A simple model of surface and sub -surface soil temperature was developed at the watershed scale ( -100 km2) in a semi -arid rangeland environment. The model consisted of a linear combination of air temperature and net radiation and assumed: 1) topography controls the spatial distribution of net radiation, 2) near- surface air temperature and incoming solar radiation are relatively homogeneous at the watershed scale and are available from ground stations and 3) soil moisture dominates transient soil thermal property variability. Multiplicative constants were defined to account for clear sky diffuse radiation, soil thermal inertia, an initially fixed ratio between soil heat flux and net radiation and exponential attenuation of solar radiation through a partial canopy. The surface temperature can optionally be adjusted for temperature and emissivity differences between mixed hare soil and vegetation canopies. Model development stressed physical simplicity and commonly available spatial and temporal data sets. Slowly varying surface characteristics, such as albedo, vegetation density and topography were derived from a series of Landsat TM images and a 7.5" USGS digital elevation model at a spatial resolution of 30 m. Diurnally variable atmospheric parameters were derived from a pair of ground meteorological stations using 30 -60 min averages. One site was used to drive the model, the other served as a control to estimate model error. Data collected as part of the Monsoon '90 and WG '92 field experiments over the ARS Walnut Gulch Experimental. Watershed in SE Arizona were used to validate and test the model. Point, transect and spatially distributed values of modeled surface temperature were compared with synchronous ground, aircraft and satellite thermal measurements. There was little difference between ground and aircraft measurements of surface reflectance and temperature which makes aircraft transects the preferred method to "ground truth" satellite observations. Mid- morning modeled surface temperatures were within 2° C of observed values at all but satellite scales, where atmospheric water vapor corrections complicate the determination of accurate temperatures. The utility of satellite thermal measurements and models to study various ground phenomena (eg. soil thermal inertia and surface energy balance) were investigated. Soil moisture anomalies were detectable, but were more likely associated with average near -surface soil moisture levels than individual storm footprints.

A simple model of surface and sub-surface soil temperature was developed at the watershed scale (-100 km²) in a semi-arid rangeland environment. The model consisted of a linear combination of air temperature and net radiation and assumed: (1) topography controls the spatial distribution of net radiation, (2) near-surface air temperature and incoming solar radiation are relatively homogeneous at the watershed scale and are available from ground stations and (3) soil moisture dominates transient soil thermal property variability. Multiplicative constants were defined to account for clear sky diffuse radiation, soil thermal inertia, an initially fixed ratio between soil heat flux and net radiation and exponential attenuation of solar radiation through a partial canopy. The surface temperature can optionally be adjusted for temperature and emissivity differences between mixed bare soil and vegetation canopies. Model development stressed physical simplicity and commonly available spatial and temporal data sets. Slowly varying surface characteristics, such as albedo, vegetation density and topography were derived from a series of Landsat TM images and a 7.5" USGS digital elevation model at a spatial resolution of 30 m. Diurnally variable atmospheric parameters were derived from a pair of ground meteorological stations using 30-60 min averages. One site was used to drive the model, the other served as a control to estimate model error. Data collected as part of the Monsoon '90 and WG '92 field experiments over the ARS Walnut Gulch Experimental Watershed in SE Arizona were used to validate and test the model. Point, transect and spatially distributed values of modeled surface temperature were compared with synchronous ground, aircraft and satellite thermal measurements. There was little difference between ground and aircraft measurements of surface reflectance and temperature which makes aircraft transects the preferred method to "ground truth" satellite observations. Mid-morning modeled surface temperatures were within 2° C of observed values at all but satellite scales, where atmospheric water vapor corrections complicate the determination of accurate temperatures. The utility of satellite thermal measurements and models to study various ground phenomena (e.g. soil thermal inertia and surface energy balance) were investigated. Soil moisture anomalies were detectable, but were more likely associated with average near-surface soil moisture levels than individual storm footprints.

