Um método de linearização local com passo adaptativo para solução numérica de equações diferenciais estocásticas com ruído aditivo

Neste trabalho apresentamos um novo método numérico com passo adaptativo baseado na abordagem de linearização local, para a integração de equações diferenciais estocásticas com ruído aditivo. Propomos, também, um esquema computacional que permite a implementação eficiente deste método, adaptando adequadamente o algorítimo de Padé com a estratégia “scaling-squaring” para o cálculo das exponenciais de matrizes envolvidas. Antes de introduzirmos a construção deste método, apresentaremos de forma breve o que são equações diferenciais estocásticas, a matemática que as fundamenta, a sua relevância para a modelagem dos mais diversos fenômenos, e a importância da utilização de métodos numéricos para avaliar tais equações. Também é feito um breve estudo sobre estabilidade numérica. Com isto, pretendemos introduzir as bases necessárias para a construção do novo método/esquema. Ao final, vários experimentos numéricos são realizados para mostrar, de forma prática, a eficácia do método proposto, e compará-lo com outros métodos usualmente utilizados.

Plataforma empresas pelo clima : simulação de sistema de comércio de emissões SCE EPC : relatório analítico março a agosto de 2015 (versão sintética)

Com objetivo de promover ao setor empresarial brasileiro a oportunidade de experimentar um instrumento econômico para precificação de carbono, o Centro de Estudos em Sustentabilidade da Fundação Getulio Vargas (GVces) promove desde 2013, no âmbito de sua iniciativa empresarial EPC (Plataforma Empresas pelo Clima), uma simulação de sistema de comércio de emissões- SCE EPC. Em 2015, ocorre o segundo ciclo operacional desta iniciativa que conta, atualmente, com a participação de 23 empresas de diversos setores da economia brasileira: produção florestal, papel e celulose; serviços; elétrico; logística; indústria de transformação; construção civil; extrativista; e água, esgoto e gestão de resíduos. As empresas operam neste ciclo com o objetivo final de conciliar suas emissões do ano vigente (2015) com títulos transacionados no SCE, em especial, a permissão de emissão, cada um equivalente a 1 tonelada de CO2 equivalente (tCO2e). Este relatório tem como objetivo apresentar os números e resultados dos seis meses iniciais (março a agosto) de operação do SCE EPC 2015, bem como analisar as estratégias e performances adotadas pelas empresas participantes. Além disso, apresenta um estudo sobre cap relativo. Cap é o limite de emissões de gases de efeito estufa (GEE) estipulado para o grupo de empresas que compõem a abrangência de um sistema de comércio de emissões do tipo cap and trade, sendo este limite convertido no volume de títulos que são inseridos no mercado para negociação. O cap pode ser relativo, o qual estabelece a intensidade carbônica a uma taxa pré-determinada com base nas emissões de GEE por alguma unidade econômica (como por exemplo, o PIB ou produção física), ou absoluto, representando o limite de emissões totais buscado para o conjunto de fontes contemplado pelo sistema.

Sensores de pressão em fibra óptica para o estudo dos fenómenos da percolação da água em solos

