Seit den 70er Jahren erscheint die Welteinkommensverteilung zwischen den Nationen polarisiert in arm und reich. Dieses Phänomen kann theoretisch mithilfe des Solow Wachstumsmodells erklärt werden. Der Nachweis wurde auf drei Arten geführt. Als erstes wurde graphisch gezeigt, dass Änderungen der Annahmen bezüglich der Sparquote, des Bevölkerungswachstums sowie der Sparquote des Humankapital im erweiterten Solow Wachstumsmodell zu Bipolarität führen können. Die zweite Vorgehensweise war analytisch: eine endogene Sparquote wurde in das Solow Wachstumsmodell eingefügt, für welches dann die Gleichgewichte bestimmt wurden. Es konnte gezeigt werden, dass es zur Polarisierung kommt. Schließlich wurde ein empirisch determiniertes Solow Wachstumsmodell formuliert. Die Sparquote sowie die Bevölkerungswachstumsrate wurden mithilfe von Regressionen geschätzt und in das Modell integriert. Hieraus wurden anschließend die Gleichgewichte bestimmt.

One of today’s financial trends is securitization. Evaluating Securitization risk requires some strong quantitative skills and a deep understanding of both credit and market risk. For international securitization programs it is mandatory to take into account the exchange-rates-related risks. We will see the di˙erent methods to evaluate extreme variations of the exchange rates using the Extreme Value Theory and Monte Carlo simulations. / Värdepapperisering är en av dagens finansiella trender. Att utvärdera vär-depapperisering risk kräver starka kvantitativa kunskaper och en förståelseför både kredit- och marknadsrisk. För internationell värdepapperisering ärdet obligatoriskt att hänsyn tas till valutarisker. Vi kommer att se de olika metoder för att utvärdera extrema variationer i valutakurser med hjälp av extremvärdesteori och Monte Carlo-simuleringar.

The peaks over threshold (POT) method provides an attractive framework for estimating the risk of extreme events such as severe storms or large insurance claims. However, the conventional POT procedure, where the threshold excesses are modelled by a generalized Pareto distribution, suffers from small samples and subjective threshold selection. In recent years, two alternative approaches have been proposed in the form of mixture models that estimate the threshold and a folding procedure that generates larger tail samples. In this paper the empirical performances of the conventional POT procedure, the folding procedure and a mixture model are compared by modelling data sets on fire insurance claims and hurricane damage costs. The results show that the folding procedure gives smaller standard errors of the parameter estimates and in some cases more stable quantile estimates than the conventional POT procedure. The mixture model estimates are dependent on the starting values in the numerical maximum likelihood estimation, and are therefore difficult to compare with those from the other procedures. The conclusion is that none of the procedures is overall better than the others but that there are situations where one method may be preferred.

The aim of this paper is to evaluate the effects of the dissolution time – time for the liquid to absorb the gas till the saturation state - on the behaviour of positivedisplacement vane pumps, in terms of pressure peaks within internal chambers and forces applied to the stator ring. The chamber pressurization depends on the volume variation and fluid Bulk modulus in the pre-compression phase during which the volume is trapped between the suction and the delivery port rims. If the dissolution time is short, then the entrained air is quickly absorbed and the fluid Bulk modulus sharply increases just before opening the connection to the outlet; as a consequence, pressure peaks may appear thus degrading the NVH characteristics of the pump. Moreover the pressure within internal chambers generate i) a torque demand to the driver (the combustion engine or an electrical motor) and ii) a total force applied to the stator ring. In case of fixed displacement designs, the resultant pressure force simply represents a load for support bearings; while in case of variable designs, it contributes to the displacement regulation. Simulation results show that the pump behaviour is very sensitive to the dissolution time when it is quite close to the duration of the trapped period.

This master thesis investigated how a hydrogen energy storage could be used anddimensioned to reduce the problem of power shortage in the local distributiongrid in Uppsala, Sweden. By implementing such a storage system in mobilityhouses, which are parking garages with integrated charging stations for electric vehicles and smart renewable energy solutions for power generation, the problem with power shortage could be decreased. The results showed that by integrating a hydrogen storage together with battery packs, it was possible to reduce power peaks in mobility houses. Further, it was clear that more power peaks facilitated the dimensioning of these type of systems. It was also shown that due to today's initial cost of hydrogen storages, the total savings related to a limited purchase of electricity from the grid were insignificant. It was therefore found that this type of hydrogen storage would not reduce costs in the short term for the mobility houses considered in this study. However, implementing a smaller kW storage could generate and improve knowledge in the hydrogen/hybrid field, which could facilitate the implementation of larger systems in the future. Furthermore, the results showed that it could be interesting to implement hydrogen storages on a bigger scale for municipalities or actors, who would want to reduce the power shortage in the local distribution grid.

