In this thesis, one methodology for natural gas storage valuation is developed and two methodologies are improved. Then all of the three methodologies are applied to a storage contract. The first methodology is called "intrinsic rolling with spot and forward", which takes both the spot and forward prices into account in the valuation. This method is based on the trading strategy by which a trader locks the spot and forward positions by solving an optimization problem based on the market information on the first day. In the following days, the trader can obtain added value by adjusting the positions based on new market information. The storage value is the sum of the first day's value and the added values in the following days. The problem can be expressed by a Bellman equation and solved recursively. A crucial issue in the implementation is how to compute the expected value in the next period conditioned on the information in current period. One way to compute the expected value is Monte Carlo simulation with ordinary least square regression. However, if all of the state variables, spot, and forward prices are incorporated in the regression there are too many terms, and the regression becomes uncontrollable. To solve this issue, three risk factors are chosen by performing principle component analysis. Dimension of the regression is greatly reduced by only incorporating the three risk factors. Both the second methodology and the third methodology only consider the spot price in the valuation. The second methodology uses Monte Carlo simulation with ordinary least square regression, which is based on the work of Boogert and Jong (2006). The third methodology uses stochastic dual dynamic programming, which is based on the work of Bringedal (2003). However, both methodologies are improved to incorporate bid and ask prices. Price models are crucial for the valuation. Forward prices of each month are assumed to follow geometric Brownian motions. Future spot price is also assumed to follow a geometric Brownian motion but for a specific month its expectation is set to the corresponding forward price on the valuation date. Since the simulation of spot and forward prices is separated from the storage optimization, alternative spot and forward models can be used when necessary. The results show that the value of the storage contract estimated by the first methodology is close to the market value and the value estimated by the Financial Engineering Associates (FEA) provided function. A much higher value is obtained when only spot price is considered, since the high volatility of the spot curve makes frequent position change profitable. However in the reality traders adjust their positions less frequently.

The effects of AC and DC on cooling rate, solute distribution and nugget shape after solidification, which are responsible for microstructure of the fusion zone, during resistance spot welding are realistically and extensively investigated. The finite difference method is used to predict transport variables in workpieces and electrodes during heating, melting, cooling and freezing periods. The model accounts for electromagnetic force, heat generations at the electrode-workpiece interface and faying surface between workpieces, and dynamic electrical resistance including bulk resistance and contact resistances at the faying surface and electrode-wokpiece interfaces, which are function of hardness, temperature, electrode force, and surface condition. The computed results show that in contrast to DC, using AC readily produces the nugget in an ellipse shape. Deficit and excess of solute content occur in a thin layer around the boundary and interior of the nugget, respectively. The effects of dynamic electrical resistance subject to AC (Alternative current) on transport variables, cooling rate, solute distribution and nugget shape after solidification during resistance spot welding are realistically and extensively investigated. The model accounts for electromagnetic force, heat generation and contact resistances at the faying surface and electrode-workpiece interfaces and bulk resistance in workpieces. Contact resistance are comprised of constriction and film resistances, which are functions of hardness, temperature, electrode force and surface condition. The computed results show that the weld nugget readily occurs by increasing constriction resistance and Curie temperature. High Curie temperature enhances convection and solute mixing, and readily melts through the workpiece surface near the electrode edge. Aside from finding the significant effect of Curie temperature on resistance spot welding, this study indicates that any mean (For example, adjusting solute content) to reduce Curie temperature can be a new way to control weld quality.

This study aims to design a novel inserted welding tool to friction stir spot weld SS400 low carbon steel sheets of 4mm thickness. In order to enhance the efficiency of frictional heat generation and to enhance the quality of the welding spot, the welding tool based on a cylindrical tungsten carbide and is inserted by a SS400 low carbon cylinder. The welding apparatus composed of a vertical milling machine and a welding platform that can keep the load between tool and workpiece constant. The plunge load is 8kN and there's no inclination angle on the tools. Welding temperature and the tool plunge depth are measured by thermelcouples and a displacement meter. ¡@¡@At the tool rotational speed of spindle of 900rpm and welding for 60 seconds, the temperature rising rate of the tools with 5 mm and 10 mm inserted material are 5.28 times and 6.31 times greater than the one without insert. While they are 1.36 and 1.42 times greater than at 1200rpm.At the tool rotational speed of spindle of 900rpm and welding for 300 seconds, themaximun welding temperature the tools with 5 mm and 10 mm inserted material can reach are 59¢J and 412¢J higher than the one without insert. While they can reach 35.6¢J and 197.6¢J greater than at 1200rpm. According to the tensile test, the shear failure loads of clad steel plates increase 11.3kN and 15.5kN by using tools with 5 mm and 10 mm inserted material at 900rpm for 60 seconds, and increase 7.6kN and 18.3kN by using tools with 5 mm and 10 mm inserted material at 1200rpm.

