Дисертації з теми "High-frequency dynamics"
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Line, Andrew James. "Computational modelling of helicopter high-frequency dynamics." Thesis, Imperial College London, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.413420.
Повний текст джерелаZAYAS, ZOYNE PEDRERO. "HIGH-FREQUENCY DYNAMICS OF THE BRAZILIAN STOCK MARKET." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2005. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=7614@1.
Повний текст джерелаA modelagem do mercado financeiro requer uma descrição completa da estatística dos preços assim como de sua dinâmica. Analisamos as flutuações de preço do mercado de ações brasileiro (IBOVESPA) em escala de tempo intradiária, no período 2002-2004, considerando distribuições q- Gaussianas P(q) (x,t) provenientes da estatística não-extensiva de Tsallis. Estas distribuições são soluções de uma equação de Fokker-Planck (EFP) não-linear, que permite modelar a difusão anômala observada na série temporal de preços de alta freqüência a partir de mecanismos de feedback estatístico na dinâmica de formação de preços. Nossos resultados mostram que, quando retornos de preços são medidos em escalas temporais de até 30 minutos, as distribuições empíricas são bem descritas por q-Gaussianas, com parâmetro não- extensivo q estacionário e com truncamento exponencial das caudas. Através da análise das propriedades de escala temporal dos primeiros momentos das distribuições empíricas, analisamos a consistência entre a evolução temporal observada e a prevista pela EFP não- linear e obtemos os parâmetros do modelo que caracterizam a dinâmica de nosso mercado. A presença de correlação temporal retarda a convergência das distribuições de retornos de preços para o regime Gaussiano de acordo com o T.L.C., surgindo assim um novo regime q-Gaussiano para escalas de tempo curtas, cujo comportamento superdifusivo é regido pela EFP considerada. Nossos resultados indicam que esta modelagem fornece uma descrição adequada para a dinâmica das flutuações de preços intradiárias do IBOVESPA.
The stock market modeling requires a complete statistical description of the price and its dynamics. We analyze the intra-day Brazilian stock market price fluctuations (IBOVESPA), in the period 2002-2004, considering q-Gaussians distributions P(q) (x,t) derived from Tsallis non- extensive statistics. Such distributions are solutions of a non-linear Fokker-Planck equation (F.P.E.), allowing to model the anomalous diffusion found at high frequency price time series from statistical feedback mechanisms in the dynamics of price formation. Our results show that, when returns are measured over intervals less than 30 minutes, the empirical distributions are well fitted by q- Gaussians, with stationary non-extensive parameter q and exponential damped tails. From the time scale properties of the first moments of the empirical distributions, we analyze the consistency between the observed time evolution and the foreseen behavior within the non-linear F.P.E. and get the model parameters that characterize our high frequency market dynamics. The presence of time correlation slows down the convergence of the price return distributions to a Gaussian regime according to C.L.T., giving rise to a new q-Gaussian regime for very short time scales, with super diffusive behavior driven by the considered F.P.E. Our results show that this modeling provides an adequate description of the dynamics of the Brazilian stock market intra-day price fluctuations.
Mattiussi, Vanessa. "Non parametric estimation of high-frequency volatility and correlation dynamics." Thesis, City University London, 2010. http://openaccess.city.ac.uk/12095/.
Повний текст джерелаChang, Patrick. "High-frequency correlation dynamics: Is the Epps effect a bias?" Master's thesis, Faculty of Science, 2021. http://hdl.handle.net/11427/33682.
Повний текст джерелаAjibose, Olusegun K. "Nonlinear dynamics and contact fracture mechanics of high frequency percussive drilling." Thesis, Available from the University of Aberdeen Library and Historic Collections Digital Resources, 2009. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?application=DIGITOOL-3&owner=resourcediscovery&custom_att_2=simple_viewer&pid=61011.
Повний текст джерелаDiaz, Mario Alfonso. "High-Frequency Ultrasound Drug Delivery and Cavitation." BYU ScholarsArchive, 2007. https://scholarsarchive.byu.edu/etd/1050.
Повний текст джерелаDeyle, Travis. "Ultra high frequency (UHF) radio-frequency identification (RFID) for robot perception and mobile manipulation." Diss., Georgia Institute of Technology, 2011. http://hdl.handle.net/1853/42903.
Повний текст джерелаMercier, Emeric. "High-frequency nonlinear dynamics of a laser diode with phase-conjugate feedback." Thesis, CentraleSupélec, 2016. http://www.theses.fr/2016SUPL0010/document.
Повний текст джерелаWe study the influence of phase-conjugate feedback in a laser diode. This type of feedback has not been studied a lot and yet we show here that it can give interesting results. It unlocks oscillations at high frequencies. This could lead to an improvement in the performance of random number generators based on optical chaos
Belousov, Dennis. "Development of a Vehicle Simulation Model Consisting of Low and High Frequency Dynamics." Thesis, Linköpings universitet, Fordonssystem, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-133236.
