Aplicação do valor presente ajustado (APV) para avaliação do fluxo de caixa de uma empresa do setor automotivo no sistema inovar auto

The automobile industry shows relevance inside the Brazilian industrial scenario since it contributes with the development of a significant chain of supply, distributors, workshops, publicity agencies and insurance companies in the internal market, aside from being one of the five biggest worldwide market. Thereby, the federal government decreed in Dec, 17th 2012 by Law nº 12.715 the Inovar-Auto Program. As the Adjusted Present Value (APV) is highly recommended, although not yet widespread to public politics of tax reduction, this work intends to apply the APV method on the cash flow analysis of an automobile sector's company, which has recently installed in national territory and wants to rely with governmental incentives proposed by Inovar-Auto Program. The developed work evaluates the company's current cash flow stochastically from mathematical modeling of variables such as price, demand and interest rate through probability distributions with the assist of Crystal Ball software, a Microsoft Excel Add-in, generating different scenarios from Monte Carlo Simulation. As results probabilities situations have been evaluated until the end of the Inovar-Auto's conducted period, in 2017. Beside APV others indicator such as Internal Rate of Return (IRR) and payback period were estimated for the investment project. For APV a sampling distribution with only 0.057% of risk, IRR of 29% were obtained and estimated project payback period was 4.13 years

Optimization of x-ray spectra in digital mammography through Monte Carlo simulations

In this work, a Monte Carlo code was used to investigate the performance of different x-ray spectra in digital mammography, through a figure of merit (FOM), defined as FOM = CNR2/(D) over bar (g), with CNR being the contrast-to-noise ratio in image and (D) over bar (g) being the average glandular dose. The FOM was studied for breasts with different thicknesses t (2 cm <= t <= 8 cm) and glandular contents (25%, 50% and 75% glandularity). The anode/filter combinations evaluated were those traditionally employed in mammography (Mo/Mo, Mo/Rh, Rh/Rh), and a W anode combined with Al or K-edge filters (Zr, Mo, Rh, Pd, Ag, Cd, Sn), for tube potentials between 22 and 34 kVp. Results show that the W anode combined with K-edge filters provides higher values of FOM for all breast thicknesses investigated. Nevertheless, the most suitable filter and tube potential depend on the breast thickness, and for t >= 6 cm, they also depend on breast glandularity. Particularly for thick and dense breasts, a W anode combined with K-edge filters can greatly improve the digital technique, with the values of FOM up to 200% greater than that obtained with the anode/filter combinations and tube potentials traditionally employed in mammography. For breasts with t < 4 cm, a general good performance was obtained with the W anode combined with 60 mu m of the Mo filter at 24-25 kVp, while 60 mu m of the Pd filter provided a general good performance at 24-26 kVp for t = 4 cm, and at 28-30 and 29-31 kVp for t = 6 and 8 cm, respectively.

Generalized Metropolis dynamics with a generalized master equation: An approach for time-independent and time-dependent Monte Carlo simulations of generalized spin systems

The extension of Boltzmann-Gibbs thermostatistics, proposed by Tsallis, introduces an additional parameter q to the inverse temperature beta. Here, we show that a previously introduced generalized Metropolis dynamics to evolve spin models is not local and does not obey the detailed energy balance. In this dynamics, locality is only retrieved for q = 1, which corresponds to the standard Metropolis algorithm. Nonlocality implies very time-consuming computer calculations, since the energy of the whole system must be reevaluated when a single spin is flipped. To circumvent this costly calculation, we propose a generalized master equation, which gives rise to a local generalized Metropolis dynamics that obeys the detailed energy balance. To compare the different critical values obtained with other generalized dynamics, we perform Monte Carlo simulations in equilibrium for the Ising model. By using short-time nonequilibrium numerical simulations, we also calculate for this model the critical temperature and the static and dynamical critical exponents as functions of q. Even for q not equal 1, we show that suitable time-evolving power laws can be found for each initial condition. Our numerical experiments corroborate the literature results when we use nonlocal dynamics, showing that short-time parameter determination works also in this case. However, the dynamics governed by the new master equation leads to different results for critical temperatures and also the critical exponents affecting universality classes. We further propose a simple algorithm to optimize modeling the time evolution with a power law, considering in a log-log plot two successive refinements.

