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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.
261

Methods and Applications in Integer Programming : All-Integer Column Generation and Nurse Scheduling

Rönnberg, Elina January 2008 (has links)
Integer programming can be used to provide solutionsto complex decision and planning problems occurring in a wide varietyof situations. Applying integer programming to a real life problembasically involves a first phase where a mathematical model isconstructed, and a second phase where the problem described by themodel is solved. While the nature of the challenges involved in therespective two phases differ, the strong relationship between theproperties of models, and which methods that are appropriate for theirsolution, links the two phases. This thesis constitutes of threepapers, of which the third one considers the modeling phase, while thefirst and second one consider the solution phase.   Many applications of column generation yield master problems of setpartitioning type, and the first and second papers presentmethodologies for solving such problems. The characteristics of themethodologies presented are that all successively found solutions arefeasible and integral, where the retention of integrality is a majordistinction from other column generation methods presented in theliterature.   The third paper concerns nurse scheduling and describes the results ofa pilot implementation of a scheduling tool at a Swedish nursing ward.This paper focuses on the practical aspects of modeling and thechallenges of providing a solution to a complex real life problem.
262

Regression-Based Monte Carlo For Pricing High-Dimensional American-Style Options / Regressionsbaserad Monte Carlo För Att Prissätta Högdimensionella Amerikanska Optioner

Andersson, Niklas January 2016 (has links)
Pricing different financial derivatives is an essential part of the financial industry. For some derivatives there exists a closed form solution, however the pricing of high-dimensional American-style derivatives is still today a challenging problem. This project focuses on the derivative called option and especially pricing of American-style basket options, i.e. options with both an early exercise feature and multiple underlying assets. In high-dimensional problems, which is definitely the case for American-style options, Monte Carlo methods is advantageous. Therefore, in this thesis, regression-based Monte Carlo has been used to determine early exercise strategies for the option. The well known Least Squares Monte Carlo (LSM) algorithm of Longstaff and Schwartz (2001) has been implemented and compared to Robust Regression Monte Carlo (RRM) by C.Jonen (2011). The difference between these methods is that robust regression is used instead of least square regression to calculate continuation values of American style options. Since robust regression is more stable against outliers the result using this approach is claimed by C.Jonen to give better estimations of the option price. It was hard to compare the techniques without the duality approach of Andersen and Broadie (2004) therefore this method was added. The numerical tests then indicate that the exercise strategy determined using RRM produces a higher lower bound and a tighter upper bound compared to LSM. The difference between upper and lower bound could be up to 4 times smaller using RRM. Importance sampling and Quasi Monte Carlo have also been used to reduce the variance in the estimation of the option price and to speed up the convergence rate. / Prissättning av olika finansiella derivat är en viktig del av den finansiella sektorn. För vissa derivat existerar en sluten lösning, men prissättningen av derivat med hög dimensionalitet och av amerikansk stil är fortfarande ett utmanande problem. Detta projekt fokuserar på derivatet som kallas option och särskilt prissättningen av amerikanska korg optioner, dvs optioner som både kan avslutas i förtid och som bygger på flera underliggande tillgångar. För problem med hög dimensionalitet, vilket definitivt är fallet för optioner av amerikansk stil, är Monte Carlo metoder fördelaktiga. I detta examensarbete har därför regressions baserad Monte Carlo använts för att bestämma avslutningsstrategier för optionen. Den välkända minsta kvadrat Monte Carlo (LSM) algoritmen av Longstaff och Schwartz (2001) har implementerats och jämförts med Robust Regression Monte Carlo (RRM) av C.Jonen (2011). Skillnaden mellan metoderna är att robust regression används istället för minsta kvadratmetoden för att beräkna fortsättningsvärden för optioner av amerikansk stil. Eftersom robust regression är mer stabil mot avvikande värden påstår C.Jonen att denna metod ger bättre skattingar av optionspriset. Det var svårt att jämföra teknikerna utan tillvägagångssättet med dualitet av Andersen och Broadie (2004) därför lades denna metod till. De numeriska testerna indikerar då att avslutningsstrategin som bestämts med RRM producerar en högre undre gräns och en snävare övre gräns jämfört med LSM. Skillnaden mellan övre och undre gränsen kunde vara upp till 4 gånger mindre med RRM. Importance sampling och Quasi Monte Carlo har också använts för att reducera variansen i skattningen av optionspriset och för att påskynda konvergenshastigheten.
263

