Reducing agricultural nutrient loading in Iowa is critical to achieving Gulf of Mexico hypoxia water quality goals. Iowa comprises 4.4% of the Mississippi-Atchafalaya River Basin but contributes an average of 29% of the annual nitrate (NO3-N) load to the Gulf of Mexico (Jones et al., 2018). The main goal of this research was to study nitrogen fate and transport in agricultural areas of Iowa at different spatial scales using a unique combination of water monitoring and numerical modeling. High-frequency, continuous water quality monitoring provided valuable insights into stream and wetland NO3-N dynamics. A biogeochemical model was written and coupled to a spatially distributed, surface-subsurface hydrologic model to perform continuous (multi-year) nitrogen fate and transport simulations at the field, wetland, and watershed scales. Field scale simulations of a tile-drained, corn-soybean rotation under conventional agricultural management over a 5-yr period illustrated strengths and weaknesses of the soil nitrogen model. Using a simplified approach to describe soil organic matter dynamics, the simulated annual nitrogen balance and NO3-N loss in tile drainage were comparable to observations and literature estimates. However, the model was not able to predict the correct response of NO3-N loss in tile drainage to fertilizer rate, which was attributed in part to limitations with the current plant uptake function which did not capture the nonlinear relationship expected between fertilizer rate and crop nitrogen uptake. NO3-N removal was quantified at one of Iowa’s largest constructed wetlands using high-frequency (15-min), continuous water quality monitoring and hydrologic modeling. The wetland reduced incoming NO3-N concentrations 49% and loads by an estimated 61 kg day-1 from May-Nov over a 3-yr period. Wetland removal was influenced by both hydrologic and biological conditions; mass removal was greatest in Jun when discharge and NO3-N loading were highest, while percent removal was greatest in Aug when discharge was low, water residence times in the wetland were high, and warm water temperatures enhanced processing. The high-frequency monitoring captured NO3-N dynamics not possible with traditional lower frequency grab sampling, including concentration dynamics connected to storm events telling of sources and pathways of NO3-N delivery, diurnal variations in concentration indicative of biological processes, and the marked variability in wetland removal performance during low and high flow conditions. Over 5600 wetlands of similar removal performance treating over 60% of Iowa’s area and costing $1.5 billion would be required to reduce the state’s baseline NO3-N load by 45%. The high-frequency monitoring guided and informed numerical simulations of nitrogen fate and transport at the wetland and watershed scales. Wetland simulations using imposed discharge and water quality conditions upstream of the wetland (inlet) and first order, temperature dependent kinetics produced satisfactory daily and monthly predictions of NO3-N concentration and water temperature downstream of the wetland (outlet) from May-Nov in 3/4 and 4/4 study years, respectively. NO3-N predictions were most sensitive to the denitrification first order rate constant and temperature during low discharge periods and least sensitive to both during storm events. Temperature dependent kinetics were necessary to accurately predict wetland NO3-N removal in late summer. The continuous watershed simulations produced satisfactory monthly predictions of inlet and outlet NO3-N concentration and outlet water temperature. Consistent with findings from other modeling studies, annual nitrogen components and NO3-N dynamics were simulated reasonably well under average hydrologic conditions, while simulated NO3-N dynamics weakened under extreme (wet) hydrologic conditions. Temperature was important for predicting the seasonality of wetland NO3-N removal during the growing season, while other factors such as organic carbon and dissolved oxygen may be more influential outside the growing season when removal can still occur despite cold conditions. A preliminary evaluation of six recently constructed wetlands that detain and process agricultural runoff from 12% of a 45 km2 watershed in north central Iowa estimated sizable flood and NO3-N reductions locally which diminished moving downstream. Continuous watershed simulations over a 13 month period following wetland implementation estimated peak flow reductions of 3-43% at the wetlands that dissipated with drainage area; similarly, the wetlands reduced NO3-N loads by an estimated 7-25% locally and 2% at the watershed outlet. Further refinements to the biogeochemical-hydrologic model are needed to improve simulated NO3-N dynamics in order to more reliably assess downstream flow and NO3-N reduction benefits. This work identified limitations with the current modeling approach, areas of future work, and offers recommendations to guide future conservation design. Sensible hydrologic predictions are imperative to the success and dependability of the water quality simulations, which may seem obvious but can be difficult to ascertain in ungauged catchments. Future work aspires to couple a complete agricultural systems model with a physically-based hydrologic model to simulate the nitrogen cycle in a more comprehensive manner to assess which field scale nitrogen processes are most important to accurately predict stream nutrient loading at the watershed scale. Constructed wetlands could provide greater flood and nutrient reduction benefits if the normal pool hydraulics were designed with smaller hydraulic structures that more effectively throttle down incoming flows and provide the opportunity for active rather than passive pool management. As the ultimate goal of this research and other like work is to quantify progress of water quality goals set forth by the Gulf Hypoxia Task Force and help guide future conservation practice implementation, continued investment in science-based water research, water monitoring, and water modeling is necessary.

