Boundary and internal conditions for adjoint fluid-flow problems

The ever-increasing robustness and reliability of flow-simulation methods have consolidated CFD as a major tool in virtually all branches of fluid mechanics. Traditionally, those methods have played a crucial role in the analysis of flow physics. In more recent years, though, the subject has broadened considerably, with the development of optimization and inverse design applications. Since then, the search for efficient ways to evaluate flow-sensitivity gradients has received the attention of numerous researchers. In this scenario, the adjoint method has emerged as, quite possibly, the most powerful tool for the job, which heightens the need for a clear understanding of its conceptual basis. Yet, some of its underlying aspects are still subject to debate in the literature, despite all the research that has been carried out on the method. Such is the case with the adjoint boundary and internal conditions, in particular. The present work aims to shed more light on that topic, with emphasis on the need for an internal shock condition. By following the path of previous authors, the quasi-1D Euler problem is used as a vehicle to explore those concepts. The results clearly indicate that the behavior of the adjoint solution through a shock wave ultimately depends upon the nature of the objective functional.

Direct detection of underivatized chitooligosaccharides produced through chitinase action using capillary zone electrophoresis

Capillary electrophoresis with capacitively coupled contactless conductivity detection was successfully used to quantify N-acetylglucosamine and five N-acetyl-chitooligosaccharides (C2-C6) produced after reaction with a purified chitinase (TmChi) from Tenebrio molitor (Coleoptera). No derivatization process was necessary. The separation was developed using 10 mM NaOH with 10% (v/v) acetonitrile as background electrolyte and homemade equipment with a system that avoids the harmful effect of electrolysis. The limit of detection for all oligosaccharides was ca. 3 mu M, and the results indicated that the larger the oligosaccharide, the higher the sensitivity. Analysis of the chitooligosaccharides produced revealed that TmChi has an endolytic cleavage pattern with C5 as the best substrate (higher catalytic efficiency k(cat)/K-M) releasing C2 and C3. (c) 2007 Elsevier Inc. All rights reserved.

A GUI for online presentation of steel and steelmaking ladle temperature data and simulation.

Continuous casting is a casting process that produces steel slabs in a continuous manner with steel being poured at the top of the caster and a steel strand emerging from the mould below. Molten steel is transferred from the AOD converter to the caster using a ladle. The ladle is designed to be strong and insulated. Complete insulation is never achieved. Some of the heat is lost to the refractories by convection and conduction. Heat losses by radiation also occur. It is important to know the temperature of the melt during the process. For this reason, an online model was previously developed to simulate the steel and ladle wall temperatures during the ladle cycle. The model was developed as an ODE based model using grey box modeling technique. The model’s performance was acceptable and needed to be presented in a user friendly way. The aim of this thesis work was basically to design a GUI that presents steel and ladle wall temperatures calculated by the model and also allow the user to make adjustments to the model. This thesis work also discusses the sensitivity analysis of different parameters involved and their effects on different temperature estimations.

Fjärrvärmedrivna vitvaror : Erfarenheter från utveckling, installationer och kostnadsberäkningar