Exploring some effects of different types of error correction feedback on ESL student writing

Arege, Jackline Bonareri 09 1900 (has links)
This study uses a predominantly quantitative approach to explore the effect of different error correction feedback mechanisms on students’ English as a Second Language writing (narrative and descriptive) amongst high school students in Botswana. A longitudinal, quasi-experimental design is used, with a control group that received no correction feedback while the experimental groups received direct, coded and uncoded feedback. Three hypotheses define the study in terms of fluency, correction success and accuracy development over time. No significant increases in fluency were found between the pretests and posttests. Correction success achieved by the three treatment groups when rewriting texts reflected the explicitness of the feedback, with the direct group highest, followed by the coded and uncoded groups. Findings were mixed on the important issue of accuracy development, although they strongly suggest that for spelling, any type of feedback is significantly better than none and that coded feedback is better than direct feedback despite the latter being more explicit. Students from all the treatment groups expressed similarly positive opinions on correction feedback. / Applied Language / M.A. (Spec. in Applied Linguistics)
264

A Study of AGN and their environments in the far-infrared

Cao Orjales, Jose Manuel January 2014 (has links)
My Ph.D. has been composed of work involving the use of far–IR and submm observations of AGN. During this time it has focused on the in- terplay between AGN and their host galaxies and cluster environments. Understanding the role of AGN, and how they affect the evolution of both their host galaxies and surrounding environments, is a pressing concern in cosmological models of the universe, affecting as they do the chemical makeup, star formation rate, and morphology of their host galaxies. In Chapter 2, we focus on attempting to determine whether there is an inherent physical difference between Broad Absorption Line Quasars and non–BAL QSOs using Herschel observations taken at 250, 350 and 500 μm as part of the H–ATLAS (Eales et al. 2010) survey. BAL QSOs have been considered the most visible form of AGN feedback, and therefore are a prime starting point for understanding how galaxy evolution may be affected by the presence of an AGN. By using matched samples of 50 BAL and 329 non–BAL QSOs, we create weighted stacks at each wavelength, finding similar far–IR flux–densities for each sample within the errors. By SED modelling using a simple modified black body (Hildebrand 1983) fit to Mrk 231 and IZw1, we derive likely upper and lower limits for the BAL and non–BAL QSOs in each wavelength, again finding they are consistent within the errors. A bevy of statistical tests run on either population similarly finds no evidence to reject the null hypothesis they are drawn from the same parent population. These results would imply that HiBAL QSOs can be unified with ordinary QSOs within a simple orientation dependent scheme. We cannot make the same distinction for LoBALs or FeLoBALs, which the literature suggests may well be a separate evolutionary phase. In Chapter 3, we determine whether the presence of an AGN correlates to an overdensity of star–forming galaxies in the FIR, as has been found at shorter wavelengths (Falder et al. 2010). For the SHAGs study, 171 AGN were observed and selected at z∼1. By using observations at 250 μm, we are able to trace close to the peak of the grey–body SED created by reprocessing by dust of radiation from young O and B stars. Following data reduction, we determine number counts and correct for completeness within a 1Mpc radius of the central AGN. We find an overdensity on the order of around 0.4 sources per AGN, implying a degree of activity already significantly lower than at higher redshifts. This overdensity appears to be somewhat different between RL AGN and RQQ within 1Mpc. A cor- relation is found between radio luminosity and star formation overdensity, consistent with a stronger dependence found by Falder et al. (2010) at 3.6 μm, and there also appears to be a correlation between stellar mass and star formation overdensity for radio–loud QSOs. The galaxies in the environs of the AGN have LIRG–level luminosities, and are likely the pro- genitors of modern day S0 galaxies, whose population increases steadily from z∼1 to the present day (Postman et al. 2005; Smith et al. 2005). Our work with SCUBA–2, presented in Chapter 4, follows on from a prior sample of X–ray–absorbed QSOs (Stevens et al. 2005). This new sample is composed of more highly–absorbed X–ray QSOs and covers a larger area than the initial sample, so is ideal for an analysis of source counts around AGN at high–redshift. Data from the JCMT have been reduced, and completeness corrections and flux corrections applied to catalogues to determine the number counts around AGN. A comparison background, created using data from the Cosmology Legacy Survey has been used to derive comparison counts. The AGN have been investigated, yet none are detected above 3 at 850 μm, in contrast to the original sample. This may suggest that star formation in their host galaxies has been suppressed. Upon stacking in redshift and BAL classification, no difference in flux– density is apparent and the sources studied here have a similar stacked submm output to an unabsorbed QSO sample created for the original X– ray absorbed QSOs. However, over half of the sources here are BAL QSOs in contrast to the original absorbed QSO sample which contained only 1 BAL QSO. From the work in Chapter 2, one might expect BAL and non–BAL QSOs to have similar flux–densities. We argue that the sources studied in this thesis have likely undergone rapid evolution owing to a strong outflow, and as such star formation has been suppressed sufficiently that the submm emission is below the confusion noise. BAL winds may still be present, but essentially, the show is already over. A similar mechanism may already have occurred in unabsorbed QSOs if all QSOs pass through an X–ray–absorbed phase. With regard to source counts, we find that there is tentative evidence for an overdensity of sources around these AGN. The SFRs of the companion sources have been calculated using several greybody analogues, all of which imply a high degree of activity, suggesting these fields will evolve to become some of the most massive regions at the present epoch, in keeping with current theories of SMGs and high–redshift clusters.
265

