865 resultados para stochastic and dynamic analysis
Resumo:
The aim of this work was to evaluate the effect of the storage time on the thermal properties of triethylene glycol dimethacrylate/2,2-bis[4-(2-hydroxy-3-methacryloxy-prop-1-oxy)-phenyl]propane bisphenyl-alpha-glycidyl ether dimethacrylate (TB) copolymers used in formulations of dental resins after photopolymerization. The TB copolymers were prepared by photopolymerization with an Ultrablue IS light-emitting diode, stored in the dark for 160 days at 37 degrees C, and characterized with differential scanning calorimetry (DSC), dynamic mechanical analysis (DMA), and Fourier transform infrared spectroscopy with attenuated total reflection. DSC curves indicated the presence of an exothermic peak, confirming that the reaction was not completed during the photopolymerization process. This exothermic peak became smaller as a function of the storage time and was shifted at higher temperatures. In DMA studies, a plot of the loss tangent versus the temperature initially showed the presence of two well-defined peaks. The presence of both peaks confirmed the presence of residual monomers that were not converted during the photopolymerization process. (C) 2009 Wiley Periodicals, Inc. J Appl Polym Sci 112: 679-684, 2009
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Revendo a definição e determinação de bolhas especulativas no contexto de contágio, este estudo analisa a bolha do DotCom nos mercados acionistas americanos e europeus usando o modelo de correlação condicional dinâmica (DCC) proposto por Engle e Sheppard (2001) como uma explicação econométrica e, por outro lado, as finanças comportamentais como uma explicação psicológica. Contágio é definido, neste contexto, como a quebra estatística nos DCC’s estimados, medidos através das alterações das suas médias e medianas. Surpreendentemente, o contágio é menor durante bolhas de preços, sendo que o resultado principal indica a presença de contágio entre os diferentes índices dos dois continentes e demonstra a presença de alterações estruturais durante a crise financeira.
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Reviewing the de nition and measurement of speculative bubbles in context of contagion, this paper analyses the DotCom bubble in American and European equity markets using the dynamic conditional correlation (DCC) model proposed by (Engle and Sheppard 2001) as on one hand as an econometrics explanation and on the other hand the behavioral nance as an psychological explanation. Contagion is de ned in this context as the statistical break in the computed DCCs as measured by the shifts in their means and medians. Even it is astonishing, that the contagion is lower during price bubbles, the main nding indicates the presence of contagion in the di¤erent indices among those two continents and proves the presence of structural changes during nancial crisis
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A simulation model implemented in the programming software Delphi XE® was applied to evaluate sex selection in bovine. The hypothesis under investigation was that a dynamic model with stochastic and deterministic elements could detect the sexed semen technique to minimize pregnancy cost and to determine the adequate number of recipients required for in vivo (ET) and in vitro embryo production (IVP) in the proposed scenarios. Sex selection was compared through semen sexed using flow cytometry (C1) and density gradient centrifugation techniques (C2) in ET and IVP. Sensibility analyses were used to identify the adequate number of recipients for each scenario. This number was reinserted into the model to determine the biological and financial values that maximized ET and IVP using sexed semen (C1M and C2M). New scenarios showed that the density gradient technique minimized pregnancy cost based on the proposed scenarios. In addition, the adequate number of recipients (ET - C1M - 115 and C2M - 105)/(IVP - C1M - 145 and C2M - 140) per donor used was determined to minimize the pregnancy cost in all scenarios.
