An experimental and numerical investigation was conducted to study boiling and condensation - the two most important phenomena occurring in a dual-chamber thermosyphon. Boiling experiments were carried out using water at sub-atmospheric pressures of 9.7, 15 and 21 kPa with a three-dimensional porous boiling enhancement structure integrated in the evaporator. Sub-atmospheric pressure boiling achieved heat fluxes in excess of 100 W/cm2 with negligible incipience superheat, for wall temperatures below 85 oC. Reduced pressures resulted in reduction of heat transfer coefficient with decrease in saturation pressure. The boiling enhancement structure showed considerable heat transfer enhancement compared to boiling from plain surface. Increased height of the structure decreased the heat transfer coefficient and suggested the existence of an optimum structure height for a particular saturation pressure. A parametric study showed that a reduction in liquid level of water increased the CHF for boiling with plain surfaces. For boiling with enhanced structures, the liquid level for optimum heat transfer increased with increasing height of the enhanced structure. A numerical model was developed to study condensation of water in horizontal rectangular microchannels of hydraulic diameters 150-375 µm. The model incorporated surface tension, axial pressure gradient, liquid film curvature, liquid film thermal resistance, gravity and interfacial shear stress, and implemented successive solution of mass, momentum and energy balance equations for both liquid and vapor phases. Rectangular microchannels achieved significantly higher heat transfer coefficient compared to a circular channel of similar hydraulic diameter. Increasing the inlet mass flow rate resulted in a higher heat transfer coefficient. Increasing the inlet temperature difference between wall and vapor led to a thicker film and a gradually decreasing heat transfer coefficient. Increasing the channel dimensions led to higher heat transfer coefficient, with a reduction in the vapor pressure drop along the axial direction of the channel. The unique contributions of the study are: extending the knowledge base and contributing unique results on the thermal performance of thermosyphons, and development of a analytical model of condensation in rectangular microchannels, which identified the system parameters that affects the flow and thermal performance during condensation.

In Taiwan, the trading value of electronics related stocks makes up over 60% of Taiwan stock market and has grown gradually to the recent high of 70.03% in Dec. 2009. The high correlation between the TAIEX and TAIEX Electronic Index raises our interest to build a fund aiming to outperform TAIEX Electronic Index performance with similar risk as index by constructing an enhanced fund. We are keen to investigate if active management gain higher return than passive one according to our empirical study. This paper presents a combination effect of multi-factor model in the electronic sector and illiquidity, that expected returns are increasing in illiquidity. The major outcome is that we construct single industry Multi-Factor Model (MFM) and test for its prediction ability. The other is we form a proxy for illiquidity and incorporate it into the multi-factor model using Principal Component Analysis (PCA). The objective of this study is to discover mispriced stocks and make adjustments to build an enhanced fund, targeting 3% tracking error. As a result, the most stable factors based on cumulative return in forecasting electronic sector are Leverage, Value3, ValueToGrowth, EarningQulity respectively. The average explanatory power of electronic multi-factor model (ELE-MFM) is around 52.4% over the sample from 2004/1 to 2009/12. For illiquidity measure, we run cross-regression of stock return on illiquidity and other stock characteristics from the period of 2000/1 to 2009/12. What we find is sub-period is the significant evidence for the work of illiquidity. With the PCA combination of electronic multi-factor model and illiquidity measure into scores coming from the first principal component, we rank stocks through it. With the appropriate constraint rules added into our quadratic programming, the portfolio using the techniques combining multi-factor model and liquidity measures shows IR 0.69, TE 3% and Alpha 2.04% in our sample period. The work of the electronic Multi-Factor Model (MFM) and the illiquidity measure showing satisfactory result support enhanced skills.

