A Numerical study of fluid flow in peristaltic pumps and polymeric elastic pipes

This thesis work deals with a mathematical description of flow in polymeric pipe and in a specific peristaltic pump. This study involves fluid-structure interaction analysis in presence of complex-turbulent flows treated in an arbitrary Lagrangian-Eulerian (ALE) framework. The flow simulations are performed in COMSOL 4.4, as 2D axial symmetric model, and ABAQUS 6.14.1, as 3D model with symmetric boundary conditions. In COMSOL, the fluid and structure problems are coupled by monolithic algorithm, while ABAQUS code links ABAQUS CFD and ABAQUS Standard solvers with single block-iterative partitioned algorithm. For the turbulent features of the flow, the fluid model in both codes is described by RNG k-ϵ. The structural model is described, on the basis of the pipe material, by Elastic models or Hyperelastic Neo-Hookean models with Rayleigh damping properties. In order to describe the pulsatile fluid flow after the pumping process, the available data are often defective for the fluid problem. Engineering measurements are normally able to provide average pressure or velocity at a cross-section. This problem has been analyzed by McDonald's and Womersley's work for average pressure at fixed cross section by Fourier analysis since '50, while nowadays sophisticated techniques including Finite Elements and Finite Volumes exist to study the flow. Finally, we set up peristaltic pipe simulations in ABAQUS code, by using the same model previously tested for the fl uid and the structure.

Ecological effects of flow and temperature regimes on fish communities in temperate rivers

Les organismes aquatiques sont adaptés à une grande variabilité hydrique et thermique des rivières. Malgré ceci, la régulation des eaux suscite des changements aux débits qui peuvent provoquer des impacts négatifs sur la biodiversité et les processus écologiques en rivière. Celle-ci peut aussi causer des modifications au niveau des régimes thermiques et des caractéristiques de l’habitat du poisson. Des données environnementales et biologiques décrivant l’habitat du poisson existent, mais elles sont incomplètes pour plusieurs rivières au Canada et de faible qualité, limitant les relations quantitatives débit-température-poissons à un petit nombre de rivières ou à une région étudiée. La recherche menée dans le cadre de mon doctorat concerne les impacts de la génération d'hydroélectricité sur les rivières; soit les changements aux régimes hydriques et thermiques reliés à la régulation des eaux sur la variation des communautés ichtyologiques qui habitent les rivières régulées et naturelles au Canada. Suite à une comparaison d’échantillonnage de pêche, une méthode constante pour obtenir des bons estimés de poisson (richesse, densité et biomasse des espèces) a été établie pour évaluer la structure de la communauté de poissons pour l’ensemble des rivières ciblées par l’étude. Afin de mieux comprendre ces changements environnementaux, les principales composantes décrivant ces régimes ont été identifiées et l’altération des régimes hydriques pour certaines rivières régulées a été quantifiée. Ces résultats ont servi à établir la relation significative entre le degré de changement biotique et le degré de changement hydrique pour illustrer les différences entre les régimes de régulation. Pour faire un complément aux indices biotiques déjà calculés pour l’ensemble des communautés de poissons (diversité, densité et biomasse des espèces par rivière), les différences au niveau des guildes de poissons ont été quantifiées pour expliquer les divers effets écologiques dus aux changements de régimes hydriques et thermiques provenant de la gestion des barrages. Ces derniers résultats servent à prédire pour quels traits écologiques ou groupes d’espèces de poissons les composantes hydriques et thermiques sont importantes. De plus, ces derniers résultats ont servi à mettre en valeur les variables décrivant les régimes thermiques qui ne sont pas toujours inclues dans les études hydro-écologiques. L’ensemble des résultats de cette thèse ont des retombées importantes sur la gestion des rivières en évaluant, de façon cohérente, l’impact de la régulation des rivières sur les communautés de poissons et en développant des outils de prévision pour la restauration des écosystèmes riverains.

