This study explores how resilience is gained in childhood. Therefore the question becomes does resilience occur from predisposed characteristics or does it occur from experiences, moments, and people the individual encounters during their childhood. This project presents the results of a qualitative study of 15 master degree student participants that gave responses based on their childhood experiences. One of the requirements for this study, was that each participant had to have suffered from being at risk of factors that could have decreased their resilience, called contextual risks. There were three themes that emerged from this study and they are strengths, realizations, and support systems. Within the strengths theme, there were several variables to gaining resilience: descriptions that were given to the participants growing up, coping skills, and self-control. These themes suggest that resilience is gained through a combination of predisposed characteristics, life changing moments, and influential people.

Ranking of multiple realizations is an important step when the processing time for a realization is large. This is the case in reservoir flow simulation and in other areas of geology, environmental and even medical applications. Significant uncertainty exists in all reservoirs especially at unsampled locations where the geological heterogeneity and connectivity are impossible to exactly predict between wells. Geostatistical techniques are used to construct models of static properties such as lithofacies, porosity, permeability and residual fluid saturations and provide multiple equally probable realizations of these properties. The number of realizations that is required for modeling the uncertainty may be large; usually 100 realizations are considered enough to quantify uncertainty. However, this number of realizations is still too high for processing by a flow simulator. This thesis aims at developing a robust and reliable ranking methodology to rank the realizations using a static ranking measure. The outcome is the identification of the high, low, and intermediate ranking realizations for further detailed simulations. The methodology was developed for the steam assisted gravity drainage (SAGD) reservoir application. This thesis will consider the cumulative oil produced (COPrate) and cumulative steam-oil-ratio (CSOR) as the ranking parameters in the flow simulations, hereafter called performance parameter. Connected hydrocarbon volume (CHV) was the parameter that was used in the ranking methodology as the static ranking measure. High calibration between the performance parameters and the CHV would indicate the success of the proposed ranking methodology. The ranking methodology was validated against the results of the flow simulations. The results indicate a mediocre correlation between the SAGD performance parameters and CHV. The ranking methodology was modified by incorporating the average reservoir permeability. Significant improvement in the correlation between the static ranking measure and the SAGD performance parameters resulted. / Petroleum Engineering

No description available.

QC 20100505

Organizational size is a common way to describe and understand organizations invarious settings: in every-day situations as well as in organizational research. Withinorganization theory, organizational size has been seen variously as a basic feature ofthe organization (an independent variable); as a result of a reaction to the environmentof the organization (a dependent variable); or as a basic criterion for the selectionand categorizing of empirical cases (a selective variable). Often, organizationalsize is measured through the number of employees, budget or turnover; but linked toit are also associations that might not always match the organizational reality as experiencedby those managing and working in the organization. "is mismatch can causeproblems for the organization as for its members, and illustrates that organizationalsize is not only a variable that can be operationalized quantitatively, but a figure ofthought, affecting our expectations of the organization. "e purpose of this thesis isto develop the understanding of organizational size as a figure of thought by describinghow it has been used traditionally and by developing an alternative definition ofthe concept. This is done with the help of a case study of an organization that was perceived as differentin size compared to what it was when measured traditionally. An ethnographicapproach, including shadowing, semi-structured interviews, and the collection ofprinted and digitally stored material related to the case, has generated the empiricalmaterial which has been analyzed through a narrative approach. Understanding organizational size as a figure of thought makes it apparent that thetraditional view of organizational size builds on certain implications regarding theorganization, implications not acknowledging the ongoing organizing aspects. "eempirical case illustrates that the size of the organization is not only a question ofwhere the borders around “the organization” are drawn, but when they are drawn,since it can be seen to be a continuously constructed action net. Two types of actionsare identified: actions of narrativization and actions of realization. Whereas the firsttype involves actions that lead to the emergence of narratives about the organization,the second type constitutes actions that inscribe the organization into differentmaterialities. "ese two types of actions illustrate how the borders around “theorganization” are drawn and help explain the mismatch between expectations of theorganization based on perceptions of its size. "e conclusion is that “organizationalsize” is not only something that is, but something that is done. "ese two dimensionsof the concept are called “the ostensive” and “the performative”, respectively. Eventhough “organizational size” makes “the organization” present, it has limitations as atheoretical concept if its performative dimensions are not acknowledged, since it createsa simplified impression of “the organization” as being a static entity. / QC 20100716

