In the first part of this thesis, we introduce a new methodology for stress-test exercises. Our approach allows to consider richer stress-test exercises, which assess the impact of a modification of the whole distribution of asset prices' factors, rather than focusing as the common practices on a single realization of these factors, and take into account the potential reaction to the shock of the portfolio manager. The second part of the thesis is devoted to the pricing of bonds with very long-term time-to-maturity (more than ten years). Modeling the volatility of very long-term rates is a challenge, due to the constraints put by no-arbitrage assumption. As a consequence, most of the no-arbitrage term structure models assume a constant limiting rate (of infinite maturity). The second chapter investigates the compatibility of the so-called "level" factor, whose variations have a uniform impact on the modeled yield curve, with the no-arbitrage assumptions. We introduce in the third chapter a new class of arbitrage-free term structure factor models, which allows the limiting rate to be stochastic, and present its empirical properties on a dataset of US T-Bonds.

The Pilbara region of Western Australia hosts the Hamersley Province, an area of abundant iron ore resources located in the lower Hamersley Groups, Brockman and Marra Mamba Iron Formations. This study consists of a geotechnical and a geochemical and mineralogical investigation into the Banded Iron Formation (BIF) and shale deposits of the lower Hamersley Group that reside in the pit walls of RTIO mines in Western Australia. Areas throughout Tom Price, Paraburdoo, Marandoo and West Angelas iron ore mines are geotechnically investigated for rock mass conditions through the use of the Slope Mass Rating (SMR) classification system and through point load and slake durability testing. Selected samples from these areas were then geochemically and mineralogically tested by X-ray Fluorescence (XRF), X-ray Diffraction (XRD) and microscopic analysis, to determine the geochemical and mineralogical changes of BIF and shale as they alter and weather through hypogene and supergene alteration and Recent weathering. It was found that the most efficient method for determining the alteration and/or weathering of lower Hamersley Group BIF and shale deposits was by the use of a chemical alteration index, calculated from enriched and depleted major elements in the BIF and shale as they alter and weather. It has been suggested here that this Pilbara Iron alteration index can be calculated efficiently and effectively from geochemical testing in intervals down boreholes throughout future or developing open pit mines to assist in estimating slope stability conditions. It is also suggested that many boreholes should be analysed in section or in 3D space to create cross sections or block models showing the varying extent of alteration and weathering throughout the area being studied. From the geotechnical investigation, it was found that the weakest region, in terms of pit slope stability, were the highly and extremely altered and/or weathered regions with Pilbara Iron alteration indices of between 61 and 80, and 81 and 100, respectively. If these zones are identified, slope stability analysis can be focused on these geotechnically vulnerable areas. Slope stability analysis should be completed by using a suitable technique, such as by the use of SMR, which, along with other risk identification measures, will identify potentially unstable areas and suggest the required course of action. Further hazard and risk analysis should be undertaken in potentially unstable areas and remedial measures undertaken as appropriate. Thereby, the Pilbara Iron alteration index can be used in the Hamersley Province as a predictive tool for pit slope stability.

This dissertation examines from a Vattimian perspective the challenge that euthanasia and assisted suicide posed to the sanctity of life ethos in Canada from 1972–2005. Gianni Vattimo’s central themes—metaphysics (absolute values), “event of being” (lived experiences that call absolute values into question), and passive-reactive nihilism (the use of “masks” or “disguises” to prevent the dissolution of metaphysics)—are pivotal to understanding the way religious and secular beliefs are interwoven within ethical, medical, legal and political discourses in Canada. Vattimo’s philosophico-ethical approach was specifically chosen because as a theoretical tool, it helps to illuminate the presence, weakening, and resilience of metaphysics in discourses surrounding an intentionally hastened death. To demonstrate how Vattimo’s major themes apply empirically to the research, a social constructionist approach was adopted in the form of a discourse analysis. Particular emphasis was placed on an examination of the three most important cases of death and dying in Canada, namely, Nancy B., Sue Rodriguez and Robert Latimer. The bulk of the evidence suggests that when these “events of being” challenged the sanctity doctrine as the ultimate foundation for life-terminating decisions, ethical, medical, legal and political discourses converged to promote three normative positions or authorizing discourses used in the tradition of Christian ethics: (1) stewardship—the view that since life is a “loan from God,” sacred, and of infinite worth, death cannot be intentionally hastened (“nature must take its course”); (2) value in prolonged suffering—the view that since suffering possesses transcendent meaning or purpose, its prolongation is justified in individual circumstances; and (3) the “slippery slope”—the view that any weakening of the sanctity of life ethos inevitably harms or threatens the community. Generally speaking, religious and secular advocates of the sanctity of life ethos reacted similarly in cases involving an intentionally hastened death. In other words, both the religious and the secular embraced metaphysics (absolute values), condoned and rationalized the prolongation of suffering, and relied on the “slippery slope” as a “mask” to maintain the sanctity of human life as first principle. The research strongly suggests that Canada is still significantly indebted to Christian notions when it comes to discussions surrounding the decriminalization of euthanasia and assisted suicide.

