmente en estructuras sencillas para establecer las bases e hipótesis de aplicación. Posteriormente, se han aplicado a estructuras espaciales, como satélites y reflectores de antenas, mostrando buenos resultados, como se concluye de la comparación de las simulaciones y los datos experimentales medidos en ensayos, tanto estructurales como acústicos. Este trabajo abre un amplio campo de investigación a partir del cual es posible obtener metodologías precisas y eficientes para reproducir el comportamiento vibroacústico de sistemas en el rango de la media frecuencia. ABSTRACT Over the last years an increasing need of novel prediction techniques for vibroacoustic analysis of space structures has arisen. Current numerical techniques arc able to predict with enough accuracy the vibro-acoustic behaviour of systems with low and high modal densities. However, space structures are, in general, very complex and they present a range of frequencies in which a mixed behaviour exist. In such cases, the full system is composed of some sub-structures which has low modal density, while others present high modal density. This frequency range is known as the mid-frequency range and to develop methods for accurately describe the vibro-acoustic response in this frequency range is the scope of this dissertation. For the structures under study, the aforementioned low and high modal densities correspond with the low and high frequency ranges, respectively. For the low frequency range, deterministic techniques as the Finite Element Method (FEM) are used while, for the high frequency range statistical techniques, as the Statistical Energy Analysis (SEA), arc considered as more appropriate. In the mid-frequency range, where a mixed vibro-acoustic behaviour is expected, any of these numerical method can not be used with enough confidence level. As a consequence, it is usual to obtain an undetermined gap between low and high frequencies in the vibro-acoustic response function. This dissertation proposes two different solutions to the mid-frequency range problem. The first one, named as The Subsystem based High Frequency Limit (SHFL) procedure, proposes a multi-hybrid procedure in which each sub-structure of the full system is modelled with the appropriate modelling technique, depending on the frequency of study. With this purpose, the concept of high frequency limit of a sub-structure is introduced, marking out the limit above which a substructure has enough modal density to be modelled by SEA. For a certain analysis frequency, if it is lower than the high frequency limit of the sub-structure, the sub-structure is modelled through FEM and, if the frequency of analysis is higher than the high frequency limit, the sub-structure is modelled by SEA. The procedure leads to a number of hybrid models required to cover the medium frequency range, which is defined as the frequency range between the lowest substructure high frequency limit and the highest one. Using this procedure, the mid-frequency range can be define specifically so that, as a consequence, an improvement in the continuity of the vibro-acoustic response function is achieved, closing the undetermined gap between the low and high frequency ranges. The second proposed mid-frequency solution is the Hybrid Sub-structuring method based on Component Mode Synthesis (HS-CMS). The method adopts a partition scheme based on classifying the system modal basis into global and local sets of modes. This classification is performed by using a Component Mode Synthesis, in particular a Craig-Bampton transformation, in order to express the system modal base into the modal bases associated with each sub-structure. Then, each sub-structure modal base is classified into global and local set, fist ones associated with the long wavelength motion and second ones with the short wavelength motion. The high frequency limit of each sub-structure is used as frequency frontier between both sets of modes. From this classification, the equations of motion associated with global modes are derived, which include the interaction of local modes by means of corrections in the dynamic stiffness matrix and the force vector of the global problem. The local equations of motion are solved through SEA, where again interactions with global modes arc included through the inclusion of an additional input power into the SEA model. The method has been tested for the calculation of the response function of structures subjected to structural and acoustic loads. Both methods have been firstly tested in simple structures to establish their basis and main characteristics. Methods are also verified in space structures, as satellites and antenna reflectors, providing good results as it is concluded from the comparison with experimental results obtained in both, acoustic and structural load tests. This dissertation opens a wide field of research through which further studies could be performed to obtain efficient and accurate methodologies to appropriately reproduce the vibro-acoustic behaviour of complex systems in the mid-frequency range.