Probabilistic failure modelling of reinforced concrete structures subjected to chloride penetration

Structural durability is an important criterion that must be evaluated for every type of structure. Concerning reinforced concrete members, chloride diffusion process is widely used to evaluate durability, especially when these structures are constructed in aggressive atmospheres. The chloride ingress triggers the corrosion of reinforcements; therefore, by modelling this phenomenon, the corrosion process can be better evaluated as well as the structural durability. The corrosion begins when a threshold level of chloride concentration is reached at the steel bars of reinforcements. Despite the robustness of several models proposed in literature, deterministic approaches fail to predict accurately the corrosion time initiation due the inherent randomness observed in this process. In this regard, structural durability can be more realistically represented using probabilistic approaches. This paper addresses the analyses of probabilistic corrosion time initiation in reinforced concrete structures exposed to chloride penetration. The chloride penetration is modelled using the Fick's diffusion law. This law simulates the chloride diffusion process considering time-dependent effects. The probability of failure is calculated using Monte Carlo simulation and the first order reliability method, with a direct coupling approach. Some examples are considered in order to study these phenomena. Moreover, a simplified method is proposed to determine optimal values for concrete cover.

Reliability algorithms applied to reinforced concrete structures durability assessment

This paper addresses the analysis of probabilistic corrosion time initiation in reinforced concrete structures exposed to ions chloride penetration. Structural durability is an important criterion which must be evaluated in every type of structure, especially when these structures are constructed in aggressive atmospheres. Considering reinforced concrete members, chloride diffusion process is widely used to evaluate the durability. Therefore, at modelling this phenomenon, corrosion of reinforcements can be better estimated and prevented. These processes begin when a threshold level of chlorides concentration is reached at the steel bars of reinforcements. Despite the robustness of several models proposed in the literature, deterministic approaches fail to predict accurately the corrosion time initiation due to the inherently randomness observed in this process. In this regard, the durability can be more realistically represented using probabilistic approaches. A probabilistic analysis of ions chloride penetration is presented in this paper. The ions chloride penetration is simulated using the Fick's second law of diffusion. This law represents the chloride diffusion process, considering time dependent effects. The probability of failure is calculated using Monte Carlo simulation and the First Order Reliability Method (FORM) with a direct coupling approach. Some examples are considered in order to study these phenomena and a simplified method is proposed to determine optimal values for concrete cover.

Modelización econométrica a través de cadenas de Markov de Monte Carlo (MCMC) en valoración contingente

Doctorado en Análisis Económico. Programa en Análisis Económico Aplicado

Paralelización del algoritmo Monte Carlo Ray Tracing para Comunicaciones Ópticas Submarinas

Máster Universitario en Sistemas Inteligentes y Aplicaciones Numéricas en Ingeniería (SIANI)

Caracterización computacional de un detector de germanio hiperpuro de rango extendido (HPGe- XtRa) con simulación Montecarlo y optimización con un algoritmo evolutivo

Máster Universitario en Sistemas Inteligentes y Aplicaciones Numéricas en Ingeniería (SIANI)

Probabilistic approaches in civil engineering: generation of random fields and structural identification with genetic algorithms

The inherent stochastic character of most of the physical quantities involved in engineering models has led to an always increasing interest for probabilistic analysis. Many approaches to stochastic analysis have been proposed. However, it is widely acknowledged that the only universal method available to solve accurately any kind of stochastic mechanics problem is Monte Carlo Simulation. One of the key parts in the implementation of this technique is the accurate and efficient generation of samples of the random processes and fields involved in the problem at hand. In the present thesis an original method for the simulation of homogeneous, multi-dimensional, multi-variate, non-Gaussian random fields is proposed. The algorithm has proved to be very accurate in matching both the target spectrum and the marginal probability. The computational efficiency and robustness are very good too, even when dealing with strongly non-Gaussian distributions. What is more, the resulting samples posses all the relevant, welldefined and desired properties of “translation fields”, including crossing rates and distributions of extremes. The topic of the second part of the thesis lies in the field of non-destructive parametric structural identification. Its objective is to evaluate the mechanical characteristics of constituent bars in existing truss structures, using static loads and strain measurements. In the cases of missing data and of damages that interest only a small portion of the bar, Genetic Algorithm have proved to be an effective tool to solve the problem.

Modellierung der Oberflächenreaktionen von Vesikeln und Proteinen mit Hilfe dynamischer Monte-Carlo-Simulationen