High efficient optical spot size converter (SSC) is one of the most important building blocks for dense optical interconnection network and high-speed optical fiber communications due to efficient optical power transfer between different optical modules. Using tapered optical direction coupler (TODC) as SSC can reduce the dimension with high efficiency because of resonant condition and tapered structure. However, the strong dependence of operation on wavelength leads to narrow band operation, reducing the usage of wavelength division multiplexer (WDM) technique for upgrading optical data capacity through optical spectrum. In this work, based on multi- resonant points of TODC, a broadband SSC integrated with optical electroabsorption modulator (EAM) is proposed, designed, and fabricated. By tapering quantum well of the top active waveguide (AW), the integration with bottom passive waveguide (PW) can form a TODC. With the tapered structure, the gradually varied effective index forms a resonant point along wave propagation, inducing strong coupling, collecting optical power after resonant point, and thus leading to high efficient coupling. With multi-section of resonant conditions and also tapered structure, broadband operation can be realized. Through 3 section of tapered AW of TODC, the calculated coupling efficiency from bottom PW with larger than 70% is found for the regime of 1530nm~1550nm wavelength. The EAM-integrated SSC is also fabricated. With counter direction of optical coupling, the measured photocurrent in EAM shows a broadband of flap coupling from 1570nm~1585nm is observed, suggesting the multi-section TODC can bring out broadband operation.

In this thesis, we analyze the simplest optical imaging system: a ball lens. The traditional method of using a geometric optics analysis on an optical system only gives the roughest qualitative solution due to the lack of consideration of wave properties. Therefore, for accurate quantitative results, we need to analyze said system with a complete wave theory approach. The reason that we chose a ball lens as the focus of this research is due to its spherical symmetry properties which allows us to rigorously investigate it with different analytic methods. We will apply geometric optics, Fourier optics, scalar wave optics, and electromagnetic optics methods to compute the point spread functions (PSF) of a ball lens under the assumption that the point source is isotropic. We will follow up by predicting the spot sizes that correspond to each mean. First, with geometric optics (GO), we apply the analytic ray tracing method to correlate the origins of light rays passing through the ball lens to their respective positions on the receptive end. We can then evaluate the energy distribution function by gathering the density of rays on image plane. Second, in the theory of Fourier optics (FO), to obtain the analytic formula of the point spread function, the integral kernel can be approximated as the Fresnel integral kernel by means of paraxial approximation. Compared to GO, the results from FO are superior due to the inclusion of wave characteristics. Furthermore, we consider scalar wave optics by directly solving the inhomogeneous Helmholtz equation which the scalar light field should satisfy. However, the light field is not assigned to an exact physical meaning in the theory of scalar wave optics, so we reasonably require boundary conditions where the light field function and its first derivative are continuous everywhere on the surface of ball lens. Finally, in the theory of electromagnetic optics (EMO), we consider the polarization of the point source, and the two kinds of Hertz vectors and , both of which satisfy inhomogeneous Helmholtz equation, and are derived from Maxwell¡¦s equations in spherical structures. In contrast with the scalar wave optics, the two Hertz vectors are defined concretely thus allowing us to assign exact boundary conditions on the interface. Then the fields corresponding to and are averaged as the final point spread function.

Increasing evidence suggests that the environment is related to many public health challenges. Unequal distributions of services and resources needed for healthy lifestyles may contribute to increasing levels of health disparity. However, empirical studies are not sufficient to understand the relationship between health disparity and the built environment. This dissertation examines how health disparity are associated with the built environment and if the environmental conditions that support physical activity and healthy diet are associated with lower health disparity. This research uses a multidisciplinary approach, drawing from urban planning, regional economics and public health. The data came from the Behavioral Risk Factor Surveillance System, and the GIS derived environmental data and the 608-respondent survey data from a larger study conducted in urbanized King County, Washington. Health disparity was measured with the Gini-coefficient, and health status and obesity were used as indicators of health. Hot spot analysis was used to identify the spatial aggregations of high health disparity, and multiple regression models identified the environmental correlates of health disparity. The overall trend showed that disparity has increased in most states in the US over the past decade and the southern states showed the highest disparity levels. Strong spatial autocorrelations were found for disparities, indicating that disparity levels are not equally distributed across different geographic areas. From the multivariate analyses estimating disparity levels, spatial regression models significantly improved the overall model fit compared to the ordinary least-square models. Areas with more supportive built environments for physical activity had lower health disparities, including proximity to downtown (+) and access to parks (+), day care centers (+), offices (+), schools (+), theaters (+), big box shopping centers (-), and libraries (-). Overall results showed that the built environment, compared to the personal factors, was more strongly correlated with health disparities. This study brings attention to the problem of health disparity in the US, and provides evidence supporting the existence of spatial disparity in the environmental support for a healthy lifestyle. Further research is needed to better understand environmental and socioeconomic conditions associated with health disparity among more diverse population groups and in different environmental settings.

