<p> </p><p>Gas turbine discs are heavily loaded due to centrifugal and thermal loads and are therefore designed for a service lifetime specified in hours and cycles. New probabilistic design criteria have been worked out at Siemens Industrial Turbomachinery AB and this report is intended to evaluate if existing turbine discs meet the new design criteria. The evaluation is composed of two tasks, estimation of failure risk and investigation of which parameters that have large effect on the results.</p><p> </p><p>The outcome from the evaluations show that the failure risks are smaller than the maximum failure risks allowed in the design criteria. Further, creep strain rate, temperature and creep rupture strain are identified to have large effect on the results in the first case. In the second case blade load and other mechanical loads as well as yield stress show large effect on the results.</p><p> </p>

Gas turbine discs are heavily loaded due to centrifugal and thermal loads and are therefore designed for a service lifetime specified in hours and cycles. New probabilistic design criteria have been worked out at Siemens Industrial Turbomachinery AB and this report is intended to evaluate if existing turbine discs meet the new design criteria. The evaluation is composed of two tasks, estimation of failure risk and investigation of which parameters that have large effect on the results. The outcome from the evaluations show that the failure risks are smaller than the maximum failure risks allowed in the design criteria. Further, creep strain rate, temperature and creep rupture strain are identified to have large effect on the results in the first case. In the second case blade load and other mechanical loads as well as yield stress show large effect on the results.

All individuals are unique in their characteristics. As such, their positive and negative contributions to system performance differ. In any system that is not fully automated, the effect of the human participants has to be considered when one is interested in the performance optimization of the system. Humans are intelligent, adaptive, and learn over time. At the same time, humans are error-prone. Therefore, in situations where human and hardware have to interact and complement each other, the system faces advantages and disadvantages from the role the humans play. It is this role and its effect on performance that is the focus of this dissertation. When analyzing the role of people, one can focus on providing resources to enable the human participants to produce more. Alternatively, one can strive to ensure the occurrence of less frequent and impactful errors. The focus of the analysis in this dissertation is the latter. Our analysis can be categorized into two parts. In the first part of our analysis, we consider a short term planning horizon and focus directly on failure risk analysis. What can be done about the risk stemming from the human participant? Any proactive steps that can be taken will have the advantage of reducing risk, but will also have a cost associated with it. We develop a cost-benefit analysis to enable a decision-maker to choose the optimal course of action for revenue maximization. We proceed to use this model to calculate the minimum acceptable level of risk, and the associated skill level, to ensure system profitability. The models developed are applied to a case study that comes from a manufacturing company in Ontario, Canada. In the second part of our analysis, we consider a longer planning horizon and are focused on output maximization. Human learning, and its effect on output, is considered. In the first model we develop, we use learning curves and production forecasting models to optimally assign operators, in order to maximize system output. In the second model we develop, we perform a failure risk analysis in combination with learning curves, to forecast the total production of operators. Similar to the first part of our analysis, we apply the output maximization models to the aforementioned case study to better demonstrate the concepts.

All individuals are unique in their characteristics. As such, their positive and negative contributions to system performance differ. In any system that is not fully automated, the effect of the human participants has to be considered when one is interested in the performance optimization of the system. Humans are intelligent, adaptive, and learn over time. At the same time, humans are error-prone. Therefore, in situations where human and hardware have to interact and complement each other, the system faces advantages and disadvantages from the role the humans play. It is this role and its effect on performance that is the focus of this dissertation. When analyzing the role of people, one can focus on providing resources to enable the human participants to produce more. Alternatively, one can strive to ensure the occurrence of less frequent and impactful errors. The focus of the analysis in this dissertation is the latter. Our analysis can be categorized into two parts. In the first part of our analysis, we consider a short term planning horizon and focus directly on failure risk analysis. What can be done about the risk stemming from the human participant? Any proactive steps that can be taken will have the advantage of reducing risk, but will also have a cost associated with it. We develop a cost-benefit analysis to enable a decision-maker to choose the optimal course of action for revenue maximization. We proceed to use this model to calculate the minimum acceptable level of risk, and the associated skill level, to ensure system profitability. The models developed are applied to a case study that comes from a manufacturing company in Ontario, Canada. In the second part of our analysis, we consider a longer planning horizon and are focused on output maximization. Human learning, and its effect on output, is considered. In the first model we develop, we use learning curves and production forecasting models to optimally assign operators, in order to maximize system output. In the second model we develop, we perform a failure risk analysis in combination with learning curves, to forecast the total production of operators. Similar to the first part of our analysis, we apply the output maximization models to the aforementioned case study to better demonstrate the concepts.

