Microstructured optical fibres (MOFs), also commonly called photonic crystal fibres or holey fibres, describe a type of optical fibre in which continuous channels of (typically) air run their entire length. These `holes' serve to both confine electromagnetic waves within the core of the fibre and to tailor its transmission properties. In order to understand and quantify both of these functions, a new computational algorithm was developed and implemented. It solves for the eigenvalues of Maxwell's wave equations in the two-dimensional waveguide cross-section, with radiating boundary conditions imposed outside the microstructure. This yields the leaky modes supported by the fibre. The boundary conditions are achieved exactly using a novel refinement scheme called the Adjustable Boundary Condition (ABC) method. Two implementations are programmed and their computational efficiencies are compared. Both use an azimuthal Fourier decomposition, but radially, a finite difference scheme is shown to be more efficient than a basis function expansion. The properties of the ABC method are then predicted theoretically using an original approach. It shows that the method is highly efficient, robust, automated and generally applicable to any implementation or to other radiating problems. A theoretical framework for the properties of modes in MOFs is also presented. It includes the use of the Bloch-Floquet theorem to provide a simpler and more efficient way to exploit microstructure symmetry. A new, but brief study of the modal birefringence properties in straight and spun fibres is also included. The theoretical and numerical tools are then applied to the study of polymer MOFs. Three types of fibres are numerically studied, fabricated and characterised. Each is of contemporary interest. Firstly, fabrication of the first MOFs with uniformly oriented elliptical holes is presented. A high degree of hole ellipticity is achieved using a simple technique relying on hole deformation during fibre draw. Both form and stress-optic birefringence are characterized over a broad scaled-wavelength range, which shows excellent agreement with numerical modelling. Secondly, an analysis of leaky modes in real air core MOFs, fabricated specifically for photonic band gap guidance, is then used to identify alternative guiding mechanisms. The supported leaky modes exhibit properties closely matching a simple hollow waveguide, weakly influenced by the surrounding microstructure. The analysis gives a quantitative determination of the wavelength dependent confinement loss of these modes and illustrates a mechanism not photonic band gap in origin by which colouration can be observed in such fibres. Finally, highly multimode MOFs (also called `air-clad' fibres) that have much wider light acceptance angles than conventional fibres are studied. An original and accurate method is presented for determining the numerical aperture of such fibres using leaky modes. The dependence on length, wavelength and various microstructure dimensions are evaluated for the first time for a class of fibres. These results show excellent agreement with published measurements on similar fibres and verify that bridge thicknesses much smaller than the wavelength are required for exceptionally high numerical apertures. The influence of multiple layers of holes on the numerical aperture and capture efficiency are then presented. It shows that a substantial increase in both these parameters can be achieved for some bridge thicknesses. Simple heuristic expressions for these quantities are given, which are based on the physical insight provided by the full numerical models. The work is then supported by the first fabrication attempts of large-core polymer MOFs with thin supporting bridges. These fibres exhibit relatively high numerical apertures and show good agreement with theoretical expectations over a very wide scaled-wavelength range.

