Thesis (MSc)--Stellenbosch University, 2015. / ENGLISH ABSTRACT: Various numerical modelling software packages are available for predicting moored ship motions and forces. The focus of this study was to validate the numerical models QUAYSIM and WAVESCAT and how these models together form a procedure for predicting moored ship motions and forces under the impact of high and low frequency waves. The validation procedure applied in the study involved numerical modelling of a given physical model situation in which moored ship motions and forces were measured under both high and low frequency wave conditions. A physical model with built-in bathymetry was provided by the Council for Scientific and Industrial Research (CSIR) Hydraulics Laboratory in Stellenbosch. The model consisted of a moored container vessel at a jetty, with various mooring lines and fenders. A JONSWAP spectrum, which combines high and low frequency wave components, was used to simulate wave conditions for the modelling of ship motions. The wave periods and wave heights were measured at observation stations located at specific points in the basin. Other measurements such as those of the forces in the fenders and mooring lines were also determined. A multi-step approach was used to numerically predict the ship motions and forces. Firstly, the coastal processes occurring within the basin, which was set up to simulate the physical model wave behaviour, were measured to calibrate the SWAN Delft3D-WAVE model. The wave heights and periods for the respective observation stations were obtained and compared to the physical model measurements. The Delft3D-FLOW SURFBEAT model was used to calculate the low frequency waves in the coastal area. Low frequency waves are the main cause of larger ship motions and forces, therefore it is important to investigate them as part of the ship motion prediction procedure. After the waves had been computed, wave forces acting on the vessel needed to be determined for both high and low frequency waves. These wave forces were modelled with the combinations SURFBEAT/LF-STRIP (low frequency waves) and SWAN/WAVESCAT (high frequency waves). LF-STRIP provided the link between low frequency wave models and ship motion models, converting the low frequency waves into long wave forces acting on the vessel. WAVESCAT converted the high frequency waves to short wave forces. The calculated long wave forces and short wave forces served as the input required to run the ship motion model QUAYSIM to determine the movements of the moored ship as well as the restraining forces in the lines and fenders. The ship motions and forces were compared to the physical model, with the intention of possibly validating the QUAYSIM/WAVESCAT approach for predicting moored ship motions. The study provides an overview of both the setup and results of the physical and numerical model. A description of each of the numerical models SWAN, SURFBEAT, LF-STRIP, WAVESCAT and QUAYSIM is provided, along with a comparison between the physical and numerical models for each procedure. The validation procedure provided useful documentation of the quality of these numerical modelling approaches, already in use in some design projects. The numerical models WAVESCAT and QUAYSIM models of ship motion have shown to provide a good correlation between the physical model and the numerical approach. However, improvements are still required. Good comparisons were obtained for the long wave motions (horizontal movements - surge, sway and yaw). The surge and sway motions were slightly overestimated by QUAYSIM. The magnitude of the yaw was comparable but the not well represented in spectral plots. / AFRIKAANSE OPSOMMING: Daar is verskeie numeriese modellering-sagtewareprogramme beskikbaar waarmee skipbewegings en -kragte voorspel kan word. Die fokus van hierdie studie was om die numeriese modelle QUAYSIM en WAVESCAT te valideer. Saam vorm hierdie twee modelle ’n prosedure om vasgemeerde skipbewegings en -kragte veroorsaak deur lang- en kortgolfaksie te bepaal. Die validasieprosedure wat in hierdie studie gebruik is, behels ’n numeriese modelering van ’n fisiese situasie waar ’n vasgemeerde skip se bewegings en kragte onder kort- en langgolfkondisies