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Rabin, Gregory S. "A reduced-form statistical climate model suitable for coupling with economic emissions projections." Thesis, Massachusetts Institute of Technology, 2007. http://hdl.handle.net/1721.1/41672.
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Thesis (M. Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2007.Includes bibliographical references (p. 36-37).
In this work, we use models based on past data and scientific analysis to determine possible future states of the environment. We attempt to improve the equations for temperature and greenhouse gas concentration used in conjunction with the MIT Emissions Prediction and Policy Analysis (EPPA) model or for independent climate analysis based on results from the more complex MIT Integrated Global Systems Model (IGSM). The functions we generate should allow a software system to approximate the environmental variables from the policy inputs in a matter of seconds. At the same time, the estimates should be close enough to the exact values given by the IGSM to be considered meaningful.
by Gregory S. Rabin.
M.Eng.
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Oguz, Hatice Dilek. "Pricing Us Corporate Bonds By Jarrow/turnbull (1995) Model." Master's thesis, METU, 2008. http://etd.lib.metu.edu.tr/upload/2/12611174/index.pdf.
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In this study Jarrow Turnbull (1995) Model, which is a reduced form approach for credit risk models, is employed to estimate the default intensity of US corporate bonds conditionally based on a fixed recovery rate. The estimations are performed with respect to the ratings of the bonds and the results were consistent with the ratings. US Treasury Bills are also used to since zero coupon default free prices, modeled by Svensson (1994) are necessary for pricing the default risky coupon bonds.
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Zhang, Wenxian. "Direct sensitivity techniques in regional air quality models: development and application." Diss., Georgia Institute of Technology, 2013. http://hdl.handle.net/1853/52941.
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Sensitivity analysis based on a chemical transport model (CTM) serves as an important approach towards better understanding the relationship between trace contaminant levels in the atmosphere and emissions, chemical and physical processes. Previous studies on ozone control identified the high-order Decoupled Direct Method (HDDM) as an efficient tool to conduct sensitivity analysis. Given the growing recognition of the adverse health effects of fine particulate matter (i.e., particles with an aerodynamic diameter less than 2.5 micrometers (PM2.5)), this dissertation presents the development of a HDDM sensitivity technique for particulate matter and its implementation it in a widely used CTM, CMAQ. Compared to previous studies, two new features of the implementation are 1) including sensitivities of aerosol water content and activity coefficients, and 2) tracking the chemical regimes of the embedded thermodynamic model. The new features provide more accurate sensitivities especially for nitrate and ammonium. Results compare well with brute force sensitivities and are shown to be more stable and computationally efficient. Next, this dissertation explores the applications of HDDM. Source apportionment analysis for the Houston region in September 2006 indicates that nonlinear responses accounted for 3.5% to 33.7% of daily average PM2.5, and that PM2.5 formed rapidly during night especially in the presence of abundant ozone and under stagnant conditions. Uncertainty analysis based on the HDDM found that on average, uncertainties in the emissions rates led to 36% uncertainty in simulated daily average PM2.5 and could explain much, but not all, of the difference between simulated and observed PM2.5 concentrations at two observations sites. HDDM is then applied to assess the impact of flare VOC emissions with temporally variable combustion efficiency. Detailed study of flare emissions using the 2006 Texas special inventory indicates that daily maximum 8-hour ozone at a monitoring site can increase by 2.9 ppb when combustion is significantly decreased. The last application in this dissertation integrates the reduced form model into an electricity generation planning model, and enables representation of geospatial dependence of air quality-related health costs in the optimization process to seek the least cost planning for power generation. The integrated model can provide useful advice on selecting fuel types and locations for power plants.
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Shen, Yichang. "Reduced-order models for geometrically nonlinear vibrations of thin structures." Thesis, Institut polytechnique de Paris, 2021. http://www.theses.fr/2021IPPAE012.
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Lorsqu'elles vibrent avec de grandes amplitudes, les structures minces montrent un comportement non linéaire géométrique, provenant de la relation non linéaire entre les déformations et les déplacements. Les analyses des systèmes complets font appel à des calculs extrêmement couteux de telle sorte que l'établissement de modèles d'ordre réduit efficaces est un sujet d'intérêt majeur pour le calcul prédictif de vibrations de structures minces.Dans cette thèse, des méthodes non linéaires de réduction de modèle pour les structures discrétisées par la méthode des éléments finis et comportant une non-linéarité géométrique, sont étudiées. Trois méthodes non intrusives sont plus particulièrement examinées et systématiquement comparées: la méthode de condensation implicite, la méthode des dérivées modales, et la réduction sur variétés invariantes du système. Les analyses théoriques montrent que les deux premières méthodes ne peuvent donner de résultats fiables que sous hypothèse d'une séparation spectrale entre les fréquences propres des modes maitres et celles des modes esclaves. La méthode de réduction sur variétés invariantes permet quant à elle d'avoir une méthode directe, ne nécessitant pas de pré-calculs, ni d'hypothèses préalables sur les fréquences propres des modes esclaves, afin de fournir des résultats corrects.De nombreuses applications et de comparaisons numériques sont montrées sur diverses structures discrétisées avec la méthode des éléments finis. Pour appliquer la méthode des variétés invariantes, une méthode récemment développée, permet de proposer un calcul direct de la forme normale du problème, à partir de la base physique et donc des degrés de liberté du maillage éléments finis. Les exemples montrent clairement les avantage et inconvénients de chaque méthode, validant aussi les résultats théoriques montrés précédemment.Dans la dernière partie de la thèse, la dynamique non linéaire d'un système présentant une relation de résonance interne 1:2 est analysée, en tenant compte des termes cubiques. La forme normale réelle du problème est d'abord établie. Ensuite les branches de solution du problème sont analysées et comparées avec celles du modèle plus simple négligeant la non-linéarité cubique. Le comportement divergent observé lorsqu'on réduit le problème à un seul mode et que l'on cherche à prédire le comportement raidissant ou assouplissant, est ensuite étudié avec ce modèle plus completWhen vibrating with large amplitudes, thin structures experience geometric nonlinearity due to the nonlinear relationship between strains and displacements. Because full-order nonlinear analysis on geometrically nonlinear models are computationally very expensive, the derivation of efficient reduced-order models (ROMs) has always been a topic of interest.In this thesis, nonlinear reduction methods for building ROMs with geometric nonlinearity in the framework of the Finite Element (FE) procedure, are investigated. Three non-intrusive nonlinear reduction methods are specifically investigated and systematically compared. They are: implicit condensation and expansion (ICE), modal derivatives (MD), and the reduction to invariant manifold. Theoretical analysis shows that the first two methods can give reliable results only if a slow/fast assumption between slave and master coordinates holds. On the other hand, reduction to invariant manifolds allows proposing a simulation-free reduction method that can be applied without restricting assumptions on the frequencies of the slave modes.Numerical comparisons and numerous applications to continuous structures discretized with the FE procedure, are given subsequently. For application of the invariant manifold-based method, the computation is based on a direct application of the normal form to the physical space and hence to the nodes of the FE mesh, a method recently developed. The examples show the advantages and drawbacks of each reduction method when deriving ROM, and the results of the theoretical comparison are validated.Finally, the analysis of the dynamics of a system with 1:2 internal resonance and cubic nonlinearity is given in the last part of the thesis. The real normal form of the problem is first derived. Then the solution branches of the problem are investigated and compared to simpler solutions with the dynamics truncated at order two. The divergent behaviour of the hardening/softening characteristics for single-mode reduction is investigated with this more complete model
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Урсуленко, Г. В. "Застосування моделі KMV при оцінці кредитного ризику." Thesis, Українська академія банківської справи Національного банку України, 2011. http://essuir.sumdu.edu.ua/handle/123456789/62158.
