Discrete time optimal investment under model uncertainty

We study a robust utility maximization problem in a general discrete-time frictionless market under quasi-sure no-arbitrage. The investor is assumed to have a random and concave utility function defined on the whole real-line. She also faces model ambiguity on her beliefs about the market, which is modeled through a set of priors. We prove the existence of an optimal investment strategy using only primal methods. For that we assume classical assumptions on the market and on the random utility function as asymptotic elasticity constraints. Most of our other assumptions are stated on a prior-by-prior basis and correspond to generally accepted assumptions in the literature on markets without ambiguity. We also introduce utility functions of type (A), which include utility functions with benchmark and for which our assumptions are easily checked

The influence of notch connection location on the short-term behaviour of timber-concrete composite beams, modelling of TCC beams and research for optimal locations, a numerical study

Timber-concrete composite beams, known as TCC beams, have been widely used in rehabilitation or in new buildings where several types of connections are commonly inserted to ensure partial composite action between the timber joist and the concrete slab. The notched connections represent an effective system due to their strength and ductility and it is simple to cut from timber joists. As a result, a small number is needed for the composite beam to achieve high performance in terms of bending stiffness and load-carrying capacity.This paper aims to develop a FE model for TCC beams with notched connections. It considers realistic interactions between different components.The developed FE model can satisfactorily predict the full range load-mid-span deflection curves and the failure mechanisms.The predictions agree very well with the experimental results reported in the literature, including the stiffness and the load-carrying capacity.After the validation, a numeric study was established, it aimed to research the optimal location of a notch connection between different proposed locations, to figure out which place must be installed to ensure high performance of the TCC beams.As a result of this study, the notch installed at location P3000 was found to be the optimal location to assure the highest bending stiffness. While the maximum carrying capacity was achieved at location P3750

Modeling of CFRP strengthened RC beams using the SNSM technique, proposed as an alternative to NSM and EBR techniques

In this paper, an analytical and numerical study in FEM finite element by the ABAQUS software was conducted. Which aims to study the behaviour of RC beams bending strengthened with SNSM side near surface mounted technique, proposed as a solution to avoid the failure mode by debonding of the strengthening, the disadvantage of the EBR externally bonded reinforced technique, and the failure mode by separation of the concrete cover relative to the NSM near surface mounted technique, by comparing the behaviour of the three techniques, the effect of the quantity of strengthening and confirm the results with the literature. The results of this study show that the numerical and analytical model can predict the behaviour of strengthened RC beams according to the three techniques, a clear improvement of the bending capacity of beams strengthened is noticed. A good preservation of the ductility of SNSM beams with a better failure mode

Numerical analysis of cold-formed steel welded tube filled with concrete made of crystallized slag aggregate

This paper presents a nonlinear finite element model to investigate the behaviour of cold-formed steel tubes filled with concrete made with crystallized slag aggregate. The columns had different lengths so that the length-to-depth ratio varied from 0.49 to 24. Nonlinear models for confined concrete and steel welded tubes with taking into account the effect of residual stress of steel section were used in the finite element model. The study was conducted over a wide range of concrete cylinder strengths from 20 to 45 MPa. The depth of flat portion-to-plate thickness (d/t) ratio hollow sections steel ranged from 24 to 52, covering compact and slender sections. The main studied parameters were: the section dimension and the effect of the in filled concrete and its age. The results obtained from the finite element analysis were verified against experimental results. An extensive parametric study was conducted to investigate the effects of cross-section geometry and concrete strength on the behaviour and strength of the columns. The column strengths obtained from the finite element analysis were compared with the design strengths calculated using the Eurocode 4

Substitution of the natural sand by crystallized slag of blast furnace in the composition of concrete

In this study, we sought to use the crystallized sand slag of blast furnace in the production of ordinary concrete. The natural sand is substitute totally or partially by the crystallized sand slag in the composition of concrete. The characterization of these concretes was made based on their mechanical properties: compressive strength, tensile strength as well as durability: capillary, absorption of water and shrinkage. The experimental results of concrete that is the natural sand is replaced partially or completely by crystallized sand slag were compared with experimental results of ordinary concrete. Results show that the percentages of crystallized sand slag on the composition of concrete have an important effect on the mechanical proprieties of concrete. The comparison of different characteristics of the study in this work shows the benefits of use of crystallized sand slag in the composition of concrete compared with ordinary concrete, which confirms the possibility to use the crystallized sand slag in the manufacturing of concrete. Keywords: Concrete sand slag, Crystallized sand slag, Mechanical performance, Durabilit

Alterations in concrete samples due to Alkali–Carbonate–Reaction ‘ACR’

La pathologie de l‟Alcali Agrégat Réaction (AAR) au fil du temps détruit les constructions en béton dans le domaine du génie civil, à cause d‟un gel solide expansif qui mène à une pression interstitielle jusqu‟à la fissuration et le faïençage. Cet article montre une recherche de six mois de durée et qui étudie les effets de l'ARC sur des échantillons en béton « (A) témoin et (B, C) attaqués par l‟ACR ». Des symptômes d‟endommagement ont été observés microscopiquement, chimiquement et physico-mécaniquement. Des résultats importants ont été analysés au béton atteint de l‟ACR comme : la décoloration, les auréoles, les gonflements, les composants chimiques, …etc.Mots clés : Béton – Agrégat – Alcali – Réaction – Carbonate.Altérations dans les échantillons de béton en raison de la réaction alcali carbonate 'ARC'The Alkali-Aggregate-Reaction pathology (AAR) over time destroys concrete constructions in the civil engineering field, because of an expansive solid gel that leads to interstitial pressure until cracking and checking-cracks.This article shows a six-month search for the ACR effects on concrete samples "(A) control and (B, C) affected by ACR ". Damage symptoms were observed microscopically, chemically and physicomechanically. Significant results have been analyzed in ACR concrete such as: discoloration, aureole, swelling, chemical components, etc.Key words: Concrete – Aggregate – Alkali – Reaction – Carbonate

Eco-concrete with incorporation of blast furnace slag as natural aggregates replacement

This study focused on studying the possibility of using concrete with incorporation of slag from blast furnace in the filling of short steel columns. The natural sand was totally or partially replaced by the sand slag in the composition of the concrete. The characterization of these concretes was made based on their physical properties (apparent and specific densities, porosity and fineness modulus), mechanical properties (compressive and tensile strengths) and the microstructure analysis by scanning electron microscopy (SEM). The comparison with the conventional concrete was made. The experimental results show that the percentages of sand slag on the concrete composition have an important effect on the enhancement of the mechanical proprieties. The comparison of the different determined characteristics shows the benefits of the use of sand slag in the concrete composition compared with the conventional concrete.(undefined)info:eu-repo/semantics/publishedVersio