Discrete (mm- to m-scale) mylonitic shear zones in the northeastern Harquahala metamorphic core complex, Arizona, show evidence of fluid-mineral interactions catalyzing deformation and metamorphism. Many contain a deformed central epidote vein with adjacent bleached haloes and flanking paired shear zones that indicate significant fluid-rock interaction during deformation. An integration of structural and geochemical methods was employed to understand timing, metamorphic conditions, and physiochemical processes responsible for producing the discrete shear zones. Field and microstructural evidence suggest the zones initiated on antecedent fractures. Electron backscatter diffraction (EBSD) analyses show a significant coaxial contribution to the shear, and quartz deformation predominately by prism <a> slip, along with some rhomb <a> slip, suggesting amphibolite-facies conditions during shearing. Fourier Transform Infrared spectroscopy analyses of quartz reveal higher water contents within shear zones than within country rocks, indicating fluid infiltration synchronous with shearing. Stable isotope analyses of quartz and feldspar from mylonites are consistent with an igneous or metamorphic fluid origin. Microstructural observations suggest that the zone morphology with epidote veins, bleached haloes, and flanking discrete paired shear zones was developed predominantly from reaction softening mechanisms. The increase in deformation from bleached rock to flanking shear zones is marked by progressive modal increases in biotite and myrmekite, and modal decreases in K-feldspar, and locally epidote and titanite. Myrmekitic textures recrystallized readily and resulted in progressively greater grain size reduction of feldspar, which aided in the progressive alignment and linkage of the biotite grains, which together concentrated the deformation in bands. Volume reduction resulting from some of the metamorphic reactions may have led to a positive feedback cycle among fluid infiltration, metamorphism and deformation. U-Pb isotope analyses of syn-metamorphic titanite yield an age of ~70 Ma, suggesting the shear zones formed during cooling of the Late Cretaceous (75.5±1.3 Ma) Brown’s Canyon pluton, consistent with their top-to-the-southwest sense of shear, rather than during top-to-the-northeast directed Miocene metamorphic core complex exhumation. Petrography, EBSD analyses, and U-Pb dating of titanite from other (non-discrete) mylonites in the area imply most formed synchronously with the discrete shear zone mylonites. Only rare, scattered mylonites show features consistent with metamorphic core complex exhumation. / text

<p>Induction machines convert more than 55% of electrical energy into various other forms in industrial and domestic environments. Improved performance, especially by reduction of losses in induction machines hence can significantly reduce consumption of electricity. Many design and control methods are adopted to make induction machines work more efficiently, however certain design compromises are inevitable, such as skewing the rotor to improve the magnetic noise and torque characteristics increase the cross current losses considerably in a cage rotor, degrading the efficiency of the motor. Crosscurrent losses are the dominating stray losses which are dependent on several factors among them are percentage skew and the contact resistance between the rotor bars and laminations. It is shown in this thesis that implementing a design change which has non-skewed asymmetrical distribution of rotor slots can serve the same purpose as skewing i.e., reduction of the magnetic noise, thereby avoiding the negative effects of skewing the rotor slots especially by reducing the cross-current losses.</p><p>Two design ethodologies to introduce asymmetry in rotor slots are proposed and the key performance characteristics like torque ripple, radial air gap forces are computed both numerically and analytically. Radial forces obtained from the finite element method are coupled to the analytical tool forcalculating the magnetic noise. A spectral method to calculate and separate the radial forces into vibration modes and their respective frequencies is proposed and validated for a standard 4-pole induction motor. The influence of rotor slot number, eccentricity and skew on radial forces and magnetic noise are studied using finite element method in order to understand the vibrational and acoustic behavior of the machine, especially for identifying their sources. The validated methods on standard motors are applied for investigating the asymmetrical rotor slot machines.</p><p>Radial air gap forces and magnetic noise spectra are computed for the novel dual and sinusoidal symmetrical rotors and compared with the standard symmetrical rotor. The results obtained showed reduced radial forces and magnetic noise in asymmetrical rotors, both for the eccentric and noneccentric cases. Based on the results obtained some guide lines for designing  asymmetrical rotor slots are established. Magnitudes of the harmful modes of vibration observed in the eccentric rotors, which usually occur in reality, are considerably reduced in asymmetrical rotors showing lower sound intensity levels produced by asymmetrical rotors. The noise level from mode-2 vibration in a 4-pole standard 15 kW motor running with 25% static eccentricity is decreased by about 6 dB, compared to the standard rotors. Hence improved performance can be achieved by removing skew which reduces cross current losses and by employing asymmetrical rotor slots same noise level can be maintained or can be even lowered.</p><p> </p><p> </p>

No description available.

