Owners of dams in the Czech Republic are obliged to ensure the safety management. Part of it is measurement that covers comparing of measured values with limit values (threshold limits). Czech legislation provides principles of safety management e.g. regular observation and monitoring, their periodicity or measured variables. Expectation of reducing the probability of failure, automatic data acquisition system and dam ageing are reasons for adjusting limit values systematically. The aim of this thesis is to specify the method of determination the limit values of displacement for making a vertical survey of embankment dams. The method is demonstrated on the case study of Moravka dam. Sensitivity analysis of hydro-mechanical coupled model of embankment dam is included.

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The topic of this paper is the determinization problem of ω-automata under the transition-based Emerson-Lei acceptance (called TELA), which generalizes all standard acceptance conditions and is defined using positive Boolean formulas. Such automata can be determinized by first constructing an equivalent generalized Büchi automaton (GBA), which is later determinized. The problem of constructing an equivalent GBA is considered in detail, and three new approaches of solving it are proposed. Furthermore, a new determinization construction is introduced which determinizes several GBA separately and combines them using a product construction. An experimental evaluation shows that the product approach is competitive when compared with state-of-the-art determinization procedures. The second part of the paper studies limit-determinization of TELA and we show that this can be done with a single-exponential blow-up, in contrast to the known double-exponential lower-bound for determinization. Finally, one version of the limit-determinization procedure yields good-for-MDP automata which can be used for quantitative probabilistic model checking.

Diese Arbeit enthält vier Aufsätze über die Beziehungen zwischen Handelsstrategien auf Aktienmärkten und dem Zustand des Marktes. Es werden ökonometrische Methoden angewendet um den Markteinfluss von limit order Platzierungen, die Eigenschaften von limit ordern sowie die Verwendung von versteckten ordern zu analysieren. Im Kapitel 1 quantifizieren wir die Effekte der limit order Platzierung auf Preisquotierungen am Börsenplatzes Euronext. Wir zeigen, dass eine limit order signifikante Informationen enthält und illustrieren inwieweit ihr Einfluss auf den Markt von ihren Charakteristika und dem Zustand des Orderbuchs abhängt. Das Kapitel 2 enthält empirische Resultate über die limit order Aktivität und den Markteinfluss von limit orders an der New Yorker NASDAQ Börse. Wir dokumentieren, dass Marktteilnehmer die Platzierung von limit orders mit kleinen Volumina präferieren, diese aber sofort nach ihrem Einsatz wieder löschen. Basierend auf der geschätzten Marktauswirkung einer limit order schlagen wir eine Methode zur Prognose ihres optimalen Volumens vor. Im Kapitel 3 werden die limit order-Strategien von Marktteilnehmern in intransparenten Märkten untersucht. Wir zeigen, dass die Position der sogenannten versteckten Liquidität im Orderbuch von diversen Variablen abhängt, die den Zustand des Marktes beschreiben. Die Daten suggerieren, dass Händler die Platzierung sogenannter hidden orders im Hinblick auf günstige Liquidität am Markt und dem "picking-off"-Risiko ausbalancieren. Im letzten Kapitel 4 präsentieren wir ein Softwaresystem zur Rekonstruktion von Orderbüchern und zur Extrahierung von Orderflussinformationen aus message stream Daten. Die Basismodule des Systems basieren auf allgemeinen Orderbuch-Ereignissen. Sie sind abstrakt gehalten und können so einfach auf beliebige Märkte mit elektronischen Orderbüchern angewendet werden. / In four essays, this thesis examines the interaction between traders'' strategies and the state of market by the econometric analysis of maket impact of limit order submission, the typical properties of order flow and the traders'' usage of hidden orders. Chapter 1 quantifies short-term and long-term effects of limit order submissions on quotes in Euronext. We show that limit orders have significant information content and the maginitude of their impact on the quotes depends on both the order''s characteritics and the state of limit order books (LOBs). Chapter 2 provides new empirical evidence on order submission activities and market impacts of limit orders at NASDAQ. We find that traders dominantly submit small size limit orders and cancell most of them immediately after submission. Based on the estimated market impact of orders, we propose a method to predict the optimal size of a limit order conditional on its position in the LOB and the desired impact. Chapter 3 analyzes traders'' decisions on using undisclosed orders in opaque markets. Our empirical findings show that market conditions affect traders'' order submission strategies and suggest that traders balance their hidden order placements to compete for the provision of liquidity and protect themselves against picking-off risk. Chapter 4 presents a program framework for reconstructing LOBs as well as extracting order flow information from message stream data. We design the basic modules of the system in an abstract layer based on common order events in limit order markets, so that it can be easily adapted to data at any limit order markets.