Les analyses structurale et mécanique des pentes rocheuses constituent des éléments clés pour l'évaluation de leur stabilité. L'utilisation complémentaire de la photogrammétrie et des modèles numériques qui couplent les réseaux discrets de discontinuités (DFN selon son sigle en anglais) avec la méthode des éléments discrets (DEM selon son sigle en anglais), présente une méthodologie qui peut être utilisée pour évaluer le comportement mécanique des configurations tridimensionnelles de terrain pour lesquelles l'existence de discontinuités non persistantes peut être supposée. La stabilité des masses rocheuses est généralement supposée être contrôlée par la résistance au cisaillement le long des plans de discontinuité. Si les discontinuités sont non persistantes, avec leur continuité interrompue par la présence de ponts rocheux (portions de roche intacte reliant la masse rocheuse au massif), leur résistance apparente augmente considérablement. Dans ce cas, la contribution des ponts rocheux localisés entre ces discontinuités doit être prise en compte dans l'analyse de stabilité. La déstabilisation progressive des massifs rocheux dans lesquels des discontinuités non persistantes sont présentes, peut être étudiée par des simulations numériques réalisées à l'aide de l'approche DEM. La roche intacte est représentée comme un assemblage de particules (ou éléments discrets) liées entre elles par des contacts dont les lois de comportement spécifiques peuvent être calibrées pour représenter correctement le comportement de la roche. L'intérêt de la méthode est qu'elle permet de simuler l'initiation de la rupture et sa propagation à l'intérieur de la matrice rocheuse du fait de la rupture des contacts cohésifs entre les particules. De plus, les discontinuités préexistantes peuvent être prises en compte explicitement dans le modèle en utilisant une loi de contact ad hoc qui assure un comportement mécanique représentatif des plans de discontinuité. Des analyses de stabilité ont été effectuées et ont mis en évidence le rôle des ponts rocheux dans la génération de nouvelles surfaces de rupture qui peuvent se développer à travers des mécanismes de rupture mixte en traction et en cisaillement. On peut considérer la formulation de Jennings comme l'une des premières méthodes d'analyse de la stabilité des pentes rocheuses qui évaluent la résistance au glissement comme une combinaison pondérée des résistances mécaniques des ponts rocheux et des plans de discontinuité. Sa validité a été discutée et systématiquement comparée aux résultats obtenus à partir de simulations numériques. Il a pu être montré que la formulation de Jennings perd sa validité dès que la rupture des ponts rocheux intervient majoritairement par des mécanismes de traction. Une formulation complémentaire a alors été proposée. En ce qui concerne l'étude de la stabilité des massifs rocheux sur site, il a été montré que l'association entre les données issues de la photogrammétrie en haute résolution et l'approche DFN-DEM peut être utilisée pour identifier des scénarios de rupture. L'analyse en retour de cas réels a montré que les surfaces de rupture peuvent être simulées comme le résultat de mécanismes combinant la fracturation des ponts rocheux et le glissement le long des discontinuités préexistantes. La rupture d'un dièdre qui a eu lieu dans une mine de charbon australienne, a été utilisée pour valider cette méthodologie. Des simulations numériques ont été réalisées pour déterminer les scénarios pour lesquels les surfaces de rupture simulées et celles repérées sur le terrain, peuvent être utilisés pour calibrer les paramètres de résistance du modèle numérique. Le travail présenté