Neste trabalho foram estudados, através de simulações numéricas e medidas de concentração de poluentes próximo à superfície, algumas situações meteorológicas que determinaram episódios de destaque com relação ao poluente ozônio que ocorreram na Região Metropolitana de São Paulo (RMSP) entre 1999 e 2006. Primeiramente, foram avaliados dois modelos fotoquímicos, CIT e SPM-BRAMS, quanto à formação de ozônio e a correta representação dos processos de dispersão de poluentes na região. Após a avaliação dos modelos, foram determinadas características do escoamento atmosférico durante a ocorrência de episódios críticos do ponto de vista da qualidade do ar. Os resultados obtidos mostraram que a variabilidade nas concentrações do ozônio pode ser bem representada pelos modelos utilizados. Em geral, as concentrações simuladas com o SPM-BRAMS concordam bem com as observações em termos da fase do ciclo diurno, sendo os valores das concentrações um pouco subestimados com relação aos máximos observados. O modelo CIT, por sua vez, apresentou concentrações mais altas, principalmente nos horários de máximo, tendo também representado adequadamente o ciclo diurno. Nas simulações, com ambos os modelos, foi constatado que nos pontos referentes às estações de monitoramento localizadas na porção sudeste da RMSP, foram obtidos os piores resultados em termos de parâmetros estatísticos comumente utilizados na avaliação de resultados modelados. Com o SPM-BRAMS foram também realizadas simulações abrangendo o mês de janeiro de 2006, através das quais foram estudadas as condições atmosféricas em grande e mesoescala e o comportamento das concentrações de ozônio associadas. Durante este mês houve períodos de intensa atividade convectiva, relacionados a episódios de ZCAS, bem como períodos mais secos em que a atmosfera apresentava-se mais estável. Observou-se que durante episódios de chuva intensa há uma superestimativa das concentrações pelo modelo; no entanto, os resultados são bem próximos às observações em situações de céu claro e com ventos menos intensos. Os picos secundários noturnos na concentração de ozônio, observados com certa freqüência nos dados medidos, nem sempre foram bem representados pelo modelo, embora os picos máximos diurnos fossem bem representados. Os dias em que os picos noturnos foram simulados adequadamente pelo SPM-BRAMS foram caracterizados por alta pressão desde a superfície até níveis médios, com maior subsidência e estabilidade na atmosfera, favorecendo o transporte de ozônio a partir de níveis mais altos da atmosfera para a superfície. Os picos noturnos com concentrações acima de 20 ppbv foram os mais bem representados. / Throughout numerical simulations and near to surface measurements of pollutants concentrations, in this work some meteorological situations of relevance for high ozone concentrations episodes over the Metropolitan Area of Sao Paulo (MASP) were studied., between 1999 and 2006. Firstly, two photochemical models, CIT and SPM-BRAMS, were evaluated in the sense of the correct representation of ozone formation and the pollutant dispersion processes over the region. After the models evaluation, some characteristics of the atmospheric flow were determined during the occurrence of critical events from the air quality point of view. The results showed that the ozone concentrations variability was relatively well represented by the used models. In general, the concentrations simulated by the SPMBRAMS agree well with observations, in terms of the diurnal cycle phase, but the concentrations values were slightly underestimated compared to the observed maximum. The CIT model showed higher concentrations, especially during diurnal maximum peaks. The diurnal cycle was also adequately represented by this model. In simulations with both models, it was found that in the monitoring stations located in the southeastern portion of the MASP, the worst results were obtained in terms of statistical parameters commonly used in the evaluation of models results. The SPM-BRAMS was also used for simulations throughout the whole month of January 2006. With these simulations the atmospheric conditions in large and meso scales and the associated ozone concentrations behavior were studied. During this month periods of intense convective activity occurred, associated with SACZ episodes. Dry periods in which the atmosphere was more stable, were also observed during this month. It was observed that during episodes of intense precipitation, there is a tendency of concentration overestimation by the model; however, the results are very close to the observations in situations of clear sky and with milder winds. The nocturnal secondary peaks in the ozone concentration observed with some frequency in the measured data, were not always well represented by the model, while the maximum day time peak were well represented. The days when the nocturne peaks were properly simulated by SPM-BRAMS, were characterized by high pressure from the surface to mid-level, with more atmospheric subsidence and stability, promoting the transport of ozone from higher levels of the atmosphere to the surface. The nocturnal peaks with concentration above 20 ppbv were most well represented.