Role of Surface Evapotranspiration on Moist Convection along the Eastern Flanks of the Andes

Sun, Xiaoming January 2014 (has links)
<p>The contribution of surface evapotranspiration (ET) to moist convection, cloudiness and precipitation along the eastern flanks of the Andes (EADS) was investigated using the Weather Research and Forecasting (ARW-WRF3.4.1) model with nested simulations of selected weather conditions down to 1.2 km grid spacing. To isolate the role of surface ET, numerical experiments were conducted using a quasi-idealized approach whereby at every time step the surface sensible heat effects are exactly the same as in the reference simulations, whereas the surface latent heat fluxes are prevented from entering the atmosphere. </p><p>Energy balance analysis indicates that local surface ET along the EADS influences moist convection primarily through its impact on conditional instability, because it acts as an important source of moist entropy in this region. The energy available for convection decreases by up to ~60% when the ET contribution is withdrawn. In contrast, when convective motion is not thermally driven, or under conditionally stable conditions, latent heating from the land surface becomes secondary. At the scale of the Andes proper, removal of surface ET weakens upslope flows by increasing static stability of the lower troposphere, as the vertical gradient of water vapor mixing ratio tends to be less negative. Consequently, moisture convergence is reduced over the EADS. In the absence of local surface ET, this process operates in concert with damped convective energy, suppressing cloudiness, and decreasing daily precipitation by up to ~50% in the simulations presented here.</p><p>When the surface ET is eliminated over the Amazon lowlands (AMZL), the results show that, without surface ET, daily precipitation within the AMZL drops by up to ~75%, but nearly doubles over the surrounded mountainous regions. This dramatic influence is attributed to a dipole structure of convergence-divergence anomalies over the AMZL, primarily due to the considerable cooling of the troposphere associated with suppressed convection. Further examination of moist static energy evolution indicates that the net decrease in CAPE (Convective Available Potential Energy) over the AMZL is due to the removal of surface ET that is only partially compensated by related regional circulation changes. Because of the concave shape of the Andean mountain range, the enhanced low-level divergence promotes air mass accumulation to the east of the central EADS. This perturbation becomes sufficiently strong around nightfall and produces significant eastward low-level pressure gradient force, rendering wind currents more away from the Andes. Moisture convergence and convection over the EADS vary accordingly, strengthened in the day but attenuated at night. Nocturnal convective motion, however, is more widespread. Analytical solutions of simplified diagnostic equations of convective fraction suggest that reduction of lower troposphere evaporation is the driving mechanism. Additional exploratory experiments mimicking various levels of thinning and densification of AMZL forests via changes in surface ET magnitude demonstrate that the connection between the AMZL ET and EADS precipitation is robust.</p> / Dissertation
266

Modélisation du transport quasi-balistique pour la simulation de circuits à base de nano-transistor multigrilles.

