A parallel domain decomposition Laplace transform Boundary Element Method, BEM, algorithm for the solution of large-scale transient heat conduction problems will be developed. This is accomplished by building on previous work by the author and including several new additions (most note-worthy is the extension to 3-D) aimed at extending the scope and improving the efficiency of this technique for large-scale problems. A Laplace transform method is utilized to avoid time marching and a Proper Orthogonal Decomposition, POD, interpolation scheme is used to improve the efficiency of the numerical Laplace inversion process. A detailed analysis of the Stehfest Transform (numerical Laplace inversion) is performed to help optimize the procedure for heat transfer problems. A domain decomposition process is described in detail and is used to significantly reduce the size of any single problem for the BEM, which greatly reduces the storage and computational burden of the BEM. The procedure is readily implemented in parallel and renders the BEM applicable to large-scale transient conduction problems on even modest computational platforms. A major benefit of the Laplace space approach described herein, is that it readily allows adaptation and integration of traditional BEM codes, as the resulting governing equations are time independent. This work includes the adaptation of two such traditional BEM codes for steady-state heat conduction, in both two and three dimensions. Verification and validation example problems are presented which show the accuracy and efficiency of the techniques. Additionally, comparisons to commercial Finite Volume Method results are shown to further prove the effectiveness.

In this thesis we present the Laplace transform method of option pricing and it's realization, also compare it with another methods. We consider vanilla and exotic options, but more attention we pay to the two-asset correlation options. We chose the one of the modifications of Black-Scholes model, the Kou double exponential jump-diffusion model with the double exponential distribution of jumps, as model of the underlying stock prices development. The computations was done by the Laplace transform and it's inversion by the Euler method. We will present in details proof of finding Laplace transforms of put and call two-asset correlation options, the calculations of the moment generation function of the jump-diffusion by Levy-Khintchine formulae in cases without jumps and with independent jumps, and direct calculation of the risk-neutral expectation by solving double integral. Our work also contains the programme code for two-asset correlation call and put options. We will show the realization of our programme in the real data. As a result we see how our model complies on the NASDAQ OMX Stock-holm Market, considering the two-asset correlation options on three cases by stock prices of Handelsbanken, Ericsson and index OMXS30.

One would like to evaluate and compare complex digital communication systems based upon their overall bit error rate. Unfortunately, analytical expressions for bit error rate for even simple communication systems are notoriously difficult to evaluate accurately. Therefore, communication engineers often resort to simulation techniques to evaluate these error probabilities. In this thesis importance sampling techniques (variations of standard Monte Carlo methods) are studied in relation to both linear and non-linear detectors. Quick simulation, an importance sampling method based upon the asymptotics of the error estimator, is studied in detail. The simulated error probabilities are compared to values obtained by numerically inverting Laplace Transform expressions for these quantities.

No estudo de imagens radiográcas, os parâmetros relacionados ao contraste objeto, SC, razão sinal ruído, SNR, e dose, estão vinculados à forma do espectro de raios X utilizado e seu conhecimento permite predizer e otimizar a qualidade da imagem. Neste trabalho foi desenvolvida uma metodologia que permite obter o espectro de tubos de raios X odontológicos de uso clínico de forma indireta. Esta metodologia é baseada na aplicação de um modelo matemático que utiliza a transformada inversa de Laplace da curva de transmissão do feixe para gerar dados sobre a distribuição espectral do mesmo. Com o auxílio de uma câmara de ionização e ltros alumínio de alta pureza, foram levantadas as curvas de transmissão de 8 tubos de raios X disponíveis comercialmente. Para a validação do método foi realizada a espectrometria direta com detector de telureto de cádmio (CdTe), cuja resposta foi determinada por simulação Monte Carlo (MC). A partir reconstrução espectral obtida, foram realizados estudos sobre os parâmetros de qualidade de imagem SNR, contraste objeto, SC, KERMA na entrada da pele. O desempenho dos tubos foi avaliado com base na relação entre SNR e KERMA na entrada da pele. Os resultados mostram que é possível determinar a distribuição espectral de tubos de raios X odontológicos com base no método proposto. A relação proposta entre SNR e KERMA na entrada da pele sugere que tubos com fótons de baixa energia possuem baixo rendimento. / In the study of radiographic images, the parameters related to the subject contrast, SC, signal to noise ratio, SNR, and dose, are linked to the shape of the X-ray spectrum used and their knowledge allows to predict and optimize the image quality. In this work we developed a methodology to obtain the spectrum of dental X-ray tubes of clinical usage in an indirety way. This methodology is based on application of a mathematical model that uses the inverse Laplace transform of the attenuation curve to generate data on the spectral distribution of the beam. With the aid of an ionization chamber and high purity aluminum lters, were raised the transmission curves of 8 X-ray tubes that are available commercially. The method validation was performed with direct spectrometry detector cadmium telluride (CdTe), whose response was determined by Monte Carlo simulation (MC). From reconstruction obtained spectral studies were carried out on the parameters of SNR image quality, contrast object, SC, KERMA entrance skin. The performance of the tubes was evaluated based on the relationship between SNR and KERMA entrance skin. The results show that it is possible to determine the spectral distribution of dental X-ray tubes based on the proposed method. The proposed relationship between SNR and KERMA entrance skin suggests that tubes with low energy photons have a low performance.