ici répond à un besoin plus général visant à améliorer la gestion des risques naturels et miniers liés aux masses rocheuses instables. La méthodologie proposée constitue une alternative robuste dédiée à renforcer la fiabilité des analyses de stabilité pour les pentes rocheuses fracturées à structure complexe. / Structural and mechanical analyses of rock mass are key components for rock slope stability assessment. The complementary use of photogrammetric techniques and numerical models coupling discrete fracture networks (DFN) with the discrete element method (DEM) provides a methodology that can be applied to assess the mechanical behaviour of realistic three-dimensional (3D) configurations for which fracture persistence cannot be assumed. The stability of the rock mass is generally assumed to be controlled by the shear strength along discontinuity planes present within the slope. If the discontinuities are non–persistent with their continuity being interrupted by the presence of intact rock bridges, their apparent strength increases considerably. In this case, the contribution of the rock bridges located in-between these discontinuities have to be accounted for in the stability analysis. The progressive failure of rock slope involving non–persistent discontinuities can be numerically investigated based upon simulations performed using a DEM approach. The intact material is represented as an assembly of bonded particles interacting through dedicated contact laws that can be calibrated to properly represent the behaviour of the rock material. The advantage of the method is that it enables to simulate fracture initiation and propagation inside the rock matrix as a result of inter-particle bond breakage. In addition, pre–existing discontinuities can be explicitly included in the model by using a modified contact logic that ensures an explicit and constitutive mechanical behaviour of the discontinuity planes. Stability analyses were carried out with emphasis on the contribution of rock bridges failure through a mixed shear-tensile failure process, leading to the generation of new failure surfaces. Jennings' formulation being considered to be one of the first rock slope stability analysis that evaluates the resistance to sliding as a weighted combination of both, intact rock bridges and discontinuity planes strengths, its validity was discussed and systematically compared to results obtained from numerical simulations. We demonstrate that the validity of Jennings' formulation is limited as soon as tensile failure becomes predominant and an alternative formulation is proposed to assess the resulting equivalent strength. Regarding field slope stability, we show that the combination of high resolution photogrammetric data and DFN-DEM modelling can be used to identify valid model scenarios of unstable wedges and blocks daylighting at the surface of both natural and engineered rock slopes. Back analysis of a real case study confirmed that failure surfaces can be simulated as a result of both fracture propagation across rock bridges and sliding along pre-existing discontinuities. An identified wedge failure that occurred in an Australian coal mine was used to validate the methodology. Numerical simulations were undertaken to determine in what scenarios the measured and predicted failure surfaces can be used to calibrate strength parameters in the model. The work presented here is part of a more global need to improve natural and mining hazards management related to unstable rock masses. We believe that the proposed methodology can strengthen the basis for a more comprehensive stability analysis of complex fractured rock slopes.