This study constructs a quantitative stock selection model across multiple sectors with the application of the Bayesian method. It employees factors from the Taiwan stock market which could explain stock returns. Under this structure, each sector that has different significant factors is allowed to be imported into sub models. The factors are calculated into alpha scores and used to do stock selection. Therefore, the demonstration of both intra and inter-sector alpha scores into sector-specific integration alpha scores is an important concept in this study. Furthermore, an enhanced index fund is built based on the model and related to the benchmark to illustrate the power of this model. Once the contents of a portfolio are decided, this model could provide stock selection criterion based on the predictive power of stock return. Finally, the results demonstrate that this model is practical and flexible for local stock portfolio analysis.

Quantitative analysis is one branch of portfolio management. The advantages of quantitative analysis are fast and objective. It has developed significantly in recent years because of the improvements in computer technology. This thesis applies the structure of a multi-factor model (MFM) to undertake quantitative analysis. Singapore has one of the most prosperous financial markets in Southeast Asia. The Singapore Stock Exchange (SGX) and Financial Times and the London Stock Exchange (FTSE) are now in cooperation, which has added vitality to this market. It has great influence in global financial markets, and this is why we select its security market to be our target in MFM. The model refers the multi-factor processes of Jeng and Tsai (2011) . For backtesting, we adopt an enhanced strategy as testimony. We transmit information from the MFM to the enhanced strategy. Then we create the stock weightings to constitute the enhanced portfolio. This model includes 68 significant descriptors, 14 composite factors and 7 industry factors. The Singapore MFM shows 43% adjusted R-Square in the sample period. The enhanced portfolio we suggested has an information ratio of 76.80% with a tracking error of 4.02% and 1.53% for monthly turnover rate.

In this research, two major experiments, including the self-assembly of silica spheres, were performed by using a physical confinement method with an attractive capillary force. The silica spheres were dragged and aggregated as results of the evaporation of the solvent. In the first experiment, silica spheres were assembled into the two-dimensional pattered substrate, constructed by the photo-resist film formed under a lithography process. Several patterned substrates could work as a physical trap during the flow of the silica spheres. The ordered arrangement of the silica spheres was controlled by the concentration and the size of the silica spheres, the thickness of the photo-resist film, and the titled angle of the substrate. In our conditions, the silica spheres could orderly arrange in larger area of the substrate. In the second experiment, a surface-enhanced Raman scattering (SERS) enhancement was observed from a chain of silica spheres with silver nanoparticles, which worked as a excitation source to provid a strong local electromagnetic fields exciting the crystal violet (CV) dye coated on the silica spheres. We found that the CV molecules has a strong SERS intensity due to the refraction and reflection of the incident light within the silica spheres. When the silica spheres were linearly arranged, longer length of the chained silica spheres would lead to a maximum value of the SERS intensity.

A nanofluidic biosensor using surface-enhanced Raman scattering (SERS) was developed to detect the β-amyloid (Aβ) protein, one of the biomarkers of Alzheimer’s disease (AD). Recent studies have indicated that investigating changes in relative concentrations of structure specific Aβ oligomers in cerebral spinal fluid (CSF) during the progression of AD could be important indicators for diagnosing AD pre-mortem. However, there is no definitive pre-mortem diagnosis of AD thus far because of the lack of technology available for sensitive Aβ detection. Hence, the development of a system for detecting the structure specific Aβ oligomers, along with the concentrations of these oligomers in CSF, would be useful in the investigation of the molecular mechanisms of Aβ cytotoxicity associated with AD. In this thesis, a nanofluidic trapping device trapping system for detecting biomolecules at sub-picomolar concentrations was developed for using SERS. The device, with a microchannel leading to a nanochannel, carries out dual functions: encouraging sizedependent trapping of gold nanoparticles (60nm) at the entrance of the nanochannel as well as restricting the target molecules between the gaps created by the aggregated nanoparticles. Initially, the trapping capability of the nanofluidic device was tested using fluorescent polystyrene and gold nanoparticles. UV-vis absorption spectroscopy was used to characterize the gold nanoparticle clusters at the entrance to the nanochannel. The device established controlled, reproducible, SERS active sites within the interstices of gold nanoparticle clusters and shifted the plasmon resonance to the near infrared, in resonance with incident laser light. Two strongly Raman active molecules, adenine and Congo red, were used to test the feasibility of the SERS nanofluidic device as a platform for the detection of multiple analytes. The results showed that strong SERS signals were obtained from the nanoparticle clusters at the nanochannel entrance. Once the feasibility of the approach was determined with strong Raman molecules, Aβ was detected using this nanofluidic SERS platform. Distinct surface-enhanced Raman spectra of Aβ was observed in different conformational states as a function of concentration and structure (monomer versus oligomer form) due to Aβ refolding from α-helical to a predominantly β-pleated sheet form. The sensor was also shown to potentially distinguish Aβ from insulin and albumin, confounder proteins in cerebral spinal fluid. Thus, a novel platform was developed to detect picomoler levels of Aβ with the ultimate goal of facilitating the diagnosis and understanding of Alzheimer’s disease by means of detecting structure specific oligomers of Aβ.

