<p>The work presented in this thesis studies the load and loadeffects of traffic loads on railway bridges. The increasedknowledge of the traffic loads, simulated using fieldmeasurements of actual trains, are employed in a reliabilityanalysis in an attempt at upgrading existing railwaybridges.</p><p>The study utilises data from a weigh-in-motion site whichrecords, for each train, the train speed, the loads from eachaxle and the axle spacings. This data of actual trainconfigurations and axle loads are portrayed as moving forcesand then used in computer simulations of trains crossing twodimensional simply supported bridges at constant speed. Onlysingle track short to medium span bridges are considered in thethesis. The studied load effect is the moment at mid-span. Fromthe computer simulations the moment history at mid-span isobtained.</p><p>The load effects are analysed by two methods, the first isthe classical extreme value theory where the load effect ismodelled by the family of distributions called the generalisedextreme value distribution (GEV). The other method adopts thepeaks-over-threshold method (POT) where the limiting family ofdistributions for the heights to peaks-over-threshold is theGeneralised Pareto Distribution (GPD). The two models aregenerally found to be a good representation of the data.</p><p>The load effects modelled by either the GEV or the GPD arethen incorporated into a reliability analysis in order to studythe possibility of raising allowable axle loads on existingSwedish railway bridges. The results of the reliabilityanalysis show that they are sensitive to the estimation of theshape parameter of the GEV or the GPD.</p><p>While the study is limited to the case of the ultimate limitstate where the effects of fatigue are not accounted for, thefindings show that for the studied cases an increase inallowable axle load to 25 tonnes would be acceptable even forbridges built to the standards of 1940 and designed to LoadModel A of that standard. Even an increase to both 27.5 and 30tonnes appears to be possible for certain cases. It is alsoobserved that the short span bridges ofapproximately fourmetres are the most susceptible to a proposed increase inpermissible axle load.</p><p><b>Keywords:</b>bridge, rail, traffic load, load effect,dynamic amplification factor, extreme value theory,peaks-over-threshold, reliability theory, axle loads, fielddata.</p>

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My dissertation is based on a unified self-consistent scaling framework which is consistent with key behavior exhibited by many spatially/temporally varying earth, environmental and other variables. This behavior includes tendency of increments to have symmetric, non-Gaussian frequency distributions characterized by heavy tails that often decay with lag; power-law scaling of sample structure functions (statistical moments of absolute increments) in midranges of lags, with breakdown in power-law scaling at small and/or large lags; linear relationships between log structure functions of successive orders at all lags, also known as extended self-similarity; and nonlinear scaling of structure function power-law exponents with function order. The major question we attempt to answer is: given data measured on a given support scale at various points throughout a 1D/2D/3D sampling domain, which appear to be statistically distributed and to scale in a manner consistent with that scaling framework, what can be said about the spatial statistics and scaling of its extreme values, on arbitrary separation or domain scales? To do so, we limit our investigation in 1D domain for simplicity and generate synthetic signals as samples from 1D sub-Gaussian random fields subordinated to truncated monofractal fractional Brownian motion (tfBm) or truncated fractional Gaussian noise (tfGn). Such sub-Gaussian fields are scale mixtures of stationary Gaussian fields with random variances that we model as being log-normal or Lévy α/2-stable. This novel interpretation of the data allows us to obtain maximum likelihood estimates of all parameters characterizing the underlying truncated sub-Gaussian fields. Based on synthetic data, we find these samples conform to the aforementioned scaling framework and confirm the effectiveness of generation schemes. We numerically investigate the manner in which variables, which scale according to the above scaling framework, behave at the tails of their distributions. Ours is the first study to explore the statistical scaling of extreme values, specifically peaks over thresholds or POTs, associated with such families of sub-Gaussian fields. Before closing this work, we apply and verify our analysis by investigating the scaling of statistics characterizing vertical increments in neutron porosity data, and POTs in absolute increments, from six deep boreholes in three different depositional environments.

