Modelo enxuto de gerenciamento multiprojetos baseado na corrente crítica

Pós-graduação em Engenharia Mecânica - FEG

Design de nanodispositivos eletroluminescentes baseados no ALQ3

Neste trabalho reportamos a investigação teórica da solvatação dos isômeros do tris- (8-idroxiquinolinolato) de alumínio III – Alq3, as propriedades eletroluminescentes na solvatação de Alq3 em líquidos orgânicos como metanol, etanol, dimetilformamida (DMF) e acetonitrila, a fim de se entender a dependência na variação de ambientes do sistema, aperfeiçoando o funcionamento de filmes transportadores em dispositivos eletroluminescentes do tipo OLED (Organic Light-Emitting Diodes) e por fim investigamos o mecanismo do transporte eletrônico no Alq3 aplicando uma baixa corrente elétrica na molécula e evidenciando as curvas corrente-voltagem característica do dispositivo. A simulação consiste na aplicação do método sequencial Monte Carlo / Mecânica quântica (S-MC/MQ), que parte de um tratamento inicial estocástico para separação das estruturas mais prováveis de menor energia e posteriormente com um tratamento quântico para plotar os espectros eletrônicos das camadas de solvatação separadas através do método ZINDOS/S. Nas propriedades elétricas do transporte utilizamos o método da função de Green de não equilíbrio acoplado a teoria do funcional densidade (DFT) inferindo que as ramificações mais externas correspondentes aos anéis no Alq3 seriam terminais para o translado eletrônico. Nossos resultados mostraram que a média dos espectros de absorção para solvatação do Alq3 em soluções sofre um desvio mínimo com a mudança de ambiente, estando em ótimo acordo com os resultados experimentais da literatura; e as curvas I-V confirmaram o comportamento diodo do dispositivo, corroborando com os sentidos mais pertinentes quanto aos terminais no Alq3 para se ter um transporte eletrônico satisfatório.

A hybrid neutron diffraction and computer simulation study on the solvation of N-methylformamide in dimethylsulfoxide

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Estudo teórico da contribuição à dose de partículas secundárias geradas por prótons de energias entre 100 e 200 MeV num Phantom de substituto de tecido MS20

The goal of this project is the reproduction, through the simulation code based on the MCNPX (Monte Carlo N-Particle eXtended) v2.50 method, of the proton beam interaction with the material, since, in proton therapy, only the particle ionization and excitation are analyzed and the occurence of nuclear interactive inelastic process are not considered. This work will help the development of studies concerning the contribution to the total dosis of secondary particles generated by nuclear interaction in proton therapy. They are: alpha particles ( ), deuterium(2H), tritium (3H), neutron (n) and helium (3He). A MS20 tissue substitute phantom was used as the target and the energy of the proton beams was within an interest range of 100 to 200MeV. With the results obtained, it was possible to generate graphics which allows the analysis of the dosis deposition relation with and without nuclear interaction, the percentage of secondary particles deposited dosis, the radial dispersion of neutrons in the material, the secondary particles multiplicity, as well as the relation between the secondary particles spectrum with the próton generated spectrum

Estudo teórico da contribuição a dose de partículas secundárias geradas por prótons de energias entre 100-200 MeV num phantom de músculo estriado

In the treatment plans in conventional Proton therapy are considered only the elastic interactions of protons with electrons and/or nuclei, it means, mainly ionization and coulomb excitation processes. As the energy needed to reach the deep tumors should be of several hundred of MeVs, certainly the nuclear inelastic channels are open. Only some previous studies of the contribution of these processes in the full dose have been made towards targets composed of water. In this study will be presented the results of the simulation of the processes of interaction of beams of protons in the range of 100-200 MeV of energy with a cylindrical phantom composed by striated muscle (ICRU), emphasizing in the contribution to total dose due to the deposition of energy by secondary particles alpha (α), deuterium (2H), tritium (3H), neutron (n) and hélio3 (3He), originated by nuclear inelastic processes. The simulations were performed by using the method of Monte Carlo, via the computer code MCNPX v2.50 (Monte Carlo N-Particle eXtended). The results will be shown demonstrated through the graphics of the deposited dose with or without nuclear interaction, the percentual of dose deposited by secondary particles, the radial dispersion of neutrons, as well as the multiplicity of secondary particles

Modelagem matemática aplicada a precificação de opções

The mathematical models are critical to determine theoretical prices of options and analyze whether they are overrated or underrated. This information strongly influence in operations carried out by the investor. Therefore, it is necessary that the employee model present high degree of reliability and be consistent with the reality of investment to which it is intended. In this sense, this dissertation aims to apply the steps of mathematical modeling in the Pricing of options for decision making in the investment of a hydroelectric power plant. Was used a Monte Carlo simulation, with the Latin Hypercube Method, to determine the volatility of returns of the project. In order to validate the proposed model, compared to the results found by the Binomial Model, which is one of the models most used in this type of investment. The results reinforce the hypothesis that the mathematical modeling with the Binomial Model is critical to investment decision-making in hydroelectric power

Light-by-light scattering with intact protons at the LHC: from standard model to new physics

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Computer simulation of configurational properties of partially ionized polyelectrolytes

Monte Carlo simulation methods were used in order to study the conformational properties of partially ionized polyelectrolyte chains with Debye-Hückel screening in 1:1 electrolyte solution at room temperature. Configurational properties such as the distributions of probability for the square end to end distances, for the square radii of gyration and for the angles between polyion bonds were investigated as a function of the chain ionization and the salt concentration. © 1993.

