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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
11

Yield Curve Estimation By Spline-based Models

Baki, Isa 01 December 2006 (has links) (PDF)
This thesis uses Spline-based model, which was developed by McCulloch, and parsimonious model, which was developed by Nelson-Siegel, to estimate the yield curves of zero-coupon bonds in Turkey. In this thesis, we construct the data by using Turkish secondary government zero-coupon bond data, which contain the data from January 2005 to June 2005. After that, relative performances of models are compared using in-sample goodness of fit. As a result, we see that performance of McCulloch model in fitting yield is better than that of Nelson-Siegel model.
12

Computation And Analysis Of Spectra Of Large Undirected Networks

Erdem, Ozge 01 June 2010 (has links) (PDF)
Many interacting complex systems in biology, in physics, in technology and social systems, can be represented in a form of large networks. These large networks are mathematically represented by graphs. A graph is represented usually by the adjacency or the Laplacian matrix. Important features of the underlying structure and dynamics of them can be extracted from the analysis of the spectrum of the graphs. Spectral analysis of the so called normalized Laplacian of large networks became popular in the recent years. The Laplacian matrices of the empirical networks are in form of unstructured large sparse matrices. The aim of this thesis is the comparison of different eigenvalue solvers for large sparse symmetric matrices which arise from the graph theoretical epresentation of undirected networks. The spectrum of the normalized Laplacian is in the interval [0 2] and the multiplicity of the eigenvalue 1 plays a particularly important role for the network analysis. Moreover, the spectral analysis of protein-protein interaction networks has revealed that these networks have a different distribution type than other model networks such as scale free networks. In this respect, the eigenvalue solvers implementing the well-known implicitly restarted Arnoldi method, Lanczos method, Krylov-Schur and Jacobi Davidson methods are investigated. They exist as MATLAB routines and are included in some freely available packages. The performances of different eigenvalue solvers PEIG, AHBEIGS, IRBLEIGS, EIGIFP, LANEIG, JDQR, JDCG in MATLAB and the library SLEPc in C++ were tested for matrices of size between 100-13000 and are compared in terms of accuracy and computing time. The accuracy of the eigenvalue solvers are validated for the Paley graphs with known eigenvalues and are compared for large empirical networks using the residual plots and spectral density plots are computed.
13

Boundary Element Method Solution Of Initial And Boundary Value Problems In Fluid Dynamics And Magnetohydrodynamics

Bozkaya, Canan 01 June 2008 (has links) (PDF)
In this thesis, the two-dimensional initial and boundary value problems invol-ving convection and diffusion terms are solved using the boundary element method (BEM). The fundamental solution of steady magnetohydrodynamic (MHD) flow equations in the original coupled form which are convection-diffusion type is established in order to apply the BEM directly to these coupled equations with the most general form of wall conductivities. Thus, the solutions of MHD flow in rectangular ducts and in infinite regions with mixed boundary conditions are obtained for high values of Hartmann number, M. For the solution of transient convection-diffusion type equations the dual reciprocity boundary element method (DRBEM) in space is combined with the differential quadrature method (DQM) in time. The DRBEM is applied with the fundamental solution of Laplace equation treating all the other terms in the equation as nonhomogeneity. The use of DQM eliminates the need of iteration and very small time increments since it is unconditionally stable. Applications include unsteady MHD duct flow and elastodynamic problems. The transient Navier-Stokes equations which are nonlinear in nature are also solved with the DRBEM in space - DQM in time procedure iteratively in terms of stream function and vorticity. The procedure is applied to the lid-driven cavity flow for moderate values of Reynolds number. The natural convection cavity flow problem is also solved for high values of Rayleigh number when the energy equation is added.
14