Повний текст джерелаBreuer, Arne [Verfasser]. "An Empirical Analysis of Order Dynamics in a High Frequency Trading Environment. / Arne Breuer." Berlin : Duncker & Humblot GmbH, 2020. http://d-nb.info/1238496415/34.
Повний текст джерелаChumakov, Dmytro. "High Frequency Behaviour of Magnetic Thin Film Elements for Microelectronics." Doctoral thesis, Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2007. http://nbn-resolving.de/urn:nbn:de:swb:14-1166388379550-04721.
Повний текст джерелаChumakov, Dmytro. "High Frequency Behaviour of Magnetic Thin Film Elements for Microelectronics." Doctoral thesis, Technische Universität Dresden, 2006. https://tud.qucosa.de/id/qucosa%3A24960.
Повний текст джерелаGoodell, Brian Carpenter, and Brian Carpenter Goodell. "Probing Intracavity Plasma Dynamics with Higher-Order Transverse Modes." Thesis, The University of Arizona, 2017. http://hdl.handle.net/10150/625686.
Повний текст джерелаBouchez, Guillaume. "High-frequency nonlinear dynamics and optical chaos in a laser diode with phase-conjugated optical feedback." Electronic Thesis or Diss., CentraleSupélec, 2022. http://www.theses.fr/2022CSUP0002.
Повний текст джерелаThis thesis studied the dynamics of a laser diode subjected to a phase conjugate feedback (PCF). I analyzed both numerically and experimentally the evolution of the laser power, with speeds of the order of a few tens of GHz. First, I studied the chaotic signal generated by such a system, both by simulations and by experiment. Three indicators were considered: the chaos bandwidth, i.e. the range of frequencies over which the energy of the signal is distributed, the spectral flatness, which verifies that the energy is not concentrated on a single frequency, and the permutation entropy, which studies whether patterns are repeated in the signal. I observed that the chaos generated by such a system was both broadband (bandwidth of about 30 GHz) and complex (permutation entropy up to 0.994). Such chaos was observed over a wide range of experimental parameters, including the feedback strength, the feedback delay, or the laser pump current. Then, I study the very fast periodic phenomena previously observed with the PCF, the external cavity modes (ECM). The ECMs are regular self-pulsations of the laser power, at a frequency equal to a multiple of the frequency associated with the feedback delay. We extend previous experimental studies by varying the feedback strength, the feedback delay and the laser pump current. In particular, we observe experimentally two results that had only been numerically predicted. First, the ECMs are bistable, i.e. under the same experimental parameters they can have different frequencies. Secondly, we show that the frequency of the ECMs does not change significantly if we change the delay without varying the other parameters of the experiment. Finally, we study numerically the generation of square waves with phase conjugate feedback. We observe that the resulting dynamics are similar to those obtained with non-phase conjugate optical feedback
Yang, Yang. "Phytoplankton and Physical Disturbance : Seasonal dynamics in temperate Lake Erken, Sweden." Doctoral thesis, Uppsala universitet, Limnologi, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-262461.
Повний текст джерелаHyart, T. (Timo). "Tunable superlattice amplifiers based on dynamics of miniband electrons in electric and magnetic fields." Doctoral thesis, University of Oulu, 2009. http://urn.fi/urn:isbn:9789514260728.
Повний текст джерелаRoberts, John Spencer. "High Frequency Market Dynamics an Analysis of Market Depth and Quoting Behaviors in Crude Oil Futures Markets." Thesis, University of Maryland, College Park, 2018. http://pqdtopen.proquest.com/#viewpdf?dispub=10743410.
Повний текст джерелаMost derivative and equity transactions occur in electronic order driven markets and depend on a limit order book. Yet many questions remain regarding the way traders interact with the limit order book, especially the role of algorithmic and high frequency trading. This dissertation investigates how the limit order book evolves over time. We study the nature of fleeting liquidity and flash quotes to deepen our understanding of the way modern markets operate.
This research is based on raw message data sold by the exchange and contains every update to the limit order book linked to the top ten levels. We rebuild the limit order book and define quote segments to divide the day into non-overlapping intervals based on observed changes in the best quotes and the bid-ask spread. We propose a novel way to visualize dynamics of the limit order book by combining changes in best quotes and visible depth. Using the limit order book and quote segments, we define a measure for offered liquidity and then a measure to capture the responsiveness on both sides of the market during sub-second intervals. Flash quotes are identified and are combined with measures of offered liquidity to study why such behavior is observed in the market.
We find empirical evidence that movement in market depth explains movement in the bid-ask spread. We show how combining movements in best quotes and visible depth provides a clearer picture of the direction of the market. Evidence is presented that breaks down the dynamics of offered liquidity into both trade response and prior movement of depth. We find standard measures of market liquidity, such as the bid-ask spread, can appear normal while responsiveness can remain elevated following a major market movement.
Depth data assists with best execution, but this research highlights alternative uses that are important to consider when participating in modern markets. The observed dynamics of the limit order book contain relevant information that need to be captured in a full discussion of market liquidity.
Brentrup, Jennifer A. "The role of water transparency in regulating carbon dynamics in lakes: Experimental, comparative, and high-frequency approaches." Miami University / OhioLINK, 2017. http://rave.ohiolink.edu/etdc/view?acc_num=miami1511794755285467.