About the intraday volatility modeling, the limitations and potential problems of using Andersen & Bollerslev's approach are addressed and distinct modifications are proposed to tackle the corresponding issues. The first suggestion is about the utilization of the interaction between the intraday periodicity and the heteroskedasticity while the second is about the modified normalization for the estimation of the intraday periodicity. / Furthermore, it is demonstrated that the inclusion of overnight variance can improve the prediction accuracy of the Chicago Board of options Exchange (CBOE) volatility indexes (VIX and VXD) under specific weight combinations. The findings contradict the common perception that overnight return does not contain useful information for daily volatility modeling. / On the other hand, the third suggestion is about the inclusion of overnight information for the estimation of daily volatility. This study explores the possibility of incorporating the overnight variance indirectly through the use of linearly combined daily volatility estimators. The empirical results demonstrate that the inclusion of overnight variance can produce substantial influence when the minimum-variance constraints are relaxed. Besides, the influence is revealed to be not monotonic as an increase of the overnight proportion does not necessarily produce a larger influence. / The proposed modifications are tested with different ARCH structures, including GARCH(1,1), FIGARCH(1,d,1) and HYGARCH(1,d,1), by using simulated data and market data. Apart from studying the 1-step-ahead out-of-sample performance, several multiple-step-ahead forecasting results are also addressed. Under the same level of model flexibility (parameterized portions), our proposed modifications always outperform the original method in both in-sample fitness and out-of-sample performance on various forecasting horizons. / This research study investigates three new considerations for improving the performance of volatility modeling of financial returns. Two of them are related to the intraday volatility modeling and the other one is about the use of overnight information for daily volatility modeling. / Chu, Chun Fai Carlin. / Adviser: Kai Pui Lam. / Source: Dissertation Abstracts International, Volume: 73-04, Section: A, page: . / Thesis (Ph.D.)--Chinese University of Hong Kong, 2011. / Includes bibliographical references (leaves 180-186). / Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Electronic reproduction. [Ann Arbor, MI] : ProQuest Information and Learning, [201-] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Electronic reproduction. Ann Arbor, MI : ProQuest dissertations and theses, [201-] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Abstract also in Chinese.

Song Xiping. / "August 2006." / Thesis (Ph.D.)--Chinese University of Hong Kong, 2006. / Includes bibliographical references (p. 136-142). / Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Abstracts in English and Chinese.

Yu Lian. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2003. / Includes bibliographical references (leaves 81-84). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Literature Review --- p.4 / Chapter 3 --- An Index Tracking Model with Downside Chance Risk Mea- sure --- p.12 / Chapter 3.1 --- Statement of the Model --- p.13 / Chapter 3.2 --- Efficient Frontier --- p.16 / Chapter 3.3 --- Application of the Downside Chance Index Tracking Model --- p.29 / Chapter 3.4 --- Chapter Summary --- p.34 / Chapter 4 --- Index Tracking Models with High Order Moment Downside Risk Measure --- p.35 / Chapter 4.1 --- Statement of the Models --- p.35 / Chapter 4.2 --- Mean-Downside Deviation Financial Index Tracking Model --- p.38 / Chapter 4.3 --- Chapter Summary --- p.45 / Chapter 5 --- Numerical Analysis --- p.45 / Chapter 5.1 --- Data Analysis --- p.45 / Chapter 5.2 --- Experiment Description and Discussion --- p.48 / Chapter 5.2.1 --- Efficient Frontiers --- p.48 / Chapter 5.2.2 --- Monthly Expected Rate of Return --- p.50 / Chapter 5.3 --- Chapter Summary --- p.52 / Chapter 6 --- Summary --- p.54 / Chapter A --- List of Companies --- p.57 / Chapter B --- Graphical Result of Section 5.2.1 --- p.61 / Chapter C --- Graphical Result of Section 5.2.2 --- p.67 / Chapter D --- Proof in Chapter 3 and Chapter4 --- p.73 / Bibliography --- p.81

