Due to the concerns regarding increasing fuel cost and air pollution, plug-in electric vehicles (PEVs) are drawing more and more attention. PEVs have a rechargeable battery that can be restored to full charge by plugging to an external electrical source. However, the commercialization of the PEV is impeded by the demands of a lightweight, compact, yet efficient on-board charger system. Since the state-of-the-art Level 2 on-board charger products are largely silicon (Si)-based, they operate at less than 100 kHz switching frequency, resulting in a low power density at 3-12 W/in3, as well as an efficiency no more than 92 - 94% Advanced power semiconductor devices have consistently proven to be a major force in pushing the progressive development of power conversion technology. The emerging wide bandgap (WBG) material based power semiconductor devices are considered as game changing devices which can exceed the limit of Si and be used to pursue groundbreaking high frequency, high efficiency, and high power density power conversion. Using wide bandgap devices, a novel two-stage on-board charger system architecture is proposed at first. The first stage, employing an interleaved bridgeless totem-pole AC/DC in critical conduction mode (CRM) to realize zero voltage switching (ZVS), is operated at over 300 kHz. A bi-directional CLLC resonant converter operating at 500 kHz is chosen for the second stage. Instead of using the conventional fixed 400 V DC-link voltage, a variable DC-link voltage concept is proposed to improve the efficiency within the entire battery voltage range. 1.2 kV SiC devices are adopted for the AC/DC stage and the primary side of DC/DC stage while 650 V GaN devices are used for the secondary side of the DC/DC stage. In addition, a two-stage combined control strategy is adopted to eliminate the double line frequency ripple generated by the AC/DC stage. The much higher operating frequency of wide bandgap devices also provides us the opportunity to use PCB winding based magnetics due to the reduced voltage-second. Compared with conventional litz-wire based transformer. The manufacture process is greatly simplified and the parasitic is much easier to control. In addition, the resonant inductors are integrated into the PCB transformer so that the total number of magnetic components is reduced. A transformer loss model based on finite element analysis is built and used to optimize the transformer loss and volume to get the best performance under high frequency operation. Due to the larger inter-winding capacitor of PCB winding transformer, common mode noise becomes a severe issue. A symmetrical resonant converter structure as well as a symmetrical transformer structure is proposed. By utilizing the two transformer cells, the common mode current is cancelled within the transformers and the total system common mode noise can be suppressed. In order to charge the battery faster, the single-phase on-board charger concept is extended to a higher power level. By using the three-phase interleaved CLLC resonant converter, the charging power is pushed to 12.5 kW. In addition, the integrated PCB winding transformer in single phase is also extended to the three phase. Due to the interleaving between each phase, further integration is achieved and the transformer size is further reduced. / PHD / Plug-in electric vehicles (PEVs) are drawing more and more attention due to the advantages of energy saving, low CO₂ emission and cost effective in the long run. The power source of PEVs is a high voltage DC rechargeable battery that can be restored to full charge by plugging to an external electrical source, during which the battery charger plays an essential role by converting the grid AC voltage to the required battery DC voltage. Silicon based power semiconductor devices have been dominating the market over the past several decades and achieved numerous outstanding performances. As they almost reach their theatrical limit, the progress to purse the high-efficiency, high-density and high-reliability power conversion also slows down. On this avenue, the emerging wide bandgap (WBG) material based power semiconductor devices are envisioned as the game changer: they can help increase the switching frequency by a factor of ten compared with their silicon counterparts while keeping the same efficiency, resulting in a small size, lightweight yet high efficiency power converter. With WBG devices, magnetics benefit the most from the high switching frequency. Higher switching speed means less energy to store during one switching cycle. Consequently, the size of the magnetic component can be greatly reduced. In addition, the reduced number of turns provides the opportunity to adopt print circuit board as windings. Compared with the conventional litz-wire based magnetics, planar magnetics not only can effectively reduce the converter size, but also offer improved reliability through automated manufacturing process with repeatable parasitics. This dissertation is dedicated to address the key high-frequency oriented challenges of adopting WBG devices (including both SiC and GaN) and integrated PCB winding magnetics in the battery charger applications. First, a novel two-stage on-board charger system architecture is proposed. The first stage employs an interleaved bridgeless totem-pole AC/DC with zero voltage switching, and a bi-directional CLLC resonant converter is chosen for the second stage. Second, a PCB winding based transformer with integrated resonant inductors is designed, so that the total number of magnetic components is reduced and the manufacturability is greatly improved. A transformer loss model based on finite element analysis is built and employed to optimize the transformer loss and volume to get the best performance under high frequency operations. In addition, a symmetrical resonant converter structure as well as a symmetrical transformer structure is proposed to solve the common noise issue brought by the large parasitic capacitance in PCB winding magnetics. By utilizing the two transformer cells, the common mode current is cancelled within the transformers, and the total system common mode noise can be suppressed. Finally, the single-phase on-board charger concept is extended to a higher power level to charge the battery faster. By utilizing the three-phase interleaved CLLC resonant converter as DC/DC stage, the charging power is pushed to 12.5 kW. In addition, the integrated PCB winding magnetic in single phase is also extended to the three phase. Due to the interleaving between the three phase, further integration is achieved and the transformer size is further reduced.