gemeet is. ’n Fisiese model met ingeboude batimetrie is voorsien deur die Council for Scientific and Industrial Research (CSIR) se hidroliese laboratorium in Stellenbosch. Die model bestaan uit ’n vasgemeerde houerskip by ’n pier met verskeie ankerlyne en bootbuffers. ’n JONSWAPspektrum, wat kort- en langgolfkomponente kombineer, is gebruik om golfomstandighede vir die modellering van skipbewegings te simuleer. Golfperiodes en golfhoogtes is by spesifieke waarnemingstasies in die gesimuleerde hawe-area gemeet. Verdere opmetings, soos dié van die kragte in die bootbuffers en ankerlyne, is ook gedoen. ’n Stap-vir-stap benadering is gevolg om die skipbewegings numeries te voorspel. Eerstens is die kusprosesse wat in die gesimuleerde hawe plaasvind, gekalibreer met die numeriese paket SWAN Delft3D-WAVE. Die golfhoogtes en golfperiodes vir elke waarnemingstasie is bereken en vergelyk met die fisiese model se opmetings. Die SURFBEAT-module van Delft3D-FLOW is gebruik om die lae-frekwensie golwe in die kusarea te bereken. Lae-frekwensie golwe is die hoofoorsaak van skipbewegings en daarom is dit belangrik om dit te ondersoek gedurende die voorspellingsprosedure van skipbewegings. Na die golwe bereken is, moes die kragte wat beide kort en lang golwe op die skip uitoefen ook bereken word. Hierdie golfkragte is gemodelleer deur middel van die kombinasies SURFBEAT/LFSTRIP (langgolwe) en SWAN/WAVESCAT (kortgolwe). LF-STRIP het die skakel tussen golfmodelle en skipbewegingsmodelle verskaf en die lae-frekwensie golwe omgeskakel in langgolfkragte wat op die skip uitgeoefen is. WAVESCAT het die hoë-frekwensiegolwe omgeskakel in kortgolfkragte wat op die skip uitgeoefen is. Die berekende langgolf- en kortgolfkragte is ingevoer op die skipbewegingsmodel QUAYSIM om die skipbewegings en inperkingskragte in die bootbuffers en ankerlyne te bepaal sodat dit vergelyk kon word met die fisiese model, met die doel om moontlik die QUAYSIM/WAVESCAT-prosedure om gemeerde skipbewegings te voorspel te valideer. Die studie verskaf ’n oorsig van die opstel en resultate van die fisiese en numeriese modelle. Elk van die numeriese modelle SWAN, SURFBEAT, LF-STRIP, WAVESCAT en QUAYSIM word beskryf en vergelykings word getref tussen die numeriese en fisiese modelle vir elke prosedure. Die validasieprosedure verskaf nuttige dokumentasie van die kwaliteit van hierdie numeriese modeleringsprosedures wat reeds in sekere ontwerpprojekte gebruik word. Die numeriese WAVESCAT en QUAYSIM modelle van skipbewegings het ’n goeie korrelasie tussen die fisiese model en die numeriese benadering gelewer. Verbeteringe is wel steeds nodig. Goeie vergelykings is verkry vir langgolfbewegings (horisontale bewegings – stuwing (“surge”), swaai (“sway”) en gier (“yaw”)). Die stu- en swaaibewegings was effens oorskat met QUAYSIM. Die grootte van die gier was wel vergelykbaar maar is nie grafies goed uitgebeeld nie.

Title: Assessment of regional climate models performance in simulating present-day climate over the area of the Czech Republic Author: Lenka Crhová Department: Department of Meteorology and Environment Protection Supervisor:doc. RNDr. Jaroslava Kalvová, CSc. Supervisor's e-mail address: Jaroslava.Kalvova@mff.cuni.cz Abstract: Today a great attention is turned to climate changes and their impacts. Since eighties the Regional Climate Models (RCMs) are developed for assessment of future climate at regional scales. But their outputs suffer from many uncertain- ties. Therefore, it is necessary to assess models ability to simulate observed climate characteristics and uncertainties in their outputs before they are applied in consecu- tive studies. In the first chapters of this thesis the sources of uncertainties in climate model outputs and selected methods of climate models performance evaluation are reviewed. Several methods of model performance assessment are then applied to si- mulations of the Czech regional climate model ALADIN-Climate/CZ and selected RCMs from the ENSEMBLES project for the reference period 1961-1990 in the area of the Czech Republic. The attention is paid especially to comparison of simulated and observed spatial and temporal variability of several climatic elements. Within this thesis the...

