Дисертації з теми "High-frequency dynamics"
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1
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.
2
ZAYAS, 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.
Анотація:
COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIORA 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.
3
Mattiussi, Vanessa. "Non parametric estimation of high-frequency volatility and correlation dynamics." Thesis, City University London, 2010. http://openaccess.city.ac.uk/12095/.
Анотація:
This thesis addresses the problem of quantitatively evaluating the temporal dynamics that characterized financial time series. In particular, we perform an accurate analysis of the Fourier estimator, a newly proposed nonparametric methodology to measure ex-post volatility and cross-volatilities as functions of time, when financial assets are observed at different highfrequency levels over the day. The estimator has the peculiar feature to employ the observed data in their original form, therefore exploiting all the available information in the sample. We first show how to considerably improve the numerical performance of the Fourier method making possible the analysis of large sets of data, as it is usually the case with high-frequency series. Secondly, we use Monte Carlo simulation methods to study the behavior of three driving parameters in the estimation procedure, when the effects of both irregular sampling and microstructure noise are taken into account. The estimator is showed to be particularly sensitive to one of these quantities, which is in turn used to control the contribution of the above effects. Integrated financial correlation is also analyzed within two distinct comparative studies that involve other multivariate measures. The analysis is then extended to consider the entire evolution of the underlying correlation process. Finally, we propose a new class of nonparametric spot volatility estimators, which is showed to include the Fourier method as a particular case. The full limit theory under infill asymptotics in the pure diffusive settings of the class is derived. Empirical evidence in support of our conclusions is also provided.
4
Chang, Patrick. "High-frequency correlation dynamics: Is the Epps effect a bias?" Master's thesis, Faculty of Science, 2021. http://hdl.handle.net/11427/33682.
Анотація:
We tackle the question of whether Trade and Quote data from high-frequency finance are representative of discrete connected events, or whether these measurements can still be faithfully represented as random samples of some underlying Brownian diffusion in the context of modelling correlation dynamics. In particular, if the implicit notion of instantaneous correlation dynamics that are independent of the time-scale a reasonable assumption. To this end, we apply kernel averaging non-uniform fast Fourier transforms in the context of the Malliavin-Mancino integrated and instantaneous volatility estimators to speed up the estimators. We demonstrate the implicit time-scale investigated by the estimator by comparing it to the theoretical Epps effect arising from asynchrony. We compare the Malliavin-Mancino and Cuchiero-Teichmann Fourier instantaneous estimators and demonstrate the relationship between the instantaneous Epps effect and the cutting frequencies in the Fourier estimators. We find that using the previous tick interpolation in the Cuchiero-Teichmann estimator results in unstable estimates when dealing with asynchrony, while the ability to bypass the time domain with the Malliavin-Mancino estimator allows it to produce stable estimates and is therefore better suited for ultra high-frequency finance. We derive the Epps effect arising from asynchrony and provide a refined approach to correct the effect. We compare methods to correct for the Epps effect arising from asynchrony when the underlying process is a Brownian diffusion, and when the underlying process is from discrete connected events (proxied using a D-type Hawkes process). We design three experiments using the Epps effect to discriminate the underlying processes. These experiments demonstrate that using a Hawkes representation recovers the empiricism reported in the literature under simulation conditions that cannot be achieved when using a Brownian representation. The experiments are applied to Trade and Quote data from the Johannesburg Stock Exchange and the evidence suggests that the empirical measurements are from a system of discrete connected events where correlations are an emergent property of the time-scale rather than an instantaneous quantity that exists at all time-scales.
5
Ajibose, 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.
6
Diaz, Mario Alfonso. "High-Frequency Ultrasound Drug Delivery and Cavitation." BYU ScholarsArchive, 2007. https://scholarsarchive.byu.edu/etd/1050.
Анотація:
The viability of a drug delivery system which encapsulates chemotherapeutic drugs (Doxorubicin) in the hydrophobic core of polymeric micelles and triggers release by ultrasound application was investigated at an applied frequency of 500 kHz. The investigation also included elucidating the mechanism of drug release at 70 kHz, a frequency which had previously been shown to induce drug release. A fluorescence detection chamber was used to measure in vitro drug release from both Pluronic and stabilized micelles and a hydrophone was used to monitor bubble activity during the experiments. A threshold for release between 0.35 and 0.40 in mechanical index was found at 70 kHz and shown to correspond with the appearance of the subharmonic signal in the acoustic spectrum. Additionally, drug release was found to correlate with increase in subharmonic emission. No evidence of drug release or of the subharmonic signal was detected at 500 kHz. These findings confirmed the role of cavitation in ultrasonic drug release from micelles. A mathematical model of a bubble oscillator was solved to explore the differences in the behavior of a single 10 um bubble under 70 and 500 kHz ultrasound. The dynamics were found to be fundamentally different; the bubble follows a period-doubling route to chaos at 500 kHz and an intermittent route to chaos at 70 kHz. It was concluded that this type of "intermittent subharmonic" oscillation is associated with the apparent drug release. This research confirmed the central role of cavitation in ultrasonically-triggered drug delivery from micelles, established the importance of subharmonic bubble oscillations as an indicator, and expounded the key dynamic differences between 70 and 500 kHz ultrasonic cavitation.
7
Deyle, 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.
Анотація:
Personal robots with autonomy, mobility, and manipulation capabilities have the potential to dramatically improve quality of life for various user populations, such as older adults and individuals with motor impairments. Unfortunately, unstructured environments present many challenges that hinder robot deployment in ordinary homes. This thesis seeks to address some of these challenges through a new robotic sensing modality that leverages a small amount of environmental augmentation in the form of Ultra High Frequency (UHF) Radio-Frequency Identification (RFID) tags. Previous research has demonstrated the utility of infrastructure tags (affixed to walls) for robot localization; in this thesis, we specifically focus on tagging objects. Owing to their low-cost and passive (battery-free) operation, users can apply UHF RFID tags to hundreds of objects throughout their homes. The tags provide two valuable properties for robots: a unique identifier and receive signal strength indicator (RSSI, the strength of a tag's response). This thesis explores robot behaviors and radio frequency perception techniques using robot-mounted UHF RFID readers that enable a robot to efficiently discover, locate, and interact with UHF RFID tags applied to objects and people of interest. The behaviors and algorithms explicitly rely on the robot's mobility and manipulation capabilities to provide multiple opportunistic views of the complex electromagnetic landscape inside a home environment.
The electromagnetic properties of RFID tags change when applied to common household objects. Objects can have varied material properties, can be placed in diverse orientations, and be relocated to completely new environments. We present a new class of optimization-based techniques for RFID sensing that are robust to the variation in tag performance caused by these complexities. We discuss a hybrid global-local search algorithm where a robot employing long-range directional antennas searches for tagged objects by maximizing expected RSSI measurements; that is, the robot attempts to position itself (1) near a desired tagged object and (2) oriented towards it. The robot first performs a sparse, global RFID search to locate a pose in the neighborhood of the tagged object, followed by a series of local search behaviors (bearing estimation and RFID servoing) to refine the robot's state within the local basin of attraction. We report on RFID search experiments performed in Georgia Tech's Aware Home (a real home). Our optimization-based approach yields superior performance compared to state of the art tag localization algorithms, does not require RF sensor models, is easy to implement, and generalizes to other short-range RFID sensor systems embedded in a robot's end effector. We demonstrate proof of concept applications, such as medication delivery and multi-sensor fusion, using these techniques. Through our experimental results, we show that UHF RFID is a complementary sensing modality that can assist robots in unstructured human environments.
8
Mercier, Emeric. "High-frequency nonlinear dynamics of a laser diode with phase-conjugate feedback." Thesis, CentraleSupélec, 2016. http://www.theses.fr/2016SUPL0010/document.
