This thesis describes the implementation of the conditional moment closure (CMC) combustion model in a numerical scheme and its application to the modelling of enclosure fires. Prediction of carbon monoxide (CO) in the upper smoke layer of enclosure fires is of primary interest because it is a common cause of death. The CO concentration cannot be easily predicted by empirical means, so a method is needed which models the chemistry of a quenched, turbulent fire plume and subsequent mixing within an enclosed space. CMC is a turbulent combustion model which has been researched for over a decade. It has provided predictions of major and minor species in jet diffusion flames. The extension to enclosure fires is a new application for which the flow is complex and temperatures are well below adiabatic conditions. Advances are made in the numerical implementation of CMC. The governing combustion equations are cast in a conserved, finite volume formulation for which boundary conditions are uniquely defined. Computational efficiency is improved through two criteria which allow the reduction in the size of the computational domain without any loss of accuracy. Modelling results are compared to experimental data for natural gas fires burning under a hood. Comparison is made in the recirculating, post-flame region of the flow where temperatures are low and reactions are quenched. Due to the spatial flux terms contained in the governing equations, CMC is able to model the situation where chemical species are produced in the high temperature fire-plume and then transported to non-reacting regions. Predictions of CO and other species are in reasonable agreement with the experimental data over a range of lean and rich hood-fire conditions. Sensitivity of results to chemistry, temperature and modelling closures is inves- tigated. Species predictions are shown to be quite different for the two detailed chemical mechanisms used. Temperature conditions within the hood effect the for- mation of species in the plume prior to quenching and subsequently species predic- tions in the post-flame region are also effected. Clipped Gaussian and ß-function probability density functions (PDFs) are used for the stochastic mixture fraction. Species predictions in the plume are sensitive to the form of the PDF but in the post-flame region, where the ß-function approaches a Gaussian form, predictions are relatively insensitive. Two models are used for the conditional scalar dissipation: a uniform model, where the conditional quantity is set equal to the unconditional scalar dissipation across all mixture fraction space; and a model which is consistent with the PDF transport equation. In the plume, predictions of minor species are sensitive to the modelling used, but in the recirculating, post-flame region species are not significantly effected.

The purpose of this descriptive case study analysis was to provide portraits of the heuristics students used and difficulties they encountered solving conditional probability problems prior to and after two-week instruction on sample space, probability, and conditional probability. Further analysis consisted of evaluating the data in relation to a previously designed Conditional Probability Framework for assessing students levels of thinking developed by Tarr and Jones (1997). Five volunteer participants from a contemporary college mathematics course participated in pre-and post-interviews of a Probability Knowledge Inventory. The Inventory consisted of seven tasks on sample space, probability, and conditional probability. The semi-structured interviews provided participants' explanations on the development of their solutions to the seven tasks. Among the five participants, rationalizing, finding the odds, computing the percentages, and stating the ratio of a problem were the preferred heuristics used to solve the problems on the Probability Knowledge Inventory. After the two-week instruction, two of the four participants who did not previously use computation of probability to solve the problem changed their use of heuristics. The difficulties the students encountered prior to instruction included understanding the problem; recognizing the original sample space and when it changes; lacking probability vocabulary knowledge; comparing probability after the sample space changed; understanding the difference between probability and odds; and interchanging ratio, odds, and percentages-sometimes incorrectly-to justify their solution. After the two-week instruction, the students' difficulties diminished. Some improvements included a greater ability to understand the question of interest, to recognize the change in the sample space after a conditioning event, to use probability terminology consistently, and to compare probability after the sample space has changed. Comparisons to the Probability Framework revealed that four of the five participants exemplified Level 3 thinking-being aware of the role that quantities play in forming conditional probability judgements. One participant exemplified a Level 4 thinking-being aware of the composition of the sample space, recognizing its importance in determining conditional probability and assigning numerical probabilities spontaneously and with explanation. / Graduation date: 2001