No description available.

Natural archives such as lake sediments allow us to assess contemporary ecosystem responses to climate and environmental changes in a long-term context beyond the few decades to at most few centuries covered by monitoring or historical data. To achieve a comprehensive view of the changes preserved in sediment records, multi-proxy studies – ideally in high resolution – are necessary. However, this combination of including a range of analyses and high resolution constrains the amount of material available for analyses and increases the analytical costs. Infrared spectroscopic methods are a cost-efficient alternative to conventional methods because they offer a) a simple sample pre-treatment, b) a rapid measurement time, c) the non- or minimal consumption of sample material, and d) the potential to extract quantitative and qualitative information about organic and inorganic sediment components from a single measurement. The main objective of this doctoral thesis was twofold. The first part was to further explore the potential of Fourier transform infrared (FTIR) and visible-near infrared (VNIR) spectroscopy in paleolimnological studies as a) an alternative tool to conventional methods for quantifying biogenic silica (bSi) – a common proxy of paleoproductivity in lakes – in sediments and b) as a tool to infer past lake-water total organic carbon (TOC) levels from sediments. In a methodological study, I developed an independent application of FTIR spectroscopy and PLS modeling for determining bSi in sediments by using synthetic sediment mixtures with known bSi content. In contrast to previous models, this model is independent from conventional wet-chemical techniques, which had thus far been used as the calibration reference, and their inherent measurement uncertainties. The second part of the research was to apply these techniques as part of three multi-proxy studies aiming to a) improve our understanding of long-term element cycling in boreal and arctic landscapes in response to climatic and environmental changes, and b) to assess ongoing changes, particularly in lake-water TOC, on a centennial to millennial time scale. In the first applied study, high-resolution FTIR measurements of the 318-m long sediment record of Lake El’gygytgyn provided a detailed insight into long-term climate variability in the Siberian Arctic over the past 3.6 million years. Highest bSi accumulation occurred during the warm middle Pliocene (3.6-3.3 Ma), followed by a gradual but variable decline, which reflects the first onset of glacial periods and then the finally full establishment of glacial–interglacial cycles during the Quaternary. The second applied study investigated the sediment record of Torneträsk in subarctic northern Sweden also in relation to climate change, but only over the recent post-glacial period (~10 ka). By comparing responses to past climatic and environmental forcings that were recorded in this large-lake system with those recorded in small lakes from its catchment, I determined the significance and magnitude of larger-scale changes across the study region. Three different types of response were identified over the Holocene: i) a gradual response to the early landscape development following deglaciation (~10000-5300 cal yr BP); ii) an abrupt but delayed response following climate cooling during the late Holocene, which occurred c. 1300 cal yr BP – about 1000-2000 years later than in smaller lakes from the area; and iii) an immediate response to the ongoing climate change during the past century. The rapid, recent response in a previously rather insensitive lake-ecosystem emphasizes the unprecedented scale of ongoing climate change in northern Fennoscandia. In the third applied study, VNIR-inferred lake-water TOC concentrations from lakes across central Sweden showed that the ongoing, observed increase in surface water TOC in this region was in fact preceded by a long-term decline beginning already AD 1450-1600. These dynamics coincided with early human land use activities in the form of widespread summer forest grazing and farming that ceased over the past century. The results of this study show the strong impact of past human activities on past as well as ongoing TOC levels in surface waters, which has thus far been underestimated. The research in this thesis demonstrates that infrared spectroscopic methods can be an essential component in high-resolution, multi-proxy studies of past environmental and climate changes.