[pt] O fenômeno de liquefação continua sendo um dos temas mais importantes, complexos e controversos da engenharia geotécnica, sendo a liquefação dinâmica, causada por terremotos, o maior contribuinte de risco sísmico urbano em vários países andinos. O movimento causa incrementos da poropressão que reduz a tensão efetiva e conseqüentemente a resistência ao cisalhamento de solos arenosos. O presente trabalho de pesquisa apresenta e compara algumas das metodologias existentes para a avaliação do fenômeno de liquefação dinâmica, variando desde o método semi-empírico de Seed-Idriss para estimativas do potencial de liquefação até a execução de algumas análises numéricas, no contexto dinâmico, através do programa computacional FLAC 2D v.5. Um estudo de caso, para uma comparação dos diversos procedimentos, consiste na análise dinâmica de uma pilha de lixiviação de minério de cobre, situada em região de atividade sísmica no Peru que, devido a problemas no sistema de drenagem interna, resultou com um alto nível de saturação que poderia colocar sua estabilidade em risco devido à possibilidade de liquefação sob carregamento sísmico. Dos resultados obtidos nessas análises, pode-se afirmar que o método semi-empírico de Seed-Idriss, para determinação do potencial de liquefação, compara-se bastante bem com modelos mais sofisticados baseados em análises dinâmicas empregando tanto o modelo constitutivo de Finn quanto o modelo constitutivo elastoplástico UBCSAND. / [en] The phenomenon of liquefaction is still one of the most important, complex and controversial subjects of the geotechnical engineering, being the dynamic liquefaction, caused by earthquakes, the major contributor to urban seismic risks in several Andesian countries. The shaking increases the pore water pressure which reduces the soil effective stress and, therefore, the shear strength of sandy soils. This dissertation presents and compares some of the proposed methodologies to evaluate the phenomenon of dynamic liquefaction, ranging from the semi-empirical method of Seed-Idriss to estimate the liquefaction potential to the execution of some numerical analyses, within the dynamic context, through the computational program FLAC 2D v.5. The case study, for the comparison among the several procedures, consists of a copper ore heap leach, situated in a high seismic activity zone in Peru, that experimented high levels of saturation, due to problems in the internal drainage system, that could put in risk the stability of the leach pad to the possibility of liquefaction under seismic loading. From the results of such analyses, one can say that the semi-empirical method proposed by Seed- Idriss for the determination of the liquefaction potential compares quite well with outputs from more sophisticated numerical analyses based on dynamic studies that incorporate either the Finn s or the elasto-plastic UBCSAND constitutive models.

Nous avons étudié les mécanismes d’interaction entre le piège du fourmilion, une dépression conique dans le sable, et ses proies. Nous avons identifié un spectre optimal de proies, pesant environ 2 à 3 mg, par une expérience d’écologie comportementale sur des fourmis. Les proies plus petites et plus grosses sont moins capturées, pour des raisons différentes. Nous avons également découvert que la compacité du milieu granulaire où les fourmilions construisent influence la probabilité de capture. Le piège garde donc en mémoire l’état du milieu, avec des conséquences sur l’alimentation du prédateur. / We studied the interactions between an antlion pit, a conical depression in sand, and its prey. We identified an optimal range of prey size with a behavioural ecology experiment with ants. Prey that are lighter or heavier are less captured, for different causes, than prey of around 2 and 3 mg. We also found that the compaction of the granular medium where antlion built impacts on the probability of capture of prey. The pit so has a memory of the initial state of the immediate soil environment, with consequences for the predator success.

[pt] O presente trabalho tem como principal objetivo mostrar a aplicabilidade prática da análise limite pelo método de elementos finitos na avaliação de problemas de estabilidade de talude, sendo este colocado como um problema de programação matemática, no qual se precisa realizar um processo de otimização para a solução do problema. Apresenta-se um método para obter a solução do problema de estabilidade de taludes utilizando para isso a programação matemática, e fazendo ênfase na utilidade da programação cônica da segunda ordem (SOCP). Inicialmente faz uma revisão das formulações da análise limite, via o método de elementos finitos, encontradas na literatura existente. A seguir é descrita a formulação da análise limite numérica partindo do principio do trabalho virtual para sua formulação, e utilizando a ferramenta dos elementos finitos para realizar a implementação numérica. São propostas diferentes formas de trabalhar com o critério de resistência do material, sendo a de melhor desempenho, em termos de tempo de processamento a forma cônica quadrática que permite acoplar a programação cônica da segunda ordem (SOCP) na ferramenta numérica. É acoplada a técnica da redução dos parâmetros de resistência do material com a finalidade de encontrar o fator de segurança da estrutura do talude (FS). Finalmente são apresentados exemplos de validação e aplicação, os quais permitem visualizar a eficiência da ferramenta desenvolvida em termos de tempo de processamento ao utilizar a programação cônica da segunda ordem (SOCP). Os resultados sugerem viabilidade da utilização da técnica estudada na solução de problemas relacionada à estabilidade de taludes. / [en] The main objective of this work is to show the practical applicability of limit analysis by finite element method in the evaluation of slope stability problems, and this placed as a mathematical programming problem, which you need to perform an optimization process to solve the problem. We present a method to obtain the solution of the problem of slope stability using for this mathematical programming, and making emphasis on the usefulness of the second order conic programming (SOCP). Initially, a review of formulations Limit Analysis via Finite Element Method, found in the existing literature. Then is described the Numerical Limit Analysis formulation starting from virtual work principle their formulation, and using Finite Element Method as a tool to carry out the numerical implementation. We propose different ways of working with the yield criterion of the material, being the best performing in terms of processing time the conic quadratic form that allows to coupling to the second order conic programming (SOCP) in numerical implementation. It is coupled to the technique of reducing the strength parameters of the material in order to find the safety factor of the slope of the structure (FS). Finally, examples are presented for validation and application, which allow you to view the efficiency of the developed implementation in terms of processing time with the use of second order conic programming (SOCP). The results suggest the feasibility of using the technique studied in the solution of problems related to Slope Stability.

