Scaling of the elastic contribution to the surface free energy of a nematic liquid crystal on a sawtoothed substrate

We characterize the elastic contribution to the surface free energy of a nematic liquid crystal in the presence of a sawtooth substrate. Our findings are based on numerical minimization of the Landau-de Gennes model and analytical calculations on the Frank-Oseen theory. The nucleation of disclination lines (characterized by non-half-integer winding numbers) in the wedges and apexes of the substrate induces a leading order proportional to q ln q to the elastic contribution to the surface free-energy density, with q being the wave number associated with the substrate periodicity.

Percolation of colloids with distinct interaction sites

We generalize the Flory-Stockmayer theory of percolation to a model of associating (patchy) colloids, which consists of hard spherical particles, having on their surfaces f short-ranged-attractive sites of m different types. These sites can form bonds between particles and thus promote self-assembly. It is shown that the percolation threshold is given in terms of the eigenvalues of a m x m matrix, which describes the recursive relations for the number of bonded particles on the ith level of a cluster with no loops; percolation occurs when the largest of these eigenvalues equals unity. Expressions for the probability that a particle is not bonded to the giant cluster, for the average cluster size and the average size of a cluster to which a randomly chosen particle belongs, are also derived. Explicit results for these quantities are computed for the case f = 3 and m = 2. We show how these structural properties are related to the thermodynamics of the associating system by regarding bond formation as a (equilibrium) chemical reaction. This solution of the percolation problem, combined with Wertheim's thermodynamic first-order perturbation theory, allows the investigation of the interplay between phase behavior and cluster formation for general models of patchy colloids.

Concepção de uma pequena turbina eólica destinada ao segmento doméstico (simplificação e análise aerodinâmica das pás)

O trabalho que se apresenta incide sobre o estudo aerodinâmico das pás de uma turbina eólica de pequeno porte, com vista à simplificação geométrica, de forma a que estas sejam baratas e de fácil concepção. A teoria da quantidade de movimento do elemento de pá (BEMT), que é o modelo de referência para o projecto e análise aerodinâmica das pás das turbinas eólicas, foi utilizada neste trabalho de forma a projectar e analisar aerodinamicamente as pás da turbina. Sendo assim, desenvolveu-se um programa computacional em MATLAB, denominado de “Turbina”, de forma a implementar a teoria BEM. Introduzindo os dados dos parâmetros de projecto no programa (potência requerida, o número de pás, velocidade do vento, a TSR e o tipo de perfil alar), obtêm-se os parâmetros geométricos das pás (distribuição da corda ao longo da envergadura, o raio da pá e a distribuição da torção da pá), os parâmetros aerodinâmicos e de desempenho. Uma pá ideal foi calculada e de seguida foi modificada de forma a obter-se uma pá simples e menos carregada aerodinamicamente. Introduzidas as modificações na geometria da pá ideal, obtiveram-se duas configurações distintas. Uma configuração linear, onde a distribuição da corda e do ângulo de torção se tornam lineares, e outra configuração bi-linear, onde a distribuição da corda continua linear mas o ângulo de torção se torna bi-linear, isto é, a pá é composta por dois troços onde cada troço apresenta uma distribuição linear do ângulo de torção geométrica. As conclusões demonstram que a configuração bi-linear é uma boa alternativa a configuração ideal, apresentando uma redução do desempenho do rotor de 2.8% para um aumento do raio da pá em 1.41%, para se obter a mesma potência da configuração ideal. A análise aos perfis alares, utilizados neste trabalho, foi efectuada a partir dos programas comerciais ICEM e FLUENT. De forma a automatizar a análise de CFD, três programas foram desenvolvidos utilizando a linguagem de programação “C”. Os programas são denominados de “Malha2D”, “Calcula_Coeficientes” e “Plot_Graficos”. Finalmente, um estudo paramétrico foi feito de forma a avaliar a influências das variáveis de projecto no desempenho geral da turbina.

