A stochastic model for the dynamics of a limit order book is evaluated and tested on empirical data. Arrival of limit, market and cancellation orders are described in terms of a Markovian queuing system with exponentially distributed occurrences. In this model, several key quantities can be analytically calculated, such as the distribution of times between price moves, price volatility and the probability of an upward price move, all conditional on the state of the order book. We show that the exponential distribution poorly fits the occurrences of order book events and further show that little resemblance exists between the analytical formulas in this model and the empirical data. The log-normal and Weibull distribution are suggested as replacements as they appear to fit the empirical data better.

Two and three-phase flow processes involving gas, liquid and solid, are common in nature and industry, and include some of the most complex and poorly-understood transport problems. In this research hydrodynamics, heat and mass transfer processes in complex two and three-phase flows were investigated. The interfacial surface area concentration in a short vertical column subject to the through flow of fiber-liquid-gas slurry was experimentally measured using the gas absorption technique. The experimental data were statistically analyzed for parametric effects, and were empirically correlated. The absorption of a gaseous species by a slurry droplet with internal circulation and containing reactive micro-particles was simulated, and parametrically studied. The micro-particles were found to enhance the absorption rate. The absorption rate was sensitive to droplet recirculation, and shrinkage of particles with time resulted in declining absorption rates. The transport of soot particles, suspended in laminar hot gas flowing in a tube, was modeled and parametrically studied. Due to coupled thermal radiation and thermophoresis, a radially-nonuniform temperature profile develops, leading to sharp, non-uniform radial soot-concentration profiles. The assumption of monodisperse particles leads to over-prediction of thermophoresis. The transport and removal of particles suspended in bubbles rising in a stagnant liquid pool were modeled based on a Eulerian – Monte Carlo method. The bubble hydrodynamics were treated in Eulerian frame, using the Volume-of-Fluid (VOF) technique, while particle equations of motion were numerically solved in Lagrangian frame. The bubbles undergo shape change, and have complex internal circulation, all of which influence the particle removal. Model predictions were also compared with experimental data. Using a resemblance between two-phase flow in microchannels, and in large channels at microgravity, a simple Weber number-based two-phase flow regime map was developed for microchannels. Based on the available air-water experimental data, a criterion for the prediction of conditions that lead to flow regime transition out of the stratified-wavy flow pattern in horizontal annular channels was proposed. The thermocapillary effects on liquid-vapor interface shape during heterogeneous bubble ebullition in microchannels were analytically studied.

This thesis consists of a comprehensive summary and six scientific papers dealing with the boundary behaviour of functions related to parabolic partial differential equations and several complex variables. Paper I concerns solutions to non-linear parabolic equations of linear growth. The main results include a backward Harnack inequality, and the Hölder continuity up to the boundary of quotients of non-negative solutions vanishing on the lateral boundary of an NTA cylinder. It is also shown that the Riesz measure associated with such solutions has the doubling property. Paper II is concerned with solutions to linear degenerate parabolic equations, where the degeneracy is controlled by a weight in the Muckenhoupt class 1+2/n. Two main results are that non-negative solutions which vanish continuously on the lateral boundary of an NTA cylinder satisfy a backward Harnack inequality and that the quotient of two such functions is Hölder continuous up to the boundary. Another result is that the parabolic measure associated to such equations has the doubling property. In Paper III, it is shown that a bounded pseudoconvex domain whose boundary is α-Hölder for each 0<α<1, is hyperconvex. Global estimates of the exhaustion function are given. In Paper IV, it is shown that on the closure of a domain whose boundary locally is the graph of a continuous function, all plurisubharmonic functions with continuous boundary values can be uniformly approximated by smooth plurisubharmonic functions defined in neighbourhoods of the closure of the domain. Paper V studies  Poletsky’s notion of plurisubharmonicity on compact sets. It is shown that a function is plurisubharmonic on a given compact set if, and only if, it can be pointwise approximated by a decreasing sequence of smooth plurisubharmonic functions defined in neighbourhoods of the set. Paper VI introduces the notion of a P-hyperconvex domain. It is shown that in such a domain, both the Dirichlet problem with respect to functions plurisubharmonic on the closure of the domain, and the problem of approximation by smooth plurisubharmoinc functions in neighbourhoods of the closure of the domain have satisfactory answers in terms of plurisubharmonicity on the boundary.