Повний текст джерелаChomet, Baptiste. "Integration of high coherence tunable semiconductor laser. Non linear multimode dynamics and route to single frequency operation." Thesis, Montpellier, 2019. http://www.theses.fr/2019MONTS013.
Повний текст джерелаThe main goal of this thesis is the industrial development of highly coherent tunable laser sources based on III-V technologies in the 0.95-1.1μm and 2-2.5μm spectral ranges.This work is the result of a partnership between the IES and C2N laboratory together with the company INNOPTICS, specialized in the packaging of optoelectronics devices.We take advantage of the Vertical External Cavity Surface Emitting Laser (VECSEL) technology to achieve a combination of coherence - power -tunability -compactness, overcoming the performances of today's commercial laser technologies. To achieve this goal the work is divided into two main parts:- The physical study of the non-linear dynamics of a VECSEL laser in continuous wave operation and in the presence of cavity phase dispersion. We show the existence of a deterministic dynamics of the laser field that gives rise to a regular non-stationary longitudinal multimode regime or a stable single-frequency regime. This result then makes it possible to design a source of high coherence with high power without any intracavity wavelength selective element.- The development of new low noise compact single frequency sources with a narrow linewidth. This part involves the physical study of the components, from optimization of the gain medium to the laser emission in terms of spatial and temporal coherence, as well as a work on the environment of the laser (optimization of the thermal mechanical properties of the packaging for the stability of the laser frequency)
Loperfido, John Vincent. "High-frequency sensing of Clear Creek water quality: mechanisms of dissolved oxygen and turbidity dynamics, and nutrient transport." Diss., University of Iowa, 2009. https://ir.uiowa.edu/etd/309.
Повний текст джерелаLe, Guennec Yves. "Transient dynamics of beam trusses under impulse loads." Thesis, Châtenay-Malabry, Ecole centrale de Paris, 2013. http://www.theses.fr/2013ECAP0016/document.
Повний текст джерелаThis research is dedicated to the simulation of the transient response of beam trusses under impulse loads. The latter lead to the propagation of high-frequency waves in such built up structures. In the aerospace industry, that phenomenon may penalize the functioning of the structures or the equipments attached to them on account of the vibrational energy carried by the waves. It is also observed experimentally that high-frequency wave propagation evolves into a diffusive vibrational state at late times. The goal of this study is then to develop a robust model of high-frequency wave propagation within three-dimensional beam trusses in order to be able to recover, for example, this diffusion regime. On account of the small wavelengths and the high modal density, the modelling of high-frequency wave propagation is hardly feasible by classical finite elements or other methods describing the displacement fields directly. Thus, an approach dealing with the evolution of an estimator of the energy density of each propagating mode in a Timoshenko beam has been used. It provides information on the local behavior of the structures while avoiding some limitations related to the small wavelengths of high-frequency waves. After a comparison between some reduced-order beam kinematics and the Lamb model of wave propagation in a circular waveguide, the Timoshenko kinematics has been selected for the mechanical modelling of the beams. It may be shown that the energy densities of the propagating modes in a Timoshenko beam obey transport equations. Two groups of energy modes have been isolated: the longitudinal group that gathers the compressional and the bending energetic modes, and the transverse group that gathers the shear and torsional energetic modes. The reflection/transmission phenomena taking place at the junctions between beams have also been investigated. For this purpose, the power flow reflection/transmission operators have been derived from the continuity of the displacements and efforts at the junctions. Some characteristic features of a high-frequency behavior at beam junctions have been highlighted such as the decoupling between the rotational and translational motions. It is also observed that the energy densities are discontinuous at the junctions on account of the power flow reflection/transmission phenomena. Thus a discontinuous finite element method has been implemented, in order to solve the transport equations they satisfy. The numerical scheme has to be weakly dissipative and dispersive in order to exhibit the aforementioned diffusive regime arising at late times. That is the reason why spectral-like approximation functions for spatial discretization, and strong-stability preserving Runge-Kutta schemes for time integration have been used. Numerical simulations give satisfactory results because they indeed highlight the outbreak of such a diffusion state. The latter is characterized by the following: (i) the spatial spread of the energy over the truss, and (ii) the equipartition of the energy between the different modes. The last part of the thesis has been devoted to the development of a time reversal processing, that could be useful for future works on structural health monitoring of complex, multi-bay trusses
STANEK, MICHAEL JOSEPH. "A NUMERICAL STUDY OF THE EFFECT OF FREQUENCY OF PULSED FLOW CONTROL APPLIED TO A RECTANGULAR CAVITY IN SUPERSONIC CROSSFLOW." University of Cincinnati / OhioLINK, 2005. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1123778509.
Повний текст джерелаLarsen, Christopher G. "Structural FRF Measurements up to 50 kHz to Assist Frequency Band Selection for Machinery Health Monitoring." University of Cincinnati / OhioLINK, 2012. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1337715377.