In der Reaktorsicherheitsforschung sind auftriebsgetriebene Strömungen von Relevanz für Störfall-szenarien mit Verdünnung der Borkonzentration und für thermische Schockbelastungen des Reak-tordruckbehälters. In der numerischen Simulation der Strömungen werden neben der Berücksichtigung der Auftriebskräfte Quell- und Korrekturterme in die Bilanzgleichungen für die turbulente Energie und die turbulente Dissipation eingeführt. Es wurden erweiterte Modelle entwickelt, in die zusätzliche Gleichungen für die Turbulenzgrößen turbulenter Massenstrom und Dichtevarianz eingehen. Die Modelle wurden in den CFD-Code ANSYS-CFX implementiert. Die Validierung der Modelle erfolgte an einem speziellen Versuchsaufbau (VeMix-Versuchsanlage), mit Einspeisung von Fluid höherer Dichte in eine Vorlage. Als Kriterien für die Validierung wurde der Umschlag zwischen impulsdominiertem Strömungsregime mit vertikalem Jet oder ein vertikales Absinken bei Dominanz von Dichteeffekten herangezogen sowie lokale Konzentrationsmessungen mit Hilfe eines speziell entwickelten Leitfähigkeits-Gittersensors. Eine Verbesserung der Simulation dichtedominierter Vermischungsprozesse mit den erweiterten Turbulenzmodellen konnte allerdings nicht nachgewiesen werden, da die Unterschiede zwischen den Rechnungen mit verschiedenen Turbulenzmodellen zu gering sind. Andererseits konnte jedoch die Simulation der Stratifikation von Fluiden unterschiedlicher Dichte im kalten Strang einer Reaktoranlage deutlich verbessert werden. Anhand der Nachrechnung von Ver-suchen am geometrisch ähnlichen Reaktor-Strömungsmodell ROCOM wurde gezeigt, dass diese Stratifikation von bedeutendem Einfluss auf die Vermischung und somit letztendlich auch auf die Temperatur- bzw. Borkonzentrationsverteilung innerhalb des Reaktordruckbehälters ist. Sie lässt sich nur korrekt simulieren, wenn ausreichend große Abschnitte des kalten Stranges mit modelliert werden. Somit konnte doch eine bessere Vorhersagegenauigkeit der Simulation der Vermischung erreicht werden. In reactor safety research, buoyancy driven flows are of relevance for boron dilution accidents or pressurised thermal shock scenarios. Concerning the numerical simulation of these flows, besides of the consideration of buoyancy forces, source and correction terms are introduced into the balance equations for the turbulent energy and its dissipation rate. Within the project, extended turbulence models have been developed by introducing additional balance equations for the turbulent quantities turbulent mass flow and density variance. The models have been implemented into the computati-onal fluid dynamics code ANSYS-CFX. The validation of the models was performed against tests at a special experimental set-up, the VeMix facility, were fluid of higher density was injected into a vertical test section filled with lighter fluid. As validation criteria the switching-over between a momentum controlled mixing pattern with a horizontal jet and buoyancy driven mixing with vertical sinking down of the heavier fluid was used. Additionally, measurement data gained from an especially developed conductivity wire mesh sensor were used. However, an improvement of the modelling of buoyancy driven mixing by use of the extended models could not be shown, because the differences between calculations with the different models were not relevant. On the other hand, the modelling of the stratification of fluids with different density in the cold leg of a reactor primary circuit could be significantly improved. It has been shown on calculations of experi-ments at the ROCOM mixing test facility, a scaled model of a real reactor plant, that this stratification is relevant as a boundary condition for the mixing process inside the reactor pressure vessel. It can be correctly simulated only if sufficient large parts of the cold legs are included in the modelling. On this way, an improvement of the accuracy of the prediction of mixing processes was achieved.