Microstructured optical fibres (MOFs), also commonly called photonic crystal fibres or holey fibres, describe a type of optical fibre in which continuous channels of (typically) air run their entire length. These `holes' serve to both confine electromagnetic waves within the core of the fibre and to tailor its transmission properties. In order to understand and quantify both of these functions, a new computational algorithm was developed and implemented. It solves for the eigenvalues of Maxwell's wave equations in the two-dimensional waveguide cross-section, with radiating boundary conditions imposed outside the microstructure. This yields the leaky modes supported by the fibre. The boundary conditions are achieved exactly using a novel refinement scheme called the Adjustable Boundary Condition (ABC) method. Two implementations are programmed and their computational efficiencies are compared. Both use an azimuthal Fourier decomposition, but radially, a finite difference scheme is shown to be more efficient than a basis function expansion. The properties of the ABC method are then predicted theoretically using an original approach. It shows that the method is highly efficient, robust, automated and generally applicable to any implementation or to other radiating problems. A theoretical framework for the properties of modes in MOFs is also presented. It includes the use of the Bloch-Floquet theorem to provide a simpler and more efficient way to exploit microstructure symmetry. A new, but brief study of the modal birefringence properties in straight and spun fibres is also included. The theoretical and numerical tools are then applied to the study of polymer MOFs. Three types of fibres are numerically studied, fabricated and characterised. Each is of contemporary interest. Firstly, fabrication of the first MOFs with uniformly oriented elliptical holes is presented. A high degree of hole ellipticity is achieved using a simple technique relying on hole deformation during fibre draw. Both form and stress-optic birefringence are characterized over a broad scaled-wavelength range, which shows excellent agreement with numerical modelling. Secondly, an analysis of leaky modes in real air core MOFs, fabricated specifically for photonic band gap guidance, is then used to identify alternative guiding mechanisms. The supported leaky modes exhibit properties closely matching a simple hollow waveguide, weakly influenced by the surrounding microstructure. The analysis gives a quantitative determination of the wavelength dependent confinement loss of these modes and illustrates a mechanism not photonic band gap in origin by which colouration can be observed in such fibres. Finally, highly multimode MOFs (also called `air-clad' fibres) that have much wider light acceptance angles than conventional fibres are studied. An original and accurate method is presented for determining the numerical aperture of such fibres using leaky modes. The dependence on length, wavelength and various microstructure dimensions are evaluated for the first time for a class of fibres. These results show excellent agreement with published measurements on similar fibres and verify that bridge thicknesses much smaller than the wavelength are required for exceptionally high numerical apertures. The influence of multiple layers of holes on the numerical aperture and capture efficiency are then presented. It shows that a substantial increase in both these parameters can be achieved for some bridge thicknesses. Simple heuristic expressions for these quantities are given, which are based on the physical insight provided by the full numerical models. The work is then supported by the first fabrication attempts of large-core polymer MOFs with thin supporting bridges. These fibres exhibit relatively high numerical apertures and show good agreement with theoretical expectations over a very wide scaled-wavelength range.

[pt] Recentes apagões em todo o mundo fazem da confiabilidade de sistemas de potência, no tocante a contingências múltiplas, um tema de pesquisa mundial. Dentro desse contexo, se faz importante investigar métodos eficientes de proteger o sistema contra falhas de alguns de seus componentes, sejam elas dependentes e/ou independentes de outras falhas. Nesse sentido, se tornou crucial a incorporação de critérios de segurança mais rigorosos na operação e planejamento de sistemas de potência. Contingências múltiplas são mais comuns e desastrosas do que falhas naturais e independentes. A principal razão para isso reside na complexidade da estabilidade dinâmica de sistemas de potência. Além disso, o sistema de proteção que opera em paralelo ao sistema de distribuição não é livre de falhas. Portanto, interrupções naturais podem causar contingências em cascata em decorrência do mau funcionamento de mecanismos de proteção ou da instabilidade do sistema elétrico como um todo. Nesse contexto, se dá a motivação pela busca de critérios de segurança mais severos como, por exemplo, o n - K, onde K pode ser maior do que 2. Nesse trabalho, o principal objetivo é incorporar o crtitério de segurança geral n-K para geração e transmissão em modelos de operação e planejamento de sistemas de potência. Além de interrupções em geradores, restrições de rede, bem como falhas em linhas de transmiss˜ao também são modeladas. Esse avanço leva a novos desafios computacionais, para os quais formulamos metodologias de solução eficientes baseadas em decomposição de Benders. Considerando operação, duas abordagens são apresentadas. A primeira propõe um modelo de otimização trinível para decidir o despacho ótimo de energia e reservas sob um critério de segurançaa n - K. Nessa abordagem, a alta dimensionalidade do problema, por contemplar restrições de rede, bem como falhas de geradores e de linhas de transmissão, é contornada por meio da implícita consideração do conjunto de possíveis contingências. No mesmo contexto, a