The scanning tunneling microscope (STM) based on quantum tunneling can attain atomic-scale spatial resolution and help elucidate a wealth of phenomena in the microscopic world. However a limitation in scanning tunneling microscopy is the low temporal resolution due to readout circuit frequency rolloff at a few kHz. This limitation can be overcome by using downmixing directly in the tunneling junction. With this technology we measure the high frequency vibrational modes (~ 1 MHz) of MEMS doubly-clamped beams and explore the implication of STM downmixing for nanomechanics.

This dissertation contains four papers in the field of financial econometrics. In the first paper, A Smooth Transition ARCH Model for Asset Returns, a new class of ARCH models is introduced. The model class allows for non-linearity in the equation for the conditional variance. Two forms of non-linearity are considered: (i) asymmetry regarding the sign of residuals, and (ii) non-linearity regarding the size of residuals. Furthermore, specification tests for the models are presented. The second paper, Specification Tests for Asymmetric GARCH, presents two new Lagrange multiplier test statistics designed for testing the null of GARCH(1,1), against the alternative of asymmetric GARCH. Small sample properties for the statistics are presented and the power of both tests is shown to be superior to that of previously proposed tests. This is true for a large group of asymmetric GARCH models, providing that the proposed tests can detect general GARCH asymmetry. The third paper, Modeling Nordic Stock Returns with Asymmetric GARCH models, investigates the presence of asymmetric GARCH effects in a number of equity return series, and compares the modeling performance of seven different asymmetric GARCH models. The data consists of daily returns for 45 Nordic stocks, for the period July 1991 to July 1996. The paper also introduces three new procedures for asymmetry testing. The proposed LM tests allow for heterokurtosis under the null. The final paper, Discrete Time Hedging of OTC Options in a GARCH Environment: A Simulation Experiment, examines the effect of using the Black and Scholes formula for pricing and hedging options in a discrete time heteroskedastic environment using a simulation procedure. It is shown that the variance of the returns on the hedged position is considerably higher in a GARCH(1,1) environment than in a homoskedastic environment. The variance of returns is heavily dependent on the level of kurtosis in the returns process and on the first-order autocorrelation in centered and squared returns.Each paper is self-contained and can be read in an order chosen by the reader.In an introductory chapter, the reader is given a general summary of the ARCH literature and will gain a clear understanding of how the four essays relate to previous work in the econometrics and finance literature, and to practical considerations of econometric modeling. / Diss. Stockholm : Handelshögsk.

The insulation lifetime of power cables is determined by several factors. One of the most important of these is the occurrence of partial discharge (PD) at the dielectric. The ability to detect and locate a PD source is limited by attenuation of the high frequency PD pulses as they propagate through the cable to the sensor. Therefore it is necessary to understand the high frequency response of such cables. The ultimate aim of this thesis is to develop an accurate frequency-dependent cable model for detecting and locating degraded insulation regions on power cables, caused by partial discharge activities. Numerical methods can calculate field distribution in the vicinity of a cavity of non-standard shape which generates PDs, and is difficult to calculate by analytical methods. The simulated results show the important influence of the shape of cavity on the electric stress within it. The cavity stress enhancement increases as the permittivity of the dielectric increases. The increase is greater for cavities with large diameter to thickness ratios. A cavity with its axis parallel to the applied field direction has a higher stress enhancement. In addition the stress distribution in the cavity is smaller for spherical cavities than for cylindrical types. The research results show that the semi-conducting layers response voltage increases as frequency increases. This indicates that the semi-conducting layers can have high sensitivity for detection of partial discharge signals and this may be a useful feature to incorporate in the design of cables and in the application of cable models. By using ATPDraw, FEM and EMTP-RV techniques, three different types of cable models are developed. The simulated results give a good agreement with the measured results on the single and three phase power cable. The developed cable model can use for reconstruction of PD source signal by using the receiving signal captured at the cable ends. It is important to use the true pulse shape because it is characteristic of the PD type and location. An investigation into the possibility of detecting different PD patterns and signals when conducting PD tests using different sensor bandwidths is also presented in this thesis. The occurrence of discharge activity was created by an artificial defect manufactured in the single core cable insulation. The artificial defect generated internal discharge and was used to investigate the PD signal propagation on cross-linked polyethylene (XLPE) cable. Capacitance coupled external sensors have been applied for the PD detection measurements and the results show that these external sensors have a number of advantages compared to high frequency current transformer (HF-CT) sensors for the detection of PD pulses. In addition, development of a method to detect cross-coupling of PD signals between phases of a three core cable and location of the PD source on the three phase cable. In order to visualize recorded data gained by PD measurement of three phase cable under test, the 3PARD diagram was used. Each data pulse is assigned to a single dot in the (scatter plot) diagram. The measured results show that the 3PARD diagram allowed the user to identify the fault between phases with PD location. The model used for reconstruction which includes the effect of semicon material in the losses provides accurate reproduction of the propagation characteristics of high frequency PD pulses and the thesis work had used such a model to reconstruct PD waveforms of site PDs from the measured signal for the first time. The use of the original waveform is important for PD identification and location in the practical situation.