This work investigates the use of irreversible electroporation (IRE) for tissue engineering applications and as a cancer ablation therapy. IRE uses short, high-intensity electric pulses to create pores in a cell's membrane and disrupt its stability. At a certain energy level, damage to the cell becomes too great and it leads to cell death. The particular mechanisms that drive this response are still not completely understood. Thus, further characterization of this behavior for cell death induced by pulsed electric fields (PEFs) will advance the understanding of these types of therapies and encourage their use to treat unresectable tumors that can benefit from the non-thermal mechanism of action which spares critical blood vessels and nerves in the surrounding area. We evaluate the response to PEFs by different cell types through experimental testing combined with computer simulations of these treatments. We show that IRE can be used to kill a specific type of bacteria that produce cellulose which can be used as an implantable material to repair damaged tissues. By killing these bacteria at particular times and locations during their cellulose production, we can create conduits in the overall structure of this material for the transport of oxygen and nutrients to the cells within the area after implantation. The use of tissue models also plays a key role in the investigation of various cancer treatments by providing a controlled environment which can mimic the state of cells within a tumor. We use tumor models comprised of a mix of collagen and cancer cells to evaluate their response to IRE based on the parameters that induce cell death and the time it takes for this process to occur. The treatment of prostate and pancreatic cancer cells with standard monopolar (only positive polarity) IRE pulses resulted in different time points for a full lesion (area of cell death) to develop for each cell type. These results indicate the presence of secondary processes within a cell that induce further cell death in the border of the lesion and cause the lesion to increase in size several hours after treatment. The use of high-frequency irreversible electroporation (H-FIRE)--comprised of short bursts of high-intensity, bipolar (both positive and negative polarity) pulses--can selectively treat cancer cells while keeping healthy cells in the neighboring areas alive. We show that H-FIRE pulses can target tumor-initiating cells (TICs) and late-stage, malignant cancer cells over non-malignant cells using a mouse ovarian cancer model representative of different stages of disease progression. To further explore the mechanisms that drive this difference in response to IRE and H-FIRE, we used more complex tumor models. Spheroids are a type of 3D cell culture model characterized by the aggregation of one or more types of cells within a single compact structure; when embedded in collagen gels, these provide cell-to-cell contact and cell-to-matrix adhesion by interactions of cells with the collagen fibers (closely mimicking the tumor microenvironment). The parameters for successful ablation with IRE and H-FIRE can be further optimized with the use of these models and the underlying mechanisms driving the response to PEFs at the cellular level can be revealed. / Ph. D. / This work investigates the use of irreversible electroporation (IRE) for tissue engineering applications and as a cancer ablation therapy. IRE uses short, high-intensity electric pulses to create pores in a cell’s membrane and disrupt its stability. At a certain energy level, damage to the cell becomes too great and it leads to cell death. The particular mechanisms that drive this response are still not completely understood. Thus, further characterization of this behavior for cell death induced by pulsed electric fields (PEFs) will advance the understanding of these types of therapies and encourage their use to treat unresectable tumors that can benefit from the non-thermal mechanism of action which spares critical blood vessels and nerves in the surrounding area. We evaluate the response to PEFs by different cell types through experimental testing combined with computer simulations of these treatments. We show that IRE can be used to kill a specific type of bacteria that produce cellulose which can be used as an implantable material to repair damaged tissues. By killing these bacteria at particular times and locations during their cellulose production, we can create conduits in the overall structure of this material for the transport of oxygen and nutrients to the cells within the area after implantation. The use of tissue