A multiple-sensor optical shape measurement system (SMS) based on the principle of white-light fringe projection has been developed and commercialised by Loughborough University and Phase Vision Ltd for over 10 years. The use of the temporal phase unwrapping technique allows precise and dense shape measurements of complex surfaces; and the photogrammetry-based calibration technique offers the ability to calibrate multiple sensors simultaneously in order to achieve 360° measurement coverage. Nevertheless, to enhance the applicability of the SMS in industrial environments, further developments are needed (i) to improve the calibration speed for quicker deployment, (ii) to broaden the application range from shape measurement to deformation field measurement, and (iii) to tackle practically-challenging surfaces of which specular components may disrupt the acquired data and result in spurious measurements. The calibration process typically requires manual positioning of an artefact (i.e., reference object) at many locations within the view of the sensors. This is not only timeconsuming but also complicated for an operator with average knowledge of metrology. This thesis introduces an automated artefact positioning system which enables automatic and optimised distribution of the artefacts, automatic prediction of their whereabouts to increase the artefact detection speed and robustness, and thereby greater overall calibration performance. This thesis also describes a novel technique that integrates the digital image correlation (DIC) technique into the present fringe projection SMS for the purpose of simultaneous shape and deformation field measurement. This combined technique offers three key advantages: (a) the ability to deal with geometrical discontinuities which are commonly present on mechanical surfaces and currently challenging to most deformation measurement methods, (b) the ability to measure 3D displacement fields with a basic single-camera single-projector SMS with no additional hardware components, and (c) the simple implementation on a multiple-sensor hardware platform to achieve complete coverage of large-scale and complex samples, with the resulting displacement fields automatically lying in a single global coordinate system. A displacement measurement accuracy of ≃ 1/12,000 of the measurement volume, which is comparable to that of an industry-standard DIC system, has been achieved. The applications of this novel technique to several structural tests of aircraft wing panels on-site at the research centre of Airbus UK in Filton are also presented. Mechanical components with shiny surface finish and complex geometry may introduce another challenge to present fringe projection techniques. In certain circumstances, multiple reflections of the projected fringes on an object surface may cause ambiguity in the phase estimation process and result in incorrect coordinate measurements. This thesis presents a new technique which adopts a Fourier domain ranging (FDR) method to correctly identifying multiple phase signals and enables unambiguous triangulation for a measured coordinate. Experiments of the new FDR technique on various types of surfaces have shown promising results as compared to the traditional phase unwrapping techniques.

This thesis concerns the relations between correlation matrix, difference propagation matrix and other matrices used in the block cipher cryptanalysis. We show that some relations between these matrices can be seen just as a change of basis provided by the discrete Fourier transform. This can be used for an easier proof of a well-known theorem. We also study properties of difference propagation matrix, describe a class of vectorial Boolean functions which have the same difference propagation matrix and state a numerically justified hypothesis that this class contains all such functions.