Анотація:
Nous étudions l’influence d’une rétroaction optique à conjugaison de phase dans une diode laser. Ce type de rétroaction a été peu étudié et nous montrons ici qu’il donne des résultats intéressants, permettant de débloquer du contenu à haute fréquence. Cela pourrait mener à de meilleures performances dans des systèmes de génération de nombres aléatoires utilisant du chaos optiqueWe 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
9
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.
Анотація:
As vehicle testing on existing vehicles is both time and resource consuming, the work of testing safety algorithms on vehicle is desired to be made more efficient. Therefore the goal of this thesis is to study and develop a vehicle simulation model that can simulate desired dynamics of existing and non-existing vehicles. The developed model consist of two areas of application: slow dynamics and vibrational dynamics. These areas are developed and validated using different methods, but as a part of the simulator, they are to be simulated together. For the slow, low frequency, vehicle motion, a three state transient motion model is derived and examined. The possibility of parametrisation is studied and performed using prediction error minimisation. For the vibration, high frequency model, a combination of a linear quarter car model with wheel motion is used to estimate road vibration characteristics. The modelled road is used to simulate the vehicle behaviour. The suggested methods regarding the vibration modelling and road estimation are performed using power spectral density as the road is not known determinately. Wheel speeds are used to study the power spectral densities as they are available at high sampling frequencies. The available tools and sensors used during this thesis are limited to existing vehicle sensors and GPS signals. The effect of this limitation is studied and the results are discussed.
10
Breuer, 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.
11
Chumakov, 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.
Анотація:
Magnetismus ist ein Phänomen, das eine wichtige Rolle in einer Vielfalt technischer Anwendungen spielt. Ohne den Einsatz magnetischer Effekte und Materialen wäre der heutzutage erreichte technische Fortschritt unmöglich, da viele grundlegende Techniken wie Stromerzeugung, elektrischer Antrieb, Informationsübertragung und viele andere auf magnetische bzw. elektromagnetische Phänomene zurückzuführen sind. Dabei haben die ferromagnetischen Materialen stets zur Effizienz von elektrischen und elektronischen Anwendungen beigetragen, weswegen an diesen Materialen auch entsprechend viel geforscht worden ist. Moderne Technologien, insb. Massenspeicher basieren oft auf Ferromagneten und erfordern daher die weitere Erforschung und Anpassung ihrer Eigenschaften. Für die Funktionalität von Hochgeschwindigkeitsgeräten spielt das dynamische Verhalten dünner magnetischer Schichten eine kritische Rolle. In dieser Arbeit wird die Magnetisierungsdynamik dünner Schichtelemente mittels zeitaufgelöster Weitfeld- Kerrmikroskopie untersucht. Dies ist ein aktuelles Thema, an dem in den letzten Jahren sehr intensiv gearbeitet wird. Allerdings sind viele für die Anwendungen sehr wichtige Details des magnetischen Schaltens wegen ihre Vielfältigkeit und Komplexität doch nicht vollständig untersucht und verstanden. In dieser Arbeit werden überwiegend experimentelle Ergebnisse vorgestellt, die einen zusätzlichen Beitrag zum aktuellen Wissenstand leisten. In einem ferromagnetischen Körper bilden sich Bereiche mit spontaner Magnetisierung, die man als Domänen bezeichnet. Die spontane Magnetisierung entsteht aufgrund der Spin-Spin Wechselwirkung, und die Domänen bilden sich aufgrund der Energieminimierung des magnetisierten Körpers. Langsame Magnetisierungsprozesse werden im Wesentlichen getragen von Domänenumordnungen und Domänengrenzenverschiebungen. Solche Prozesse bezeichnet man als quasistatisch, da sich der Körper durch deren Langsamkeit immer im Gleichgewicht oder zumindest sehr nahe daran befindet. Mit zunehmender Anregungsgeschwindigkeit gilt diese Annahme nicht mehr, da die Präzessionsbewegung der magnetischen Momente das Schaltverhalten in diesem Fall definiert. Die Untersuchung der Magnetisierungsdynamik setzt die Möglichkeit voraus, nicht-unterbrochene Prozesse beobachten zu können. Dieses Ziel kann mittels stroboskopischer Abbildung erreicht werden. Dabei wird derselbe Prozess kontinuierlich wiederholt (vorausgesetzt, dass die Prozesse sich reproduzierbar wiederholen lassen), und zu definierten Zeitpunkten werden die entsprechenden Kerraufnahmen gemacht. Dafür wird eine CCD Kamera mit einem Photoverstärker benutzt, welcher als optischer Schalter fungiert. Die Zeitauflösung dieses Systems und damit auch das Vermögen, die Hochfrequenzvorgänge abzubilden, beträgt 250 ps. Die Eigenschaften des magnetischen Umschaltens hängen stark von der Elementgeometrie ab. Diese Unterschiede sind auf unterschiedliche Entmagnetisierungsfaktoren, und damit auf Unterschiede in den effektiven Feldern zurückzuführen. Solche Unterschiede werden auf zwei Weisen initiiert: ein quadratisches Element wird entlang unterschiedlicher Richtungen (entlang der Seite und der Diagonalen) angeregt; die Form des Elementes wird zwischen Quadrat und Rechteck mit unterschiedlichen Seitenverhältnissen variiert. Die beobachteten Schaltvorgänge werden miteinander verglichen und die Ergebnisse dargestellt. Dabei werden auch die dynamischen Vorgänge immer mit den quasistatischen verglichen. Aus dem Vergleich folgt, dass ein steigendes Seitenverhältnis zur geringeren Schaltgeschwindigkeit führt, und dass die dabei entstehenden Domänen zunehmend komplexer werden. Dabei gibt es wesentliche Unterschiede zwischen den dynamischen und quasistatischen Domänen, vor allem in der Domänenwandstruktur. Das Schalten an sich unterscheidet sich auch sehr stark. Quasistatisches Schalten erfolgt überwiegend durch Domänenwandbewegung, während das dynamische Schalten durch inkohärente Rotation der Magnetisierung im ganzen Element erfolgt. Das Hochfrequenzverhalten am Prototypen eines Mikroinduktors wird untersucht. Der Induktor besteht aus vielen magnetischen Elementen, die eine induzierte uniaxiale Anisotropie besitzen. Diese ist bei der Hälfte der Elemente entlang des Magnetfeldes, und bei der anderen Hälfte senkrecht zum Magnetfeld der Spule ausgerichtet. Das dynamische Verhalten der beiden Elementtypen unterscheidet sich stark, vor allem die Ummagnetisierungsgeschwindigkeit. Diese Unterschiede können zu einer Phasenverschiebung im elektrischen Signal führen, was die Effizienz des Induktors senkt. Durch die Untersuchung der Magnetisierungsdynamik in Wechselfeldern unterschiedlicher Frequenz ist auch festgestellt worden, dass bis 100 MHz die Magnetisierungsvorgänge überwiegend durch Domänenwandbewegung erfolgen, während ab 200 MHz- Rotationsprozesse stattfinden.
12
Chumakov, Dmytro. "High Frequency Behaviour of Magnetic Thin Film Elements for Microelectronics." Doctoral thesis, Technische Universität Dresden, 2006. https://tud.qucosa.de/id/qucosa%3A24960.
