The overall energy consumption of portable devices has been projected to triple over the next decade, growing to match the total power generated by the European Union and Canada by 2025. The rise of the internet-of-things (IoT) and ubiquitous and embedded computing has resulted in an exponential increase in such devices, wherein projections estimate that 50 billion smart devices will be connected and online by 2020. In order to alleviate the associated stresses placed on power generation and distribution networks, a holistic approach must be taken to conserve energy usage in electronic devices from the component to the circuit level. An effective approach to reduce power dissipation has been a continual reduction in operating voltage, thereby quadratically down-scaling active power dissipation. However, as state-of-the-art silicon (Si) complimentary metal-oxide-semiconductor (CMOS) field-effect transistors (FETs) enter sub-threshold operation in the ultra-low supply voltage regime, their drive current is noticeable degraded. Therefore, new energy-efficient MOSFETs and circuit architectures must be introduced. In this work, tunnel FETs (TFETs), which operate leveraging quantum mechanical tunneling, are investigated. A comprehensive investigation detailing electronic materials, to novel TFET device designs, to memory and logic digital circuits based upon those TFETs is provided in this work. Combined, these advances offer a computing platform that could save considerable energy and reduce power consumption in next-generation, ultra-low voltage applications. / Ph. D. / The overall energy consumption of portable devices has been projected to triple over the next decade, growing to match the total power generated by the European Union and Canada by 2025. The rise of the internet-of-things (IoT) and ubiquitous and embedded computing has resulted in an exponential increase in such devices, wherein projections estimate that 50 billion “smart” devices will be connected and “online” by 2020. In order to alleviate the associated stresses placed on power generation and distribution networks, a holistic approach must be taken to conserve energy usage in electronic devices from the component to the circuit level. An effective approach to reduce power dissipation has been a continual reduction in operating voltage, thereby quadratically down-scaling active power dissipation. However, as state-of-the-art silicon (Si) complimentary metal-oxide-semiconductor (CMOS) field-effect transistors (FETs) enter sub-threshold operation in the ultra-low supply voltage regime, their drive current is noticeable degraded. Therefore, new energy-efficient MOSFETs and circuit architectures must be introduced. In this work, tunnel FETs (TFETs), which operate leveraging quantum mechanical tunneling, are investigated. A comprehensive investigation detailing electronic materials, to novel TFET device designs, to memory and logic digital circuits based upon those TFETs is provided in this work. Combined, these advances offer a computing platform that could save considerable energy and reduce power consumption in next-generation, ultra-low voltage applications.

In order to identify the weakest bus in a power system so that the Unified Power Flow Controller could be connected, an investigation of static and dynamic voltage stability is presented. Two stability indices, static and dynamic, have been proposed in the thesis. Multi-Input Multi-Output (MIMO) analysis has been used for the dynamic stability analysis. Results based on the Western System Coordinate Council (WSCC) 3-machine, 9-bus test system and IEEE 14 bus Reliability Test System (RTS) shows that these indices detect with the degree of accuracy the weakest bus, the weakest line and the voltage stability margin in the test system before suffering from voltage collapse. Recently, Flexible Alternating Current Transmission systems (FACTs) have become significant due to the need to strengthen existing power systems. The UPFC has been identified in literature as the most comprehensive and complex FACTs equipment that has emerged for the control and optimization of power flow in AC transmission systems. Significant research has been done on the UPFC. However, the extent of UPFC capability, connected to the weakest bus in maintaining the power flows under fault conditions, not only in the line where it is installed, but also in adjacent parallel lines, remains to be studied. In the literature, it has normally been assumed the UPFC is disconnected during a fault period. In this investigation it has been shown that fault conditions can affect the UPFC significantly, even if it occurred on far buses of the power system. This forms the main contribution presented in this thesis. The impact of UPFC in minimizing the disturbances in voltages, currents and power flows under fault conditions are investigated. The WSCC 3-machine, 9-bus test system is used to investigate the effect of an unsymmetrical fault type and position on the operation of UPFC controller in accordance to the G59 protection, stability and regulation. Results show that it is necessary to disconnect the UPFC controller from the power system during unsymmetrical fault conditions.