A energia das ondas e o seu aproveitamento

As crises energéticas surgidas no decorrer do último século, incluindo a crise do petróleo, obrigaram o Homem a procurar cada vez mais fontes de energia alternativas e preferencialmente inesgotáveis. Desta situação, resultou uma forte aposta na exploração das fontes de energias renováveis, que são uma das principais alternativas para responder a um aumento de procura, e também, face às exigências de consumos actuais, beneficiando de ao se apostar numa energia limpa e renovável existir uma forte redução nos impactes ambientais que outras fontes de energia não apresentam. O aproveitamento dos recursos provenientes de fontes de energia renováveis para a produção de energia já existe há vários anos, e, em alguns casos, atingiram já um estado de maturidade considerável, como é caso da energia eólica. Em comparação, o mesmo já não acontece com a energia das ondas. Embora o oceano apresente um recurso com enorme potencial para ser explorado, incluindo as ondas e correntes oceânicas, os dispositivos tecnológicos necessários para a exploração deste recurso encontram-se maioritariamente ainda em fase experimental, havendo casos pontuais que atingiram a fase pré-comercial. Assim, não existe até à data um dispositivo padrão para a exploração da energia das ondas em grande escala, contrariamente ao que acontece com a energia eólica. Para esta situação, contribuiu o elevado número de dispositivos patenteados para a exploração da energia das ondas, nenhum deles com vantagens significativas relativamente a outros, e também, devido ao facto de a exploração deste tipo de energia não poder ser feito de igual modo na costa ou a muitos quilómetros dela. Na presente dissertação são apresentados alguns dos principais dispositivos existentes para a extracção de energia proveniente das ondas oceânicas, com especial atenção para os dispositivos de coluna de água oscilante.

Extreme Value Theory versus traditional GARCH approaches applied to financial data: a comparative evaluation

Although stock prices fluctuate, the variations are relatively small and are frequently assumed to be normal distributed on a large time scale. But sometimes these fluctuations can become determinant, especially when unforeseen large drops in asset prices are observed that could result in huge losses or even in market crashes. The evidence shows that these events happen far more often than would be expected under the generalized assumption of normal distributed financial returns. Thus it is crucial to properly model the distribution tails so as to be able to predict the frequency and magnitude of extreme stock price returns. In this paper we follow the approach suggested by McNeil and Frey (2000) and combine the GARCH-type models with the Extreme Value Theory (EVT) to estimate the tails of three financial index returns DJI,FTSE 100 and NIKKEI 225 representing three important financial areas in the world. Our results indicate that EVT-based conditional quantile estimates are much more accurate than those from conventional AR-GARCH models assuming normal or Student’s t-distribution innovations when doing out-of-sample estimation (within the insample estimation, this is so for the right tail of the distribution of returns).

Effect of the number of shells on the pressure and energy of two-dimensional free bubble clusters

We have performed Surface Evolver simulations of two-dimensional hexagonal bubble clusters consisting of a central bubble of area lambda surrounded by s shells or layers of bubbles of unit area. Clusters of up to twenty layers have been simulated, with lambda varying between 0.01 and 100. In monodisperse clusters (i.e., for lambda = 1) [M.A. Fortes, F Morgan, M. Fatima Vaz, Philos. Mag. Lett. 87 (2007) 561] both the average pressure of the entire Cluster and the pressure in the central bubble are decreasing functions of s and approach 0.9306 for very large s, which is the pressure in a bubble of an infinite monodisperse honeycomb foam. Here we address the effect of changing the central bubble area lambda. For small lambda the pressure in the central bubble and the average pressure were both found to decrease with s, as in monodisperse clusters. However, for large,, the pressure in the central bubble and the average pressure increase with s. The average pressure of large clusters was found to be independent of lambda and to approach 0.9306 asymptotically. We have also determined the cluster surface energies given by the equation of equilibrium for the total energy in terms of the area and the pressure in each bubble. When the pressures in the bubbles are not available, an approximate equation derived by Vaz et al. [M. Fatima Vaz, M.A. Fortes, F. Graner, Philos. Mag. Lett. 82 (2002) 575] was shown to provide good estimations for the cluster energy provided the bubble area distribution is narrow. This approach does not take cluster topology into account. Using this approximate equation, we find a good correlation between Surface Evolver Simulations and the estimated Values of energies and pressures. (C) 2008 Elsevier B.V. All rights reserved.

