Wave propagation is a phenomenon resulting from high transient loadings where the duration of the load is in µ seconds range. In aerospace and space craft industries it is important to gain knowledge about the high frequency characteristics as it aids in structural health monitoring, wave transmission/attenuation for vibration and noise level reduction. The wave propagation problem can be approached by the conventional Finite Element Method(FEM); but at higher frequencies, the wavelengths being small, the size of the finite element is reduced to capture the response behavior accurately and thus increasing the number of equations to be solved, leading to high computational costs. On the other hand such problems are handled in the frequency domain using Fourier transforms and one such method is the Spectral Finite Element Method(SFEM). This method is introduced first by Doyle ,for isotropic case and later popularized in developing specific purpose elements for structural diagnostics for inhomogeneous materials, by Gopalakrishnan. The general approach in this method is that the partial differential wave equations are reduced to a set of ordinary differential equations(ODEs) by transforming these equations to another space(transformed domain, say Fourier domain). The reduced ODEs are usually solved exactly, the solution of which gives the dynamic shape functions. The interpolating functions used here are exact solution of the governing differential equations and hence, the exact elemental dynamic stiffness matrix is derived. Thus, in the absence of any discontinuities, one element is sufficient to model 1-D waveguide of any length. This elemental stiffness matrix can be assembled to obtain the global matrix as in FEM, but in the transformed space. Thus after obtaining the solution, the original domain responses are obtained using the inverse transform. Both the above mentioned manuscripts present the Fourier transform based spectral finite element (FSFE), which has the inherent aliasing problem that is persistent in the application of the Fourier series/Fourier transforms. This is alleviated by using an additional throw-off element and/or introducing slight damping in to the system. More recently wave let transform based spectral finite element(WSFE) has been formulated which alleviated the aliasing problem; but has a limitation in obtaining the frequency characteristics, like the group speeds are accurate only up-to certain fraction of the Nyquist(central frequency). Currently in this thesis Laplace transform based spectral finite elements(LSFE) are developed for sandwich members. The advantages and limitations of the use of different transforms in the spectral finite element framework is presented in detail in Chapter-1. Sandwich structures are used in the space craft industry due to higher stiffness to weight ratio. Many issues considered in the design and analysis of sandwich structures are discussed in the well known books(by Zenkert, Beitzer). Typically the main load bearing structures are modeled as beam sand plates. Plate structures with kh<1 is analysed based on the Kirch off plate theory/Classical Plate Theory(CPT) and when the bending wavelength is small compared to the plate thickness, the effect of shear deformation and rotary inertia needs to be included where, k is the wave number and h is the thickness of the plate. Many works regarding the wave propagation in sandwich structures has been published in the past literature for wave propagation in infinite sandwich structure and giving the complete description of dispersion relation with no restriction on frequency and wavelength. More recently exact analytical solution or simply supported sandwich plate has been derived. Also it is seen by comparison of dispersion curves obtained with exact (3D formulation of theory of elasticity) and simplified theories (2D formulation as generalization of Timoshenko theory) made on infinite domain and concluded that the simplified theory can be reliably used to assess the waveguide properties of sandwich plate in the frequency range of interest. In order to approach the problems with finite domain and their implementation in the use of general purpose code; finite degrees of freedom is enforced. The concept of displacement based theories provides the flexibility in assuming different kinematic deformations to approach these problems. Many of the displacement based theories incorporate the Equivalent Single Layer(ESL) approach and these can capture the global behavior with relative ease. Chapter-2 presents the Laplace spectral finite element for thick beams based on the First order