The main aim of this thesis is in analyzing and empirically testing the various valuation models and hedging schemes of foreign exchange barrier options and their robustness with respect to changing of market conditions. The purpose of the main empirical section is to get a detailed understanding of the static and dynamic performance of the analyzed models for the barrier options payoff mainly in the extreme market conditions, where we performed a benchmarking of the various hedging schemes. As a by-product, we analyzed the accomplishment of some of the model assumptions in real world setting, and the model dependency of the barrier options.

衍生自Black-Scholes選擇權評價公式之動態避險策略，礙於現實世界當中連續避險之不可行，兼之以交易成本之考量，使其在實務運用上困難重重。尤其是在股價波動劇烈之際，動態避險根本無法順利進行。本論文所探討之選擇權靜態複製方式，便是希望克服動態避險連續交易及交易成本之困難。任一選擇權之靜態複製組合乃由同標的之其它選擇權所構成。其於建構完成之後，不需再有其它後續之調整動作，便可複製標的資產於未來一段時間，以及標的資產在某些價位之下的價值，因之稱為"靜態"複製組合 就理論而言，欲達成完全複製之目的需使用無限多個選擇權來進行複製。但本文將說明即使是在只使用少數選擇權的情況之下，亦可達成很不錯之複複製效果。本文探討之對象分標準選擇權與新奇選擇權，新奇選擇權以界限選擇權為主，再延伸至執行價可重設之選擇權。我們將詳細地說明如何建構這些選擇權之靜態複製組合，並以案例說明其複製效果。 動態避險針對的為選擇權之Delta風險；而靜態複製則試圖對Gamma風險進行規避。嚴格而言，靜態複製組合只有在標的資產波動度及無險利率等因素均維持不變之下才可說是靜態的。因而本文亦探討在前述因素變動之下，靜態複製之效果將受到何種程度之影響。 除了在避險交易上的功用之外，靜態複製之概念亦可廣泛地應用到評價與新商品的設計方面。在臺灣金融市場走向國際化、自由化的過程當中，這些都是臺灣金融業者應極力加強與貯備實力的。而在這方面，靜態複製或許可為其一大助力。 論 文 摘 要 I 目 錄 II 表 目 次 IV 圖 目 次 V 第一章、 緒論 1 第一節、 研究背景與動機 1 第二節、 研究目的 3 第三節、 研究架構與流程圖 4 第二章、 選擇權基本理論探討 6 第一節、 選擇權評價模型 6 一、 Black - Scholes 選擇權評價模型 （Black - Scholes Option Pricing Model） 6 二、 二項式選擇權評價模型 （Binomial Option Pricing Model） 9 第二節、 選擇權風險因子之探討 13 第三節、 動態複製之原理以及其在實務上難以克服的困難 18 一、 動態複製（Dynamic Hedging） 18 二、 實務運用上難以克服的困難 19 第四節、 靜態複製及其於實務上的運用 23 一、 靜態複製之原理 23 二、 於實務上的運用 25 第三章、 標準選擇權之靜態複製 27 第一節、 靜態避險組合之建構：BINOMIAL WORLD 27 第二節、 靜態複製組合之建構：REAL WORLD 34 一、 靜態複製組合建構方式一 37 二、 靜態複製組合建構方式二 40 三、 靜態複製組合建構方式三 44 第三節、 理論上之靜態複製與動態複製之比較 48 一、 蒙地卡羅模擬法介紹 48 二、 模擬結果與分析 50 第四節、 S&P 500股價指數選擇權動態避險與靜態避險之比較 61 第四章、 新奇選擇權之靜態複製 69 第一節、 界限選擇權 (BARRIER OPTION) 69 一、 界限選擇權簡介 69 二、 界限選擇權之風險因子 71 三、 靜態避險組合之建構：Binomial World 74 四、 靜態避險組合之建構：Real World 76 第二節、 重設型選擇權（RESET OPTION） 86 一、 重設型選擇權基本概念 86 二、 重設型選擇權之評價方式 87 三、 重設型選擇權之靜態避險 88 第五章、 敏感性分析 92 第一節、 標準選擇權之敏感性分析 92 一、 對標的資產價格波動度之敏感性分析 92 二、 對利率之敏感度分析 96 第二節、 界限選擇權之敏感性分析 99 一、 對標的資產波動度之敏感性分析 99 二、 對利率之敏感性分析 100 第六章、 結論 103 第一節、 研究結論 103 一、 靜態複製組合建構方式與複製效果 103 二、 對標的資產波動度與無險利率之敏感性 105 第二節、 對後續研究者的建議 106 附錄一：靜態避險之數學模式 107 附錄二：其它標準選擇權靜態複製之例子 110 附 表 114 參考文獻 135