Ce travail entreprend d'évaluer l'évolution de l'acquisition phonologique par des étudiants français des contrastes anglais /ɪ/-/i:/ et /ʊ/-/u:/. Le corpus étudié provient d'enregistrements de conversations spontanées menées avec des étudiants natifs. 12 étudiants, 9 femmes et 3 hommes,ont été suivis lors de 4 sessions espacées chacune d'un intervalle de six mois. L'approche adoptée est résolument quantitative, et agnostique quant aux théories d'acquisition d'une deuxième langue (par exemple Flege 2005, Best 1995,Kuhl 2008). Afin d'estimer les éventuels changements de prononciation, une procédure automatique d'alignement et d'extraction des données acoustiques a été conçue à partir du logiciel PRAAT (Boersma 2001). Dans un premier temps, deux autres logiciels (SPPAS et P2FA, Bigi 2012 et Yuan &Liberman 2008) avaient aligné les transcriptions des enregistrements au phonème près. Plus de 90 000 voyelles ont ainsi été analysées. Les données extraites sont constituées d'informations telles que le nombre de syllabes du mot, de sa transcription acoustique dans le dictionnaire, de la structure syllabique, des phonèmes suivant et précédant la voyelle, de leur lieu et manière d'articulation, de leur appartenance ou non au même mot, mais surtout des relevés formantiques de F0, F1, F2, F3 et F4. Ces relevés formantiques ont été effectués à chaque pourcentage de la durée de la voyelle afin de pouvoir tenir compte des influences des environnements consonantiques sur ces formants. Par ailleurs, des théories telles que le changement spectral inhérent aux voyelles (Nearey & Assmann(1986), Morrison & Nearey (2006), Hillenbrand (2012),Morrison (2012)), ou des méthodes de modélisation du signal telles que la transformation cosinoïdale discrète(Harrington 2010) requièrent que soient relevées les valeurs formantiques des voyelles tout au long de leur durée. Sont successivement étudiées la fiabilité de l'extraction automatique, les distributions statistiques des valeurs formantiques de chaque voyelle et les méthodes de normalisation appropriées aux conversations spontanées. Les différences entre les locuteurs sont ensuite évaluées en analysant tour à tour et après normalisation les changements spectraux, les valeurs formantiques à la moitié de la durée de la voyelle et les transformations cosinoïdales. Les méthodes déployées sont les k plus proches voisins, les analyses discriminantes quadratiques et linéaires, ainsi que les régressions linéaires à effets mixtes. Une conclusion temporaire de ce travail est que l'acquisition du contraste/ɪ/-/i:/ semble plus robuste que celle de /ʊ/-/u:/. / This study undertakes to assess the evolution of the phonological acquisition of the English /ɪ/-/i:/ and /ʊ/-/u:/ contrasts by French students. The corpus is made up of recordings of spontaneous conversations with native speakers. 12 students, 9 females and 3 males, were recorded over 4 sessions in six-month intervals. The approach adopted here is resolutely quantitative, and agnostic with respect to theories of second language acquisition such as Flege's, Best's or Kuhl's. In order to assess the potential changes in pronunciations, an automatic procedure of alignment and extraction has been devised, based on PRAAT (Boersma 2001). Phonemic and word alignments had been carried out with SPPAS (Bigi 2012) and P2FA (Yuan & Liberman 2008) beforehand. More than 90,000 vowels were thus collected and analysed. The extracted data consist of information such as the number of syllables in the word, the transcription of its dictionary pronunciation, the structure of the syllable the vowel appears in, of the preceding and succeeding phonemes, their places and manners of articulation, whether they belong to the same word or not, but also especially of the F0, F1, F2, F3 and F4 formant values. These values were collected at each centile of the duration of the vowel, in order to be able to take into account of the influences of consonantal environments. Besides, theories such as vowel-inherent spectral changes (Nearey & Assmann (1986), Morrison & Nearey (2006), Hillenbrand (2012), Morrison (2012)), and methods of signal modelling such as discrete cosine transforms (Harrington 2010) need formant values all throughout the duration of the vowel. Then the reliability of the automatic procedure, the per-vowel statistical distributions of the formant values, and the normalization methods appropriate to spontaneous speech are studied in turn. Speaker differences are assessed by analysing spectral changes, mid-temporal formant values and discrete cosine transforms with normalized values. The methods resorted to are the k nearest neighbours, linear and quadratic discriminant analyses and linear mixed effects regressions. A temporary conclusion is that the acquisition of the /ɪ/-/i:/ contrast seems more robust than that of the /ʊ/-/u:/ contrast.