abstract: There has been a considerable growth in distributed photovoltaic (PV) genera-tion and its integration in electric power distribution systems. This has led to a change in the distribution system infrastructure. Properly planned distributed gen-eration can offer a variety of benefits for system operations and enhance opera-tional performance of the distribution system. However, high penetration of PV resources can give rise to operating conditions which do not arise in traditional systems and one of the potential issues that needs to be addressed involves impact on power quality of the system with respect to the spectral distortion in voltages and currents. The test bed feeder model representing a real operational distribution feeder is developed in OpenDSS and the feeder modeling takes into consideration the ob-jective of analysis and frequency of interest. Extensive metering infrastructure and measurements are utilized for validation of the model at harmonic frequencies. The harmonic study performed is divided into two sections: study of impact of non-linear loads on total harmonic voltage and current distortions and study of impact of PV resources on high frequency spectral distortion in voltages and cur-rents. The research work incorporates different harmonic study methodologies such as harmonic and high frequency power flow, and frequency scan study. The general conclusions are presented based on the simulation results and in addition, scope for future work is discussed. / Dissertation/Thesis / Masters Thesis Electrical Engineering 2014

abstract: Presently, hard-switching buck/boost converters are dominantly used for automotive applications. Automotive applications have stringent system requirements for dc-dc converters, such as wide input voltage range and limited EMI noise emission. High switching frequency of the dc-dc converters is much desired in automotive applications for avoiding AM band interference and for compact size. However, hard switching buck converter is not suitable at high frequency operation because of its low efficiency. In addition, buck converter has high EMI noise due to its hard-switching. Therefore, soft-switching topologies are considered in this thesis work to improve the performance of the dc-dc converters. Many soft-switching topologies are reviewed but none of them is well suited for the given automotive applications. Two soft-switching PWM converters are proposed in this work. For low power automotive POL applications, a new active-clamp buck converter is proposed. Comprehensive analysis of this converter is presented. A 2.2 MHz, 25 W active-clamp buck converter prototype with Si MOSFETs was designed and built. The experimental results verify the operation of the converter. For 12 V to 5 V conversion, the Si based prototype achieves a peak efficiency of 89.7%. To further improve the efficiency, GaN FETs are used and an optimized SR turn-off delay is employed. Then, a peak efficiency of 93.22% is achieved. The EMI test result shows significantly improved EMI performance of the proposed active-clamp buck converter. Last, large- and small-signal models of the proposed converter are derived and verified by simulation. For automotive dual voltage system, a new bidirectional zero-voltage-transition (ZVT) converter with coupled-inductor is proposed in this work. With the coupled-inductor, the current to realize zero-voltage-switching (ZVS) of main switches is much reduced and the core loss is minimized. Detailed analysis and design considerations for the proposed converter are presented. A 1 MHz, 250 W prototype is designed and constructed. The experimental results verify the operation. Peak efficiencies of 93.98% and 92.99% are achieved in buck mode and boost mode, respectively. Significant efficiency improvement is achieved from the efficiency comparison between the hard-switching buck converter and the proposed ZVT converter with coupled-inductor. / Dissertation/Thesis / Doctoral Dissertation Electrical Engineering 2016