<p>Det här examensarbetet är baserat på idéer ur ett uppdrag från företaget Saab Aerotech men är ett eget arbete.</p><p>Målet var att undersöka om det finns behov av ett verktyg som statiskt kan detektera dynamiska minneshanteringsproblem, som till exempel minnesläckage, i applikationer skrivna i C/C++. På grund av att minneshanteringsfel i C/C++ länge har varit ett känt problem undersökte vi detta och de befintliga lösningarna till det.</p><p>Vi fann två metoder till lösningar som de flesta verktyg använde sig av; statisk och dynamisk detektering. De flesta verktyg löste problemet genom att dynamiskt detektera minnesläckor och andra brister som till exempel buffer overflows. Ett verktyg löste dock problemet genom att statisk detektera minneshanteringsfel i källkoden för applikationerna. Eftersom alla befintliga lösningar har någon form av ineffektivitet så har vi undersökt möjligheten att utveckla ett mer effektivt verktyg. Vi har kommit fram till att denna möjlighet finns men det kräver enormt mycket tid och arbete att göra ett komplett verktyg som detekterar minneshanteringsfel statiskt.</p><p>Vår prototyp detekterar dynamiska minneshanteringsproblem i källkoden statiskt. Vi har använt oss av hjälpverktygen Flex och Bison för att utveckla vår prototyp av verktyget. Prototypen kan analysera källkod skriven i programspråken C och C++ och klarar att detektera minnesläckage, felaktiga avallokeringar av minne, dangling pointers, samt läsning från och skrivning till ogiltiga minnesområden. På grund av tidsbrist har vi i nuläget inte implementerat något stöd för klasser och objekt i prototypen.</p> / <p>This bachelor’s project is our own project, but it is based on ideas from an assignment from the Saab Aerotech company.</p><p>The goal was to investigate if there is a need for a tool that statically can detect dynamic memory management errors, such as memory leaks, in applications written in C/C++. Since the problem of memory management errors in the C/C++ languages has been known for a long time, we decided to investigate this and the existing solutions.</p><p>We found that most tools used two methods as solutions; static and dynamic detection. Most of these tools solve the problem by dynamically detecting memory leaks and other deficiencies such as buffer overflows. However, one of these tools used static detection of these deficiencies by scanning the source code of the applications. Since all the existing solutions have some kind of inefficiency, we have investigated the possibility to develop a more efficient tool. We concluded that this is possible but it will take a lot of time and effort to implement a complete tool that statically detects memory management errors.</p><p>Our prototype statically detects dynamic memory management problems in the source code. We have used the tools Flex and Bison to develop our prototype of a static detection tool. The prototype analyzes source code written in the programming languages C and C++ and is capable of detecting memory leaks, invalid deallocations of memory, dangling pointers and reading from and writing to invalid memory areas. Currently, due to lack of time, we have not implemented any support for classes and objects in the prototype.</p>

A large software system is built by composing multiple programs, possibly developed independently. The component programs communicate by sharing data. Data sharing involves creation of instances of the shared data by one program, called the producer, and its interpretation by another program, called the consumer. Valid instances of shared data and their correct interpretation is usually specified by a protocol or a standard that governs the communication. If a consumer misinterprets or does not handle some instances of data produced by a producer, it is called as a data compatibility bug. Such bugs manifest as various forms of runtime errors that are difficult to find and fix. In this work, we define various compatibility relations, between both producer-consumer programs and version-related programs, that characterize various subtle requirements for correct sharing of data. We design and implement a static analysis to infer types and guards over elements of shared data and the results are used for automatic compatibility checking. As case studies, we consider two widely used shared data-the TIFF structure, used to store TIFF directory attributes in memory, and IEEE 802. 11 MAC frame header which forms the layer 2 header in Wireless LAN communication. We analyze and check compatibility of 6 pairs of producer-consumer programs drawn from the transmit-receive code of Linux WLAN drivers of 3 different vendors. In the setting of version-related programs, we analyze a total of 48 library and utility routines of 2 pairs of TIFF image library (libtiff) versions. We successfully identify 5 known bugs and 1 new bug. For two of known bugs, bug fixes are available and we verify that they resolve the compatibility issues.