models also plays a key role in the investigation of various cancer treatments by providing a controlled environment which can mimic the state of cells within a tumor. We use tumor models comprised of a mix of collagen and cancer cells to evaluate their response to IRE based on the parameters that induce cell death and the time it takes for this process to occur. The treatment of prostate and pancreatic cancer cells with standard monopolar (only positive polarity) IRE pulses resulted in different time points for a full lesion (area of cell death) to develop for each cell type. These results indicate the presence of secondary processes within a cell that induce further cell death in the border of the lesion and cause the lesion to increase in size several hours after treatment. The use of high-frequency irreversible electroporation (H-FIRE)—comprised of short bursts of high-intensity, bipolar (both positive and negative polarity) pulses—can selectively treat cancer cells while keeping healthy cells in the neighboring areas alive. We show that H-FIRE pulses can target tumor-initiating cells (TICs) and late-stage, malignant cancer cells over non-malignant cells using a mouse ovarian cancer model representative of different stages of disease progression. To further explore the mechanisms that drive this difference in response to IRE and H-FIRE, we used more complex tumor models. Spheroids are a type of 3D cell culture model characterized by the aggregation of one or more types of cells within a single compact structure; when embedded in collagen gels, these provide cell-to-cell contact and cell-to-matrix adhesion by interactions of cells with the collagen fibers (closely mimicking the tumor microenvironment). The parameters for successful ablation with IRE and H-FIRE can be further optimized with the use of these models and the underlying mechanisms driving the response to PEFs at the cellular level can be revealed.

Detection, characterization and prognosis of damage in civil, aerospace and mechanical structures, known as structural health monitoring (SHM), have been a growing area of research over the last few decades. As several in-service civil, mechanical and aerospace structures are approaching or even exceeding their design life, the implementation of SHM systems is becoming a necessity. SHM is the key for transforming schedule-driven inspection and maintenance into condition-based maintenance, which promises enhanced safety and overall life-cycle cost reduction. While damage detection and characterization can be achieved, among other techniques, by analyzing the dynamic response of the structure under test, damage prognosis requires the additional knowledge of loading patterns acting on the structure. Accurate, nondestructive, and reference-free measurement of the state-of-stress in structural components has been a long standing challenge without a fully-satisfactory outcome. In light of this, the main goal of this research effort is to advance the current state of the art of structural health and loading monitoring, with focus being cast on impedance-based SHM and acoustoelastic-based stress measurement techniques. While impedance-based SHM has been successfully implemented as a damage detection technique, the utilization of electromechanical impedance measurements for damage characterization imposes several challenges. These challenges are mainly stemming from the high-frequency nature of impedance measurements. Current acoustoelastic-based practices, on the other hand, are hindered by their poor sensitivity and the need for calibration at a known state of stress. Addressing these challenges by developing and integrating theoretical models, numerical algorithms and experimental techniques defines the main objectives of this work. A key enabler for both health and loading monitoring techniques is the utilization of piezoelectric transducers to excite the structure and measure its response. For this purpose, a new three-layer spectral element for piezoelectric-structure interaction has been developed in this work, where the adhesive bonding layer has been explicitly modeled. Using this model, the dynamic response of piezoelectric-augmented structures has been investigated. A thorough parametric study has been conducted to provide a better understanding of bonding layer impact on the response of the coupled structure. A procedure for piezoelectric material characterization utilizing its free electromechanical impedance signature has been also developed. Furthermore, impedance-based damage characterization has been investigated, where a novel optimization-based