Construção de vantagens competitivas nas estratégias de internacionalização: estudo do caso da EFACEC

Dissertação apresentada ao Instituto Politécnico do Porto para obtenção do Grau de Mestre em Gestão das Organizações, Ramo de Gestão de Empresas Orientador: Professor Doutor Orlando Manuel Martins Marques de Lima Rua

Adaptive learning in multiagent systems: a forecasting methodology based on error analysis

Electricity markets are complex environments, involving a large number of different entities, playing in a dynamic scene to obtain the best advantages and profits. MASCEM is a multi-agent electricity market simu-lator to model market players and simulate their operation in the market. Market players are entities with specific characteristics and objectives, making their decisions and interacting with other players. MASCEM pro-vides several dynamic strategies for agents’ behaviour. This paper presents a method that aims to provide market players strategic bidding capabilities, allowing them to obtain the higher possible gains out of the market. This method uses an auxiliary forecasting tool, e.g. an Artificial Neural Net-work, to predict the electricity market prices, and analyses its forecasting error patterns. Through the recognition of such patterns occurrence, the method predicts the expected error for the next forecast, and uses it to adapt the actual forecast. The goal is to approximate the forecast to the real value, reducing the forecasting error.

Transmission cost allocation using cooperative game theory: a comparative study

In this paper is presented a Game Theory based methodology to allocate transmission costs, considering cooperation and competition between producers. As original contribution, it finds the degree of participation on the additional costs according to the demand behavior. A comparative study was carried out between the obtained results using Nucleolus balance and Shapley Value, with other techniques such as Averages Allocation method and the Generalized Generation Distribution Factors method (GGDF). As example, a six nodes network was used for the simulations. The results demonstrate the ability to find adequate solutions on open access environment to the networks.

Can varying the number of teams in a shift schedule constitute a preventive strategy?

OBJECTIVE: The study examines the implications for shiftworkers of applying different numbers of teams in the organization of shiftwork. METHODS: The participating operators came from five different companies applying continuous shift rotation systems. The companies shared the same product organization and a common corporate culture belonging to the same multinational company. Each company had a shift system consisting of four, five or six teams, with the proportion of shifts outside day work decreasing as the number of teams increased. Questionnaire and documentary data were used as data sources. RESULTS: Operators in systems with additional teams had more daywork but also more irregular working hours due to both overtime and schedule changes. Operators using six teams used fewer social compensation strategies. Operators in four teams were most satisfied with their work hours. Satisfaction with the time available for various social activities outside work varied inconsistently between the groups. CONCLUSIONS: In rotating systems the application of more teams reduces the number of shifts outside day work. This apparent improvement for shiftworkers was counteracted by a concomitant irregularity produced by greater organizational requirements for flexibility. The balance of this interaction was found to have a critical impact on employees.

Study of the influence of count’s number in myocardium in the determination of reproducible functional parameters in Gated-SPECT studies simulated with GATE

Myocardial Perfusion Gated Single Photon Emission Tomography (Gated-SPET) imaging is used for the combined evaluation of myocardial perfusion and left ventricular (LV) function. But standard protocols of the Gated-SPECT studies require long acquisition times for each study. It is therefore important to reduce as much as possible the total duration of image acquisition. However, it is known that this reduction leads to decrease on counts statistics per projection and raises doubts about the validity of the functional parameters determined by Gated-SPECT. Considering that, it’s difficult to carry out this analysis in real patients. For ethical, logistical and economical matters, simulated studies could be required for this analysis. Objective: Evaluate the influence of the total number of counts acquired from myocardium, in the calculation of myocardial functional parameters (LVEF – left ventricular ejection fraction, EDV – end-diastolic volume, ESV – end-sistolic volume) using routine software procedures.

Design and performance of a novel low-density parity-check code for distributed video coding

Low-density parity-check (LDPC) codes are nowadays one of the hottest topics in coding theory, notably due to their advantages in terms of bit error rate performance and low complexity. In order to exploit the potential of the Wyner-Ziv coding paradigm, practical distributed video coding (DVC) schemes should use powerful error correcting codes with near-capacity performance. In this paper, new ways to design LDPC codes for the DVC paradigm are proposed and studied. The new LDPC solutions rely on merging parity-check nodes, which corresponds to reduce the number of rows in the parity-check matrix. This allows to change gracefully the compression ratio of the source (DCT coefficient bitplane) according to the correlation between the original and the side information. The proposed LDPC codes reach a good performance for a wide range of source correlations and achieve a better RD performance when compared to the popular turbo codes.