Det här examensarbetet är baserat på idéer ur ett uppdrag från företaget Saab Aerotech men är ett eget arbete. Målet var att undersöka om det finns behov av ett verktyg som statiskt kan detektera dynamiska minneshanteringsproblem, som till exempel minnesläckage, i applikationer skrivna i C/C++. På grund av att minneshanteringsfel i C/C++ länge har varit ett känt problem undersökte vi detta och de befintliga lösningarna till det. Vi fann två metoder till lösningar som de flesta verktyg använde sig av; statisk och dynamisk detektering. De flesta verktyg löste problemet genom att dynamiskt detektera minnesläckor och andra brister som till exempel buffer overflows. Ett verktyg löste dock problemet genom att statisk detektera minneshanteringsfel i källkoden för applikationerna. Eftersom alla befintliga lösningar har någon form av ineffektivitet så har vi undersökt möjligheten att utveckla ett mer effektivt verktyg. Vi har kommit fram till att denna möjlighet finns men det kräver enormt mycket tid och arbete att göra ett komplett verktyg som detekterar minneshanteringsfel statiskt. Vår prototyp detekterar dynamiska minneshanteringsproblem i källkoden statiskt. Vi har använt oss av hjälpverktygen Flex och Bison för att utveckla vår prototyp av verktyget. Prototypen kan analysera källkod skriven i programspråken C och C++ och klarar att detektera minnesläckage, felaktiga avallokeringar av minne, dangling pointers, samt läsning från och skrivning till ogiltiga minnesområden. På grund av tidsbrist har vi i nuläget inte implementerat något stöd för klasser och objekt i prototypen. / This bachelor’s project is our own project, but it is based on ideas from an assignment from the Saab Aerotech company. The goal was to investigate if there is a need for a tool that statically can detect dynamic memory management errors, such as memory leaks, in applications written in C/C++. Since the problem of memory management errors in the C/C++ languages has been known for a long time, we decided to investigate this and the existing solutions. We found that most tools used two methods as solutions; static and dynamic detection. Most of these tools solve the problem by dynamically detecting memory leaks and other deficiencies such as buffer overflows. However, one of these tools used static detection of these deficiencies by scanning the source code of the applications. Since all the existing solutions have some kind of inefficiency, we have investigated the possibility to develop a more efficient tool. We concluded that this is possible but it will take a lot of time and effort to implement a complete tool that statically detects memory management errors. Our prototype statically detects dynamic memory management problems in the source code. We have used the tools Flex and Bison to develop our prototype of a static detection tool. The prototype analyzes source code written in the programming languages C and C++ and is capable of detecting memory leaks, invalid deallocations of memory, dangling pointers and reading from and writing to invalid memory areas. Currently, due to lack of time, we have not implemented any support for classes and objects in the prototype.