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La industria de la energía eólica marina ha crecido de forma significativa durante los últimos 15 años, y se espera que siga creciendo durante los siguientes. La construcción de torres en aguas cada vez más profundas y el aumento en potencia y tamaño de las turbinas han creado la necesidad de diseñar estructuras de soporte cada vez más fiables y optimizadas, lo que requiere un profundo conocimiento de su comportamiento. Este trabajo se centra en la respuesta dinámica de una turbina marina con cimentación tipo monopilote y sobre la que actúa la fuerza del viento. Se han realizado cálculos con distintas propiedades del suelo para cubrir un rango de rigideces que va desde una arena muy suelta a una muy densa. De este modo se ha analizado la influencia que tiene la rigidez del suelo en el comportamiento de la estructura. Se han llevado a cabo análisis estáticos y dinámicos en un modelo de elementos finitos implementado en Abaqus. El desplazamiento en la cabeza de la torre y la tensión en su base se han obtenido en función de la rigidez del suelo, y con ellos se ha calculado la amplificación dinámica producida cuando la frecuencia natural del sistema suelo‐cimentación torre se aproxima a la frecuencia de la carga. Dos diferentes enfoques a la hora de modelizar el suelo se han comparado: uno utilizando elementos continuos y otro utilizando muelles elásticos no lineales. Por último, un análisis de fiabilidad se ha llevado a cabo con un modelo analítico para calcular la probabilidad de resonancia del sistema, en el que se han considerado las propiedades de rigidez del suelo como variables aleatorias. Offshore wind energy industry has experienced a significant growth over the past 15 years, and it is expected to continue its growth in the coming years. The expansion to increasingly deep waters and the rise in power and size of the turbines have led to a need for more reliable and optimized support designs, which requires an extensive knowledge of the behaviour of these structures. This work focuses on the dynamic response of an offshore wind turbine founded on a monopile and subjected to wind loading. Different soil properties have been considered in order to cover the range of stiffness from a very loose to a very dense sand. In this way, the influence of stiffness on the structure behaviour has been assessed. Static and dynamic analyses have been carried out by means of a finite element model implemented in Abaqus. Head displacement and stress at the tower base have been obtained as functions of soil stiffness, and they have been used to calculate the dynamic amplification that is produced when the natural frequency of the system soil‐foundation‐tower approaches the load frequency. Two different approaches of soil modelling have been compared: soil modelled as a continuum and soil simulated with non linear elastic springs. Finally, a reliability analysis to assess the probability of resonance has been performed with an analytical model, in which soil stiffness properties are considered as stochastic variables.

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El cálculo de cargas de aerogeneradores flotantes requiere herramientas de simulación en el dominio del tiempo que consideren todos los fenómenos que afectan al sistema, como la aerodinámica, la dinámica estructural, la hidrodinámica, las estrategias de control y la dinámica de las líneas de fondeo. Todos estos efectos están acoplados entre sí y se influyen mutuamente. Las herramientas integradas se utilizan para calcular las cargas extremas y de fatiga que son empleadas para dimensionar estructuralmente los diferentes componentes del aerogenerador. Por esta razón, un cálculo preciso de las cargas influye de manera importante en la optimización de los componentes y en el coste final del aerogenerador flotante. En particular, el sistema de fondeo tiene gran impacto en la dinámica global del sistema. Muchos códigos integrados para la simulación de aerogeneradores flotantes utilizan modelos simplificados que no consideran los efectos dinámicos de las líneas de fondeo. Una simulación precisa de las líneas de fondeo dentro de los modelos integrados puede resultar fundamental para obtener resultados fiables de la dinámica del sistema y de los niveles de cargas en los diferentes componentes. Sin embargo, el impacto que incluir la dinámica de los fondeos tiene en la simulación integrada y en las cargas todavía no ha sido cuantificada rigurosamente. El objetivo principal de esta investigación es el desarrollo de un modelo dinámico para la simulación de líneas de fondeo con precisión, validarlo con medidas en un tanque de ensayos e integrarlo en un código de simulación para aerogeneradores flotantes. Finalmente, esta herramienta, experimentalmente validada, es utilizada para cuantificar el impacto que un modelos dinámicos de líneas de fondeo tienen en la computación de las cargas de fatiga y extremas de aerogeneradores flotantes en comparación con un modelo cuasi-estático. Esta es una información muy útil para los futuros diseñadores a la hora de decidir qué modelo de líneas de fondeo es el adecuado, dependiendo del tipo de plataforma y de los resultados esperados. El código dinámico de líneas de fondeo desarrollado en esta investigación se basa en el método de los Elementos Finitos, utilizando en concreto un modelo ”Lumped Mass” para aumentar su eficiencia de computación. Los experimentos realizados para la validación del código se