Made available in DSpace on 2014-12-17T15:14:54Z (GMT). No. of bitstreams: 1 CarlosAPA_DISSERT.pdf: 1792164 bytes, checksum: c068b57b0c1bbf2aae1fd72062ef9b14 (MD5) Previous issue date: 1999-08-06 / Conselho Nacional de Desenvolvimento Cient?fico e Tecnol?gico / In this work we have studied, by Monte Carlo computer simulation, several properties that characterize the damage spreading in the Ising model, defined in Bravais lattices (the square and the triangular lattices) and in the Sierpinski Gasket. First, we investigated the antiferromagnetic model in the triangular lattice with uniform magnetic field, by Glauber dynamics; The chaotic-frozen critical frontier that we obtained coincides , within error bars, with the paramegnetic-ferromagnetic frontier of the static transition. Using heat-bath dynamics, we have studied the ferromagnetic model in the Sierpinski Gasket: We have shown that there are two times that characterize the relaxation of the damage: One of them satisfy the generalized scaling theory proposed by Henley (critical exponent z~A/T for low temperatures). On the other hand, the other time does not obey any of the known scaling theories. Finally, we have used methods of time series analysis to study in Glauber dynamics, the damage in the ferromagnetic Ising model on a square lattice. We have obtained a Hurst exponent with value 0.5 in high temperatures and that grows to 1, close to the temperature TD, that separates the chaotic and the frozen phases / Neste trabalho estudamos, atrav?s de simula??es computacionais de Monte Carlo, v?rias propriedades que caracterizam a propaga??o de danos no modelo de Ising, definido em redes de Bravais (quadrada e triangular) e na junta de Sierpinski (que ? um arranjo fractal). Inicialmente, investigamos o modelo antiferromagn?tico na rede triangular com campo magn?tico uniforme, atrav?s da din?mica de Gl?uber; a fronteira cr?tica ca?tica-congelada que obtivemos coincide, dentro dos limites de precis?o num?rica, com a fronteira paramagn?tica-ferromagn?tica da transi??o est?tica. A seguir, estudamos o modelo ferromagn?tico na junta de Sierpinski, por meio da din?mica de heat-bath; mostramos que existem dois tempos que caracterizam a relaxa??o do dano: um deles satisfaz ? teoria de escala generalizada proposta por Henley (expoente cr?tico z ~ A/T, para baixas temperaturas) enquanto o outro tempo n?o obedece nenhuma das teorias de escala conhecidas. Finalmente, utilizamos m?todos de an?lise de s?ries temporais para estudar o dano na din?mica de Gl?uber no modelo de Ising ferromagn?tico em rede quadrada: Obtivemos um expoente de Hurst que vale 0,5 em altas temperaturas e que cresce, tendendo para um valor 1, ? medida que T se aproxima de To, que ? a temperatura que separa as fases ca?tica e congelada

Submitted by Automa??o e Estat?stica (sst@bczm.ufrn.br) on 2018-01-16T17:57:41Z No. of bitstreams: 1 DidoneyFernandesVilhete_DISSERT.pdf: 3676426 bytes, checksum: 8cf7850161dec001a297218aa172a10c (MD5) / Approved for entry into archive by Arlan Eloi Leite Silva (eloihistoriador@yahoo.com.br) on 2018-01-22T11:12:53Z (GMT) No. of bitstreams: 1 DidoneyFernandesVilhete_DISSERT.pdf: 3676426 bytes, checksum: 8cf7850161dec001a297218aa172a10c (MD5) / Made available in DSpace on 2018-01-22T11:12:54Z (GMT). No. of bitstreams: 1 DidoneyFernandesVilhete_DISSERT.pdf: 3676426 bytes, checksum: 8cf7850161dec001a297218aa172a10c (MD5) Previous issue date: 2017-08-08 / Os riscos associados ? ruptura de barragens s?o elevados. Problemas de instabilidade envolvendo estas estruturas trazem consequ?ncias catastr?ficas ? sociedade. A barragem do A?u, ? uma obra geot?cnica de significativa notoriedade e import?ncia no Nordeste, principalmente no estado do Rio Grande do Norte. ? a maior barragem do estado e ganhou destaque na literatura nacional e internacional com o rompimento do talude de