Selective Laser Melting of the Eutectic Silver-Copper Alloy Ag 28 wt % Cu

The aim of this work was to perform a detailed investigation of the use of Selective Laser Melting (SLM) technology to process eutectic silver-copper alloy Ag 28 wt. % Cu (also called AgCu28). The processing occurred with a Realizer SLM 50 desktop machine. The powder analysis (SEM-topography, EDX, particle distribution) was reported as well as the absorption rates for the near-infrared (NIR) spectrum. Microscope imaging showed the surface topography of the manufactured parts. Furthermore, microsections were conducted for the analysis of porosity. The Design of Experiments approach used the response surface method in order to model the statistical relationship between laser power, spot distance and pulse time.

Modeling of burden distribution in the blast furnace

The blast furnace is the main ironmaking production unit in the world which converts iron ore with coke and hot blast into liquid iron, hot metal, which is used for steelmaking. The furnace acts as a counter-current reactor charged with layers of raw material of very different gas permeability. The arrangement of these layers, or burden distribution, is the most important factor influencing the gas flow conditions inside the furnace, which dictate the efficiency of the heat transfer and reduction processes. For proper control the furnace operators should know the overall conditions in the furnace and be able to predict how control actions affect the state of the furnace. However, due to high temperatures and pressure, hostile atmosphere and mechanical wear it is very difficult to measure internal variables. Instead, the operators have to rely extensively on measurements obtained at the boundaries of the furnace and make their decisions on the basis of heuristic rules and results from mathematical models. It is particularly difficult to understand the distribution of the burden materials because of the complex behavior of the particulate materials during charging. The aim of this doctoral thesis is to clarify some aspects of burden distribution and to develop tools that can aid the decision-making process in the control of the burden and gas distribution in the blast furnace. A relatively simple mathematical model was created for simulation of the distribution of the burden material with a bell-less top charging system. The model developed is fast and it can therefore be used by the operators to gain understanding of the formation of layers for different charging programs. The results were verified by findings from charging experiments using a small-scale charging rig at the laboratory. A basic gas flow model was developed which utilized the results of the burden distribution model to estimate the gas permeability of the upper part of the blast furnace. This combined formulation for gas and burden distribution made it possible to implement a search for the best combination of charging parameters to achieve a target gas temperature distribution. As this mathematical task is discontinuous and non-differentiable, a genetic algorithm was applied to solve the optimization problem. It was demonstrated that the method was able to evolve optimal charging programs that fulfilled the target conditions. Even though the burden distribution model provides information about the layer structure, it neglects some effects which influence the results, such as mixed layer formation and coke collapse. A more accurate numerical method for studying particle mechanics, the Discrete Element Method (DEM), was used to study some aspects of the charging process more closely. Model charging programs were simulated using DEM and compared with the results from small-scale experiments. The mixed layer was defined and the voidage of mixed layers was estimated. The mixed layer was found to have about 12% less voidage than layers of the individual burden components. Finally, a model for predicting the extent of coke collapse when heavier pellets are charged over a layer of lighter coke particles was formulated based on slope stability theory, and was used to update the coke layer distribution after charging in the mathematical model. In designing this revision, results from DEM simulations and charging experiments for some charging programs were used. The findings from the coke collapse analysis can be used to design charging programs with more stable coke layers.

Econometric models in foreign exchange market

According to the significance of the econometric models in foreign exchange market, the purpose of this research is to give a closer examination on some important issues in this area. The research covers exchange rate pass-through into import prices, liquidity risk and expected returns in the currency market, and the common risk factors in currency markets. Firstly, with the significant of the exchange rate pass-through in financial economics, the first empirical chapter studies on the degree of exchange rate pass-through into import in emerging economies and developed countries in panel evidences for comparison covering the time period of 1970-2009. The pooled mean group estimation (PMGE) is used for the estimation to investigate the short run coefficients and error variance. In general, the results present that the import prices are affected positively, though incompletely, by the exchange rate. Secondly, the following study addresses the question whether there is a relationship between cross-sectional differences in foreign exchange returns and the sensitivities of the returns to fluctuations in liquidity, known as liquidity beta, by using a unique dataset of weekly order flow. Finally, the last study is in keeping with the study of Lustig, Roussanov and Verdelhan (2011), which shows that the large co-movement among exchange rates of different currencies can explain a risk-based view of exchange rate determination. The exploration on identifying a slope factor in exchange rate changes is brought up. The study initially constructs monthly portfolios of currencies, which are sorted on the basis of their forward discounts. The lowest interest rate currencies are contained in the first portfolio and the highest interest rate currencies are in the last. The results performs that portfolios with higher forward discounts incline to contain higher real interest rates in overall by considering the first portfolio and the last portfolio though the fluctuation occurs.

