Academic literature on the topic '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