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Перевагами моделі KMV є: казуальний характер моделі; викорис-
тання ринкової інформації про ціни; можливість здійснення прогнозу.
До недоліків даної моделі можна віднести такі: наявність багатьох тео-
ретичних припущень, які на практиці не підтверджуються; складність у
застосуванні до деривативів; суперечливість результатів щодо ринків,
які розвиваються.
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Lundström, Edvin. "On the Proxy Modelling of Risk-Neutral Default Probabilities." Thesis, KTH, Matematisk statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-273624.
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Since the default of Lehman Brothers in 2008, it has become increasingly important to measure, manage and price the default risk in financial derivatives. Default risk in financial derivatives is referred to as counterparty credit risk (CCR). The price of CCR is captured in Credit Valuation Adjustment (CVA). This adjustment should in principle always enter the valuation of a derivative traded over-the-counter (OTC). To calculate CVA, one needs to know the probability of default of the counterparty. Since CVA is a price, what one needs is the risk-neutral probability of default. The typical way of obtaining risk-neutral default probabilities is to build credit curves calibrated using Credit Default Swaps (CDS). However, for a majority of a bank's counterparties there are no CDSs liquidly traded. This constitutes a major challenge. How does one model the risk-neutral default probability in the absence of observable CDS spreads? A number of methods for constructing proxy credit curves have been proposed previously. A particularly popular choice is the so-called Nomura (or cross-section) model. In studying this model, we find some weaknesses, which in some instances lead to degenerate proxy credit curves. In this thesis we propose an altered model, where the modelling quantity is changed from the CDS spread to the hazard rate. This ensures that the obtained proxy curves are valid by construction. We find that in practice, the Nomura model in many cases gives degenerate proxy credit curves. We find no such issues for the altered model. In some cases, we see that the differences between the models are minor. The conclusion is that the altered model is a better choice since it is theoretically sound and robust.Sedan Lehman Brothers konkurs 2008 har det blivit allt viktigare att mäta, hantera och prissätta kreditrisken i finansiella derivat. Kreditrisk i finansiella derivat benämns ofta motpartsrisk (CCR). Priset på motpartsrisk fångas i kreditvärderingsjustering (CVA). Denna justering bör i princip alltid ingå i värderingen av ett derivat som handlas över disk (eng. over-the-counter, OTC). För att beräkna CVA behöver man veta sannolikheten för fallissemang (konkurs) hos motparten. Eftersom CVA är ett pris, behöver man den riskneutrala sannolikheten för fallissemang. Det typiska tillvägagångsättet för att erhålla riskneutrala sannolikheter är att bygga kreditkurvor kalibrerade med hjälp av kreditswappar (CDS:er). För en majoritet av en banks motparter finns emellertid ingen likvid handel i CDS:er. Detta utgör en stor utmaning. Hur ska man modellera riskneutrala fallissemangssannolikheter vid avsaknad av observerbara CDS-spreadar? Ett antal metoder för att konstruera proxykreditkurvor har föreslagits tidigare. Ett särskilt populärt val är den så kallade Nomura- (eller cross-section) modellen. När vi studerar denna modell hittar vi ett par svagheter, som i vissa fall leder till degenererade proxykreditkurvor. I den här uppsatsen föreslår vi en förändrad modell, där den modellerade kvantiteten byts från CDS-spreaden till riskfrekvensen (eng. hazard rate). Därmed säkerställs att de erhållna proxykurvorna är giltiga, per konstruktion. Vi finner att Nomura-modellen i praktiken i många fall ger degenererade proxykreditkurvor. Vi finner inga sådana problem för den förändrade modellen. I andra fall ser vi att skillnaderna mellan modellerna är små. Slutsatsen är att den förändrade modellen är ett bättre val eftersom den är teoretiskt sund och robust.
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Kolman, Marek. "Pricing and modeling credit risk." Doctoral thesis, Vysoká škola ekonomická v Praze, 2017. http://www.nusl.cz/ntk/nusl-264720.
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The thesis covers a wide range of topics from the credit risk modeling with the emphasis put on pricing of the claims subject to the default risk. Starting with a separate general contingent claim pricing framework the key topics are classified into three fundamental parts: firm-value models, reduced-form models, portfolio problems, with a possible finer sub-classification. Every part provides a theoretical discussion, proposal of self-developed methodologies and related applications that are designed so as to be close to the real-world problems. The text also reveals several new findings from various fields of credit risk modeling. In particular, it is shown (i) that the stock option market is a good source of credit information, (ii) how the reduced-form modeling framework can be extended to capture more complicated problems, (iii) that the double t copula together with a self-developed portfolio modeling framework outperforms the classical Gaussian copula approaches. Many other, partial findings are presented in the relevant chapters and some other results are also discussed in the Appendix.
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Tran, Angela M. "Potassium fixation by oxidized and reduced forms of different phyllosilicates." Thesis, Kansas State University, 2012. http://hdl.handle.net/2097/14102.
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Master of ScienceDepartment of Agronomy
Michel D. Ransom
Factors governing potassium fixation and release are poorly understood. This study was conducted to investigate the effects of clay mineralogy and structural iron oxidation state on potassium fixation. Five reference clays and two soil clays were used to capture a range in mineralogical compositions and potassium behaviors. Reference clays used were illite (IMt-1), kaolinite (KGa-1b), montmorillonite (STx-1b), nontronite (NAu-2), and vermiculite (VTx-1). Soil clays used were from the upper 15 cm of a Belvue loam (BEL) and a Cherokee silt (CHE). Potassium fixation capacities were measured on unaltered as well as sodium dithionite reduced forms of each clay. Ferrous and total iron contents were determined photometrically using 1, 10-phenanthroline. Potassium fixation was measured by potassium saturating the clays and washing off exchangeable and solution potassium with solutions of magnesium chloride; samples were then acid digested and the amount fixed was calculated as the amount of potassium in the acid digestion minus the amount originally in the sample. BEL released potassium rather than fixed it while CHE tended to release potassium in the unaltered form and fix potassium in the reduced form. Structural iron reduction significantly impacted the amounts of potassium fixed by VTx-1 and NAu-2, which had the highest total iron contents of all the clays evaluated. NAu-2 and VTx-1 both on average fixed less than 1 mg K g clay[superscript]-1 in the unaltered form and an average of 6 and 11 mg K g clay[superscript]-1, respectively, in the reduced form. Regardless of being in the unaltered or reduced form, KGa-1b fixed essentially no potassium and IMt-1 and STx-1b fixed intermediate amounts of potassium—2 to 4 mg K g clay[superscript]-1 on average. The effects of clay mineralogy and structural iron oxidation state on potassium fixation can largely be explained through an understanding of layer type, layer charge, and charge distribution. In order for potassium fixation to occur, interlayer sites need to be accessible and available. Generally, the greater the negative layer charge the greater the amounts of fixation, with tetrahedral layer charge favoring fixation more than octahedral layer charge, and layer charge being a function of structural iron oxidation state.