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Fundação de Amparo à Pesquisa do Estado do Rio de Janeiro / Esta dissertação buscou uma apreciação crítica e pragmática da relação entre desigualdade socioeconômica e obesidade abdominal, em resposta a proposição internacional de monitoramento das desigualdades em saúde e a escassez de estudos desta natureza relativos à obesidade abdominal. Dois artigos foram elaborados a fim de estimar o grau de desigualdade educacional na ocorrência de obesidade abdominal e revisar os estudos de associação entre posição socioeconômica e obesidade abdominal. O primeiro artigo utilizou o índice angular de desigualdade e o índice relativo de desigualdade em dados seccionais de 3.117 participantes da linha de base do Estudo Pró-Saúde, 1999-2001, e o segundo artigo abarcou os resultados de estudos conduzidos em população adulta no Brasil. Os índices de desigualdade resumiram a tendência monotônica e inversa observada entre escolaridade e obesidade abdominal na população feminina, proporcionando estimativas quantitativas desta desigualdade (artigo 1). Em concordância, observou-se que a associação entre indicadores de posição socioeconômica e obesidade abdominal foi majoritariamente inversa entre as mulheres, principalmente com relação à escolaridade, e estatisticamente não significativa entre os homens (artigo 2). Tal cenário epidemiológico evidencia que a obesidade abdominal tem afetado desproporcionalmente as mulheres de posição socioeconômica mais baixa e que a desigualdade de gênero na prevalência de obesidade abdominal tende a aumentar com menor posição socioeconômica. Em suma, a presente dissertação visou à produção de conhecimento epidemiológico relevante ao enfrentamento das desigualdades em saúde, com o objetivo premente de subsidiar políticas públicas de fato realizáveis e individualmente aceitáveis. / This dissertation sought to a critical and pragmatic assessment of the relationship between socioeconomic inequality and abdominal obesity in response to international proposition of health inequalities monitoring and to lack of studies of this nature relating to abdominal obesity. Two articles were prepared to -estimate the level of educational inequality in the occurrence of abdominal obesity, and review the association studies between socioeconomic position and abdominal obesity. The first article used the slope index of inequality and the relative index of inequality in the sectional data of 3.117 participants in the baseline of the Pró-Saúde Study, 1999-2001; and the second article encompassed the results of the studies conducted in the adult population in Brazil. The inequality indexes summarized strictly monotonic and inverse trend between educational achievement and abdominal obesity in the female population, providing quantitative estimates of this inequality (Article 1). Accordingly, we found that the association between socioeconomic position indicators and abdominal obesity was mostly reversed among women, especially regarding education, and statistically not significant among men (Article 2). This epidemiological scenario shows that abdominal obesity has disproportionately affected women of the lower socioeconomic position, and gender inequality in the prevalence of abdominal obesity tends to increase with lower socioeconomic position. In short, this dissertation aimed at the production of relevant epidemiological knowledge to addressing health inequalities, with the targeted of subsidize public policies feasible and individually acceptable.