Agency theories suggest that governance matters more when agency conflicts are potentially more severe. However, empirical studies often do not control for the potential severity of agency conflicts. I show that the marginal benefit of governance varies with the free cash flow level, a proxy for the potential severity of agency conflicts. As the free cash flow level increases, higher governance quality becomes incrementally more value-enhancing, and lower governance quality becomes incrementally more value-destroying. This is consistent with the hypothesis that better governance helps resolve the agency conflicts in investment decisions when a firm has more free cash flows (Jensen, 1986). This study highlights the importance of controlling for the potential severity of agency conflicts in governance studies and provides an improved method to estimate the marginal benefit of a governance mechanism.

The Texas Commission on Environmental Quality (TCEQ) uses a Water Availability Modeling System (WAM) to support long-term regional and statewide water resources planning and management. The water availability studies are based on the modeling capabilities of the Water Rights Analysis Package (WRAP). This research improves the understanding of decision support tools for short-term river basin management. Current reservoir storage levels must be considered to assess short-term frequencies and reliabilities. Conditional reliability modeling (CRM) is used to assess the likelihood of meeting targets for instream flow, reservoir storage, water supply diversion and hydroelectric power generation in the near future (next month to next several years), conditioned upon preceding storage. This study uses data for the Brazos River Basin from the TCEQ WAM System to assess key complexities of water supply reliability analysis in general and conditional reliability modeling in particular. These complexities include uncertainties associated with river basin hydrology, estimating yield-reliability relationships for individual reservoirs and multiple reservoir systems, conventional long-term planning versus short-term adaptive management and other modeling and analysis issues. The modeling capabilities of WRAP were expanded to support near real-time operation of dams under various stream flow conditions. The sensitivity to changes in modeling options is assessed for short and long-term simulations. Traditional and newly developed methodologies for estimating firm yields and water supply reliabilities are evaluated. Guidelines are developed regarding the practical application of firm yield analyses and conditional reliability modeling. Important applications of this research include real-time decision support during drought and routinely recurring operational planning activities. A case study of the drought of 2009 uses the CRM features of WRAP for these applications.

The generalization from the univariate volatility model into a multivariate approach opens up a variety of modeling possibilities. This study aims to examine the performance of the two multivariate GARCH models BEKK and DCC, applied on ten years exchange rates data. Estimations and forecasts of the covariance matrix are made for the EUR/SEK and USD/SEK, whereby the  used in a practical application: 1-day and 10-day ahead historical simulated Value-at-Risk predictions for two theoretical portfolios, one equally weighted and one hedged, consisting of the two exchange rates. An univariate GARCH(1,1) approach is included in the Vale-at-Risk predictions to visualize the diversification effect in the portfolio. The conditional correlation forecasts are evaluated using three measures, OLS-regression, MAE and RMSE, based on an one year evaluation period of intraday data. The Value-at-Risk estimates are evaluated with the backtesting method introduced by Kupiec (1995). The results indicate that the BEKK model performs relatively better than the DCC model, and both these models perform better than the univariate GARCH(1,1) model.