Zhao, Xiaozheng = 滑移邊界條件下湍流熱對流的實驗研究 / 趙晓争. / "September 2010." / Thesis (M.Phil.)--Chinese University of Hong Kong, 2010. / Includes bibliographical references (leaves 52-57). / Abstracts in English and Chinese. / Zhao, Xiaozheng = Hua yi bian jie tiao jian xia tuan liu re dui liu de shi yan yan jiu / Zhao Xiaozheng. / Abstract --- p.i / 摘要 --- p.ii / Acknowledgement --- p.iv / Contains --- p.iv / List of Figures --- p.vii / List of Tables --- p.xi / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Turbulence --- p.1 / Chapter 1.2 --- Turbulent Rayleigh-Benard Convection --- p.2 / Chapter 1.2.1 --- Physical Picture --- p.2 / Chapter 1.2.2 --- Governing Equations and Characteristic Parameters --- p.5 / Chapter 1.2.3 --- Nu Scaling --- p.7 / Chapter 1.2.4 --- Boundary Layer --- p.8 / Chapter 1.3 --- Motivations of the Present Work --- p.10 / Chapter 2 --- Experimental Setup --- p.13 / Chapter 2.1 --- The Convection Cell --- p.13 / Chapter 2.2 --- Temperature Probe and Translation Stage --- p.15 / Chapter 2.3 --- Calibration of the Thermistors --- p.17 / Chapter 2.4 --- Data Acquisition Units --- p.18 / Chapter 2.5 --- The Working Fluids --- p.19 / Chapter 2.6 --- Heat Leakage Prevention --- p.21 / Chapter 3 --- Heat Transfer and Thermal Boundary Layer Measurement --- p.23 / Chapter 3.1 --- The Setup and Experimental Procedure --- p.23 / Chapter 3.2 --- The Mean Temperature and Temperature Fluctuation Profiles across the Interfaces --- p.24 / Chapter 3.2.1 --- Profiles across the Water-FC77 Interface --- p.24 / Chapter 3.2.2 --- Profiles across the FC77-Mercury Interface --- p.27 / Chapter 3.3 --- Nu Results --- p.29 / Chapter 3.3.1 --- Results Obtained with Assumption of Pure Conduction --- p.30 / Chapter 3.3.2 --- Results from Mean Temperature Profile --- p.32 / Chapter 3.3.3 --- Comparison of the Two Methods --- p.33 / Chapter 3.4 --- Boundary Layer Thickness --- p.37 / Chapter 3.5 --- Summary --- p.39 / Chapter 4 --- Influence of Flow in the Water (Mercury) Layer on the FC77 Layer --- p.41 / Chapter 4.1 --- Experimental Setup --- p.41 / Chapter 4.2 --- Main Results --- p.42 / Chapter 4.3 --- Probability Density Function and Temperature Oscillation --- p.44 / Chapter 4.4 --- Summary --- p.50 / Chapter 5 --- Conclusions and Perspective --- p.51 / Chapter 5.1 --- Conclusions --- p.51 / Chapter 5.2 --- Perspective for Future Work --- p.52

Cai, Debin = 高普朗特數湍流對流中速度場和溫度場能量級串傳遞的實驗研究 / 蔡德斌. / "September 2010." / Thesis (M.Phil.)--Chinese University of Hong Kong, 2010. / Includes bibliographical references (p. 84-88). / Abstracts in English and Chinese. / Cai, Debin = Gao pu lang te shu tuan liu dui liu zhong su du chang he wen du chang neng liang ji chuan chuan di de shi yan yan jiu / Cai Debin. / Abstract (in English) --- p.i / Abstract (in Chinese) --- p.ii / Acknowledgements --- p.iii / Contents --- p.iv / List of Figures --- p.vi / List of Tables --- p.xv / Chapters / Chapter 1. --- Introduction --- p.1 / Chapter 1.1 --- Turbulence --- p.1 / Chapter 1.2 --- Turbulent Rayleigh-Benard Convection --- p.2 / Chapter 1.3 --- Small-Scale Properties of Turbulent Convection --- p.6 / Chapter 1.4 --- Motivations and structure of this thesis --- p.9 / Chapter 1.4.1 --- Motivations --- p.9 / Chapter 1.4.2 --- Organization of this thesis --- p.15 / Chapter 2. --- Experimental apparatus and techniques --- p.16 / Chapter 2.1 --- Turbulent Rayleigh-Benard convection cell --- p.16 / Chapter 2.2 --- The working fluid 1-Pentanol --- p.20 / Chapter 2.3 --- Technique and instruments in temperature structure function measurement --- p.21 / Chapter 2.3.1 --- Temperature detecting probe --- p.22 / Chapter 2.3.2 --- Electronic instruments for temperature measurement --- p.25 / Chapter 2.4 --- Technique and instruments in velocity structure function measurement --- p.28 / Chapter 3. --- Cascades of Temperature Fluctuations in High Prandtl Number Turbulent Convection --- p.31 / Chapter 3.1 --- Selection of the experimental parameters --- p.31 / Chapter 3.2 --- Temperature structure function at the cell centre --- p.33 / Chapter 3.2.1 --- Experiment arrangements --- p.34 / Chapter 3.2.2 --- Experiment results of temperature structure function at the cell centre --- p.37 / Chapter 3.3 --- Temperature structure function near the cell sidewall --- p.43 / Chapter 3.4 --- Intermittency in the high Pr number system --- p.49 / Chapter 3.5 --- Summary --- p.51 / Chapter 4. --- Cascades of Velocity Fluctuations in High Prandtl Number Turbulent Convection --- p.52 / Chapter 4.1 --- Experiment technique --- p.52 / Chapter 4.2 --- Velocity structure function at the cell centre --- p.54 / Chapter 4.2.1 --- Analysis with time average method only --- p.55 / Chapter 4.2.2 --- Homogeneity and isotropy at the cell centre --- p.61 / Chapter 4.2.3 --- Analysis with spatial average method --- p.65 / Chapter 4.3 --- Velocity structure function near the sidewall --- p.70 / Chapter 4.4 --- Summary --- p.75 / Chapter 5. --- Comparison between Different Experiments --- p.77 / Chapter 5.1 --- Comparison between High and Low Pr Number Cases --- p.77 / Chapter 5.2 --- Comparison between the Temperature and Velocity Structure Function Measurements in High Pr number System --- p.80 / Chapter 6. --- Conclusion --- p.82 / References --- p.84