Värmedrivna vitvaror eller HWC-maskiner som de kallas av tillverkaren värms med varmt vatten från en cirkulerande krets via en värmeväxlare inbyggd i maskinen, till skillnad från konventionella maskiner som värms med el. Denna teknik skall inte förväxlas med maskiner som är anslutna till varmvattenledningen och fylls på med varmt vatten och som därmed begränsas till disk- och tvätt. Syftet med fjärrvärmedrivna vitvaror är alltså att använda fjärrvärme, som har lägre kvalitet och pris än elenergi för uppvärmning och torkning och på så sätt spara el och utöka fjärrvärmeunderlaget. En jämförelse av koldioxidutsläpp och primärenergianvändning mellan konventionella vitvaror och fjärrvärmedrivna vitvaror visar att både koldioxidutsläpp och primärenergianvändning blir lägre för fjärrvärmedrivna vitvaror om biobränsle anses koldioxidneutralt och den el som ersätts är producerad i kolkraftverk eller gaskombikraftverk.   Denna rapport beskriver utveckling och kommersialisering av värmedrivna vitvaror (disk- och tvättmaskiner samt torktumlare och torkskåp) och hur de kan anslutas mot fjärrvärmesystem i olika systemlösningar. Dessutom har de energimässiga och ekonomiska förutsättningarna för tekniken undersökts. Erfarenheterna från fältprovning är dock mycket begränsade, eftersom de byggen där fälttesterna skulle ske försenades. Under 2013 färdigställs ett flerbostadshus med värmedrivna vitvaror i 160 lägenheter i Västerås.   De utvecklade maskinernas värmeanvändning som andel av total energianvändning vid 60 graders framledningstemperatur har uppmätts till ca 50 % för diskmaskinen, 67 % för tvättmaskinen, 80 % för torktumlaren och 93 % för torkskåpet. I det studerade flerbostadshuset av passivhusstandard uppgår lasten från värmedrivna vitvaror komfortgolvvärme och handdukstorkar till upp mot 30 % av husets totala värmeanvändning. För småhus är motsvarande siffra upp mot 20 %. Att använda fjärrvärme istället för elvärme till dessa installationer som normalt är elvärmda kan allts minska elbehovet betydligt i lågenergibebyggelse vilket också minskar både koldioxidutsläppen och primärenergianvändningen.   Ekonomiska analyser har genomförts för två olika systemkoncept (separat vitvarukrets och Västeråsmodellen) för nybyggda småhusområden och flerfamiljshus där fjärrvärme inte bara används till vitvaror utan också till handdukstorkar och komfortgolvvärme. De ekonomiska analyserna visar att Västeråsmodellen är den mest ekonomiskt intressanta systemlösningen med värmedrivna vitvaror, handdukstork och komfortgolvvärme. I flerfamiljshus kan den vara konkurrenskraftig mot de elvärmda alternativen (konventionellt system med eldrivna vitvaror, komfortgolvvärme och handdukstorkar) om prisskillnaden mellan el och fjärrvärme är större än 0,7 kr/kWh. En parameterstudie visar att kapitalkostnaden blir ganska hög jämfört med energikostnaden, vilket betyder att lång livslängd och många cykler är viktigt för att förbättra de ekonomiska förutsättningarna för värmedrivna vitvaror. För passiva småhus blir kostnaden för Västeråsmodellen med värmedrivna vitvaror, handdukstork och komfortgolvvärme likvärdig med de elvärmda alternativen vid energiprisskillnader på 0,7 kr/kWh inklusive moms, medan det krävs prisskillnader på 0,9 kr/kWh inklusive moms för normalisolerade småhusområden.   Sammanfattningsvis kan sägas att i kommuner med ett konkurrenskraftigt fjärrvärmepris finns det viss lönsamhet för hela konceptet enligt Västeråsmodellen med värmedrivna vitvaror, komfortgolvvärme, och handdukstorkar. Om man däremot ser på konkurrensen för enskilda vitvaror är det främst torktumlaren som är konkurrenskraftig i bostäder. Målpriset på 1000 kr extra för värmedrift har inte kunnat uppnås inom projektet för diskmaskiner och tvättmaskiner. Det krävs lägre priser och låga anslutningskostnader för att räkna hem diskmaskinen och tvättmaskinen som enskilda komponenter.   Värmedrivna tvättmaskiner och torktumlare är konkurrenskraftiga i flerfamiljstvättstugor. Speciellt i de fall där beläggningen är god och flera maskiner delar på anslutningskostnaden till fjärrvärmecentralen kan värmedrift bli riktigt lönsam. Torkskåpens konkurrenskraft har inte kunnat utvärderas, då priset ännu inte fastställts. Att använda VVC-systemet för värmedistribution till värmedrivna vitvaror kan vara mycket intressant, men det kräver att legionellaproblematiken kan lösas. I nuläget finns ingen lösning som uppfyller formuleringarna i boverkets byggregler. Ett annat distributionssätt som kan vara intressant, men som inte undersökts i studien är att använda VVC för varmvattendistribution och en gemensam radiator- och vitvarukrets med konstant framledningstemperatur. Den aktör som förväntas ha störst ekonomiskt intresse av att tekniken implementeras är sannolikt fjärrvärmebolagen som får sälja mer värme och det ligger därmed främst på deras ansvar att marknadsföra tekniken i mötet med sina kunder.