Road safety has been drawing increasing attention in the public, and has been subject to extensive efforts from both industry and academia in mitigating the impact of traffic accidents. Recent advances in wireless technology promise new approaches to facilitating road safety and traffic management, where each vehicle (or referred to as On-board unit (OBU)) is allowed to communicate with each other as well as with Roadside units (RSUs), which are located in some critical sections of the road, such as a traffic light, an intersection, and a stop sign. With the OBUs and RSUs, a self-organized network, called Vehicular Ad Hoc Network (VANET), can thus be formed. Unfortunately, VANETs have faced various security threats and privacy concerns, which would jeopardize the public safety and become the main barrier to the acceptance of such a new technology. Hence, addressing security and privacy issues is a prerequisite for a market-ready VANET. Although many studies have recently addressed a significant amount of efforts in solving the related problems, few of the studies has taken the scalability issues into consideration. When the traffic density is getting large, a vehicle may become unable to verify the authenticity of the messages sent by its neighbors in a timely manner, which may result in message loss so that public safety may be at risk. Communication overhead is another issue that has not been well addressed in previously reported studies. Many efforts have been made in recent years in achieving efficient broadcast source authentication and data integrity by using fast symmetric cryptography. However, the dynamic nature of VANETs makes it very challenging in the applicability of these symmetric cryptography-based protocols. In this research, we propose a novel Secure and Efficient RSU-aided Privacy Preservation Protocol, called SERP^3, in order to achieve efficient secure and privacy-preserving Inter-Vehicle Communications (IVCs). With the commitments of one-way key chains distributed to vehicles by RSUs, a vehicle can effectively authenticate any received message from vehicles nearby even in the presence of frequent change of its neighborship. Compared with previously reported public key infrastructure (PKI)-based packet authentication protocols for security and privacy, the proposed protocol not only retains the security and privacy preservation properties, but also has less packet loss ratio and lower communication overhead, especially when the road traffic is heavy. Therefore, the protocol solves the scalability and communication overhead issues, while maintaining acceptable packet latency. However, RSU may not exist in some situations, for example, in the early stage deployment phase of VANET, where unfortunately, SERP^3 is not suitable. Thus, we propose a complementary Efficient and Cooperative Message Validation Protocol, called ECMVP, where each vehicle probabilistically validates a certain percentage of its received messages based on its own computing capacity and then reports any invalid messages detected by it. Since the ultimate goal of designing VANET is to develop vehicle safety/non-safety related applications to improve road safety and facilitate traffic management, two vehicle applications are further proposed in the research to exploit the advantages of vehicular communications. First, a novel vehicle safety application for achieving a secure road traffic control system in VANETs is developed. The proposed application helps circumvent vehicles safely and securely through the areas in any abnormal situation, such as a car crash scene, while ensuring the security and privacy of the drivers from various threats. It not only enhances traveler safety but also minimizes capacity restrictions due to any unusual situation. Second, the dissertation investigates a novel mobile payment system for highway toll collection by way of vehicular communications, which addresses all the issues in the currently existing toll collection technologies.

Road safety has been drawing increasing attention in the public, and has been subject to extensive efforts from both industry and academia in mitigating the impact of traffic accidents. Recent advances in wireless technology promise new approaches to facilitating road safety and traffic management, where each vehicle (or referred to as On-board unit (OBU)) is allowed to communicate with each other as well as with Roadside units (RSUs), which are located in some critical sections of the road, such as a traffic light, an intersection, and a stop sign. With the OBUs and RSUs, a self-organized network, called Vehicular Ad Hoc Network (VANET), can thus be formed. Unfortunately, VANETs have faced various security threats and privacy concerns, which would jeopardize the public safety and become the main barrier to the acceptance of such a new technology. Hence, addressing security and privacy issues is a prerequisite for a market-ready VANET. Although many studies have recently addressed a significant amount of efforts in solving the related problems, few of the studies has taken the scalability issues into consideration. When the traffic density is getting large, a vehicle may become unable to verify the authenticity of the messages sent by its neighbors in a timely manner, which may result in message loss so that public safety may be at risk. Communication overhead is another issue that has not been well addressed in previously reported studies. Many efforts have been made in recent years in achieving efficient broadcast source authentication and data integrity by using fast symmetric cryptography. However, the dynamic nature of VANETs makes it very challenging in the applicability of these symmetric cryptography-based protocols. In this research, we propose a novel Secure and Efficient RSU-aided Privacy Preservation Protocol, called SERP^3, in order to achieve efficient secure and privacy-preserving Inter-Vehicle Communications (IVCs). With the commitments of one-way key chains distributed to vehicles by RSUs, a vehicle can effectively authenticate any received message from vehicles nearby even in the presence of frequent change of its neighborship. Compared with previously reported public key infrastructure (PKI)-based packet authentication protocols for security and privacy, the proposed protocol not only retains the security and privacy preservation properties, but also has less packet loss ratio and lower communication overhead, especially when the road traffic is heavy. Therefore, the protocol solves the scalability and communication overhead issues, while maintaining acceptable packet latency. However, RSU may not exist in some situations, for example, in the early stage deployment phase of VANET, where unfortunately, SERP^3 is not suitable. Thus, we propose a complementary Efficient and Cooperative Message Validation Protocol, called ECMVP, where each vehicle probabilistically validates a certain percentage of its received messages based on its own computing capacity and then reports any invalid messages detected by it. Since the ultimate goal of designing VANET is to develop vehicle safety/non-safety related applications to improve road safety and facilitate traffic management, two vehicle applications are further proposed in the research to exploit the advantages of vehicular communications. First, a novel vehicle safety application for achieving a secure road traffic control system in VANETs is developed. The proposed application helps circumvent vehicles safely and securely through the areas in any abnormal situation, such as a car crash scene, while ensuring the security and privacy of the drivers from various threats. It not only enhances traveler safety but also minimizes capacity restrictions due to any unusual situation. Second, the dissertation investigates a novel mobile payment system for highway toll collection by way of vehicular communications, which addresses all the issues in the currently existing toll collection technologies.