The statistical evaluation of molecular imaging approaches for detecting, diagnosing, and monitoring molecular response to treatment are required prior to their adoption. The assessment of fluorescence-enhanced optical imaging is particularly challenging since neither instrument nor agent has been established. Small animal imaging does not address the depth of penetration issues adequately and the risk of administering molecular optical imaging agents into patients remains unknown. Herein, we focus upon the development of a framework for OAIQ which includes a lumpy-object model to simulate natural anatomical tissue structure as well as the non-specific distribution of fluorescent contrast agents. This work is required for adoption of fluorescence-enhanced optical imaging in the clinic. Herein, the imaging system is simulated by the diffusion approximation of the time-dependent radiative transfer equation, which describes near infra-red light propagation through clinically relevant volumes. We predict the time-dependent light propagation within a 200 cc breast interrogated with 25 points of excitation illumination and 128 points of fluorescent light collection. We simulate the fluorescence generation from Cardio-Green at tissue target concentrations of 1, 0.5, and 0.25 µM with backgrounds containing 0.01 µM. The fluorescence boundary measurements for 1 cc spherical targets simulated within lumpy backgrounds of (i) endogenous optical properties (absorption and scattering), as well as (ii) exogenous fluorophore crosssection are generated with lump strength varying up to 100% of the average background. The imaging data are then used to validate a PMBF/CONTN tomographic reconstruction algorithm. Our results show that the image recovery is sensitive to the heterogeneous background structures. Further analysis on the imaging data by a Hotelling observer affirms that the detection capability of the imaging system is adversely affected by the presence of heterogeneous background structures. The above issue is also addressed using the human-observer studies wherein multiple cases of randomly located targets superimposed on random heterogeneous backgrounds are used in a “double-blind” situation. The results of this study show consistency with the outcome of above mentioned analyses. Finally, the Hotelling observer’s analysis is used to demonstrate (i) the inverse correlation between detectability and target depth, and (ii) the plateauing of detectability with improved excitation light rejection.

Nowadays plasmonics is rapidly developing areas from fundamental studies to more application driven research. This dissertation contains three different research topics on plasmonics. In the first research topic, by modulating the zone width of a plasmonic zone plate, we demonstrate that a beam focused by a proposed plasmonic zone plate lens can be achieved with higher intensity and smaller spot size than the diffraction-limited conventional zone plate lens. This sub-diffraction focusing capability is attributed to extraordinary optical transmission, which is explained by the complex propagation constant in the zone regions afforded by higher refractive index dielectric layer and surface plasmons. On the other hand, the resulted diffraction efficiency of this device is relatively low. By introducing a metal/dielectric multilayered zone plate, we present higher field enhancement at the focal point. This higher field enhancement originates not only from surface plasmon polaritons-assisted diffraction process along the propagation direction of the incident light (longitude mode), but also from multiple scattering and coupling of surface plasmons along the metal/dielectric interface (transverse mode). In the second research topic, we suggest a novel concept of SERS-active substrate applications. The surface-enhanced Raman scattering enhancement factor supported by gap surface plasmon polaritons is introduced. Due to higher effective refractive index induced by gap surface plasmon polaritons in the spacer region between two metal plates, incident light tends to localize itself mostly in the medium with higher refractive index than its adjacent ones and thereby the lights can confine with larger field enhancement. In the last research topic, we offer a simple structure in which a gold dipole antenna is formed on the SiC substrate. Surface phonon polaritons, counterparts of surface plasmon polaritons in the mid-infrared frequencies, are developed. Due to the synergistic action between the conventional dipole antenna coupling and the resonant excitation of surface phonon polaritons, strong field enhancement in the gap region of dipole antenna is attained. Most of research topics above are expected to find promising applications such as maskless nanolithography, high resolution scanning optical microscopy, optical data storage, optical antenna, SERS-active substrate, bio-molecular sensing and highly sensitive photo-detectors.