The post-2007 global financial crisis, characterised by huge firm losses, especially in the USA and Europe, initiated a new strand of literature, where default models are adjusted for unobserved risk factors, including measurement errors, missing firm specific and macroeconomic variables. These new models assume that default correlations are not only driven by observable firm-specific and macroeconomic factors, but also by unobserved risk factors. This thesis present three empirical essays. The first essay estimates and predicts the within-sector failure rate and dependence of firms on the London Stock Exchange. The study offers an additive lognormal frailty model that accounts for both unobserved factors and regime changes. The analysis reveals that during distressed market periods the sector-based failure rates and dependencies tend to be high. The second essay proposes a novel approach based on a bias-corrected estimator to investigate the impact of informative firm censoring and unobserved factors on hazard rates of US firms. The approach uses inverse probability of censoring weighted scheme that explicitly accounts for firm specific factors, economic cycles, industry-level dependence and market activities induced by unobservable factors. The analysis shows that during distressed market periods the effect of informative censoring averagely increases the hazards rates, and varies across industries. The third essay employs a mixed effects Cox model to estimate the failure dependence caused by firms’ exposure to country-based and group-level unobserved factors within the Eurozone. The empirical results show that a higher failure dependence among firms in groups of countries with similar economic and financial conditions than countries with different conditions. Overall, the thesis contributes to the empirical literature on firm default in the broad area of corporate finance by offering a different approach of capturing default dependence and its variations during unfavourable market conditions and adjusting for the effects of non-default firm exit on active firms.

The following dissertation contains two distinct empirical essays which contribute to the overall field of Financial Economics. Chapter 1, entitled “The Determinants of Dynamic Dependence: An Analysis of Commodity Futures and Equity Markets,” examines the determinants of the dynamic equity-commodity return correlations between five commodity futures sub-sectors (energy, foods and fibers, grains and oilseeds, livestock, and precious metals) and a value-weighted equity market index (S&P 500). The study utilizes the traditional DCC model, as well as three time-varying copulas: (i) the normal copula, (ii) the student’s t copula, and (iii) the rotated-gumbel copula as dependence measures. Subsequently, the determinants of these various dependence measures are explored by analyzing several macroeconomic, financial, and speculation variables over different sample periods. Results indicate that the dynamic equity-commodity correlations for the energy, grains and oilseeds, precious metals, and to a lesser extent the foods and fibers, sub-sectors have become increasingly explainable by broad macroeconomic and financial market indicators, particularly after May 2003. Furthermore, these variables exhibit heterogeneous effects in terms of both magnitude and sign on each sub-sectors’ equity-commodity correlation structure. Interestingly, the effects of increased financial market speculation are found to be extremely varied among the five sub-sectors. These results have important implications for portfolio selection, price formation, and risk management. Chapter 2, entitled, “US Community Bank Failure: An Empirical Investigation,” examines the declining, but still pivotal role, of the US community banking industry. The study utilizes survival analysis to determine which accounting and macroeconomic variables help to predict community bank failure. Federal Deposit Insurance Corporation and Federal Reserve Bank data are utilized to compare 452 community banks which failed between 2000 and 2013, relative to a sample of surviving community banks. Empirical results indicate that smaller banks are less likely to fail than their larger community bank counterparts. Additionally, several unique bank-specific indicators of failure emerge which relate to asset quality and liquidity, as well as earnings ratios. Moreover, results show that the use of the macroeconomic indicator of liquidity, the TED spread, provides a substantial improvement in modeling predictive community bank failure.

