Dissertationen zum Thema „Dynamic breakthrough curve analysis“

In this thesis, I study the transmission of monetary policy through the term structure of interest rates. This is an important topic because, with short-term nominal interest rates in many advanced economies close to their effective lower bound since 2008-2009, central banks have used `unconventional' monetary policies, such as large-scale asset purchases and forward guidance, to stimulate macroeconomic activity by, inter alia, placing downward pressure on longer-term interest rates. I focus on the mechanisms through which monetary policy influences bond yields, domestically and globally, with reference to a canonical decomposition of longer-term interest rates into expectations of future short-term interest rates, and term premia. After an introduction in chapter 1, chapter 2 appraises the use of overnight indexed swap (OIS) rates as measures of expected future monetary policy. Unlike federal funds futures (FFFs), which have regularly been used to construct measures of US interest rate expectations, OIS rates are available in many countries. I find that US OIS rates provide measures of interest rate expectations that are as good as those from FFFs, and that US, UK, Eurozone and Japanese OIS rates up to a 2-year horizon tend to accurately measure interest rate expectations, providing comparable cross-country measures of monetary policy expectations. In chapter 3, I propose a novel method for estimating interest rate expectations and term premia at short and long-term horizons: a no-arbitrage Gaussian affine dynamic term structure model (GADTSM) augmented with OIS rates. Using 3 to 24-month OIS rates, the OIS-augmented model generates estimates of the expected path of short-term interest rates out to a 10-year horizon that closely correspond to those implied by FFFs rates and survey expectations, outperforming existing GADTSMs. I study the transmission of US unconventional monetary policies in chapter 4. Using the OIS-augmented GADTSM, I carry out an event study to demonstrate that US unconventional monetary policy announcements between November 2008 and April 2013 did significantly reduce US longer-term interest rates by affecting expectations and term premia. As a result of these declines, unconventional monetary policies aided US real economic outcomes. Using a structural vector autoregression, I show that changes in interest rate expectations, linked to monetary policy signalling, had more expansionary effects on US real economic outcomes than changes in term premia, associated with portfolio rebalancing. Chapter 5 assesses the international transmission of monetary policy through the term structure of interest rates between advanced economies. I present a micro-founded, two-country model with endogenous portfolio choice amongst country-specific short and long-term bonds, and equity. Within the model, US monetary policy has sizeable effects on longer-term interest rates in other advanced economies, which are similar to empirical estimates. Using the OIS-augmented GADTSM in an event study, I show that US monetary policy has led to changes in interest rate expectations in other advanced economies that amplify global spillovers, which have been partly mitigated by changes in term premia through portfolio rebalancing.

La chromatographie membranaire est une alternative à la chromatographie classique sur résine basée sur le transport convectif des solutés à travers une membrane microporeuse plutôt que par le transport diffusif des solutés dans les particules de résines. Cette technique présente les avantages de diminuer les phénomènes de diffusion, de réduire les temps de séjour et les pertes de charge, et de permettre la purification rapide de quantités importantes de molécules. La chromatographie membranaire connaît un fort succès commercial. Une gamme importante de membranes chromatographiques mettant en jeu différents mécanismes de rétention (échange d’ions, affinité, etc.) et différentes géométries (feuille, spirale, etc.) est actuellement commercialisée. Malgré ce succès, différents aspects relatifs à la chromatographie membranaire restent mal connus. Cette thèse de doctorat se propose de répondre à certaines questions relatives à cette technique<br>Membrane chromatography (MC) is an alternative to traditional resin packed columns chromatography. The solute mass transport in the membrane occurs in convective through-pores rather than in stagnant fluid inside the pores of the resins particles, which is limited by the slow diffusive transport. MC offers the main advantage of reducing diffusion phenomena, shorter residence time and lowered pressures drops, and thus, facilitates rapid purification of large quantities of molecules. A wide range of chromatographic membranes involving different molecules retention mechanisms (ion exchange, affinity, etc...) is now commercialized. Despite their success, the influence of the geometry of the membrane chromatography devices remains relatively unexplored from a theoretical point of view. This doctoral thesis is aimed to clarify some ambiguous points related to this technique

This thesis is focused on the dynamic drawing analysis. It deals with tracing drawing tests that can be applied for the analysis. It also deals with method for temporal segmentation of emerging drawings and also vectorization of resulted segments of drawings.