An examination of the usefulness of single-species biomass models for the management of Lake Victoria fisheries

Nile perch (Lates niloticus), tilapia (Oreochromis spp), dagaa (Rastrineobola argentea, silver cyprinid), and haplochromines (Tribe Haplochromini) form the backbone of the commercial fishery on Lake Victoria. These fish stocks account for about 70% of the total catch in the three riparian states Uganda, Kenya, and Tanzania. The lake fisheries have been poorly managed, in part due to inadequate scientific analysis and management advice. The overall objective of this project was to model the stocks of the commercial fisheries of Lake Victoria with the view of determining reference points and current stock status. The Schaefer biomass model was fitted to available data for each stock (starting in the 1960s or later) in the form of landings, catch per unit effort, acoustic survey indices, and trawl survey indices. In most cases, the Schaefer model did not fit all data components very well, but attempts were made to find the best model for each stock. When the model was fitted to the Nile perch data starting from 1996, the estimated current biomass is 654 kt (95% CI 466–763); below the optimum of 692 kt and current harvest rate is 38% (33–73%), close to the optimum of 35%. At best, these can be used as tentative guidelines for the management of these fisheries. The results indicate that there have been strong multispecies interactions in the lake ecosystem. The findings from our study can be used as a baseline reference for future studies using more complex models, which could take these multispecies interactions into account.

Metodologia de otimização estocástica para coordenação eólico-fotovoltaica

Esta dissertação incide sobre o tema da coordenação entre sistemas eólicos e fotovoltaicos que participam no mercado de eletricidade. A incerteza da potência eólica e fotovoltaica é uma caraterística predominante nesta coordenação, devendo ser considerada no planeamento ótimo de sistemas eólico-fotovoltaicos. A fim de modelizar a incerteza é apresentada uma metodologia de otimização estocástica baseada em programação linear para maximizar o lucro esperado de uma empresa produtora de energia elétrica que participa no mercado diário. A coordenação entre sistemas eólicos e fotovoltaicos visa mitigar os desequilíbrios de energia, resultantes das ofertas horárias submetidas no mercado diário e, consequentemente, reduzir as penalizações financeiras. Os resultados da coordenação entre um sistema eólico e um sistema fotovoltaico são comparados com os resultados obtidos para a operação não coordenada. Estes resultados permitem concluir que a metodologia desenvolvida aplicada à coordenação apresenta um lucro esperado superior ao lucro obtido para a operação não coordenada; Abstract Stochastic Optimization Methodology for Wind-Photovoltaic Coordination This dissertation focuses on the issue of coordination between wind and photovoltaic systems participating in electricity markets. The uncertainty of wind and photovoltaic power is a main characteristic of these systems, which must be included in the optimal scheduling of the coordination of wind with photovoltaic systems. In order to model the uncertainty is presented a stochastic approach based on linear programming to maximize the profit of a wind photovoltaic power producer which participates in electricity markets. The coordination of wind with photovoltaic systems aims to mitigate the energy deviations, as a result of the participation in day-ahead market and therefore reducing economic penalties. The results obtained by the coordination are compared to results obtained by the separated operation of wind and photovoltaic systems. The results allow concluding that the proposed approach applied to the coordination presents an expected profit higher than the expected profit without coordination.