Анотація:
Magnetismus ist ein Phänomen, das eine wichtige Rolle in einer Vielfalt technischer Anwendungen spielt. Ohne den Einsatz magnetischer Effekte und Materialen wäre der heutzutage erreichte technische Fortschritt unmöglich, da viele grundlegende Techniken wie Stromerzeugung, elektrischer Antrieb, Informationsübertragung und viele andere auf magnetische bzw. elektromagnetische Phänomene zurückzuführen sind. Dabei haben die ferromagnetischen Materialen stets zur Effizienz von elektrischen und elektronischen Anwendungen beigetragen, weswegen an diesen Materialen auch entsprechend viel geforscht worden ist. Moderne Technologien, insb. Massenspeicher basieren oft auf Ferromagneten und erfordern daher die weitere Erforschung und Anpassung ihrer Eigenschaften. Für die Funktionalität von Hochgeschwindigkeitsgeräten spielt das dynamische Verhalten dünner magnetischer Schichten eine kritische Rolle. In dieser Arbeit wird die Magnetisierungsdynamik dünner Schichtelemente mittels zeitaufgelöster Weitfeld- Kerrmikroskopie untersucht. Dies ist ein aktuelles Thema, an dem in den letzten Jahren sehr intensiv gearbeitet wird. Allerdings sind viele für die Anwendungen sehr wichtige Details des magnetischen Schaltens wegen ihre Vielfältigkeit und Komplexität doch nicht vollständig untersucht und verstanden. In dieser Arbeit werden überwiegend experimentelle Ergebnisse vorgestellt, die einen zusätzlichen Beitrag zum aktuellen Wissenstand leisten. In einem ferromagnetischen Körper bilden sich Bereiche mit spontaner Magnetisierung, die man als Domänen bezeichnet. Die spontane Magnetisierung entsteht aufgrund der Spin-Spin Wechselwirkung, und die Domänen bilden sich aufgrund der Energieminimierung des magnetisierten Körpers. Langsame Magnetisierungsprozesse werden im Wesentlichen getragen von Domänenumordnungen und Domänengrenzenverschiebungen. Solche Prozesse bezeichnet man als quasistatisch, da sich der Körper durch deren Langsamkeit immer im Gleichgewicht oder zumindest sehr nahe daran befindet. Mit zunehmender Anregungsgeschwindigkeit gilt diese Annahme nicht mehr, da die Präzessionsbewegung der magnetischen Momente das Schaltverhalten in diesem Fall definiert. Die Untersuchung der Magnetisierungsdynamik setzt die Möglichkeit voraus, nicht-unterbrochene Prozesse beobachten zu können. Dieses Ziel kann mittels stroboskopischer Abbildung erreicht werden. Dabei wird derselbe Prozess kontinuierlich wiederholt (vorausgesetzt, dass die Prozesse sich reproduzierbar wiederholen lassen), und zu definierten Zeitpunkten werden die entsprechenden Kerraufnahmen gemacht. Dafür wird eine CCD Kamera mit einem Photoverstärker benutzt, welcher als optischer Schalter fungiert. Die Zeitauflösung dieses Systems und damit auch das Vermögen, die Hochfrequenzvorgänge abzubilden, beträgt 250 ps. Die Eigenschaften des magnetischen Umschaltens hängen stark von der Elementgeometrie ab. Diese Unterschiede sind auf unterschiedliche Entmagnetisierungsfaktoren, und damit auf Unterschiede in den effektiven Feldern zurückzuführen. Solche Unterschiede werden auf zwei Weisen initiiert: ein quadratisches Element wird entlang unterschiedlicher Richtungen (entlang der Seite und der Diagonalen) angeregt; die Form des Elementes wird zwischen Quadrat und Rechteck mit unterschiedlichen Seitenverhältnissen variiert. Die beobachteten Schaltvorgänge werden miteinander verglichen und die Ergebnisse dargestellt. Dabei werden auch die dynamischen Vorgänge immer mit den quasistatischen verglichen. Aus dem Vergleich folgt, dass ein steigendes Seitenverhältnis zur geringeren Schaltgeschwindigkeit führt, und dass die dabei entstehenden Domänen zunehmend komplexer werden. Dabei gibt es wesentliche Unterschiede zwischen den dynamischen und quasistatischen Domänen, vor allem in der Domänenwandstruktur. Das Schalten an sich unterscheidet sich auch sehr stark. Quasistatisches Schalten erfolgt überwiegend durch Domänenwandbewegung, während das dynamische Schalten durch inkohärente Rotation der Magnetisierung im ganzen Element erfolgt. Das Hochfrequenzverhalten am Prototypen eines Mikroinduktors wird untersucht. Der Induktor besteht aus vielen magnetischen Elementen, die eine induzierte uniaxiale Anisotropie besitzen. Diese ist bei der Hälfte der Elemente entlang des Magnetfeldes, und bei der anderen Hälfte senkrecht zum Magnetfeld der Spule ausgerichtet. Das dynamische Verhalten der beiden Elementtypen unterscheidet sich stark, vor allem die Ummagnetisierungsgeschwindigkeit. Diese Unterschiede können zu einer Phasenverschiebung im elektrischen Signal führen, was die Effizienz des Induktors senkt. Durch die Untersuchung der Magnetisierungsdynamik in Wechselfeldern unterschiedlicher Frequenz ist auch festgestellt worden, dass bis 100 MHz die Magnetisierungsvorgänge überwiegend durch Domänenwandbewegung erfolgen, während ab 200 MHz- Rotationsprozesse stattfinden.
13
Goodell, 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.
Анотація:
Extreme ultraviolet (XUV) frequency combs exhibit promise for enabling high-precision spectroscopic measurements of myriad chemical species for the first time. Coherent XUV radiation can be generated through high harmonic generation (HHG) in femtosecond enhancement cavities. HHG efficiency is limited by nonlinear phase shifts induced by residual intracavity plasma. The goal of this work is to gain insight regarding plasma dynamics in order to allay the detrimental effects of plasma interactions. Our approach is to conduct simulations of cavity pump-probe experiments by probing with higher-order transverse modes. We propose methods for estimating spatial plasma profiles, gas jet velocities, and the plasma recombination coefficient based on measurements of plasma-induced phase shifts. Beam distortion due to plasma interaction is analyzed and used as another reference for plasma dynamics.
14
Bouchez, Guillaume. "High-frequency nonlinear dynamics and optical chaos in a laser diode with phase-conjugated optical feedback." Thesis, CentraleSupélec, 2022. http://www.theses.fr/2022CSUP0002.
Анотація:
Le travail de cette these a consiste a montrer la richesse dynamique insoupconnee d’une diode laser soumise a une retroaction optique a conjugaison de phase (PCF, phase-conjugate feedback), en analysant a la fois numeriquement et experimentalement l’evolution de la puissance du laser, avec des vitesses de l’ordre de quelques dizaines de GHz. D’abord, j’ai etudie le signal chaotique genere par un tel systeme, a la fois par des simulations et par l’experience. Trois indicateurs etaient consideres : la bande-passante de chaos, c’est-a-dire l’etendue des frequences sur lesquelles l’energie du signal est repartie, la platitude spectrale, qui verifie que l’energie n’est pas concentree sur une seule frequence et l’entropie de permutation, qui etudie si des motifs se repetent dans le signal. J’ai observe que le chaos genere par un tel systeme etait a la fois etendu sur un grand nombre de fréquences (bande passante de 30 GHz environ) et complexe (entropie de permutation jusqu’a 0,994), et sur une large plage de parametres exterieurs au laser, dont la force de la retroaction, le retard dans la retroaction ou le courant d’alimentation du laser. Ensuite, j’etudie les phenomenes periodiques tres rapides précédemment observes avec le PCF, les modes de cavites externes (ECM, external cavity modes). Cette dynamique est marquee par une evolution periodique de la puissance du laser a une frequence egale a un multiple de la frequence associee au retard de la retroaction. Nous etendons les precedentes etudes expérimentales en variant de nombreux parametres du systeme, a savoir la force de la retroaction, le retard dans la retroaction et le courant d’alimentation du laser. En particulier, nous observons experimentalement deux resultats qui avaient ete predits numeriquement. D’une part, les ECM sont bistables, c’est-a-dire qu’avec les memes parametres physiques ils peuvent avoir des fréquences differentes. D’autre part, nous montrons la frequence des ECM ne change pas significativement si on change le retard sans changer les autres parametres de l’experience. Enfin, nous etudions numeriquement la possibilite de generer des ondes carrees avec une retroaction optique a conjugaison de phase. Nous observons que la dynamique ainsi obtenue est semblable a celle obtenue avec une retroaction optique non conjuguee en phaseThis 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
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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.