realizaron en el tanque del École Céntrale de Nantes (ECN), en Francia, y consistieron en sumergir una cadena con uno de sus extremos anclados en el fondo del tanque y excitar el extremo suspendido con movimientos armónicos de diferentes periodos. El código demostró su capacidad para predecir la tensión y los movimientos en diferentes posiciones a lo largo de la longitud de la línea con gran precisión. Los resultados indicaron la importancia de capturar la dinámica de las líneas de fondeo para la predicción de la tensión especialmente en movimientos de alta frecuencia. Finalmente, el código se utilizó en una exhaustiva evaluación del efecto que la dinámica de las líneas de fondeo tiene sobre las cargas extremas y de fatiga de diferentes conceptos de aerogeneradores flotantes. Las cargas se calcularon para tres tipologías de aerogenerador flotante (semisumergible, ”spar-buoy” y ”tension leg platform”) y se compararon con las cargas obtenidas utilizando un modelo cuasi-estático de líneas de fondeo. Se lanzaron y postprocesaron más de 20.000 casos de carga definidos por la norma IEC 61400-3 siguiendo todos los requerimientos que una entidad certificadora requeriría a un diseñador industrial de aerogeneradores flotantes. Los resultados mostraron que el impacto de la dinámica de las líneas de fondeo, tanto en las cargas de fatiga como en las extremas, se incrementa conforme se consideran elementos situados más cerca de la plataforma: las cargas en la pala y en el eje sólo son ligeramente modificadas por la dinámica de las líneas, las cargas en la base de la torre pueden cambiar significativamente dependiendo del tipo de plataforma y, finalmente, la tensión en las líneas de fondeo depende fuertemente de la dinámica de las líneas, tanto en fatiga como en extremas, en todos los conceptos de plataforma que se han evaluado. ABSTRACT The load calculation of floating offshore wind turbine requires time-domain simulation tools taking into account all the phenomena that affect the system such as aerodynamics, structural dynamics, hydrodynamics, control actions and the mooring lines dynamics. These effects present couplings and are mutually influenced. The results provided by integrated simulation tools are used to compute the fatigue and ultimate loads needed for the structural design of the different components of the wind turbine. For this reason, their accuracy has an important influence on the optimization of the components and the final cost of the floating wind turbine. In particular, the mooring system greatly affects the global dynamics of the floater. Many integrated codes for the simulation of floating wind turbines use simplified approaches that do not consider the mooring line dynamics. An accurate simulation of the mooring system within the integrated codes can be fundamental to obtain reliable results of the system dynamics and the loads. The impact of taking into account the mooring line dynamics in the integrated simulation still has not been thoroughly quantified. The main objective of this research consists on the development of an accurate dynamic model for the simulation of mooring lines, validate it against wave tank tests and then integrate it in a simulation code for floating wind turbines. This experimentally validated tool is finally used to quantify the impact that dynamic mooring models have on the computation of fatigue and ultimate loads of floating wind turbines in comparison with quasi-static tools. This information will be very useful for future designers to decide which mooring model is adequate depending on the platform type and the expected results. The dynamic mooring lines code developed in this research is based in the Finite Element Method and is oriented to the achievement of a computationally efficient code, selecting a Lumped Mass approach. The experimental tests performed for the validation of the code were carried out at the `Ecole Centrale de Nantes (ECN) wave tank in France, consisting of a chain submerged into a water basin, anchored at the bottom of the basin, where the suspension point of the chain was excited with harmonic motions of different periods. The code showed its ability to predict the tension and the motions at several positions along the length of the line with high accuracy. The results demonstrated the importance of capturing the evolution of the mooring dynamics for the prediction of the line tension, especially for the high frequency motions. Finally, the code was used for an extensive assessment of the effect of mooring dynamics on the computation of fatigue and ultimate loads for different floating wind turbines. The loads were computed for three platforms topologies (semisubmersible, spar-buoy and tension leg platform) and compared with the loads provided using a quasi-static mooring model. More than 20,000 load cases were launched and postprocessed following the IEC 61400-3 guideline and fulfilling the conditions that a certification entity would require to an offshore wind turbine designer. The results showed that the impact of mooring dynamics in both fatigue and ultimate loads increases as elements located closer to the platform are evaluated; the blade and the shaft loads are only slightly modified by the mooring dynamics in all the platform designs, the tower base loads can be significantly affected depending on the platform concept and the mooring lines tension strongly depends on the lines dynamics both in fatigue and extreme loads in all the platform concepts evaluated.