Empirical evidence of S-curves in the Colombian

The Marshall-Lerner condition, the J-curve and S-curve have emerged as theoretical and empirical foundations developed for the study of the interaction between exchange rates and international patterns of bilateral trade -- They have a significant bearing on thedevelopment of public policy, and are of equal interest to the academic and professional communities -- The most recently developed of these theories, the S-Curve, is named after the theorized short-run behavior to be found in the cross-correlation function of the real exchange rate and the trade balance -- Considering this theoretical context, the paper seeks empirical evidence of the existence of the S-Curve in the bilateral trade in commodity and non-commodity goods between Colombia and the United States and Venezuela, its main trading partners, for the yearly quarters between 1994:1 and 2009:4

Empirical validation of CAPM

This paper pretends to show empirical evidence of the CAPM model of Sharpe-Lintner (1964) for Colombia from 2003 to 2010, whose validation is carried out using the method of Black, Jensen and Scholes (1972) but introducing certain methodological econometric type changes associated to the requirements imposed by the used sample -- Specifically, we found no empirical evidence to reject the CAPM for the Colombian economyin the period under analysis

Carrier Selection for Multi-commodity Flow Optimization in Cooperative Environments

Part 18: Optimization in Collaborative Networks

Reduced models of chemical reaction in chaotic flows

We describe and evaluate two reduced models for nonlinear chemical reactions in a chaotic laminar flow. Each model involves two separate steps to compute the chemical composition at a given location and time. The “manifold tracking model” first tracks backwards in time a segment of the stable manifold of the requisite point. This then provides a sample of the initial conditions appropriate for the second step, which requires solving one-dimensional problems for the reaction in Lagrangian coordinates. By contrast, the first step of the “branching trajectories model” simulates both the advection and diffusion of fluid particles that terminate at the appropriate point; the chemical reaction equations are then solved along each of the branched trajectories in a second step. Results from each model are compared with full numerical simulations of the reaction processes in a chaotic laminar flow.

Roof region dependent wind potential assessment with different RANS turbulence models.

The analysis of the wind flow around buildings has a great interest from the point of view of the wind energy assessment, pollutant dispersion control, natural ventilation and pedestrians wind comfort and safety. Since LES turbulence models are computationally time consuming when applied to real geometries, RANS models are still widely used. However, RANS models are very sensitive to the chosen turbulence parametrisation and the results can vary according to the application. In this investigation, the simulation of the wind flow around an isolated building is performed using various types of RANS turbulence models in the open source code OpenFOAM, and the results are compared with benchmark experimental data. In order to confirm the numerical accuracy of the simulations, a grid dependency analysis is performed and the convergence index and rate are calculated. Hit rates are calculated for all the cases and the models that successfully pass a validation criterion are analysed at different regions of the building roof, and the most accurate RANS models for the modelling of the flow at each region are identified. The characteristics of the wind flow at each region are also analysed from the point of view of the wind energy generation, and the most adequate wind turbine model for the wind energy exploitation at each region of the building roof is chosen.

Credit risk & forward price models

Doutoramento em Gestão

Some misspecfication problems in long-memory time series models

Doctor of Philosophy in Mathematics

Probabilistic methods for seasonal forecasting in a changing climate: Cox-type regression models.

For climate risk management, cumulative distribution functions (CDFs) are an important source of information. They are ideally suited to compare probabilistic forecasts of primary (e.g. rainfall) or secondary data (e.g. crop yields). Summarised as CDFs, such forecasts allow an easy quantitative assessment of possible, alternative actions. Although the degree of uncertainty associated with CDF estimation could influence decisions, such information is rarely provided. Hence, we propose Cox-type regression models (CRMs) as a statistical framework for making inferences on CDFs in climate science. CRMs were designed for modelling probability distributions rather than just mean or median values. This makes the approach appealing for risk assessments where probabilities of extremes are often more informative than central tendency measures. CRMs are semi-parametric approaches originally designed for modelling risks arising from time-to-event data. Here we extend this original concept beyond time-dependent measures to other variables of interest. We also provide tools for estimating CDFs and surrounding uncertainty envelopes from empirical data. These statistical techniques intrinsically account for non-stationarities in time series that might be the result of climate change. This feature makes CRMs attractive candidates to investigate the feasibility of developing rigorous global circulation model (GCM)-CRM interfaces for provision of user-relevant forecasts. To demonstrate the applicability of CRMs, we present two examples for El Ni ? no/Southern Oscillation (ENSO)-based forecasts: the onset date of the wet season (Cairns, Australia) and total wet season rainfall (Quixeramobim, Brazil). This study emphasises the methodological aspects of CRMs rather than discussing merits or limitations of the ENSO-based predictors.

Demand and supply oriented input-output models: a linkage analysis for Portugal.

Doutoramento em Economia.

Non-parametrized functionals with empirical dispersion corrections: A happy match?