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / O perfeito entendimento de deslizamentos de terra tem sido objeto de grande interesse na engenharia geotécnica há muitos anos. Encostas naturais representam um desafio constante para os engenheiros, mais do que os taludes artificiais. Não é incomum que os escorregamentos causam perdas de vidas humanas e também danos materiais. As informações obtidas a partir de retro-análise de casos históricos, têm servido como uma ferramenta valiosa para a compreensão da estabilidade de taludes. Vale a pena notar que o primeiro método de cálculo de estabilidade de taludes, usando divisão de fatia, foi desenvolvido após um acidente na Noruega. Métodos de estabilidade por Equilíbrio Limite, desenvolvidos no século passado são atualmente utilizados na prática da engenharia. Apesar de suas deficiências, eles provaram ser confiáveis na determinação do Fator de Segurança. A geometria 2D e a abordagem completa da condição saturada são provavelmente as questões mais relevantes dos métodos atuais. A condição do solo não saturado está geralmente presente em taludes naturais e os métodos ignoram a influência da sucção do solo sobre a estabilidade do talude. O desenvolvimento de computadores no meio do século passado, tornaram os cálculos Equilíbrio Limite fáceis de serem executados. Por outro lado, eles não podem explicar a natureza do problema ou prever o comportamento do solo antes da ruptura. A década de 1960 marcou o início do desenvolvimento de programas de computador baseados em métodos numéricos que, entre outros, destaca-se, em geotecnia, a aplicação dos métodos de Elementos Finitos (FEM). Este método é ideal para muitos fins, uma vez que permite a simulação da sequência de construção e também a incorporação de diferentes modelos constitutivos. Este trabalho mostra a influência da sucção sobre a estabilidade de encostas naturais. Uma retroanálise de um escorregamento no Morro dos Cabritos, no Rio de Janeiro, foi feita através de um programa de análise de tensão (Plaxis 2D). Os resultados foram comparados com o FS obtido por programa de Equilíbrio Limite (Slide v5). O efeito de sucção do solo foi incorporada nas análises, através de sua influência sobre os parâmetros de resistência do solo e por diferentes possibilidades de infiltração de água na encosta. Este caso histórico foi estudado anteriormente por Gerscovich (1994), que na época, fez analise de fluxo e estabilidade utilizando um abordagem de Equilíbrio Limite 3D. Os resultados mostraram boa concordância entre a análise de Elementos Finitos e a simulação de Equilíbrio Limite, sem a presença de nível de água. Os resultados confirmaram que foi necessário haver pressões positivas para explicar a ruptura do talude.

Conselho Nacional de Desenvolvimento Científico e Tecnológico / The soil tillage systems modify its water balance and for the correct irrigation management is fundamental to determining the runoff and effective rainfall, which helps to maximize the use of rainwater and minimizes the use of supplemental irrigation. The objective of this study was to determine, model and estimate the runoff and the effective rainfall during the development cycle of the common black bean and maize in soil with and without straw on the surface, in different land slope and rainfall intensities simulated, using the field experiments, multivariate equations, the Curve Number Method (CN) and the SIMDualKc Model. Two experiments were conducted in the field with crops of black beans and maize, where different intensities of simulated rainfall (35, 70 and 105 mm h-1) were applied at different times of the crop cycle (soil cover of 0, 28, 63 and 100% by the canopy beans; 0, 30, 72 and 100% by canopy of maize) and distinct land slope (1, 5 and 10%) in soil without and with (5 Mg ha-1) of oat straw on the surface. The runoff values observed were compared with those estimated by the CN method, suggesting new values of CN to improve the estimate. From the set of data collected from the field analysis of multiple linear regression to estimate runoff and simulations with SIMDualKc model to estimate runoff and effective rainfall were performed. The start time of the runoff, constant runoff rate, total runoff and the percentage of runoff in relation to the volume of rain were little influenced by the crops of beans and maize. Reductions in runoff were provided by the straw on the soil surface within 45 and 48% for the crops beans and maize, respectively. The CN method for the bean crop underestimated runoff by up to 