981 resultados para Méthodes de Monte Carlo par chaîne de Markov


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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do grau de Mestre em Engenharia Civil - Estruturas e Geotecnia

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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Biomédica

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Dissertação para obtenção do grau de Mestre em Engenharia Civil, Perfil Estruturas

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This work is a contribution to the definition and assessment of structural robustness. Special emphasis is given to reliability of reinforced concrete structures under corrosion of longitudinal reinforcement. On this communication several authors’ proposals in order to define and measure structural robustness are analyzed and discussed. The probabilistic based robustness index is defined, considering the reliability index decreasing for all possible damage levels. Damage is considered as the corrosion level of the longitudinal reinforcement in terms of rebar weight loss. Damage produces changes in both cross sectional area of rebar and bond strength. The proposed methodology is illustrated by means of an application example. In order to consider the impact of reinforcement corrosion on failure probability growth, an advanced methodology based on the strong discontinuities approach and an isotropic continuum damage model for concrete is adopted. The methodology consist on a two-step analysis: on the first step an analysis of the cross section is performed in order to capture phenomena such as expansion of the reinforcement due to the corrosion products accumulation and damage and cracking in the reinforcement surrounding concrete; on the second step a 2D deteriorated structural model is built with the results obtained on the first step of the analysis. The referred methodology combined with a Monte Carlo simulation is then used to compute the failure probability and the reliability index of the structure for different corrosion levels. Finally, structural robustness is assessed using the proposed probabilistic index.

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A Thesis submitted for the co-tutelle degree of Doctor in Physics at Universidade Nova de Lisboa and Université Pierre et Marie Curie

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With the objective to study the variation of optical properties of rat muscle during optical clearing, we have performed a set of optical measurements from that kind of tissue. The measurements performed were total transmittance, collimated transmittance, specular reflectance and total reflectance. This set of measurements is sufficient to determine diffuse reflectance and absorbance of the sample, also necessary to estimate the optical properties. All the performed measurements and calculated quantities will be used later in inverse Monte Carlo (IMC) simulations to determine the evolution of the optical properties of muscle during treatments with ethylene glycol and glucose. The results obtained with the measurements already provide some information about the optical clearing treatments applied to the muscle and translate the mechanisms of turning the tissue more transparent and sequence of regimes of optical clearing.

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Dissertação para obtenção do Grau de Mestre em Engenharia Civil - Perfil Estruturas

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Dissertação para obtenção do Grau de Mestre em Engenharia Mecânica

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In health related research it is common to have multiple outcomes of interest in a single study. These outcomes are often analysed separately, ignoring the correlation between them. One would expect that a multivariate approach would be a more efficient alternative to individual analyses of each outcome. Surprisingly, this is not always the case. In this article we discuss different settings of linear models and compare the multivariate and univariate approaches. We show that for linear regression models, the estimates of the regression parameters associated with covariates that are shared across the outcomes are the same for the multivariate and univariate models while for outcome-specific covariates the multivariate model performs better in terms of efficiency.

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Dissertação para obtenção do Grau de Mestre em Engenharia Mecânica

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Old timber structures may show significant variation in the cross section geometry along the same element, as a result of both construction methods and deterioration. As consequence, the definition of the geometric parameters in situ may be both time consuming and costly. This work presents the results of inspections carried out in different timber structures. Based on the obtained results, different simplified geometric models are proposed in order to efficiently model the geometry variations found. Probabilistic modelling techniques are also used to define safety parameters of existing timber structures, when subjected to dead and live loads, namely self-weight and wind actions. The parameters of the models have been defined as probabilistic variables, and safety of a selected case study was assessed using the Monte Carlo simulation technique. Assuming a target reliability index, a model was defined for both the residual cross section and the time dependent deterioration evolution. As a consequence, it was possible to compute probabilities of failure and reliability indices, as well as, time evolution deterioration curves for this structure. The results obtained provide a proposal for definition of the cross section geometric parameters of existing timber structures with different levels of decay, using a simplified probabilistic geometry model and considering a remaining capacity factor for the decayed areas. This model can be used for assessing the safety of the structure at present and for predicting future performance.

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Assessing the safety of existing timber structures is of paramount importance for taking reliable decisions on repair actions and their extent. The results obtained through semi-probabilistic methods are unrealistic, as the partial safety factors present in codes are calibrated considering the uncertainty present in new structures. In order to overcome these limitations, and also to include the effects of decay in the safety analysis, probabilistic methods, based on Monte-Carlo simulation are applied here to assess the safety of existing timber structures. In particular, the impact of decay on structural safety is analyzed and discussed, using a simple structural model, similar to that used for current semi-probabilistic analysis.

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Dissertação para obtenção do Grau de Mestre em Engenharia Biomédica

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Dissertação para obtenção do Grau de Mestre em Engenharia Biomédica

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Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Estatística e Gestão de Informação