MarketOpolis: A market simulation based on investors decisions

This study aims to replicate Apple’s stock market movement by modeling major investment profiles and investors. The present model recreates a live exchange to forecast any predictability in stock price variation, knowing how investors act when it concerns investment decisions. This methodology is particularly relevant if, just by observing historical prices and knowing the tendencies in other players’ behavior, risk-adjusted profits can be made. Empirical research made in the academia shows that abnormal returns are hardly consistent without a clear idea of who is in the market in a given moment and the correspondent market shares. Therefore, even when knowing investors’ individual investment profiles, it is not clear how they affect aggregate markets.

Local Rainfall Variability - A Potential Bias for Bioecological Studies in the Central Amazon

Rainfall data registered betwe en 1910 and 1979 at Manaus confirm the existence of a dry season between June and November (monthly rainfall: 42-162mm) and a rainy season from December until May (monthly rainfall: 211-300mm). Annual precipitation amounted to 2105mm with about 75% of the rainfall recorded during the rainy season. Rainfall data collected over 12 months at eigth stations in the vicinity of and at Manaus are compared. Annual precipitation was lower in Inundation Regions (1150-2150mm) compared with Dryland Regions (2400-2550mm). Considerable differences are found in rainfall patterns (intensity, frequency and time of rainfall). This is also truefor neighbouring stations, even if data of a 11-year record period are compared. Thus, it is highly recommended that preciptation data for bioecological studies be collected at the study site.

Numerical simulation of galvanized rebars pullout

The usage of rebars in construction is the most common method for reinforcing plain concrete and thus bridging the tensile stresses along the concrete crack surfaces. Usually design codes for modelling the bond behaviour of rebars and concrete suggest a local bond stress – slip relationship that comprises distinct reinforcement mechanisms, such as adhesion, friction and mechanical anchorage. In this work, numerical simulations of pullout tests were performed using the finite element method framework. The interaction between rebar and concrete was modelled using cohesive elements. Distinct local bond laws were used and compared with ones proposed by the Model Code 2010. Finally an attempt was made to model the geometry of the rebar ribs in conjunction with a material damaged plasticity model for concrete.

Simulation of humidity fields in concrete: experimental validation and parameter estimation

The moisture content in concrete structures has an important influence in their behavior and performance. Several vali-dated numerical approaches adopt the governing equation for relative humidity fields proposed in Model Code 1990/2010. Nevertheless there is no integrative study which addresses the choice of parameters for the simulation of the humidity diffusion phenomenon, particularly in concern to the range of parameters forwarded by Model Code 1990/2010. A software based on a Finite Difference Method Algorithm (1D and axisymmetric cases) is used to perform sensitivity analyses on the main parameters in a normal strength concrete. Then, based on the conclusions of the sensi-tivity analyses, experimental results from nine different concrete compositions are analyzed. The software is used to identify the main material parameters that better fit the experimental data. In general, the model was able to satisfactory fit the experimental results and new correlations were proposed, particularly focusing on the boundary transfer coeffi-cient.

On the influences of the El Niño, La niña and Atlantic Dipole Paterni on the Amazonian Rainfall during 1960-1998

The influence of the large-scale climatic variability dominant modes in the Pacific and in the Atlantic on Amazonian rainfall is investigated. The composite technique of the Amazon precipitation anomalies is used in this work. The basis years for these composites arc those in the period 1960-1998 with occurrences of extremes in the Southern Oscillation (El Niño or La Niña) and the north/south warm (or cold) sea surface temperature (SST) anomalies dipole pattern in the tropical Atlantic. Warm (cold) dipole means positive (negative) anomalies in the tropical North Atlantic and negative (positive) anomalies in the tropical South Atlantic. Austral summer and autumn composites for extremes in the Southern Oscillation (El Niño or La Niña) and independently for north/south dipole pattern (warm or cold) of the SST anomalies in the tropical Atlantic present values (magnitude and sign) consistent with those found in previous works on the relationship between Amazon rainfall variations and the SST anomalies in the tropical Pacific and Atlantic. However, austral summer and autumn composites for the years with simultaneous occurrences of El Niño and warm north/south dipole of the SST anomalies in the tropical Atlantic show negative precipitation anomalies extending eastward over the center-eastern Amazon. This result indicates the important role played by the tropical Atlantic in the Amazon anomalous rainfall distribution.