montante no final do per?odo construtivo. Em casos de ruptura, a retroan?lise ? uma t?cnica confi?vel para determina??o dos par?metros de resist?ncia ao cisalhamento dos solos de forma a contribuir para que se evite casos semelhantes. A partir da avalia??o de dados de resist?ncia dispon?veis no meio acad?mico, este trabalho teve como objetivo retroanalisar a ruptura ocorrida para obter os par?metros m?dios de resist?ncia ao cisalhamento do material argiloso preto que constitu?a o n?cleo da barragem do A?u antes do acidente ocorrido. Na primeira etapa do trabalho foram realizadas an?lises de estabilidade do talude de montante da barragem e na segunda etapa a retroan?lise determin?stica e probabil?stica. Essas an?lises foram realizadas no software Slide 7.0 pertencente ? plataforma RocScience. Os resultados mostraram que o talude romperia com os par?metros de resist?ncia da argila siltosa preta na condi??o saturada, com valores de probabilidade de ruptura variando de 60 a 97% entre os m?todos de equil?brio limite utilizados nas an?lises. Tamb?m foi poss?vel definir os poss?veis par?metros m?dios de resist?ncia ao cisalhamento da argila siltosa preta e estabelecer as causas de ruptura da barragem. Os valores da coes?o e do ?ngulo de atrito, no instante de ruptura, obtidos na retroan?lise determin?stica para a argila siltosa preta foram cu=47,1 kPa e ?u=0?. Na retroan?lise probabil?stica os valores da coes?o e do ?ngulo de atrito obtidos foram cu=33,8 kPa e ?u=3,1?, com uma probabilidade de ruptura de 52,7%. Com isso, conclui-se que a ruptura do talude de montante da barragem do A?u ocorreu por causa de erros na fase de projeto e de constru??o da barragem acompanhado pela perda de resist?ncia do solo devido aos excessos de poropress?es gerados durante a constru??o. / Risks associated to dam failure are very high. Problems of instability involving these structures bring catastrophic consequences to the social comunity. The A?u dam is a geotechnical work with significant importance in the Northeast, mainly in Rio Grande do Norte state. It is the largest dam of the state and has gained prominence in national and international literature with the slice of the upstream slope at the end of its construction period. In cases of failure, back analysis is a reliable technique used to calculate the shear strength parameters of the soil in order to avoid similar cases to happen. Considering the evaluation of strength data available in the academic environment, this work had as purpose to analyze the failure occurred in order to obtain the average shear strength parameters of the black clayey material that constituted the A?u dam core before the accident. In the first stage of this work the slope stability of the dam was analyzed and in the second stage the deterministic and probabilistic back analysis was performed. These analyzes were performed in Slide 7.0 from Rocscience platform. The results showed that the slope would fail with strength parameters of the black silty clay in the saturated condition, with values of probability of failure ranging from 60 to 97% between the equilibrium limit methods used in the analyzes. It was also possible to define the possible average shear strength values of black silty clay and to establish the causes of the dam failure. The cohesion and the friction angle values obtained at the instant of failure in the deterministic back analysis for black silty clay were cu=47.1 kPa and ?u=0?. For the probabilistic back analysis the cohesion and the friction angle values obtained were cu=33,8 kPa and ?u=3,1?, with a probability of failure of 52,7%. Therefore, it is concluded that the A?u dam upstream slope failure occurred because of errors in the design and construction phase of the dam accompanied by the loss of soil strength due to the excess of poropressures generated during the construction.