Анотація:
Phytoplankton mirrors changes in the environment and plays an important role in biogeochemical processes. Phytoplankton dynamics is the outcome of both autogenic succession and external disturbances. This thesis focused on the seasonal variation of water column stability and its effects on phytoplankton, particularly considering the influence of mixing events on phytoplankton development. Lake Erken is a dimictic lake with weak and often interrupted summer stratification, which represents an intermediate case between a polymictic lake and a lake with strong summer stratification. There are two diatom phases annually. The spring bloom is caused by pioneer centric diatoms, and the autumn diatom phase is dominated by meroplanktonic diatoms induced by turnover. A summer Cyanobacteria bloom – mainly Gloeotrichia echinulata, depended on the length and stability of stratification. Winter and spring air temperature is found to play an important role in the annual succession of phytoplankton by initiating changes in ice/snow-cover and lake thermal stability and setting the basic status. Instead of starting from zero, the vernal phytoplankton piles up on the overwintering community, this trans-annual ecological memory influences both the composition and diversity and taxonomic distinctness of spring phytoplankton. Water column stability during summer in Lake Erken is mainly influenced by wind-induced turbulence and internal seiches. As thermal stratification develops from early until late summer, variations in stability and gradual deepening of the thermocline depth influence phytoplankton dynamics directly by changing its distribution, and also indirectly by altering the nutrient and light availability. A new disturbance index (DI) was defined to quantify environmental stability/disturbance and tested well to indicate phytoplankton equilibrium status in two summer stratification periods. The concept of species and functional groups was generally used in this study. However, a next generation sequencing based approach was also tested and proved to provide an excellent candidate for revealing distribution patterns of phytoplankton in inland waters.
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Hyart, 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.
Анотація:
Abstract
The most important paradigms in quantum mechanics are probably a twolevel system, a harmonic oscillator and an ideal (infinite) periodic potential. The first two provide a starting point for understanding the phenomena in systems where the spectrum of energy levels is discrete, whereas the last one results in continuous energy bands. Here an attempt is made to study the dynamics of the electrons in a narrow miniband of a semiconductor superlattice under electric and magnetic fields.
Semiconductor superlattices are artificial periodic structures, where certain properties like the period and the energy band structure, defined in standard crystals by the nature, can be controlled. Electron dynamics in a single superlattice miniband is interesting both from the viewpoint of fundamental and applied physics. From the fundamental perspective superlattices serve as a model system for a wealth of phenomena resulting from the wavenature of charge carriers. On the other hand, superlattices can potentially be utilized in oscillators and amplifiers operating at THz frequencies. They can, in principle, provide a reasonable THz Bloch gain under dc bias and parametric amplification in the presence of ac pump field. Because of numerous scientific and technological applications in different areas of science and technology, including astrophysics and atmospheric science, biological and medical sciences, and detection of concealed weapons and biosecurity, a construction of compact tunable THz amplifiers and generators that can operate at room temperature is an important – but so far unrealized – task.
This thesis focuses on the influence of electric and magnetic fields on small-signal absorption and gain in semiconductor superlattices in the presence of dissipation (scattering). We present several new ideas how the effects arising due to the wave nature of the electrons can be utilized in an operation of THz oscillators and amplifiers. In Papers I–V, we discuss the properties of superlattice sub-THz and THz parametric amplifiers, whereas the Papers VI–IX are devoted to the problem of domain instability in the realization of cw THz Bloch oscillator. In Paper IX we also establish a feasibility of new type of superlattice THz amplifier based on nonlinear cyclotron-like oscillations of the miniband electrons. The ideas presented in the Papers I–IX are supplemented here with a detailed discussion of the physical origin of the effects and more rigorous mathematical derivations of the main equations.
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Roberts, 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.
Анотація:
Most 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.
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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.
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Chomet, 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.
Анотація:
L’objectif général de ce projet de thèse est le développement industriel de source lasers accordables de haute cohérence à base de technologies III-V dans les gammes spectrales 0.95-1.1µm, et 2-2.5µm. Ce travail est le fruit d'un partenariat entre les laboratoires IES et C2N, avec la société INNOPTICS spécialisée dans l'intégration de composant opto-électronique.Il s'agit ici de tirer profit des nombreux avantages des composants VeCSELs (Vertical external Cavity Surface Emitting Laser) pour atteindre une combinaison des performances cohérence - puissance - accordabilité - compacité, inaccessible avec les technologies laser commerciales d'aujourd'hui. Pour atteindre cet objectif le travail est scindé en deux grandes parties :- L'étude physique de la dynamique non linéaire d'un laser VECSEL en régime continu et en présence de dispersion de phase. Nous montrons l'existence d'une dynamique déterministe du champ laser qui donne naissance à un régime multimode longitudinal non stationnaire régulier ou à un régime mono-fréquence stable. Ce résultat permet alors la conception de source de haute cohérence à forte puissance sans élément intracavité sélectif en longueur d'ondes.- Le développement de nouvelles sources monofréquences compact largement accordables bas bruit avec une largeur de raie étroite. Cette partie comporte l’étude physique des composants, depuis l’optimisation du milieu à gain jusqu'à l'émission laser en terme de cohérence spatiale et temporelle, ainsi qu'un travail sur l'environnement du laser (mécanique et thermique optimisée pour la stabilité de la fréquence laser)The 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)
20
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.
Анотація:
The runoff of suspended solids and nutrients from land into the nation's lakes and rivers can have severe impacts on the health of these systems and their uses. High-frequency environmental data from sensors can provide insight into fundamental biogeochemical processes that dictate water quality and provide regulators with valuable knowledge on how to manage critical resources. The goal of this research was to utilize sensor technology, telemetry hardware, cyberinfrastructure, and water quality models to create a sensing system that will allow the investigation of the fate and transport of dissolved oxygen, suspended solids, nutrients, and other water quality parameters throughout a watershed dominated by agricultural activity. Deploying these sensors at multiple locations along the stream enabled the investigation of these processes from the fine scale to the larger watershed scale.
Results from this research addressed both fundamental science and resource management issues regarding water quality. Using high-frequency data, a dramatic diel cycle in dissolved oxygen was observed with nonlinear dynamics which was successfully modeled mathematically, and excursions in water quality criteria were observed. In addition, a diel pattern in turbidity was discovered with higher levels at night likely caused by bioturbation (i.e. nocturnal activity of bottom feeding fishes) which resulted in higher suspended solids loadings during nighttime. Furthermore, the QUAL2K model was successfully calibrated for water quality using sensor measurements and grab samples from volunteer, IOWATER data. Nutrient loading rates (nitrate-N, orthophosphate, and total dissolved solids) were estimated along the entire creek and were similar to other Iowa streams. Volunteer environmental data were found to be helpful in model calibration for some parameters (e.g. TSS and nitrate).
The construction and operation of a sensing system in Clear Creek contributed to water quality science and engineering. Findings from the configuration and field testing of sensing station components such as water quality sensors, power systems and communication hardware will aid the design of future sensing systems and environmental observatories. Integrating the methodology of this research with future observing systems will further our understanding of water quality processes and help maintain the health and value of our nation's water environment.