Dada a necessidade de obtermos sistemas monitorizados com elevada precisão, de grande durabilidade e resistentes às condições atmosféricas, surgiu a possibilidade de aplicação das fibras ópticas como sensores para monitorização de pressão. Nesse contexto, as fibras “hetero-core” (fibra óptica composta por uma fibra multimodo entre duas fibras ópticas monomodo) e a utilização de lentes GRIN (“GRaded INdex”) em conjunto com superfícies reflectoras permitem a determinação da pressão e são objecto de estudo desta dissertação. Em termos de aplicação, o objectivo principal desta tese de mestrado foi de proporcionar o projecto e desenvolvimentos da medida de pressão em 48 pontos para um tanque de estudo dos fenómenos de percolação da água nos solos e que é pertencente à Secção de Geotecnia do Departamento de Engenharia Civil da Faculdade de Engenharia da Universidade do Porto. Inicialmente, foi caracterizado um sistema contendo uma fibra “hetero-core” à qual foi aplicada uma curvatura, com auxílio de uma carruagem micrométrica. Este sistema permitiu a simulação do mesmo efeito de aplicação de pressão à fibra “hetero-core”. Na configuração seguinte, usou-se um OTDR (“Optical Time Domain Reflectometer”) para visualização e registo das perdas encontradas durante o processo de dobrar e esticar da fibra “hetero-core”. Ao longo deste registo, várias configurações foram testadas até ser encontrada a cabeça sensora com melhor comportamento para monitorizar a pressão. A multiplexagem foi conseguida ao colocar dois sensores em série, sendo cada um deles constituído por uma fibra “hetero-core” colocada no fundo de um tubo de água disposto verticalmente. Com a adição da água no tubo de água, a curvatura na fibra “hetero-core” aumentava, notando-se claramente que as perdas também subiam. Os resultados obtidos nesta configuração foram bastante satisfatórios permitindo a independência entre os dois sensores dispostos em série. Posteriormente, foi testada uma nova configuração sensora, o sensor de fibra óptica para monitorização de pressão foi construído com recurso a uma lente GRIN e uma superfície reflectora. Esta lente, disposta diante de um espelho, permitiu emitir e captar luz de um determinado comprimento de onda devido à reflexão do sinal luminoso no espelho. Com sucessivos incrementos, afastou-se e aproximou-se a lente ao espelho, registando-se e observando-se as perdas de potência obtidas com auxílio do OTDR. Também para esta configuração foi testada a multiplexagem de vários sensores, tendo sido utilizadas as seguintes opções: um acoplador de 2:1; um acoplador 4:1 e um comutador óptico. Verificou-se que a utilização de um comutador óptico é o melhor caso para a monitorização de pressão de múltiplos sensores. A multiplexagem com recurso ao comutador foi possível, uma vez que permitia a medição independente de cada sensor de pressão num determinado tempo. Com este resultado, é possível monitorizar 48 sensores com recurso ao OTDR, multiplexados temporalmente. Toda esta implementação prática da dissertação foi realizada nas instalações da Unidade de Optoelectrónica e Sistemas Electrónicos no INESC Porto, onde foram caracterizados e estudados sensores com diferentes características que poderão ser lidas neste documento. A componente teórica foi efectuada na Universidade da Madeira.

Investigação numérica do desempenho de um sensor de fibra ótica de índice de refração, baseado em SPR e utilizando COMSOL multiphysics

Esta tese é dedicada aos sensores de fibra ótica especificamente aos sensores baseados no fenómeno de ressonância de plasmão de superfície, SPR (Surface Plasmon Resonance), gerados em fibras óticas com configuração do tipo “D”, para aplicação em sensores refratométricos. Numa primeira parte desta dissertação são descritos os aspetos teóricos fundamentais para a compreensão dos fenómenos de ressonância de plasmões de superfície e a sua utilização em sistemas sensores. Estes fenómenos ocorrem na superfície de interface entre metais e outros meios materiais, sendo capazes de afetar as propriedades em reflexão e transmissão de uma onda eletromagnética incidente (feixe luminoso), de uma forma que é fortemente dependente dos meios na proximidade do metal. Assim, a medição das propriedades do feixe luminoso, como por exemplo o comprimento de onda de ressonância com SPR, permite monitorizar esses meios. Numa segunda fase foi implementada a simulação destes modelos, em COMSOL Multiphysics, que permitia não só a obtenção dos espetros de transmissão dos fenómenos de ressonância de plasmões de superfície, mas também a obtenção das distribuições do campo elétrico e magnético em função das dimensões do sensor. O COMSOL permitiu também a obtenção das curvas do deslocamento do comprimento de onda ressonante, perante variações do índice de refração exterior, da espessura do metal, da espessura da bainha e da espessura de outro elemento de elevado índice de refração. A fase seguinte foi verificar que os resultados dos métodos teóricos para os diferentes parâmetros de estudo eram semelhantes aos resultados obtidos no COMSOL. Conclui-se que com este programa é possível criar novos sensores em fibra ótica, baseados em SPR, para melhorar e otimizar os parâmetros de ressonância e sensibilidade do sensor. A última fase do trabalho baseou-se na modelização de uma fibra cuja configuração seja tal que possa criar um pequeno efeito de antena e fazer com que parte da luz seja guiada para o exterior da fibra e possa interatuar com o meio externo para melhor sensibilidade.