La première partie de cette thèse est consacrée aux problématiques liées à la modélisation markovienne de la courbe de variance forward. Elle est divisée en 3 chapitres. Dans le premier chapitre, nous présentons le cadre général de la modélisation de type HJM-Markov pour la courbe de variance forward. Nous revisitons le cadre affine-markovien modélisation et nous l'illustrons par l'exemple du modèle de Bühler. Dans le deuxième chapitre, nous proposons un nouveau modèle pour la courbe de variance forward qui combine les caractéristiques des deux versions (continue et discrète) du modèle de Bergomi 2008, sans se réduire ni à l'une ni à l'autre. Un des avantages de ce modèle est que les prix des futures et options sur VIX peuvent être exprimés comme des espérances de fonctions déterministes d'une variable aléatoire gaussienne, ce qui réduit le problème de la calibration à l'inversion de certaines fonctions monotones. Dans le troisième chapitre, on propose une méthode d'approximation pour les prix d'options européennes dans des modèles à volatilité stochastique de type multi-factoriels lognormal (comprenant le modèle présenté dans le deuxième chapitre, les modèles de Bergomi et le modèle de Scot 1987). Nous obtenons un développement d'ordre 3 de la densité du sous-jacent par rapport au paramètre de la volatilité de la volatilité. Nous présentons aussi une méthode de réduction de variance de type "variable de contrôle" pour la simulation par la méthode de Monte-Carlo qui utilise l'approximation explicite que nous obtenons de la fonction de répartition de la loi du sous-jacent. La deuxième partie de cette thèse est consacrée à l'étude des propriétés de monotonie des prix d'options européennes par rapport aux paramètres du CIR dans le modèle de Heston. Elle est divisée en deux chapitres. Dans le premier chapitre (cf. chapitre 4), nous donnons quelques résultats généraux sur le processus CIR. Nous montrons d'abord que les queues de distribution d'une combinaison du CIR et de sa moyenne arithmétique se comportent comme des exponentielles. Nous étudions ensuite les dérivées de la solution de ce processus par rapport aux paramètres de sa dynamique. Ces dérivées sont données comme solutions d'équations différentielles stochastiques, qu'on résout pour obtenir des représentations de ces dérivées en fonction des trajectoires du CIR. Le chapitre 5 est consacré à l'étude de la monotonie du prix d'un Put européen par rapport aux paramètres du CIR et à la corrélation dans le modèle de Heston. Nous montrons que, sous certaines conditions, les prix d’options européennes sont monotones par rapport aux paramètres du drift du CIR. Nous montrons ensuite que le paramètre de la volatilité de la volatilité joue le rôle de la volatilité si on prend la variance réalisée comme sous-jacent. En particulier, les prix d'options convexes sur la variance réalisée sont strictement croissants par rapport à la volatilité de la volatilité. Enfin, nous étudions la monotonie du prix du Put européen par rapport à la corrélation. Nous montrons que le prix du put du Put est croissant par rapport à la corrélation pour les petites valeurs du Spot et décroissant pour les grandes valeurs. Nous étudions ensuite les points de changement de monotonie pour les courtes et longues maturités / The first part of this thesis deals with issues related to the Markov-modeling of the forward variance curve. It is divided into 3 chapters. In the first chapter, we present the general framework of the HJM-type modelling for the forward variance curve. We revisit the Affine-Markov framework, and illustrate by the model proposed by B"uhler 2006. In the second chapter, we propose a new model for the forward variance curve that combines features of the continuous and discrete version of Bergomi's model model Bergomi (2008), without being reduced to either of them. One of the strengths of this model is that the prices of VIX futures and options can be expressed as expectations of deterministic functions of a Gaussian random variable, which reduces the problem of calibration to the inversion of some monotonic functions. In the third chapter, we propose an approximation method for pricing of European options under some lognormal stochastic volatility models (including the model presented in the second chapter, Bergomi's model2008 and Scot model 1987). We obtain an expansion (with respect to the the volatility of volatility parameters of order 3) of the density of the underlying. We also propose a control variate method to effectively reduce variances of Monte Carlo simulations for pricing European optionsThe purpose of the second part of this thesis is to study the monotonicity properties of the prices of European options with respect to the CIR parameters under Heston model. It is divided into two chapters. In the first chapter (see Chapter 4), we give some general results related to the CIR process. We first show that the distribution tails of a combination of the CIR and its arithmetic mean behave as exponential. We then study the derivatives of the solution process with respect to the parameters of its dynamics. These data are derived as solutions of stochastic differential equations, which solves for the representations of these derivatives based on trajectories of the CIR. Chapter 5 is devoted to the study of the monotony of the European price of a put with respect to parameters of CIR and correlation in the Heston model. We show that under certain conditions, prices of European options are monotonic with respect to the parameters of the drift of the CIR. We then show that the parameter of the volatility of volatility plays the role of volatility if we take the realized variance as the underlying. In particular, prices of (convex) options on realized variance are strictly increasing with respect to the volatility of volatility. Finally, we study the monotony of the European Put prices with respect to the correlation. We show that the price of the put is increasing with respect to the correlation for small values ​​of Spot and decreasing for large values. We then study the change points of monotonicity for short and long maturities