A geometric study of liquid retention in open-cell metal foams

Open-cell metal foams show promise as an emerging novel material for heat exchanger applications. The high surface-area-to-volume ratio suggests increased compactness and decrease in weight of heat exchanger designs. However, the metal foam structure appears conducive to condensate retention, which would degenerate heat transfer performance. This research investigates the condensate retention behavior of aluminum open-cell metal foams through the use of static dip tests and geometrical classification via X-ray Micro-Computed Tomography. Aluminum open-cell metal foam samples of 5, 10, 20, and 40 pores per inch (PPI), all having a void fraction greater than 90%, were included in this investigation. In order to model the condensate retention behavior of metal foams, a clearer understanding of the geometry was required. After exploring the ideal geometries presented in the open literature, X-ray Micro-Computed Tomography was employed to classify the actual geometry of the metal foam samples. The images obtained were analyzed using specialized software from which geometric information including strut length and pore shapes were extracted. The results discerned a high variability in ligament length, as well as features supporting the ideal geometry known as the Weaire-Phelan unit cell. The static dip tests consisted of submerging the metal foam samples in a liquid, then allowing gravity-induced drainage until steady-state was reached and the liquid remaining in the metal foam sample was measured. Three different liquids, water, ethylene glycol, and 91% isopropyl alcohol, were employed. The behaviors of untreated samples were compared to samples subjected to a Beomite surface treatment process, and no significant differences in retention behavior were discovered. The dip test results revealed two distinct regions of condensate retention, each holding approximately half of the total liquid retained by the sample. As expected, condensate retention increased as the pores sizes decreased. A model based on surface tension was developed to predict the condensate retention in the metal foam samples and verified using a regular mesh. Applying the model to both the ideal and actual metal foam geometries showed good agreement with the dip test results in this study.

GeoGebraTUTOR : développement d’un système tutoriel autonome pour l’accompagnement d’élèves en situation de résolution de problèmes de démonstration en géométrie plane et genèse d’un espace de travail géométrique idoine

Travaux d'études doctorales réalisées conjointement avec les travaux de recherches doctorales de Nicolas Leduc, étudiant au doctorat en génie informatique à l'École Polytechnique de Montréal.

Modelação e previsão de um índice financeiro (FTSE 100)

A presente dissertação visa uma aplicação de séries temporais, na modelação do índice financeiro FTSE100. Com base na série de retornos, foram estudadas a estacionaridade através do teste Phillips-Perron, a normalidade pelo Teste Jarque-Bera, a independência analisada pela função de autocorrelação e pelo teste de Ljung-Box, e utilizados modelos GARCH, com a finalidade de modelar e prever a variância condicional (volatilidade) da série financeira em estudo. As séries temporais financeiras apresentam características peculiares, revelando períodos mais voláteis do que outros. Esses períodos encontram-se distribuídos em clusters, sugerindo um grau de dependência no tempo. Atendendo à presença de tais grupos de volatilidade (não linearidade), torna-se necessário o recurso a modelos heterocedásticos condicionais, isto é, modelos que consideram que a variância condicional de uma série temporal não é constante e dependente do tempo. Face à grande variabilidade das séries temporais financeiras ao longo do tempo, os modelos ARCH (Engle, 1982) e a sua generalização GARCH (Bollerslev, 1986) revelam-se os mais adequados para o estudo da volatilidade. Em particular, estes modelos não lineares apresentam uma variância condicional aleatória, sendo possível, através do seu estudo, estimar e prever a volatilidade futura da série. Por fim, é apresentado o estudo empírico que se baseia numa proposta de modelação e previsão de um conjunto de dados reais do índice financeiro FTSE100.

Kinetics and Adsorption Isotherms of Bisphenol A, Estrone, 17 beta-Estradiol, and 17 alpha-Ethinylestradiol in Tropical Sediment Samples

The sorption of four endocrine disruptors, bisphenol A (BPA), estrone (E1), 17 beta-estradiol (E2), and 17 alpha-ethinylestradiol (EE2) in tropical sediment samples was studied in batch mode under different conditions of pH, time, and sediment amount. Data obtained from sorption experiments using the endocrine disruptors (EDs) and sediments containing different amounts of organic matter showed that there was a greater interaction between the EDs and organic matter (OM) present in the sediment, particularly at lower pH values. The pseudosecond order kinetics model successfully explained the interaction between the EDs and the sediment samples. The theoretical and experimentally obtained q (e) values were similar, and k values were smaller for higher SOM contents. The k (F) values, obtained from the Freundlich isotherms, varied in the ranges 4.2-7.4 x 10(-2) (higher OM sediment sample, S(2)) and 1.7 x 10(-3)-3.1 x 10(-2) (lower OM sediment sample, S(1)), the latter case indicating an interaction with the sediment that increased in the order: EE2 > > E2 > E1 > BPA. These results demonstrate that the availability of endocrine disruptors may be directly related to the presence of organic material in sediment samples. Studies of this kind provide an important means of understanding the mobility, transport, and/or reactivity of this type of emergent contaminant in aquatic systems.