Simulation model using meta heuristic algorithms for achieving optimal arrangement of storage bins in a sawmill yard

Bin planning (arrangements) is a key factor in the timber industry. Improper planning of the storage bins may lead to inefficient transportation of resources, which threaten the overall efficiency and thereby limit the profit margins of sawmills. To address this challenge, a simulation model has been developed. However, as numerous alternatives are available for arranging bins, simulating all possibilities will take an enormous amount of time and it is computationally infeasible. A discrete-event simulation model incorporating meta-heuristic algorithms has therefore been investigated in this study. Preliminary investigations indicate that the results achieved by GA based simulation model are promising and better than the other meta-heuristic algorithm. Further, a sensitivity analysis has been done on the GA based optimal arrangement which contributes to gaining insights and knowledge about the real system that ultimately leads to improved and enhanced efficiency in sawmill yards. It is expected that the results achieved in the work will support timber industries in making optimal decisions with respect to arrangement of storage bins in a sawmill yard.

Do higher moments really matter in portfolio choice?

We present explicit formulas for evaluating the difference between Markowitz weights and those from optimal portfolios, with the same given return, considering either asymmetry or kurtosis. We prove that, whenever the higher moment constraint is not binding, the weights are never the same. If, due to special features of the first and second moments, the difference might be negligible, in quite many cases it will be very significant. An appealing illustration, when the designer wants to incorporate an asset with quite heavy tails, but wants to moderate this effect, further supports the argument.

Pellets de madeira e sua viabilidade econômico-financeira na substituição do óleo BPF-A1 em pequenos e médios consumidores no Estado de São Paulo

A utilização de pellets de madeira é bastante difundida nos países desenvolvidos, em particular na Europa, e apresenta demanda crescente para a produção de energia elétrica e térmica, incluindo a calefação residencial. O Brasil apresenta capacidade indiscutível para a geração de diferentes biomassas e em quantidades expressivas, dada à vantagem competitiva de suas condições edafo-climáticas, sua extensão territorial e de ter baixos custos de produção. Apontar-se-á neste trabalho as condições mercadológicas, logísticas, normativas, de incentivos fiscais e de ambiente econômico, com as quais o país poderá se consolidar como um grande produtor e consumidor desta fonte de energia limpa e renovável. Este estudo apresenta as melhores técnicas conhecidas para a venda a pequenos e médios consumidores e para a produção, eficiente e com escala, de pellets de madeira, dentro do Estado de São Paulo. É discutida a necessidade de se ter florestas plantadas com o único propósito de serem transformadas em pellets. Nos últimos anos, os preços dos resíduos de madeira subiram no mercado interno, praticamente os excluindo como fonte de matéria-prima, num cenário de longo prazo. O objetivo final desta dissertação é apresentar os principais aspectos econômico-financeiros que influenciam os cenários para que os pellets de madeira possam substituir o óleo BPF-A1 no mercado regional, e assim discutindo se sua produção se mostrará atraente e confiável para potenciais investidores. Para a avaliação da viabilidade financeira, são utilizados os métodos-chave, Payback, Valor Presente Líquido e Taxa Interna de Retorno, e uma análise de sensibilidade das principais variáveis identificadas. Os principais resultados revelam um Payback de 47 meses, um NPV de R$10.942.127 e uma IRR de 25,18% a.a. em termos reais, para o cenário-base, além de identificar o preço da matéria-prima e a escala de produção como as variáveis mais sensíveis.