Повний текст джерелаKarsaklian, dal Bosco Andreas. "Chaos and high-frequency self-pulsations in a laser diode with phase-conjugate feedback." Phd thesis, Supélec, 2013. http://tel.archives-ouvertes.fr/tel-00963630.
Повний текст джерелаJavaheri, Rahim Mojtaba [Verfasser], and Martin [Akademischer Betreuer] Dressel. "High frequency spin dynamics investigation of quantum critical matters by metallic coplanar resonators / Mojtaba Javaheri Rahim ; Betreuer: Martin Dressel." Stuttgart : Universitätsbibliothek der Universität Stuttgart, 2018. http://d-nb.info/1177800640/34.
Повний текст джерелаKrohn, Austin Bengoechea. "Electro-Thermal Dynamics and the Effects of Generalized Discontinuous Pulse Width Modulation Algorithms on High Performance Variable Frequency Drives." The Ohio State University, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=osu1397643253.
Повний текст джерелаSim, Min Kyu. "Empirical findings in asset price dynamics revealed by quantitative modelling." Diss., Georgia Institute of Technology, 2014. http://hdl.handle.net/1853/54302.
Повний текст джерелаVaughan, Matthew CH. "Shining light on the storm: Using high-frequency optical water quality sensors to characterize and interpret storm nutrient and carbon dynamics among contrasting land uses." ScholarWorks @ UVM, 2019. https://scholarworks.uvm.edu/graddis/1002.
Повний текст джерелаNunes, Gustavo de Faro Colen. "Modelo da dinâmica de um livro de ordens para aplicações em high-frequency trading." reponame:Repositório Institucional do FGV, 2013. http://hdl.handle.net/10438/10570.
Повний текст джерелаApproved for entry into archive by Suzinei Teles Garcia Garcia (suzinei.garcia@fgv.br) on 2013-02-28T21:30:40Z (GMT) No. of bitstreams: 1 MODELO DA DINÂMICA DE UM LIVRO DE ORDENS PARA APLICAÇÕES EM HIGH-FREQUENCY TRADING.pdf: 1769569 bytes, checksum: fcb41165f230caf02656cf7b8a709951 (MD5)
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As operações de alta frequência (High-Frequency Trading - HFT) estão crescendo cada vez mais na BOVESPA (Bolsa de Valores de São Paulo), porém seu volume ainda se encontra muito atrás do volume de operações similares realizadas em outras bolsas de relevância internacional. Este trabalho pretende criar oportunidades para futuras aplicações e pesquisas nesta área. Visando aplicações práticas, este trabalho foca na aplicação de um modelo que rege a dinâmica do livro de ordens a dados do mercado brasileiro. Tal modelo é construído com base em informações do próprio livro de ordens, apenas. Depois de construído o modelo, o mesmo é utilizado em uma simulação de uma estratégia de arbitragem estatística de alta frequência. A base de dados utilizada para a realização deste trabalho é constituída pelas ordens lançadas na BOVESPA para a ação PETR4.
High-frequency trading (HFT) are increasingly growing on BOVESPA (São Paulo Stock Exchange), but their volume is still far behind the volume of similar operations performed on other internationally relevant exchange markets. The main objective of this work is to create opportunities for future research and applications in this area. Aiming at practical applications, this work focuses on applying a model that governs the dynamics of the order book to the Brazilian market. This model is built based in the information of the order book alone. After building the model, a high frequency statistical arbitrage strategy is simulated to validate the model. The database used for this work consists on the orders posted on the equity PETR4 in BOVESPA.
Vieira, Paulo Sérgio Coelho. "Industry analysis of the high frequency trading industry: an assessment of the industry boundaries, environment and strategic options." reponame:Repositório Institucional do FGV, 2015. http://hdl.handle.net/10438/13638.
Повний текст джерелаRejected by Ana Luiza Holme (ana.holme@fgv.br), reason: Prezado Paulo, Todas as informações da contra capa e folha de aprovação devem ser em português pois a instituição é no Brasil. falta o agradecimento em português e inglês que deve ser depois da dedicatória a dedicatória deve ser em uma única folha em português e inglês e deve ser antes do agradecimento e depois da folha de aprovação e no fim da pagina a direita. no sumário não se coloca por exemplo a pagina da dedicatória, só deve aparecer a partir da introdução. as paginas só são numeradas a partir da introdução mas conta a partir da capa, exemplo introdução e a pagina 10, só aparecerá no trabalho em introdução a pagina 10 não pode ser numeral romano, deve ser numero exemplo 10. Ana Luiza Holme 3799-7760 on 2015-04-16T13:07:33Z (GMT)
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U. S. Equity Trading Industry has evolved quickly over the last decade. The U.S. equity market became an open architecture in which entrants with innovative technology can compete effectively. Several regulatory changes and technological innovations have enabled profound changes in market structure. These changes, along with improving high-speed technology, have acted as a catalyst, giving rise to a new approach to trading, named High Frequency Trading, hereafter referred as HFT. HFT Firms emerged and took over in large extent the market making business in providing liquidity. Although HFT has been growing massively, over the past four years, HFT firms have been far less profitable, since more firms entered the industry eroding the margins. Within this context, therefore, this thesis sought to provide a brief review of HFT business, followed by the analysis of its industry boundaries and the characteristics of the HFT environment. To this end, the thesis conducted an extensive literature review of previous research, qualitative public documents, such as, newspapers, meeting minutes and official reports. The thesis employed a series of frameworks, Entry Barriers and Mobility Barriers (Porter, 1980); Models of Industry Evolution (McGahan, 2004); Information-Intensive Industry Structure (Sampler, 1998), to analyze the boundaries of the HFT industry. Additionally, it employed Models of Industry Evolution (McGahan, 2004) and PESTEL (JOHNSON, SCHOLES, and WHITTINGTON, 2011) frameworks to analyze the industry and the environment surrounding HFT business. The analysis concluded that the firms employing HFT to compete in the Securities Trading industry compose an independent industry.