Background. The incidence of starting renal replacement therapy (RRT) among young people (< 20 years of age) in 2013 in Scotland was 7.7 per million (age-related) population. Little knowledge exists about cardiovascular risk factors (CVRFs), long-term survival and cardiovascular disease (CVD) outcomes in patients who initiated RRT in childhood. The main source of routine data for these patients is available from the European Society of Paediatric Nephrology/European Renal Association- European Dialysis and Transplant Association (ESPN/ERA-EDTA) registry. In Scotland nationally comprehensive data on patients receiving RRT is available from the Scottish Renal Registry (SRR). Aim and objectives. The overall aim of the thesis is to review relevant literature and conduct retrospective cohort studies describing CVRF prevalence, all-cause mortality and incidence of CVD outcomes in patients who initiated RRT in childhood. ESPN/ERA-EDTA registry data were used to describe the prevalence of anaemia, hypertension, dyslipidaemia and BMI categories and their association with all-cause and CV mortality. SRR data were used to describe all-cause mortality and CVD incidence and their association with age at start of RRT, sex, primary renal disease (PRD), type of RRT and period of start of RRT. Methods. Systematic searches were performed to identify relevant literature. For the ESPN/ERA-EDTA analyses patients who started RRT between 0 and 20 years of age and who had CVRF data were included. Patients were followed from date of first CVRF measurement until the earliest of death, loss to follow-up, reaching 20 years of age or the end of follow-up (December 31st 2012). Cox proportional hazard models were used to estimate hazard ratios (HRs) and 95% confidence intervals (CIs) for mortality, comparing patients with and without each CVRF. For the SRR analyses, patients who started RRT under 18 years of age in the period from 1963 to 2013 were included in the analyses. To describe CVD incidence the SRR data were linked to national registers for death and CVD hospital admissions available from 1981 onwards. These analyses, therefore, included patients who started RRT between 1981 and 2013 with follow-up until first CVD event after start of RRT, end of follow-up period or censoring at death. Cox proportional hazard models were used to examine the association of age at initiation of RRT, sex, PRD, type of RRT and period of initiation of RRT with all-cause mortality and CVD incidence. Results. The systematic reviews revealed a gap in current knowledge about CVD incidence and the association of CVRFs with CVD outcomes in patients who initiated RRT in childhood. In total, 7,845 patients were included in the ESPN/ERA-EDTA registry analysis. The mean age of the patients was 9.5 (SE 0.06) years, 58.9% were male, and the most common PRD was congenital anomalies of kidney and urinary tract (CAKUT). The prevalence of dyslipidaemia, hypertension, anaemia overweight/obesity and underweight was 87.5%, 79.3%, 36.0%, 29.9% and 4.3%, respectively. During median follow-up of 3.7 (IQR 1.7-6.8) years 357 patients died. HRs for anaemia were 2.19 (95% CI 1.64-2.93) and 2.55 (95% CI 1.27-5.12) for all-cause and CVD mortality, respectively. The HR for all-cause mortality for underweight was 1.81 (95% CI 1.30-2.53). No other studied CVRFs were statistically significantly associated with all-cause and CVD mortality. In total, 479 patients were included in the SRR analyses of all-cause mortality. The most common PRD was CAKUT and 55.3% of patients were male. During a median follow-up of 18.3 (IQR 8.7-27.0 years) years 126 patients died. Twenty-year survival among patients initiated RRT in childhood was 77.6% (95% CI 73.8-81.3). Age at start of RRT, PRD and type of RRT were significantly associated with all-cause mortality. HR for all-cause mortality for patients who started RRT under 2 years of age was 2.50 (95% CI 1.19-5.25) compared to patients who started RRT at 12 to 18 years old. HR for all-cause mortality for patients with PRD other than CAKUT or glomerulonephritis (GN) was 1.58 (95% CI 1.05-2.39) compared to patients with CAKUT. HRs for all-cause mortality for patients who only received either HD or PD during follow-up were 19.4 (95% CI 10.4-36.4 and 19.5 (9.65-39.7), respectively, compared to patients who received a renal transplant. In total, 381 patients were included in the SRR analyses of CVD incidence. During a median of 12.9 (IQR 5.6-21.5) years of follow-up after initiation of RRT 134 patients (35.2%) developed CVD. The overall crude CVD incidence was 2.6 (95% CI 2.2-3.0) per 100 person-years. HRs for CVD were 1.69 (95% CI 1.05-2.74) for males compared to females, 1.72 (95% CI 1.02-2.91) for PRD other than CAKUT or GN compared to CAKUT and 8.38 (95% CI 3.31-21.23) and 7.30 (95% CI 2.30-23.16) for patients who only received either HD or PD during follow-up, respectively, compared to patients who received a renal transplant. Conclusions. This thesis has contributed to knowledge about CVRF prevalence, longer-term survival and CVD outcomes in patients who initiated RRT in childhood by identifying high prevalence of CVRFs and that CVD is a common complication. This study did not investigate whether anaemia, hypertension, dyslipidaemia and obesity are associated with a higher risk of developing CVD after start of RRT. Future research is needed to study whether treatment of anaemia, hypertension, dyslipidaemia and controlling body weight will reduce the risk of CVD and mortality in patients who initiated RRT in childhood.

The inland waterway system in the United States is fundamental to the transportation system as a whole and the success of the nation’s economy. Barge transportation in these waterways levitates congestion on the highway system and is beneficial when comparing barge transportation to other modes of freight transportation in measures of capacity, congestion, emissions, and safety. Unavoidably, the highway system intersects with the waterways, resulting in the risk of vessels collision into bridge structures. Particularly for barge impact, the literature is questioning the accuracy and oversimplification of the current design specifications. The impact problem was investigated in this research using three-dimensional finite-element analyses. To investigate the collision of a barge into a bridge pier, a range of material models are first investigated through simulating a drop-hammer impact onto a reinforced concrete beam. A detailed model of a jumbo hopper barge is then developed, with particular detail in the bow. The barge model is examined for its response to impact into rigid piers of different size and shape. RC piers, having different shape and boundary conditions, are impacted by the barge model and assessed using selected metrics. The final part of the research examines the response of an existing bridge pier subject to an impact by a chemical transporter barge that frequently travels in the waterway.

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Made available in DSpace on 2014-07-29T15:29:19Z (GMT). No. of bitstreams: 1 DissertacaoPatricia Resende Nogueira.pdf: 1813057 bytes, checksum: a48d12cbb1eeaaf523c2563900c75199 (MD5) Previous issue date: 2009-10-29 / Heart failure (HF) is a complex syndrome in which several risk factors are involved in its genesis, making it difficult to its prevention and management. Objectives: To identify the etiology and risk factors associated with HF frequently found in patients treated in a referential clinic in the state of Goiás, to compare the clinical and demographic characteristics of these patients, to analyze the treatment used is in accordance with the established guidelines for the management of HF in Brazil. Methods: A retrospective, descriptive and observational study of medical records of patients with heart failure treated in 2008 at the Hospital das Clínicas da Universidade Federal de Goiás. The analysis through means the Chi-square test (&#967;2) and Fisher's exact test was used to compare demographic and clinical characteristics of patients and forms of treatment according to the main