damage identification approach has been developed. This approach exploits the capabilities of spectral element method, along with the periodic nature of impedance peaks shifts with respect to damage location, to solve the ill-posed damage identification problem in a computationally efficient manner. The second part of this work investigates acoustoelastic-based stress measurements, where model-based technique that is capable of analyzing dispersive waves to calculate the state of stress has been developed. A criterion for optimal selection of excitation waveforms has been proposed in this work, taking into consideration the sensitivity to the state of stress, the robustness against material and geometric uncertainties, and the ability to obtain a reflections-free response at desired measurement locations. The impact of material- and geometry-related uncertainties on the performance of the stress measurement algorithm has also been investigated through a comprehensive sensitivity analysis. The developed technique has been experimentally validated, where true reference-free, uncalibrated, acoustoelastic-based stress measurements have been successfully conducted. Finally, the applicability of the aforementioned health and loading monitoring techniques to railroad track components has been investigated. Extensive in-lab experiments have been carried out to evaluate the performance of these techniques on lab-scale and full-scale rail joints. Furthermore, in-field experiments have been conducted, in collaboration with Norfolk Southern and the Transportation Technology Center Inc., to further investigate the performance of these techniques under real life operating and environmental conditions. / Ph. D.

By 2030, it is expected that 80% of all electric power will flow through power electronics systems. Wide bandgap power modules that can tolerate higher voltages and currents than silicon-based modules are the most promising solution to reducing the size and weight of power electronics systems. These wide-bandgap power modules constitute powerful building blocks for power electronics systems, and wide bandgap-based converter/power electronics building blocks are envisaged to be widely used in power grids in low- and medium-voltage applications and possibly in high-voltage applications for high-voltage direct current and flexible alternating current transmission systems. One of the merits of wide bandgap devices is that their slew rates and switching frequencies are much higher than silicon-based devices. However, from the insulation side, frequency and slew rate are two of the most critical factors of a voltage pulse, influencing the level of degradation of the insulation systems that are exposed to such voltage pulses. The shorter the rise time, the shorter the lifetime. Furthermore, lifetime dramatically decreases with increasing frequency. Thus, although wide bandgap devices are revolutionizing power electronics, electrical insulating systems are not prepared for such a revolution; without addressing insulation issues, the electronic power revolution will fail due to dramatically increased failure rates of electrification components. In this regard, internal partial discharges (PDs) have the most effect on insulation degradation. Internal PDs which occur in air-filled cavities or voids are localized electrical discharges that only partially bridge the insulation between conductors. Voids in solid or gel dielectrics are challenging to eliminate entirely and may result simply during manufacturing process. The objective of this study is to develop a Finite-Element Analysis (FEA) PD model under fast, repetitive voltage pulses, which has been done for the first time. The model is coded and implemented in COMSOL Multiphysics linked with MATLAB, and its simulation results are validated with experimental tests. Using the model, the influence of different parameters including void shape, void size, and void air pressure on PD parameters are studied. / M.S. / To decarbonize and reduce energy consumption for commercial aviation, the development of lightweight and ultra-efficient all-electric powertrain including electric motors, drives, and associated thermal management systems has been targeted. Using wide bandgap (WBG) power modules that can tolerate high voltages and currents can reduce the size and weight of the drive. However, the operation of WBG-based power converter can endanger the reliability of the electrified systems, most importantly, the insulation system. In this study, it is attempted to model the impact of such threats to the insulation system using numerical models.