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Neste trabalho foram estudados, através de simulações numéricas e medidas de concentração de poluentes próximo à superfície, algumas situações meteorológicas que determinaram episódios de destaque com relação ao poluente ozônio que ocorreram na Região Metropolitana de São Paulo (RMSP) entre 1999 e 2006. Primeiramente, foram avaliados dois modelos fotoquímicos, CIT e SPM-BRAMS, quanto à formação de ozônio e a correta representação dos processos de dispersão de poluentes na região. Após a avaliação dos modelos, foram determinadas características do escoamento atmosférico durante a ocorrência de episódios críticos do ponto de vista da qualidade do ar. Os resultados obtidos mostraram que a variabilidade nas concentrações do ozônio pode ser bem representada pelos modelos utilizados. Em geral, as concentrações simuladas com o SPM-BRAMS concordam bem com as observações em termos da fase do ciclo diurno, sendo os valores das concentrações um pouco subestimados com relação aos máximos observados. O modelo CIT, por sua vez, apresentou concentrações mais altas, principalmente nos horários de máximo, tendo também representado adequadamente o ciclo diurno. Nas simulações, com ambos os modelos, foi constatado que nos pontos referentes às estações de monitoramento localizadas na porção sudeste da RMSP, foram obtidos os piores resultados em termos de parâmetros estatísticos comumente utilizados na avaliação de resultados modelados. Com o SPM-BRAMS foram também realizadas simulações abrangendo o mês de janeiro de 2006, através das quais foram estudadas as condições atmosféricas em grande e mesoescala e o comportamento das concentrações de ozônio associadas. Durante este mês houve períodos de intensa atividade convectiva, relacionados a episódios de ZCAS, bem como períodos mais secos em que a atmosfera apresentava-se mais estável. Observou-se que durante episódios de chuva intensa há uma superestimativa das concentrações pelo modelo; no entanto, os resultados são bem próximos às observações em situações de céu claro e com ventos menos intensos. Os picos secundários noturnos na concentração de ozônio, observados com certa freqüência nos dados medidos, nem sempre foram bem representados pelo modelo, embora os picos máximos diurnos fossem bem representados. Os dias em que os picos noturnos foram simulados adequadamente pelo SPM-BRAMS foram caracterizados por alta pressão desde a superfície até níveis médios, com maior subsidência e estabilidade na atmosfera, favorecendo o transporte de ozônio a partir de níveis mais altos da atmosfera para a superfície. Os picos noturnos com concentrações acima de 20 ppbv foram os mais bem representados. / Throughout numerical simulations and near to surface measurements of pollutants concentrations, in this work some meteorological situations of relevance for high ozone concentrations episodes over the Metropolitan Area of Sao Paulo (MASP) were studied., between 1999 and 2006. Firstly, two photochemical models, CIT and SPM-BRAMS, were evaluated in the sense of the correct representation of ozone formation and the pollutant dispersion processes over the region. After the models evaluation, some characteristics of the atmospheric flow were determined during the occurrence of critical events from the air quality point of view. The results showed that the ozone concentrations variability was relatively well represented by the used models. In general, the concentrations simulated by the SPMBRAMS agree well with observations, in terms of the diurnal cycle phase, but the concentrations values were slightly underestimated compared to the observed maximum. The CIT model showed higher concentrations, especially during diurnal maximum peaks. The diurnal cycle was also adequately represented by this model. In simulations with both models, it was found that in the monitoring stations located in the southeastern portion of the MASP, the worst results were obtained in terms of statistical parameters commonly used in the evaluation of models results. The SPM-BRAMS was also used for simulations throughout the whole month of January 2006. With these simulations the atmospheric conditions in large and meso scales and the associated ozone concentrations behavior were studied. During this month periods of intense convective activity occurred, associated with SACZ episodes. Dry periods in which the atmosphere was more stable, were also observed during this month. It was observed that during episodes of intense precipitation, there is a tendency of concentration overestimation by the model; however, the results are very close to the observations in situations of clear sky and with milder winds. The nocturnal secondary peaks in the ozone concentration observed with some frequency in the measured data, were not always well represented by the model, while the maximum day time peak were well represented. The days when the nocturne peaks were properly simulated by SPM-BRAMS, were characterized by high pressure from the surface to mid-level, with more atmospheric subsidence and stability, promoting the transport of ozone from higher levels of the atmosphere to the surface. The nocturnal peaks with concentration above 20 ppbv were most well represented.