O Mercado Acionário Americano evoluiu rapidamente na última década. Este tornou-se uma arquitetura aberta em que participantes com tecnologia inovadora podem competir de forma eficaz. Várias mudanças regulatórias e inovações tecnológicas permitiram mudanças profundas na estrutura do mercado. Essas mudanças, junto com o desenvolvimento tecnológico de redes de alta velocidade, agiu como um catalisador, dando origem a uma nova forma de negociação, denominada Negociação em Alta Frequência (HFT). As empresas de HFT surgiram e se apropriaram em larga escala do negócio de formação de mercado, no fornecimento de liquidez. Embora HFT tem crescido massivamente, ao longo dos últimos quatro anos, HFT perdeu rentabilidade significativamente, uma vez que mais empresas aderiram ao setor reduzindo as margens. Portanto, diante deste contexto, esta tese buscou apresentar uma breve revisão sobre a atividade de HFT, seguida de uma análise dos limites deste setor, bem como, das características do macroambiente do HFT. Para tanto, a tese realizou uma extensa revisão do histórico literário, documentos públicos qualitativos, tais como, jornais, atas de reunião e relatórios oficiais. A tese empregou um ferramental de análise, Barreiras de Entrada e Mobilidade (Porter, 1980); Modelos de Evolução Setorial (McGahan, 2004); Estrutura do Setor de Informação Intensiva (Sampler, 1998), para analisar os limites do setor de HFT. Adicionalmente, empregou as ferramentas de análise, Modelos de Evolução Setorial (McGahan, 2004) e PESTEL (JOHNSON, SCHOLES, and WHITTINGTON, 2011), para analisar o setor e o contexto que envolve o negócio de HFT. A análise concluiu que as empresas que empregam HFT para atuar e competir no mercado acionário, compoem um setor independente.
Isles, Peter D. F. "A Multiscale Analysis of the Factors Controlling Nutrient Dynamics and Cyanobacteria Blooms in Lake Champlain." ScholarWorks @ UVM, 2016. http://scholarworks.uvm.edu/graddis/561.
Повний текст джерелаCardozo, Arteaga Carmen. "Optimisation of power system security with high share of variable renewables : Consideration of the primary reserve deployment dynamics on a Frequency Constrained Unit Commitment model." Thesis, Université Paris-Saclay (ComUE), 2016. http://www.theses.fr/2016SACLC024/document.
Повний текст джерелаThe Unit Commitment problem (UC) is a family of optimisation models for determining the optimal short-term generation schedule to supply electric power demand with a defined risk level. The UC objective function is given by the operational costs over the optimisation horizon. The constraints include, among others, technical, operational and security limits. Traditionally, the security constraints are given by the requirement of a certain volume of on-line spare capacity, which is called the reserve and is meant to handle uncertainty, while preventing the interruption of power supply. It is commonly specified following a static reliability criterion, such as the N-1 rule.Nevertheless, in small systems the fixed, and a priori defined, reserve constraint could entail a violation of the N-1 criterion, although the reserve constraint was met. More recently, the increasing share of variable generation from renewable sources (V-RES), such as wind and solar, may lead to UC solutions that no longer ensure system security. Therefore, different impact mitigation techniques have been proposed in literature, which include the revision of UC models to provide a better representation of the system dynamics. This subfamily of UC models is formally defined in this work as the frequency constrained UC problem (FCUC), and aims to keep the frequency above a certain threshold, following pre-defined contingencies, by adding enhanced security constraints. In this work this topic is addressed in four parts.The first part identifies the main challenge of formulating the FCUC problem. Indeed, the frequency minimum, also called the frequency nadir, constraint is strongly non-linear on the decision variables of the UC model. Moreover, the behaviour of the frequency nadir regarding the binary decision variables is hard to approximate by analytical functions. Thus, a sequential simulation approach is proposed, based on a classic UC model and a reduced order model of the primary frequency response. The potential benefits of a smarter allocation of the primary reserve is revealed.The second part of this work investigates the impact of V-RES sources on the primary frequency response. The underlying processes that lead to the increase of the Under-Frequency Load Shedding (UFLS) risk are thoroughly discussed. The need of formulating more accurate FCUC models is highlighted.The third part of this work examines the cost/benefit and limitation of FCUC models based on indirect constraints over certain dynamic parameters of the generating units. A methodology is proposed that assesses the effectiveness and optimality of some existing V-RES impact mitigation techniques, such as the increase of the primary reserve requirement, the prescription of an inertia requirement, the authorisation of V-RES dispatch-down or the consideration of fast non-synchronous providers of frequency regulation services. This study showed the need for new methods to properly handle the frequency nadir constraint in order to ensure optimality, without compromising the optimisation problem’s tractability.The fourth part of this work offers a new formulation of the FCUC problem following a Bender’s decomposition approach. This method is based on the decomposition of an optimisation problem into two stages: the master and the slave problems. Here, the master problem deals with the generating unit states and the slave problem handles the frequency nadir constraints through a cutting plane model. Simulation results showed that the more accurate representation of the frequency nadir in the slave problem reduces the risk of UFLS and the security cost, with respect to other FCUC models, such as those based on inertia constraints. In addition, the optimality of the global solution is guaranteed; although the convergence of the master problem is slow, due to the well-known tailing off effect of cutting plane methods
Ezvan, Olivier. "Multilevel model reduction for uncertainty quantification in computational structural dynamics." Thesis, Paris Est, 2016. http://www.theses.fr/2016PESC1109/document.