Shear Deformation Theory (FSDT). Here the effect of different choices of the real part of the Laplace variable is demonstrated. It is shown that the real part of the Laplace variable acts as a numerical damping factor. The spectrum and dispersion relations are obtained and the use of these relations are demonstrated by an example. Here, for sandwich members based on FSDT, an appropriate choice of the correction factor ,which arises due to the inconsistency between the kinematic hypothesis and the desired accuracy is presented. Finally the response obtained by the use of the element is validated with experimental results. For high shock loading cases, the core flexibility induces local effects which are very predominant and this can lead to debonding of face sheets. The ESL theories mentioned above cannot capture these effects due to the computation of equivalent through the thickness section properties. Thus, higher order theories such as the layer-wise theories are required to capture the local behaviour. One such theory for sandwich panels is the Higher order Sandwich Plate theory (HSaPT). Here, the in-plane stress in the core has been neglected; but gives a good approximation for sandwich construction with soft cores. Including the axial inertial terms of the core will not yield constant shear stress distribution through the height of the core and hence more recently the Extended Higher order Sandwich Plate theory (EHSaPT) is proposed. The LSFE based on this theory has been formulated and is presented in Chapter-4. Detailed 3D orthotropic properties of typical sandwich construction is considered and the core compressibility effect of local behavior due to high shock loading is clearly brought out. As detailed local behavior is sought the degrees of freedom per element is high and the specific need for such theory as compared with the ESL theories is discussed. Chapter-4 presents the spectral finite element for plates based on FSDT. Here, multi-transform method is used to solve the partial differential equations of the plate. The effect of shear deformation is brought out in the spectrum and dispersion relations plots. Response results obtained by the formulated element is compared and validated with many different experimental results. Generally structures are built-up by connecting many different sub-structures. These connecting members, called joints play a very important role in the wave transmission/attenuation. Usually these joints are modeled as rigid joints; but in reality these are flexible and exhibits non-linear characteristics and offer high damping to the energy flow in the connected structures. Chapter-5 presents the attenuation and transmission of wave energy using the power flow approach for rigid joints for different configurations. Later, flexible spectral joint model is developed and the transmission/attenuation across the flexible joints is studied. The thesis ends with conclusion and highlighting futures cope based on the developments reported in this thesis.

This paper concentrates on the description of fractional order LTI SISO systems using generalized Laguerre functions. There are properties of generalized Laguerre functions described in the paper, and an orthogonal base of these functions is shown. Next the concept of fractional derivatives is explained. The last part of this paper deals with the representation of fractional order LTI SISO systems using generalized Laguerre functions. Several examples were solved to demonstrate the benefits of using these functions for the representation of LTI SISO systems.

By the help of several examples the interactive work with the ClassPad330 is considered. The student can solve difficult exercises of practical applications step by step using the symbolic calculation and the graphic possibilities of the calculator. Sometimes several fields of mathematics are combined to solve a problem. Let us consider the ClassPad330 (with the actual operating system OS 03.03) and discuss on some new exercises in analysis, e.g. solving a linear differential equation by the help of the Laplace transformation and using the inverse Laplace transformation or considering the Fourier transformation in discrete time (the Fast Fourier Transformation FFT and the inverse FFT). We use the FFT- and IFFT-function to study periodic signals, if we only have a sequence generated by sampling the time signal. We know several ways to get a solution. The techniques for studying practical applications fall into the following three categories: analytic, graphic and numeric. We can use the Classpad software in the handheld or in the PC (ClassPad emulator version of the handheld).