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 comparativo da injeção de água usando poços verticais e horizontais

Oil recovery using waterflooding has been until now the worldwide most applied method, specially for light oil recovery, its success is mainly because of the low costs involved and the facilities of the injection process. The Toe- To-Heel Waterflooding TTHWTM method uses a well pattern of vertical injector wells completed at the bottom of the reservoir and horizontal producer wells completed at the top of it. The main producing mechanism is gravitational segregation in short distance. This method has been studied since the early 90´s and it had been applied in Canada with positive results for light heavy oils, nevertheless it hasn´t been used in Brazil yet. In order to verify the applicability of the process in Brazil, a simulation study for light oil was performed using Brazilian northwest reservoirs characteristics. The simulations were fulfilled using the STARS module of the Computer Modelling Group Software, used to perform improved oil recovery studies. The results obtained in this research showed that the TTHWTM well pattern presented a light improvement in terms of recovery factor when compared to the conventional 5- Spot pattern, however, it showed lower results in the economic evaluation

Análise paramétrica do método de injeção alternada de água e CO2(WAG) em reservatórios de petróleo

After the decline of production from natural energy of the reservoir, the methods of enhanced oil recovery, which methods result from the application of special processes such as chemical injection, miscible gases, thermal and others can be applied. The advanced recovery method with alternating - CO2 injection WAG uses the injection of water and gas, normally miscible that will come in contact with the stock oil. In Brazil with the discovery of pre-salt layer that gas gained prominence. The amount of CO2 present in the oil produced in the pre-salt layer, as well as some reservoirs is one of the challenges to be overcome in relation to sustainable production once this gas needs to be processed in some way. Many targets for CO2 are proposed by researchers to describe some alternatives to the use of CO2 gas produced such as enhanced recovery, storage depleted fields, salt caverns storage and marketing of CO2 even in plants. The largest oil discoveries in Brazil have recently been made by Petrobras in the pre -salt layer located between the states of Santa Catarina and Espírito Santo, where he met large volumes of light oil with a density of approximately 28 ° API, low acidity and low sulfur content. This oil that has a large amount of dissolved CO2 and thus a pioneering solution for the fate of this gas comes with an advanced recovery. The objective of this research is to analyze which parameters had the greatest influence on the enhanced recovery process. The simulations were performed using the "GEM" module of the Computer Modelling Group, with the aim of studying the advanced recovery method in question. For this work, semi - synthetic models were used with reservoir and fluid data that can be extrapolated to practical situations in the Brazilian Northeast. The results showed the influence of the alternating injection of water and gas on the recovery factor and flow rate of oil production process, when compared to primary recovery and continuous water injection or continuous gas injection

Construção e analise de desempenho de um sistema de aquecimento solar de água utilizando placa de policarbonato como superfície absorvedora

It was studied a system for heating water to be used to obtain water for bathing at home, the absorbing surface of the collector is formed by one plate of polycarbonate. The polycarbonate plate has 6 mm thick, 1.050 mm wide and 1.500 mm long with an area equal to 1,575 m². The plate was attached by its edges parallel to PVC tubes of 32 mm. The system worked under the thermo-siphon and was tested for two configurations: plate absorber with and without isolation of EPS of 30 mm thick on the bottom surface in order to minimize heat losses from the bottom. The tank's thermal heating system is alternative and low cost, since it was constructed from a polyethylene reservoir for water storage, with a volume of 200 liters. Will present data on the thermal efficiency, heat loss, water temperature of thermal reservoir at the end of the process simulation and baths. Will be demonstrated the feasibility of thermal, economic and material pickup proposed for the intended purpose.

Obtenção de sistemas microemulsionados e estudo de simulação por dinâmica molecular de sistemas micelares objetivando a veiculação de produtos naturais bioativos

Among the new drugs launched into the market since 1980, up to 30% of them belong to the class of natural products or they have semisynthetic origin. Between 40-70% of the new chemical entities (or lead compounds) possess poor water solubility, which may impair their commercial use. An alternative for administration of poorly water-soluble drugs is their vehiculation into drug delivery systems like micelles, microemulsions, nanoparticles, liposomes, and cyclodextrin systems. In this work, microemulsion-based drug delivery systems were obtained using pharmaceutically acceptable components: a mixture Tween 80 and Span 20 in ratio 3:1 as surfactant, isopropyl mirystate or oleic acid as oil, bidistilled water, and ethanol, in some formulations, as cosurfactants. Self-Microemulsifying Drug Delivery Systems (SMEDDS) were also obtained using propylene glycol or sorbitol as cosurfactant. All formulations were characterized for rheological behavior, droplet size and electrical conductivity. The bioactive natural product trans-dehydrocrotonin, as well some extracts and fractions from Croton cajucara Benth (Euphorbiaceae), Anacardium occidentale L. (Anacardiaceae) e Phyllanthus amarus Schum. & Thonn. (Euphorbiaceae) specimens, were satisfactorily solubilized into microemulsions formulations. Meanwhile, two other natural products from Croton cajucara, trans-crotonin and acetyl aleuritolic acid, showed poor solubility in these formulations. The evaluation of the antioxidant capacity, by DPPH method, of plant extracts loaded into microemulsions evidenced the antioxidant activity of Phyllanthus amarus and Anacardium occidentale extracts. For Phyllanthus amarus extract, the use of microemulsions duplicated its antioxidant efficiency. A hydroalcoholic extract from Croton cajucara incorporated into a SMEDDS formulation showed bacteriostatic activity against colonies of Bacillus cereus and Escherichia coli bacteria. Additionally, Molecular Dynamics simulations were performed using micellar systems, for drug delivery systems, containing sugar-based surfactants, N-dodecylamino-1-deoxylactitol and N-dodecyl-D-lactosylamine. The computational simulations indicated that micellization process for N-dodecylamino-1- deoxylactitol is more favorable than N-dodecyl-D-lactosylamine system.