Afin d'estimer les forces statiques équivalentes du vent, qui produisent les réponses quasi-statiques et dynamiques extrêmes dans les structures soumises au champ de pression instationnaire induit par les effets du vent, une nouvelle méthode probabiliste est proposée. Cette méthode permet de calculer les forces statiques équivalentes du vent pour les structures avec des écoulements aérodynamiques complexes telles que les toitures de stade, pour lesquelles le champ de pression n'est pas gaussien et pour lesquelles la réponse dynamique de la structure ne peut être simplement décrite en utilisant uniquement les premiers modes élastiques (mais nécessitent une bonne représentation des réponses quasi-statiques). Généralement, les mesures en soufflerie du champ de pression instationnaire appliqué à une structure dont la géométrie est complexe ne suffisent pas pour construire une estimation statistiquement convergée des valeurs extrêmes des réponses dynamiques de la structure. Une telle convergence est nécessaire pour l'estimation des forces statiques équivalentes afin de reproduire les réponses dynamiques extrêmes induites par les effets du vent en tenant compte de la non-gaussianité du champ de pression aléatoire instationnaire. Dans ce travail, (1) un générateur de réalisation du champ de pression instationnaire non gaussien est construit en utilisant les réalisations qui sont mesurées dans la soufflerie à couche limite turbulente; ce générateur basé sur une représentation en chaos polynomiaux permet de construire un grand nombre de réalisations indépendantes afin d'obtenir la convergence des statistiques des valeurs extrêmes des réponses dynamiques, (2) un modèle d'ordre réduit avec des termes d'accélération quasi-statique est construit et permet d'accélérer la convergence des réponses dynamiques de la structure en n'utilisant qu'un petit nombre de modes élastiques, (3) une nouvelle méthode probabiliste est proposée pour estimer les forces statiques équivalentes induites par les effets du vent sur des structures complexes décrites par des modèles éléments finis, en préservant le caractère non gaussien et sans introduire le concept d'enveloppes des réponses. L'approche proposée est validée expérimentalement avec une application relativement simple et elle est ensuite appliquée à une structure de toiture de stade pour laquelle des mesures expérimentales de pressions instationnaires ont été effectuées dans la soufflerie à couche limite turbulente / In order to estimate the equivalent static wind loads, which produce the extreme quasi-static and dynamical responses of structures submitted to random unsteady pressure field induced by the wind effects, a new probabilistic method is proposed. This method allows for computing the equivalent static wind loads for structures with complex aerodynamic flows such as stadium roofs, for which the pressure field is non-Gaussian, and for which the dynamical response of the structure cannot simply be described by using only the first elastic modes (but require a good representation of the quasi-static responses). Usually, the wind tunnel measurements of the unsteady pressure field applied to a structure with complex geometry are not sufficient for constructing a statistically converged estimation of the extreme values of the dynamical responses. Such a convergence is necessary for the estimation of the equivalent static loads in order to reproduce the extreme dynamical responses induced by the wind effects taking into account the non-Gaussianity of the random unsteady pressure field. In this work, (1) a generator of realizations of the non-Gaussian unsteady pressure field is constructed by using the realizations that are measured in the boundary layer wind tunnel; this generator based on a polynomial chaos representation allows for generating a large number of independent realizations in order to obtain the convergence of the extreme value statistics of the dynamical responses, (2) a reduced-order model with quasi-static acceleration terms is constructed, which allows for accelerating the convergence of the structural dynamical responses by using only a small number of elastic modes of the structure, (3) a novel probabilistic method is proposed for estimating the equivalent static wind loads induced by the wind effects on complex structures that are described by finite element models, preserving the non-Gaussian property and without introducing the concept of responses envelopes. The proposed approach is experimentally validated with a relatively simple application and is then applied to a stadium roof structure for which experimental measurements of unsteady pressures have been performed in boundary layer wind tunnel

No description available.

With limited enhancement or expansion of the transmission infrastructure, the contemporary power systems are operating under more stressed conditions. It becomes important to fully utilize the existing transmission system to supply load demand as much as possible, thus eliminating or reducing the need for new transmission investment. Flexible AC Transmission System (FACTS) technology provides an alternative to fully utilize the existing transmission lines as well as new and upgraded lines, by controlling power and also enhancing the power transfer capability of transmission lines. However, the implementation of FACTS controllers in the transmission system has introduced new power system dynamics that must be addressed in the area of power system protection, such as rapid changes in line impedance, power angle, line currents, transients introduced by the occurrence of fault and associated control action of the FACTS controller. Therefore, the performance of the protection system must be carefully analyzed in the presence of FACTS controllers. The thesis aims at evaluating the performance of distance relays when different types of FACTS controllers, in particular Voltage Source Converter (VSC) based FACTS controllers, are incorporated at the midpoint of the transmission system to achieve voltage profile improvement and power transfer capability. The detailed models of these controllers and their control strategies are described. The presence of FACTS controllers in the loop affects both steady state and transient components of voltage and current signals. The rapid response of FACTS controllers to different power system configurations significantly affects the apparent impedance seen by distance relays. The apparent impedance seen by distance relays would be different from that of the system without FACTS controller. Due to this, the distance relay may malfunction, resulting in unreliable operation of the power system during faults. Furthermore, the effect of FACTS controllers on distance relay operation depends on the type of FACTS controller used, the application for which it has been installed and its location in the power system. The distance relay is evaluated for different loading conditions and for various fault conditions. Simulation studies are carried out using PSCAD/EMTDC based transient simulation package.