This thesis consists of four papers dealing with the futures price process. In the first paper, we propose a two-factor futures volatility model designed for the US natural gas market, but applicable to any futures market where volatility decreases with maturity and varies with the seasons. A closed form analytical expression for European call options is derived within the model and used to calibrate the model to implied market volatilities. The result is used to price swaptions and calendar spread options on the futures curve. In the second paper, a financial market is specified where the underlying asset is driven by a d-dimensional Wiener process and an M dimensional Markov process. On this market, we provide necessary and, in the time homogenous case, sufficient conditions for the futures price to possess a semi-affine term structure. Next, the case when the Markov process is unobservable is considered. We show that the pricing problem in this setting can be viewed as a filtering problem, and we present explicit solutions for futures. Finally, we present explicit solutions for options on futures both in the observable and unobservable case. The third paper is an empirical study of the SABR model, one of the latest contributions to the field of stochastic volatility models. By Monte Carlo simulation we test the accuracy of the approximation the model relies on, and we investigate the stability of the parameters involved. Further, the model is calibrated to market implied volatility, and its dynamic performance is tested. In the fourth paper, co-authored with Tomas Björk and Camilla Landén, we consider HJM type models for the term structure of futures prices, where the volatility is allowed to be an arbitrary smooth functional of the present futures price curve. Using a Lie algebraic approach we investigate when the infinite dimensional futures price process can be realized by a finite dimensional Markovian state space model, and we give general necessary and sufficient conditions, in terms of the volatility structure, for the existence of a finite dimensional realization. We study a number of concrete applications including the model developed in the first paper of this thesis. In particular, we provide necessary and sufficient conditions for when the induced spot price is a Markov process. We prove that the only HJM type futures price models with spot price dependent volatility structures, generically possessing a spot price realization, are the affine ones. These models are thus the only generic spot price models from a futures price term structure point of view. / Diss. Stockholm : Handelshögskolan, 2004

This thesis presents a systematic numerical modeling framework to simulate the stress-deformation and coupled stress-deformation-flow processes by performing uniaxial and biaxial compressive tests on fractured rock models with considering the effects of different loading conditions, different loading directions (anisotropy), and coupled hydro-mechanical processes for evaluating strength and deformability behavior of fractured rocks. By using code UDEC of discrete element method (DEM), a series of numerical experiments were conducted on discrete fracture network models (DFN) at an established representative elementary volume (REV), based on realistic geometrical and mechanical data of fracture systems from field mapping at Sellafield, UK. The results were used to estimate the equivalent Young’s modulus and Poisson’s ratio and to fit the Mohr-Coulomb and Hoek-Brown failure criteria, represented by equivalent material properties defining these two criteria. The results demonstrate that strength and deformation parameters of fractured rocks are dependent on confining pressures, loading directions, water pressure, and mechanical and hydraulic boundary conditions. Fractured rocks behave nonlinearly, represented by their elasto-plastic behavior with a strain hardening trend. Fluid flow analysis in fractured rocks under hydro-mechanical loading conditions show an important impact of water pressure on the strength and deformability parameters of fractured rocks, due to the effective stress phenomenon, but the values of stress and strength reduction may or may not equal to the magnitude of water pressure, due to the influence of fracture system complexity. Stochastic analysis indicates that the strength and deformation properties of fractured rocks have ranges of values instead of fixed values, hence such analyses should be considered especially in cases where there is significant scatter in the rock and fracture parameters. These scientific achievements can improve our understanding of fractured rocks’ hydro-mechanical behavior and are useful for the design of large-scale in-situ experiments with large volumes of fractured rocks, considering coupled stress-deformation-flow processes in engineering practice. / <p>QC 20141111</p>