<p>In the thesis are introduced and investigated spaces of Burling and of Roumieu type tempered ultradistributions, which are natural generalization of the space of Schwartz&rsquo;s tempered distributions in Denjoy-Carleman-Komatsu&rsquo;s theory of ultradistributions.&nbsp; It has been proved that the introduced spaces preserve all of the good properties Schwartz space has, among others, a remarkable one, that the Fourier transform maps continuposly the spaces into themselves.<br />In the first chapter the necessary notation and notions are given.<br />In the second chapter, the spaces of ultrarapidly decreasing ultradifferentiable functions and their duals, the spaces of Beurling and of Roumieu tempered ultradistributions, are introduced; their topological properties and relations with the known distribution and ultradistribution spaces and structural properties are investigated;&nbsp; characterization of&nbsp; the Hermite expansions&nbsp; and boundary value representation of the elements of the spaces are given.<br />The spaces of multipliers of the spaces of Beurling and of Roumieu type tempered ultradistributions are determined explicitly in the third chapter.<br />The fourth chapter is devoted to the investigation of&nbsp; Fourier, Wigner, Bargmann and Hilbert transforms on the spaces of Beurling and of Roumieu type tempered ultradistributions and their test spaces.<br />In the fifth chapter the equivalence of classical definitions of the convolution of Beurling type ultradistributions is proved, and the equivalence of, newly introduced definitions, of ultratempered convolutions of Beurling type ultradistributions is proved.<br />In the last chapter is given a necessary and sufficient condition for a convolutor of a space of tempered ultradistributions to be hypoelliptic in a space of integrable ultradistribution, is given, and hypoelliptic convolution equations are studied in the spaces.<br />Bibliograpy has 70 items.</p> / <p>U ovoj tezi su proučavani prostori temperiranih ultradistribucija Beurlingovog&nbsp; i Roumieovog tipa, koji su prirodna uop&scaron;tenja prostora Schwarzovih temperiranih distribucija u Denjoy-Carleman-Komatsuovoj teoriji ultradistribucija. Dokazano je ovi prostori imaju sva dobra svojstva, koja ima i Schwarzov prostor, izmedju ostalog, značajno svojstvo da Furijeova transformacija preslikava te prostore neprekidno na same sebe.<br />U prvom poglavlju su uvedene neophodne oznake i pojmovi.<br />U drugom poglavlju su uvedeni prostori ultrabrzo opadajucih ultradiferencijabilnih funkcija i njihovi duali, prostori Beurlingovih i Rumieuovih temperiranih ultradistribucija; proučavana su njihova topolo&scaron;ka svojstva i veze sa poznatim prostorima distribucija i ultradistribucija, kao i strukturne osobine; date su i karakterizacije Ermitskih ekspanzija i graničnih reprezentacija elemenata tih prostora.<br />Prostori multiplikatora Beurlingovih i Roumieuovih temperiranih ultradistribucija su okarakterisani u trećem poglavlju.<br />Četvrto poglavlje je posvećeno proučavanju Fourierove, Wignerove, Bargmanove i Hilbertove transformacije na prostorima Beurlingovih i Rouimieovih temperiranih ultradistribucija i njihovim test prostorima.<br />U petoj glavi je dokazana ekvivalentnost klasičnih definicija konvolucije na Beurlingovim prostorima ultradistribucija, kao i ekvivalentnost novouvedenih definicija ultratemperirane konvolucije ultradistribucija Beurlingovog tipa.<br />U poslednjoj glavi je dat potreban i dovoljan uslov da konvolutor prostora temperiranih ultradistribucija bude hipoeliptičan u prostoru integrabilnih ultradistribucija i razmatrane su neke konvolucione jednačine u tom prostoru.<br />Bibliografija ima 70 bibliografskih jedinica.</p>

Tato doktorská práce se zabývá zlomkovým kalkulem na diskrétních množinách, přesněji v rámci takzvaného (q,h)-kalkulu a jeho speciálního případu h-kalkulu. Nejprve jsou položeny základy teorie lineárních zlomkových diferenčních rovnic v (q,h)-kalkulu. Jsou diskutovány některé jejich základní vlastnosti, jako např. existence, jednoznačnost a struktura řešení, a je zavedena diskrétní analogie Mittag-Lefflerovy funkce jako vlastní funkce operátoru zlomkové diference. Dále je v rámci h-kalkulu provedena kvalitativní analýza skalární a vektorové testovací zlomkové diferenční rovnice. Výsledky analýzy stability a asymptotických vlastností umožňují vymezit souvislosti s jinými matematickými disciplínami, např. spojitým zlomkovým kalkulem, Volterrovými diferenčními rovnicemi a numerickou analýzou. Nakonec je nastíněno možné rozšíření zlomkového kalkulu na obecnější časové škály.