Projet EMACOP : caractérisation des vagues et du potentiel houlomoteur des sites d’Esquibien et de Saint-Guénolé par simulation numérique

The French research EMACOP project aims at characterising wave power nearby onshore structures. This paper presents the application of the non-hydrostatic wave-flow model SWASH to wave propagation and transformation on two hot spots in Brittany. The numerical simulations were performed for dominant wave conditions and three tide levels. The results of wave simulations allow us to characterise wave energy resources and define Wave Energy Converters (WEC)'s promising positions on both sites.

Multiscale Modeling and Simulation of Stepped Crystal Surfaces

A primary goal of this dissertation is to understand the links between mathematical models that describe crystal surfaces at three fundamental length scales: The scale of individual atoms, the scale of collections of atoms forming crystal defects, and macroscopic scale. Characterizing connections between different classes of models is a critical task for gaining insight into the physics they describe, a long-standing objective in applied analysis, and also highly relevant in engineering applications. The key concept I use in each problem addressed in this thesis is coarse graining, which is a strategy for connecting fine representations or models with coarser representations. Often this idea is invoked to reduce a large discrete system to an appropriate continuum description, e.g. individual particles are represented by a continuous density. While there is no general theory of coarse graining, one closely related mathematical approach is asymptotic analysis, i.e. the description of limiting behavior as some parameter becomes very large or very small. In the case of crystalline solids, it is natural to consider cases where the number of particles is large or where the lattice spacing is small. Limits such as these often make explicit the nature of links between models capturing different scales, and, once established, provide a means of improving our understanding, or the models themselves. Finding appropriate variables whose limits illustrate the important connections between models is no easy task, however. This is one area where computer simulation is extremely helpful, as it allows us to see the results of complex dynamics and gather clues regarding the roles of different physical quantities. On the other hand, connections between models enable the development of novel multiscale computational schemes, so understanding can assist computation and vice versa. Some of these ideas are demonstrated in this thesis. The important outcomes of this thesis include: (1) a systematic derivation of the step-flow model of Burton, Cabrera, and Frank, with corrections, from an atomistic solid-on-solid-type models in 1+1 dimensions; (2) the inclusion of an atomistically motivated transport mechanism in an island dynamics model allowing for a more detailed account of mound evolution; and (3) the development of a hybrid discrete-continuum scheme for simulating the relaxation of a faceted crystal mound. Central to all of these modeling and simulation efforts is the presence of steps composed of individual layers of atoms on vicinal crystal surfaces. Consequently, a recurring theme in this research is the observation that mesoscale defects play a crucial role in crystal morphological evolution.

Some misspecfication problems in long-memory time series models

Doctor of Philosophy in Mathematics

Análise e Prevenção de avarias de um veio de manivelas de um motor Pielstick

Na engenharia mecânica há cada vez mais necessidade de utilizar e de prever o comportamento das máquinas térmicas, mais propriamente dos motores de combustão interna, em especial na área da manutenção e da prevenção de falha num dos componentes vitais de um motor a 4 tempos: o veio de manivelas. Esta situação já tem sido bastante observada na indústria mecânica naval, nomeadamente na Marinha Portuguesa e, devido ao seu elevado grau de importância no desempenho de qualquer motor, decidiu-se focar o trabalho desta tese no estudo dos motores a diesel S.E.M.T Pielstick das unidades navais da Marinha Portuguesa, mais especificamente das corvetas da classe “João Coutinho” e da classe “ Baptista de Andrade”, devido ao historial de ocorrência de falhas no veio de manivelas nesta classe de navios e em outras da Marinha Portuguesa. Para efetuar este estudo, utilizaram-se todos os dados relativos ao historial de ocorrências de falhas destes motores, bem como todos os dados disponíveis do fabricante destes motores, por forma a reproduzir da forma mais fiável possível um modelo tridimensional do veio de manivelas no programa de modelação informática CAD Solidworks®, e possibilitar a análise cinemática do veio de manivelas. Desta forma, foi possível simular as condições de funcionamento do motor, assim como analisar e determinar a causa de falha do veio de manivelas, visando prolongar a vida útil dos veios de manivelas, contribuindo não só para menores custos de manutenção mas também para o aumento da operacionalidade destes navios.