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

Understanding the Grafting of Telechelic Polymers on a Solid Substrate to Form Loops

Recent experimental and theoretical studies have demonstrated that relative to singly tethered chains, the presence of polymer loops at interfaces significantly improves interfacial properties such as adhesion, friction, and wettability. In the present study, a simple system was studied to examine the formation of polymeric loops on a solid surface, where the grafting of carboxylic acid terminated telechelic polystyrene from the melt to an epoxy functionalized silicon is chosen. The impact of telechelic molecular weight, grafting temperature, and surface functionality on the telechelic attachment process is studied. It was found that grafting of the telechelic to the surface at both ends to form loops is the primary product of this grafting process. Moreover, examination of the kinetics of the grafting process indicates that it is reaction controlled. Fluorescence tagging of the dangling ends of singly bound chains provides a mechanism to monitor their time evolution during grafting, and these results indicate that the grafting process is accurately described by recent Monte Carlo simulation work. The results also provide a method to control the extent of loop formation at interfaces and therefore provide an opportunity to further understand the role of the loops in the interfacial properties in multicomponent polymer systems.

A New Birth-Interval Approach to Estimating Demographic Parameters of Humpback Whales

A demographic model is developed based on interbirth intervals and is applied to estimate the population growth rate of humpback whales (Megaptera novaeangliae) in the Gulf of Maine. Fecundity rates in this model are based on the probabilities of giving birth at time t after a previous birth and on the probabilities of giving birth first at age x. Maximum likelihood methods are used to estimate these probabilities using sighting data collected for individually identified whales. Female survival rates are estimated from these same sighting data using a modified Jolly–Seber method. The youngest age at first parturition is 5 yr, the estimated mean birth interval is 2.38 yr (SE = 0.10 yr), the estimated noncalf survival rate is 0.960 (SE = 0.008), and the estimated calf survival rate is 0.875 (SE = 0.047). The population growth rate (l) is estimated to be 1.065; its standard error is estimated as 0.012 using a Monte Carlo approach, which simulated sampling from a hypothetical population of whales. The simulation is also used to investigate the bias in estimating birth intervals by previous methods. The approach developed here is applicable to studies of other populations for which individual interbirth intervals can be measured.

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

A general threshold stress hybrid hazard model for lifetime data

In this paper we propose a hybrid hazard regression model with threshold stress which includes the proportional hazards and the accelerated failure time models as particular cases. To express the behavior of lifetimes the generalized-gamma distribution is assumed and an inverse power law model with a threshold stress is considered. For parameter estimation we develop a sampling-based posterior inference procedure based on Markov Chain Monte Carlo techniques. We assume proper but vague priors for the parameters of interest. A simulation study investigates the frequentist properties of the proposed estimators obtained under the assumption of vague priors. Further, some discussions on model selection criteria are given. The methodology is illustrated on simulated and real lifetime data set.

Computational tools for comparing asymmetric GARCH models via Bayes factors

In this paper we use Markov chain Monte Carlo (MCMC) methods in order to estimate and compare GARCH models from a Bayesian perspective. We allow for possibly heavy tailed and asymmetric distributions in the error term. We use a general method proposed in the literature to introduce skewness into a continuous unimodal and symmetric distribution. For each model we compute an approximation to the marginal likelihood, based on the MCMC output. From these approximations we compute Bayes factors and posterior model probabilities. (C) 2012 IMACS. Published by Elsevier B.V. All rights reserved.

A NEW METHOD TO QUANTIFY X-RAY SUBSTRUCTURES IN CLUSTERS OF GALAXIES

We present a new method to quantify substructures in clusters of galaxies, based on the analysis of the intensity of structures. This analysis is done in a residual image that is the result of the subtraction of a surface brightness model, obtained by fitting a two-dimensional analytical model (beta-model or Sersic profile) with elliptical symmetry, from the X-ray image. Our method is applied to 34 clusters observed by the Chandra Space Telescope that are in the redshift range z is an element of [0.02, 0.2] and have a signal-to-noise ratio (S/N) greater than 100. We present the calibration of the method and the relations between the substructure level with physical quantities, such as the mass, X-ray luminosity, temperature, and cluster redshift. We use our method to separate the clusters in two sub-samples of high-and low-substructure levels. We conclude, using Monte Carlo simulations, that the method recuperates very well the true amount of substructure for small angular core radii clusters (with respect to the whole image size) and good S/N observations. We find no evidence of correlation between the substructure level and physical properties of the clusters such as gas temperature, X-ray luminosity, and redshift; however, analysis suggest a trend between the substructure level and cluster mass. The scaling relations for the two sub-samples (high-and low-substructure level clusters) are different (they present an offset, i. e., given a fixed mass or temperature, low-substructure clusters tend to be more X-ray luminous), which is an important result for cosmological tests using the mass-luminosity relation to obtain the cluster mass function, since they rely on the assumption that clusters do not present different scaling relations according to their dynamical state.