Submitted by Automa??o e Estat?stica (sst@bczm.ufrn.br) on 2016-07-11T17:32:14Z No. of bitstreams: 1 FelipeRodriguesDaSilva_DISSERT.pdf: 961378 bytes, checksum: cb3fea242bd93af6395fb24248819434 (MD5) / Approved for entry into archive by Arlan Eloi Leite Silva (eloihistoriador@yahoo.com.br) on 2016-07-15T21:23:21Z (GMT) No. of bitstreams: 1 FelipeRodriguesDaSilva_DISSERT.pdf: 961378 bytes, checksum: cb3fea242bd93af6395fb24248819434 (MD5) / Made available in DSpace on 2016-07-15T21:23:21Z (GMT). No. of bitstreams: 1 FelipeRodriguesDaSilva_DISSERT.pdf: 961378 bytes, checksum: cb3fea242bd93af6395fb24248819434 (MD5) Previous issue date: 2016-02-05 / Nas ?ltimas d?cadas o estudo de s?ries temporais de valores inteiros tem ganhado notoriedade devido a sua ampla aplicabilidade, por exemplo, modelar o n?mero de acidentes com autom?veis em uma determinada rodovia, ou, o n?mero de pessoas infectadas por um v?rus. Um dos grandes interesses desta ?rea de estudo est? em fazer previs?es, por este motivo ? de grande import?ncia propor metodologias para fazer previs?es futuras, as quais devem, dada a natureza dos dados, apresentar valores inteiros n?o negativos.Neste trabalho concentramo-nos em estudar e propor previs?es um, dois e h passos ? frente para os processos autorregressivos de segunda ordem condicionalmente heterosced?sticos de valores inteiros, Integer-valued second-order Autoregressive Conditional Heteroskedasticity Processes [INARCH(2)], e estudar algumas propriedades te?ricas deste modelo, como o r-?simo momento marginal e a distribui??o assint?tica dos estimadores de m?nimos quadrados condicionais referentes ao processo INARCH(2). Al?m disso, verificamos, atrav?s de ensaios de Monte Carlo, o comportamento dos estimadores dos par?metros do processo INARCH(2), obtidos atrav?s de tr?s m?todos de estima??o, Yule-Walker, m?nimos quadrados condicionais e m?xima verossimilhan?a condicional, em termos de erro quadr?tico m?dio, erro absoluto m?dio e vi?s. Apresentamos algumas propostas de previs?o para o processo INARCH(2) e comparamos as previs?es propostas via simula??es de Monte Carlo. Como aplica??o da teoria apresentada, modelamos dados referentes ao n?mero de nascidos vivos do sexo masculino de m?es residentes na cidade de Riachuelo no estado do Rio Grande do Norte. / In the last decades the study of integer-valued time series has gained notoriety due to its broad applicability (modeling the number of car accidents in a given highway, or the number of people infected by a virus are two examples). One of the main interests of this area of study is to make forecasts, and for this reason it is very important to propose methods to make such forecasts, which consist of nonnegative integer values, due to the discrete nature of the data. In this work, we focus on the study and proposal of forecasts one, two and h steps ahead for integer-valued second-order autoregressive conditional heteroskedasticity processes [INARCH (2)], and in determining some theoretical properties of this model, such as the ordinary moments of its marginal distribution and the asymptotic distribution of its conditional least squares estimators. In addition, we study, via Monte Carlo simulation, the behavior of the estimators for the parameters of INARCH(2) processes obtained using three di erent methods (Yule- Walker, conditional least squares, and conditional maximum likelihood), in terms of mean squared error, mean absolute error and bias. We present some forecast proposals for INARCH(2) processes, which are compared again via Monte Carlo simulation. As an application of this proposed theory, we model a dataset related to the number of live male births of mothers living at Riachuelo city, in the state of Rio Grande do Norte, Brazil.