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Monti, Francesca. "Combining structural and reduced-form models for macroeconomic forecasting and policy analysis." Doctoral thesis, Universite Libre de Bruxelles, 2011. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209970.
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Can we fruitfully use the same macroeconomic model to forecast and to perform policy analysis? There is a tension between a model’s ability to forecast accurately and its ability to tell a theoretically consistent story. The aim of this dissertation is to propose ways to soothe this tension, combining structural and reduced-form models in order to have models that can effectively do both.Doctorat en Sciences économiques et de gestion
info:eu-repo/semantics/nonPublished
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Griffiths, Laurence. "Reduced order model updating." Thesis, University of Bristol, 2014. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.685041.
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Across all engineering disciplines, the differences found between experimental results and computational simulations gives rise to various degrees of uncertainty in the solutions. In fluid dynamics these differences can be broadly split into issues of boundary conditions and numerical accuracy. Within the computational fluid dynamics (CFD) community a great deal of effort has been invested in reducing numerical error, yet large discrepancies with experimental data persist. The nature of experimental and computational studies often dictates the application of different boundary conditions applied in each. Furthermore, for aerospace applications often both experimental and computational methods are attempting to model a free flying aircraft but doing so by applying fundamentally different conditions. Model updating provides the opportunity to modify the behaviour of the system to reduce these discrepancies. Initially this research concentrates on the update of reduced order models (ROMS). These models are a major area of research in CFD and promise the accuracy of CFD with much reduced computational cost. A novel framework is developed by which the steady state gradients of an unsteady eigenvalue based ROM may be updated. The new updating process is applied to remove tunnel wall interferences for Euler and RANS (Spalart-Allmaras) ROMS and to add the effects of viscosity to an inviscid Euler based ROM. Multistage updates are also demonstrated whereby a ROM is updated for both viscous and wind tunnel wall interference. A novel method is developed whereby the pulse input sizing for the production of ROMS from the nonlinear Euler and RANS equations equations may be automated. The method is proved accurate for a range of test cases. Finally a parameter study, investigating the suitability of a viscous-inviscid interactive model for updating, is performed. The study demonstrated that the equations in their original form are not sufficiently robust for an automated model updating process.
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Scherling, Alexander I. "Reduced-Order Reference Models for Adaptive Control of Space Structures." DigitalCommons@CalPoly, 2014. https://digitalcommons.calpoly.edu/theses/1199.
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In addition to serving as a brief overview of aspects relevant to reduced-order modeling (in particular balanced-state and modal techniques) as applied to structural finite element models, this work produced tools for visualizing the relationship between the modes of a model and the states of its balanced representation.
Specifically, error contour and mean error plots were developed that provide a designer with frequency response information absent from a typical analysis of a balanced model via its Hankel singular values. The plots were then used to analyze the controllability and observability aspects of finite element models of an illustrative system from a modal perspective -- this aided in the identification of computational artifacts in the models and helped predict points at which to halt the truncation of balanced states.
Balanced reduced-order reference models of the illustrative system were implemented as part of a direct adaptive control algorithm to observe the effectiveness of the models. It was learned that the truncation point selected by observing the mean error plot produced the most satisfactory results overall -- the model closely approximated the dominant modes of the system and eliminated the computational artifacts.
The problem of improving the performance of the system was also considered. The truncated balanced model was recast in modal form so that its damping could be increased, and the settling time decreased by about eighty percent.
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Zhou, Dapeng. "The Excited State Behavior of Iminium Derivatives and Their Reduced Forms." Bowling Green State University / OhioLINK, 2013. http://rave.ohiolink.edu/etdc/view?acc_num=bgsu1370525481.
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Zhou, Junjie 1979. "Reduced model for particle laden flow." Thesis, Massachusetts Institute of Technology, 2004. http://hdl.handle.net/1721.1/17955.
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Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Mechanical Engineering, 2004.Includes bibliographical references (p. 133-138).
The flow of thin liquid films on solid surfaces is a significant phenomenon in nature and in industrial processes where uniformity and completeness of wetting are paramount in importance. It is well known that when a clear viscous fluid flows down an inclined surface under gravity, after some time, the initially straight contact line becomes unstable with respect to transverse perturbations. Clear fluid is easier to use in experiments, but industrial processes usually involve particulates in the form of either suspensions or dry granular flows. In this work, we study the flow of a thin film down an inclined plane. The particle-fluid mixture is modeled as a single fluid with effective density and viscosity, depending on the concentration of the particles. Since the flow is slow and the fluid layer is very thin, inertial effects are ignored and a lubrication approximation is applied to simplify the analysis. It is assumed that there is no variation in the transverse direction before the onset of instability, and the fluid properties and velocity are depth averaged to remove the height-dependence. The settling velocity of the particles is hindered by the presence of neighboring particles; this phenomenon is captured by the hindered velocity function that decreases with increasing concentration. The normal component of the settling velocity is neglected in this work and the resulting model is a system of two equations accounting for the film thickness and particle concentration changes as the mixture flows down the plane. Numerical simulations are performed and it is found that the mixtures with higher concentration flow more slowly. Compared to the clear viscous fluid, particle laden flow results in a bump that is much bigger and the size of the bump
(cont.) bump increases with concentration. We also observe that the front edge of the bump travels faster than the trailing edge and the bump width increases. Numerical simulations reveal that an intermediate plateau structure due to the presence of particles is formed behind the smaller bump due to surface tension. This intermediate state depends on the inclination angle and the initial concentration. When the higher order terms in our derived model are dropped, we discover that the resulting reduced model is still able to capture the bulk characteristics of the flow. The reduced model is a 2X2 system of conservation laws, in which the solutions can be obtained through classical shock theory analysis. It is found that our system involves a 1-shock at the trailing edge connected by an intermediate state to a 2-shock at the leading edge. The intermediate state as well as the shock speeds can be solved by shock theory analysis, and their values are found to agree very well with the simulations.
by Junjie Zhou.
S.M.
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Shrinivas, Srikrishna. "Reduced-order model identification for long-range prediction /." free to MU campus, to others for purchase, 2003. http://wwwlib.umi.com/cr/mo/fullcit?p1418064.
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Lappo, Vladislav. "Real-time aero-icing simulations using reduced order model." Thesis, McGill University, 2010. http://digitool.Library.McGill.CA:8881/R/?func=dbin-jump-full&object_id=92384.
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Koc, Birgul. "Numerical Analysis for Data-Driven Reduced Order Model Closures." Diss., Virginia Tech, 2021. http://hdl.handle.net/10919/103202.