Accounting regulators are concerned about the potential threat of long-term auditor-client relationships on auditor independence, leading to lower audit quality. The main objective of this study is to examine the association between auditor tenure and an important feature of accounting, namely conservatism. Following Basu (1997) and Ball, Kothari and Robin (2000), I define conservatism as the quicker recognition in earnings of bad news about expected future cash flows. I investigate whether long-term auditor-client relationships are associated with less timely recognition of earnings to bad news, and a lower rate of reversal of negative earnings changes. The overall results strongly show that conservatism decreases as auditor tenure lengthens. The results are robust across various measures of conservatism and a series of sensitivity tests. However, auditors¡¯ litigation exposure appears to be able to mitigate the adverse impact of auditor tenure. In additional tests, I find that the reduced conservatism is not driven by the larger clients that auditors have incentives to retain. Moreover, I find that even industry specialists could not avoid the negative impact of longer auditor-client relationships on conservatism. The study provides some support to the regulators who are concerned about the potential negative impact of auditor tenure on audit quality and the rule of mandatory audit firm rotation.

In this thesis, first we replace the condition X ¡Ø y in Huang and Su (2000) by X ¡Ù y and give necessary and sufficient conditions such that there exists a random variable X satisfying that E(g(X)| X ¡Ø y)=h(y) f(y )/ F(y), " y Î CX, where CX is the support of X.Next, we investigate necessary and sufficient conditions such that h(y)=E(g(X) | X ¡Ø y ), for a given function h and extend these results to bivariate case.

Water availability has been of great concern in the State of Texas and many other places worldwide. During 1997-2003, pursuant to the 1997 Senate Bill 1, the Texas Commission on Environmental Quality (TCEQ), its partner agencies, and contractors developed a Water Availability Modeling (WAM) System based on the Water Rights Analysis Package (WRAP) model, developed at Texas A&M University. WAM has been widely applied in the State of Texas and because of its convenience, applications, and capabilities, it is planned to be implemented in other States and Countries. This thesis addresses different aspects of WAM, including conditional reliability modeling, firm yield analysis following classic and recently developed methodologies, evaluating the impact of different considerations on reliability analyses, simplification of complex WAM datasets and the display of WRAP results into ArcMap. Conditional reliability modeling evaluates short term diversion/storage reliabilities based on an initial storage level. WRAP-CON has been evaluated and improved, in addition a new modeling methodology has been developed, in which probabilities of occurrence for each hydrologic sequence is based on the relationship between storage and future flows. Recently developed WRAP capabilities have been evaluated, providing users new tools and increased flexibility. Some of these improvements are firm yield analysis, cycling and dual simulation. In addition to improved software, guidelines have also been developed, including a set to simplify extremely large WAM datasets, while maintaining the effect of all the other water rights in a basin.