In den heutigen Finanzmärkten werden die meisten Transaktionen über elektronische Limit-Order-Bücher abgewickelt. Die mathematische Modellierung dieser Order-Bücher ist grundlegend für die Analyse der Marktmikrostruktur, die die detaillierten Mechanismen und Verhaltensweisen der Finanzmärkte auf einer granularen Ebene beschreibt. Insbesondere ist das Verständnis der Funktionsweise von Limit-Order-Büchern entscheidend für das Verständnis von Preisbildung, Liquiditätsbereitstellung und Markteffizienz. Diese Arbeit befasst sich mit zwei Fragestellungen: Im ersten Projekt erstellen wir Approximationen erster und zweiter Ordnung für ein unendlich-dimensionales Limit-Order-Buch-Modell in einem "kritischen" Skalierungsregime, bei dem Market- und Limit-Orders in ähnlicher Frequenz in das Order-Buch eingestellt werden. Die Approximation erster Ordnung ist durch ein gekoppeltes ODE-PDE-System gegeben, während die Approximation zweiter Ordnung durch eine nicht-degenerierte unendlich-dimensionale stochastische Evolutiongleichung beschrieben wird, die von einer zylindrischen Brownschen Bewegung getrieben wird. Wir beweisen, dass die Evolutiongleichung eine eindeutige Lösung besitzt, und zeigen, dass die Folge der reskalierten Limit-Order-Buch-Modelle schwach gegen diese Lösung konvergiert. Ein Nachteil des Modells ist, dass ohne zusätzliche Einschränkungen der Koeffizienten nicht garantiert ist, dass das Volumen über die Zeit nicht-negativ bleibt, was jedoch eine wünschenswerte Eigenschaft für Limit-Order-Buch-Modelle ist. Darüber hinaus könnte es in Märkten mit geringer Liquidität sinnvoll sein, größere Lücken zwischen den eingestellten Aufträgen in das Modell zu integrieren. Im zweiten Teil der Arbeit konstruieren wir deshalb nicht-negative Martingallösungen für eine SPDE, die sogenannte stochastische Poröse-Medien-Gleichung, die bei null ein reflektiertes und "klebriges" Verhalten aufweisen. / In today's financial markets, most transactions are processed via electronic limit order books. The mathematical modeling of these order books is fundamental for the analysis of the market microstructure, which describes the detailed mechanisms and behavior of financial markets at a granular level. In particular, a clear understanding of how limit order books function is crucial for the understanding of price formation, liquidity provision, and market efficiency. The objectives of this thesis are twofold. First, we establish a first and second-order approximation for an infinite dimensional limit order book model in a single ("critical") scaling regime, where market orders and limit orders occur on the same time scale. For this scaling, we achieve non-degenerate approximations at both, first and second-order level for the price and the volume dynamics. The first-order approximation results in a coupled ODE-PDE system, while the second-order approximation can be described through a non-degenerate infinite-dimensional stochastic evolution equation driven by a cylindrical Brownian motion. A drawback of the considered model is that without further restrictions on the coefficients it is not guaranteed that the volume will remain non-negative, which is a desirable feature for limit order book models. Moreover, in markets characterized by low liquidity, it may be sensible to integrate significant gaps between standing orders. In the second part of the thesis, we therefore construct non-negative martingale solutions to an SPDE, the so-called stochastic porous medium equation, which exhibit sticky-reflected behavior at zero.