電気鉄道の安全安定輸送を確保するため，雷害防止が求められている。本論文では，電気鉄道設備の雷サージ特性実測を行い，接地インピーダンス特性を雷サージの視点から検討した。さらに，電力系統解析技術を応用して鉄道特有機器の回路解析モデルを開発し，その精度を実測で確認し，鉄道設備雷電流侵入時の応答を実測および計算結果より明らかにした。これらの成果は，電気鉄道の設計・保守・解析に十分に生かすことが可能である。 / Lightning protection is required to ensure safe and stable electric railway transportation. In this thesis, the lightning surge characteristics of the facilities in electric railway systems were measured. The characteristic of earthing impedance was also investigated from the viewpoint of lightning surge. In addition, some numerical models of railway specific apparatuses for circuit analysis method were developed by applying simulation technology for power system and confirmed their accuracies by actual measurements. The responses to lightning currents invaded into the facilities were clarified by the measured and calculated results. These results can be fully utilized in the design, maintenance and analysis of electric railway systems. / 博士(工学) / Doctor of Philosophy in Engineering / 同志社大学 / Doshisha University

Nesta dissertação, o modelo de seleção de carteiras de Markowitz será estendido com uma análise em tempo discreto e hipóteses mais realísticas. Um produto tensorial finito de densidades Erlang será usado para aproximar a densidade de probabilidade multivariada dos retornos discretos uniperiódicos de ativos dependentes. A Erlang é um caso particular da distribuição Gama. Uma mistura finita pode gerar densidades multimodais não-simétricas e o produto tensorial generaliza este conceito para dimensões maiores. Assumindo que a densidade multivariada foi independente e identicamente distribuída (i.i.d.) no passado, a aproximação pode ser calibrada com dados históricos usando o critério da máxima verossimilhança. Este é um problema de otimização em larga escala, mas com uma estrutura especial. Assumindo que esta densidade multivariada será i.i.d. no futuro, então a densidade dos retornos discretos de uma carteira de ativos com pesos não-negativos será uma mistura finita de densidades Erlang. O risco será calculado com a medida Downside Risk, que é convexa para determinados parâmetros, não é baseada em quantis, não causa a subestimação do risco e torna os problemas de otimização uni e multiperiódico convexos. O retorno discreto é uma variável aleatória multiplicativa ao longo do tempo. A distribuição multiperiódica dos retornos discretos de uma seqüência de T carteiras será uma mistura finita de distribuições Meijer G. Após uma mudança na medida de probabilidade para a composta média, é possível calcular o risco e o retorno, que levará à fronteira eficiente multiperiódica, na qual cada ponto representa uma ou mais seqüências ordenadas de T carteiras. As carteiras de cada seqüência devem ser calculadas do futuro para o presente, mantendo o retorno esperado no nível desejado, o qual pode ser função do tempo. Uma estratégia de alocação dinâmica de ativos é refazer os cálculos a cada período, usando as novas informações disponíveis. Se o horizonte de tempo tender a infinito, então a fronteira eficiente, na medida de probabilidade composta média, tenderá a um único ponto, dado pela carteira de Kelly, qualquer que seja a medida de risco. Para selecionar um dentre vários modelos de otimização de carteira, é necessário comparar seus desempenhos relativos. A fronteira eficiente de cada modelo deve ser traçada em seu respectivo gráfico. Como os pesos dos ativos das carteiras sobre estas curvas são conhecidos, é possível traçar todas as curvas em um mesmo gráfico. Para um dado retorno esperado, as carteiras eficientes dos modelos podem ser calculadas, e os retornos realizados e suas diferenças ao longo de um backtest podem ser comparados. / In this thesis, Markowitz’s portfolio selection model will be extended by means of a discrete time analysis and more realistic hypotheses. A finite tensor product of Erlang densities will be used to approximate the multivariate probability density function of the single-period discrete returns of dependent assets. The Erlang is a particular case of the Gamma distribution. A finite mixture can generate multimodal asymmetric densities and the tensor product generalizes this concept to higher dimensions. Assuming that the multivariate density was independent and identically distributed (i.i.d.) in the past, the approximation can be calibrated with historical data using the maximum likelihood criterion. This is a large-scale optimization problem, but with a special structure. Assuming that this multivariate density will be i.i.d. in the future, then the density of the discrete returns of a portfolio of assets with nonnegative weights will be a finite mixture of Erlang densities. The risk will be calculated with the Downside Risk measure, which is convex for certain parameters, is not based on quantiles, does not cause risk underestimation and makes the single and multiperiod optimization problems convex. The discrete return is a multiplicative random variable along the time. The multiperiod distribution of the discrete returns of a sequence of T portfolios will be a finite mixture of Meijer G distributions. After a change of the distribution to the average compound, it is possible to calculate the risk and the return, which will lead to the multiperiod efficient frontier, where each point represents one or more ordered sequences of T portfolios. The portfolios of each sequence must be calculated from the future to the present, keeping the expected return at the desired level, which can be a function of time. A dynamic asset allocation strategy is to redo the calculations at each period, using new available information. If the time horizon tends to infinite, then the efficient frontier, in the average compound probability measure, will tend to only one point, given by the Kelly’s portfolio, whatever the risk measure is. To select one among several portfolio optimization models, it is necessary to compare their relative performances. The efficient frontier of each model must be plotted in its respective graph. As the weights of the assets of the portfolios on these curves are known, it is possible to plot all curves in the same graph. For a given expected return, the efficient portfolios of the models can be calculated, and the realized returns and their differences along a backtest can be compared.