The thesis deals with language ideologies in Czech public discourse. After introducing its topic, motivation and structure in the opening chapter, it devotes the second chapter to a thorough analysis of the research field of language ideologies. It presents various ways of defining them, two different approaches to them and a few key features which characterize language ideologies. The relation of language ideologies and other related notions is outlined, possibilities and ways of investigation are surveyed. Some remarks focus on existing lists or glossaries of language ideologies. The core of this chapter is an original, complex definition of language ideologies grounded in a critical reflection of approaches up to now. The third chapter summarizes relevant existing findings and on that basis, it formulates the main aim of the thesis - to make a contribution to knowledge on the foundations and ways of conceptualizing language in Czech public discourse. The fourth chapter elaborates the methodological frame of the thesis. Critical discourse analysis is chosen as a basis - its basics are summarized, main critical comments are considered and a partial solutions are proposed in use of corpus linguistics' tools. Another part of this chapter concerns with keyness as one of the dominant principles used...

Para um composto químico exercer seu efeito bioativo é necessário que ele atravesse várias barreiras biológicas até alcançar seu sitio de ação. Propriedades farmacocinéticas insatisfatórias (como absorção, distribuição, metabolismo e excreção) são reconhecidamente as principais causas na descontinuidade de pesquisas na busca por novos fármacos. Neste trabalho, modelos biofísicos foram utilizados para o estudo de absorção de uma série de flavonóides naturais com atividade tripanossomicida. O coeficiente cromatográfico de partição, kw, foi determinado através da cromatografia líquida de alta eficiência em fase reversa, RP-HPLC, utilizando-se de colunas cromatográficas empacotadas com constituintes básicos da membrana biológica (fosfatidilcolina e colesterol). Os resultados obtidos demonstraram que nas colunas compostas por fosfatidilcolina a retenção de flavonóides hidroxilados é determinada por interações secundárias, além da partição, e no caso da coluna de colesterol, a partição é o principal mecanismo que rege a retenção. Uma série de descritores físico-químicos foi gerada pelos campos moleculares de interações (MIFs) entre os flavonóides naturais e algumas sondas químicas virtuais, utilizando o programa GRID. Os descritores físico-químicos gerados foram correlacionados com os log kw por análise dos mínimos múltiplos parciais (PLS), utilizando o programa VolSurf, com a finalidade de gerar um modelo quantitativo entre estrutura e propriedade (QSPR) para esta classe de compostos. O modelo produzido por este estudo, ao utilizar os dados de partição em colesterol, log kwCol, apresentou elevada consistência interna, com bom poder de correlação (R2 = 0, 97) e predição (Q2 = 0,86) para a partição destas moléculas / In order to a chemical compound exert its bioactive effect it is necessary that it crosses some biological barriers until reaching its site of action. Unfavorable pharmacokinetics properties (absorption, distribution, metabolism and excretion) are admittedly one of the main causes in the discontinuity of research in the search for new drugs. In this work, biophysics models were used for the study of absorption of a series of natural flavonoids with trypanocide activity. The chromatographic retention indices (log kw) were determined on immobilized artificial membranes columns (IAM.PC.DD, IAM.PC.DD2, Cholesteryl 10-Undecetonoato) obtained by the extrapolation method. The results demonstrated that in the composed columns for fosfatidilcolina the retention of hydroxil flavonoids is determined by secondary interactions, beyond the partition. In the case of the retention for the cholesterol column, the partition is the main mechanism that drives the retention. A series of physico-chemical descriptors were generated by the molecular interaction fields (MIF) between the flavonoids and some virtual chemical probes, using the program GRID. The descriptors were correlated with log kw by the partial least squares regression (PLS), using the VolSurf program, with the purpose to generate a quantitative model between the structure and the retention (QSRR) for this compounds class. The model produced for this study, when using the data of partition in cholesterol, log kwCol, presented high internal consistency, with good correlation power (R2 = 0, 97) and prediction (Q2 = 0,86) for the partition of these molecules