A Comparison Of Two

Kaltakci, Volkan 01 February 2009 (has links) (PDF)
In this study, the settlement behavior of the piled raft foundations resting on overconsolidated clays under uniform loading, is investigated for different pile configurations and load levels. A total of 100 plane &ndash / strain and three &ndash / dimensional finite element analyses are carried out and the results of these analyses are compared both with each other and with the results presented by Reul &amp / Randolph (2004). The material parameters used in the analysis are selected mainly referring to the previous studies cited above on the same subject and slight modifications are made for convenience in the analysis. The analysis method and the applied pile configurations and load levels are directly taken from the reference study, excluding the soil model employed. A drained Mohr &ndash / Coulomb failure criteria is employed in the analysis of this study in modeling the soil instead of an elastoplastic model which was used in the analysis of the reference study. The results are evaluated for the average and differential settlements of the foundations and it is seen that / although the average and differential settlements calculated in this study are not always very close to the values calculated in the reference study, the calculated settlement reduction factors due to piles (especially for the average settlements) compared well with the findings of the reference study for all pile configurations and load levels considered. Based on this, a new approach is suggested to estimate the average settlements of the piled raft foundations. Moreover, correction factors are recommended in order to estimate the average settlements of the piled rafts by directly using the programs employed throughout the thesis.
15

Image Segmentation And Smoothing Via Partial Differential Equations

Ozmen, Neslihan 01 February 2009 (has links) (PDF)
In image processing, partial differential equation (PDE) based approaches have been extensively used in segmentation and smoothing applications. The Perona-Malik nonlinear diffusion model is the first PDE based method used in the image smoothing tasks. Afterwards the classical Mumford-Shah model was developed to solve both image segmentation and smoothing problems and it is based on the minimization of an energy functional. It has numerous application areas such as edge detection, motion analysis, medical imagery, object tracking etc. The model is a way of finding a partition of an image by using a piecewise smooth representation of the image. Unfortunately numerical procedures for minimizing the Mumford-Shah functional have some difficulties because the problem is non convex and it has numerous local minima, so approximate approaches have been proposed. Two such methods are the Ambrosio-Tortorelli approximation and the Chan-Vese active contour method. Ambrosio and Tortorelli have developed a practical numerical implementation of the Mumford-Shah model which based on an elliptic approximation of the original functional. The Chan-Vese model is a piecewise constant generalization of the Mumford-Shah functional and it is based on level set formulation. Another widely used image segmentation technique is the &ldquo / Active Contours (Snakes)&rdquo / model and it is correlated with the Chan-Vese model. In this study, all these approaches have been examined in detail. Mathematical and numerical analysis of these models are studied and some experiments are performed to compare their performance.
16

Performance Of Parallel Decodable Turob And Repeat-accumulate Codes Implemented On An Fpga Platform

Erdin, Enes 01 September 2009 (has links) (PDF)
In this thesis, we discuss the implementation of a low latency decoding algorithm for turbo codes and repeat accumulate codes and compare the implementation results in terms of maximum available clock speed, resource consumption, error correction performance, and the data (information bit) rate. In order to decrease the latency a parallelized decoder structure is introduced for these mentioned codes and the results are obtained by implementing the decoders on a field programmable gate array. The memory collision problem is avoided by using collision-free interleavers. Through a proposed quantization scheme and normalization approximations, computational issues are handled for overcoming the overflow and underflow issues in a fixed point arithmetic. Also, the effect of different implementation styles are observed.
17

A Numerical Study On Special Truss Moment Frames

Olmez, Harun Deniz 01 December 2009 (has links) (PDF)
A three-phase numerical study was undertaken to address some design issues related with special truss moment frames (STMFs). In the first phase, the design approaches for distribution of shear strength among stories were examined. Multistory STMFs sized based on elastic and inelastic behavior were evaluated from a performance point of view. A set of time history analysis was conducted to investigate performance parameters such as the interstory drift ratio and the plastic rotation at chord member ends. The results of the analysis reveal that the maximum interstory drifts are not significantly influenced by the adopted design philosophy while considerable differences are observed for plastic rotations. In the second phase, the expected shear strength at vierendeel openings was studied through three dimensional finite element modeling. The results from finite element analysis reveal that the expected shear strength formulation presented in the AISC Seismic Provisions for Structural Steel Buildings is overly conservative. Based on the analysis results, an expected shear strength formula was developed and is presented herein. In the third phase, the effects of the load share and slenderness of X-diagonals in the special segment on the performance of the system were evaluated. Lateral drift, curvature at chord member ends, axial strain at X-diagonals and base shear were the investigated parameters obtained from a set of time history analysis. The results illustrate that as the load share of X-diagonals increases, the deformations decreases. Moreover, the slenderness of X-diagonals is not significantly effective on the system performance.
18