Ce travail présente les développements récents réalisés sur le pénétromètre PANDA 3. Il s'agit d'un pénétromètre dynamique instrumenté qui permet à partir de la mesure puis du découplage des ondes créées par l’impact sur l’appareil, d’obtenir pour chaque coup une courbe charge-enfoncement σp-sp du sol ausculté. L’exploitation de cette courbe permet de déterminer des paramètres de résistance (résistance de pointe qd), de déformation (module dynamique Ed P3), des caractéristiques d’amortissement Js et de célérité d'ondes (CsP3 et CpP3) des sols auscultés en fonction de la profondeur tout au long du sondage. Cependant, et bien que la méthode soit très intéressante, celle-ci est restée au stade d’un prototype de laboratoire. Il est donc nécessaire de réaliser une étude plus approfondie sur l'essai lui-même et sur l’information contenue dans la courbe σp-sp en vue de fiabiliser la mesure et d’améliorer son exploitation. Dans un premier temps, nous présentons un bref aperçu sur les techniques de reconnaissance géotechnique et plus particulièrement celle des essais de pénétration dynamique. Le principe général du PANDA 3 est également présenté. La deuxième partie est consacrée au développement d'un nouveau prototype de pénétromètre PANDA 3. Ce développement s’appuie sur plusieurs études visant à valider la qualité des informations recueillies, leur bonne reproductibilité et le traitement des signaux d’acquisition. De même, un modèle numérique discret du battage pénétrométrique développé à l’aide du logiciel Particle Flow Code (Itasca) est présenté permettant de valider la technique de mesure. La troisième partie traite d'une étude comparative des résultats obtenus avec le PANDA 3 et d’autres techniques d'auscultation in situ afin de valider les résultats obtenus et l’utilisation de l’appareil dans des conditions réelles. Par ailleurs l’extension de cette technique de mesure au cas des pénétromètres lourds est appliquée dans le but de mesurer l'énergie transmise et d’étalonner le système de battage. Enfin, la dernière partie est consacrée à l'interprétation et l'exploitation des signaux en pointe afin d'affiner le modèle d'interprétation de la courbe charge-enfoncement. L'analyse de l'ensemble des signaux enregistrés au laboratoire a permis d’approcher une méthodologie d'exploitation de la courbe. L'application de la méthode proposée a été réalisée pour différents sols aussi bien au laboratoire que sur le terrain. Les résultats obtenus ont été confrontés avec d'autres types d’essais<br>This work presents the recent developments made on the penetrometer PANDA®3. The instrumented dynamic penetrometer allowing, from the measurement and the decoupling of waves created by the impact, to obtain the load-penetration curve σp-sp of the soil. The exploitation of this curve allows determining the failure parameter (tip resistance qd), deformation (dynamic modulus EdP3), damping characteristics (Js) and wave speed (CsP3 and CpP3) of the investigated soil according to depth all along the sounding. However, although the proposed method is very interesting, it has remained at the stage of a laboratory prototype. It is therefore necessary to conduct a more thorough study of the test itself and the information provided from the σp-sp curve in order to obtain reliable measurement and improve their exploitation. First of all, we are presenting a brief overview of the geotechnical in-situ testing particularly that of the dynamic penetration tests as well as the general principle of PANDA 3 is presented. The second part is devoted to the development of a new prototype of the PANDA 3 penetrometer. This development is based on several studies aiming at validating the quality of the information, good reproducibility and treatment of the acquisition signals. Similarly, a discrete numerical model of the penetrometer developed using the Particle Flow Code software (Itasca) is presented to validate the measurement technique. The third part deals with a comparative study of the results obtained with the PANDA 3 and other in situ investigation techniques to validate the obtained results and the use of the device in real conditions. Moreover, the extension of this measurement technique in the case of heavy penetrometer is applied in order to measure the transmitted energy and to calibrate the driving system. The last part is devoted to refining the interpretation and exploitation of the load-penetration curve. The analysis of all the signals recorded in the laboratory allowed to approach a methodology of curve exploitation. The application of the proposed method was carried out for different soils both in the laboratory and on field. The results were confronted with other types of tests

Performance of static analysis of the London Eye structure is the subject of this diploma thesis. First chapters of the thesis analyses overview of realized structures of the Ferris wheel. The main part of the thesis analyses the London Eye structure itself. Specifically are described response analyses, sensitivity analyses, analyses of ultimate limit state and serviceability, stress analyses, analyses of fatigue stress and lifetime analyses. The thesis describes among static analysis also a design of dynamic vibration absorbers. The results of each analysis are evaluated in the final chapters.