The wall thickness of pulp fibers plays a major role in the paper industry, but it is currently not possible to measure this property without manual laboratory work. In 2007, researcher Ho Fan Jang patented a technique to automatically measure fiber wall thickness, combining the unique optical properties of pulp fibers with image analysis. In short, the method creates images through the use of an optical system resulting in color values which demonstrate the retardation of a particular wave length instead of the intensity. A device based on this patent has since been developed by Eurocon Analyzer. This thesis investigates the software aspects of this technique, using sample images generated by the Eurocon Analyzer prototype. The software developed in this thesis has been subdivided into three groups for independent consideration. First being the problem of solving wall thickness for colors in the images. Secondly, the image analysis process of identifying fibers and good points for measuring them. Lastly, it is investigated how statistical analysis can be applied to improve results and derive other useful properties such as fiber coarseness. With the use of this technique there are several problems which need to be overcome. One such problem is that it may be difficult to disambiguate the colors produced by fibers of different thickness. This complication may be reduced by using image analysis and statistical analysis. Another challenge can be that theoretical values often differ greatly from the observed values which makes the computational aspect of the method problematic. The results of this thesis show that the effects of these problems can be greatly reduced and that the method offers promising results. The results clearly distinguish between and show the expected characteristics of different pulp samples, but more qualitative reference measurements are needed in order to draw conclusions on the correctness of the results.

In this work we study two problems motivated by Risk Management: the optimal design of financial products from an investor's point of view and the calculation of bounds and approximations for sums involving non-independent random variables. The element that interconnects these two topics is the notion of conditioning, a fundamental concept in probability and statistics which appears to be a useful device in finance. In the first part of the dissertation, we analyse structured products that are now widespread in the banking and insurance industry. These products typically protect the investor against bearish stock markets while offering upside participation when the markets are bullish. Examples of these products include capital guaranteed funds commercialised by banks, and equity linked contracts sold by insurers. The design of these products is complex in general and it is vital to examine to which extent they are actually interesting from the investor's point of view and whether they cannot be dominated by other strategies. In the academic literature on structured products the focus has been almost exclusively on the pricing and hedging of these instruments and less on their performance from an investor's point of view. In this work we analyse the attractiveness of these products. We assess the theoretical cost of inefficiency when buying a structured product and describe the optimal strategy explicitly if possible. Moreover we examine the cost of the inefficiency in practice. We extend the results of Dybvig (1988a, 1988b) and Cox & Leland (1982, 2000) who in the context of a complete, one-dimensional market investigated the inefficiency of path-dependent pay-offs. In the dissertation we consider this problem in one-dimensional Levy and multidimensional Black-Scholes financial markets and we provide evidence that path-dependent pay-offs should not be preferred by decision makers with a fixed investment horizon, and they should buy path-independent structures instead. In these market settings we also demonstrate the optimal contract that provides the given distribution to the consumer, and in the case of risk- averse investors we are able to propose two ways of improving the design of financial products. Finally we illustrate the theory with a few well-known securities and strategies e.g. dollar cost averaging, buy-and-hold investments and widely used portfolio insurance strategies. The second part of the dissertation considers the problem of finding the distribution of a sum of non- independent random variables. Such dependent sums appear quite often in insurance and finance, for instance in case of the aggregate claim distribution or loss distribution of an investment portfolio. An interesting avenue to cope with this problem consists in using so-called convex bounds, studied by Dhaene et al. (2002a, 2002b), who applied these to sums of log-normal random variables. In their papers they have shown how these convex bounds can be used to derive closed-form approximations for several of the risk measures of such a sum. In the dissertation we prove that unlike the log-normal case the construction of a convex lower bound in explicit form appears to be out of reach for general sums of log-elliptical risks and we show how we can construct stop-loss bounds and we use these to construct mean preserving approximations for general sums of log-elliptical distributions in explicit form. / Doctorat en Sciences / info:eu-repo/semantics/nonPublished