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The primary purpose of the paper is to analyze the conditional correlations, conditional covariances, and co-volatility spillovers between international crude oil and associated financial markets. The paper investigates co-volatility spillovers (namely, the delayed effect of a returns shock in one physical or financial asset on the subsequent volatility or co-volatility in another physical or financial asset) between the oil and financial markets. The oil industry has four major regions, namely North Sea, USA, Middle East, and South-East Asia. Associated with these regions are two major financial centers, namely UK and USA. For these reasons, the data to be used are the returns on alternative crude oil markets, returns on crude oil derivatives, specifically futures, and stock index returns in UK and USA. The paper will also analyze the Chinese financial markets, where the data are more recent. The empirical analysis will be based on the diagonal BEKK model, from which the conditional covariances will be used for testing co-volatility spillovers, and policy recommendations. Based on these results, dynamic hedging strategies will be suggested to analyze market fluctuations in crude oil prices and associated financial markets.

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The present thesis is focused on the development of a thorough mathematical modelling and computational solution framework aimed at the numerical simulation of journal and sliding bearing systems operating under a wide range of lubrication regimes (mixed, elastohydrodynamic and full film lubrication regimes) and working conditions (static, quasi-static and transient conditions). The fluid flow effects have been considered in terms of the Isothermal Generalized Equation of the Mechanics of the Viscous Thin Films (Reynolds equation), along with the massconserving p-Ø Elrod-Adams cavitation model that accordingly ensures the so-called JFO complementary boundary conditions for fluid film rupture. The variation of the lubricant rheological properties due to the viscous-pressure (Barus and Roelands equations), viscous-shear-thinning (Eyring and Carreau-Yasuda equations) and density-pressure (Dowson-Higginson equation) relationships have also been taken into account in the overall modelling. Generic models have been derived for the aforementioned bearing components in order to enable their applications in general multibody dynamic systems (MDS), and by including the effects of angular misalignments, superficial geometric defects (form/waviness deviations, EHL deformations, etc.) and axial motion. The bearing exibility (conformal EHL) has been incorporated by means of FEM model reduction (or condensation) techniques. The macroscopic in fluence of the mixedlubrication phenomena have been included into the modelling by the stochastic Patir and Cheng average ow model and the Greenwood-Williamson/Greenwood-Tripp formulations for rough contacts. Furthermore, a deterministic mixed-lubrication model with inter-asperity cavitation has also been proposed for full-scale simulations in the microscopic (roughness) level. According to the extensive mathematical modelling background established, three significant contributions have been accomplished. Firstly, a general numerical solution for the Reynolds lubrication equation with the mass-conserving p - Ø cavitation model has been developed based on the hybridtype Element-Based Finite Volume Method (EbFVM). This new solution scheme allows solving lubrication problems with complex geometries to be discretized by unstructured grids. The numerical method was validated in agreement with several example cases from the literature, and further used in numerical experiments to explore its exibility in coping with irregular meshes for reducing the number of nodes required in the solution of textured sliding bearings. Secondly, novel robust partitioned techniques, namely: Fixed Point Gauss-Seidel Method (PGMF), Point Gauss-Seidel Method with Aitken Acceleration (PGMA) and Interface Quasi-Newton Method with Inverse Jacobian from Least-Squares approximation (IQN-ILS), commonly adopted for solving uid-structure interaction problems have been introduced in the context of tribological simulations, particularly for the coupled calculation of dynamic conformal EHL contacts. The performance of such partitioned methods was evaluated according to simulations of dynamically loaded connecting-rod big-end bearings of both heavy-duty and high-speed engines. Finally, the proposed deterministic mixed-lubrication modelling was applied to investigate the in fluence of the cylinder liner wear after a 100h dynamometer engine test on the hydrodynamic pressure generation and friction of Twin-Land Oil Control Rings.

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Conceptual Modelling approaches for the web need extensions to specify dynamic personalization properties in order to design more powerful web applications. Current approaches provide techniques to support dynamic personalization, usually focused on implementation details. This article presents an extension of the OO-H conceptual modeling approach to address the particulars associated with the design and specification of dynamic personalization. The main benefit is that this specification can be modified without recompile the rest of the application modules. We describe how conventional navigation and presentation diagrams are influenced by personalization properties. In order to model the variable part of the interface logic OO-H has a personalization architecture that leans on a rule engine. Rules are defined based on a User Model and a Reference Model.