Submitted by Automa??o e Estat?stica (sst@bczm.ufrn.br) on 2017-03-17T19:32:33Z No. of bitstreams: 1 JoseEdenilsonOliveiraReges_TESE.pdf: 5841325 bytes, checksum: 2ead9ffcd013a5ed21850074ab97c30f (MD5) / Approved for entry into archive by Arlan Eloi Leite Silva (eloihistoriador@yahoo.com.br) on 2017-03-18T00:04:04Z (GMT) No. of bitstreams: 1 JoseEdenilsonOliveiraReges_TESE.pdf: 5841325 bytes, checksum: 2ead9ffcd013a5ed21850074ab97c30f (MD5) / Made available in DSpace on 2017-03-18T00:04:04Z (GMT). No. of bitstreams: 1 JoseEdenilsonOliveiraReges_TESE.pdf: 5841325 bytes, checksum: 2ead9ffcd013a5ed21850074ab97c30f (MD5) Previous issue date: 2016-11-18 / Esta Tese ? uma contribui??o ao desenvolvimento de sensores de vaz?o na ind?stria de petr?leo e g?s. O objetivo geral do trabalho ? apresentar uma metodologia para medir as vaz?es em po?os injetores de ?gua multizonas a partir de perfis de temperatura do fluido e estimar a incerteza da medi??o. Inicialmente, foi apresentada a equa??o cl?ssica de Ramey descrevendo a temperatura do fluido como uma fun??o da vaz?o ao longo do po?o. Ent?o, foram descritos tr?s m?todos de c?lculo das vaz?es a partir do perfil de temperatura e o sensor de vaz?o foi modelado computacionalmente. Em seguida, foram calculadas as vaz?es em quatro po?os injetores multizonas, localizados no Rio Grande do Norte, a partir de perfis de temperatura medidos experimentalmente. As vaz?es calculadas foram comparadas ?s vaz?es medidas no campo. Os resultados preliminares obtidos nos Po?os 1 e 2 foram satisfat?rios. Nestes po?os, os erros m?ximos observados foram de 28,55% (Po?o 1) e 15,72% (Po?o 2). Entretanto, desvios significativos entre as vaz?es calculadas e medidas foram encontrados nos Po?os 3 e 4. Nestes po?os, os erros m?ximos observados foram de 536,84% (Po?o 3) e 335,54% (Po?o 4). Utilizando a expans?o em S?rie de Taylor da equa??o exponencial de Ramey, foi obtida uma fun??o expl?cita, linear, entre a vaz?o ao longo do po?o e a temperatura do fluido, sendo realizada uma an?lise quantitativa da incerteza de medi??o. A partir desta an?lise, foi observado que, devido ? baixa resolu??o nas medi??es de temperatura, a incerteza de medi??o expandida pode atingir cerca de 155,04% da vaz?o calculada. Foi ent?o apresentado um m?todo de c?lculo estoc?stico das vaz?es a partir das distribui??es de probabilidade das temperaturas medidas, atrav?s da Simula??o de Monte Carlo. As novas vaz?es calculadas apresentaram erros m?ximos de 3,67% (Po?o 1), 14,45% (Po?o 2), 14,62% (Po?o 3) e 22,29% (Po?o 4). Logo, a abordagem probabil?stica permitiu que as vaz?es injetadas fossem satisfatoriamente estimadas mesmo nos casos em que a resolu??o do sensor de temperatura era inadequada ? detec??o de pequenas varia??es na temperatura do fluido. Portanto, a metodologia de c?lculo das vaz?es injetadas a partir do perfil de temperatura do fluido foi validada com sucesso. / This thesis is a contribution to the development of flow sensors in oil and gas industry. The main objective of this work is presenting a methodology to measure the flow rates into multiple-zone water-injection wells from fluid temperature profiles and estimate the measurement uncertainty. First, the classical Ramey equation describing the fluid temperature as a function of flow was presented. Then, three methods to calculate the flow rates from temperature profile were described and the flow sensor was computationally modeled. Next, the flow rates into four multiple-zone injection-wells, located in Rio Grande do Norte, were calculated from temperature profiles experimentally measured. The calculated flow rates were compared to the measured flow rates. The preliminary results, obtained from Wells 1 and 2, were satisfactory. In these wells, the maximum errors were equals to 28,55% (Well 1) and 15,72% (Well 2). However, significant deviations between the calculated and the measured flow rates were found at Wells 3 and 4. In these wells, the maximum errors were equals to 536,84% (Well 3) and 335,54% (Well 4). The Ramey equation was expanded in Taylor Series and linearized to obtain an explicit, linear, function between the flow and the fluid temperature. Then, a quantitative uncertainty analysis was performed. From this analysis, it was observed, due the temperature sensor resolution, the expanded measurement uncertainty may achieve about 155,04% of the calculated flow rate. Then, the injected flow rates were stochastically recalculated from the probability distributions of the measured temperatures, through a Monte Carlo simulation. The new calculated flow rates presented maximum errors of 3,67% (Well 1), 14,45% (Well 2), 14,62% (Well 3) and 22,29% (Well 4). This probabilistic approach allowed injected flow rates to be estimated even in the cases where the temperature sensor resolution was inadequate to detection of small variations into the fluid temperature. Therefore, the methodology to calculate the injected flow rates from the fluid temperature profile was successfully validated.