Auxiliary power supply (APS) plays a key role in ensuring the safe operation of the main circuit elements including gate drivers, sensors, controllers, etc. in medium voltage (MV) silicon carbide (SiC)-based converter systems. Such a converter requires APS to have high insulation capability, low common-mode coupling capacitance (Ccm ), and high-power density. Furthermore, considering the lifetime and simplicity of the auxiliary power supply system design in the MV converter, partial discharge (PD) free and multi-load driving ability are the additional two factors that need to be addressed in the design. However, today’s state-of-the-art products have either low power rating or bulky designs, which does not satisfy the demands. To improve the current designs, this thesis presents a 1 MHz isolated APS design using gallium nitride (GaN) devices with MV insulation reinforcement. By adopting LCCL-LC resonant topology, the proposed APS is able to supply multiple loads simultaneously and realize zero voltage switching (ZVS) at any load conditions. Since high reliability under faulty load conditions is also an important feature for APS in MV converter, the secondary side circuit of APS is designed as a regulated stage. To achieve MV insulation (> 20 kV) as well as low Ccm value (< 5 pF), a current-based transformer with a single turn structure using MV insulation wire is designed. Furthermore, by introducing different insulated materials and shielding structures, the APS is capable to achieve different partial discharge inception voltages (PDIV). In this thesis, the transformer design, resonant converter design, and insulation strategies will be detailly explained and verified by experiment results. Overall, this proposed APS is capable to supply multiple loads simultaneously with a maximum power of 120 W for the sending side and 20 W for each receiving side in a compact form factor. ZVS can be realized regardless of load conditions. Based on different insulation materials, two different receiving sides were built. Both of them can achieve a breakdown voltage of over 20 kV. The air-insulated solution can achieve a PDIV of 6 kV with Ccm of 1.2 pF. The silicone-insulated solution can achieve a PDIV of 17 kV with Ccm of 3.9 pF. / M.S. / Recently, 10 kV silicon carbide (SiC) MOSFET receives strong attention for medium voltage applications. Asit can switch at very high speed, e.g. > 50 V/ns, the converter system can operate at higher switching frequency condition with very small switching losses compared to silicon (Si) IGBT [8]. However, the fast dv/dt noise also creates the common mode current via coupling capacitors distributed inside the converter system, thereby introducing lots of electromagnetic interference (EMI) issues. Such issues typically occur within the gate driver power supplies due to the high dv/dt noises across the input and output of the supply. Therefore, the ultra-small coupling capacitor (<5 pF) of a gate driver power supply is strongly desired.[37] To satisfy the APS demands for high power modular converter system, a solution is proposed in this thesis. This work investigates the design of 1 MHz isolated APS using gallium nitride (GaN) devices with medium voltage insulation reinforcement. By increasing switching frequency, the overall converter size could be reduced dramatically. To achieve a low Ccm value and medium voltage insulation of the system, a current-based transformer with a single turn on the sending side is designed. By adopting LCCL-LC resonant topology, a current source is formed as the output of sending side circuity, so it can drive multiple loads importantly with a maximum of 120 W. At the same time, ZVS can use realized with different load conditions. The receiving side is a regulated stage, so the output voltage can be easily adjusted and it can operate in a load fault condition. Different insulation solutions will be introduced and their effect on Ccm will be discussed. To further reduce Ccm, shielding will be introduced. Overall, this proposed APS can achieve a breakdown voltage of over 20 kV and PDIV up to 16.6 kV with Ccm<5 pF. Besides, multi-load driving ability is able to achieve with a maximum of 120 W. ZVS can be realized. In the end, the experiment results will be provided.