Avaliação de floresta nativa do bioma Mata Atlântica: uma aplicação da metodologia de custo de reposição

O presente trabalho investigou o valor de uma floresta nativa no bioma Mata Atlântica. Para isso, utilizou-se da metodologia de custo de reposição. Além disso, buscou-se explicitar os principais fatores determinantes desse valor, bem como seus impactos. Foram formuladas quatro hipóteses de pesquisa, a saber, i) o nível de degradação da área não influencia o custo total de reposição da floresta nativa; ii) relevos mais acidentados das áreas a serem restauradas não influenciam o custo total de reposição da floresta nativa; iii) a distância da área a ser restaurada em relação ao centro urbano mais próximo não influencia o custo total de reposição da floresta nativa; e iv) a distância da área a ser restaurada em relação ao viveiro produtor de mudas não influencia o custo total de reposição da floresta nativa. Para chegar aos resultados foram realizados testes simples de diferença de médias para as variáveis qualitativas. Os resultados encontrados foram de que pode-se rejeitar a hipótese de que relevos mais acidentados das áreas a serem restauradas não influenciam o custo total de reposição da floresta nativa. No entanto, não se rejeitam as hipóteses de que a distância da área a ser restaurada em relação ao centro urbano mais próximo não influencia o custo total de reposição da floresta nativa e de que a distância da área a ser restaurada em relação ao viveiro produtor de mudas não influencia o custo total de reposição da floresta nativa. Após essa primeira aproximação, é realizada uma série de regressões, utilizando o modelo clássico de mínimos quadrados ordinários (MQO). Fez-se uma análise de sensibilidade dos resultados obtidos. O levantamento de dados foi obtido por meio da realização de uma pesquisa (questionário) a uma série de entidades do setor. Foram testadas as quatro hipóteses. De acordo com os testes realizados, pode-se dizer que a hipótese 2 sobre o impacto de um relevo mais acidentado das áreas a serem restauradas no custo total de reposição da floresta nativa se mostrou não significativa em todos os modelos. No entanto, a hipótese 1 do impacto do nível de degradação sobre o valor do projeto foi rejeitada em todos os modelos. A hipótese 3 do impacto da localização da área em relação ao centro urbano sobre o valor do projeto foi rejeitada em dois modelos e a hipótese 4 de que a distância da área a ser restaurada em relação ao viveiro produtor de mudas não influencia o custo total de reposição da floresta nativa foi rejeitada em um modelo. Chegou-se ao resultado de R$22 mil/hectare para o custo de reposição de uma floresta nativa do bioma Mata Atlântica. Esse tipo de estudo foi contextualizado no desenvolvimento feito pela economia ambiental ao longo do tempo, ressaltando suas principais características. Nas conclusões destaca-se os principais pontos do trabalho e são discutidas uma série de implicações teóricas e gerenciais do presente estudo, bem como apresentadas sugestões para novos estudos nessa área.

The role of profits in wage determination: evidence from US manufacturing

We estimate the effect of firms' profitability on wage determination for the American economy. Two standard bargaining models are used to illustrate the problems caused by the endogeneity of profits-per-worker in a real wage equation. The profit-sharing parameter can be identified with instruments which shift demando Using information from the input-output table, we create demand-shift variables for 63 4-digit sectors of the US manufacturing sector. The LV. estimates show that profit-sharing is a relevant and widespread phenomenon. The elasticity of wages with respect to profits-per-worker is seven times as large as OLS estimates here and in previous papers. Sensitivity analysis of the profit-sharing parameter controlling for the extent of unionization and product market concentration reinforces our results.

Informational spillovers in the pre-1914 London sovereign debt market

We document a novel type of international financial contagion whose driving force is shared financial intermediation. In the London peripheral sovereign debt market during pre-1914 period financial intermediation played a major informational role to investors, most likely because of the absence of international monitoring agencies and the substantial agency costs. Using two events of financial distress – the Brazilian Funding Loan of 1898 and the Greek Funding Loan of 1893 – as quasi-natural experiments, we document that, following the crises, the bond prices of countries with no meaningful economic links to the distressed countries, but shared the same financial intermediary, suffered a reduction relative to the rest of the market. This result is true for the mean, median and the whole distribution of bond prices, and robust to an extensive sensitivity analysis. We interpret it as evidence that the identity of the financial intermediary was informative, i.e, investors extracted information about the soundness of a debtor based on the existence of financial relationships. This spillover, informational in essence, arises as the flip-side of the relational lending coin: contagion arises for the same reason why relational finance, in this case, underwriting, helps alleviate informational and incentive problems.

