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The model risk of option pricing models when volatility is stochastic a Monte Carlo simulation approach /Jung, Dosub, January 2000 (has links)
Thesis (Ph. D.)--University of Missouri-Columbia, 2000. / Typescript. Vita. Includes bibliographical references (leaves 114-116). Also available on the Internet.
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Mississippi counties' unreserved fund balance what factors influence change? /Stewart, La Shonda M. January 2008 (has links)
Thesis (Ph.D.)--Mississippi State University. Department of Political Science and Public Administration. / Title from title screen. Includes bibliographical references.
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Event-by-event analysis methods and applications to relativistic heavy-ion collision data /Reid, Jeffrey Gordon, January 2002 (has links)
Thesis (Ph. D.)--University of Washington, 2002. / Vita. Includes bibliographical references (leaves 115-121).
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Numerical studies of phase fluctuations in cuprate superconductorsChen, Chen, 陈晨 January 2011 (has links)
published_or_final_version / Physics / Doctoral / Doctor of Philosophy
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Quantum cosmological correlations in inflating universe: effect of gravitational fluctuation due to fermion, gauge, and others [sic] loopsChaicherdsakul, Kanokkuan 28 August 2008 (has links)
Not available
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Mechanics of suspended cells probed by dual optical traps in a confocal microscopeSchlosser, Florian 15 July 2015 (has links)
No description available.
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Σχεδίαση συστήματος επεξεργασίας σημάτων αισθητήρων – ανάλυση φαινομένων διαταραχώνΚαρανικόλας, Βασίλειος Γεώργιος 13 January 2015 (has links)
Σκοπός της παρούσης διπλωματικής εργασίας είναι η εξαγωγή πληροφορίας για τη βιοχημική αντίδραση που συμβαίνει στην επιφάνεια ενός βιοαισθητήρα μέσω της ανάλυσης του φάσματος της ηλεκτρικής ποσότητας εξόδου. Αυτό γίνεται με τη διάσπαση του τελευταίου στα βασικά του συστατικά, ήτοι τη ΦΠΙ (Φασματική Πυκνότητα Ισχύος) της στοχαστικής διαδικασίας που λαμβάνει χώρα στην επιφάνεια –και την οποία θα αντιμετωπίσουμε ως διαταραχή- και τον ενδογενή θόρυβο της συσκευής. Αρχικά γίνεται μια παρουσίαση της βασικής αρχής λειτουργίας των βιοαισθητήρων και διαμορφώνεται ένα μοντέλο που συνδέει την αντίδραση με το ρεύμα εξόδου του αισθητήρα. Στη συνέχεια παρουσιάζονται δύο βασικά είδη διαταραχών (RTS και 1/f θόρυβος), η σύνδεσή τους με την περίπτωσή μας καθώς και προκύπτοντα πρακτικά ζητήματα. Έπειτα παρουσιάζεται ένα μακροσκοπικό μοντέλο της αντίδρασης από τη βιοχημεία και διαμορφώνεται ένα μικροσκοπικό μοντέλο από τη σκοπιά της στοχαστικής διαδικασίας μέσω του οποίου εξάγεται και η ΦΠΙ των βιοχημικών διαταραχών. Η τελευταία συγκρίνεται με την παρατηρούμενη στη βιβλιογραφία και με τη χρήση εργαλείων που ερμηνεύουν διαταραχές γίνεται μια προσπάθεια ερμηνείας . Τέλος, υλοποιούμε, προσομοιώνουμε και αξιολογούμε έναν εκτιμητή που ανιχνεύει είδη και ποσότητες αναλυτών αναλύοντας την απόκριση του αισθητήρα και εκμεταλλευόμενος το μοντέλο που έχει παρουσιαστεί. / The goal of this diploma thesis is to infer data about the biochemical reaction taking place on the surface of a biosensor through analyzing the spectrum of the electrical output quantity. This is achieved through decomposing the aforementioned spectrum to its constituents, namely the PSD (Power Spectral Density) of the stochastic process that takes place on the sensor surface (treated as a fluctuation) and the inherent device noise. We initially describe the basic principles by which biosensors operate and we formulate a model that relates reaction quantities to the sensor output current. Two basic kinds of fluctuations (namely RTS and 1/f noise) are then presented and related to our case. Some practical aspects are addressed as well. A macroscopic model of the reaction which is commonly used in biochemistry is then described. Moreover, we describe a microscopic model of the reaction treating it as a stochastic process and we subsequently obtain the PSD of the biochemical fluctuations. The aforementioned PSD is then compared to PSDs extracted from experimental data and an attempt is made to interpret the latter using fluctuation analysis concepts. Finally, we develop, simulate and evaluate an estimator which detects analyte species as well as analyte concentrations through processing of the biosensor response and making use of our model.