Biomechanical models have been used in designing human work environments to evaluate potential risks to workers before a work environment is constructed. In order for work environments to be modeled correctly, most biomechanical models require as input, an accurate body posture of the worker. This information can be obtained by, either measuring the posture of workers for the task of interest, or estimating the posture. This research explores methods to estimate working postures by developing a model that can predict a worker's posture. The model in this thesis represents the body of the worker with ten links: neck, left and right forearms, left and right upper arms, body, left and right thighs, and left and right calves. The work task inputs consist of the magnitude and direction of the force applied to the hands, and the distances between the hands and the floor. By using these inputs, the model can predict a posture by optimizing an objective function of two criteria: Total Squared Moment and Balance. Model constraints also ensure that a predicted posture is feasible for human. The output of the model is the predicted posture in terms of ten body joint angles: neck, left and right elbows, left and right shoulders, hip, left and right knees, left and right ankles. These joint angles are defined as angles relative to horizontal. The prediction posture can be used as a base reference when inputting into other biomechanical models. By predicting posture from the model, one can obtain postures of the workers without direct measurement of postures from the workers, which can be expensive and time consuming. / Graduation date: 2002

Interpersonal transport of expiratory droplets and droplet nuclei constitutes a prerequisite for the transmission of pathogens as well as the transmission of respiratory diseases. This study modeled the physical process of interpersonal transport of droplets and droplet nuclei in a ventilated room. The impacts of a number of parameters in three length scales and three corresponding physical processes were analyzed, including dispersion and evaporation of droplets/droplet nuclei at 1 to 100 μm, human exhalation flows and body plumes at 0.1 to 1 m, and the indoor environment at 1 to 10 m. The strong hygroscopicity of the solutes in the droplet is capable of keeping the droplet with an equilibrium size in humid air, larger than that of a dried particle. Mathematical models were developed to predict the droplet nucleus size in both dry air and humid air, by simplifying the composition of one expiratory droplet to NaCl solution and suspended spherical particles. For a droplet with an initial diameter of 100 μm, initial NaCl concentration of 0.9%, and initial solids ratio of 1.8%, the droplet nucleus size was estimated to be 42 μm in an ambient relative humidity of 90% (25°C), which is 30% larger than it was in a relative humidity of 30% (25°C). A numerical model was also developed to predict droplet evaporation and dispersion in a constant turbulent buoyant jet. Droplets with initial sizes larger than 80 μm were predicted to deposit on the floor at a distance of ~1.25 m (~1.7 m for 60 μm) away from the mouth, while droplets with initial sizes less than 40 μm travelled to the end of the jet. A series of experiments was conducted to assess the characteristics of human exhalation airflows and thermal plume, using a full-scale test room and a breathing thermal manikin. The impacts of the ventilation system were illustrated by comparing the velocity distribution of the exhalation airflows and airflows induced by thermal plume. Further experiments employing two breathing thermal manikins were carried out to evaluate the interpersonal transport of the expiratory contaminants that were simulated by tracer gas. When the two manikins with the same heights were standing face to face at a mutual distance of 0.8 m, the exhalation airflows from the mouth of the source manikin could directly travel into the breathing region of the susceptible manikin, resulting in a high exposure. The high exposure decreased sharply with an increase in the mutual distance from 0.5 m to 1.0 m. Between 1.0 m to 3.0 m, the exposure by the susceptible manikin remained at a low and constant level. Numerical