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Le, Guennec Yves. "Transient dynamics of beam trusses under impulse loads." Thesis, Châtenay-Malabry, Ecole centrale de Paris, 2013. http://www.theses.fr/2013ECAP0016/document.
Анотація:
Ce travail de recherche est dédié à la simulation de la réponse transitoire des assemblages de poutres soumis à des chocs. De tels chargements entraînent la propagation d’ondes haute fréquence dans l’ensemble de la structure. L’énergie qu’elles transportent peut être dommageable pour son fonctionnement ou celui des équipements embarqués. Dans des études précédentes, il a été observé sur des structures expérimentales qu’un régime vibratoire diffusif tend à s’installer pour des temps longs. Le but de cette étude est donc de développer un modèle robuste de la réponse transitoire des assemblages de poutres soumis à des chocs permettant de simuler, entre autres, cet état diffusif. Les champs de déplacement étant très oscillants et la densité modale élevée, la simulation numérique de la réponse transitoire à des chocs peut difficilement être menée par une méthode d’éléments finis classique. Une approche utilisant un estimateur de la densité d’énergie de chaque mode de propagation a donc été mise en œuvre. Elle permet d’accéder à des informations locales sur les états vibratoires, et de contourner certaines limitations intrinsèques aux longueurs d’onde courtes. Après avoir comparé plusieurs modèles de réduction cinématique de poutre à un modèle de Lamb de propagation dans un guide d’ondes circulaire, la cinématique de Timoshenko a été retenue afin de modéliser le comportement mécanique haute fréquence des poutres. En utilisant ce modèle dans le cadre de l’approche énergétique évoquée plus haut, deux groupes de modes de propagation de la densité d’énergie vibratoire dans une poutre ont été isolés : des modes longitudinaux regroupant un mode de compression et des modes de flexion, et des modes transversaux regroupant des modes de cisaillement et un mode de torsion. Il peut être également montré que l’´evolution en temps des densités d’énergie associées obéit à des lois de transport. Pour des assemblages de poutres, les phénomènes de réflexion/transmission aux jonctions ont du être pris en compte. Les opérateurs permettant de les décrire en termes de flux d’´energie ont été obtenus grâce aux équations de continuité des déplacements et des efforts aux jonctions. Quelques caractéristiques typiques d’un régime haute fréquence ont été mises en évidence, tel que le découplage entre les modes de rotation et les modes de translation. En revanche, les champs de densité d’énergie sont quant à eux discontinus aux jonctions. Une méthode d’éléments finis discontinus a donc été développée afin de les simuler numériquement comme solutions d’´equations de transport. Si l’on souhaite atteindre le régime diffusif aux temps longs, le schéma numérique doit être peu dissipatif et peu dispersif. La discrétisation spatiale a été faite avec des fonctions d’approximation de type spectrales, et l’intégration temporelle avec des schémas de Runge-Kutta d’ordre élevé du type ”strong stability preserving”. Les simulations numériques ont donné des résultats concluants car elles permettent d’exhiber le régime de diffusion. Il a été remarqué qu’il existait en fait deux limites diffusives différentes : (i) la diffusion spatiale de l’´energie sur l’ensemble de la structure, et (ii) l’équirépartition des densités d’énergie entre les différents modes de propagation. Enfin, une technique de renversement temporel a été développée. Elle pourra être utile dans de futurs travaux sur le contrôle non destructif des assemblages complexes et de grandes taillesThis 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
22
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.
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Larsen, 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.
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Karsaklian, 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.
Анотація:
This thesis is a theoretical and experimental study of the dynamics of an edge-emitting laser diode (850 nm) with phase-conjugate feedback. The experimental device is designed to see the dynamical range of the laser through the temporal and spectral properties while the feedback rate varies. Phase-conjugate feedback is performed through four-wave mixing in a photorefractive crystal. The propagation time of the laser beam in the external cavity is termed external time delay. Under the effect of the feedback, the system shows a wide dynamical range including chaos and self-pulsing states which characteristic properties are determined by the length of the external cavity. For the first time self-pulsing states at frequencies multiples of the fundamental frequency of the external cavity are evidenced. Simulations carried out based on the commonly-used Lang-Kobayashi laser rate equations provide theoretical confirmations to the experimental observations. The main topics tackled here are chaos crisis and bistability of pulsing solutions, self-pulsing regimes (through their stabilization and destabilization) and the transitions between them, characterization of extreme events of two kinds along with their statistical distribution and delay-induced deterministic coherence resonance of low frequency fluctuations. Beyond the fundamental interest of these results and the many comparisons that can be made with other laser systems, applications in the field of all-optical signal generation and control of chaos are direct consequences of this study.
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Javaheri, 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.
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Krohn, 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.
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Sim, Min Kyu. "Empirical findings in asset price dynamics revealed by quantitative modelling." Diss., Georgia Institute of Technology, 2014. http://hdl.handle.net/1853/54302.
Анотація:
This dissertation addresses the fundamental question of what factors drive equity prices and investigates the mechanisms through which the drivers influence the price dynamics. The studies are based on the two different frequency levels of financial data. The first part aims to identify what systematic risk factors affect the expected return of stocks based on historical data with frequency being daily or monthly. The second part aims to explain how the hidden supply-demand of a stock affects the stock price dynamics based on market data observed at frequency levels generally between a millisecond and a second. With more and more financial market data becoming available, it greatly facilitates quantitative approaches for analyzing asset price dynamics and market microstructure problems.
In the first part, we propose an econometric measure, terms as modularity, for characterizing the cluster structure in a universe of stocks. A high level of modularity implies that the cluster structure of the universe of stocks is highly evident, and low modularity implies a blurred cluster structure. The modularity measure is shown to be related to the cycle of the economy. In addition, individual stock's sensitivity to the modularity measure is shown to be related to its expected return. From 1992 to 2011, the average annual return of stocks with the lowest sensitivity exceeds that of the stocks with highest sensitivities by approximately 7.6%. Considerations of modularity as an asset pricing factor expand the investment opportunity set to passive investors.
In the second part, we analyze the effect of hidden demands/supplies in equity trading market on the stock price dynamics. We propose a statistical estimation model for average hidden liquidity based on the limit orderbook data. Not only the estimated hidden liquidity explains the probabilistic property in market microstructure better, it also refines the existing price impact model and achieves higher explanation powers. Our enhanced price impact model offers a base for devising optimal order execution strategies. After we develop an optimal execution strategy based on the price impact function, the advantage of this strategy over benchmark strategies is tested on a simulated stock trading model calibrated by historical data. Simulation tests indicate that our strategy yields significant savings in transaction cost over the benchmark strategies.
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Vaughan, 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.
Анотація:
Elevated nutrient concentrations present significant challenges to surface water quality management globally, and dissolved organic matter mediates several key biogeochemical processes. Storm events often dominate riverine loads of nitrate, phosphorus, and dissolved organic matter, and are expected to increase in frequency and intensity in many regions due to climate change. The recent development of in situ optical sensors has revolutionized water quality monitoring and has highlighted the important role storms play in water quality. This dissertation focuses on improving the application of in situ optical water quality sensors and interpreting the high-frequency data they produce to better understand biogeochemical and watershed processes that are critical for resource management.
We deployed in situ sensors to monitor water quality in three watersheds with contrasting land use / land cover, including agricultural, urban, and forested landscapes. The sensors measured absorbance of ultraviolet-visible light through the water column at 2.5 nanometer wavelength increments at 15-minute intervals for three years. These deployments provided a testbed to evaluate the sensors and improve models to predict concentrations of nitrate, three phosphorus fractions, and dissolved organic carbon using absorbance spectra and laboratory analyses through multivariate statistical techniques. In addition, an improved hysteresis calculation method was used to determine short-timescale storm dynamics for several parameters during 220 storm events.