During the last decades the road traffic has increased tremendously leading to congestion, safety issues and increased environmental impacts. As a result, many countries are continuously trying to find improvements and new solutions to solve these issues. One way of improving the traffic conditions is by the use of so called intelligent transport systems, where information and communication technologies are being used for traffic management and control. One such system commonly used for traffic management purposes are variable speed limit systems. These systems are making use of signs to show speed limits adjusted to the prevailing road or traffic conditions. The rapid development in telecommunication technologies has enabled communication between vehicles, and between vehicles and the infrastructure, so called cooperative systems. This opens up for  the possibility to further improve the performance of a standard variable speed limit system by adding cooperative system features. The overall aim of this thesis is to investigate the potential benefits of incorporating infrastructure to vehicle communication and autonomous control to an existing variable speed limit system. We show how such a cooperative variable speed limit system can be modeled and evaluated by the use of microscopic traffic simulation. Results from the evaluation indicate increased flow harmonization in terms of narrowing of the acceleration rate distribution and reduced exhaust emissions. Further, we compare four control algorithms for deciding on speed limits in variable speed limit systems. Differences in the resulting traffic performance between the control algorithms are quantified by the use of microscopic traffic simulation. It is concluded that the dened objective for the algorithms have a decisive influence on the effects of the variable speed limit system. The results from this thesis are useful for further development of variable speed limit systems, both with respect to incorporating cooperative features and by improving the speed setting control algorithms.

Background: The spirometric reference values are of great importance for diagnosis and treatment of lung diseases. At present, there are no spirometric reference values for First Nations children and adolescents living in Canada. Objectives: The objectives of the present study were (1) to identify the flexible and efficient statistical method to derive lung function reference equations that can be used to obtain the predicted values and Lower Limit of Normal (LLN) for lung function in children and adolescents, and (2) to obtain prediction equations for FVC, FEV1 and FEV1=FVC for First Nations children and adolescents living in rural Saskatchewan, Canada. Methods: Spirometric results from a prospective cohort study, "First Nations Lung Health Project" were used to identify 130 healthy non-smoking children and adolescents. The predicted values and LLN of spirometric indices [Forced Vital Capacity (FVC), Forced Expiratory Volume at one second (FEV1) and FEV1 and FVC ratio (FEV1=FVC)] were calculated for school-going children and adolescents ages 6-17 years. The subjects participating in the study were from two Cree First Nations on-reserve communities located in rural Saskatchewan, Canada. All lung function values were reviewed by a respirologist for acceptability of the test. Following an extensive literature review, the Generalized Additive Models for Location, Scale and Shape (GAMLSS) was identified as a flexible statistical tool to model the lung function variables. The lung function indices were assumed to follow a Box-Cox-Cole-Green (BCCG) distribution with median, , coe ffcient of variation and skewness . Akaike Information Criteria (AIC) approach was used to obtain the reference models. The LLN was calculated by taking the fifth percentile of the prediction equations of the lung function variables. The above approach is recommended for the prediction of lung function of multi-ethnic people aged 3-95 years from different ethnic groups by the Global Lung Function Initiative (GLI). Results: Significant differences were observed in lung function (FVC, FEV1 and FEV1=FVC) and anthropometric measurements between both boys and girls. Therefore, fitting separate equations for both sexes are justified. In GLI, polynomial bases of order 6-7 were used for modeling the meadian, coefficient of variation and skewness . In this study, lower order polynomial bases (up to order 4) were enough to obtain the reference models. In GLI, the polynomial bases were divided by 100 to let it lie within 0 to 1. In this study, the polynomials were divided by 20 to lie these between 0 and 1. The predicted values of FVC was higher than the values for FEV1 in both boys and girls. Therefore the values of FEV1=FVC ratios is less than 100% in this population. In girls, the difference between the curves of FVC and FEV1 was smaller compared to boys. Thus, the total volume of air for girls during exhalation are close to the volume of air exhaled at the first second. The estimated curves showed that the models fitted the lung function data reasonably well. Conclusions: The results in this study showed that the optimum model for the prediction of lung function were almost similar to the ones used by GLI for the prediction of lung function of all-age multi-ethnic populations.The predicted values and LLN values of the lung function variables reported in this study can be recommended to health-care providers for the use in diagnosis respiratory diseases in First Nations children and adolescents in rural Saskatchewan. Small sample (n < 150) was a limitation of this study. This study limitation can be overcome by including more individuals from the follow-up study, which will be conducted in 2016.