This diploma thesis deal with the design of log-periodic antenna. The log-periodic antenna is self-complementary and broadband antenna. Antenna self-complementary structures are described only by angles. Input impedance of log-periodic antenna is equal to theoretical impedance ohms. The input impedance and radiation patterns of broadband antenna structures are independent of frequency over theoretically unlimited bandwidths. The log-periodic antennas provide linearly polarized radiation pattern. In this thesis is designed antenna for bandwidths 1 to 5GHz. In this diploma thesis is introduced design balanced unit, this is compound broadband balun and broadband impedance transformer. The broadband balun is based on conversion of microstrip line to balanced stripline. The Klopfenstein impedance taper is used for design. For simulation was used software from firma Zeland software IE3D.

Master's thesis deals with new methods of preparing catalytic materials for positive electrode of an oxygen-hydrogen fuel cell and the influence of potassium permanganate or doping agent molar mass change on theirs attributes. Further it studies the use of proper measuring methods designed to qualify theirs attributes and the presentation of achieved results. In particular methods of linear sweep and cyclic voltammetry and the processing of data using Koutecky-Levich and Tafel plot and wave log analysis. Values of half-wave and onset potential and kinetic coefficient have been measured and calculated.

La barrière hémato-encéphalique (BHE) est une structure retrouvée au niveau des capillaires cérébraux. Elle représente un véritable obstacle pour les actifs qui doivent se rendre au cerveau pour y exercer un effet pharmacologique. Durant les étapes du développement du médicament, des modèles cellulaires in vitro sont utilisés pour l’évaluation de la perméabilité au cerveau des nouveaux médicaments. Le modèle assemblé avec des cellules endothéliales (CEs) isolées des capillaires des cerveaux de souris présente un intérêt particulier pour la recherche en raison de sa facilité d’obtention et sa pertinence pour le criblage des médicaments. Le but de ce projet a été de construire et de caractériser un modèle monocouche de CEs primaires de souris. En parallèle, un modèle monocouche de la lignée murine b.End3 a été investigué. L’évaluation de ces modèles a été basée sur les valeurs de TEER et de perméabilité aux marqueurs fluorescents, ainsi que sur la présence des protéines spécifiques de la BHE. La validation du modèle a été établie par la corrélation des résultats de perméabilité obtenus avec le modèle développé (in vitro) avec ceux obtenus chez la souris (in vivo). L’intégrité et l’expression des protéines spécifiques de la BHE du modèle primaire se sont montrées supérieures au modèle bEnd.3. La corrélation in vitro/in vivo du modèle primaire a abouti à un r2 = 0,765 comparé au r2 = 0,019 pour le modèle bEnd.3. Ce travail de recherche montre que le modèle primaire monocouche issu de cellules endothéliales cérébrales de souris est un modèle simple et fiable pour la prédiction de la perméabilité des actifs à travers la BHE. / The blood-brain barrier (BBB), a central nervous system structure, is found in the cerebral capillaries. It represents a major obstacle for the drugs that have to reach the brain in order to exercise their pharmacological effect. In the early stages of the drug development, in vitro cell models are used to evaluate the brain permeability of new drugs. Models assembled using primary endothelial cells (ECs) isolated from mouse brain capillaries are of particular interest for research, as for their ease of obtaining and relevance for the drug screening. Thus, the goal of this project was to build and characterize a primary mouse monolayer model. At the same time, a murine b.End3 cell line monolayer model was investigated. The evaluation of these models was based on the TEER and fluorescent marker permeability values, as well as on the presence of the BBB hallmark proteins. The model validation was established by the correlation of the permeability data obtained with the in vitro model and the data obtained in mice (in vivo). As a result, the primary mouse model showed superior monolayer integrity and higher expression of the tight junction and membrane transporter proteins when compared with the bEnd.3 cell line model. The in vitro/in vivo correlation of the primary model resulted in r2 = 0.765 compared to the bEnd.3 model with r2 = 0.019. This research work shows that the primary monolayer mouse model is a simple and reliable model for predicting the drug permeability across the BBB.