Повний текст джерелаThis work deals with an extension of the classical construction of reduced-order models (ROMs) that are obtained through modal analysis in computational linear structural dynamics. It is based on a multilevel projection strategy and devoted to complex structures with uncertainties. Nowadays, it is well recognized that the predictions in structural dynamics over a broad frequency band by using a finite element model must be improved in taking into account the model uncertainties induced by the modeling errors, for which the role increases with the frequency. In such a framework, the nonparametric probabilistic approach of uncertainties is used, which requires the introduction of a ROM. Consequently, these two aspects, frequency-evolution of the uncertainties and reduced-order modeling, lead us to consider the development of a multilevel ROM in computational structural dynamics, which has the capability to adapt the level of uncertainties to each part of the frequency band. In this thesis, we are interested in the dynamical analysis of complex structures in a broad frequency band. By complex structure is intended a structure with complex geometry, constituted of heterogeneous materials and more specifically, characterized by the presence of several structural levels, for instance, a structure that is made up of a stiff main part embedding various flexible sub-parts. For such structures, it is possible having, in addition to the usual global-displacements elastic modes associated with the stiff skeleton, the apparition of numerous local elastic modes, which correspond to predominant vibrations of the flexible sub-parts. For such complex structures, the modal density may substantially increase as soon as low frequencies, leading to high-dimension ROMs with the modal analysis method (with potentially thousands of elastic modes in low frequencies). In addition, such ROMs may suffer from a lack of robustness with respect to uncertainty, because of the presence of the numerous local displacements, which are known to be very sensitive to uncertainties. It should be noted that in contrast to the usual long-wavelength global displacements of the low-frequency (LF) band, the local displacements associated with the structural sub-levels, which can then also appear in the LF band, are characterized by short wavelengths, similarly to high-frequency (HF) displacements. As a result, for the complex structures considered, there is an overlap of the three vibration regimes, LF, MF, and HF, and numerous local elastic modes are intertwined with the usual global elastic modes. This implies two major difficulties, pertaining to uncertainty quantification and to computational efficiency. The objective of this thesis is thus double. First, to provide a multilevel stochastic ROM that is able to take into account the heterogeneous variability introduced by the overlap of the three vibration regimes. Second, to provide a predictive ROM whose dimension is decreased with respect to the classical ROM of the modal analysis method. A general method is presented for the construction of a multilevel ROM, based on three orthogonal reduced-order bases (ROBs) whose displacements are either LF-, MF-, or HF-type displacements (associated with the overlapping LF, MF, and HF vibration regimes). The construction of these ROBs relies on a filtering strategy that is based on the introduction of global shape functions for the kinetic energy (in contrast to the local shape functions of the finite elements). Implementing the nonparametric probabilistic approach in the multilevel ROM allows each type of displacements to be affected by a particular level of uncertainties. The method is applied to a car, for which the multilevel stochastic ROM is identified with respect to experiments, solving a statistical inverse problem. The proposed ROM allows for obtaining a decreased dimension as well as an improved prediction with respect to a classical stochastic ROM
Menday, M. T. "Multi-body dynamics analysis and experimental investigations for the determination of the physics of drive train vibro-impact induced elasto-acoustic coupling." Thesis, Loughborough University, 2003. https://dspace.lboro.ac.uk/2134/20789.
Повний текст джерелаAngelini, Roberta. "Study of the high frequency dynamics in hydrogen bonded liquid systems by inelastic x-rays scattering : the case of hydrogen fluoride and (HF)x(H2O)1-x solutions." Université Joseph Fourier (Grenoble), 2003. http://www.theses.fr/2003GRE10036.