Numerical simulation of the punching shear behaviour of self-compacting fibre reinforced flat slabs

This paper presents the numerical simulations of the punching behaviour of centrally loaded steel fibre reinforced self-compacting concrete (SFRSCC) flat slabs. Eight half scaled slabs reinforced with different content of hooked-end steel fibres (0, 60, 75 and 90 kg/m3) and concrete strengths of 50 and 70 MPa were tested and numerically modelled. Moreover, a total of 54 three-point bending tests were carried out to assess the post-cracking flexural tensile strength. All the slabs had a relatively high conventional flexural reinforcement in order to promote the occurrence of punching failure mode. Neither of the slabs had any type of specific shear reinforcement rather than the contribution of the steel fibres. The numerical simulations were performed according to the Reissner-Mindlin theory under the finite element method framework. Regarding the classic formulation of the Reissner-Mindlin theory, in order to simulate the progressive damage induced by cracking, the shell element is discretized into layers, being assumed a plane stress state in each layer. The numerical results are, then, compared with the experimental ones and it is possible to notice that they accurately predict the experimental force-deflection relationship. The type of failure observed experimentally was also predicted in the numerical simulations.

Evaluating ubiquitous computing environments using 3D simulation

Human activity is very dynamic and subtle, and most physical environments are also highly dynamic and support a vast range of social practices that do not map directly into any immediate ubiquitous computing functionally. Identifying what is valuable to people is very hard and obviously leads to great uncertainty regarding the type of support needed and the type of resources needed to create such support. We have addressed the issues of system development through the adoption of a Crowdsourced software development model [13]. We have designed and developed Anywhere places, an open and flexible system support infrastructure for Ubiquitous Computing that is based on a balanced combination between global services and applications and situated devices. Evaluation, however, is still an open problem. The characteristics of ubiquitous computing environments make their evaluation very complex: there are no globally accepted metrics and it is very difficult to evaluate large-scale and long-term environments in real contexts. In this paper, we describe a first proposal of an hybrid 3D simulated prototype of Anywhere places that combines simulated and real components to generate a mixed reality which can be used to assess the envisaged ubiquitous computing environments [17].

Process simulation support in BPM tools: The case of BPMN

Due to the increasing acceptance of BPM, nowadays BPM tools are extensively used in organizations. Core to BPM are the process modeling languages, of which BPMN is the one that has been receiving most attention these days. Once a business process is described using BPMN, one can use a process simulation approach in order to find its optimized form. In this context, the simulation of business processes, such as those defined in BPMN, appears as an obvious way of improving processes. This paper analyzes the business process modeling and simulation areas, identifying the elements that must be present in the BPMN language in order to allow processes described in BPMN to be simulated. During this analysis a set of existing BPM tools, which support BPMN, are compared regarding their limitations in terms of simulation support.

Blast loading of masonry infills: testing and simulation

This work intends to present a newly developed test setup for dynamic out-of-plane loading using underWater Blast Wave Generators (WBWG) as loading source. Underwater blasting operations have been, during the last decades, subject of research and development of maritime blasting operations (including torpedo studies), aquarium tests for the measurement of blasting energy of industrial explosives and confined underwater blast wave generators. WBWG allow a wide range for the produced blast impulse and surface area distribution. It also avoids the generation of high velocity fragments and reduces atmospheric sound wave. A first objective of this work is to study the behavior of masonry infill walls subjected to blast loading. Three different masonry walls are to be studied, namely unreinforced masonry infill walls and two different reinforcement solutions. These solutions have been studied previously for seismic action mitigation. Subsequently, the walls will be simulated using an explicit finite element code for validation and parametric studies. Finally, a tool to help designers to make informed decisions on the use of infills under blast loading will be presented.