Background: Hotels are considered a risky environment because guests are not expected to be awake and are expected to have poor local knowledge. Although hotels doesn’t have acceptable fire protection according to the only previously known study in this area. This is a problem because every four to five days there is a hotel fire. The hotels would be able to reach an acceptable fire safety by pursuing a systematic fire protection and take certain construction actions. Aim: Identifying details that need to be introduced in hotels daily work with fire protection based on the Swedish law and case studies. Method: A literature review and two case studies of hotel fires. Results: The hotel in Sweden followed the Swedish legislation in force in 2009 and had a good organizational fire protection. The hotel mainly needed to improve was the structural fire protection, adapted for disabled people, control of the acoustics in the evacuation alarm and had more smoke detectors. The hotel in England didn’t follow the law in force in England in 2007 and was nearly entirely lacking fire protection. They needed primarily improve the structural fire protection, adapted for disabled people, upgrade their alarm, had several smoke detectors and had a systematic fire protection. Conclusion: Swedish legislation still needs to be clear up because there is still room for interpretation of the laws as they are functional requirements. It is good that the Swedish legislation has adapted to fires that already has occurred in Sweden, but what could be done better today is motivate hotels to get involved in their fire protection. A committed management in hotels means better systematic fire protections and more money spend on the fire protection. One way to motivate hotel managements is to further inform about the consequences of a fire and to encourage hotels to certify themselves. But is not enough to only have a good systematic fire protection, the technical fire protection also needs to upgrade. It should be introduce higher demands that the hotels should be more handicap-friendly and update their fire alarms, because it saves lives and lower the material damage.

The applications of membranes are increasing rapidly in various fields of engineering and science. The geometric, material, force and contact non-linearities complicate their analysis, which increases the demand for computationally efficient methods and interpretation of counter-intuitive behaviours. The first part of the present work studies the free and constrained inflation of circular and cylindrical membranes. The membranes are assumed to be in contact with a soft substrate, modelled as a linear spring distribution.Adhesive and frictionless contact conditions are considered during inflation,while only adhesive contact conditions are considered during deflation. For a circular membrane, peeling of the membrane during deflation is studied, and a numerical formulation of the energy release rate is proposed. The second part of the thesis discusses the instabilities observed for fluid containing cylindrical membranes. Limit points and bifurcation points are observed on primary equilibrium branches. The secondary branches emerge from bifurcation points, with their directions determined by eigenvectors corresponding to zero eigenvalues at the bifurcation point. Symmetry has major implications on stability analysis of the structures, and the relationship between eigenvalue analysis and symmetry is highlighted in this part of the thesis. In the third part, wrinkling in the pressurized membranes is investigated,and robustness of the modified membrane theory and tension field theory is examined. The effect of boundary conditions, thickness variations, and inflating media on the wrinkling is investigated. It is observed that, with a relaxed strain energy formulation, the obtained equilibrium solutions are unstable due to the occurrence of pressure induced instabilities. A detailed analysis of pressure induced instabilities in the wrinkled membranes is described in the thesis. / <p>QC 20160518</p>

Thesis (PhD (Biochemistry))--University of Stellenbosch, 2009. / ENGLISH ABSTRACT: With the recent advances in the field of molecular biology, there is an increased need to integrate data on the various constituents of the cell in kinetic models that can predict and describe cellular behavior. When working towards a description of the entire cell using such kinetic models, the question arises: How do we compare different models for a given biological network? This is the central question addressed in my thesis and I developed and applied mathematical and computational methods for comparing dozens of existing models of erythrocyte and yeast glycolysis. To compare the steady-state behavior in models of erythrocyte glycolysis, I focussed on the function of the pathway, which is to supply the cell with Gibbs-free energy (γ- phosphate of ATP). I used supply-demand analysis