segunda abordagem leva em conta a incerteza da carga a ser suprida e a correlação entre demandas de diferentes barras. Considerando planejamento de expansão da transmissão, outro modelo de otimização trinível é apresentado no intuito de decidir quais linhas de transmissão, dentro de um conjunto de candidatas, devem ser construídas para atender a um critério de segurança n - K e, consequentemente, aumentar a confiabilidade do sistema como um todo. Portanto, as principais contribuições do presente trabalho são as seguintes: 1) modelos de otimização trinível para considerar o critério de segurança n - K em operação e planejamento de sistemas de potência, 2) consideração implícita de todo o conjunto de contingências por meio de uma abordagem de otimização robusta ajustável, 3) otimização conjunta de energia e reserva para operação de sistemas de potência, considerando restrições de rede e garantindo a entregabilidade das reservas em todos os estados pós-contingência considerados, 4) metodologias de solução eficientes baseadas em decomposição de Benders que convergem em passos finitos para o ótimo global e 5) desenvolvimento de restrições válidas que alavancam a eficiência computacional. Estudos de caso ressaltam a eficácia das metodologias propostas em capturar os efeitos econômicos de demanda nodal correlacionada sob um critério de segurançaa n - 1, em reduzir o esfor¸co computacional para considerar os critérios de seguran¸ca convencionais n-1 e n-2 e em considerar critérios de segurança mais rigorosos do que o n - 2, um problema intratável até então. / [en] Recent major blackouts all over the world have been a driving force to make power system reliability, regarding multiple contingencies, a subject of worldwide research. Within this context, it is important to investigate efficient methods of protecting the system against dependent and/or independent failures. In this sense, the incorporation of tighter security criteria in power systems operation and planning became crucial. Multiple contingencies are more common and dangerous than natural independent faults. The main reason for this lies in the complexity of the dynamic stability of power systems. In addition, the protection system, that operates in parallel to the supply system, is not free of failures. Thus, natural faults can cause subsequent contingencies (dependent on earlier contingencies) due to the malfunction of the protection mechanisms or the instability of the overall system. These facts drive the search for more stringent safety criteria, for example, n - K, where K can be greater than 2. In the present work, the main objective is to incorporate the joint generation and transmission general security criteria in power systems operation and planning models. Here, in addition to generators outages, network constraints and transmission lines failures are also accounted for. Such improvement leads to new computational challenges, for which we design efficient solution methodologies based on Benders decomposition. Regarding operation, two approaches are presented. The first one proposes a trilevel optimization model to decide the optimal scheduling of energy and reserve under an n - K security criterion. In such approach, the high dimensionality curse of considering network constraints as well as outages of generators and transmission assets is withstood by implicitly taking into account the set of possible contingencies. The second approach includes correlated nodal demand uncertainty in the same framework. Regarding transmission expansion planning, another trilevel optimization model is proposed to decide which transmission assets should be built within a set of candidates in order to meet an n - K security criterion, and, consequently, boost the power system reliability. Therefore, the main contributions of this work are the following: 1) trilevel models to consider general n - K security criteria in power systems operation and planning, 2) implicit consideration of the whole contingency set by means of an adjustable robust optimization approach, 3) co-optimization of energy and reserves for power systems operation, regarding network constraints and ensuring the deliverability of reserves in all considered post-contingency states, 4) efficient solution methodologies based on Benders decomposition that finitely converges to the global optimal solution, and 5) development of valid constraints to boost computational efficiency. Case studies highlight the effectiveness of the proposed methodologies in capturing the economic effect of nodal demand correlation on power system operation under an n - 1 security criterion, in reducing the computational effort to consider conventional n-1 and n-2 security criteria, and in considering security criteria tighter than n - 2, an intractable problem heretofore.

This diploma thesis deals with design of reconection-less electronically reconfigurable filter structures which have single input and single output using unconventional active elements, which have ability to adjust one of their parameter e.g. gain or transconductance. The first part describes basic parameters of frequency filters, the division of filters by frequency transfer response and used circuit elements, their operational modes, the principle of reconnection-less electronically reconfiguration and the circuit design method MUNV. Second part describes all active elements used in the proposal of filters, their properties and the implementation using existing transistor-level models. The third part contains the design of three reconnection-less electronically reconfigurable filters and the simulations results obtained from simulation programs OrCAD Capture and PSpice. The obtained results were compared with theoretical behaviour. This part also contains results of these analyses: sensitivity, parasitic, Monte Carlo and temperature to determine the behaviour in varied cases.