etiology of HF. The One-way analysis of variance (ANOVA) and the Kruskal-Wallis test were used for quantitative variables. Results: 144 medical records of patients were analyzed, with a mean age 61 ± 15 years, 54.2% were male. Chagas cardiomyopathy was the main cause of HF (41%). Hypertension (48.6%), anemia (22.9%), coronary artery disease (19.4%), dyslipidemia (17.3%) and diabetes mellitus (16.6%) were the most frequent risk factors. There was no significance between patients of different etiologies as the ejection fraction, functional class (NYHA), diastolic blood pressure, 3rd heart sound, edema, jugular venous distension and anemia. Females had higher prevalence of hypertensive cardiomyopathy (p = 0.044). The pulmonary rales were also more frequent in this group (p <0.01). Heart rate was lower in patients with Chagas disease (p <0.001). The prescribed drugs were diuretics (81.2%), angiotensin converting enzyme inhibitors or angiotensin receptor Abstract xii blockers (77.7%), beta-blockers (45.8%), spironolactone (35.4%), digitalis (30.5%) and vasodilators (8.3%). Conclusion: Chagas cardiomyopathy was the main cause of HF. The most frequently risk factors identified were hypertension, anemia, coronary artery disease, dyslipidemia and diabetes mellitus. Patients with different etiologies of HF differed a little in clinical characteristics presented. The treatment used was shown to be consistent with the recommendations in the guidelines for HF. / A insuficiência cardíaca (IC) é uma síndrome complexa em que vários fatores de risco encontram-se envolvidos na sua gênese, tornando difícil sua prevenção e manejo. Objetivos: Identificar a etiologia e fatores de riscos associados a IC mais frequentes nos pacientes tratados em um ambulatório de referência no Estado de Goiás; comparar as características clínicas e demográficas desses pacientes; analisar se o tratamento utilizado encontra-se de acordo com o estabelecido pelas diretrizes para manejo da IC no Brasil. Métodos: Estudo retrospectivo, descritivo e observacional de prontuários de pacientes com insuficiência cardíaca tratados em 2008 no ambulatório de cardiologia do Hospital das Clínicas da Universidade Federal de Goiás. A análise bivariada, por meio dos testes do Qui-quadrado (&#967;2) e do teste Exato de Fisher, foi utilizada para comparar as características demográficas e clínicas dos pacientes e as formas de tratamento de acordo com a etiologia principal da IC. A análise de variância (ANOVA) one-way e o teste de Kruskal-Wallis foram empregados para variáveis quantitativas. Resultados: Foram analisados 144 prontuários de pacientes com insuficiência cardíaca, com média de idade 61 ± 15 anos, sendo 54,2% do sexo masculino. A cardiomiopatia chagásica foi a principal causa de IC (41%). Hipertensão arterial sistêmica (48,6%), anemia (22,9%), doença arterial coronariana (19,4%), dislipidemia (17,3%) e diabetes mellitus (16,6%) destacaram-se como fatores de risco mais frequentes. Não houve significância entre os pacientes de diferentes etiologias quanto à fração de ejeção, classe funcional (NYHA), pressão arterial diastólica, 3ª bulha, edema, turgência da jugular e anemia. O sexo feminino apresentou prevalência maior de cardiomiopatia hipertensiva (p=0,044). Estertores pulmonares também foram Resumo x mais frequentes neste grupo (p<0,01). A frequência cardíaca foi menor nos pacientes chagásicos (p<0,001). Os medicamentos prescritos foram diuréticos (81,2%), inibidores da enzima conversora da angiotensina ou bloqueadores dos receptores da angiotensina (77,7%), betabloqueadores (45,8%), espironolactona (35,4%), digitálicos (30,5%) e vasodilatadores (8,3%). Conclusão: A cardiomiopatia chagásica foi a principal causa de IC. Os fatores de risco identificados com maior frequência foram hipertensão arterial sistêmica, anemia, doença arterial coronariana, dislipidemia e diabetes mellitus. Pacientes de diferentes etiologias de IC diferiram pouco quanto às características clínicas apresentadas. O tratamento utilizado mostrou-se condizente com o preconizado nas diretrizes de IC.