No description available.

The West Crater-Soda Peaks area covering about 100 km is located 35 km southeast of Mount St. Helens in southern Washington State. It is one of several Quaternary monogenetic High Cascade volcanic centers overlying the Ohaaapecosh Formation of the Western Cascade Group and interstratified glacial till.These volcanic centers are the most westerly of the range.

The work presented in this thesis studies the load and loadeffects of traffic loads on railway bridges. The increasedknowledge of the traffic loads, simulated using fieldmeasurements of actual trains, are employed in a reliabilityanalysis in an attempt at upgrading existing railwaybridges. The study utilises data from a weigh-in-motion site whichrecords, for each train, the train speed, the loads from eachaxle and the axle spacings. This data of actual trainconfigurations and axle loads are portrayed as moving forcesand then used in computer simulations of trains crossing twodimensional simply supported bridges at constant speed. Onlysingle track short to medium span bridges are considered in thethesis. The studied load effect is the moment at mid-span. Fromthe computer simulations the moment history at mid-span isobtained. The load effects are analysed by two methods, the first isthe classical extreme value theory where the load effect ismodelled by the family of distributions called the generalisedextreme value distribution (GEV). The other method adopts thepeaks-over-threshold method (POT) where the limiting family ofdistributions for the heights to peaks-over-threshold is theGeneralised Pareto Distribution (GPD). The two models aregenerally found to be a good representation of the data. The load effects modelled by either the GEV or the GPD arethen incorporated into a reliability analysis in order to studythe possibility of raising allowable axle loads on existingSwedish railway bridges. The results of the reliabilityanalysis show that they are sensitive to the estimation of theshape parameter of the GEV or the GPD. While the study is limited to the case of the ultimate limitstate where the effects of fatigue are not accounted for, thefindings show that for the studied cases an increase inallowable axle load to 25 tonnes would be acceptable even forbridges built to the standards of 1940 and designed to LoadModel A of that standard. Even an increase to both 27.5 and 30tonnes appears to be possible for certain cases. It is alsoobserved that the short span bridges ofapproximately fourmetres are the most susceptible to a proposed increase inpermissible axle load. <b>Keywords:</b>bridge, rail, traffic load, load effect,dynamic amplification factor, extreme value theory,peaks-over-threshold, reliability theory, axle loads, fielddata.

Surface-enhanced laser desorption/ionization time-of-flight mass spectrometry (SELDI)is one of several proteomics technologies that can be used in biomarker discovery studies. Such studies often have the goal of finding protein markers that predict early onset of cancers such as cervical cancer. The reproducibility of SELDI has been shown to be an issue in the literature. There are numerous sources of error in a SELDI experiment starting with sample collection from patients to the signal processing steps used to estimate the protein mass and abundance values present in a sample. This dissertation is concerned with all aspects of signal processing related to SELDI's use in biomarker discovery projects. In chapter 2, we perform a comprehensive study of the most popular preprocessing algorithms available. Next, in chapter 3, we study the basic statistics of SELDI data acquisition. From here, we propose a quadratic variance measurement model for buffer+matrix only spectra. This model leads us to develop a modified Antoniadis-Sapatinas wavelet denoising algorithm that demonstrates superior performance when compared to MassSpecWavelet, one of the leading techniques for preprocessing SELDI data. In chapter 4, we show that the quadratic variance model 1) extends to real pooled cervical mucus QC data from a clinical study, 2) predicts behavior and reproducibility of peak heights, and 3) finds four times as many reproducible peaks as the vendor-supplied preprocessing programs. The quadratic variance measurement model for SELDI data is fundamental and promises to lead to improved techniques for analyzing the data from clinical studies using this instrument.