Spelling suggestions: "subject:"derivatives""
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Pricing in (in)complete markets : structural analysis and applications /Esser, Angelika, January 1900 (has links)
Originally presented as the author's thesis (Ph.D. - Goethe-University, Frankfurt am Main) titled "Pricing in (in)complete markets : structural analysis and applications," May 2003. / Includes bibliographical references (p. [105]-107) and index.
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Techno-economic studies of environmentally friendly Brayton cycles in the petrochemical industryNkoi, Barinyima 10 1900 (has links)
Brayton cycles are open gas turbine cycles extensively used in aviation and
industrial applications because of their advantageous volume and weight
characteristics. With the bulk of waste exhaust heat and engine emissions
associated, there is need to be mindful of environmentally-friendliness of these
engine cycles, not compromising good technical performance, and economic
viability.
This research considers assessment of power plants in helicopters, and aeroderivative
industrial gas turbines combined-heat-and-power (ADIGT-CHP) in the
petrochemical industry. Thus, it consists of two parts: part A focuses on
performance analysis of helicopter gas turbines, while part B entails technoeconomic
and environmental risk assessment of ADIGT-CHP in the
petrochemical industry. The investigation encompasses comparative
assessment of simple cycle (SC) and advanced gas turbine cycle options
including the component behaviours and the environmental and economic
analysis of the systems. The advanced cycles considered include: recuperated
(RC), intercooled (IC), intercooled-recuperated (ICR), and low pressure
compressor zero-staged (LPC-ZS), cycles.
The helicopter engines are analysed and subsequently converted to small-scale
ADIGT engines. Also, modelling combined-heat-and-power (CHP)
performances of small-scale (SS), and large-scale (LS) ADIGT engines is
implemented. More importantly, a large part of the research is devoted to
developing a techno-economic model for assessing, predicting, and comparing
viability of simple and advanced cycle ADIGT-CHP in the petrochemical
industry in terms of net present value (NPV), internal rate of return (IRR), and
simple payback period (SPBP). The techno-economic performances of the
ADIGT-CHP cycles are measured against the conventional case of grid power
plus on-site boiler. Besides, risk and sensitivity of NPV with respect to uncertain
changes in grid electricity cost, gas fuel cost, emission cost, and electricity
export tariff, are investigated. Two case studies underlie the development of the
techno-economic model. One case study demonstrates the application of the
model for large-scale (LS) ADIGT-CHP, and the other for small-scale (SS)
ADIGT-CHP, all in the petrochemical industry. By so doing, techno-economic
and environmental risk analysis framework (a multi-disciplinary preliminary
design assessment tool comprising performance, emissions, economic, and risk
modules) is adapted to ADIGT-CHP in the petrochemical industry, which is the
aim of this research.
The investigation and results led to the conclusions that advanced cycle
helicopter and ADIGT engines exhibit higher thermal efficiencies than simple
cycle, and that savings exist in operational costs of ADIGT-CHP above the
conventional case. Thus, for both SS ADIGT-CHP, and LS ADIGT-CHP cases,
all ADIGT-CHP cycles are profitable than the conventional case. For LS ADIGT-
CHP category, the IC ADIGT-CHP is the most profitable, whereas for SS
ADIGT-CHP category, the RC ADIGT-CHP is the most profitable. The
contribution to knowledge of this research is the development of a technoeconomic
model for assessing, predicting, and comparing viability of simple and
advanced cycle ADIGT-CHP in the petrochemical industry in terms of NPV,
SPBP, and IRR over the conventional case of grid power plus on-site boiler. A
second contribution is the derivation of simple and advanced cycle small-scale
ADIGT and ADIGT-CHP from helicopter engines.
Cont/D.
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A note on the second derivatives of rHCT basis functionsWeise, Michael 29 October 2014 (has links) (PDF)
We consider reduced Hsieh-Clough-Tocher basis functions with respect to a splitting into subtriangles at the barycenter of the original triangular element.
This article gives a proof that the second derivatives of those functions, which in general may jump at the subtriangle boundaries, do not jump at the barycenter.
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A note on the second derivatives of rHCT basis functions - extendedWeise, Michael 06 February 2015 (has links) (PDF)
We consider reduced Hsieh-Clough-Tocher basis functions with respect to a splitting into subtriangles at an arbitrary interior point of the original triangular element. This article gives a proof that the second derivatives of those functions, which in general may jump at the subtriangle boundaries, do not jump at the splitting point.
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Vietų pavadinimų darybiniai sinonimai / Derivative synonyms of the names of placesGaudinskaitė, Danguolė 06 June 2005 (has links)
Derivative synonyms of the names of places
Summary
Master‘s work object: derivative synonyms of the names of places, their rows formed from derivatives from the Dictionary of Modern Lithuanian published in 2000. Derivative synonyms of the names of places are the kind of synonyms which have the same root, different derivational affixes and very similar or identical lexical meaning (524 derivatives, 220 rows). The place is named according its things, qualities or actions.
The theme is relevant because derivative synonyms had not been explored in Lithuania so far.
In this work theoretical aspects of derivative synonyms are discussed on the basis of concreat material – derivative synonyms of the names of places: concept of derivative synonyms, the relation of variants of derivative synonyms and words, derivative synonyms and style. Also synonymical derivatives of the names of places are analysed (ways of derivation, means and various combinations, synonymical derivatives of different suffixes, inflections, prefixes and compound words).
The main purpose of this work is to show that there are semantically and stylistically similar or identical derivative synonyms in the category of derivation of the names of places.