碩士<br>國立中正大學<br>機械系<br>89<br>A mathematical model for rail vehicle eveloped to investigate its dynamic response on different curve track. The model consists of a vehicle and two bogies which include, carbody, bogie, and wheelsets. The model represents as a system of 15 degrees of freedom, which runs on the curve track with a constant velocity. The normal contact forces between wheel and rail are described by Kalker’s Linear Theory. In this study, The equation of motion of the system are derived by The Neton’s senond principle and then we used the Runge-Kutta Method to find the solutions and discussed the system of dynamic response. The occurrence of shake which is due to vehicle rail vehicle negotiates curve is unstable vibration. The suspension system and line curvature are the important factor which affect steady. We use the mathematical model which rail vehicle negotiate curve to change the parameters of suspension system and line curvature and consider the influence of Wheel-rail forces and moments . Using the method with computer numerical simulation probes into the characteristic of vehicle dynamic .In order to regard as reference for vehicle design and line design ,we discuss and analysis the data that we obtained, and compare steady difference under the different parameters .

The goal of this work project is to discuss and analyze the relation between the components of the Portuguese yield curve and the economy’s level of activity for the period between 1996 and 2018. Based on traditional parametric methods, the macro-finance mode developed includes a dynamic latent factor model containing the conventional latent factors level, slope and curvature. The behavior of these variables is simultaneously analyzed in the time and frequency domains, using for that purpose wavelet transforms and wavelet tools. By applying the wavelet transformation to all time series data under analysis it possible to study the dynamic relationship among them in terms of direction, intensity, synchronization and periodicity

碩士<br>國立臺灣海洋大學<br>應用地球科學研究所<br>106<br>Unsaturated soil is a multiphase system in which the mechanisms of groundwater flow and solute transport are complicated. These mechanisms are mainly dominated by the relative hydraulic conductivity and the estimate of the hydraulic conductivity can be accomplished with the soil water retention curve (SWRC). Therefore, SWRC plays an important role when hydraulic properties in the unsaturated zone are investigated. Traditionally, SWRCs are usually obtained under static or steady-state water flow condition and the dynamic effects are not considered. However, the real system always changes. The SWRC obtained under equilibrium condition cannot completely represent the variations of the system and the estimated hydraulic conductivity remains skeptical. Therefore, the objective of this study is to understand the influence of dynamic effects on the unsaturated soil and to quantify its relations to the capillary pressure and saturation. In this study, a series of sandbox experiments were conducted by using GS#40 and GS#80 quartz-sands under different boundary conditions to obtain various SWRCs. Besides, RETC software is used to fit the static SWRC and van Genuchten model’s parameters, and the magnitude of dynamic coefficient and redistribution time are calculated. The dynamic effect on SWRC due to different boundary conditions and different particle sizes are investigated, and their influence to dynamic coefficient and redistribution time are also discussed. The results show that the SWRC obtain under static condition and dynamic condition are different. At the given saturation, dynamic capillary pressure is larger than static capillary pressure during the drainage process. On the contrary, the dynamic capillary pressure is lower than static capillary pressure during the imbibition process. The calculated results indicate that both of dynamic coefficient and redistribution time are relatively small within the range of intermediate saturation and are higher at the endpoint of saturations. Moreover, the influence of different particle sizes on the dynamic coefficients is more significant during the drainage process than that during the imbibition process. According to the dynamic effect presented in this study, four potential physical mechanisms, i.e., water entrapment, air entrapment, contact angle effect, and radius of capillary tube (particle size) are addressed. Although the individual influence of these potential mechanisms on dynamic effect still remains unknown and the further verification are required, its influence on SWRC has been confirmed and cannot be ignored when quantifying the unsaturated hydraulic properties.