in the framework of metabolic control analysis to make this comparison, which revealed that the ATP concentrations were homeostatically buffered at varying supply rates. I also applied this approach to compare steady-state behavior in models of yeast glycolysis, finding that they were not necessarily optimized for homeostatic maintenance of the ATP concentration and that in models for this organism the rate of ATP production is often determined by the supply reactions of glycolysis. In addition, I tested whether a kinetic model can describe novel behavior if it is adjusted to conditions different from those for which the model was originally constructed. More specifically, using a model of steady-state yeast glycolysis, I showed that small adjustments to the original enzyme concentrations are enough to obtain an oscillating model, which shows a remarkable resemblance to the experimentally observed oscillations. Importantly, some of these enzyme concentrations changes are known to occur during the pre-treatment of the cells which is necessary to obtain oscillatory behavior. To the best of my knowledge, the resulting model is the first detailed kinetic model that describes the experimentally observed strong synchronization of glycolytic oscillations in yeast populations. To analyze the dynamic behavior of yeast glycolytic models and to compare different models in terms of dynamics, I introduced a framework used in physics and engineering to create a vector based, two dimensional graphical representation of the oscillating metabolites and reactions of glycolysis. Not only was it possible to make a concise comparison of the set of models, but with the method I could also quantify the contribution of the interactions in the network to the transduction of the oscillations. Furthermore I could distinguish between different mechanisms of oscillation for each of the models, and demonstrated how the framework can be used to create such representations for experimental data sets. / AFRIKAANSE OPSOMMING: Met die onlangse vooruitgang in die veld van molekulere biologie, is daar ?n toenemende behoefte om data rakende die verskeie komponente van die sel in kinetiese modelle te integreer, om sodanig selgedrag te voorspel en te beskryf. As daar gepoog word om ’n beskrywing van die sel as geheel te verkry d.m.v. sulke kinetiese modelle, onstaan die vraag: Hoe vergelyk ons verskillende modelle van ’n gegewe biologiese netwerk? Dit is die sentrale vraag wat my tesis aanspreek en ek het wiskundige en numeriese metodes ontwikkel en toegepas om talle bestaande modelle van gis- en eritrosietglikolise te vergelyk. Om die bestendige-toestand gedrag in modelle van eritrosietglikolise te vergelyk, het ek gefokus op die funksie van die padweg, naamlik om die sel met Gibbs-vrye energie (γ-fosfaat van ATP) te voorsien. Ek het vraag-aanbod analiese in die raamwerk van metaboliese kontrole analiese gebruik om hierdie vergelyking te maak, wat getoon het dat die ATP konsentrasies homeostaties gebuffer was by verskillende aanbod tempos. Ek het ook hierdie aanpak gebruik om die bestendige-toestand gedrag in modelle van gisglikolise te vergelyk, en het bevind dat hulle nie noodwendig geoptimiseer is om ?n homeostatiese balans in die ATP konsentrasie te handhaaf nie, en dat in modelle vir hierdie organisme, die tempo van ATP produksie dikwels bepaal word deur die aanbod reaksies van glikoliese. Ek het verder ook bepaal of so ?n kinetiese model nuwe soorte gedrag kan beskryf, as dit aangepas word aan omstandighede wat verskil van dié waarvoor die model oorspronklik gekonstrueer was. Meer spesifiek, deur ?n model van bestendige-toestand gisglikolise te gebruik, kon ek wys dat klein veranderinge aan die oorspronkline ensiem konsentrasies genoeg was om ?n ossilerende model te verkry, wat opmerklik ooreenstem met die eksperimenteel waargenome ossilasies. Let ook daarop dat sommige van hierdie ensiem konsentrasie veranderinge plaasvind tydens die voorafbehandeling van die selle, wat essensieel is om die ossilasies waar te neem. Tot die beste van my kennis is die model wat ek met hierdie prosedures verkry het, die eerste gedetaileerde kinetiese model wat die eksperimenteel waargenome sterk sinkronisasie in ossilerende gis populasies voorspel. Om gis glikolitiese modelle te vergelyk in terme van hul dinamiese gedrag, het ek ?n raamwerk wat in fisika en ingeneurswese gebruik word, ingespan om ?n vektor-gebasseerde, twee dimensionele grafiese voorstelling van die ossilerende metaboliete en reaksies te maak. Hierdie raamwerk het dit nie net moontlik gemaak om ?n kompakte vergelyking van ?n stel modelle te maak nie, maar ek kon ook die bydrae van interaksies in die netwerk tot transduksie van die ossilasies kwantifiseer. Ek kon verder onderskeid tref tussen die verskillende ossilasiemeganismes vir elk van die modelle, en het ook gedemonstreer hoe die raamwerk gebruik kan word om sulke voorstellings vir eksperimentele datastelle te skep.