Dynamic optimisation problems are problems where the search space does not remain constant over time. Evolutionary algorithms aimed at static optimisation problems often fail to effectively optimise dynamic problems. The main reason for this is that the algorithms converge to a single optimum in the search space, and then lack the necessary diversity to locate new optima once the environment changes. Many approaches to adapting traditional evolutionary algorithms to dynamic environments are available in the literature, but differential evolution (DE) has been investigated as a base algorithm by only a few researchers. This thesis reports on adaptations of existing DE-based optimisation algorithms for dynamic environments. A novel approach, which evolves DE sub-populations based on performance in order to discover optima in an dynamic environment earlier, is proposed. It is shown that this approach reduces the average error in a wide range of benchmark instances. A second approach, which is shown to improve the location of individual optima in the search space, is combined with the first approach to form a new DE-based algorithm for dynamic optimisation problems. The algorithm is further adapted to dynamically spawn and remove sub-populations, which is shown to be an effective strategy on benchmark problems where the number of optima is unknown or fluctuates over time. Finally, approaches to self-adapting DE control parameters are incorporated into the newly created algorithms. Experimental evidence is presented to show that, apart from reducing the number of parameters to fine-tune, a benefit in terms of lower error values is found when employing self-adaptive control parameters. / Thesis (PhD)--University of Pretoria, 2012. / Computer Science / unrestricted

The aim of this paper is to evaluate the effects of the dissolution time – time for the liquid to absorb the gas till the saturation state - on the behaviour of positivedisplacement vane pumps, in terms of pressure peaks within internal chambers and forces applied to the stator ring. The chamber pressurization depends on the volume variation and fluid Bulk modulus in the pre-compression phase during which the volume is trapped between the suction and the delivery port rims. If the dissolution time is short, then the entrained air is quickly absorbed and the fluid Bulk modulus sharply increases just before opening the connection to the outlet; as a consequence, pressure peaks may appear thus degrading the NVH characteristics of the pump. Moreover the pressure within internal chambers generate i) a torque demand to the driver (the combustion engine or an electrical motor) and ii) a total force applied to the stator ring. In case of fixed displacement designs, the resultant pressure force simply represents a load for support bearings; while in case of variable designs, it contributes to the displacement regulation. Simulation results show that the pump behaviour is very sensitive to the dissolution time when it is quite close to the duration of the trapped period.

Value-at-Risk (VaR) has long been the standard risk measure in financial risk management. However, VaR suffers from critical shortcomings as a risk measure when it comes to quantifying the most severe risks, which was made especially apparent during the financial crisis of 2007–2008. An alternative risk measure addressing the shortcomings of VaR known as expected shortfall (ES) is gaining popularity and is set to replace VaR as the standard measure of financial risk. This thesis introduces how extreme value theory can be applied in estimating ES using an unconditional peaks-over-threshold method. This includes giving an introduction to the theoretical foundations of the method. An application of this method is also performed on five different assets. These assets are chosen to serve as a proxy for the more broad asset classes of equity, fixed income, currencies, commodities and cryptocurrencies. In terms of ES, we find that cryptocurrencies is the riskiest asset and fixed income the safest.

Requirements engineering (RE) involves human-centric activities that require interaction among different stakeholders. Traditionally, RE has been considered as a centralized, collocated, and phase-specific process. However, in open source software (OSS) development environments, the core RE activities are iterative and dynamic and follow a rather decentralized software engineering paradigm. This crosscutting characteristic of open source RE can be conceptualized using the “Twin Peaks” model that weaves RE together with software architecture. Although many weaving mechanisms have been proposed in recent years, the lack of theoretical underpinning limits a mechanism’s applicability and usefulness in different scenarios. In this research, we hypothesize stakeholders’ social interaction as an ecologically valid weaving mechanism of the “Twin Peaks” in open source RE. In this work, we use the phrase “stakeholders’ social interaction” to indicate interaction among stakeholders regarding the software system that takes place through some communication means, such as posting comments and artifacts over the issue tracking system. We investigate the influence of stakeholders’ social interaction in different RE activities, in particular, requirements identification, creativity in RE, and requirements implementation of OSS systems. This research enables us to gain valuable insights to generate guidelines for enhancing software engineering practice in relevant areas.