Nesta dissertação, o modelo de seleção de carteiras de Markowitz será estendido com uma análise em tempo discreto e hipóteses mais realísticas. Um produto tensorial finito de densidades Erlang será usado para aproximar a densidade de probabilidade multivariada dos retornos discretos uniperiódicos de ativos dependentes. A Erlang é um caso particular da distribuição Gama. Uma mistura finita pode gerar densidades multimodais não-simétricas e o produto tensorial generaliza este conceito para dimensões maiores. Assumindo que a densidade multivariada foi independente e identicamente distribuída (i.i.d.) no passado, a aproximação pode ser calibrada com dados históricos usando o critério da máxima verossimilhança. Este é um problema de otimização em larga escala, mas com uma estrutura especial. Assumindo que esta densidade multivariada será i.i.d. no futuro, então a densidade dos retornos discretos de uma carteira de ativos com pesos não-negativos será uma mistura finita de densidades Erlang. O risco será calculado com a medida Downside Risk, que é convexa para determinados parâmetros, não é baseada em quantis, não causa a subestimação do risco e torna os problemas de otimização uni e multiperiódico convexos. O retorno discreto é uma variável aleatória multiplicativa ao longo do tempo. A distribuição multiperiódica dos retornos discretos de uma seqüência de T carteiras será uma mistura finita de distribuições Meijer G. Após uma mudança na medida de probabilidade para a composta média, é possível calcular o risco e o retorno, que levará à fronteira eficiente multiperiódica, na qual cada ponto representa uma ou mais seqüências ordenadas de T carteiras. As carteiras de cada seqüência devem ser calculadas do futuro para o presente, mantendo o retorno esperado no nível desejado, o qual pode ser função do tempo. Uma estratégia de alocação dinâmica de ativos é refazer os cálculos a cada período, usando as novas informações disponíveis. Se o horizonte de tempo tender a infinito, então a fronteira eficiente, na medida de probabilidade composta média, tenderá a um único ponto, dado pela carteira de Kelly, qualquer que seja a medida de risco. Para selecionar um dentre vários modelos de otimização de carteira, é necessário comparar seus desempenhos relativos. A fronteira eficiente de cada modelo deve ser traçada em seu respectivo gráfico. Como os pesos dos ativos das carteiras sobre estas curvas são conhecidos, é possível traçar todas as curvas em um mesmo gráfico. Para um dado retorno esperado, as carteiras eficientes dos modelos podem ser calculadas, e os retornos realizados e suas diferenças ao longo de um backtest podem ser comparados. / In this thesis, Markowitz’s portfolio selection model will be extended by means of a discrete time analysis and more realistic hypotheses. A finite tensor product of Erlang densities will be used to approximate the multivariate probability density function of the single-period discrete returns of dependent assets. The Erlang is a particular case of the Gamma distribution. A finite mixture can generate multimodal asymmetric densities and the tensor product generalizes this concept to higher dimensions. Assuming that the multivariate density was independent and identically distributed (i.i.d.) in the past, the approximation can be calibrated with historical data using the maximum likelihood criterion. This is a large-scale optimization problem, but with a special structure. Assuming that this multivariate density will be i.i.d. in the future, then the density of the discrete returns of a portfolio of assets with nonnegative weights will be a finite mixture of Erlang densities. The risk will be calculated with the Downside Risk measure, which is convex for certain parameters, is not based on quantiles, does not cause risk underestimation and makes the single and multiperiod optimization problems convex. The discrete return is a multiplicative random variable along the time. The multiperiod distribution of the discrete returns of a sequence of T portfolios will be a finite mixture of Meijer G distributions. After a change of the distribution to the average compound, it is possible to calculate the risk and the return, which will lead to the multiperiod efficient frontier, where each point represents one or more ordered sequences of T portfolios. The portfolios of each sequence must be calculated from the future to the present, keeping the expected return at the desired level, which can be a function of time. A dynamic asset allocation strategy is to redo the calculations at each period, using new available information. If the time horizon tends to infinite, then the efficient frontier, in the average compound probability measure, will tend to only one point, given by the Kelly’s portfolio, whatever the risk measure is. To select one among several portfolio optimization models, it is necessary to compare their relative performances. The efficient frontier of each model must be plotted in its respective graph. As the weights of the assets of the portfolios on these curves are known, it is possible to plot all curves in the same graph. For a given expected return, the efficient portfolios of the models can be calculated, and the realized returns and their differences along a backtest can be compared.