Caracterização química e toxicológica da água produzida descartada em plataformas de óleo e gás na costa brasileira e seu comportamento dispersivo no mar

The production of oil and gas is usually accompanied by the production of water, also known as produced water. Studies were conducted in platforms that discharge produced water in the Atlantic Ocean due to oil and gas production by Petrobras from 1996 to 2006 in the following basins: Santos (Brazilian south region), Campos (Brazilian southeast region) and Ceara (Brazilian northeast region). This study encompasses chemical composition, toxicological effects, discharge volumes, and produced water behavior after releasing in the ocean, including dispersion plumes modeling and monitoring data of the marine environment. The concentration medians for a sampling of 50 samples were: ammonia (70 mg L-1), boron (1.3 mg L1), iron (7.4 mg L-1), BTEX (4.6 mg L-1), PAH (0.53 mg L-1), TPH (28 mg L-1); phenols (1.3 mg L-1) and radioisotopes (0.15 Bq L-1 for 226Ra and 0.09 Bq L-1 for 228Ra). The concentrations of the organic and inorganic parameters observed for the Brazilian platforms were similar to the international reference data for the produced water in the North Sea and in other regions of the world. It was found significant differences in concentrations of the following parameters: BTEX (p<0.0001), phenols (p=0.0212), boron (p<0.0001), iron (p<0.0001) and toxicological response in sea urchin Lytechinus variegatus (p<0.0001) when considering two distinguished groups, platforms from southeast and northeast Region (PCR-1). Significant differences were not observed among the other parameters. In platforms with large gas production, the monoaromatic concentrations (BTEX from 15.8 to 21.6 mg L-1) and phenols (from 2 to 83 mg L-1) were higher than in oil plataforms (median concentrations of BTEX were 4.6 mg L-1 for n=53, and of phenols were 1.3 mg L-1 for n=46). It was also conducted a study about the influence of dispersion plumes of produced water in the vicinity of six platforms of oil and gas production (P-26, PPG-1, PCR-1, P-32, SS-06), and in a hypothetical critical scenario using the chemical characteristics of each effluent. Through this study, using CORMIX and CHEMMAP models for dispersion plumes simulation of the produced water discharges, it was possible to obtain the dilution dimension in the ocean after those discharges. The dispersion plumes of the produced water modelling in field vicinity showed dilutions of 700 to 900 times for the first 30-40 meters from the platform PCR-1 discharge point; 100 times for the platform P-32, with 30 meters of distance; 150 times for the platform P-26, with 40 meters of distance; 100 times for the platform PPG-1, with 130 meters of distance; 280 to 350 times for the platform SS-06, with 130 meters of distance, 100 times for the hypothetical critical scenario, with the 130 meters of distance. The dilutions continue in the far field, and with the results of the simulations, it was possible to verify that all the parameters presented concentrations bellow the maximum values established by Brazilian legislation for seawater (CONAMA 357/05 - Class 1), before the 500 meters distance of the discharge point. These results were in agreement with the field measurements. Although, in general results for the Brazilian produced water presented toxicological effects for marine organisms, it was verified that dilutions of 100 times were sufficient for not causing toxicological responses. Field monitoring data of the seawater around the Pargo, Pampo and PCR-1 platforms did not demonstrate toxicity in the seawater close to these platforms. The results of environmental monitoring in seawater and sediments proved that alterations were not detected for environmental quality in areas under direct influence of the oil production activities in the Campos and Ceara Basin, as according to results obtained in the dispersion plume modelling for the produced water discharge