A spectrum-driven damage Identification technique : application and validation through the numerical simulation of the Z24 Bridge

The present paper focuses on a damage identification method based on the use of the second order spectral properties of the nodal response processes. The explicit dependence on the frequency content of the outputs power spectral densities makes them suitable for damage detection and localization. The well-known case study of the Z24 Bridge in Switzerland is chosen to apply and further investigate this technique with the aim of validating its reliability. Numerical simulations of the dynamic response of the structure subjected to different types of excitation are carried out to assess the variability of the spectrum-driven method with respect to both type and position of the excitation sources. The simulated data obtained from random vibrations, impulse, ramp and shaking forces, allowed to build the power spectrum matrix from which the main eigenparameters of reference and damage scenarios are extracted. Afterwards, complex eigenvectors and real eigenvalues are properly weighed and combined and a damage index based on the difference between spectral modes is computed to pinpoint the damage. Finally, a group of vibration-based damage identification methods are selected from the literature to compare the results obtained and to evaluate the performance of the spectral index.

Diurnal variability of rainfall in southwest Amazonia during the LBA-TRMM field campaign of the austral summer of 1999

The TRMM-LBA field campaign was held during the austral summer of 1999 in southwestern Amazonia. Among the major objectives, was the identification and description of the diurnal variability of rainfall in the region, associated with the different rain producing weather systems that occurred during the January-February season. By using a network of 40 digital rain gauges implemented in the state of Rondônia, and together with observations and analyses of circulation and convection, it was possible to identify details of the diurnal cycle of rainfall and the associated rainfall mechanisms. Rainfall episodes were characterized by regimes of "low-level easterly" and "westerly" winds in the context of the large-scale circulation. The westerly regime is related to an enhanced South Atlantic Convergence Zone (SACZ) and an intense and/or wide Low Level Jet (LLJ) east of the Andes, which can extend eastward towards Rondônia, even though some westerly regime episodes also show a LLJ that remains close to the foothill of the Andes. The easterly regime is related to easterly propagating systems (e.g. squall-lines) with possible weakened or less frequent LLJs and a suppressed SACZ. Diurnal variability of rainfall during westerly surface wind regime shows a characteristic maximum at late afternoon followed by a relatively weaker second maximum at early evening (2100 Local Standard Time LST). The easterly regime composite shows an early morning maximum followed by an even stronger maximum in the afternoon.

Microphysical evidence of the transition between predominant convective/stratiform rainfall associated with the intraseasonal oscillation in the Southwest Amazon

The distinction between convective and stratiform precipitation profiles around various precipitating systems existent in tropical regions is very important to the global atmospheric circulation, which is extremely sensitive to vertical latent heat distribution. In South America, the convective activity responds to the Intraseasonal Oscillation (IOS). This paper analyzes a disdrometer and a radar profiler data, installed in the Ji-Paraná airport, RO, Brazil, for the field experiment WETAMC/LBA & TRMM/LBA, during January and February of 1999. The microphysical analysis of wind regimes associated with IOS showed a large difference in type, size and microphysical processes of hydrometeor growth in each wind regime: easterly regimes had more turbulence and consequently convective precipitation formation, and westerly regimes had a more stratiform precipitation formation.

The drought of the century in the Amazon Basin: an analysis of the regional variation of rainfall in South America in 1926

The most severe drought in tropical South America during the 20th century occurred in 1926. This extreme El Nino year is further documented anecdotally, in an update of the river stage observations at Manaus, and in annual rainfall records. The annual rainfall anomaly is an east-west dipole over tropical South America, with drought to the west over the Amazon basin whose discharge is documented at Manaus, and with a surplus to the east and including the Nordeste region of Brazil. Speculations about a role for aerosol in aggravating the drought are discussed.

A sixth-order finite volume method for the 1D biharmonic operator: application to intramedullary nail simulation

A new very high-order finite volume method to solve problems with harmonic and biharmonic operators for one- dimensional geometries is proposed. The main ingredient is polynomial reconstruction based on local interpolations of mean values providing accurate approximations of the solution up to the sixth-order accuracy. First developed with the harmonic operator, an extension for the biharmonic operator is obtained, which allows designing a very high-order finite volume scheme where the solution is obtained by solving a matrix-free problem. An application in elasticity coupling the two operators is presented. We consider a beam subject to a combination of tensile and bending loads, where the main goal is the stress critical point determination for an intramedullary nail.