Estudo paramétrico da recuperação de petróleo pesado por aquecimento eletromagnético resistivo

Electrical resistive heating (ERH) is a thermal method used to improve oil recovery. It can increase oil rate and oil recovery due to temperature increase caused by electrical current passage through oil zone. ERH has some advantage compared with well-known thermal methods such as continuous steam flood, presenting low-water production. This method can be applied to reservoirs with different characteristics and initial reservoir conditions. Commercial software was used to test several cases using a semi-synthetic homogeneous reservoir with some characteristics as found in northeast Brazilian basins. It was realized a sensitivity analysis of some reservoir parameters, such as: oil zone, aquifer presence, gas cap presence and oil saturation on oil recovery and energy consumption. Then it was tested several cases studying the electrical variables considered more important in the process, such as: voltage, electrical configurations and electrodes positions. Energy optimization by electrodes voltage levels changes and electrical settings modify the intensity and the electrical current distribution in oil zone and, consequently, their influences in reservoir temperature reached at some regions. Results show which reservoir parameters were significant in order to improve oil recovery and energy requirement in for each reservoir. Most significant parameters on oil recovery and electrical energy delivered were oil thickness, presence of aquifer, presence of gas cap, voltage, electrical configuration and electrodes positions. Factors such as: connate water, water salinity and relative permeability to water at irreducible oil saturation had low influence on oil recovery but had some influence in energy requirements. It was possible to optimize energy consumption and oil recovery by electrical variables. Energy requirements can decrease by changing electrodes voltages during the process. This application can be extended to heavy oil reservoirs of high depth, such as offshore fields, where nowadays it is not applicable any conventional thermal process such as steam flooding

Análise comparativa entre simuladores de linha de fluxo e diferenças finitas para um reservatório de petróleo submetido a injeção de água

Water injection is the most widely used method for supplementary recovery in many oil fields due to various reasons, like the fact that water is an effective displacing agent of low viscosity oils, the water injection projects are relatively simple to establish and the water availability at a relatively low cost. For design of water injection projects is necessary to do reservoir studies in order to define the various parameters needed to increase the effectiveness of the method. For this kind of study can be used several mathematical models classified into two general categories: analytical or numerical. The present work aims to do a comparative analysis between the results presented by flow lines simulator and conventional finite differences simulator; both types of simulators are based on numerical methods designed to model light oil reservoirs subjected to water injection. Therefore, it was defined two reservoir models: the first one was a heterogeneous model whose petrophysical properties vary along the reservoir and the other one was created using average petrophysical properties obtained from the first model. Comparisons were done considering that the results of these two models were always in the same operational conditions. Then some rock and fluid parameters have been changed in both models and again the results were compared. From the factorial design, that was done to study the sensitivity analysis of reservoir parameters, a few cases were chosen to study the role of water injection rate and the vertical position of wells perforations in production forecast. It was observed that the results from the two simulators are quite similar in most of the cases; differences were found only in those cases where there was an increase in gas solubility ratio of the model. Thus, it was concluded that in flow simulation of reservoirs analogous of those now studied, mainly when the gas solubility ratio is low, the conventional finite differences simulator may be replaced by flow lines simulator the production forecast is compatible but the computational processing time is lower.