It is more and more popular to transmit and receive information with Wireless LAN(WLAN) as the time of science and technology has been approaching. Every type of business gradually has priority on WLAN for marketing. Especially business of agents of real estate, they use WLAN as tool for marketing to improve the service with information and human nature and to break through the shape of traditional human operation. They record characters and functions of surrounding environment of the houses which are entrusted by clients in their system to provide immediate and local information with house-buyer. This becomes personalizing and valuable selling information. It takes both quantitative and qualitative methods as research methods in the study, and agents of real estate using and not using WLAN in Kaohsiung City are picked as research objects. The study takes depth interviews to realize conditions for wireless network marketing using, motivation for wireless network marketing, and using mode for wireless network marketing, and it also analyzes the differences among wireless network marketing, traditional marketing, and internet marketing. Meanwhile the study use questionnaires survey to figure out the reason why some agents of real estate do not use WLAN for marketing. There are four findings in the study as follows: (1) Agents of real estate using WLAN for marketing are mainly direct branches and over 15 years old. (2) The traditional way for marketing used by agents of real estate using or not using WLAN for marketing is newspaper. (3) Agents of real estate using WLAN for marketing know the requirements of clients and can improve the quality of service better then agents of real estate not using WLAN for marketing. (4) The rate of agents of real estate not using WLAN for marketing at present would like to use WLAN for marketing in the future become more. The conclusion of the study indicates the marketing mode of using new science technology can inquire new information anytime and anywhere. The mode of marketing with WLAN provides business of agents of real estate with the immediate and local information, and this is the point that mass media can not achieve. There are difficulties for business of agents of real estate in Kaohsiung City to use high science technology as a kind of marketing mode. Kaohsiung City should try to upgrade M capacity step by step and take both traditional marketing and WLAN marketing to enhance the function of WLAN for marketing in business of agents of real estate.

With the liberalization of financial market, the prevalence of international trade and the prosperity of foreign exchange markets ,investors could hedge,speculate or interest arbitrage in markets. Therefore, market efficiency is worthy of investigation and analysis on the international finance extensively. According to simple market efficiency hypothesis, there would be a long-run relationship between spot exchange rate and forward exchange rate if the foreign exchange market is efficient. Under the circumstance, this study firstly tries to examine whether there is a long-run relationship or not between spot exchange rate and forward exchange rate by Linear Cointegration Theory. At the same time, the study tests Simple Market Efficiency Hypothesis is correct or not in practice. Next,in a non-linear threshold cointegrational way, it looks into whether there is an apparent threshold effect or not among variables, and the adjusting behavior in the long-run equilibrium process. The result of the study proves that there are an apparent threshold effect and inconsistent behaviors in the long-run equilibrium process.

In this thesis, the effects of Harmonics on the Top Oil and Hot Spot Temperatures of Power Transformers used in Turkish Electricity Transmission System have been investigated. Due to the solid state equipment, the harmonic levels increase. This effect raises the losses and temperatures in the transformer windings. None of the power transformers currently used in Turkey has measuring equipment suitable for measuring the Hot-Spot temperatures. In this study, a computer program is written in LABVIEW which measures the harmonics and calculates the temperatures in accordance with the methods recommended in IEEE Standards C57.110-1998 and C57.91-1995. Also for sample transformers the work has been verified by measuring the Top-Oil temperatures of the transformers and then comparing with the calculated results.

This study establishes pedestrian safety focused environment around elementary schools. In order to reach this objective 3 consecutive goals are fulfilled / firstly / proposing, a newly designed black spot analysis, &ldquo / Behavioral Black Spot Analysis&rdquo / , secondly / documenting pedestrian behavior around black spots, and finally stimulating effective interventions around elementary schools. This study proposes a newly designed methodology / &ldquo / Behavioral Black Spot Analysis&rdquo / which is namely based upon pedestrians&rsquo / route choice and risk perception statements. Additionally it is observed that students choose the shortest route on their way. &ldquo / Behavioral Black Spot Analysis&rdquo / reveals that traffic flows, pedestrian visibility, vehicle visibility, waiting time, road width are most important parameters of pedestrians&rsquo / perception of traffic safety. Results of unobtrusive observations indicate that interventions have significant effect on vehicle speed, number of conflicts, yielding behavior of drivers, total number of cars forming a queue, number of pedestrians stopping on the curb, head movements, crossing angles, crossing tempos, and crossing distances of pedestrians. Behind this interventions affects pedestrians&rsquo / waiting time in negative manner. Recommendations for pedestrian safety interventions are suggested.