Goals of each dissertation chapter were to: (1) examine the influences of seasonality, storm size, and dominant land use / land cover on storm dissolved organic carbon and nitrate hysteresis and loads; (2) evaluate the utility of the sensors to determine total, dissolved, and soluble reactive phosphorus concentrations in streams draining different land use / land covers, and perform the first statistically robust validation technique applied to optical water quality sensor calibration models; and (3) analyze storm event dissolved organic matter quantity and character dynamics by calculating hysteresis indices for DOC concentration and spectral slope ratio, and develop a novel analytical framework that leverages these high frequency measurements to infer biogeochemical and watershed processes. Each chapter includes key lessons and future recommendations for using in situ optical sensors to monitor water quality.
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Nunes, 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.
Анотація:
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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.
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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.
Анотація:
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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.
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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.
Анотація:
Cyanobacteria blooms have increased in Lake Champlain due to excessive nutrient loading, resulting in negative impacts on the local economy and environmental health. While climate warming is expected to promote increasingly severe cyanobacteria blooms globally, predicting the impacts of complex climate changes on individual lakes is complicated by the many physical, chemical, and biological processes which mediate nutrient dynamics and cyanobacteria growth across time and space. Furthermore, processes influencing bloom development operate on a variety of temporal scales (hourly, daily, seasonal, decadal, episodic), making it difficult to identify important factors controlling bloom development using traditional methods or coarse temporal resolution datasets. To resolve these inherent problems of scale, I use 4 years of high-frequency biological, hydrodynamic, and biogeochemical data from Missisquoi Bay, Lake Champlain; 23 years of lake-wide monitoring data; and integrated process-based climate-watershed-lake models driven by regional climate projections to answer the following research questions: 1) To what extent do external nutrient inputs or internal nutrient processing control nutrient concentrations and cyanobacteria blooms in Lake Champlain; 2) how do internal and external nutrient inputs interact with meteorological drivers to promote or suppress bloom development; and 3) how is climate change likely to impact these drivers and the risk of cyanobacteria blooms in the future? I find that cyanobacteria blooms are driven by specific combinations of meteorological and biogeochemical conditions in different areas of the lake, and that in the absence of strong management actions cyanobacteria blooms are likely to become more severe in the future due to climate change.
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Cardozo, 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.
Анотація:
Le placement de production (UC pour unit commitment) est une famille de problèmes d'optimisation qui déterminent l’état et la puissance de consigne des groupes de production pour satisfaire la demande électrique à moindre coût. Traditionnellement, une contrainte de sûreté détermine un certain volume de capacité raccordée disponible, appelé la réserve, destinée à gérer l'incertitude. Néanmoins, dans les petits systèmes la contrainte de réserve fixe peut entraîner dans certains cas une violation du critère N-1 bien que le volume de réserve minimale soit respecté. Plus récemment, la part croissante de production variable à partir de sources renouvelables (ENR) peut conduire à des programmes d’appel qui ne garantissent plus la sûreté même dans les grands systèmes.Pour y faire face, différentes techniques d'atténuation des impacts ont été proposées telle que la révision des modèles de placement de la production pour inclure une meilleure représentation de la dynamique du système. Cette sous-famille des problèmes UC est formellement définie dans ces travaux comme le problème FCUC (frequency constrained unit commitment). Elle vise à maintenir la fréquence au-dessus d'un certain seuil, et éviter ainsi le délestage par sous-fréquence (DSF).La première partie de ces travaux identifie les défis dans la formulation du problème FCUC. D’une part, la contrainte de fréquence est fortement non-linéaire par rapport aux variables de décision du problème UC. D’autre part, elle est difficile à approcher par des fonctions analytiques. La simulation séquentielle d'un modèle UC classique et d’un modèle de réponse primaire de la fréquence est alors proposée. L’intérêt d’une formulation plus fidèle de la contrainte de sûreté est donc révélé. La deuxième partie de ces travaux étudie l'impact des ENR sur la réponse primaire de la fréquence. Le besoin de formuler des modèles de FCUC plus précis est mis en avant.La troisième partie des travaux examine le coût, les bénéfices et les limitations des modèles FCUC, basés sur des contraintes indirectes sur certains paramètres dynamiques des unités de production. Il est montré que, bien que l'application de contraintes de sécurité indirectes assure la sûreté dans certains pas horaires, l'effet inverse peut apparaître à un autre instant. Ainsi, l’efficacité des leviers dépend fortement du point de fonctionnement du système. Il en est de même pour le coût de la solution. Cette étude met en évidence la nécessité de nouvelles méthodes pour traiter correctement la contrainte sur le creux de fréquence afin d'assurer l'optimalité et efficacité de la solution.Finalement, la quatrième partie des travaux offre une nouvelle formulation du problème FCUC suivant une approche de décomposition de Bender. La décomposition de Bender sépare un problème d'optimisation avec une certaine structure en deux parties : le problème maître et le problème esclave. Dans le cas du FCUC, le problème maître propose des plans de production candidats (états des groupes) et le problème esclave assure le respect des contraintes de fréquence par le biais d'un modèle de plans sécants. Les résultats de simulation montrent que la représentation plus précise du creux de fréquence au niveau du problème esclave réduit le risque de DSF et le coût de la sécurité par rapport à d'autres modèles de FCUCThe 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
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Ezvan, Olivier. "Multilevel model reduction for uncertainty quantification in computational structural dynamics." Thesis, Paris Est, 2016. http://www.theses.fr/2016PESC1109/document.
Анотація:
Ce travail de recherche présente une extension de la construction classique des modèles réduits (ROMs) obtenus par analyse modale, en dynamique numérique des structures linéaires. Cette extension est basée sur une stratégie de projection multi-niveau, pour l'analyse dynamique des structures complexes en présence d'incertitudes. De nos jours, il est admis qu'en dynamique des structures, la prévision sur une large bande de fréquence obtenue à l'aide d'un modèle éléments finis doit être améliorée en tenant compte des incertitudes de modèle induites par les erreurs de modélisation, dont le rôle croît avec la fréquence. Dans un tel contexte, l'approche probabiliste non-paramétrique des incertitudes est utilisée, laquelle requiert l'introduction d'un ROM. Par conséquent, ces deux aspects, évolution fréquentielle des niveaux d'incertitudes et réduction de modèle, nous conduisent à considérer le développement d'un ROM multi-niveau, pour lequel les niveaux d'incertitudes dans chaque partie de la bande de fréquence peuvent être adaptés. Dans cette thèse, on s'intéresse à l'analyse dynamique de structures complexes caractérisées par la présence de plusieurs niveaux structuraux, par exemple avec un squelette rigide qui supporte diverses sous-parties flexibles. Pour de telles structures, il est possible d'avoir, en plus des modes élastiques habituels dont les déplacements associés au squelette sont globaux, l'apparition de nombreux modes élastiques locaux, qui correspondent à des vibrations prédominantes des sous-parties flexibles. Pour ces structures complexes, la densité modale est susceptible d'augmenter fortement dès les basses fréquences (BF), conduisant, via la méthode d'analyse modale, à des ROMs de grande dimension (avec potentiellement des milliers de modes élastiques en BF). De plus, de tels ROMs peuvent manquer de robustesse vis-à-vis des incertitudes, en raison des nombreux déplacements locaux qui sont très sensibles aux incertitudes. Il convient de noter qu'au contraire des déplacements globaux de grande longueur d'onde caractérisant la bande BF, les déplacements locaux associés aux sous-parties flexibles de la structure, qui peuvent alors apparaître dès la bande BF, sont caractérisés par de courtes longueurs d'onde, similairement au comportement dans la bande hautes fréquences (HF). Par conséquent, pour les structures complexes considérées, les trois régimes vibratoires BF, MF et HF se recouvrent, et de nombreux modes élastiques locaux sont entremêlés avec les modes élastiques globaux habituels. Cela implique deux difficultés majeures, concernant la quantification des incertitudes d'une part et le coût numérique d'autre part. L'objectif de cette thèse est alors double. Premièrement, fournir un ROM stochastique multi-niveau qui est capable de rendre compte de la variabilité hétérogène introduite par le recouvrement des trois régimes vibratoires. Deuxièmement, fournir un ROM prédictif de dimension réduite par rapport à celui de l'analyse modale. Une méthode générale est présentée pour la construction d'un ROM multi-niveau, basée sur trois bases réduites (ROBs) dont les déplacements correspondent à l'un ou l'autre des régimes vibratoires BF, MF ou HF (associés à des déplacements de type BF, de type MF ou bien de type HF). Ces ROBs sont obtenues via une méthode de filtrage utilisant des fonctions de forme globales pour l'énergie cinétique (par opposition aux fonctions de forme locales des éléments finis). L'implémentation de l'approche probabiliste non-paramétrique dans le ROM multi-niveau permet d'obtenir un ROM stochastique multi-niveau avec lequel il est possible d'attribuer un niveau d'incertitude spécifique à chaque ROB. L'application présentée est relative à une automobile, pour laquelle le ROM stochastique multi-niveau est identifié par rapport à des mesures expérimentales. Le ROM proposé permet d'obtenir une dimension réduite ainsi qu'une prévision améliorée, en comparaison avec un ROM stochastique classiqueThis 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
34
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.