Dans le domaine de l’électromagnétisme computationnel, les équations intégrales de frontière sont très largement utilisées pour résoudre certains des plus grands problèmes directs, grâce à leur grande efficacité. Cependant les équations intégrales du champ électrique et du champ combiné (EFIE et CFIE), deux des formulations les plus employées, souffrent d’instabilités à basse fréquence et à haute discrétisation, ce qui limite leur versatilité. Dans cette thèse différentes approches sont présentées pour obtenir des algorithmes applicables aussi bien à des problèmes de compatibilité électromagnétique qu’à des applications radar. Les solutions présentées incluent (i) l’extension des projecteurs dit quasi-Helmholtz (qH) aux modélisations d’ordre supérieur ; (ii) l’utilisation de ces projecteurs pour stabiliser l’équation intégrale du champ magnétique et former une CFIE extrêmement précise, augmentée par des techniques de type Calderón, qui ne souffre de problèmes ni à basse fréquence ni à haute discrétisation et qui n’est pas sujette aux résonances artificielles ; (iii) le développement d’une EFIE filaire, basée sur des B-splines linéaires et les projecteurs qH, stable aux deux extrémités du spectre. Ces travaux ont été suivis de l’ouverture d’un nouvel axe de recherche visant l’amélioration des techniques de résolution des problèmes inverses en électromagnétique, avec pour objectif principal l’augmentation des performances des interfaces cerveau machine (BCIs). Les premiers résultats obtenus incluent le développement de l’un des premiers systèmes libres de simulation de bout en bout de session de BCI ayant été publié après revue par les pairs. / In computational electromagnetics, boundary integral equations are the scheme of choice for solving extremely large forward electromagnetic problems due to their high efficiency. However, two of the most used of these formulations, the electric and combined field integral equations (EFIE and CFIE), suffer from stability issues at low frequency and dense discretization, limiting their applicability at both ends of the spectrum. This thesis focusses on remedying these issues to obtain full-wave solvers stable from low to high frequencies, capable of handling scenarios ranging from electromagnetic compatibility to radar applications. The solutions presented include (i) extending the quasi-Helmholtz (qH) projectors to higher order modeling thus combining stability with high order convergence rates; (ii) leveraging on the qH projectors to numerically stabilize the magnetic field integral equation and obtain a highly accurate and provably resonance-free Calderón-augmented CFIE immune to both of the aforementioned problems; and(iii) introducing a new low frequency and dense discretization stable wire EFIE based on projectors and linear B-splines. In addition, a research axis focused on enhancing Brain Computer Interface (BCIs) with high resolution electromagnetic modeling of the brain has been opened ; a particular attention is dedicated to the inverse problem of electromagnetics and the associated integral equation-based forward problem. The first results of this new line of investigations include the development of one of the first peer-reviewed, freely available framework for end-to-end simulation of BCI experiments.

京都大学 / 0048 / 新制・課程博士 / 博士(工学) / 甲第22072号 / 工博第4653号 / 新制||工||1725(附属図書館) / 京都大学大学院工学研究科電子工学専攻 / (主査)教授 木本 恒暢, 教授 川上 養一, 准教授 杉山 和彦 / 学位規則第4条第1項該当 / Doctor of Philosophy (Engineering) / Kyoto University / DGAM

京都大学 / 0048 / 新制・課程博士 / 博士(工学) / 甲第22658号 / 工博第4742号 / 新制||工||1741(附属図書館) / 京都大学大学院工学研究科電気工学専攻 / (主査)教授 篠原 真毅, 教授 守倉 正博, 教授 小嶋 浩嗣 / 学位規則第4条第1項該当 / Doctor of Philosophy (Engineering) / Kyoto University / DFAM

京都大学 / 0048 / 新制・課程博士 / 博士(医学) / 甲第18644号 / 医博第3943号 / 新制||医||1006(附属図書館) / 31558 / 京都大学大学院医学研究科医学専攻 / (主査)教授 河野 憲二, 教授 福山 秀直, 教授 渡邉 大 / 学位規則第4条第1項該当 / Doctor of Medical Science / Kyoto University / DFAM