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The Precambrian crystalline basement of southeast Brazil is affected by many Phanerozoic reactivations of shear zones that developed during the end of the Neoproterozoic in the Brasiliano orogeny. These reactivations with specific tectonic events, a multidisciplinary study was done, involving geology, paleostress, and structural analysis of faults, associated with apatite fission track methods along the northeastern border of the Parana basin in southeast Brazil.The results show that the study area consists of three main tectonic domains, which record different episodes of uplift and reactivation of faults. These faults were brittle in character and resulted in multiple generations of fault products as pseudotachylytes and ultracataclasites, foliated cataclasites and fault gouges.Based on geological evidence and fission track data, an uplift of basement rocks and related tectonic subsidence with consequent deposition in the Parana basin were modeled.The reactivations of the basement record successive uplift events during the Phanerozoic dated via corrected fission track ages, at 387 +/- 50 Ma (Ordovician); 193 +/- 19 Ma (Triassic); 142 +/- 18 Ma (Jurassic), 126 +/- 11 Ma (Early Cretaceous); 89 +/- 10 Ma (Late Cretaceous) and 69 +/- 10 Ma (Late Cretaceous). These results indicate differential uplift of tectonic domains of basement units, probably related to Parana basin subsidence. Six major sedimentary units (supersequences) that have been deposited with their bounding unconformities, seem to have a close relationship with the orogenic events during the evolution of southwestern Gondwana. (c) 2005 Elsevier Ltd. All rights reserved.
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This work aims to study the thermodynamic, ecological and fluid-dynamic aspects of a circulating fluidized bed gasifier using sugar cane bagasse as biomass, in order to estimate a model of its normal operation. In the initial stage was analysed the composition of biomass selected (sugar cane bagasse) and its lower heating value (LHV) was calculated. The energy balance of the gasifier was done, being the volumetric flow of air, synthesis gas and biomass estimated. Also the power produced by this gasifier was theoretically estimated. Then the circulating fluidized bed gasifier was designed for operation with approximately 100 kg/h of processed biomass. Cross-sectional area of the reactor, feeder size, diameter of the exit zone of the gases and minimum height of the expanded bed were selected. Some bed gasifier hydrodynamic factors were also studied. The minimum fluidization velocity, fluidization terminal velocity, and average fluidizing velocity were calculated, in order to understand the fluid-dynamic behaviour of gasification of this fuel. It was obtained a theoretical model that can support a possible prototype of circulating fluidized bed gasifier biomass. Finally, there were studied the ecological aspects of the gasifier, through an overall methodology. Ecological efficiencies were estimated for two scenarios: first considering the carbon cycle and thereafter disregarding the carbon cycle. In both cases, it can be proved the ecological viability of the project. © 2013 Elsevier Ltd. All rights reserved.
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An excitation force that is not influenced by the system state is said to be an ideal energy source. In real situations, a direct and feedback coupling between the excitation source and the system must always exist at a certain level. This manifestation of the law of conservation of energy is known as the Sommerfeld effect. In the case of obtaining a mathematical model for such a system, additional equations are usually necessary to describe the vibration sources with limited power and its coupling with the mechanical system. In this work, a cantilever beam and a non-ideal DC motor fixed to its free end are analyzed. The motor has an unbalanced mass that provides excitation to the system which is proportional to the current applied to the motor. During the coast up operation of the motor, if the drive power is increased slowly, making the excitation frequency pass through the first natural frequency of the beam, the DC motor speed will remain the same until it suddenly jumps to a much higher value (simultaneously its amplitude jumps to a much lower value) upon exceeding a critical input power. It was found that the Sommerfeld effect depends on some system parameters and the motor operational procedures. These parameters are explored to avoid the resonance capture in the Sommerfeld effect. Numerical simulations and experimental tests are used to help gather insight of this dynamic behavior. (C) 2014 Elsevier Ltd. All rights reserved.
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[EN] This paper shows a BEM-FEM coupling model for the time harmonic dynamic analysis of piles and pile groups embeddes in an elastic half-space. Piles are modelled using Finite Elements (FEM) as a beam according to the Bernoulli hypothesis, while the soil modelled using Boundary Elements (BEM) as a continuum, semi-infinite, isotropic, homogeneous or zoned homogeneous, linear, viscoelastic medium.