Die vorliegende Arbeit behandelt die Adsorption von Phospholipidvesikeln, Proteinen und Latex Beads an funktionalisierten festkörpergestützten Oberflächen. Der Schwerpunkt der Abhandlung liegt in der Modellierung der Kinetik mit Hilfe eines Simulationsprogramms unter Berücksichtigung des Massentransports in Staupunktgeometrie, der Adsorption und nachfolgender konformativer Änderungen adhärierter Partikel. Das Simulationsprogramm basiert auf einem RSA (random sequential adsorption) Algorithmus und erlaubt es aufgrund zusätzlich implementierter Optionen, z.B. zur Behandlung elektrostatischer Abstoßung, von Spreitprozessen oder von Desorptionsereignissen, den Adsorptionsprozess unter realistischen physikalischen Bedingungen nachzuempfinden und spezifische biologische Fragestellungen zu beantworten. Aus Anpassungen von Simulationen an experimentelle Daten ergeben sich dynamische Parameter, wie z.B. die Transport-, Adsorptions-, Spreit- und die Desorptionsrate. Die experimentellen Daten wurden mit Hilfe der Quarzmikrowaagetechnik (QCM), der Impedanzspektroskopie (IS) und der Rasterkraftmikroskopie (AFM) erhoben. Zusätzlich zur Kinetik gibt die graphische Ausgabe des Simulationsprogramms Aufschluss über die Oberflächenverteilung der adsorbierten und gespreiteten Partikel. Bei der Untersuchung von Systemen, in denen die Adsorption reversibel ist und infolge dessen Desorptionsprozesse eine wichtige Rolle spielen, wurde mit Hilfe des Simulationsprogramms ein völlig neuartiges Sensorkonzept in Aussicht gestellt. Es wurde gezeigt, dass aus der Analyse des Leistungsspektrums der Fluktuationen in der Belegung die Kinetik von Adsorption und Desorption ermittelt werden kann. Dies ist aus sensorischer Sicht interessant, da eine Vielzahl störender Einflüsse, wie z.B: der Massentransport und die elektronische Drift in diesem Fall nicht berücksichtigt werden müssen.

Feasibility study of performing high precision gamma spectroscopy of lambda lambda hypernuclei in the PANDA experiment

Hypernuclear physics is currently attracting renewed interest, due tornthe important role of hypernuclei spectroscopy rn(hyperon-hyperon and hyperon-nucleon interactions) rnas a unique toolrnto describe the baryon-baryon interactions in a unified way and to rnunderstand the origin of their short-range.rnrnHypernuclear research will be one of the main topics addressed by the {sc PANDA} experimentrnat the planned Facility for Antiproton and Ion Research {sc FAIR}.rnThanks to the use of stored $overline{p}$ beams, copiousrnproduction of double $Lambda$ hypernuclei is expected at thern{sc PANDA} experiment, which will enable high precision $gamma$rnspectroscopy of such nuclei for the first time.rnAt {sc PANDA} excited states of $Xi^-$ hypernuclei will be usedrnas a basis for the formation of double $Lambda$ hypernuclei.rnFor their detection, a devoted hypernuclear detector setup is planned. This setup consists ofrna primary nuclear target for the production of $Xi^{-}+overline{Xi}$ pairs, a secondary active targetrnfor the hypernuclei formation and the identification of associated decay products and a germanium array detector to perform $gamma$ spectroscopy.rnrnIn the present work, the feasibility of performing high precision $gamma$rnspectroscopy of double $Lambda$ hypernuclei at the {sc PANDA} experiment has been studiedrnby means of a Monte Carlo simulation. For this issue, the designing and simulation of the devoted detector setup as well as of the mechanism to produce double $Lambda$ hypernuclei have been optimizedrntogether with the performance of the whole system. rnIn addition, the production yields of double hypernuclei in excitedrnparticle stable states have been evaluated within a statistical decay model.rnrnA strategy for the unique assignment of various newly observed $gamma$-transitions rnto specific double hypernuclei has been successfully implemented by combining the predicted energy spectra rnof each target with the measurement of two pion momenta from the subsequent weak decays of a double hypernucleus.rn% Indeed, based on these Monte Carlo simulation, the analysis of the statistical decay of $^{13}_{Lambda{}Lambda}$B has been performed. rn% As result, three $gamma$-transitions associated to the double hypernuclei $^{11}_{Lambda{}Lambda}$Bern% and to the single hyperfragments $^{4}_{Lambda}$H and $^{9}_{Lambda}$Be, have been well identified.rnrnFor the background handling a method based on time measurement has also been implemented.rnHowever, the percentage of tagged events related to the production of $Xi^{-}+overline{Xi}$ pairs, variesrnbetween 20% and 30% of the total number of produced events of this type. As a consequence, further considerations have to be made to increase the tagging efficiency by a factor of 2.rnrnThe contribution of the background reactions to the radiation damage on the germanium detectorsrnhas also been studied within the simulation. Additionally, a test to check the degradation of the energyrnresolution of the germanium detectors in the presence of a magnetic field has also been performed.rnNo significant degradation of the energy resolution or in the electronics was observed. A correlationrnbetween rise time and the pulse shape has been used to correct the measured energy. rnrnBased on the present results, one can say that the performance of $gamma$ spectroscopy of double $Lambda$ hypernuclei at the {sc PANDA} experiment seems feasible.rnA further improvement of the statistics is needed for the background rejection studies. Moreover, a more realistic layout of the hypernuclear detectors has been suggested using the results of these studies to accomplish a better balance between the physical and the technical requirements.rn