There has been an on-going debate about choices of the most suitable model amongst a variety of model specifications and parameterizations. The first dissertation essay investigates whether asymmetric leptokurtic return distributions such as Hansen's (1994) skewed tdistribution combined with GARCH specifications can outperform mixed GARCH-jump models such as Maheu and McCurdy's (2004) GARJI model incorporating the autoregressive conditional jump intensity parameterization in the discrete-time framework. I find that the more parsimonious GJR-HT model is superior to mixed GARCH-jump models. Likelihood-ratio (LR) tests, information criteria such as AIC, SC, and HQ and Value-at-Risk (VaR) analysis confirm that GJR-HT is one of the most suitable model specifications which gives us both better fit to the data and parsimony of parameterization. The benefits of estimating GARCH models using asymmetric leptokurtic distributions are more substantial for highly volatile series such as emerging stock markets, which have a higher degree of non-normality. Furthermore, Hansen's skewed t-distribution also provides us with an excellent risk management tool evidenced by VaR analysis. The second dissertation essay provides a variety of empirical evidences to support redundancy of stochastic volatility for SP500 index returns when stochastic volatility is taken into account with infinite activity pure Lévy jumps models and the importance of stochastic volatility to reduce pricing errors for SP500 index options without regard to jumps specifications. This finding is important because recent studies have shown that stochastic volatility in a continuous-time framework provides an excellent fit for financial asset returns when combined with finite-activity Merton's type compound Poisson jump-diffusion models. The second essay also shows that stochastic volatility with jumps (SVJ) and extended variance-gamma with stochastic volatility (EVGSV) models perform almost equally well for option pricing, which strongly imply that the type of Lévy jumps specifications is not important factors to enhance model performances once stochastic volatility is incorporated. In the second essay, I compute option prices via improved Fast Fourier Transform (FFT) algorithm using characteristic functions to match arbitrary log-strike grids with equal intervals with each moneyness and maturity of actual market option prices.

Le travail présenté dans ce mémoire concerne le cadre global de la connaissance de notre atmosphère. L'exploitation des spectres atmosphériques requiert une bonne connaissance des paramètres de raies des molécules qui la composent. En particulier de la vapeur qui en est l'absorbant principal. Des spectres ont été enregistrés avec le spectromètre par transformation de Fourier construit au laboratoire et ceux ci ont été traités en ajustement multi-spectres avec le logiciel MultiFiT. Ce travail se focalise sur la mesure précise des intensités de raie dans deux régions spectrales. A 10 µm, région d'intérêt atmosphérique pour l'instrument IASI, deux études sur les intensités sont présentées. Pour l'isotopologue principal de 1200 à 1400 cm-1, 300 transitions ont pu être mesurées et comparées aux données de la littérature. Le but de ce travail était de déterminer la meilleure base de données pour l'exploitation des spectres IASI. De 1000 à 2300 cm-1, les isotopologues H218O et HD18O ont été étudié à partir de spectres enrichis en 18O. Ce travail a permis de mesurer et d'attribuer un ensemble de 2500 transitions. Enfin ce mémoire propose une révision complète des intensités de la région 1.25µm, qui présentent un important problème dans les bases de données. 39 spectres ont été enregistrés pour cette région avec des échantillons d'eau naturelle. Plus de 11000 transitions ont pu être mesurées et sont comparées aux données de la littérature. Une partie de ces intensités, publiées en 2010, a été exploité par L. Tallis de l'université de Reading. Enfin ce mémoire présente le début d'une exploitation des coefficients d'élargissement obtenus dans la région de 1.25µm. / The work presented in this manuscript concern the knowledge of our atmosphere. In fact, the analysis of atmospheric spectra needs a good understanding of atmospheric molecular species. In particular the water vapor plays a special role as the first absorbent of earth's atmosphere. Spectra were recorded by Fourier transform spectrometer designed in the laboratory and lines parameters fitted with multi-spectra procedure named MultiFiT. The spectroscopic studies focus on lines intensity measurements for two different spectral ranges. The first presented is 10 µm, were two studies have been done. For the H216O isotopologue in the 1200 – 1400 cm-1 range, 300 transitions were measured and compared with literature data. The aim of this work was to determine the best spectroscopic database for IASI recording analysis. In 1000 to 2300 cm-1, H218O and HD18O isotopologue were measured with enriched 18O spectra. Over 2500 transitions were measured and assigned. Also this manuscript presents a huge work done in the 1.25µm region. This range appears in database with an important discrepancy for line intensities. 39 spectra were recorded with water vapor sample in natural abundance. Over 11000 transitions were measured and assigned, comparison to literature data are also presented. A part of this work were published in 2010 and used by L.Tallis, form University of Reading, for atmospheric application. At the end of this manuscript is presented the first comparisons with calculated data done for self broadening coefficients in the 1.25µm region.