Martinie, Sébastien 17 November 2009 (has links) (PDF)
Le transistor MOSFET atteint aujourd'hui des dimensions déca nanométriques pour lesquelles les effets de balisticité ne peuvent plus être négligés. Le challenge actuel est d'être capable d'introduire le transport (quasi-)balistique dans la modélisation des dispositifs innovants et d'évaluer son impact au niveau système. Dans ce contexte, notre travail porte sur l'introduction du transport (quasi-)balistique dans une modélisation analytique des transistors MOS multigrilles pour la simulation d'éléments de circuit. Dans un premier temps, la redécouverte de la méthode de McKelvey appliquée au transistor MOSFET a permis de synthétiser l'ensemble des travaux concernant la modélisation analytique du transport balistique/quasi-balistique. Nous avons alors construit une modélisation appelée « mobilité quasi-balistique » (à partir des travaux de Rhew et al), issue du rapprochement entre la méthode des moments et la méthode de McKelvey permettant de décrire le transport (quasi-)balistique de façon macroscopique dans un environnement TCAD. L'ensemble des résultats issus de cette première modélisation nous a dirigé dans la construction de notre modèle analytique de courant (quasi-)balistique en adaptant ou en créant de nouvelles approches pour prendre en compte les divers effets des dispositifs nanométriques : les effets de canal court, le confinement quantique et la description des interactions. Nous avons donc pu quantifier l'impact des propriétés de transport électronique sur le fonctionnement d'éléments de circuit et cela en fonction du type d'architecture.
267

Quasi-Phasematched nonlinear processes in KTiOPO4 isomorphs

Fragemann, Anna January 2003 (has links)
<p>This thesis explores the use of nonlinear crystals from theKTiOPO<sub>4</sub>(KTP) family with the aim to extend the possibleapplications for laser sources and to gain more knowledge aboutthe material’s benefits and limits. The work focussed onoptical parametric oscillators (OPOs) and optical parametricamplifiers (OPAs), which employ second order nonlinearprocesses. Both devices transfer energy from a laser beam at aparticular wavelength to a different wavelength, which istuneable. In OPOs two new beams at different wavelengths aregenerated, whereas in OPAs an existing weak beam is amplified.The essential part of these devices, which enables theoccurrence of the energy conversion, is a nonlinear crystal. Inthis work the ferroelectric crystals KTP and RbTiOPO<sub>4</sub>(RTP) have been utilized.</p><p>By modifying the material’s structure,quasi-phasematching can be obtained, which is a crucialrequirement for achieving efficient energy conversion betweenthe incident and the generated waves. The fabrication ofquasi-phasematched crystals is dependent on the controlledreversion of the material’s spontaneous polarisation,which is accomplished by periodic electric field poling.</p><p>Nanosecond pulses of more than 200 kW were generated in the“eye-safe”region by employing a double pass OPA.Small signal gains exceeding 75 dB were obtained for anessentially diffraction limited beamwithout spectralbroadening of the seed. By subsequent signal coupling intofibres substantial broadening was accomplished. A systematicmeasurement series of several RTP crystals allowed us toaccurately determine the wavelength and temperature dispersionof the refractive index, which are two essential requirementsfor further employment of this material. The OPOs based on RTPwere widely tuneable by controlling the temperature. It wasalso concluded that RTP behaves similar to KTP in parametricdevices, thus being a material, which can sustain high powers,possesses large nonlinear coefficients and can operate in abroad wavelength region.Efficient Raman oscillation concurrent with parametricoscillation was observed and analysed in several KTP samples.This gave further insight into the processes taking placeinside the material when performing as a frequency converter,if the generated idler lies in the absorption band.This thesis also covers the investigation of afemtosecond optical parametric chirped pulse amplifier.Temporally stretched seed pulses were amplified to 85 µJ,resulting in a gain above 60 dB, and subsequent recompressionresulted in 270 fs pulses.</p><p><b>Keywords:</b>nonlinear optics, KTiOPO<sub>4</sub>, optical parametric oscillator, optical parametricamplifier, RbTiOPO<sub>4</sub>, quasi-phasematching, electric field poling,stimulated Raman scattering.</p>
268

Etude géométrique et structures différentielles généralisées sur les algèbres de Lie quasi-filiformes complexes et réelles