10% for the soil without straw on the surface, and overestimated by up to 17% for the soil with straw. For maize, the method overestimated the runoff by up 32.4% in soil with straw and 12% in soil without straw. To improve estimation the CN, new values are proposed for CN, considering the crop, the presence or absence of straw on soil surface and intensity rain. The use of multiple linear regression analyzes indicated that the volume of precipitation (R2=0.52) and soil cover by straw (R2=0.18) are the variables with the greatest influence on runoff. Four multiple equations were generated, and the equation 2, whose input parameters are the volume of rain and amount of litter on the soil surface, was presented the best estimate of the runoff of a data set than the one that gave its origin. The SIMDualKc Model requires adjustments to estimate runoff and effective rainfall during the crop cycle of beans and maize, so consider the benefits of straw on the soil surface in reducing runoff. Thus, the suggested value of CN (CN=75) was changed to 71 and 87 to the black bean crop, and 56 and 79 for the maize crop for the soil with and without straw on the surface, respectively. / Os sistemas de manejo do solo modificam o seu balanço hídrico e para o correto manejo da irrigação é de fundamental importância a determinação do escoamento superficial e da chuva efetiva, o que contribui para maximizar o uso da água das chuvas e minimiza a utilização de irrigação suplementar. O objetivo do presente trabalho foi determinar, modelar e estimar o escoamento superficial e a chuva efetiva durante o ciclo de desenvolvimento das culturas do feijão e milho, cultivados em solo com e sem palha na superfície, em diferentes declividade do terreno e intensidades de chuvas simuladas, utilizando experimentos a campo, equações multivariadas, o método Curva Número (CN) e o modelo SIMDualKc. Foram realizados dois experimentos à campo, com as culturas do feijão e milho, em que foram aplicadas diferentes intensidades de chuvas simuladas (35, 70 e 105 mm h-1), em diferentes momentos do ciclo das culturas (cobertura do solo de 0, 28, 63 e 100% pelo dossel vegetativo do feijão; 0, 30, 72 e 100% pelo dossel vegetativo do milho) e distintas declividade do terreno (1, 5 e 10%), em solo sem e com (5 Mg ha-1) palha de aveia preta na superfície. Os valores de escoamento superficial observados foram comparados com os estimados pelo método CN, sugerindo-se novos valores de CN para melhorar a estimativa. A partir do conjunto de dados coletados a campo, foram realizadas análises de regressão linear múltiplas para a estimativa do escoamento superficial e, simulações com o modelo SIMDualKc para estimativa do escoamento superficial e da chuva efetiva. O tempo de início do escoamento, a taxa constante de escoamento, o escoamento total e a porcentagem de escoamento em relação ao volume da chuva foram pouco influenciados pelo crescimento do dossel vegetativo das plantas de feijão e milho. Reduções no escoamento superficial foram proporcionadas pela presença de palha na superfície do solo, em até 45 e 48% para as culturas do feijão e milho, respectivamente. O método CN para a cultura do feijão subestimou o escoamento superficial em até 10% para o solo sem palha na superfície e, superestimou em até 17% para o solo com palha. Para a cultura do milho, o método CN superestimou o escoamento superficial em até 32,4% no solo com palha e 12% no solo sem palha. Para melhorar a estimativa do método CN, foram propostos novos valores de CN, considerando a cultura, a presença ou não de palha na superfície do solo e a intensidade da chuva. A utilização de análises de regressão linear múltiplas indicaram que o volume da chuva (R2=0,52) e a cobertura do solo por palha (R2=0,18) são as variáveis com maior influência sobre o escoamento superficial. Foram geradas quatro equações múltiplas, sendo que a equação 2, cujos parâmetros de entrada são o volume da chuva e quantidade de palha na superfície do solo, foi a que apresentou a melhor estimativa do escoamento superficial de um conjunto de dados diferente daquele que lhe deu origem. O modelo SIMDualKc necessita de ajustes para estimar o escoamento superficial e a chuva efetiva durante o ciclo das culturas de feijão e milho, de modo que considere os benefícios da palha na superfície do solo na redução do escoamento superficial. Desta forma, o valor sugerido de CN (CN=75) foi alterado para 71 e 87 para a cultura do feijão e, 56 e 79 para a cultura do milho, para o solo com e sem palha na superfície, respectivamente.