Повний текст джерелаThe high frequency dynamics of two hydrogen bonded liquid systems: hydrogen fluoride (HF) and (HF)x (H2O)1-x solutions has been studied by inelastic X-ray scattering. The comparison with existing molecular dynamics simulations shows the existence of two relaxation processes active in HF with characteristic time-scales in the sub-picosecond range (<10-12 s). The observed scenario, similar to that found in liquid water, suggests that hydrogen bonded liquids behave similarly to other very different systems as simple and glass forming liquids, thus indicating that these two relaxation processes are univers al features of the liquid state. Since the main difference between hydrogen fluoride and water is nature of the hydrogen bond network: uni-dimensional for the former, three-dimensional for the latter, we addressed our study to the (HF)x (H2O)1-x solutions to determine the evolution of the dynamics from the phenomenology of one liquid to that ofthe other
Elgazzar, Hesham. "End-Shield Bridges for High-Speed Railway : Full scale dynamic testing and numerical simulations." Licentiate thesis, KTH, Bro- och stålbyggnad, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-204774.
Повний текст джерелаQC 20170403
Yang, Xiaoqiang [Verfasser], Michael [Akademischer Betreuer] Rode, Gunnar [Akademischer Betreuer] Lischeid, and Martyn N. [Gutachter] Futter. "Spatial and temporal analyses of catchment and in-stream nitrate dynamics : insights derived from fully distributed, process-based modeling and high-frequency monitoring / Xiaoqiang Yang ; Gutachter: Martyn N. Futter ; Michael Rode, Gunnar Lischeid." Potsdam : Universität Potsdam, 2020. http://d-nb.info/1221183540/34.
Повний текст джерелаMiddleton, Christopher James. "Dynamic performance of high frequency floors." Thesis, University of Sheffield, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.734449.
Повний текст джерелаMiddleton, Christopher James. "Dynamic Pertormance ot High Frequency Floors." Thesis, University of Sheffield, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.521854.
Повний текст джерелаWang, Shuwen Kevin. "Characterisation of high-frequency dynamic friction." Thesis, University of Cambridge, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.611239.
Повний текст джерелаChatton, Eliot. "Contribution of dissolved gases to the understanding of groundwater hydrobiogeochemical dynamics." Thesis, Rennes 1, 2017. http://www.theses.fr/2017REN1S131/document.
Повний текст джерелаFor more than a century, global change has led to a profound modification of our societies, our lifestyles and, of course, our environment. This trajectory followed willy-nilly by all mankind has consequences for natural systems and already seems to lead the future generations ahead of serious challenges. In order not to compromise our ability to meet these future ordeals, and because of the urgent need for action, part of the scientific community has chosen to concentrate on the near-surface environment that supports terrestrial life: the Critical Zone. The emergence of this concept underlines the need to develop multidisciplinary scientific approaches integrating a wide variety of temporal and spatial scales. As the link between the different compartments of the Critical Zone (Atmosphere, Biosphere, Hydrosphere, Lithosphere and Pedosphere), water is an essential molecule controlling the exchanges of energy and matter whose dynamics require special attention. In view of the diversity and spatiotemporal variability of water and matter transfers arising in aquatic environments, new methods of investigation are needed. The general objective of this thesis is to describe the interest and the potential lying in the use of dissolved gases, especially when they are measured at high frequency in the field, in order to characterise the hydrobiogeochemical dynamics of the natural waters of the Critical Zone at different spatial and temporal scales. To perfect this ambition, this work focused first on the development of an innovative instrumentation, then, on the implementation of novel tracers integrated into original experimental setups and finally, on the acquisition, processing and analysis of different dissolved gas datasets focusing on groundwater
Disotell, Kevin James. "Low-Frequency Flow Oscillations on Stalled Wings Exhibiting Cellular Separation Topology." The Ohio State University, 2015. http://rave.ohiolink.edu/etdc/view?acc_num=osu1449162356.
Повний текст джерелаLewinski, Komincz Artur Juliusz. "High frequency and high dynamic range continuous time filters." Texas A&M University, 2003. http://hdl.handle.net/1969.1/5933.
Повний текст джерелаKumar, Ajay. "A wide dynamic range high-q high-frequency bandpass." Diss., Atlanta, Ga. : Georgia Institute of Technology, 2009. http://hdl.handle.net/1853/28126.
Повний текст джерелаCommittee Chair: Allen Phillip; Committee Member: Hasler Paul; Committee Member: Keezer David; Committee Member: Kenny James; Committee Member: Pan Ronghua.
Wiberg, Niklas, and Jasmin Halilovic. "Train Induced Vibration Analysis of an End-frame Bridge : Numerical Analysis on Sidensjövägen." Thesis, KTH, Bro- och stålbyggnad, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-231911.
Повний текст джерелаKubálek, Jiří. "Vysokofrekvenční pulsace při provozu vodní turbíny." Doctoral thesis, Vysoké učení technické v Brně. Fakulta strojního inženýrství, 2013. http://www.nusl.cz/ntk/nusl-234198.
Повний текст джерелаWaag, Austin G. "A Novel Approach to Assessing Abundance and Behavior in Summer Populations of Little Brown Myotis in Yellowstone National Park." Ohio University / OhioLINK, 2018. http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1543850035971551.