Na condução por saltos dispersiva, os portadores de carga são caracterizados por tempos de residência não exponenciais. Como uma conseqüência, efeitos hereditários aparecem e o problema deve ser conduzido no espaçõ de Laplace. Distribuições dielétricas conhecidas e algumas outras foram usadas como possíveis funções capazes de descrever o meio desordenado. Um estudo cuidadoso de seus espectros de freqüência foi realizado. O método de inversão de Widder truncado foi desenvolvido para possibilitar a volta do espaço de Laplace para o do tempo real. Dois tipos de problemas práticos foram abordados: condução dispersiva na qual o campo elétrico das cargas móveis pode ser desprezado e o caso de carga espacial para o qual essa aproximação não pode ser feita. Duas configurações de interesse foram escolhidas: decaimento do potencial de superfície de amostras carregadas por descarga corona e a subida do potencial no carregamento por corrente constante. / Dispersive conductive process are characterized by non-exponential residence times of the hopping carrier. As a consequence, hereditary effects appear and the problem must be conducted in the Laplace space. A bunch of known dielectric distributions functions and others were used as possible functions describing the disordered medium. A careful study of their frequency spectrum was carried out. The truncate Widder inversion was developed in order to allow returning from the Lapace to the real time space. Two kind of practical problems were studied: dispersive conduction in which the electric field of the mobile charge may be neglected and the space charge ones when that approximation cannot be made. Two configurations of interest were selected: the corona discharge potential decay and the constant current potentinal build-up.

Submitted by Cátia Araújo (catia.araujo@unipampa.edu.br) on 2017-01-25T11:32:18Z No. of bitstreams: 2 license_rdf: 1232 bytes, checksum: 66e71c371cc565284e70f40736c94386 (MD5) Um modelo para dispersão de poluentes na camada limite planetária com coeficientes de difusão dependentes da distância da fonte.pdf: 1813716 bytes, checksum: 2b7788e4583766741e3b5c4e7ae8da30 (MD5) / Approved for entry into archive by Cátia Araújo (catia.araujo@unipampa.edu.br) on 2017-01-25T11:33:16Z (GMT) No. of bitstreams: 2 license_rdf: 1232 bytes, checksum: 66e71c371cc565284e70f40736c94386 (MD5) Um modelo para dispersão de poluentes na camada limite planetária com coeficientes de difusão dependentes da distância da fonte.pdf: 1813716 bytes, checksum: 2b7788e4583766741e3b5c4e7ae8da30 (MD5) / Made available in DSpace on 2017-01-25T11:33:16Z (GMT). No. of bitstreams: 2 license_rdf: 1232 bytes, checksum: 66e71c371cc565284e70f40736c94386 (MD5) Um modelo para dispersão de poluentes na camada limite planetária com coeficientes de difusão dependentes da distância da fonte.pdf: 1813716 bytes, checksum: 2b7788e4583766741e3b5c4e7ae8da30 (MD5) Previous issue date: 2013-07-15 / Este trabalho apresenta a solução da equação da difusão-advecção bidimensional estacionária para simular a dispersão de poluentes na Camada Limite Planetária. A solução é obtida através do método ADMM (Analytical Dispersion Multilayer Model) e da técnica de inversão numérica utilizando o algoritmo de Fixed Talbot. A validação da solução é comprovada, mediante os parâmetros estatísticos, através do confrontamento das concentrações calculadas a partir do modelo com as obtidas experimentalmente pelo experimento de Prairie Grass. Para a determinação das concentrações utiliza-se o perfil do vento segundo o modelo de similaridade de Monin-Obukhov e os parâmetros de turbulência com dependência da distância longitudinal da fonte e da altura vertical, considerando a componente vertical do espectro Euleriano e de acordo com o modelo sugerido por Hɸjstrup que divide os espectros em alta e baixa frequência. Para efeito comparativo utiliza-se um coeficiente de difusão para grandes tempos de difusão. Os melhores resultados foram alcançados com a utilização dos coeficientes de difusão considerando a distância longitudinal da fonte e a altura vertical. / This work presents the solution of two-dimensional advection-diffusion equation stationary to simulate the dispersion of pollutants in the Planetary Boundary Layer. The solution is obtained through the ADMM method (Analytical Multilayer Dispersion Model) and the numerical inversion technique using the algorithm Fixed Talbot. Validation of the solution is proven, statistical parameters, through the confrontation of the concentrations calculated from the model with those obtained experimentally by the Experiment of Prairie Grass. For the determination of the concentration profile of the wind the form of Monin-Obukhov similarity and turbulence parameters with longitudinal distance dependence of source and of vertical height, considering the vertical component of the Eulerian spectrum and according to the model proposed by Hɸjstrup that divides the high and low frequency spectra. To use the comparative effect diffusion coefficient for large diffusion times according. The best results were achieved with the use of diffusion coefficients considering the longitudinal distance from the source and the vertical height.