京都大学 / 新制・課程博士 / 博士(医学) / 甲第23420号 / 医博第4765号 / 新制||医||1053(附属図書館) / 京都大学大学院医学研究科医学専攻 / (主査)教授 髙橋 良輔, 教授 林 康紀, 教授 福田 和彦 / 学位規則第4条第1項該当 / Doctor of Medical Science / Kyoto University / DFAM

The activity of algorithmic trading is increasing steadily across capital markets due to technological developments. This thesis analyses the common algorithmic intraday trading strategies of momentum, mean reversion, and statistical arbitrage. Conclusions were drawn from a literature review of prior and current research. Algorithmic arbitrage was found to be the most profitable of the three evaluated strategies, because it typically takes place in high frequency trading. Furthermore, this thesis analyses the impact of algorithmic trading on market liquidity and volatility. While the literature mainly agrees that algorithmic trading has a positive effect on liquidity, its impact on volatility is subject to discussion. Algorithmic and high-frequency trading carry risks that will likely lead to new future regulations.:1 INTRODUCTION 1.1 Background 1.2 Problem description and goal of the research 1.3 Structure of the thesis and research questions 2 THEORETICAL FUNDAMENTALS 2.1 Intraday trading 2.1.1 Definition 2.1.2 Characteristics of intraday trading markets 2.1.3 Financial instruments of intraday trading 2.1.4 Goals and profit chances of individual intraday traders 2.2 Algorithmic trading 2.2.1 Algorithm definitions 2.2.2 Algorithmic trading definitions 2.2.3 High-frequency trading 2.2.4 Characteristics of algorithmic trading and high-frequency trading 2.2.5 Trading algorithm characteristics 3 METHODOLOGY 3.1 Data collection 3.2 Data analysis 4 ALGORITHM-BASED INTRADAY TRADING STRATEGIES AND THEIR PROFIT POTENTIAL 4.1 Momentum strategy 4.1.1 Definition and basic principle of the strategy 4.1.2 Underlying theories of the momentum strategy 4.1.3 Selected studies of an algorithmic intraday momentum strategy 4.2 Mean reversion strategy 4.2.1 Definition and basic principle of the strategy 4.2.2 Underlying theories of the mean reversion strategy 4.2.3 Relation of mean reversion and momentum 4.2.4 Selected studies of an algorithmic intraday mean reversion strategy 4.3 Arbitrage strategy 4.3.1 Definition and basic principle of the strategy 4.3.2 Types of Arbitrage 4.3.3 Underlying theories of the arbitrage strategy 4.3.4 Selected studies of an algorithmic intraday statistical arbitrage strategy 4.4 Further trading algorithms and strategy components 4.4.1 Speed Advantage algorithms 4.4.2 Accuracy Advantage Algorithms 5 IMPACT OF ALGORITHMIC TRADING ON MARKET LIQUIDITY AND VOLATILITY 5.1 Market liquidity 5.1.1 Definition 5.1.2 Bid-Ask Spread 5.1.3 Dimensions of liquidity 5.1.4 The impact of algorithmic trading on market liquidity 5.2 Market volatility 5.2.1 Definition and characteristics of volatility 5.2.2 The impact of algorithmic trading on market volatility 6 CONCLUSION AND FUTURE DEVELOPMENTS OF ALGORITHMIC TRADING PUBLICATION BIBLIOGRAPHY DECLARATION OF HONOR

The aim of this thesis is to analyse high-frequency ECG to detect some heart diseases. This is performed with averaging of selected QRS complexes for each lead of the signal; these are thenfilteredin range 500-1 000 Hz. After that the envelope of the signal is done and here the peaks are detected. Based on mutual positions of this peaks, it is possible to detectwhat kind od signal we treat.

The aim of this thesis is to analyse high-frequency ECG to detect some heart diseases. This is performed with averaging of selected QRS complexes for each lead of the signal; these are then filtered in range 500-1 000 Hz. After that the envelope of the signal is done and here the peaks are detected. Based on mutual positions of this peaks, it is possible to detect what kind od signal we treat.

This work deals with possibilities of operating signals under the power supply voltage and using of this technology in guidance of a model of railway. Firstly there is an analysis of analogous and digital guidance of the model of railway. There is also a description of theory of three kinds of used modulations such as ASK, FSK and OFDM modulation. There are described only principles of those modulations because the problematic of the modulation is going to be solved by integrated circuit. The next part of this work is going to deal with a market research and with description integrated circuits, which ensure the modulation of operating signals of power supply voltage. There is also going to be noticed a description of others circuits that are needed for the correct function of the whole furnishing. Then I will continue with a project of scheme and single PCB for a guidance of the model of the railway. The last part of this work is concerned with activation and a proof of those proposed linkage.