Estudo do processo de combustão in-situ em reservatórios maduros de óleos médios e leves (high pressure air injection)

Nearly 3 x 1011 m3 of medium and light oils will remain in reservoirs worldwide after conventional recovery methods have been exhausted and much of this volume would be recovered by Enhanced Oil Recovery (EOR) methods. The in-situ combustion (ISC) is an EOR method in which an oxygen-containing gas is injected into a reservoir where it reacts with the crude oil to create a high-temperature combustion front that is propagated through the reservoir. The High Pressure Air Injection (HPAI) method is a particular denomination of the air injection process applied in light oil reservoirs, for which the combustion reactions are dominant between 150 and 300°C and the generation of flue gas is the main factor to the oil displacement. A simulation model of a homogeneous reservoir was built to study, which was initially undergone to primary production, for 3 years, next by a waterflooding process for 21 more years. At this point, with the mature condition established into the reservoir, three variations of this model were selected, according to the recovery factors (RF) reached, for study the in-situ combustion (HPAI) technique. Next to this, a sensitivity analysis on the RF of characteristic operational parameters of the method was carried out: air injection rate per well, oxygen concentration into the injected gas, patterns of air injection and wells perforations configuration. This analysis, for 10 more years of production time, was performed with assistance of the central composite design. The reservoir behavior and the impacts of chemical reactions parameters and of reservoir particularities on the RF were also evaluated. An economic analysis and a study to maximize the RF of the process were also carried out. The simulation runs were performed in the simulator of thermal processes in reservoirs STARS (Steam, Thermal, and Advanced Processes Reservoir Simulator) from CMG (Computer Modelling Group). The results showed the incremental RF were small and the net present value (NPV) is affected by high initial investments to compress the air. It was noticed that the adoption of high oxygen concentration into the injected gas and of the five spot pattern tends to improve the RF, and the wells perforations configuration has more influence with the increase of the oil thickness. Simulated cases relating to the reservoir particularities showed that smaller residual oil saturations to gas lead to greater RF and the presence of heterogeneities results in important variations on the RF and on the production curves

Simulação e análise econômica da produção in vivo e in vitro de embriões em bovinos

The objective of this work was to evaluate the effect of the variables number of recipients, synchronization protocol, reproductive efficiency indicators and pregnancy cost, in the economic effectiveness of in vivo and in vitro bovine embryo production. A simulation application was elaborated to allow the user to insert the input variable parameters. A basic scenario, from the efficiency traditional rates of in vivo (ET) and in vitro production (IVP) techniques of bovine embryos, was introduced in the software as a criterion to compare the results. This software was able to reproduce both ET and IVP scenarios. The embryo production was simulated through stochastic simulation. The optimal number of recipients using sensitivity analysis was determined. The net present value and cost per pregnancy were used as a decision parameter. The synchronization for fixed-time embryo transfer decreased the recipient idleness and, consequently, the final cost of pregnancy, in comparison to the traditional methodology. Foetal sexing must be associated to IVP of bovine embryos. In addition, the optimal recipient number per donor is variable and depends on data inserted in the system.

Modelagem da decisão por pacotes de viagem: um estudo usando processo de hierarquia analítica AHP

The objective of this dissertation is to propose a Multi Criteria Decision Aid Model to be used by the costumers of the travel agencies and help them to choose the best package travel. The main objective is to contribute for the simplification of the travel package decision choice from the identification of the models of values and preference of the customers and applying them to the existing package. It is used the Analytic Hierarchy Process (AHP) method to structuralize a decision hierarchic model composed by six criteria (package cost, hotel category, security of the city, travel time, direct flight and position in ranking of the 10 most visited destination) and five real alternatives of packages for a holiday of three days created from travel agency data. The decision analysis was realized for the choice of a travel package by a group composed by two couples that regularly travels together, to which was asked to do a pairwise judgment of the criteria and the alternatives. The mains results show that, although been a group that travels together, there are different models of values in the weights of the criteria and a certain convergence in the scales of preferences of the alternatives in the criteria. It was not pointed a dominant alternative for all the members of the group separately, but an analysis of a total utility of the group shows a classification and an order of the travel packages and an alternative clearly in front of the others. The sensitivity analysis revels that there are changes in the ranking, but the two alternatives best classified in the normal analysis are the same ones in the sensitivity analysis, although with the positions changed. The analysis also led to a simplification of the process with the exclusion of alternatives dominated for the others ones. As main conclusion, it is evaluated that the model and method suggested allow a simplification of the decision process in the choice of travel packages