Tato disertační práce se zaměřuje na výzkum v oblasti frekvenčních filtrů. Hlavním cílem je navrhnout a analyzovat plně diferenční kmitočtové filtry pracující v proudovém módu a využívající moderní aktivní prvky. Prezentované filtry jsou navrženy za použití proudových sledovačů, operačních transkonduktančních zesilovačů, plně diferenčních proudových zesilovačů a transrezistančních zesilovačů. Návrh se zaměřuje na možnost řídit některý z typických parametrů filtru pomocí řiditelných aktivních prvků, které jsou vhodně umístněny do obvodové struktury. Jednotlivé prezentované filtry jsou navrženy v nediferenční a diferenční verzi. Velký důraz je věnován srovnání plně diferenčních struktur s jejich odpovídajícími nediferenčními formami. Funkčnost jednotlivých návrhů je ověřena simulacemi a v některých případech i experimentálním měřením.

Lab-on-a-chip (LOC) technology has blossomed into a major new technology fundamentally influencing the sciences of life and nature. From a systemic point of view however, microfluidics is still in its infancy. Here, we present the concept of a microfluidic central processing unit (CPU) which shows remarkable similarities to early electronic Von Neumann microprocessors. It combines both control and execution units and, moreover, the complete power supply on a single chip and introduces the decision-making ability regarding chemical information into fluidic integrated circuits (ICs). As a consequence of this system concept, the ICs process chemical information completely in a self-controlled manner and energetically self-sustaining. The ICs are fabricated by layer-by-layer deposition of several overlapping layers based on different intrinsically active polymers. As examples we present two microchips carrying out long-term monitoring of critical parameters by around-the-clock sampling. / Dieser Beitrag ist mit Zustimmung des Rechteinhabers aufgrund einer (DFG-geförderten) Allianz- bzw. Nationallizenz frei zugänglich.

[pt] Esta dissertação está estruturada como uma coleção de cinco artigos formatados em capítulos. Os quatro primeiros artigos apresentam contribuições em modelagem e metodológicas para problemas de operação ou investimento em sistemas de potência usando arcabouço de otimização robusta adaptativa e modificações no algoritmo de geração de linhas e colunas (CCGA). O primeiro artigo aborda a programação de curto prazo com restrição de segurança, onde a resposta automática de geradores é considerada. Um modelo robusto de dois estágios é adotado, resultando em complexas instâncias de programação inteira mista, que apresentam variáveis binárias associadas às decisões de primeiro e segundo estágios. Um novo CCGA que explora a estrutura do problema é desenvolvido. O segundo artigo usa redes neurais profundas para aprender o mapeamento das demandas nodais aos pontos de ajuste dos geradores para o problema do primeiro artigo. O CCGA é usados para garantir a viabilidade da solução. Este método resulta em importantes ganhos computacionais em relação ao primeiro artigo. O terceiro artigo propõe uma abordagem adaptativa em dois estágios para um modelo robusto de programação diária no qual o conjunto de incerteza poliedral é caracterizado diretamente a partir dos dados de geração não despachável observados. O problema resultante é afeito ao CCGA. O quarto artigo propõe um modelo de dois estágios adaptativo, robusto em distribuição para expansão de transmissão, incorporando incertezas a longo e curto prazo. Um novo CCGA é desenvolvido para lidar com os subproblemas. Finalmente, sob uma perspectiva diferente e generalista, o quinto artigo investiga a adequação de prêmios de incentivo para promover inovações em aspectos teóricos e computacionais para os desafios de sistemas de potência modernos. / [en] This dissertation is structured as a collection of five papers formatted as chapters. The first four papers provide modeling and methodological contributions in scheduling or investment problems in power systems using the adaptive robust optimization framework and modifications to the column-and-constraint-generation algorithm (CCGA). The first paper addresses the security-constrained short-term scheduling problem where automatic primary response is considered. A two-stage robust model is adopted, resulting in complex mixed-integer linear instances featuring binary variables associated with first- and second-stage decisions. A new tailored CCGA which explores the structure of the problem is devised. The second paper uses deep neural networks for learning the mapping of nodal demands onto generators set point for the first paper s model. Robust-based modeling approaches and the CCGA are used to enforce feasibility for the solution. This method results in important computational gains as compared to results of the first paper. The third paper proposes an adaptive data-driven approach for a two-stage robust unit commitment model, where the polyhedral uncertainty set is characterized directly from data, through the convex hull of a set of previously observed non-dispatchable generation profiles. The resulting problem is suitable for the exact CCGA. The fourth paper proposes an adaptive two-stage distributionally robust transmission expansion model incorporating long- and short-term uncertainties. A novel extended CCGA is devised to tackle distributionally robust subproblems. Finally, under a different and higher-level perspective, the fifth paper investigates the adequacy of systematic inducement prizes for fostering innovations in theoretical and computational aspects for various modern power systems challenges.