Der Reaktordynamikcode DYN3D wird für Kernanalysen von Natrium-gekühlten schnellen Reaktoren (SFR) erweitert. In diesem Bericht werden neu implementierte thermomechanische Modelle für die adäquate Simulation von SFR-Transienten beschrieben, die die Simulation der axialen Wärmeausdehnung von Brennstäben und die radiale Ausdehnung des Reaktorkerns umfassen. Darüber hinaus wurde das Verfahren zur Erstellung von Querschnittsbibliotheken für DYN3D für SFR-Analysen erweitert. Die Verifizierung der neuen Modelle und der Querschnittserstellung erfolgte auf Vollkern-Ebene mit stationären Experimenten von der BFS-Testanlage des IPPE Obninsk und Daten des großen oxidischen Kerns des OECD/NEA-Benchmark und den Experimenten zum Zyklusende des Phenix-Kerns. Die DYN3D-Ergebnisse wurden mit der Monte-Carlo-Referenzlösung verglichen, die durch den SERPENT-Code berechnet wurde. Die Testergebnisse zeigen, dass die neu entwickelten Modelle die Wärmeausdeh-nungseffekte der Kernstruktur genau berücksichtigen können. Das neu entwickelte Verfahren zur Erstellung von Querschnittsbibliotheken wurde ebenfalls auf der Basis von SERPENT-Ergebnissen erfolgreich verifiziert. Zur Validierung wurden mehrere Tests, die sowohl stationäre als auch transiente Fälle aus den Phenix-Experimenten enthalten, mit DYN3D berechnet. Die DYN3D-Lösungen weisen eine gute Übereinstimmung mit den experimentellen Daten auf, was die Anwendbarkeit der Codes für Kernanalysen von Natrium-gekühlten schnellen Reaktoren bestätigt.

Made available in DSpace on 2016-03-15T19:25:59Z (GMT). No. of bitstreams: 1 Fabio Yasuhiro Tsukahara.pdf: 1716038 bytes, checksum: fcb403b741576082c787fbd317d4e890 (MD5) Previous issue date: 2013-02-04 / The Basel II accord allows financial institutions to use internal models for measuring capital requirements. However, the use of internal models requires, among other approvals, a validation by an independent area. Thus, the development of techniques for validating risk models has gained much importance in the academic and in the financial markets. This study aims to evaluate some of the main techniques used for validate probability of default models, through the application of these techniques in PD models developed from simulated portfolios. Were evaluated traditional techniques such as KS, AR and area under ROC curve and newer techniques such as CIER, Information Value and measure M. The advantage of using simulated portfolios is that they allow the study of a large number of different situations, which would be impossible by using real portfolios. This study will provide an understanding of the limitations present in validation methodologies of PD models and an assessment of which techniques are more sensitive for each case analyzed. / O acordo de Basiléia II permite que instituições financeiras utilizem modelos internos para mensuração do capital mínimo exigido. No entanto, a utilização de modelos internos exige, dentre outras aprovações, a validação destes por uma área independente. Com isso, o desenvolvimento de técnicas para validação de modelos de riscos tem ganhado importância nos últimos anos tanto no âmbito acadêmico quanto no mercado financeiro. Este estudo tem como finalidade avaliar algumas das principais técnicas utilizadas na validação dos modelos de probabilidade de default (PD), através da aplicação destas técnicas em modelos desenvolvidos a partir de carteiras simuladas. Foram avaliadas desde técnicas mais tradicionais como KS, AR e área sob a curva ROC, até técnicas mais recentes como CIER, Information Value e a medida M. A vantagem em se utilizar carteiras simuladas é que elas permitem o estudo de um grande número de situações distintas, o que seria inviável através da utilização de carteiras reais. A partir deste estudo será possível entender as limitações das metodologias de validação dos modelos de PD e identificar quais técnicas são mais sensíveis a cada um dos casos analisados.