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This dissertation contains work that addresses both theoretical and numerical aspects of reduced order models (ROMs). In an under-resolved regime, the classical Galerkin reduced order model (G-ROM) fails to yield accurate approximations. Thus, we propose a new ROM, the data-driven variational multiscale ROM (DD-VMS-ROM) built by adding a closure term to the G-ROM, aiming to increase the numerical accuracy of the ROM approximation without decreasing the computational efficiency.
The closure term is constructed based on the variational multiscale framework. To model the closure term, we use data-driven modeling. In other words, by using the available data, we find ROM operators that approximate the closure term. To present the closure term's effect on the ROMs, we numerically compare the DD-VMS-ROM with other standard ROMs. In numerical experiments, we show that the DD-VMS-ROM is significantly more accurate than the standard ROMs. Furthermore, to understand the closure term's physical role, we present a theoretical and numerical investigation of the closure term's role in long-time integration. We theoretically prove and numerically show that there is energy exchange from the most energetic modes to the least energetic modes in closure terms in a long time averaging.
One of the promising contributions of this dissertation is providing the numerical analysis of the data-driven closure model, which has not been studied before. At both the theoretical and the numerical levels, we investigate what conditions guarantee that the small difference between the data-driven closure model and the full order model (FOM) closure term implies that the approximated solution is close to the FOM solution. In other words, we perform theoretical and numerical investigations to show that the data-driven model is verifiable.
Apart from studying the ROM closure problem, we also investigate the setting in which the G-ROM converges optimality. We explore the ROM error bounds' optimality by considering the difference quotients (DQs). We theoretically prove and numerically illustrate that both the ROM projection error and the ROM error are suboptimal without the DQs, and optimal if the DQs are used.Doctor of Philosophy
In many realistic applications, obtaining an accurate approximation to a given problem can require a tremendous number of degrees of freedom. Solving these large systems of equations can take days or even weeks on standard computational platforms. Thus, lower-dimensional models, i.e., reduced order models (ROMs), are often used instead. The ROMs are computationally efficient and accurate when the underlying system has dominant and recurrent spatial structures. Our contribution to reduced order modeling is adding a data-driven correction term, which carries important information and yields better ROM approximations. This dissertation's theoretical and numerical results show that the new ROM equipped with a closure term yields more accurate approximations than the standard ROM.
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Badiei, Ali. "A reduced data dynamic energy model of the UK houses." Thesis, Loughborough University, 2018. https://dspace.lboro.ac.uk/2134/33331.
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This thesis describes the development of a Reduced Data Dynamic Energy Model (RdDEM) for simulating the energy performance of UK houses. The vast quantity of Energy Performance Certificate (EPC) data stored at the national scale provides an unprecedented data source for energy modelling. The majority of domestic energy models developed for the UK houses in recent years, including the Standard Assessment Procedure (SAP) model used for generating EPCs, employ BREDEM (Building Research Establishment Domestic Energy Model) based steady state calculation engines. These models fail to represent the transient behaviours that occur between building envelope and systems with external weather conditions and occupants. Consequently, there is an ongoing debate over the suitability of such models for policy making decisions; which has raised the interest in dynamic energy models to overcome these shortcomings. The RdDEM eliminates the main drawback associated with dynamic energy modelling, namely the large amount of required input data compared to steady-state models, by enhancing a reduced set of data which was originally collected for EPCs. A number of new inferences and methodological enhancements were tested and implemented in the RdDEM using a sample of semi-detached houses. In this way, SAP equivalent input data could be converted automatically for use in dynamic energy modelling software, EnergyPlus. Simulations of indoor air temperatures and space heating energy demand from the RdDEM were compared to those from SAP for 83 semi-detached houses. The comparison was also carried out with more detailed models, on a sub-set of the modelled dwellings. Finally, the predicted energy savings that resulted from energy efficiency improvements of the dwellings were compared and estimated potential for saving energy from the RdDEM was quantified. ii The results show that it is technically feasible to develop dynamic energy models of these houses using equivalent inputs. In the majority of cases, the RdDEM predicted lower indoor air temperatures than SAP, and consequently the energy demands were lower. The RdDEM predicted annual space heating demand to be lower than SAP in 72% of the houses, however the difference was less than 10% in 94% of the houses. The RdDEM predicted slightly higher (< 2%) energy saving potentials compared to SAP when the same set of energy saving measures were implemented in both models. The development of these new methods for automatically creating SAP equivalent inputs from reduced data but for use in a dynamic energy model offers new opportunities for inter-model comparisons as well as a dynamic alternative to the SAP when variations in energy demand and indoor air temperatures are required.
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Caraballo, Edgar J. "Reduced Order Model Development For Feedback Control Of Cavity Flows." The Ohio State University, 2008. http://rave.ohiolink.edu/etdc/view?acc_num=osu1225291592.
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Moroz, Adam. "Reduced order modelling of bone resorption and formation." Thesis, De Montfort University, 2011. http://hdl.handle.net/2086/5409.
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The bone remodelling process, performed by the Bone Multicellular Unit (BMU) is a key multi-hierarchically regulated process, which provides and supports various functionality of bone tissue. It is also plays a critical role in bone disorders, as well as bone tissue healing following damage. Improved modelling of bone turnover processes could play a significant role in helping to understand the underlying cause of bone disorders and thus develop more effective treatment methods. Moreover, despite extensive research in the field of bone tissue engineering, bonescaffold development is still very empirical. The development of improved methods of modelling the bone remodelling process should help to develop new implant designs which encourage rapid osteointegration. There are a number of limitations with respect to previous research in the field of mathematical modelling of the bone remodelling process, including the absence of an osteocyte loop of regulation. It is within this context that this research presented in this thesis utilises a range of modelling methods to develop a framework for bone remodelling which can be used to improve treatment methods for bone disorders. The study concentrated on dynamic and steady state variables that in perspective can be used as constraints for optimisation problem considering bone remodelling or tissue remodelling with the help of the grafts/scaffolds.The cellular and combined allosteric-regulation approaches to modelling of bone turnover, based on the osteocyte loop of regulation, have been studied. Both approaches have been studied different within wide range of rate parameters. The approach to the model validation has been considered, including a statistical approach and parameter reduction approach. From a validation perspective the cellular class of modes is preferable since it has fewer parameters to validate. The optimal control framework for regulation of remodelling has been studied. Future work in to improve the models and their application to bone scaffold design applications have been considered. The study illustrates the complexity of formalisation of the metabolic processes and the relations between hierarchical subsystems in hard tissue where a relatively small number of cells are active. Different types/modes of behaviour have been found in the study: relaxational, periodical and chaotic modes. All of these types of behaviour can be found, in bone tissue. However, a chaotic or periodic modes are ones of the hardest to verify although a number of periodical phenomena have been observed empirically in bone and skeletal development. Implementation of the allosteric loop into cellular model damps other types of behaviour/modes. In this sense it improves the robustness, predictability and control of the system. The developed models represent a first step in a hierarchical model of bone tissue (system versus local effects). The limited autonomy of any organ or tissue implies differentiation on a regulatory level as well as physiological functions and metabolic differences. Implementation into the cellular phenomenological model of allosteric-like loop of regulation has been performed. The results show that the robustness of regulation can be inherited from the phenomenological model. An attempt to correlate the main bone disorders with different modes of behaviour has been undertaken using Paget’s disorder in bone, osteoporosis and some more general skeleton disorders which lead to periodical changes in bone mass, reported by some authors. However, additional studies are needed to make this hypothesis significant. The study has revealed a few interesting techniques. When studying a multidimensional phenomenon, as a bone tissue is, the visualisation and data reduction is important for analysis and interpretation of results. In the study two novel technical methods have been proposed. The first is the graphical matrix method to visualise/project the multidimensional phase space of variables into diagonal matrix of regular combination of two-dimensional graphs. This significantly simplifies the analysis and, in principle, makes it possible to visualise the phase space higher than three-dimensional. The second important technical development is the application of the Monte-Carlo method in combination with the regression method to study the character and stability of the equilibrium points of a dynamic system. The advantage of this method is that it enables the most influential parameters that affect the character and stability of the equilibrium point to be identified from a large number of the rate parameters/constants of the dynamic system. This makes the interpretation of parameters and conceptual verification of the model much easier.
