This thesis introduces approaches providing scalable delay-/disruption-tolerant routing capabilities in scheduled space topologies. The solution is developed for the requirements derived from use cases built according to predictions for future space topology, like the future Mars communications architecture report from the interagency operations advisory group. A novel routing algorithm is depicted to provide optimized networking performance that discards the scalability issues inherent to state-of-the-art approaches. This thesis also proposes a new recommendation to render volume management concerns generic and easily exchangeable, including a new simple management technique increasing volume awareness accuracy while being adaptable to more particular use cases. Additionally, this thesis introduces a more robust and scalable approach for internetworking between subnetworks to increase the throughput, reduce delays, and ease configuration thanks to its high flexibility.:1 Introduction 1.1 Motivation 1.2 Problem statement 1.3 Objectives 1.4 Outline 2 Requirements 2.1 Use cases 2.2 Requirements 2.2.1 Requirement analysis 2.2.2 Requirements relative to the routing algorithm 2.2.3 Requirements relative to the volume management 2.2.4 Requirements relative to interregional routing 3 Fundamentals 3.1 Delay-/disruption-tolerant networking 3.1.1 Architecture 3.1.2 Opportunistic and deterministic DTNs 3.1.3 DTN routing 3.1.4 Contact plans 3.1.5 Volume management 3.1.6 Regions 3.2 Contact graph routing 3.2.1 A non-replication routing scheme 3.2.2 Route construction 3.2.3 Route selection 3.2.4 Enhancements and main features 3.3 Graph theory and DTN routing 3.3.1 Mapping with DTN objects 3.3.2 Shortest path algorithm 3.3.3 Edge and vertex contraction 3.4 Algorithmic determinism and predictability 4 Preliminary analysis 4.1 Node and contact graphs 4.2 Scenario 4.3 Route construction in ION-CGR 4.4 Alternative route search 4.4.1 Yen’s algorithm scalability 4.4.2 Blocking issues with Yen 4.4.3 Limiting contact approaches 4.5 CGR-multicast and shortest-path tree search 4.6 Volume management 4.6.1 Volume obstruction 4.6.2 Contact sink 4.6.3 Ghost queue 4.6.4 Data rate variations 4.7 Hierarchical interregional routing 4.8 Other potential issues 5 State-of-the-art and related work 5.1 Taxonomy 5.2 Opportunistic and probabilistic approaches 5.2.1 Flooding approaches 5.2.2 PROPHET 5.2.3 MaxProp 5.2.4 Issues 5.3 Deterministic approaches 5.3.1 Movement-aware routing over interplanetary networks 5.3.2 Delay-tolerant link state routing 5.3.3 DTN routing for quasi-deterministic networks 5.3.4 Issues 5.4 CGR variants and enhancements 5.4.1 CGR alternative routing table computation 5.4.2 CGR-multicast 5.4.3 CGR extensions 5.4.4 RUCoP and CGR-hop 5.4.5 Issues 5.5 Interregional routing 5.5.1 Border gateway protocol 5.5.2 Hierarchical interregional routing 5.5.3 Issues 5.6 Further approaches 5.6.1 Machine learning approaches 5.6.2 Tropical geometry 6 Scalable schedule-aware bundle routing 6.1 Overview 6.2 Shortest-path tree routing for space networks 6.2.1 Structure 6.2.2 Tree construction 6.2.3 Tree management 6.2.4 Tree caching 6.3 Contact segmentation 6.3.1 Volume management interface 6.3.2 Simple volume manager 6.3.3 Enhanced volume manager 6.4 Contact passageways 6.4.1 Regional border definition 6.4.2 Virtual nodes 6.4.3 Pathfinding and administration 7 Evaluation 7.1 Methodology 7.1.1 Simulation tools 7.1.2 Simulator extensions 7.1.3 Algorithms and scenarios 7.2 Offline analysis 7.3 Eliminatory processing pressures 7.4 Networking performance 7.4.1 Intraregional unicast routing tests 7.4.2 Intraregional multicast tests 7.4.3 Interregional routing tests 7.4.4 Behavior with congestion 7.5 Requirement fulfillment 8 Summary and Outlook 8.1 Conclusion 8.2 Future works 8.2.1 Next development steps 8.2.2 Contact graph routing

本篇論文分為兩個部份。第一部份驗證隨機波動度SABR 模型以臺灣證券交易所發行量加權股價指數選擇權為驗證產品所描繪出來的波動度微笑曲線，分析其特色與值得關注的地方。由於長期以來研究者所使用的Black模型評價選擇權公式無法衡量波動度風險；雖然局部波動度模型(Local Volatility Models)能描繪出波動度所形成的波動度微笑曲線(Volatility Smile)，其動態走勢卻與標的資產價格相反，兩模型皆與真實情形不符，唯以SABR模型能順利的解決以上問題。 第二部份討論結構型商品。此部份以中國招商銀行發行的股權連結型商品作為範例，進行商品的拆解及評價，並分析其潛在風險，加以進行不同經濟情勢下的情境分析。評價個案為「掛勾香港地產股票人民幣理財計畫產品」，由於此商品連結標的達四個且有提前到期事件，並沒有封閉解。必須以風險中立下股價的動態過程模擬股價，使用蒙地卡羅模擬法來逼近合理價格。此外，亦針對評價結果進行避險參數及收益分析。