Caracterização química e toxicológica da água produzida descartada em plataformas de óleo e gás na costa brasileira e seu comportamento dispersivo no mar

The production of oil and gas is usually accompanied by the production of water, also known as produced water. Studies were conducted in platforms that discharge produced water in the Atlantic Ocean due to oil and gas production by Petrobras from 1996 to 2006 in the following basins: Santos (Brazilian south region), Campos (Brazilian southeast region) and Ceara (Brazilian northeast region). This study encompasses chemical composition, toxicological effects, discharge volumes, and produced water behavior after releasing in the ocean, including dispersion plumes modeling and monitoring data of the marine environment. The concentration medians for a sampling of 50 samples were: ammonia (70 mg L-1), boron (1.3 mg L1), iron (7.4 mg L-1), BTEX (4.6 mg L-1), PAH (0.53 mg L-1), TPH (28 mg L-1); phenols (1.3 mg L-1) and radioisotopes (0.15 Bq L-1 for 226Ra and 0.09 Bq L-1 for 228Ra). The concentrations of the organic and inorganic parameters observed for the Brazilian platforms were similar to the international reference data for the produced water in the North Sea and in other regions of the world. It was found significant differences in concentrations of the following parameters: BTEX (p<0.0001), phenols (p=0.0212), boron (p<0.0001), iron (p<0.0001) and toxicological response in sea urchin Lytechinus variegatus (p<0.0001) when considering two distinguished groups, platforms from southeast and northeast Region (PCR-1). Significant differences were not observed among the other parameters. In platforms with large gas production, the monoaromatic concentrations (BTEX from 15.8 to 21.6 mg L-1) and phenols (from 2 to 83 mg L-1) were higher than in oil plataforms (median concentrations of BTEX were 4.6 mg L-1 for n=53, and of phenols were 1.3 mg L-1 for n=46). It was also conducted a study about the influence of dispersion plumes of produced water in the vicinity of six platforms of oil and gas production (P-26, PPG-1, PCR-1, P-32, SS-06), and in a hypothetical critical scenario using the chemical characteristics of each effluent. Through this study, using CORMIX and CHEMMAP models for dispersion plumes simulation of the produced water discharges, it was possible to obtain the dilution dimension in the ocean after those discharges. The dispersion plumes of the produced water modelling in field vicinity showed dilutions of 700 to 900 times for the first 30-40 meters from the platform PCR-1 discharge point; 100 times for the platform P-32, with 30 meters of distance; 150 times for the platform P-26, with 40 meters of distance; 100 times for the platform PPG-1, with 130 meters of distance; 280 to 350 times for the platform SS-06, with 130 meters of distance, 100 times for the hypothetical critical scenario, with the 130 meters of distance. The dilutions continue in the far field, and with the results of the simulations, it was possible to verify that all the parameters presented concentrations bellow the maximum values established by Brazilian legislation for seawater (CONAMA 357/05 - Class 1), before the 500 meters distance of the discharge point. These results were in agreement with the field measurements. Although, in general results for the Brazilian produced water presented toxicological effects for marine organisms, it was verified that dilutions of 100 times were sufficient for not causing toxicological responses. Field monitoring data of the seawater around the Pargo, Pampo and PCR-1 platforms did not demonstrate toxicity in the seawater close to these platforms. The results of environmental monitoring in seawater and sediments proved that alterations were not detected for environmental quality in areas under direct influence of the oil production activities in the Campos and Ceara Basin, as according to results obtained in the dispersion plume modelling for the produced water discharge

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Simulação da oferta e demanda de recursos hídricos nas bacias dos rios piracicaba, capivarí e jundiaí: Uma análise em dinâmica de sistemas

A dynamic systems water resources simulation model was developed as a tool to help to analyze water resources management alternatives for the Piracicaba, Capivari and Jundiaí River Water Basins (BH-PCJ). Different politics policy were simulated for 40-year. The model estimates water supply and demand, as well as contamination load from several consumers. Six runs were performed using average precipitation value, changing water supply and demand, and different volumes diverted from BH-PCJ to BH-Alto Tietê For the Business as Usual, the Sustainability Index went from 0.41 in 2010 to 0.22 by 2050; the Water Use Index changed from 80.7% in 2010, to 125.5% by 2050; and the Falkenmark Index changed from 1,302 m 3 person -1 year -1 in 2010 to 774 m 3 P -1 year -1 by 2050. It was noticed that sanitation is one of the biggest concerns in the near future at PCJ River Basin.