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Reschreiter, Andreas. "Conventional and indexed UK bond returns and the macroeconomy : an empirical analysis based on asset pricing and reduced form VAR models." Thesis, Imperial College London, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.271099.
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Haznedar, Baris. "Reduced order infinite horizon Model Predictive Control of sheet forming processes." Thesis, Georgia Institute of Technology, 2000. http://hdl.handle.net/1853/11222.
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Faller, Kenneth John II. "Automated synthesis of a reduced-parameter model for 3D digital audio." FIU Digital Commons, 1996. http://digitalcommons.fiu.edu/etd/3245.
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Head-Related Impulse Responses (HRIRs) are used in signal processing to implement the synthesis of spatialized audio. They represent the modification that sound undergoes from its source to the listener's eardrums. HRIRs are somewhat different for each listener and require expensive specialized equipment for their individual measurement. Therefore, the development of a method to obtain customized HRIRs without specialized equipment is extremely desirable. A customizable representation of HRIRs can be created by modeling them in terms of an appropriate set of time delays and a resonant frequency. Previously, this was achieved manually, by trial and error. In this research an automated algorithm for the definition of the appropriate delays and resonant frequency needed to model an HRIR was developed, implemented and evaluated. This provides an objective, repeatable way to determine the parameters of the HRIR model. The automated process provided an average accuracy of 96.9% in the analysis of 2160 HRIRs.
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Salmanoff, Jason. "A Finite Element, Reduced Order, Frequency Dependent Model of Viscoelastic Damping." Thesis, Virginia Tech, 1997. http://hdl.handle.net/10919/36518.
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This thesis concerns itself with a finite element model of nonproportional viscoelastic damping and its subsequent reduction. The Golla-Hughes-McTavish viscoelastic finite element has been shown to be an effective tool in modeling viscoelastic damping. Unlike previous models, it incorporates physical data into the model in the form of a curve fit of the complex modulus. This curve fit is expressed by minioscillators. The frequency dependence of the complex modulus is accounted for by the addition of internal, or dissipation, coordinates. The dissipation coordinates make the viscoelastic model several times larger than the original. The trade off for more accurate modeling of viscoelasticity is increased model size.
Internally balanced model order reduction reduces the order of a state space model by considering the controllability/observability of each state. By definition, a model is internally balanced if its controllability and observability grammians are equal and diagonal. The grammians serve as a ranking of the controllability/observability of the states. The system can then be partitioned into most and least controllable/observable states; the latter can be statically reduced out of the system. The resulting model is smaller, but the transformed coordinates bear little resemblance to the original coordinates. A transformation matrix exists that transforms the reduced model back into original coordinates, and it is a subset of the transformation matrix leading to the balanced model. This whole procedure will be referred to as Yae's method within this thesis.
By combining GHM and Yae's method, a finite element code results that models nonproportional viscoelastic damping of a clamped-free, homogeneous, Euler-Bernoulli beam, and is of a size comparable to the original elastic finite element model. The modal data before reduction compares well with published GHM results, and the modal data from the reduced model compares well with both. The error between the impulse response before and after reduction is negligible. The limitation of the code is that it cannot model sandwich beam behavior because it is based on Euler-Bernoulli beam theory; it can, however, model a purely viscoelastic beam. The same method, though, can be applied to more sophisticated beam models. Inaccurate results occur when modes with frequencies beyond the range covered by the curve fit appear in the model, or when poor data are used. For good data, and within the range modeled by the curve fit, the code gives accurate modal data and good impulse response predictions.
Master of Science
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Jarvis, Christopher Hunter. "Reduced Order Model Study of Burgers' Equation using Proper Orthogonal Decomposition." Thesis, Virginia Tech, 2012. http://hdl.handle.net/10919/31580.
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In this thesis we conduct a numerical study of the 1D viscous Burgers' equation and several Reduced Order Models (ROMs) over a range of parameter values. This study is motivated by the need for robust reduced order models that can be used both for design and control. Thus the model should first, allow for selection of optimal parameter values in a trade space and second, identify impacts from changes of parameter values that occur during development, production and sustainment of the designs. To facilitate this study we apply a Finite Element Method (FEM) and where applicable, the Group Finite Element Method (GFE) due its demonstrated stability and reduced complexity over the standard FEM. We also utilize Proper Orthogonal Decomposition (POD) as a model reduction technique and modifications of POD that include Global POD, and the sensitivity based modifications Extrapolated POD and Expanded POD. We then use a single baseline parameter in the parameter range to develop a ROM basis for each method above and investigate the error of each ROM method against a full order "truth" solution for the full parameter range.Master of Science
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Brendlinger, Jack W. "Development of Guidance Laws for a Reduced Order Dynamic Aircraft Model." Wright State University / OhioLINK, 2017. http://rave.ohiolink.edu/etdc/view?acc_num=wright1516106170428761.
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Tracy, Jacob N. "Reduced-Dimension Groundwater Model Emulation for Scenario Analysis and Decision Support." University of Cincinnati / OhioLINK, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1573574885505114.
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Wu, Xiaofeng. "Reduced Deformable Body Simulation with Richer Dynamics." The Ohio State University, 2016. http://rave.ohiolink.edu/etdc/view?acc_num=osu1471482167.
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DESHMUKH, DINAR V. "PHYSICS BASED REDUCED ORDER MODELS FOR FRICTIONAL CONTACTS." University of Cincinnati / OhioLINK, 2005. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1115997302.
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Allick, Steven. "The common forms of contemporary videogames : a proposed content analysis model." Thesis, Teesside University, 2012. http://hdl.handle.net/10149/254616.