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O aumento da importância da cultura da cana-de-açúcar nos últimos anos atraiu de investimentos ao setor sucro-alcooleiro, tornando o planejamento estratégico uma ferramenta essencial na orientação para expansão da cultura em novas áreas e otimização da produção nas áreas tradicionais de cultivo. A modelagem agrícola, por isso, ganhou importância por contribuir neste sentido. Existem diversos modelos de simulação de cana-de-açúcar sendo utilizados em todo o mundo, sendo o DSSAT/CANEGRO um dos mais utilizados. O modelo DSSAT/CANEGRO foi baseado no modelo CERES-MAIZE e desenvolvido na África do Sul. Incluído no conjunto de modelos Decision Support System for Agrotechnology Transfer (DSSAT versão 3.1), e atualizado na versão 4.5 do DSSAT, vem sendo aplicado em diversas regiões do mundo para análise e avanço no conhecimento dos sistemas de produção de cana-deaçúcar. O objetivo do trabalho foi a parametrização e avaliação do modelo calibrado para 5 variedades brasileiras de cana-de-açúcar: CTC 4, CTC 7, CTC 20, RB 86 7515 e RB 83 5486. Foram realizadas medidas em campo experimental em duas localidades para as variedades CTC 4, CTC 7, CTC 20 e obtenção de dados bibliográficos para as variedades RB 86-7515 e RB 83-5486. Uma análise de sensibilidade local, utilizando dados climáticos e pedológicos de Piracicaba foi realizada para determinar a dependência das variáveis simuladas em relação às variações nos parâmetros do modelo. Em seguida, realizou-se a parametrização do modelo utilizando a técnica GLUE (do ingles, generalized likelihood uncertainity estimation). A avaliação das cinco variedades estudadas foi feita utilizando o R²; índice D de Willmott e quadrado médio dos desvios como indicadores estatísticos. Para a variável de índice de área foliar, as variedades CTC 4, CTC 7, CTC 20 apresentaram índice D variando entre 0,870 e 0,944, sendo com indicadores estatísticos similares para as variáveis altura de colmo (D=0,80), perfilhamento (D=0,90) e teor de sacarose (D=0,50). A variedade RB 83-5486 apresentou resultados próximos aos observados para as variáveis de teor de sacarose e massa fresca do colmo. Os piores resultados foram obtidos para a variedade RB 86- 7515, com D=0,743 para massa fresca do colmo, D=0,821 para altura de colmo, D=0,873 para perfilhamento e D=0,665 para massa seca de colmo. O modelo teve melhor desempenho para as condições de Piracicaba, Pradópolis, Guariba e Porto Feliz, no Estado de Sao Paulo, em comparação com as condições de solo e clima de Couripe, Estado de Alagoas. / The importance of sugarcane crop has increasing during the last years, attracting more investments to the sugarcane sector. Thus, the strategic planning has becoming an essential tool to guide the sugarcane expansion to new areas, as well as to help optimize the traditional production systems. To do so, crop modelling has a great usefulness. There are several models for sugarcane crop simulation around the world, and DSSAT/CANEGRO is one of the most used. DSSAT/CANEGRO model was based in the CERES-MAIZE model and developed in South Africa. It was included in Decision Support System for Agrotechnology Transfer (DSSAT 3.1), and updated in DSSAT 4.5 version. It has been applied in many sites around the world to analyze sugarcane productions systems and advance the knowledge regarding the crop. This research aimed to parameterize and evaluation DSSAT/CANEGRO for 5 Brazilian sugarcane varieties: CTC 4, CTC 7, CTC 20, RB 86 7515 e RB 83 5486. CTC 4, CTC 7 and CTC 20 experimental data came from two experimental fields in the State of Sao Paulo and RB 86-7515 and RB 83-5486 varieties data came from bibliographic references. A local sensibility analysis was performed using weather and soil data from Piracicaba to determine the dependency of simulated variables on changes in key parameters. The model was parameterized using the GLUE (generalized likelihood uncertainity estimation) method. The evaluation of five varieties was done using R², Willmott´s index (D) and root mean square error as statistical indicators. D index ranged from 0,870 and 0,944 for green leaf area index for CTC 4, CTC 7 and CTC 20 varieties. The model evaluation was also conducted for the following variables: stalk height (D=0,80), tillering (D=0,90) and sucrose content (D=0,50). The same was done for RB 83-5486 variety using the following variables: sucrose content and stalk fresh mass. The worst results were obtained for variety RB 86-7515, with the following statistics in the validation procedure: (stalk fresh mass D=0,743; stalk height, D=0,821; tillering, D=0,873; stalk dry mass, D=0,665). DSSAT/CANEGRO performed better for Piracicaba, Pradópolis, Guariba and Porto Feliz (State of Sao Paulo) in comparison to the weather and soil conditions of Couripe (State of Alagoas).

