Rating corporate groups a modelling experience

This paper aims to provide a model that allows BPI to measure the credit risk, through its rating scale, of the subsidiaries included in the corporate groups who are their clients. This model should be simple enough to be applied in practice, accurate, and must give consistent results in comparison to what have been the ratings given by the bank. The model proposed includes operational, strategic, and financial factors and ends up giving one of three results: no support, partial support, or full support from the holding to the subsidiary, and each of them translates in adjustments in each subsidiary’s credit rating. As it would be expectable, most of the subsidiaries should have the same credit rating of its parent company.

Thermal conditions affecting heat transfer in FDM/FFE: a contribution towards the numerical modelling of the process

The performance of parts produced by Free Form Extrusion (FFE), an increasingly popular additive manufacturing technique, depends mainly on their dimensional accuracy, surface quality and mechanical performance. These attributes are strongly influenced by the evolution of the filament temperature and deformation during deposition and solidification. Consequently, the availability of adequate process modelling software would offer a powerful tool to support efficient process set-up and optimisation. This work examines the contribution to the overall heat transfer of various thermal phenomena developing during the manufacturing sequence, including convection and radiation with the environment, conduction with support and between adjacent filaments, radiation between adjacent filaments and convection with entrapped air. The magnitude of the mechanical deformation is also studied. Once this exercise is completed, it is possible to select the material properties, process variables and thermal phenomena that should be taken in for effective numerical modelling of FFE.

Modelling Amazonian forest eddy covariance data: a comparison of big leaf versus sun/shade models for the C-14 tower at Manaus I. Canopy photosynthesis

In this study, we concentrate on modelling gross primary productivity using two simple approaches to simulate canopy photosynthesis: "big leaf" and "sun/shade" models. Two approaches for calibration are used: scaling up of canopy photosynthetic parameters from the leaf to the canopy level and fitting canopy biochemistry to eddy covariance fluxes. Validation of the models is achieved by using eddy covariance data from the LBA site C14. Comparing the performance of both models we conclude that numerically (in terms of goodness of fit) and qualitatively, (in terms of residual response to different environmental variables) sun/shade does a better job. Compared to the sun/shade model, the big leaf model shows a lower goodness of fit and fails to respond to variations in the diffuse fraction, also having skewed responses to temperature and VPD. The separate treatment of sun and shade leaves in combination with the separation of the incoming light into direct beam and diffuse make sun/shade a strong modelling tool that catches more of the observed variability in canopy fluxes as measured by eddy covariance. In conclusion, the sun/shade approach is a relatively simple and effective tool for modelling photosynthetic carbon uptake that could be easily included in many terrestrial carbon models.

Modelling integral viscoelastic flows in OpenFOAM

[Excerpt] A large number of constitutive equations were developed for viscoelastic fluids, some empirical and other with strong physical foundations. The currently available macroscopic constitutive equations can be divided in two main types: differential and integral. Some of the constitutive equations, e.g. Maxwell are available both in differential and integral types. However, relevant in tegral models, like K - BKZ, just possesses the integral form. (...)

Spatio-temporal modelling of environmental data

Programa Doutoral em Matemática e Aplicações.

Dynamic modelling and analysis of hydraulic forces in radial blood pumps

Dissertação de mestrado integrado em Biomedical Engineering Biomaterials, Biomechanics and Rehabilitation

Modelling tyre-road noise with data mining techniques

The research aimed to establish tyre-road noise models by using a Data Mining approach that allowed to build a predictive model and assess the importance of the tested input variables. The data modelling took into account three learning algorithms and three metrics to define the best predictive model. The variables tested included basic properties of pavement surfaces, macrotexture, megatexture, and uneven- ness and, for the first time, damping. Also, the importance of those variables was measured by using a sensitivity analysis procedure. Two types of models were set: one with basic variables and another with complex variables, such as megatexture and damping, all as a function of vehicles speed. More detailed models were additionally set by the speed level. As a result, several models with very good tyre-road noise predictive capacity were achieved. The most relevant variables were Speed, Temperature, Aggregate size, Mean Profile Depth, and Damping, which had the highest importance, even though influenced by speed. Megatexture and IRI had the lowest importance. The applicability of the models developed in this work is relevant for trucks tyre-noise prediction, represented by the AVON V4 test tyre, at the early stage of road pavements use. Therefore, the obtained models are highly useful for the design of pavements and for noise prediction by road authorities and contractors.

Contribution to the marine propeller hydrodynamic design for small boats in the Amazon region

ABSTRACTIn the Amazon, river navigation is very important due to the length of navigable rivers and the lack of alternative road networks. Boats usually operate in unfavorable conditions, since there is no hydrodynamic relation among propellers, geometry, and the dimensions of the boat hull. Currently, there is no methodology for propeller hydrodynamic optimization with low computational cost and easy implementation in the region. The aim of this work was to develop a mathematical approach for marine propeller design applied to boats typically found on Amazon rivers. We developed an optimized formulation for the chord and pitch angle distributions, taking into account the classical model of Glauert. A theoretical analysis for the thrust and torque relationships on an annular control volume was performed. The mathematical model used was based on the Blade Element Momentum Theory (BEMT). We concluded that the new methodology proposed in this work demonstrates a good physical behavior when compared with the theory of Glauert and the experimental data of the Wageningen B3-50 propeller.

Modelling Z→ττ processes in ATLAS with τ-embedded Z→μμ data

This paper describes the concept, technical realisation and validation of a largely data-driven method to model events with Z→ττ decays. In Z→μμ events selected from proton-proton collision data recorded at s√=8 TeV with the ATLAS experiment at the LHC in 2012, the Z decay muons are replaced by τ leptons from simulated Z→ττ decays at the level of reconstructed tracks and calorimeter cells. The τ lepton kinematics are derived from the kinematics of the original muons. Thus, only the well-understood decays of the Z boson and τ leptons as well as the detector response to the τ decay products are obtained from simulation. All other aspects of the event, such as the Z boson and jet kinematics as well as effects from multiple interactions, are given by the actual data. This so-called τ-embedding method is particularly relevant for Higgs boson searches and analyses in ττ final states, where Z→ττ decays constitute a large irreducible background that cannot be obtained directly from data control samples.

Nanocomposites: the contribution of multiscale modelling to improve the dispersion levels

Tese de Doutoramento em Ciência e Engenharia de Polímeros e Compósitos

Development of procedures for the design, optimization and manufacturing of customized orthopaedic and trauma implants: Geometrical/anatomical modelling from 3D medical imaging

Tese de Doutoramento (Programa Doutoral em Engenharia Biomédica)

Joint modelling of longitudinal and survival data on breast cancer

Tese de Doutoramento em Ciências (Especialidade em Matemática)

Modelling and verifying smell-free architectures with the Archery language

Architectural (bad) smells are design decisions found in software architectures that degrade the ability of systems to evolve. This paper presents an approach to verify that a software architecture is smellfree using the Archery architectural description language. The language provides a core for modelling software architectures and an extension for specifying constraints. The approach consists in precisely specifying architectural smells as constraints, and then verifying that software architectures do not satisfy any of them. The constraint language is based on a propositional modal logic with recursion that includes: a converse operator for relations among architectural concepts, graded modalities for describing the cardinality in such relations, and nominals referencing architectural elements. Four architectural smells illustrate the approach.

Utilização de computação de elevado desempenho para a simulação de problemas de hidrodinâmica costeira

Dissertação de mestrado integrado em Engenharia Civil