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The aim of this thesis was to investigate trope usage in videogames, including the emergence of undiscovered ‘videogame’ tropes, and to create a new model for videogame categorisation using these tropes. This model serves to complement genre as a means of distilling videogame contents. The investigative work formed two parts, initially considering how videogames use existing rhetorical tropes such as metaphor as expressive and communicative devices and secondly to analyse videogames as a source of shared literary tropes. Each shared literary trope was validated as a common form of expression (referred to simply as 'common form'), where its presence was proven in a substantial sample of videogames. Common forms were gathered through a wide-ranging investigation of ten mainstream genres one at a time and in isolation to arrive at a pool of genre-specific common forms. The most closely related forms combined, with the help of relationship modelling techniques. A set of common forms capable of representing the contents of any videogame was reached. The result is a powerful hierarchical content model allowing a game to be described in terms of its common form usage profile. Common forms can effectively describe games which span several genres and differentiates between games which appear similar on the surface e.g. within the same genre hence aiding effective classification. Common Forms were proven to exist on a number of different hierarchies ranging from those specific to a particular game, to a game type (genre) and even to those which are universal and hence can be observed within any modern videogame. Finally, it was possible to see the very core or 'heart' of the functioning videogame, the never-ending competition between player resources such as energy, ammunition or shields, the 'player status' and the threats, challenges or obstacles the game's systems throw at the player, the 'game status'. The model does have considerable potential for application in educational settings such as college and university game development or appraisal classes and further development and testing would provide an effective tool for industry use.
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Nichols, Michael Lorne 1967. "Mechanisms of reduced opioid effectiveness in a rat model of neuropathic pain." Diss., The University of Arizona, 1997. http://hdl.handle.net/10150/282342.
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Peripheral nerve injury can result in long-lasting, abnormal pain states referred to as neuropathic pains. These pains can result in increased sensitivity to both noxious (hyperalgesia) and non-noxious stimuli (allodynia) and are often characterized as resistant to alleviation by opioids. Neuropathies are accompanied by various neuropathological changes, including: (1) alterations in spinal neurotransmitter levels (including cholecystokinin (CCK), enkephalin and dynorphin); (2) degeneration of primary afferents; (3) formation of ectopic foci and dorsal horn sensitization; (4) abnormal sympathetic innervation and (5) sprouting of Abeta fibers to form novel synapses. The hypotheses of this dissertation are (1) information of an allodynic nature is transmitted by Abeta fibers, which do not contain opioid receptors, therefore only the post-synaptic pool of receptors is available for opioid interaction, resulting in a loss of opioid efficacy; (2) the maintenance of the neuropathic pain state is mediated by tonic activity at excitatory amino acid receptors (possibly by dynorphin) which may contribute to the loss of opioid effectiveness; and (3) increases in spinal CCK attenuate opioid effectiveness by inhibition of the activity of endogenous enkephalins. The initial hypothesis is supported by results showing that low efficacy opioids (morphine and SNC 80) are ineffective at alleviating nerve injury-induced allodynia while high efficacy opioids (DAMGO, (D-Ala2 Glu4) deltorphin and biphalin) produced a significant antiallodynic action. This strengthens the suggestion that a reduced opioid receptor pool exists for the treatment of allodynia. Additionally, selective destruction of C-fibers by capsaicin alters responses to thermal but not mechanical stimuli. These results suggests that allodynia from nerve injury is mediated by Abeta fibers, which do not possess opioid receptors. The second hypothesis is supported by the result that MK 801 and dynorphin A (1-13) antisera restore the effectiveness of morphine suggesting that increased dynorphin levels affect opioid efficacy, possibly through an NMDA mediated mechanism. Finally, blockade of CCKB receptors can also enhance the efficacy of opioids in a naltrindole reversible fashion, suggesting that CCKB blockade may increase morphine's effectiveness by increasing the availability of an endogenous delta-opioid, possibly (Leu-5) enkephalin. These findings may lead to a better understanding of the role of opioids in neuropathic pain and the development of better treatments for these conditions.
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Xie, Xuping. "Large Eddy Simulation Reduced Order Models." Diss., Virginia Tech, 2017. http://hdl.handle.net/10919/77626.
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This dissertation uses spatial filtering to develop a large eddy simulation reduced order model (LES-ROM) framework for fluid flows. Proper orthogonal decomposition is utilized to extract the dominant spatial structures of the system. Within the general LES-ROM framework, two approaches are proposed to address the celebrated ROM closure problem. No phenomenological arguments (e.g., of eddy viscosity type) are used to develop these new ROM closure models.
The first novel model is the approximate deconvolution ROM (AD-ROM), which uses methods from image processing and inverse problems to solve the ROM closure problem. The AD-ROM is investigated in the numerical simulation of a 3D flow past a circular cylinder at a Reynolds number $Re=1000$. The AD-ROM generates accurate results without any numerical dissipation mechanism. It also decreases the CPU time of the standard ROM by orders of magnitude.
The second new model is the calibrated-filtered ROM (CF-ROM), which is a data-driven ROM. The available full order model results are used offline in an optimization problem to calibrate the ROM subfilter-scale stress tensor. The resulting CF-ROM is tested numerically in the simulation of the 1D Burgers equation with a small diffusion parameter. The numerical results show that the CF-ROM is more efficient than and as accurate as state-of-the-art ROM closure models.Ph. D.
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Mollison, Deborah. "Children's musical perception and creativity as a compositional model." Thesis, Middlesex University, 2001. http://eprints.mdx.ac.uk/13636/.
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The intention of this study was to understand more fully the process of creating musical composition. As a means to to this I created a compositional model, "Maya's Words", a conscious experiment which utilised the techniques I discovered and codified from children's compositions. By utilising rhe model as a working tool and the information extracted from the children's works I was able to draw together my own theories and observations concerning the process of musical composition and how it works. Within this study I have also examined my own process of musical composition and drawn, in a limited way, upon my work on the methodology behind the compositional procedures of composer Elisabeth Lutyens. The way in which the children used their own musical ideas in a flexible and original manner illustrated a mental state that seemed to be able to grasp thoughts from anywhere, without reference, for example, to tradition or style. This dexterity brought to my attention the notion that the children were using fragments of ideas/music/sound and integrating them into their own compositions. In the compositional model for this study I chose to compose in a way that utilised information from this study in many manifestations but it also had to be an organic growth as a means to be real and for me to have a true input into it a sa composer. It also had to incorporate many of the study elements into it otherwise it would not be a conscious experiment. The two forces here, for me haave worked in tandem as the flexibility of approach used by the children has allowed me to work in a flexible way in this compositional model and yet the uncomplicated way in which the children evaluated their own progressions has had a profound influence on me too and provided me with a method of self-evaluation which does not create self-inflicted damage to my own feelings about my composition. I hope in the same way that this study will allow composers a freedon of perspective that will open for them a new understanding of musical composition.
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Alqatari, Samar(Samar Ali A. ). "Reduced-dimension model for the Rayleigh-Taylor instability in a Hele-Shaw cell." Thesis, Massachusetts Institute of Technology, 2019. https://hdl.handle.net/1721.1/122316.
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Thesis: S.M., Massachusetts Institute of Technology, Computation for Design and Optimization Program, 2019Cataloged from PDF version of thesis.
Includes bibliographical references (pages 93-94).
In this thesis we present a reduced-dimension model for the density-driven hydrodynamic Rayleigh-Taylor instability. We motivate the project with experimental findings of a little-understood stabilizing effect of geometry and deviations of measured instability wavelength from theoretical predictions. We present novel methods of data analysis for the experimental data. We then present a reduced-dimension model for the governing equations of the system, Stoke's equations and Fick's law, using polynomial trial functions. We discuss the results and conduct a linear stability analysis of the reduced system. We compare the model to a finite element simulation of the full governing equations using COMSOL, and propose an optimization framework for the basis functions of the reduced model. The reduced model helps in developing physical intuition for the behavior of the instability in this confined geometry, and understanding the effects of certain parameters that are difficult to study experimentally or by simulating the full equations.
by Samar Alqatari.