Numerical Method For Conform Reflection

Kushnarov, Andriy 01 January 2010 (has links) (PDF)
Conformal map has application in a lot of areas of science, e.g., fluid flow, heat conduction, solidification, electromagnetic, etc. Especially conformal map applied to elasticity theory can provide most simple and useful solution. But finding of conformal map for custom domain is not trivial problem. We used a numerical method for building a conformal map to solve torsion problem. In addition it was considered an infinite system method to solve the same problem. Results are compared.
19

Numerical Modeling Of Balcova Geothermal Field

Polat, Can 01 January 2010 (has links) (PDF)
The aim of this study is to construct a numerical reservoir model for Bal&ccedil / ova geothermal field, which is located in the izmir bay area of the Aegean coast. A commercial numerical simulation program, TOUGH2 was utilized with a graphical interface, PETRASIM to model the Bal&ccedil / ova geothermal field. Natural state modeling of the field was carried out based on the conceptual model of the field, then history matching of production &ndash / injection practices of the field was established for the period of 1996 &ndash / 2008. The final stage of modeling was the future performance prediction of the field by using three different Scenarios. In Scenario-1, production and injection rates in year 2008 were repeated for 20 years. In Scenario-2, production and injection rates in year 2008 were repeated for the first 3 years, then they were increased at every 3 years. In Scenario-3, a new well (BT-1) that is assumed to be drilled to 1000 m depth is added for injecting some portion of water that was injected through BD-8 well. In that scenario, similar to Scenario-2, production and injection rates in year 2008 were repeated during the first 3 years, and then the rates of these wells (except the new well) were increased every three years. Analysis of the results indicated that in Scenario-2, compared to Scenario-1, both the temperatures of deep wells located at the eastern portion of the field (BD-6, BD-2, BD-14, BD-9, BD-11, BD-12) and the temperatures of deep wells located at the western portion (BD-4, BD-15, BD-7, BD-5) decreased more. In Scenario-3, compared to Scenario-1, the deep wells located at the eastern side experienced less temperature drops while the deep wells located at the western side experienced higher temperature drops. Such temperature differences were not encountered in shallow wells. No significant changes in bottom hole pressures of deep wells occurred in all three scenarios. On the other hand, shallow wells, especially B-10 and B-5, responded to Scenario-2 and Scenario-3 as decrease in bottom hole pressures.
20

The Dual Reciprocity Boundary Element Method Solution Of Fluid Flow Problems

Gumgum, Sevin 01 February 2010 (has links) (PDF)
In this thesis, the two-dimensional, transient, laminar flow of viscous and incompressible fluids is solved by using the dual reciprocity boundary element method (DRBEM). Natural convection and mixed convection flows are also solved with the addition of energy equation. Solutions of natural convection flow of nanofluids and micropolar fluids in enclosures are obtained for highly large values of Rayleigh number. The fundamental solution of Laplace equation is used for obtaining boundary element method (BEM) matrices whereas all the other terms in the differential equations governing the flows are considered as nonhomogeneity. This is the main advantage of DRBEM to tackle the nonlinearities in the equations with considerably small computational cost. All the convective terms are evaluated by using the DRBEM coordinate matrix which is already computed in the formulation of nonlinear terms. The resulting systems of initial value problems with respect to time are solved with forward and central differences using relaxation parameters, and the fourth-order Runge-Kutta method. The numerical stability analysis is developed for the flow problems considered with respect to the choice of the time step, relaxation parameters and problem constants. The stability analysis is made through an eigenvalue decomposition of the final coefficient matrix in the DRBEM discretized system. It is found that the implicit central difference time integration scheme with relaxation parameter value close to one, and quite large time steps gives numerically stable solutions for all flow problems solved in the thesis. One-and-two-sided lid-driven cavity flow, natural and mixed convection flows in cavities, natural convection flow of nanofluids and micropolar fluids in enclosures are solved with several geometric configurations. The solutions are visualized in terms of streamlines, vorticity, microrotation, pressure contours, isotherms and flow vectors to simulate the flow behaviour.

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