Анотація:
A very short and disagreeable audible and tactile response from a vehicle driveline may be excited when the throttle is abruptly applied or released, or when the clutch is rapidly engaged. The condition is most noticeable in low gear and in slow moving traffic, when other background engine and road noise levels are low. This phenomenon is known as clonk and is often associated with the first cycle of shuffle response, which is a low frequency longitudinal vehicle movement excited by throttle demand. It is often reported that clonk may coincide with each cycle of the shuffle response, and multiple clonks may then occur. The problem is aggravated by backlash and wear in the drivetrain, and it conveys a perception of low quality to the customer. Hitherto, reported investigations do not reveal or discuss the mechanism and causal factors of clonk in a quantitative manner, which would relate the engine impulsive torque to the elastic response of the driveline components, and in particular to the noise radiating surfaces. Crucially, neither have the issues of sensitivity, variability and non-linearity been addressed and published. It is also of fundamental importance that clonk is seen as a total system response to impulsive torque, in the presence of distributed lash at the vibro-elastic impact sites. In this thesis, the drivetrain is defined as the torque path from the engine flywheel to the road wheels. The drivetrain is a lightly damped and highly non-linear dynamic system. There are many impact and noise emitting locations in the driveline that contribute to clonk, when the system is subjected to shock torque loading. This thesis examines the clonk energy paths, from the initial impact to many driveline lash locations, and to the various noise radiating surfaces. Both experimental and theoretical methods are applied to this complex system. Structural and acoustic dynamics are considered, as well as the very important frequency couplings between elastic structures and acoustic volumes. Preliminary road tests had indicated that the clonk phenomenon was a, very short transient impact event between lubricated contacts and having a high frequency characteristic. This indicated that a multi-body dynamics simulation of the driveline, in conjunction with a high frequency elasto-acoustic coupling analysis, would be required. In addition, advanced methods of signal analysis would be required to handle the frequency content of the very short clonk time histories. These are the main novelties of this thesis. There were many successful outcomes from the investigation, including quantitative agreement between the numerical and experimental investigations. From the experimental work, it was established that vehicle clonk could be accurately reproduced on a driveline rig and also on a vehicle chassis dynamometer, under controlled test conditions. It then enabled Design of Experiments to be conducted and the principal causal factors to be identified. The experimental input and output data was also used to verify the mathematical simulation. The high frequency FE analysis of the structures and acoustic cavities were used to predict the dynamic modal response to a shock input. The excellent correlation between model and empirical data that was achieved, clearly established the clonk mechanism in mathematical physics terms. Localised impact of meshing gears under impulsive loads were found to be responsible for high frequency structural wave propagation, some of which coupled with the acoustics modes of cavities, when the speed of wave propagation reached supersonic levels. This finding, although previously surmised, has been shown in the thesis and constitutes a major contribution to knowledge.
35
Angelini, 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.
Анотація:
La dynamique aux hautes fréquences de deux systèmes à liaison hydrogène, l'acide fluorhydrique (HF) et les solutions aqueuses (HF)x (H2O)1-x, a été étudiée par diffusion inélastique des rayons X. La comparaison avec des simulations de dynamique moléculaire montre la présence de deux processus de relaxation actifs dans 1 'HF avec un temps de relaxation inférieur à la picoseconde. Ce scénario, proche de celui de l'eau liquide, suggère que les liquides à liaison hydrogène ont un comportement similaire à des systèmes différents (les liquides simples et ceux aptes à former des verres). Ceci indique que ces deux processus de relaxation possèdent un caractère universel propre à l'état liquide. Etant donné que la principale différence entre l'HF et l'eau concerne l'organisation spatiale des agrégats de molécules reliées par liaison hydrogène, nous avons appliqué notre recherche aux solutions (HF)x (H2O)1-x afin de déterminer l'évolution de la dynamique au passage d'un liquide à l'autreThe 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
36
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.
Анотація:
The increasing need for High-Speed Railway (HSR) to reduce the travelling time requires increasing research within this field. Bridges are main components of any railway network, including HSR networks, and the optimization of their design for this purpose would contribute to a faster and more cost effective development of the HSR network. The initial investment, the running and maintenance costs of the bridges can be decreased through better understanding of the their dynamic behaviour. This thesis studies the dynamic behaviour of end-shield railway bridges under HSR operation. 2D beam analysis is used to study the effect of the distribution of the train’s axle load. Relatively accurate 3D FE-models are developed to study the effect of Soil-Structure Interaction (SSI) and the dynamic response of the bridges. Modelling alternatives are studied to develop an accurate model. A full scale test of a simply supported Bridge with end-shields using load-controlled forced excitation was performed and the results were used to verify the theoretical models. A manual model updating process of the material properties of the 3D FE-model is performed using FRFs from the field measurements. A Simple 2D model is also developed, where a spring/dashpot system is implemented to simplify SSI, and updated to reproduce the field measured responses. The conclusions of the project emphasize the importance of SSI effects in the dynamic analysis of end-shield bridges for predicting their dynamic behaviour. The conclusions also show that the modelling of the surrounding soil and the assumption of the soil material parameters have significant effect on the dynamic response. Even the boundary conditions, bedrock level and the ballast on the railway track affects the response. The results also show that the bridge’s concrete section behaves as uncracked section under the studied dynamic loading.QC 20170403
37
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.
38
Middleton, Christopher James. "Dynamic performance of high frequency floors." Thesis, University of Sheffield, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.734449.
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Middleton, Christopher James. "Dynamic Pertormance ot High Frequency Floors." Thesis, University of Sheffield, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.521854.
40
Wang, Shuwen Kevin. "Characterisation of high-frequency dynamic friction." Thesis, University of Cambridge, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.611239.
41
Chatton, Eliot. "Contribution of dissolved gases to the understanding of groundwater hydrobiogeochemical dynamics." Thesis, Rennes 1, 2017. http://www.theses.fr/2017REN1S131/document.