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Chaotic pattern dynamics on sun-melted snowMitchell, Kevin A. 11 1900 (has links)
This thesis describes the comparison of time-lapse field observations of suncups on alpine snow with numerical simulations. The simulations consist of solutions to a nonlinear partial differential equation which exhibits spontaneous pattern formation from a low amplitude, random initial surface. Both the field observations and the numerical solutions are found to saturate at a characteristic height and fluctuate chaotically with time. The timescale of these fluctuations is found to be instrumental in determining the full set of parameters for the numerical model such that it mimics the nonlinear dynamics of suncups. These parameters in turn are related to the change in albedo of the snow surface caused by the presence of suncups. This suggests the more general importance of dynamical behaviour in gaining an understanding of pattern formation phenomena.
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The effect of contraction type and intensity, mass loading and visual feedback on wrist tremor in individuals with essential tremorHéroux, MARTIN 30 November 2011 (has links)
Objectives: Determine the effect of contraction type and intensity, inertial loading, and visual feedback on various measures of hand tremor in subjects with essential tremor. Methods: Study 1. Twenty-three ET subjects and 22 controls held their hand in an outstretched position while supporting various submaximal loads (no-load, 5%, 15% and 25% 1-repetition maximum). Hand postural tremor and wrist extensor neuromuscular activity (EMG) were recorded. Study 2. Twenty-one ET subjects and 22 controls applied isometric wrist extension contractions with and without visual feedback. Various submaximal contraction intensities were evaluated (5%, 10%, 20% and 30% MVC). Force production and EMG were recorded. Study 3. Twenty-one ET subjects and 22 healthy controls performed slow wrist extension-flexion movements while supporting various submaximal loads (no-load, 5%, 15% and 25% 1-repetition maximum). Angular displacement and EMG were recorded. Results: Study 1. Inertial loading resulted in a reduction in postural tremor in ET subjects. The largest reduction in tremor amplitude occurred at the 15% load, which was associated with spectral separation of the mechanical reflex and central tremor component. Despite an increase in overall neuromuscular activity with inertial loading, EMG tremor power did not increase with loading. Study 2. Higher contraction intensities were associated with larger amplitude force fluctuations and greater EMG amplitudes. Tremor spectral power of force and EMG remained constant at all target intensities, resulting in a reduction in relative tremor power at higher contraction intensities. Visual feedback affected subjects in the control and ET groups similarly. Study 3. Subjects with more pronounced tremor spectral peaks had larger amplitude kinetic tremor, which was reduced with inertial loading. Despite an increase in overall neuromuscular activity with inertial loading, EMG tremor spectral power was only slightly increased with loading, which resulted in a large reduction in relative EMG tremor power. Conclusions: The effect of inertial loading on postural and kinetic tremor amplitude appears to be mediated in large part by its effect on the interaction between the mechanical reflex and central tremor components. The level of motor unit entrainment remains relatively constant in subjects with ET despite increasing contraction intensities. / Thesis (Ph.D, Rehabilitation Science) -- Queen's University, 2008-10-24 11:18:57.537
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Computational analysis of A-Pillar vortex formation in automotive applicationsBhambra, Devinder Pal Singh 01 1900 (has links)
The research focusses on computational analysis of vortex generation behind A-Pillar of simplified model derived from Jaguar XF that excludes air from the underside of vehicle. This vortex formation contributes in generating wall pressure fluctuations especially at speeds higher than 100km/hr. It is a collaborative work between Cranfield University and Jaguar Land Rover. Three dimensional pressure based incompressible flow using Large Eddy Simulation turbulence model is selected for computational analysis in FLUENT v14. This used high parallel computing systems available in Cranfield University. In the initial phase, three grid resolutions (coarse, medium and fine) were prepared in ICEM CFD with fine case consisting of 10 million cells.
Qualitative analysis includes extraction of slices, 3-D and surface streamlines and pressure and velocity contours for capturing the unsteadiness due to the vortex formation over the front side glass surface. The iso-surface of Q captures the unsteadiness at the A-Pillar wake and side mirror wake over front side glass surface. It also reveals that the range of length scales captured were limited even at the finest grid resolution. Quantitative analysis compares the mean pressure (Cp) data with JLR results. Probes were located at 51 locations over the front side glass window that showed a good comparison; specifically for the fine grid; with maximum variation incurred at probes located in separation areas. For predicting the wall pressure fluctuations, a total of ten probes were located over the front side glass window surface. The surface pressure (static) data was recorded for 1 sec of flow-time and later imported in MATLAB for post-processing. The results obtained in 1/3rd octave band showed that the large scales were too energetic and small scales are not captured. However, comparing sound pressure levels with the Aero-acoustic Wind Tunnel (AWT); provided by JLR; it is concluded that either the grid is too coarse to resolve higher frequencies or the numerical modelling used is too dissipative to benefits the use of LES.
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