This work presents the design and analysis of two Litz wire transformers for a 500 kHz, 18 kW input­parallel output­series partial power processing converter (IPOS PPP). Because the two power paths in the IPOS PPP operate as “dc transformers” (DCX), both transformers are designed with the goal of leakage inductance minimization in order to reduce gain variation around the resonant frequency. The selected winding topology with the lowest leakage inductance results in an impedance mismatch among parallel secondaries used in the majority power path transformer, resulting in poor current sharing. In order to balance the goals of leakage inductance minimization and even current sharing, a new winding technique called “intra­leaving” is presented which reduces current sharing error from 50%, to 5%. A design rule for “intra­leaving” is also established which extends the winding method to different winding configurations and higher numbers of parallel winding. A novel cooling duct designed with computational fluid dynamics is used for transformer thermal management. The cooling duct uses two 30 mm 7.7 CFM fans to cool the transformer winding and achieves a small height of 43 mm and only 6.8 W power consumption. Using the cooling duct, 106 °C peak winding temperature and 76 °C peak core temperature is achieved at 15 kW load, an ∼ 8% reduction compared to using a conventional 120 mm fan 41 CFM fan. The two transformers with the cooling system achieve 635 W/in3 power density, 1U height compliance, and 99.4% peak efficiency. / M.S. / As society moves towards the electric grid of the future, there have been increased calls for the research and development of resonant power converters due to their high efficiency, high power density, and low electromagnetic interference. The high frequency transformer is one of the main components of the resonant converter system as it contributes substantially to the converters volume, power loss, and thermal management risks. This work seeks to address the trade­offs between leakage inductance minimization and transformer current sharing and proposes a winding method called “intra­leaving” which achieves both. Using “intra­leaving” current sharing error was reduced from 50%, to 5%. Operating transformers at high frequency reduces their volume in accordance with Faraday’s law but also increases thermal risks due to decreased core surface area, higher winding fill factor, and higher loss per unit volume. A novel cooling duct designed using computational fluid dynamics is presented using two 30 mm 7.7 CFM fans and achieves a small height of 43 mm and only 6.8 W power consumption. Using the cooling duct, 106 °C peak winding temperature and 76 °C peak core temperature is achieved at 15 kW load, an ∼ 8% reduction compared to using a conventional 120 mm fan 41 CFM fan. The transformers with the cooling system designed in this work achieve 635 W/in³ power density, 1U height compliance, and 99.4% peak efficiency.

Glioblastoma multiforme (GBM) is the most common and lethal primary brain cancer with an average survival time of 15 months. GBM is considered incurable with even the most aggressive multimodal therapies and is characterized by near universal recurrence. Irreversible electroporation (IRE) is a cellular ablation method currently being investigated as a therapy for a variety of cancers. Application of IRE involves insertion of electrodes into tissue to deliver pulsed electric fields (PEFs), which destabilize the cell membrane past the point of recovery, thereby inducing cell death. While this treatment modality has numerous advantages, the lack of selectivity for malignant cells limits its application in the brain where damage to healthy tissue is especially deleterious. In this dissertation we hypothesize that a form of IRE therapy, high-frequency IRE (H-FIRE), may be able to act as a selective targeted therapy for GBM due to its ability to create an electric field inside a cell to interact with altered inner organelles. Through a comprehensive investigation involving experimental testing combined with numerical modeling, we have attained results in strong support of this hypothesis. Using tissue engineered hydrogels as our platform for therapy testing, we demonstrate selective ablation of GBM cells. We develop mathematical models that predict the majority of the electric field produced by H-FIRE pulses reach the inside of the cell. We demonstrate that the increased nuclear to cytoplasm ratio (NCR) of malignant GBM cells compared to healthy brain—evidenced in vivo and in in vitro tissue mimics—is correlated with greater ablation volumes and thus lower electric field thresholds for cell death when treated with H-FIRE. We enhance the selectivity achieved with H-FIRE using a molecularly targeted drug that induces an increase in NCR. We tune the treatment pulse parameters to increase selective malignant cell killing. Finally, we demonstrate the ability of H-FIRE to ablate therapy-resistant GBM cells which are a focus of many next-generation GBM therapies. We believe the evidence presented in this dissertation represents the beginning stages in the development of H-FIRE as a selective therapy to be used for treatment of human brain cancer. / Ph. D. / Glioblastoma multiforme (GBM) is the most common and lethal primary brain cancer with an average survival time of 15 months. GBM is considered incurable with even the most aggressive multimodal therapies and is characterized by near universal recurrence. Irreversible electroporation (IRE) is a therapy currently being developed for the treatment of a variety of cancers. Application of IRE involves the delivery of energy directly into the tumor tissue in the form of pulsed electric fields (PEFs). These PEFs destabilize the cell membrane past the point of recovery, thereby inducing cell death. Though this treatment modality has numerous advantages, the lack of selectivity for malignant cells limits its application in the brain where damage to healthy tissue is especially deleterious. In this dissertation we hypothesize that a form of IRE therapy, high-frequency IRE (H-FIRE), may be able to act as a selective targeted therapy for GBM due to its ability to create electric fields inside cells. Because cancer is characterized by alterations in inner organelles compared to healthy cells, electric fields inside the cell may be able to target these alterations resulting in selective malignant cell killing. Through a comprehensive investigation involving experimental testing combined with numerical modeling, we have attained results in strong support of this hypothesis. We have successfully demonstrated selective ablation of malignant GBM cells. We have shown that the increased nuclear to cytoplasm ratio (NCR) of malignant GBM cells compared to healthy brain—evidenced in vivo and in in vitro tissue mimics—is correlated with greater ablation volumes and thus lower electric field thresholds for cell death when treated with H-FIRE. We have enhanced the selectivity v achieved with H-FIRE using a molecularly targeted drug that induces an increase in NCR. We have tuned the treatment parameters to increase selective malignant cell killing. Finally, we have demonstrated the ability of H-FIRE to ablate therapy-resistant GBM cells which are a focus of many next-generation GBM therapies. We believe the evidence presented in this dissertation represents the beginning stages in the development of H-FIRE as a selective therapy to be used for treatment of human brain cancer.