simulations considering droplet evaporation and droplet nucleus sizes were carried out; and the impacts of the parameters of droplet initial size, humidity, vicinity, ventilation conditions and synchronization of exhalation were evaluated. Fine droplets and droplet nuclei were predicted to travel toward the upper part of the test room, whereas large droplets tend to be deposited on the floor. With a high relative humidity, 95%, most of the droplets were deposited on the floor within 16 seconds. Meanwhile, all of the droplets evaporated to droplet nuclei and remained suspended in the air when the relative humidity was 35%. Mixing ventilation that supplied fresh air with a ventilation rate of 5.6 h-1 resulted in drafts and strong turbulence, which made droplets and droplet nuclei dispersed in the room. The average vertical position was higher than that when the ventilation rate was 3.0 h-1. Displacement ventilation led to the vertical temperature stratification in the room. The vertical temperature gradient could neutralize the buoyancy force and weaken body plumes and the vertical dispersion of droplets and droplet nuclei. The inhalation of the droplets and droplet nuclei by the susceptible person and the deposition of the droplets and droplet nuclei on the body surface of the susceptible person were investigated at mutual distances of 0.5, 1.0, 1.5 and 3.0 m. For one breath from the source person, 1,600 droplets were released. Three and 9 droplet nuclei were inhaled by the susceptible person at a mutual distance of 0.5 and 1.0 m, respectively. No droplet nuclei were inhaled at 1.5 and 3.0 m. / published_or_final_version / Mechanical Engineering / Doctoral / Doctor of Philosophy

This dissertation develops variants of the well-known Hotelling’s location model to examine the nature of competition in the audit market where audit firms make strategic specialization and pricing decisions. In a multi-period spatial oligopoly model of auditing competition, audit firms obtain market power through their service specialization with respect to client characteristics relevant to audit production. This market power allows audit firms to price discriminate among clients. Competition among audit firms is localized: an audit firm optimally charges a client, to whom it has the lowest auditing cost to serve, the marginal auditing cost of the second lowest-cost audit firm. These equilibrium audit firms’ pricing strategies result in an allocation of clients’ surplus and audit firms’ profits that lies in the core of the economy. The existence of a specialization-pricing equilibrium is also established. In equilibrium, given its rivals’ specializations, each audit firm’s profit is maximized by choosing a specialization that maximizes the social welfare (the sum of clients’ surplus and audit firms’ profits). Moreover, audit firms never choose the same specialization in equilibrium. Instead, in order to earn rents as ‘local monopolists’, audit firms differentiate themselves from each other. This result is consistent with a widely held notion that audit firms search for ‘niche’ markets, such as industry specialization, to increase their profits. The dissertation then focuses on a two-period spatial duopoly model in which the market power created by audit firm specialization is now further fortified by the presence of auditors’ learning and clients’ switching costs. In this case, audit firms optimally price discriminate among clients by offering them ‘specialization-and-relationship-specific’ audit fee schedules. The practice of ‘low-balling’ is found to be a natural consequence of the competition among audit firms. However, low-balling occurs only in a certain market segment where audit firms compete quite fiercely. The analysis also demonstrates how equilibrium audit fee schedules, audit firms’ specializations and profits, clients’ surplus, and social welfare depend on the auditing costs, the learning rate, and the switching costs. Some interesting policy implications are illustrated. Finally, the model is used to analyze the impact of banning audit firms from the practice of low-balling. It is demonstrated that even though a policy of banning low-balling always reduces competition, it improves social efficiency in some cases.