<div>Adsorbent technology is widely used in many industrial applications including waste heat recovery, water purification, and atmospheric revitalization in confined habitations. Astronauts depend on adsorbent-based systems to remove metabolic carbon dioxide (CO₂) from the cabin atmosphere; as NASA prepares for the journey to Mars, engineers are redesigning the adsorbent-based system for reduced weight and optimal efficiency. These efforts hinge upon the development of accurate, predictive models, as simulations are increasingly relied upon to save cost and time over the traditional design-build-test approach. Engineers rely on simplified models to reduce computational cost and enable parametric optimizations. Amongst these simplified models is the axially dispersed plug-flow model for predicting the adsorbate concentration during flow through an adsorbent bed. This model is ubiquitously used in designing fixed-bed adsorption systems. The current work aims to improve the accuracy of the axially dispersed plug-flow model because of its wide-spread use. This dissertation identifies the critical model inputs that drive the overall uncertainty in important output quantities then systematically improves the measurement and prediction of these input parameters. Limitations of the axially dispersed plug-flow model are also discussed, and recommendations made for identifying failure of the plug-flow assumption.</div><div><br></div><div>An uncertainty and sensitivity analysis of an axially disperse plug-flow model is first presented. Upper and lower uncertainty bounds for each of the model inputs are found by comparing empirical correlations against experimental data from the literature. Model uncertainty is then investigated by independently varying each model input between its individual upper and lower uncertainty bounds then observing the relative change in predicted effluent concentration and temperature (<i>e.g.</i>, breakthrough time, bed capacity, and effluent temperature). This analysis showed that the LDF mass transfer coefficient is the largest source of uncertainty. Furthermore, the uncertainty analysis reveals that ignoring the effect of wall-channeling on apparent axial dispersion can cause significant error in the predicted breakthrough times of small-diameter beds.</div><div><br></div><div>In addition to LDF mass transfer coefficient and axial-dispersion, equilibrium isotherms are known to be strong lever arms and a potentially dominant source of model error. As such, detailed analysis of the equilibrium adsorption isotherms for zeolite 13X was conducted to improve the fidelity of CO₂ and H₂O on equilibrium isotherms compared to extant data. These two adsorbent/adsorbate pairs are of great interest as NASA plans to use zeolite 13X in the next generation atmospheric revitalization system. Equilibrium isotherms describe a sorbent’s maximum capacity at a given temperature and adsorbate (<i>e.g.</i>, CO₂ or H₂O) partial pressure. New isotherm data from NASA Ames Research Center and NASA Marshall Space Flight Center for CO₂ and H₂O adsorption on zeolite 13X are presented. These measurements were carefully collected to eliminate sources of bias in previous data from the literature, where incomplete activation resulted in a reduced capacity. Several models are fit to the new equilibrium isotherm data and recommendations of the best model fit are made. The best-fit isotherm models from this analysis are used in all subsequent modeling efforts discussed in this dissertation.</div><div><br></div><div>The last two chapters examine the limitations of the axially disperse plug-flow model for predicting breakthrough in confined geometries. When a bed of pellets is confined in a rigid container, packing heterogeneities near the wall lead to faster flow around the periphery of the bed (<i>i.e.</i>, wall channeling). Wall-channeling effects have long been considered negligible for beds which hold more than 20 pellets across; however, the present work shows that neglecting wall-channeling effects on dispersion can yield significant errors in model predictions. There is a fundamental gap in understanding the mechanisms which control wall-channeling driven dispersion. Furthermore, there is currently no way to predict wall channeling effects a priori or even to identify what systems will be impacted by it. This dissertation aims to fill this gap using both experimental measurements and simulations to identify mechanisms which cause the plug-flow assumption to fail.</div><div><br></div><div>First, experimental evidence of wall-channeling in beds, even at large bed-to-pellet diameter ratios (<i>d</i>_bed/<i>d</i>_p=48) is presented. These experiments are then used to validate a method for accurately extracting mass transfer coefficients from data affected by significant wall channeling. The relative magnitudes of wall-channeling effects are shown to be a function of the adsorption/adsorbate pair and geometric confinement (<i>i.e.</i>, bed size). Ultimately, the axially disperse plug-flow model fails to capture the physics of breakthrough when nonplug-flow conditions prevail in the bed.</div><div><br></div><div>The final chapter of this dissertation develops a two-dimensional (2-D) adsorption model to examine the interplay of wall-channeling and adsorption kinetics and the adsorbent equilibrium capacity on breakthrough in confined geometries. The 2-D model incorporates the effect of radial variations in porosity on the velocity profile and is shown to accurately capture the effect of wall-channeling on adsorption behavior. The 2-D model is validated against experimental data, and then used to investigate whether capacity or adsorption kinetics cause certain adsorbates to exhibit more significant radial variations in concentration compared than others. This work explains channeling effects can vary for different adsorbate and/or adsorbent pairs—even under otherwise identical conditions—and highlights the importance of considering adsorption kinetics in addition to the traditional <i>d</i>_bed/<i>d</i>_p criteria.</div><div><br></div><div>This dissertation investigates key gaps in our understanding of fixed-bed adsorption. It will deliver insight into how these missing pieces impact the accuracy of predictive models and provide a means for reconciling these errors. The culmination of this work will be an accurate, predictive model that assists in the simulation-based design of the next-generation atmospheric revitalization system for humans’ journey to Mars.</div>