No / The first purpose of this paper is to assess the short-run forecasting capabilities of two competing financial duration models. The forecast performance of the Autoregressive Conditional Multinomial–Autoregressive Conditional Duration (ACM-ACD) model is better than the Asymmetric Autoregressive Conditional Duration (AACD) model. However, the ACM-ACD model is more complex in terms of the computational setting and is more sensitive to starting values. The second purpose is to examine the effects of market microstructure on the forecasting performance of the two models. The results indicate that the forecast performance of the models generally decreases as the liquidity of the stock increases, with the exception of the most liquid stocks. Furthermore, a simple filter of the raw data improves the performance of both models. Finally, the results suggest that both models capture the characteristics of the micro data very well with a minimum sample length of 20 days.

Recently planar magnetic technologies have been widely used in power electronics, due to good cooling and ease of fabrication. High frequency operation of magnetic components is a key to achieve high power density and miniaturization. However, at high frequencies, skin and proximity effect losses in the planar windings become significant, and parasitics cannot be ignored. This piece of work deals with the modeling and design of planar integrated magnetic component for power electronics applications. First, one-dimensional eddy current analysis in some simple winding strategies is discussed. Two factors are defined in order to quantify the skin and proximity effect contributions as a function of frequency. For complicated structures, 2D and 3D finite element analysis (FEA) is adopted and the accuracy of the simulation results is evaluated against exact analytical solutions. Then, a planar litz structure is presented. Some definitions and guidelines are established, which form the basis to design a planar litz conductor. It can be constructed by dividing the wide planar conductor into multiple lengthwise strands and weaving these strands in much the same manner as one would use to construct a conventional round litz wire. Each strand is subjected to the magnetic field everywhere in the winding window, thereby equalizing the flux linkage. 3D FEA is utilized to investigate the impact of the parameters on the litz performance. The experimental results verify that the planar litz structure can reduce the AC resistance of the planar windings in a specific frequency range. After that, some important issues related to the planar boost inductor design are described, including core selection, winding configuration, losses estimation, and thermal modeling. Two complete design examples targeting at volume optimization and winding parasitic capacitance minimization are provided, respectively. This work demonstrates that planar litz conductors are very promising for high frequency planar magnetic components. The optimization of a planar inductor involves a tradeoff between volumetric efficiency and low value of winding capacitance. Throughout, 2D and 3D FEA was indispensable for thermal & electromagnetic modeling. / Master of Science

We introduce a financial model for limit order book with two main features: First, the limit orders and market orders for the given asset both appear and interact with each other. Second, the high frequency trading (HFT, for short) activities are allowed and described by the scaling limit of nearly-unstable multi-dimensional Hawkes processes with power law decay. The model eventually becomes a stochastic partial differential equation (SPDE, for short) with the diffusion coefficient determined by a Volterra integral equation governed by a Hawkes process, whose Hurst exponent is less than 1/2, which makes the volatility path of the stochastic PDE rougher than that driven by a Brownian motion. We have further established the well-posedness of such a system so that a foundation is laid down for further studies in this direction.