Повний текст джерелаBarnes, Alexander B. (Alexander Benjamin). "High-resolution high-frequency dynamic nuclear polarization for biomolecular solid state NMR." Thesis, Massachusetts Institute of Technology, 2010. http://hdl.handle.net/1721.1/65263.
Повний текст джерелаVita. Cataloged from PDF version of thesis.
Includes bibliographical references.
Dynamic Nuclear Polarization (DNP) has exploded in popularity over the last few years, finally realizing its potential to overcome the detrimental lack of sensitivity that has plagued performing NMR experiments. Applied to magic angle spinning (MAS) experiments, this renaissance of DNP has been primarily driven by the development of instrumentation; namely gyrotron oscillators as high-power stable microwave power sources and the NMR probes and associated equipment required to spin samples routinely below 100 Kelvin. The first three chapters of this thesis provide an overview of the theory, instrumentation, and applications of DNP. Chapter 1 introduces the magnetic resonance Hamiltonian with a focus on interactions that are necessary to control in order to obtain high-resolution DNP spectra. Chapters 2 and 3 are published reviews of DNP. Whereas Chapter 2 targets magnetic resonance spectroscopists, Chapter 3 is intended for an electric engineering audience. Both reviews are included as the associated depth and coverage of the topics are complementary and lead to a better understanding of DNP. The later chapters describe in detail advancements in probe, cryogenics, and gyrotron technology required to perform DNP MAS experiments, as well as the gains in sensitivity and resolution such instrumentation has permitted. Of particular importance is the development of a cryogenic sample ejection system that resulted in exquisite resolution of spectra recorded <100 K, both of crystalline peptide and the active site of membrane proteins. Such developments in instrumentation and demonstrations of resolution go towards overturning a long-held stance in the field that DNP would always suffer from broadened, unresolved spectra. Such techniques also allow us to investigate site specific dynamics of a crystalline peptide, the high resolution SSNMR structure of which is discussed in Chapter 3. DNP and the developed instrumentation is also leveraged to measure inter-atomic distances in the active site of a membrane protein with sub-angstrom precision. Chapters 7 describes the calculation of the microwave field strength across the sample in a MAS DNP probe and introduces strategies to increase it. Finally Chapter 8 introduces a major advance in the microwave source technology associated with DNP experiments. Detailed designs of a novel 250 GHz gyrotron oscillator are shown and experiments demonstrate a continuous broad 3 GHz bandwidth with >10 W across the band, which results in substantially improved DNP performance.
by Alexander B. Barnes.
Ph.D.
Cheng, Jung-hui 1960. "Steady-state and dynamic analysis of high-order resonant converters for high-frequency applications." Diss., The University of Arizona, 1997. http://hdl.handle.net/10150/282337.
Повний текст джерелаDraper, Anthony Diego. "Towards Fast Dual Frequency Comb Spectroscopy in Dynamic High Pressure Systems." Thesis, University of Colorado at Boulder, 2019. http://pqdtopen.proquest.com/#viewpdf?dispub=10982919.
Повний текст джерелаLaser absorption spectroscopy is a non-intrusive diagnostic tool particularly well-suited to investigate the dynamic and harsh conditions commonly found within combustion systems. By measuring the amount of light absorbed at specific wavelengths that are resonant with rotational-vibrational transitions in molecules, absorption spectroscopy gives a measure of the molecular population in particular quantum states. Experimental spectra are fit with a simulation generated from spectral line shape models combined with a spectroscopic database to infer species concentrations, temperature, and pressure. Dual frequency comb spectroscopy (DCS) with mode-locked frequency comb lasers is an emerging form of absorption spectroscopy that yields both high resolution (< 1 GHz) and broad bandwidth spectra (> 10 THz) on rapid timescales (< 2 ms). There are two key challenges facing DCS in dynamic combustion environments. First, obtaining high signal-to-noise-ratio (SNR) spectra has traditionally involved coherently averaging hundreds of individual spectra over seconds to minutes before fitting. Second, at the high temperatures and pressures commonly found within combustion systems, the existing line shape models and spectroscopic databases are known to not capture all of the key molecular physics, thereby requiring empirical extension and validation. This work presents techniques to enable rapid DCS measurements of thermodynamic properties in dynamic high-pressure, high-temperature, environments through power optimization and apodization to improve the short-term SNR. A rapid compression machine at Colorado State University is instrumented with a portable DCS spectrometer and temperature is recovered at 704 µs resolution from 1–21 bar and 294–566 K. This demonstrates the ability of DCS to be applied to combustion-relevant timescales for both broad bandwidth and high resolution non-intrusive measurements of harsh systems. The design development of an optical testbed that creates a well-known, high-temperature, and high-pressure environment is additionally discussed. This subsequently will enable determination of the accuracy limitations of existing molecular absorption models, as well as allow for model expansion. Together these abilities enable laser measurements to better evaluate and optimize combustion systems, including improved understanding of the underlying molecular processes. Proper understanding of the molecular dynamics will allow for instrumentation and quantification of more extreme environments such as inside rocket engines or the atmospheres of distant planets.