Objectives: to show the difference between derivative synonyms of the names of places and variants of the names of places; to discuss derivative synonyms of the names of places in point of polysemy; to show stylistic variety of derivative synonyms; to show variety and... [to full text]
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Le théorème de lebesgue sur la dérivabilité des fonctions à variation bornéeMombo Mingandza, Patrick Landry 01 1900 (has links)
Dans ce mémoire, nous traiterons du théorème de Lebesgue, un des plus frappants
et des plus importants de l'analyse mathématique ; à savoir qu'une fonction
à variation bornée est dérivable presque partout. Le but de ce travail est de fournir,
à part la démonstration souvent proposée dans les cours de la théorie de la
mesure, d'autres démonstrations élaborées avec des outils mathématiques plus
simples. Ma contribution a consisté essentiellement à détailler et à compléter ces
démonstrations, puis à inclure la plupart des figures pour une meilleure lisibilité.
Nous allons maintenant, pour ce théorème qui se présente sous d'autres variantes,
en proposer l'historique et trois démonstrations différentes. / In this dissertation, we will be handling a theorem of Lebesgue, one of the
most stricking and ultimate of mathematical analysis ; namely a function with
bounded variation has a derivative almost everywhere. The aim of our research is
to provide, apart from the proof usually offered in measure theory courses, other
demontrations achieved with more simple mathematical tools. My contribution
was primarily to simplify and to complete these demonstrations, to include the
most of the drawings in order to visualize what is being said. For this theorem,
which has other presentations, we will give now the history and three different
demonstrations.
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Generalizations of Ahlfors lemma and boundary behavior of analytic functionsArman, Andrii 23 August 2013 (has links)
In this thesis we will consider and investigate the properties of analytic
functions via their behavior near the boundary of the domain on which they are
defined. To do that we introduce the notion of the hyperbolic distortion and the hyperbolic
derivative. Classical results state that the hyperbolic derivative is
bounded from above by 1, and we will consider the case when it is
bounded from below by some positive constant.
Boundedness from below of the hyperbolic derivative implies
some nice properties of the function near the boundary. For instance Krauss & all in 2007 proved that, if the function is defined on a
domain bounded by analytic curve, then boundedness from below of the hyperbolic derivative implies that the
function has an analytic continuation across the boundary. We extend this result for the domains with slightly more general boundary, namely for smooth Jordan domains, and get that in this case the function and its derivative will have only continuous extensions to the boundary.
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Generalizations of Ahlfors lemma and boundary behavior of analytic functionsArman, Andrii 23 August 2013 (has links)
In this thesis we will consider and investigate the properties of analytic
functions via their behavior near the boundary of the domain on which they are
defined. To do that we introduce the notion of the hyperbolic distortion and the hyperbolic
derivative. Classical results state that the hyperbolic derivative is
bounded from above by 1, and we will consider the case when it is
bounded from below by some positive constant.
Boundedness from below of the hyperbolic derivative implies
some nice properties of the function near the boundary. For instance Krauss & all in 2007 proved that, if the function is defined on a
domain bounded by analytic curve, then boundedness from below of the hyperbolic derivative implies that the
function has an analytic continuation across the boundary. We extend this result for the domains with slightly more general boundary, namely for smooth Jordan domains, and get that in this case the function and its derivative will have only continuous extensions to the boundary.
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Discrete Tomographic Reconstruction Methods From The Theories Of Optimization And Inverse Problems: Application In Vlsi Microchip ProductionOzgur, Osman 01 January 2006 (has links) (PDF)
Optimization theory is a key technology for inverse problems of reconstruction in science, engineering and economy. Discrete tomography is a modern research field dealing with the reconstruction of finite objects in, e.g., VLSI chip design,
where this thesis will focus on. In this work, a framework with its supplementary algorithms and a new problem reformulation are introduced to approximately resolve this NP-hard problem. The framework is modular, so that other reconstruction methods, optimization techniques, optimal experimental design
methods can be incorporated within. The problem is being revisited with a new optimization formulation, and interpretations of known methods in accordance with the framework are also given. Supplementary algorithms are combined or incorporated to improve the solution or to reduce the cost in terms of time and space from the computational point of view.
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A strategic planning methodology for aircraft redesignRomli, Fairuz Izzuddin 06 April 2009 (has links)
Due to a progressive market shift to a customer-driven environment, the influence of engineering changes on the product's market success is becoming more prominent. This situation affects many long lead-time product industries including aircraft manufacturing. Derivative development has been the key strategy for many aircraft manufacturers to survive the competitive market and this trend is expected to continue in the future. Within this environment of design adaptation and variation, the main market advantages are often gained by the fastest aircraft manufacturers to develop and produce their range of market offerings without any costly mistakes. This realization creates an emphasis on the efficiency of the redesign process, particularly on the handling of engineering changes. However, most activities involved in the redesign process are supported either inefficiently or not at all by the current design methods and tools, primarily because they have been mostly developed to improve original product development. In view of this, the main goal of this research is to propose an aircraft redesign methodology that will act as a decision-making aid for aircraft designers in the change implementation planning of derivative developments.
The proposed method, known as Strategic Planning of Engineering Changes (SPEC), combines the key elements of the product redesign planning and change management processes. Its application is aimed at reducing the redesign risks of derivative aircraft development, improving the detection of possible change effects propagation, increasing the efficiency of the change implementation planning and also reducing the costs and the time delays due to the redesign process. To address these challenges, four research areas have been identified: baseline assessment, change propagation prediction, change impact analysis and change implementation planning. Based on the established requirements for the redesign planning process, several methods and tools that are identified within these research areas have been abstracted and adapted into the proposed SPEC method to meet the research goals.
The proposed SPEC method is shown to be promising in improving the overall efficiency of the derivative aircraft planning process through two notional aircraft system redesign case studies that are presented in this study.
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