The thesis is concerned with the estimation of the sampled impulse-response (SIR), of a time-varying HF channel, where the estimators are used in the receiver of a 4800 bits/s, quaternary phase shift keyed (QPSK) system, operating at 2400 bauds with an 1800 Hz carrier. T= FIF modems employing maximum-likelihood detectors at the receiver require accurate knowledge of the SIR of the channel. With this objective in view, the thesis considers a number of channel estimation techniques, using an idealised model of the data transmission system. The thesis briefly describes the ionospheric propagation medium and the factors affecting the data transmission over BF radio. It then presents an equivalent baseband model of the I-IF channel, that has three separate Rayleigh fading paths (sky waves), with a 2Hz frequency spread and transmission delays of 0,1.1 and 3 milliseconds relative to the first sky wave. Estimation techniques studied are, the Gradient estimator, the Recursive leastsquares (RLS) Kalman estimator, the Adaptive channel estimators, the Efficient channel estimator ( that takes into account prior knowledge of the number of fading paths in the channel ), and the Fast Transversal Filter (F-FF), estimator (which is a simplified form of the Kalman estimator). Several new algorithms based on the above mentioned estimation techniques are also proposed. Results of the computer simulation tests on the performance of the estimators, over a typical worst channel, are then presented. The estimators are reasonably optimized to achieve the minimum mean-square estimation error and adequate allowance has been made for stabilization before the commencement of actual measurements. The results, therefore, represent the steady-state performance of the estimators. The most significant result, obtained in this study, is the performance of the Adaptive estimator. When the characteristics of the channel are known, the Efficient estimators have the best performance and the Gradient estimators the poorest. Kalman estimators are the most complex and Gradient estimators are the simplest. Kalman estimators have a performance rather similar to that of Gradient estimators. In terms of both performance and complexity, the Adaptive estimator lies between the Kalman and Efficient estimators. FTF estimators are known to exhibit numerical instability, for which an effective stabilization technique is proposed. Simulation tests have shown that the mean squared estimation error is an adequate measurement for comparison of the performance of the estimators.

This thesis presents the work performed by the author on the application of resonantmode techniques to commercially-orientated off-line converters. An extensive review of resonant-mode topologies leads to the development of a method of categorisation of these topologies which allows a greater comprehension of their properties. The categories of converter thus obtained are the conventional resonant converter, the quasi-resonant converter, and the gap-resonant converter. The gap-resonant converter is selected for further investigation. An analysis reveals the limited load and input voltage capabilities of this converter, and hence leads to the introduction of a pre-regulating converter to improve reliability and commercial viability. High-frequency techniques are explored and reported, and new techniques are developed in several areas in order to extend the concept of the gap-resonant converter to a realworld practical design. Subjects explored include the high speed driving of power MOSFETs, MOSFET and diode switching losses, high frequency magnetic materials and core losses, and skin and proximity effects. The techniques developed are used in the design of a 30OW, off-line converter with an input voltage range of 165V to 380V after rectification, and a ten-to-one output load range.

To safely transport and use energetic materials, it is important that their response to mechanical excitation at various temperatures be well understood. In order to better understand the thermomechanical response of these materials, samples of inert and live PBXN-109 are fabricated and excited between 10-20 kHz. The resonance of the system is found using a Laser Doppler Vibrometer and the temperature at the surface of the sample is measured with an infrared camera. Samples are loaded into an environmental chamber and tested at -10, 22, 55, and 120 ˚C. Using multiple procedures, the shift in resonant frequency caused by changing material properties can be predicted and followed to elicit the greatest thermal response. Twelve samples are excited using a fluctuating sinusoidal input at each temperature range. The samples are shown to generate significantly less heat from mechanical excitation as ambient temperature increases. Heating rates are also severely affected by temperature. Samples tested at 120 ˚C heat at a rate of ~0.5 ˚C/min, while samples at -10 ˚C heat at ~ 5.7 ˚C/min. Despite the large difference in heating rates samples tested at higher ambient temperatures reached higher peak temperatures. This indicates that the strong temperature dependence of the material properties is likely key to reducing heating caused by mechanical excitation. It also indicates that proper control of ambient temperature should be considered when transporting or using munition systems to ensure safety and proper functionality.

Throughout many fields of science and engineering, the need for describing waveequations is crucial. Solving the wave equation for high-frequency waves istime-consuming, requires a fine mesh size and memory usage. The main goal wasimplementing and comparing different solution methods for high-frequency waves.Four different methods have been implemented and compared in terms of runtimeand discretization error. From my results, the method which performs the best is thefast sweeping method. For the fast marching method, the time-complexity of thenumerical solver was higher than expected which indicates an error in myimplementation.

In this thesis we investigate some properties of market making and statistical arbitrage applied to High Frequency Trading (HFT). Using the Hamilton-Jacobi-Bellman(HJB) model developed by Guilbaud, Fabien and Pham, Huyen in 2012, we studied how market making works to obtain optimal strategy during limit order and market order. Also we develop the best investment strategy through Moving Average, Exponential Moving Average, Relative Strength Index, Sharpe Ratio.