Garcia Vergnolle, Lucie 09 September 2009 (has links) (PDF)
Le premier problème qui se pose naturellement lors de l'étude des algèbres de Lie nilpotentes est la classification de celles-ci en petite dimension. La classification des algèbres de Lie nilpotentes complexes a été complétée jusqu'en dimension 7. Pour les dimensions inférieures ou égales à 6, il n'existe, sauf isomorphismes, qu'un nombre fini d'algèbres de Lie nilpotentes complexes. Ancochea a classé les algèbres de Lie nilpotentes complexes en dimension 7 selon leur suite caractéristique. On obtient ainsi, une liste plus étendue qui contient des familles d'algèbres de Lie non isomorphes entre elles.On envisage alors d'étudier les algèbres de Lie nilpotentes selon leur nilindice, en commençant par celles qui ont un nilindice maximal, c'est-à-dire , les algèbres de Lie filiformes. Dès 1970. Vergne a initié l'étude des algèbres de Lie filiformes. Elle a montré que sur un corps ayant une infinité d'éléments, il n'existe, sauf isomorphismes, que deux algèbres de Lie filiformes naturellement graduées de dimension paire 2n, nommées L2n et Q2n, et une seule en dimension impaire 2n + 1, appelée L2n+ avec n E N.Plus récemment, Snobl et Winternitz ont déterminé les algèbres de Lie ayant comme nilradical l'algèbre Ln, sur le corps des complexes et des réels. Afin de compléter cette classification à toutes les algèbres de Lie filiformes naturellement graduées, nous avons procéder de même avec les algèbres Q2n,. Nous démontrons ensuite que si une algèbre de Lie indécomposable de dimension finie possède un nilradical filiforme alors elle est forcément résoluble. Les algèbres de Lie filiformes ne présentent donc aucun intérêt dans l'étude des algèbres de Lie non résolubles.Ce résultat n'est plus vrai pour les algèbres de Lie quasi-filiformes dont leur nilradical est abaissé d'une unité par rapport aux filiformes. En effet, en cherchant toutes les algèbres de Lie dont le nilradical est quasi-filiforme naturellement gradué, on a trouvé des algèbres de Lie non résolubles ayant un nilradical quasi-filiforme.Ce même contre-exemple, révèle aussi des différences entre la notion de rigidité dans R et dans C. La classification des algèbres de Lie rigides complexes ayant été déjà faite jusqu'à dimension 8, on est alors amené à trouver cette classification dans le cas réel.Par ailleurs, on a déterminé les algèbres de Lie quasi-filiformes ayant un tore non nul, on obtient une liste beaucoup plus riche que pour le cas filiforme. Cette liste nous permet de prouver la complétude des algèbres de Lie quasi-filiformes. Rappelons que toutes les algèbres de Lie filiformes sont aussi complètes.Finalement, on s'intéresse à l'existence de structures complexes associées aux algèbres de Lie filiformes et quasi-filiformes. Goze et Remm ont démontré que les algèbres filiformes n'admettaient pas ce type de structure. Depuis une approche différente, nous allons redémontrer ce résultat et nous allons voir qu'il existe par contre des algèbres de Lie quasi-filiformes munies d'une structure complexe, mais seulement en dimension 4 et 6.
269

Quasi-morphismes et difféomorphismes hamiltoniens

Py, Pierre 04 February 2008 (has links) (PDF)
Dans ce travail, nous étudions différents invariants de nature algébrique et dynamique définis sur le groupe des difféomorphismes hamiltoniens d'une surface fermée orientée. Occasionnellement, nous considérerons également le groupe des difféomorphismes hamiltoniens de certaines variétés symplectiques de dimension supérieure. Ces invariants peuvent être vus comme des généralisations du nombre de rotation de Poincaré, et des vecteurs de rotations associés aux difféomorphismes des surfaces. D'autre part, tous ces invariants sont reliés à la théorie de la cohomologie bornée. <br /><br />Dans le premier chapitre nous construisons des quasi-morphismes sur le groupe des difféomorphismes hamiltoniens d'une surface de genre strictement positif, qui sont des homomorphismes en restriction au sous-groupe des difféomorphismes à support dans un ouvert difféomorphe à un disque. Ces constructions sont motivées par une question de Entov et Polterovich. Dans le second chapitre nous construisons un quasi-morphisme défini sur le revêtement universel du groupe des difféomorphismes hamiltoniens d'une variété symplectique monotone. <br /><br />Le troisième chapitre contient quelques résultats concernant les actions préservant l'aire sur les surfaces de réseaux dans les groupes de Lie semi-simples. Dans l'esprit du "programme de Zimmer", nous montrons comment l'existence de nombreux quasi-morphismes, combinée avec des théorèmes d'annulation en cohomologie bornée, pourrait être utile pour exclure l'existence d'actions de réseaux de rang supérieur. Le dernier chapitre contient quelques remarques autour de la distance de Hofer.
270

Strong correlation effects in heavy fermion and double exchange systems

Brunton, Rosalind Elizabeth January 1998 (has links)
No description available.

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