Biosorción en tanque agitado de Cd(+2) y Pb(+2) con cáscara de cacao

En la búsqueda de tecnologías más limpias para el tratamiento de efluentes que contienen metales pesados se ha dirigido la atención hacia la biosorción. Este estudio permitió abordar el proceso de biosorción de 〖Cd〗^(+2)y 〖Pb〗^(+2) en efluentes mineros a través de la cáscara de cacao. Se determinó las características físico-químicas del biosorbente y el resultado obtenido fue: la cáscara de cacao tiene una superficie neutra, compuesta principalmente por grupos ésteres alifáticos; además se estudió los factores que afectan este proceso como son: pH, tamaño de partícula, tiempo de contacto, Temperatura, y la concentración inicial del metal. El pH óptimo para la biosorción de plomo es entre 4 y 5 y para el cadmio fue entre 5 y 6; con respecto al tiempo de contacto necesario para eliminar la mayor cantidad de iones metálicos fue de 10 minutos, siendo el resultado obtenido en la remoción tanto de cadmio como de plomo de 86,92% y 96,74% respectivamente. Se observó que la temperatura no afecta significativamente el proceso de biosorción como el pH y se determinó como óptima 25℃ ; también se analizó que la cáscara de cacao tiene mayor afinidad por el cadmio por tener un radio iónico más pequeño que el plomo permitiéndole alcanzar poros reducidos; además al aumentar la concentración, la eliminación de cadmio disminuyó y para el plomo aumentó pero no de forma significativa. Los datos experimentales de la biosorción de plomo y cadmio en cáscara de cacao, reproducen favorablemente el modelo cinético Pseudo Segundo Orden, con coeficientes de correlación (R^2) para 〖Pb〗^(+2) de 0,999 y 〖Cd〗^(+2) de 1. Finalmente en el estudio de equilibrio el modelo de Langmuir describe el proceso de adsorción para 〖Cd〗^(+2) y el modelo de Fleundlich se ajustó mejor a los datos experimentales para 〖Pb〗^(+2).

IMPACT OF PLUG-IN ELECTRIC VEHICLES AND WIND GENERATORS ON HARMONIC DISTORTION OF ELECTRIC DISTRIBUTION SYSTEMS

Harmonic distortion on voltages and currents increases with the increased penetration of Plug-in Electric Vehicle (PEV) loads in distribution systems. Wind Generators (WGs), which are source of harmonic currents, have some common harmonic profiles with PEVs. Thus, WGs can be utilized in careful ways to subside the effect of PEVs on harmonic distortion. This work studies the impact of PEVs on harmonic distortions and integration of WGs to reduce it. A decoupled harmonic three-phase unbalanced distribution system model is developed in OpenDSS, where PEVs and WGs are represented by harmonic current loads and sources respectively. The developed model is first used to solve harmonic power flow on IEEE 34-bus distribution system with low, moderate, and high penetration of PEVs, and its impact on current/voltage Total Harmonic Distortions (THDs) is studied. This study shows that the voltage and current THDs could be increased upto 9.5% and 50% respectively, in case of distribution systems with high PEV penetration and these THD values are significantly larger than the limits prescribed by the IEEE standards. Next, carefully sized WGs are selected at different locations in the 34-bus distribution system to demonstrate reduction in the current/voltage THDs. In this work, a framework is also developed to find optimal size of WGs to reduce THDs below prescribed operational limits in distribution circuits with PEV loads. The optimization framework is implemented in MATLAB using Genetic Algorithm, which is interfaced with the harmonic power flow model developed in OpenDSS. The developed framework is used to find optimal size of WGs on the 34-bus distribution system with low, moderate, and high penetration of PEVs, with an objective to reduce voltage/current THD deviations throughout the distribution circuits. With the optimal size of WGs in distribution systems with PEV loads, the current and voltage THDs are reduced below 5% and 7% respectively, which are within the limits prescribed by IEEE.