Nanochannel devices have been explored over the years with wide applications in bio/chemical analysis. With a dimension comparable to many bio-samples, such as proteins, viruses and DNA, nanochannels can be used as a platform to manipulate and detect such analytes with unique advantages. As a prerequisite to the development of nanochannel devices, various nanofabrication techniques have been investigated by many researchers for decades. In this dissertation, three different fabrication approaches for nanochannels are discussed, including a novel scanning coaxial electrospinning process, a heat-induced stretching approach and a standard contact photolithography process. The scanning coaxial electrospinning process is established based on conventional electrospinning process. A coaxial jet, with the motor oil as the core and spin-on-glass-coating/PVP solution as the shell, is deposited on the rotating collector as oriented coaxial nanofibers. These nanofibers are then annealed to eliminate the core material and form the hollow interior. Silica nanochannels with an inner diameter as small as 15 nm were obtained. The heat-induced stretching approach includes using commercially available fused silica tubings to create nanochannels by thermal deforming. This method and the electrospinning technique both focus on fabricate one-dimensional nanochannels with a circular opening. Fluorescent dye was used as a testing sample for single molecule detection and electrokinetic analysis in the resultant nanochannels. Another nanochannel device described in this dissertation has a deep-shallow step structure. It was fabricated by standard contact lithography, followed by etching and bonding. This device was applied as a powerful detection platform for surface-enhanced Raman spectroscopy (SERS). The experiment results proved that it is able to highly improve the sensitivity and efficiency of SERS. The SERS enhancement factor obtained from the device is 108. Moreover, the molecule enrichment effect of this device provides an extra 105 enhancement. The detection can be efficiently finished within minutes after simply loading the mixture of analytes solution and gold nanoparticles in the device. The sample consumption is in micro-liter range. Potential applications in diagnostics, prognositics and water pollutants detection could be achieved using this device.

This thesis research investigates the adhesion mechanisms of protein molecules to surfaces of biomaterials. New understanding in such adhesion mechanisms will lead to materials design and surface engineering in order to extend the lifespan of implants. The present research evaluates and analyzes the adhesive strength of proteins on pure High Density Polyethylene (HDPE), Single Wall Carbon Nanotube (SWCNT) enhanced HDPE composites, Ti-C:H coating and Ti6Al4V alloys (grade 2). The adhesive strength was studied through fluid shear stress and the interactions between the fluid and material surfaces. The adhesive strength of protein molecules was measured through the critical shear strength that resulted through the fluid shear stress. The effects of surface and material properties, such as roughness, topography, contact angle, surface conductivity, and concentration of carbon nanotubes on adhesion were analyzed. Research results showed that the surface roughness dominated the adhesion. Protein was sensitive to micro-scale surface roughness and especially favored the nano-porous surface feature. Results indicated that the unpurified SWCNTs influenced crystallization of HDPE and resulted in a nano-porous structure, which enhanced the adhesion of the protein onto a surface. Titanium hydrocarbon coating on silicon substrate also had a porous topography which enhanced its adhesion with protein, making it superior to Ti6Al4V.