S.M.
S.M. Massachusetts Institute of Technology, Computation for Design and Optimization Program
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Sugama, Hideo. "Study of Interchange Instabilities and Anomalous Transport Based on Reduced Two-Fluid Model." Kyoto University, 1989. http://hdl.handle.net/2433/162226.
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Antonelli, Jacopo. "Reduced order modeling of wind turbines in MatLab for grid integration and control studies." Thesis, Högskolan på Gotland, Institutionen för kultur, energi och miljö, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:hgo:diva-1865.
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The current trend in the wind power industry is to develop wind turbines of constantly increasing size and rated power, as well as wind farms of growing size and installed wind power. A careful study of the behaviour of the wind turbines during their operation is of crucial importance in the planning phase and in the design stage of a wind farm, in order to minimize the risks deriving from a non accurate prediction of their impact in the electric grid causing sensible faults of the system. To analyze the impact of the wind turbines in the system, motivates the development of accurate yet simple models. To be able to practically deal with this topics, a simple model of a wind turbine system is investigated and developed; it has the aim to describe the behaviour of a wind turbine in operation on a mechanical standpoint. The same reduced order simple model can also be employed for control system studies; the control system model that can’t be used in generation, can use the reduced model. Together with the analytical description of such model, is realized a MatLab code to numerically analyse the response of the system, and the results of the simulation through such code are presented. The objective of this thesis has been to provide a simple benchmark tool in MatLab for grid integration and control studies for interested researchers.
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Xie, Qihao Balakrishnan N. "Exact inference for exponential step-stress model under different forms of censoring." *McMaster only, 2006.
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Munir, Arshed. "Manoeuvring target tracking using different forms of the interacting multiple model algorithm." Thesis, University of Sussex, 1994. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.240430.
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Vogt, Jonas [Verfasser], Dominik [Akademischer Betreuer] Wied, and Walter [Gutachter] Krämer. "Reduced Form Credit Risk Models and the Second Dimension Risk Premium : Technical Foundations, Estimation and Applications / Jonas Vogt. Betreuer: Dominik Wied. Gutachter: Walter Krämer." Dortmund : Universitätsbibliothek Dortmund, 2013. http://d-nb.info/1107778700/34.
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Maquart, Tristan. "Trivariate models generation from unstructured surface manifolds for isogeometric analysis : Application to reduced order modeling with geometric parameters." Thesis, Lyon, 2019. http://www.theses.fr/2019LYSEI033.
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Ce travail présente un cadre générique pour la construction de maillages isogéométriques volumiques à partir d'une géométrie complexe avec une topologie arbitraire pour des applications relatives aux modèles d'ordres réduits. En effet, les maillages structurés tels que les maillages isogéométriques ou hexahédriques sont difficiles à obtenir de manière automatique. Les analyses statistiques de formes et les modèles d'ordres réduits nécessitent des données structurées et ordonnées pour être construits efficacement. Pour ce faire, nous utilisons les limites du modèle solide triangulé, la B-Rep CAD (Boundary Representation in Computer Aided Design). Tout d'abord, cette thèse inclut une intégration d'un algorithme de décomposition en pantalons et en cuboïdes prenant en compte les caractéristiques géométriques. La décomposition en cuboïdes divise une surface en un ensemble de patchs quadrilatéraux qui peuvent aider à définir un volume associé. Des champs de croix (cross fields), c'est-à-dire des champs de directions à 4 symétries, sont utilisés pour guider une paramétrisation globale alignée de la surface. Ce paramétrage est optimisé afin de minimiser la distorsion des éléments. Le processus d'optimisation est pensé pour concevoir des champs de croix avec des contraintes topologiques et géométriques. En utilisant la décomposition optimisée en cuboïdes, une structure volumétrique est extraite. Sur la base de la paramétrisation globale et de la structure volumétrique précédemment calculée, une paramétrisation isogéométrique trivariée est déduite. Les propriétés topologiques invariantes sont analysées tout au long du processus proposé. Pour finir, pour différentes occurrences géométriques de même topologie mais possédant des géométries différentes, notre méthode permet d'avoir la même représentation : des maillages isotopologiques isogéométriques trivariés détenant la même connectivité. L'efficacité et la robustesse de l'approche proposée sont illustrées par plusieurs exemples de modèles d'ordres réduits en utilisant l'IGA (IsoGeometric Analysis)This work presents a generic framework to construct trivariate isogeometric meshes of complicated geometry and arbitrary topology required for reduced order model applications. Indeed, structured meshes such as isogeometric or pure hexahedral ones are difficult to obtain in an automatic manner. Statistical shape analysis and reduced order modeling require structured and ordered data to be efficient. For that purpose, we use the triangulated solid 3D model's boundary provided from B-Rep CAD (Boundary-Representation in Computer Aided Design) models. Firstable, the workflow includes an integration of a geometry-feature-aware pants-to-cuboids decomposition algorithm. The input triangulated mesh is decomposed into a set of cuboids in two steps: pants decomposition and cuboid decomposition. Cuboid decomposition splits a surface into a set of quadrilateral patches which can define a volumetric layout of the associated boundary surface. Cross fields, i.e., 4-symmetry direction fields are used to guide a surface aligned global parameterization. Optimizing this parameterization, patches of the quadrilateral layout inherited from the cuboid decomposition are re-positioned on the surface in a way to achieve low overall distortion. The optimization process is thought to design cross fields with topological and geometrical constraints. Using the optimized cuboid decomposition, a volumetric layout is extracted. Based on the global parameterization and the structured volumetric layout previously computed, a trivariate isogeometric parameterization is deducted. Learning generalized forms of theorems in the topology field, invariant topological properties are analyzed throughout the proposed process. To finish, for different geometrical instances with the same topology but different geometries, our method allows to have the same representation: trivariate isogeometric isotopological meshes holding the same connectivity. The efficiency and the robustness of the proposed approach are illustrated through several examples of reduced order models using IGA (IsoGeometric Analysis)
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Yuan, Tao. "Reduced order modeling for transport phenomena based on proper orthogonal decomposition." Texas A&M University, 2003. http://hdl.handle.net/1969.1/1470.
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In this thesis, a reduced order model (ROM) based on the proper orthogonal decomposition (POD) for the transport phenomena in fluidized beds has been developed. The reduced order model is tested first on a gas-only flow. Two different strategies and implementations are described for this case. Next, a ROM for a two-dimensional gas-solids fluidized bed is presented. A ROM is developed for a range of diameters of the solids particles. The reconstructed solution is calculated and compared against the full order solution. The differences between the ROM and the full order solution are
smaller than 3.2% if the diameters of the solids particles are in the range of diameters used for POD database generation. Otherwise, the errors
increase up to 10% for the cases presented herein. The computational time of the ROM varied between 25% and 33% of the computational time of the full order solution. The computational speed-up depended on the complexity of the transport phenomena, ROM methodology and reconstruction error. In this thesis, we also investigated the accuracy of the reduced order model based on the POD. When analyzing the accuracy, we used two simple sets of governing partial differential equations: a non-homogeneous Burgers' equation and a system of two coupled Burgers' equations.