本論文含蓋三篇文章，分別從評價、避險和風險控管三方面，分析上限型股權連結保本票券。 第一篇文章為上限型股權連結保本票券之設計、評價和比較。本文考量投資人保守的投資行為與設限型股權連結票券所存在的delta跳躍(delta jump)現象，延伸Brennan and Schwartz (1976)模型，提出一個能在股價波動之際，使發行的避險部位delta呈現平滑變動且兼具保本(protected principal)功用的一般化模型(general form)。相較於一般的設限型股權連結保本模型，本模型具有以下特色。第一，加入股價成長率的調整因子(adjustable factor)，當景氣低靡，股價不停下跌時，正的調整因子可減緩股價下滑之勢，進而增加投資人在票券到期日時獲取更多資本利得(capital gain)的機會。同時，調整因子縮小了當期股價成長率與股價上限成長率(capped stock growth rate)之間的差距，繼而減緩delta 跳躍的幅度，降低發行者的避險成本。並且在HJM利率模型下，delta隨股價與股價波動度的變化更顯平滑(smooth)。第二，在保本率(protection rate)和參與率 (participation rate)不變之下，本模型的期初合理價格(fair price)較低，投資人能以較低的成本取得同等的投資保障。第三，若將本票券的名目面額(notional principal)視作共同基金(mutual fund)的淨值(net value)，而該淨值與股價連動，則本模型即成為股權連結的保本型基金(principal-protected fund)。 第二篇文章是路徑依賴之上限型股權連結保本模型之評價和風險測量。該文是擴展Brennan and Schwartz (1976)模型發展一個路徑依賴之上限型股權連結保本模型，並且提出一個比二元數模型更精確的封閉解。此外，也對七個時間序列進行股價波動度之精確檢定，得知AR-ARCH(1)模型對上限型股權連結保本票券而言，較其它時間序列模型，更能有效估計股價之波動度。 第二篇文章是外國資產的風險管理。目前在國內金融市場上，國外金融商品很多，大都以外幣計價，因此匯率風險是投資人不可忽視的因子。本文拓展Kupiec(1999)模型，將匯率風險加入模型中，使投資人更有效進行風險管理。 / This thesis studies valuation, hedge and risk management of capped equity-linked and principal-protected notes by means of the following essays: (1) Design, Valuation and Comparison of Capped Equity-linked and Principal-protected Notes (2) Valuation and Risk Measurement of Capped Equity-linked and Principal-protected Notes with Path Dependence (3) Risk Management of Foreign Assets Capped equity-linked and principal-protected notes are similar with barrier options. There exists delta jump as stock price or growth rate reaches the barrier. But previous studies about equity-linked and principal-protected notes with a restricted growth rate of stock price never explicitly discussed how the delta jump could be solved. In my first essay, I present a new design for capped equity-linked and principal-protected notes and add an adjustable factor to growth rate of stock price in such a way that the adjustable factor narrows the gap between the current stock growth rate and the capped stock growth rate and thus really reduces the magnitude of the delta jump and hence lowers the hedging cost for brokers. Recently, the focus of previous studies about principal-protected notes has been on either the restriction on the rate of stock return or the path dependence on the underlying asset, but not both in the same context. In my second essay, I develop a model on the capped, equity-linked and principal-protected notes with path dependence. There are two issues in this article. The first issue is valuation on the capped, equity-linked and principal-protected notes with path dependence. I find a closed-form approximation using the 2nd-order Taylor approximation and the method of Vorst (1992) that has higher accuracy than binomial tree model as maturity time or volatility becomes large. The second issue is risk measurement. I use VaR model to evaluate market risk of the principal-protected notes, and employ seven univariate time series models to forecast volatility and examine the accuracy. Additionally, investors may well encounter potential loss as the prices of financial products are reduced in the secondary market. The VaR is mainly concerned with the downside risk and becomes a standard measure of financial market risk that is increasingly used by investors. But if we want to apply 〝textbook〞formulation to risk management of foreign assets, there leaves exchange rate risk out of consideration. Therefore, I extend the work by Kupiec (1999) to present VaR formula with exchange rate risk for foreign assets and then to manage market risk usefully.