A spectral graph realization is an embedding of a finite simple graph into Euclidean space that is constructed from the eigenvalues and eigenvectors of the graph's adjacency matrix. It has previously been observed that some polytopes can be reconstructed from their edge-graphs by taking the convex hull of a spectral realization of this edge-graph. These polytopes, which we shall call spectral polytopes, have remarkable rigidity and symmetry properties and are a source for many open questions. In this thesis we aim to further the understanding of this phenomenon by exploring the geometric and combinatorial properties of spectral polytopes on several levels. One of our central questions is whether already weak forms of symmetry can be a sufficient reason for a polytope to be spectral. To answer this, we derive a geometric criterion for the identification of spectral polytopes and apply it to prove that indeed all polytopes of combined vertex- and edge-transitivity are spectral, admit a unique reconstruction from the edge-graph and realize all the symmetries of this edge-graph. We explore the same questions for graph realizations and find that realizations of combined vertex- and edge-transitivity are not necessarily spectral. Instead we show that we require a stronger form of symmetry, called distance-transitivity. Motivated by these findings we take a closer look at the class of edge-transitive polytopes, for which no classification is known. We state a conjecture for a potential classification and provide complete classifications for several sub-classes, such as distance-transitive polytopes and edge-transitive polytopes that are not vertex-transitive. In particular, we show that the latter class contains only polytopes of dimension d <= 3. As a side result we obtain the complete classification of the vertex-transitive zonotopes and a new characterization for root systems.

Es sei ein Heath-Jarrow-Morton Zinsstrukturmodell df(t,T) = alpha(t,T)dt + sigma(t,T)dX_t gegeben, angetrieben von einem mehrdimensionalen Semimartingal X. Das Ziel dieser Arbeit besteht darin, die Existenz endlich dimensionaler Realisierungen für solche Modelle zu untersuchen, wobei wir als treibende Prozesse die Klasse der Grigelionis Prozesse wählen, die insbesondere Levy Prozesse enthält. Zur Bearbeitung der Fragestellung werden zwei veschiedene Ansätze verfolgt. Wir dehnen die Ideen aus der Differenzialgeometrie von Björk und Svensson (2001) auf die vorliegende Situation aus und zeigen, dass das in der zitierten Arbeit bewiesene Kriterium für die Existenz endlich dimensionaler Realisierungen in unserem Fall als notwendiges Kriterium dienlich ist. Dieses Resultat wird auf konkrete Volatilitätsstrukturen angewandt. Im Kontext von sogenannten Benchmark Realisierungen, die eine natürliche Verallgemeinerung von Short Rate Realisierungen darstellen, leiten wir Integro-Differenzialgleichungen her, die für die Untersuchung der Existenz endlich dimensionaler Realisierungen hilfreich sind. Als Verallgemeinerung eines Resultats von Jeffrey (1995) beweisen wir außerdem, dass Zinsstrukturmodelle, die eine generische Benchmark Realisierung besitzen, notwendigerweise eine singuläre Hessesche Matrix haben. Beide Ansätze zeigen, dass neue Phänomene auftreten, sobald der treibende Prozess X Sprünge macht. Es gibt dann auf einmal nur noch sehr wenige Zinsstrukturmodelle, die endlich dimensionale Realisierungen zulassen, was ein beträchtlicher Unterschied zu solchen Modellen ist, die von einer Brownschen Bewegung angetrieben werden. Aus diesem Grund zeigen wir, dass für die in der Literatur oft behandelten Modelle mit deterministischer Richtungsvolatilität eine Folge von endlich dimensionalen Systemen existiert, die gegen das Zinsmodell konvergieren. / Let f(t,T) be a term structure model of Heath-Jarrow-Morton type df(t,T) = alpha(t,T)dt + sigma(t,T)dX_t, driven by a multidimensional semimartingale X. Our objective is to study the existence of finite dimensional realizations for equations of this kind. Choosing the class of Grigelionis processes (including in particular Levy processes) as driving processes, we approach this problem from two different directions. Extending the ideas from differential geometry in Björk and Svensson (2001), we show that the criterion for the existence of finite dimensional realizations, proven in the aforementioned paper, still serves as a necessary condition in our setup. This result is applied to concrete volatility structures. In the context of benchmark realizations, which are a natural generalization of short rate realizations, we derive integro-differential equations, suitable for the analysis of the realization problem. Generalizing Jeffrey (1995), we also prove a result stating that forward rate models, which generically possess a benchmark realization, must have a singular Hessian matrix. Both approaches reveal that, with regard to the results known for driving Wiener processes, new phenomena emerge, as soon as the driving process X has jumps. In particular, the occurrence of jumps severely limits the range of models that admit finite dimensional realizations. For this reason we prove, for the often considered case of deterministic direction volatility structures, the existence of finite dimensional systems converging to the forward rate model.