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The presented study carried out an analysis on rural landscape changes. In particular the study focuses on the understanding of driving forces acting on the rural built environment using a statistical spatial model implemented through GIS techniques. It is well known that the study of landscape changes is essential for a conscious decision making in land planning. From a bibliography review results a general lack of studies dealing with the modeling of rural built environment and hence a theoretical modelling approach for such purpose is needed. The advancement in technology and modernity in building construction and agriculture have gradually changed the rural built environment. In addition, the phenomenon of urbanization of a determined the construction of new volumes that occurred beside abandoned or derelict rural buildings. Consequently there are two types of transformation dynamics affecting mainly the rural built environment that can be observed: the conversion of rural buildings and the increasing of building numbers. It is the specific aim of the presented study to propose a methodology for the development of a spatial model that allows the identification of driving forces that acted on the behaviours of the building allocation. In fact one of the most concerning dynamic nowadays is related to an irrational expansion of buildings sprawl across landscape. The proposed methodology is composed by some conceptual steps that cover different aspects related to the development of a spatial model: the selection of a response variable that better describe the phenomenon under study, the identification of possible driving forces, the sampling methodology concerning the collection of data, the most suitable algorithm to be adopted in relation to statistical theory and method used, the calibration process and evaluation of the model. A different combination of factors in various parts of the territory generated favourable or less favourable conditions for the building allocation and the existence of buildings represents the evidence of such optimum. Conversely the absence of buildings expresses a combination of agents which is not suitable for building allocation. Presence or absence of buildings can be adopted as indicators of such driving conditions, since they represent the expression of the action of driving forces in the land suitability sorting process. The existence of correlation between site selection and hypothetical driving forces, evaluated by means of modeling techniques, provides an evidence of which driving forces are involved in the allocation dynamic and an insight on their level of influence into the process. GIS software by means of spatial analysis tools allows to associate the concept of presence and absence with point futures generating a point process. Presence or absence of buildings at some site locations represent the expression of these driving factors interaction. In case of presences, points represent locations of real existing buildings, conversely absences represent locations were buildings are not existent and so they are generated by a stochastic mechanism. Possible driving forces are selected and the existence of a causal relationship with building allocations is assessed through a spatial model. The adoption of empirical statistical models provides a mechanism for the explanatory variable analysis and for the identification of key driving variables behind the site selection process for new building allocation. The model developed by following the methodology is applied to a case study to test the validity of the methodology. In particular the study area for the testing of the methodology is represented by the New District of Imola characterized by a prevailing agricultural production vocation and were transformation dynamic intensively occurred. The development of the model involved the identification of predictive variables (related to geomorphologic, socio-economic, structural and infrastructural systems of landscape) capable of representing the driving forces responsible for landscape changes.. The calibration of the model is carried out referring to spatial data regarding the periurban and rural area of the study area within the 1975-2005 time period by means of Generalised linear model. The resulting output from the model fit is continuous grid surface where cells assume values ranged from 0 to 1 of probability of building occurrences along the rural and periurban area of the study area. Hence the response variable assesses the changes in the rural built environment occurred in such time interval and is correlated to the selected explanatory variables by means of a generalized linear model using logistic regression. Comparing the probability map obtained from the model to the actual rural building distribution in 2005, the interpretation capability of the model can be evaluated. The proposed model can be also applied to the interpretation of trends which occurred in other study areas, and also referring to different time intervals, depending on the availability of data. The use of suitable data in terms of time, information, and spatial resolution and the costs related to data acquisition, pre-processing, and survey are among the most critical aspects of model implementation. Future in-depth studies can focus on using the proposed model to predict short/medium-range future scenarios for the rural built environment distribution in the study area. In order to predict future scenarios it is necessary to assume that the driving forces do not change and that their levels of influence within the model are not far from those assessed for the time interval used for the calibration.
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The research is aimed at contributing to the identification of reliable fully predictive Computational Fluid Dynamics (CFD) methods for the numerical simulation of equipment typically adopted in the chemical and process industries. The apparatuses selected for the investigation, specifically membrane modules, stirred vessels and fluidized beds, were characterized by a different and often complex fluid dynamic behaviour and in some cases the momentum transfer phenomena were coupled with mass transfer or multiphase interactions. Firs of all, a novel modelling approach based on CFD for the prediction of the gas separation process in membrane modules for hydrogen purification is developed. The reliability of the gas velocity field calculated numerically is assessed by comparison of the predictions with experimental velocity data collected by Particle Image Velocimetry, while the applicability of the model to properly predict the separation process under a wide range of operating conditions is assessed through a strict comparison with permeation experimental data. Then, the effect of numerical issues on the RANS-based predictions of single phase stirred tanks is analysed. The homogenisation process of a scalar tracer is also investigated and simulation results are compared to original passive tracer homogenisation curves determined with Planar Laser Induced Fluorescence. The capability of a CFD approach based on the solution of RANS equations is also investigated for describing the fluid dynamic characteristics of the dispersion of organics in water. Finally, an Eulerian-Eulerian fluid-dynamic model is used to simulate mono-disperse suspensions of Geldart A Group particles fluidized by a Newtonian incompressible fluid as well as binary segregating fluidized beds of particles differing in size and density. The results obtained under a number of different operating conditions are compared with literature experimental data and the effect of numerical uncertainties on axial segregation is also discussed.