The performances of two parametrized functionals (namely B3LYP and B2PYLP) have been compared with those of two non-parametrized functionals (PBE0 and PBE0-DH) on a relatively large benchmark set when three different types of dispersion corrections are applied [namely the D2, D3 and D3(BJ) models]. Globally, the MAD computed using non-parametrized functionals decreases when adding dispersion terms although the accuracy not necessarily increases with the complexity of the model of dispersion correction used. In particular, the D2 correction is found to improve the performances of both PBE0 and PBE0-DH, while no systematic improvement is observed going from D2 to D3 or D3(BJ) corrections. Indeed when including dispersion, the number of sets for which PBE0-DH is the best performing functional decreases at the benefit of B2PLYP. Overall, our results clearly show that inclusion of dispersion corrections is more beneficial to parametrized double-hybrid functionals than to non-parametrized ones. The same conclusions globally hold for the corresponding global hybrids, showing that the marriage between non-parametrized functionals and empirical corrections may be a difficult deal.

Licochalcone A exerts antitumor activity in bladder cancer cell lines and mice models

Purpose: To investigate the effect of licochalcone A (LA) on the inhibition of cell proliferation and ERK1/2 phosphorylation in bladder carcinoma cell lines. Methods: Cell viability was investigated using 3-(4,5-dimethylthiazol-2-yl)-2,5-diphenyltetrazoliumbromide (MTT) assay. Dye-binding method was used to examine the concentration of proteins. Lymphocytes were extracted from mice and after surface staining were subjected to BD fixation and permeabilization for intracellular staining. Flow cytometry was used to measure cellular fluorescence. Results: MTT results revealed a significant decrease in the proliferation of UM-UC-3, J82 and HT-1197 cell lines on treatment with LA. LA also induced reduction in phosphorylation of ERK1/2 in all three carcinoma cell lines. In the mouse model, licochalcone A treatment via intraperitoneal (ip) administration induced a significant decrease in the level of regulatory T cells (Tregs). Comparison of the mouse interferon-α (IFN-α)-treated and LA-treated groups revealed that LA treatment caused enhancement of cytotoxic T lymphocyte (CTL) activity similar to that of IFN-α. Administration of UM-UC-3 cells in C3H/HeN mice resulted in marked reduction in the counts for splenocytes and CD4+ CD25+ Foxp3+ T (regulatory T cells) cell proportion in LA-treated mice compared to untreated control group. Conclusion: Licochalcone A may be of therapeutic importance for the prevention of bladder carcinoma. However, studies are required to ascertain the compound’s usefulness in this regard.

Chebanov law and Vakar formula in mathematical models of complex systems

Ecological models written in a mathematical language L(M) or model language, with a given style or methodology can be considered as a text. It is possible to apply statistical linguistic laws and the experimental results demonstrate that the behaviour of a mathematical model is the same of any literary text of any natural language. A text has the following characteristics: (a) the variables, its transformed functions and parameters are the lexic units or LUN of ecological models; (b) the syllables are constituted by a LUN, or a chain of them, separated by operating or ordering LUNs; (c) the flow equations are words; and (d) the distribution of words (LUM and CLUN) according to their lengths is based on a Poisson distribution, the Chebanov's law. It is founded on Vakar's formula, that is calculated likewise the linguistic entropy for L(M). We will apply these ideas over practical examples using MARIOLA model. In this paper it will be studied the problem of the lengths of the simple lexic units composed lexic units and words of text models, expressing these lengths in number of the primitive symbols, and syllables. The use of these linguistic laws renders it possible to indicate the degree of information given by an ecological model.

Inter-industry analysis and monetary policy evaluations in the Korean flow of funds accounts

This study mainly aims to provide an inter-industry analysis through the subdivision of various industries in flow of funds (FOF) accounts. Combined with the Financial Statement Analysis data from 2004 and 2005, the Korean FOF accounts are reconstructed to form "from-whom-to-whom" basis FOF tables, which are composed of 115 institutional sectors and correspond to tables and techniques of input–output (I–O) analysis. First, power of dispersion indices are obtained by applying the I–O analysis method. Most service and IT industries, construction, and light industries in manufacturing are included in the first quadrant group, whereas heavy and chemical industries are placed in the fourth quadrant since their power indices in the asset-oriented system are comparatively smaller than those of other institutional sectors. Second, investments and savings, which are induced by the central bank, are calculated for monetary policy evaluations. Industries are bifurcated into two groups to compare their features. The first group refers to industries whose power of dispersion in the asset-oriented system is greater than 1, whereas the second group indicates that their index is less than 1. We found that the net induced investments (NII)–total liabilities ratios of the first group show levels half those of the second group since the former's induced savings are obviously greater than the latter.