Анотація:
Depuis plus d’un siècle, les changements globaux sont à l’origine de profondes modifications de nos sociétés, nos modes de vie et il en va bien sûr de même pour notre environnement. Cette trajectoire empruntée, bon gré mal gré, par l’ensemble de l’humanité n’est pas sans conséquences pour les systèmes naturels et semble déjà mener les générations futures au-devant de grands défis. Afin de ne pas compromettre notre capacité à relever ces épreuves futures et, devant l’urgence du besoin d’action, une partie de la communauté scientifique a choisi de concentrer ses efforts sur la couche superficielle de notre planète qui soutient la vie terrestre : la Zone Critique. L’émergence de ce concept souligne la nécessité de développer des approches scientifiques pluridisciplinaires intégrant une large variété d’échelles de temps et d’espace. En tant que lien entre les différents compartiments de la Zone Critique (Atmosphère, Biosphère, Hydrosphère, Lithosphère et Pédosphère), l’eau est une molécule essentielle aux échanges d’énergie et de matière dont la dynamique requiert une attention particulière. Compte tenu de la diversité et de la variabilité spatiotemporelle des transferts d’eau et de matière dissoute dans les milieux aquatiques, de nouvelles méthodes d'investigations sont nécessaires. L'objectif général de cette thèse est de décrire l’intérêt et le potentiel qui résident dans l’utilisation des gaz dissous, en particulier lorsqu’ils sont mesurés à haute fréquence sur le terrain, afin de caractériser la dynamique hydrobiogéochimique des eaux naturelles de la Zone Critique à différentes échelles spatiales et temporelles. Pour parfaire cette ambition, ce travail s’est tout d’abord attaché au développement d'une instrumentation innovante puis, à la mise en place de nouveaux traceurs intégrés dans des dispositifs expérimentaux originaux et enfin, à l'acquisition, au traitement et à l'analyse de différents jeux de données de gaz dissous en se focalisant sur les eaux souterrainesFor 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
42
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.
43
Lewinski, Komincz Artur Juliusz. "High frequency and high dynamic range continuous time filters." Texas A&M University, 2003. http://hdl.handle.net/1969.1/5933.
Анотація:
Many modern communication systems use orthogonal frequency division
multiplexing (OFDM) and discrete multi-tone (DMT) as modulation schemes where
high data rates are transmitted over a wide frequency band in multiple orthogonal subcarriers.
Due to the many advantages, such as flexibility, good noise immunity and the
ability to be optimized for medium conditions, the use of DMT and OFDM can be found
in digital video broadcasting, local area wireless network (IEEE 802.11a), asymmetric
digital subscriber line (ADSL), very high bit rate DSL (VDSL) and power line
communications (PLC). However, a major challenge is the design of the analog frontend;
for these systems a large dynamic range is required due to the significant peak to
average ratio of the resulting signals. In receivers, very demanding high-performance
analog filters are typically used to block interferers and provide anti-aliasing before the
subsequent analog to digital conversion stage. For frequencies higher than 10MHz, Gm-C filter implementations are generally
preferred due to the more efficient operation of wide-band operational transconductance
amplifiers (OTA). Nevertheless, the inherent low-linearity of open-loop operated OTA
limits the dynamic range. In this dissertation, three different proposed OTA linearity
enhancement techniques for the design of high frequency and high dynamic range are
presented. The techniques are applied to two filter implementations: a 20MHz second
order tunable filter and a 30MHz fifth order elliptical low-pass filter. Simulation and
experimental results show a spurious free dynamic range (SFDR) of 65dB with a power
consumption of 85mW. In a figure of merit where SFDR is normalized to the power
consumption, this filter is 6dB above the trend-line of recently reported continuous time
filters.
44
Kumar, Ajay. "A wide dynamic range high-q high-frequency bandpass." Diss., Atlanta, Ga. : Georgia Institute of Technology, 2009. http://hdl.handle.net/1853/28126.
Анотація:
Thesis (M. S.)--Electrical and Computer Engineering, Georgia Institute of Technology, 2009.Committee Chair: Allen Phillip; Committee Member: Hasler Paul; Committee Member: Keezer David; Committee Member: Kenny James; Committee Member: Pan Ronghua.
45
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.
Анотація:
Higher speeds and higher capacity will cause the Swedish rail network to be exposed to disturbing dynamic effects. Higher speeds cause higher vertical acceleration levels of the bridge deck. In this thesis, a numerical analysis of a three span end-frame bridge subjected to train induced vibrations is performed. The aim is to identify which structural components and boundary conditions that affect the dynamic behavior of the bridge. Furthermore, the influence of soil structure interaction (SSI) will be investigated as it may have contribution to the stiffness and damping of the structural system. In order to capture the dynamic response of the bridge, an analysis in the frequency domain was preformed where frequency response functions (FRF) and acceleration envelopes were obtained. For this purpose, a detailed FE-model in 3D was created. Three different cases were studied, model subjected to ballast, model subjected to soil and model subjected to both ballast and soil in coherence. A high speed load model (HSLM) was used to create simulation of train passages at different speeds and applied to all cases so that the bridge deck accelerations could be studied. A simplified 2D-model with impedance functions representing the soil-structure interaction was created to validate the results from the detailed 3D-model and for practical design purposes. The result of this numerical analysis showed that the vertical accelerations were within acceptable levels of the maximum allowed limits given in governing publications. Considering the surrounding soil, the results revealed an increase of the dynamic response in the midspan at resonant frequency. However, it was identified that this behavior is not explained by the influence of soil structure interaction but rather the change in boundary conditions of the end-shields. The same dynamic behavior was identified for the simplified 2D-model, with a slight underestimation of the vertical accelerations at resonance.
46
Kubálek, 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.
Анотація:
This thesis is concentrated on mathematical modeling of high frequency pulsations in pump turbines, which are the source of high-cycle continuous stress of the spiral casing cover, wicket gates and runner. There are proposed the solutions using the transfer matrix for the tube with a constant and conical cross-section. The paper compares variations of cylindrical and conical tubes, changes in boundary conditions. There are the models of PSPP Dlouhé Stráně made only of cylindrical tubes comparing to the model with cylindrical and conical tubes
47
Waag, 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.
48
Barnes, 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.
Анотація:
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Chemistry, June 2011.Vita. 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.
49
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.
Анотація:
Practical steady-state and dynamic design and analysis for high-order dc/dc resonant converters is presented. The analysis is mainly based on two types of the resonant converters, parallel-type and Class-D (a series-type), which are suitable for high-frequency applications. In the analysis of parallel resonant converters, the key step in the derivation of steady-state analytic equations for LLC-type parallel (LLC-PRC) and LLCC-type series-parallel resonant converter (LLCC-SPRC) is to reduce the order of their state-space models. In particular, the analytic equations for LLCC-SPRC can also be used to design and analyze the LC-PRC, LLC-PRC, and LCC-type series-parallel resonant converters. A simple design procedure along with design examples is given based on the derived analytic equations. Experimental LLC-PRC and LLCC-SPRC are implemented to verify the design results. In the analysis of the zero-voltage switch (ZVS) Class-D converter, both steady-state and dynamic analysis methods are presented. The analysis is based on the Class-D converter with a variable capacitance switch (VCS) for voltage regulation at constant frequency. A generalized DC model for steady-state and dynamic analysis of the converter is given. A simplified small-signal model is found from perturbing the DC model and can be used to predict the low-frequency dynamic control- and line-to-output transfer functions. To predict the high-frequency dynamics, two models are derived based on the amplitude and phase modulations from communication theory. Besides the steady-state and small-signal modeling, a strategy to achieve a stable loop gain for closed-loop operation is addressed. A compensation controller for closed-loop operation of the VCS is developed. All the calculated and design results of the dynamic responses are verified based on the experimental measurements from the prototype converter.
50
Draper, 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.
Анотація:
Laser 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.