Development of hybrid composite plate (HCP) for strengthening and repair of RC structures

Tese de Doutoramento em Engenharia Civil

Indicadores chave de sustentabilidade para edifícios residenciais em estrutura metálica

Dissertação de mestrado integrado em Engenharia Civil

Durabilidade de colagens estruturais em elementos de madeira

Dissertação de mestrado integrado em Engenharia Civil

Influência do tipo de adesivo no comportamento de elementos de betão reforçados com laminados de CFRP de acordo com a técnica NSM

Dissertação de mestrado integrado em Engenharia Civil

Resilience of concrete structures in the marine environment through microstructural innovation

Dissertação de mestrado integrado em Engenharia Civil

An integrated model for simulation of construction phasing of arch concrete dams

Dissertação de mestrado integrado em Civil Engineering

Avaliação experimental da utilização de conectores indentados em elementos mistos de aço e betão leve

Dissertação de mestrado integrado em Engenharia Civil

Avaliação do potencial económico de implementação da construção em BTC

Dissertação de mestrado integrado em Engenharia Civil

Reforço à flexão de lajes de betão armado com laminados de CFRP pré-esforçados

Dissertação de mestrado integrado em Engenharia Civil (área de especialização em Estruturas e Geotecnia)

Hydrogen interaction with supermartensitic stainless steel studied by energy dispersive X-ray diffraction

Magdeburg, Univ., Fak. für Maschinenbau, Diss., 2015

Concrete Cubi

Combined media on photographic paper. 51" x 55" Pomona College Museum of Art

Debt and deficit fluctuations and the structure of bond markets

We analyse the implications of optimal taxation for the stochastic behaviour of debt. We show that when a government pursues an optimal fiscal policy under complete markets, the value of debt has the same or less persistence than other variables in the economy and it declines in response to shocks that cause the deficit to increase. By contrast, under incomplete markets debt shows more persistence than other variables and it increases in response to shocks that cause a higher deficit. Data for US government debt reveals diametrically opposite results from those of complete markets and is much more supportive of bond market incompleteness.

In Search of a theory of debt management

A growing literature integrates theories of debt management into models of optimal fiscal policy. One promising theory argues that the composition of government debt should be chosen so that fluctuations in the market value of debt offset changes in expected future deficits. This complete market approach to debt management is valid even when the government only issues non-contingent bonds. A number of authors conclude from this approach that governments should issue long term debt and invest in short term assets. We argue that the conclusions of this approach are too fragile to serve as a basis for policy recommendations. This is because bonds at different maturities have highly correlated returns, causing the determination of the optimal portfolio to be ill-conditioned. To make this point concrete we examine the implications of this approach to debt management in various models, both analytically and using numerical methods calibrated to the US economy. We find the complete market approach recommends asset positions which are huge multiples of GDP. Introducing persistent shocks or capital accumulation only worsens this problem. Increasing the volatility of interest rates through habits partly reduces the size of these simulations we find no presumption that governments should issue long term debt ? policy recommendations can be easily reversed through small perturbations in the specification of shocks or small variations in the maturity of bonds issued. We further extend the literature by removing the assumption that governments every period costlessly repurchase all outstanding debt. This exacerbates the size of the required positions, worsens their volatility and in some cases produces instability in debt holdings. We conclude that it is very difficult to insulate fiscal policy from shocks by using the complete markets approach to debt management. Given the limited variability of the yield curve using maturities is a poor way to substitute for state contingent debt. The result is the positions recommended by this approach conflict with a number of features that we believe are important in making bond markets incomplete e.g allowing for transaction costs, liquidity effects, etc.. Until these features are all fully incorporated we remain in search of a theory of debt management capable of providing robust policy insights.

Study of the influence of grain size and precipitates on the electromagnetic losses in different grades of non-oriented fully processed electrical steel

The study was performed in the installations of OCAS, a Steel Research Centre of ArcelorMittal. Taking M32 steel (3.25%Si+0.9%Al) as the basis chemical composition and three different thicknesses (0.35, 0.5 and 0.65mm), different annealing conditions (temperature and time) have been applied in the laboratory simulator at St. Chély, France. The aim was to link annealing parameters, grain size and energy loss. It was determined the optimum annealing parameters to reach the lowest power losses for three different grades of non-oriented fully processed electrical steel. In addition, M250-50 samples having different magnetic behaviour (high and low losses) but the same grain size and texture, have been analyzed in terms of TEM observations of their precipitates, in the University of Marseille. The results reveal that a high amount of medium and big precipitates (&10 nm) worsen the magnetic properties of the material. The small precipitates (&10nm) do not have a strong influence on the magnetic properties. The presence of precipitates can have a great influence on the power losses and further work is clearly necessary.