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Scotti, Simone. "Applications of the error theory using Dirichlet forms." Phd thesis, Université Paris-Est, 2008. http://tel.archives-ouvertes.fr/tel-00349241.
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This thesis is devoted to the study of the applications of the error theory using Dirichlet forms. Our work is split into three parts. The first one deals with the models described by stochastic differential equations. After a short technical chapter, an innovative model for order books is proposed. We assume that the bid-ask spread is not an imperfection, but an intrinsic property of exchange markets instead. The uncertainty is carried by the Brownian motion guiding the asset. We find that spread evolutions can be evaluated using closed formulae and we estimate the impact of the underlying uncertainty on the related contingent claims. Afterwards, we deal with the PBS model, a new model to price European options. The seminal idea is to distinguish the market volatility with respect to the parameter used by traders for hedging. We assume the former constant, while the latter volatility being an erroneous subjective estimation of the former. We prove that this model anticipates a bid-ask spread and a smiled implied volatility curve. Major properties of this model are the existence of closed formulae for prices, the impact of the underlying drift and an efficient calibration strategy. The second part deals with the models described by partial differential equations. Linear and non-linear PDEs are examined separately. In the first case, we show some interesting relations between the error and wavelets theories. When non-linear PDEs are concerned, we study the sensitivity of the solution using error theory. Except when exact solution exists, two possible approaches are detailed: first, we analyze the sensitivity obtained by taking "derivatives" of the discrete governing equations. Then, we study the PDEs solved by the sensitivity of the theoretical solutions. In both cases, we show that sharp and bias solve linear PDE depending on the solution of the former PDE itself and we suggest algorithms to evaluate numerically the sensitivities. Finally, the third part is devoted to stochastic partial differential equations. Our analysis is split into two chapters. First, we study the transmission of an uncertainty, present on starting conditions, on the solution of SPDE. Then, we analyze the impact of a perturbation of the functional terms of SPDE and the coefficient of the related Green function. In both cases, we show that the sharp and bias verify linear SPDE depending on the solution of the former SPDE itself
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Huang, Xinming. "Development of Reduced-Order Flame Models for Prediction of Combustion Instability." Diss., Virginia Tech, 2001. http://hdl.handle.net/10919/29763.
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Lean-premixed combustion has the advantage of low emissions for modern gas turbines, but it is susceptible to thermoacoustic instabilities, which can result in large amplitude pressure oscillations in the combustion chamber. The thermoacoustic limit cycle is generated by the unsteady heat release dynamics coupled to the combustor acoustics. In this dissertation, we focused on reduced-order modeling of the dynamics of a laminar premixed flame. From first principles of combustion dynamics, a physically-based, reduced-order, nonlinear model was developed based on the proper orthogonal decomposition technique and generalized Galerkin method. In addition, the describing function for the flame was measured experimentally and used to identify an empirical nonlinear flame model. Furthermore, a linear acoustic model was developed and identified for the Rijke tube experiment. Closed-loop thermoacoustic modeling using the first principles flame model coupled to the linear acoustics successfully reproduced the linear instability and predicted the thermoacoustic limit cycle amplitude. With the measured experimental flame data and the modeled linear acoustics, the describing function technique was applied for limit cycle analysis. The thermoacoustic limit cycle amplitude was predicted with reasonable accuracy, and the closed-loop model also predicted the performance for a phase shift controller. Some problems found in the predictions for high heat release cases were documented.Ph. D.
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Brand, Jason M. "Biaxial Material Design Method for the ReducedAperture Waveguide Model." Wright State University / OhioLINK, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=wright1421064567.
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Kamshad, Kimya Moghadam. "The dynamics of firm growth and failure under alternative forms of ownership." Thesis, London School of Economics and Political Science (University of London), 1993. http://etheses.lse.ac.uk/1249/.
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This thesis extends the literature on the dynamics of firm growth and failure by testing the robustness of past findings for capitalist firms to alternative ownership structures. While the theoretical results are altered by the internal organisation of the firm, the empirical findings are unchanged. This suggests that the theoretical models place excessive emphasis on the organisational structure and inadequate emphasis on more basic and fundamental factors affecting firm growth. The thesis applies the learning models of growth to the case of the Illyrian labour managed firm, where members maximise profits per worker. The critical efficiency-size relationship is indeterminate under labour management. Thus, the majority of the clear cut empirical predictions of the model for profit maximisation no longer hold. Three possible explanations for the breakdown of the results are examined. One explanation is that the Illyrian model is overly simplistic and does not accurately reflect the actual behaviour of cooperatives. This is rejected using an institutional structure model of the French producer cooperative which yields predictions which are remarkably similar to those of the Illyrian model. The second explanation considered is that the growth and survival of cooperatives in fact substantially differs from capitalist firms. This explanation is rejected in the empirical section which tests the actual growth and survival relationships using a dataset of French producer cooperatives. The estimated survival-size relation is convexly positive and the growth-size relation convexly negative, exactly as they have been found previously for conventional firms. The final remaining explanation is that the theoretical models are structured so as to overemphasize the internal structure of the firm to the neglect of more generic factors affecting growth and survival. This is accepted in a final section which proposes new directions for theoretical research on the growth and survival of all firms.
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Fang, Chih. "A reduced-order meshless energy (ROME) model for the elastodynamics of mistuned bladed disks." Diss., Georgia Institute of Technology, 2002. http://hdl.handle.net/1853/12457.
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Golovan, Serguei Petrovich. "Transgenic mice expressing AppA phytase as a model demonstrating reduced pollution in monogastric animals." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2002. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp05/NQ65822.pdf.
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Zigic, Dragan. "Homotopy methods for solving the optimal projection equations for the reduced order model problem." Thesis, This resource online, 1991. http://scholar.lib.vt.edu/theses/available/etd-11242009-020145/.
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Rai, Manish 1968. "Design and implementation of a reduced base model construction technique for stochastic activity networks." Thesis, The University of Arizona, 1990. http://hdl.handle.net/10150/277849.
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Performance/dependability evaluation via modeling results in fast and economic system development. Traditionally, simulations have been used to evaluate realistic systems but do not yield exact results. Analytic solution methods can yield exact results, but can suffer from the state-space explosion problem. A reduced base model construction technique for stochastic activity networks, which exploits the net structure to generate a considerably reduced state-space for systems with high degree of replication, has been developed. An implementation of this technique shows that it can be successfully used for efficiently evaluating realistic systems, previously considered unsolvable by traditional stochastic Petri net methods.
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Hanada, Masanori. "Emergence of spacetime from 2B matrix model and large-N reduced Yang-Mills theories." 京都大学 (Kyoto University), 2007. http://hdl.handle.net/2433/136764.
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Eftang, Jens Lohne. "Reduced basis methods for parametrized partial differential equations." Doctoral thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for matematiske fag, 2011. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-12550.
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