The purpose of this thesis was to evaluate and compare the peripheral dose associated with VMAT lung SABR treatments for 10X, 6X, and 10X-FFF beams. Flattening Filter Free (FFF) radiotherapy photon beams exhibit high dose rates as compared to standard flattened photon beams. The high dose rates available with FFF beams make them ideal for high dose treatments, such as Volumetric Modulated Arc Therapy (VMAT)-delivery lung Stereotactic Ablative Radiotherapy (SABR), where treatment delivery is longer than that of standard treatments. They are also known to show reductions in treatment head scatter, multi-leaf collimator (MLC) transmission and treatment head leakage radiation, compared to flattened beams. The use of FFF beams for VMAT lung SABR has been shown to significantly reduce treatment delivery time, while maintaining plan quality and accuracy. Another potential advantage of the use of FFF beams for VMAT lung SABR is the reduction in peripheral (out-of-field) dose, due mainly to the reduction in head scatter and treatment head leakage. The peripheral doses delivered by VMAT Lung SABR treatments using 10X-FFF, 10X and 6X were investigated for the Varian TrueBeam medical linear accelerator. There were three components to this investigation; (1) Ion chamber measurement of peripheral dose for static open, static MLC and dynamic MLC fields, (2) Validation of Monte Carlo, Acuros XB and AAA algorithms for peripheral dose prediction, and (3) Evaluation of peripheral doses for VMAT lung SABR treatments using the validated Monte Carlo model. Measurements of out-of field doses for static open, static MLC and dynamic MLC fields showed that 10X-FFF delivered peripheral doses in the range of 30% to 50%, 3% to 40% and 5% to 20% lower than the peripheral doses for flattened beams. Dose calculation algorithm validation showed that AAA and Acuros XB significantly under predicted the dose in the peripheral region. Monte Carlo was found to be the most accurate dose calculation algorithm for peripheral dose prediction. The VMAT lung SABR dose distributions were calculated for both static gantry delivery and arc delivery using the validated Monte Carlo model. For static gantry Monte Carlo simulation, 10X-FFF was found to show a reduction in peripheral dose in the range of 7% to 21% and 7% to 17% when compared to 6X and 10X. For arc delivery Monte Carlo simulation, 10X-FFF was found to deliver a statistically significant reduction in mean peripheral dose compared to 6X in four of the six cases, and was not found to deliver a statistically significant reduction in mean peripheral dose compared to 10X in any of the six cases. For this type of VMAT lung SABR treatment, 10X-FFF offers a reduction in peripheral dose over 6X. In terms of the benefits of using 10X-FFF for this type of treatment, the reduction in peripheral dose is added to the already-established reduction in treatment times. / Graduate / 0756 / 0574

本文分為兩部分，首先針對中國結構型商品作分析，接著對交換率之波動度作研究。中國結構型商品方面，選定中國大陸招商銀行所發行金葵花寶礦掘金理財產品作介紹，並針對其產品條款進行評價，最後作敏感度分析。由於此產品連結五檔標的股票，且產品條款中含有多重新奇選擇權特性，包含多因子選擇權、履約價平均式選擇權、界限選擇權、數據選擇權，因此沒有封閉解，所以在假設所連結標的股票價格為對數常態分配下，選擇蒙地卡羅模擬法(Monte Carlo Simulation)進行評價。交換率(Swap Rate)之波動度方面，利用Fabio Mercurio與Andrea Pallavicini所發表文章中提出的一套波動度校正方法，根據Hagan等人在2002年文章提出的SABR模型(SABR Model)，從利率交換選擇權的波動度之市場報價與固定期利率交換的價差之市場報價，校正出市場與非市場報價的利率交換選擇權的交換率之波動度，接著估計出固定期交換率之凸性調整項(Convexity Adjustment, CA)，進而求算出固定期利率交換之價差的模型價格，並與利用Black模型(Black Model)所進行的波動度校正方法作比較。

Includes supplemental material. / Based on public law and Presidential mandate, ballistic missile defense development is a front-burner issue for homeland defense and the defense of U.S. and coalition forces abroad. Spearheaded by the Missile Defense Agency, an integrated ballistic missile defense system was initiated to create a layered defense composed of land-, air-, sea-, and space-based assets. The Ship Anti-Ballistic Response (SABR) Project is a systems engineering approach that suggests a conceptualized system solution to meet the needs of the sea portion of ballistic missile defense in the 2025-2030 timeframe. The system is a unique solution to the sea-based ballistic missile defense issue, combining the use of a railgun interceptor and a conformable aperture skin-of-the-ship radar system.

As the United States expands its quantity of nuclear reactors in the near future, the amount of spent nuclear fuel (SNF) will also increase. Closing the nuclear fuel cycle has become the next major technical challenge for the nuclear energy industry. By separating the transuranics (TRU) from the SNF discharged by Light Water Reactors, it is possible to fuel Advanced Burner Reactors to minimize the amount of SNF that must be stored in High Level Waste Repositories. One such ABR concept is the Subcritical Advanced Burner Reactor (SABR) being developed at the Georgia Institute of Technology. SABR is a subcritical, sodium-cooled fast reactor with a fusion neutron source capable of burning up to 25% of the TRU fuel over an 8.2 year residence time. In the SABR concept an annular core with a thickness of 0.6 m and an active height of 3.2 m surrounds the toroidal fusion neutron source. Neutron multiplication varies during the lifetime of the reactor from keff = 0.95 at the beginning of reactor life to 0.83 at the end of an equilibrium fuel cycle. Sixteen control rods worth 9$ are symmetrically positioned around the reactor. This thesis describes the dynamic safety analysis of the coupled neutron source, reactor core and reactor heat removal systems. A special purpose simulation model was written to predict steady-state conditions and accident scenarios in SABR by calculating the coupled evolution of the power output from the fusion and fission cores and the axial and radial temperature distributions of a fuel pin in the reactor. Reactivity Feedback was modeled for Doppler and sodium coolant voiding. SABR has a positive temperature reactivity feedback coefficient. A series of accident scenarios were simulated to determine how much time exists to implement corrective measures during an accident before damage to the reactor occurs.