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The general aim of this work is to contribute to the energy performance assessment of ventilated façades by the simultaneous use of experimental data and numerical simulations. A significant amount of experimental work was done on different types of ventilated façades with natural ventilation. The measurements were taken on a test building. The external walls of this tower are rainscreen ventilated façades. Ventilation grills are located at the top and at the bottom of the tower. In this work the modelling of the test building using a dynamic thermal simulation program (ESP-r) is presented and the main results discussed. In order to investigate the best summer thermal performance of rainscreen ventilated skin façade a study for different setups of rainscreen walls was made. In particular, influences of ventilation grills, air cavity thickness, skin colour, skin material, orientation of façade were investigated. It is shown that some types of rainscreen ventilated façade typologies are capable of lowering the cooling energy demand of a few percent points.
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During the last few years, a great deal of interest has risen concerning the applications of stochastic methods to several biochemical and biological phenomena. Phenomena like gene expression, cellular memory, bet-hedging strategy in bacterial growth and many others, cannot be described by continuous stochastic models due to their intrinsic discreteness and randomness. In this thesis I have used the Chemical Master Equation (CME) technique to modelize some feedback cycles and analyzing their properties, including experimental data. In the first part of this work, the effect of stochastic stability is discussed on a toy model of the genetic switch that triggers the cellular division, which malfunctioning is known to be one of the hallmarks of cancer. The second system I have worked on is the so-called futile cycle, a closed cycle of two enzymatic reactions that adds and removes a chemical compound, called phosphate group, to a specific substrate. I have thus investigated how adding noise to the enzyme (that is usually in the order of few hundred molecules) modifies the probability of observing a specific number of phosphorylated substrate molecules, and confirmed theoretical predictions with numerical simulations. In the third part the results of the study of a chain of multiple phosphorylation-dephosphorylation cycles will be presented. We will discuss an approximation method for the exact solution in the bidimensional case and the relationship that this method has with the thermodynamic properties of the system, which is an open system far from equilibrium.In the last section the agreement between the theoretical prediction of the total protein quantity in a mouse cells population and the observed quantity will be shown, measured via fluorescence microscopy.
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China is a large country characterized by remarkable growth and distinct regional diversity. Spatial disparity has always been a hot issue since China has been struggling to follow a balanced growth path but still confronting with unprecedented pressures and challenges. To better understand the inequality level benchmarking spatial distributions of Chinese provinces and municipalities and estimate dynamic trajectory of sustainable development in China, I constructed the Composite Index of Regional Development (CIRD) with five sub pillars/dimensions involving Macroeconomic Index (MEI), Science and Innovation Index (SCI), Environmental Sustainability Index (ESI), Human Capital Index (HCI) and Public Facilities Index (PFI), endeavoring to cover various fields of regional socioeconomic development. Ranking reports on the five sub dimensions and aggregated CIRD were provided in order to better measure the developmental degrees of 31 or 30 Chinese provinces and municipalities over 13 years from 1998 to 2010 as the time interval of three “Five-year Plans”. Further empirical applications of this CIRD focused on clustering and convergence estimation, attempting to fill up the gap in quantifying the developmental levels of regional comprehensive socioeconomics and estimating the dynamic convergence trajectory of regional sustainable development in a long run. Four clusters were benchmarked geographically-oriented in the map on the basis of cluster analysis, and club-convergence was observed in the Chinese provinces and municipalities based on stochastic kernel density estimation.