O aumento da importância da cultura da cana-de-açúcar nos últimos anos atraiu de investimentos ao setor sucro-alcooleiro, tornando o planejamento estratégico uma ferramenta essencial na orientação para expansão da cultura em novas áreas e otimização da produção nas áreas tradicionais de cultivo. A modelagem agrícola, por isso, ganhou importância por contribuir neste sentido. Existem diversos modelos de simulação de cana-de-açúcar sendo utilizados em todo o mundo, sendo o DSSAT/CANEGRO um dos mais utilizados. O modelo DSSAT/CANEGRO foi baseado no modelo CERES-MAIZE e desenvolvido na África do Sul. Incluído no conjunto de modelos Decision Support System for Agrotechnology Transfer (DSSAT versão 3.1), e atualizado na versão 4.5 do DSSAT, vem sendo aplicado em diversas regiões do mundo para análise e avanço no conhecimento dos sistemas de produção de cana-deaçúcar. O objetivo do trabalho foi a parametrização e avaliação do modelo calibrado para 5 variedades brasileiras de cana-de-açúcar: CTC 4, CTC 7, CTC 20, RB 86 7515 e RB 83 5486. Foram realizadas medidas em campo experimental em duas localidades para as variedades CTC 4, CTC 7, CTC 20 e obtenção de dados bibliográficos para as variedades RB 86-7515 e RB 83-5486. Uma análise de sensibilidade local, utilizando dados climáticos e pedológicos de Piracicaba foi realizada para determinar a dependência das variáveis simuladas em relação às variações nos parâmetros do modelo. Em seguida, realizou-se a parametrização do modelo utilizando a técnica GLUE (do ingles, generalized likelihood uncertainity estimation). A avaliação das cinco variedades estudadas foi feita utilizando o R²; índice D de Willmott e quadrado médio dos desvios como indicadores estatísticos. Para a variável de índice de área foliar, as variedades CTC 4, CTC 7, CTC 20 apresentaram índice D variando entre 0,870 e 0,944, sendo com indicadores estatísticos similares para as variáveis altura de colmo (D=0,80), perfilhamento (D=0,90) e teor de sacarose (D=0,50). A variedade RB 83-5486 apresentou resultados próximos aos observados para as variáveis de teor de sacarose e massa fresca do colmo. Os piores resultados foram obtidos para a variedade RB 86- 7515, com D=0,743 para massa fresca do colmo, D=0,821 para altura de colmo, D=0,873 para perfilhamento e D=0,665 para massa seca de colmo. O modelo teve melhor desempenho para as condições de Piracicaba, Pradópolis, Guariba e Porto Feliz, no Estado de Sao Paulo, em comparação com as condições de solo e clima de Couripe, Estado de Alagoas. / The importance of sugarcane crop has increasing during the last years, attracting more investments to the sugarcane sector. Thus, the strategic planning has becoming an essential tool to guide the sugarcane expansion to new areas, as well as to help optimize the traditional production systems. To do so, crop modelling has a great usefulness. There are several models for sugarcane crop simulation around the world, and DSSAT/CANEGRO is one of the most used. DSSAT/CANEGRO model was based in the CERES-MAIZE model and developed in South Africa. It was included in Decision Support System for Agrotechnology Transfer (DSSAT 3.1), and updated in DSSAT 4.5 version. It has been applied in many sites around the world to analyze sugarcane productions systems and advance the knowledge regarding the crop. This research aimed to parameterize and evaluation DSSAT/CANEGRO for 5 Brazilian sugarcane varieties: CTC 4, CTC 7, CTC 20, RB 86 7515 e RB 83 5486. CTC 4, CTC 7 and CTC 20 experimental data came from two experimental fields in the State of Sao Paulo and RB 86-7515 and RB 83-5486 varieties data came from bibliographic references. A local sensibility analysis was performed using weather and soil data from Piracicaba to determine the dependency of simulated variables on changes in key parameters. The model was parameterized using the GLUE (generalized likelihood uncertainity estimation) method. The evaluation of five varieties was done using R², Willmott´s index (D) and root mean square error as statistical indicators. D index ranged from 0,870 and 0,944 for green leaf area index for CTC 4, CTC 7 and CTC 20 varieties. The model evaluation was also conducted for the following variables: stalk height (D=0,80), tillering (D=0,90) and sucrose content (D=0,50). The same was done for RB 83-5486 variety using the following variables: sucrose content and stalk fresh mass. The worst results were obtained for variety RB 86-7515, with the following statistics in the validation procedure: (stalk fresh mass D=0,743; stalk height, D=0,821; tillering, D=0,873; stalk dry mass, D=0,665). DSSAT/CANEGRO performed better for Piracicaba, Pradópolis, Guariba and Porto Feliz (State of Sao Paulo) in comparison to the weather and soil conditions of Couripe (State of Alagoas).