We study the properties of thinning and Markov chain thinning of renewal processes. Among others, we investigate whether some special renewal processes can be obtained through Markov chain thinning.

abstract: This thesis aims to investigate the capacity and bit error rate (BER) performance of multi-user diversity systems with random number of users and considers its application to cognitive radio systems. Ergodic capacity, normalized capacity, outage capacity, and average bit error rate metrics are studied. It has been found that the randomization of the number of users will reduce the ergodic capacity. A stochastic ordering framework is adopted to order user distributions, for example, Laplace transform ordering. The ergodic capacity under different user distributions will follow their corresponding Laplace transform order. The scaling law of ergodic capacity with mean number of users under Poisson and negative binomial user distributions are studied for large mean number of users and these two random distributions are ordered in Laplace transform ordering sense. The ergodic capacity per user is defined and is shown to increase when the total number of users is randomized, which is the opposite to the case of unnormalized ergodic capacity metric. Outage probability under slow fading is also considered and shown to decrease when the total number of users is randomized. The bit error rate (BER) in a general multi-user diversity system has a completely monotonic derivative, which implies that, according to the Jensen's inequality, the randomization of the total number of users will decrease the average BER performance. The special case of Poisson number of users and Rayleigh fading is studied. Combining with the knowledge of regular variation, the average BER is shown to achieve tightness in the Jensen's inequality. This is followed by the extension to the negative binomial number of users, for which the BER is derived and shown to be decreasing in the number of users. A single primary user cognitive radio system with multi-user diversity at the secondary users is proposed. Comparing to the general multi-user diversity system, there exists an interference constraint between secondary and primary users, which is independent of the secondary users' transmission. The secondary user with high- est transmitted SNR which also satisfies the interference constraint is selected to communicate. The active number of secondary users is a binomial random variable. This is then followed by a derivation of the scaling law of the ergodic capacity with mean number of users and the closed form expression of average BER under this situation. The ergodic capacity under binomial user distribution is shown to outperform the Poisson case. Monte-Carlo simulations are used to supplement our analytical results and compare the performance of different user distributions. / Dissertation/Thesis / M.S. Electrical Engineering 2012

Na condução por saltos dispersiva, os portadores de carga são caracterizados por tempos de residência não exponenciais. Como uma conseqüência, efeitos hereditários aparecem e o problema deve ser conduzido no espaçõ de Laplace. Distribuições dielétricas conhecidas e algumas outras foram usadas como possíveis funções capazes de descrever o meio desordenado. Um estudo cuidadoso de seus espectros de freqüência foi realizado. O método de inversão de Widder truncado foi desenvolvido para possibilitar a volta do espaço de Laplace para o do tempo real. Dois tipos de problemas práticos foram abordados: condução dispersiva na qual o campo elétrico das cargas móveis pode ser desprezado e o caso de carga espacial para o qual essa aproximação não pode ser feita. Duas configurações de interesse foram escolhidas: decaimento do potencial de superfície de amostras carregadas por descarga corona e a subida do potencial no carregamento por corrente constante. / Dispersive conductive process are characterized by non-exponential residence times of the hopping carrier. As a consequence, hereditary effects appear and the problem must be conducted in the Laplace space. A bunch of known dielectric distributions functions and others were used as possible functions describing the disordered medium. A careful study of their frequency spectrum was carried out. The truncate Widder inversion was developed in order to allow returning from the Lapace to the real time space. Two kind of practical problems were studied: dispersive conduction in which the electric field of the mobile charge may be neglected and the space charge ones when that approximation cannot be made. Two configurations of interest were selected: the corona discharge potential decay and the constant current potentinal build-up.

No estudo de imagens radiográcas, os parâmetros relacionados ao contraste objeto, SC, razão sinal ruído, SNR, e dose, estão vinculados à forma do espectro de raios X utilizado e seu conhecimento permite predizer e otimizar a qualidade da imagem. Neste trabalho foi desenvolvida uma metodologia que permite obter o espectro de tubos de raios X odontológicos de uso clínico de forma indireta. Esta metodologia é baseada na aplicação de um modelo matemático que utiliza a transformada inversa de Laplace da curva de transmissão do feixe para gerar dados sobre a distribuição espectral do mesmo. Com o auxílio de uma câmara de ionização e ltros alumínio de alta pureza, foram levantadas as curvas de transmissão de 8 tubos de raios X disponíveis comercialmente. Para a validação do método foi realizada a espectrometria direta com detector de telureto de cádmio (CdTe), cuja resposta foi determinada por simulação Monte Carlo (MC). A partir reconstrução espectral obtida, foram realizados estudos sobre os parâmetros de qualidade de imagem SNR, contraste objeto, SC, KERMA na entrada da pele. O desempenho dos tubos foi avaliado com base na relação entre SNR e KERMA na entrada da pele. Os resultados mostram que é possível determinar a distribuição espectral de tubos de raios X odontológicos com base no método proposto. A relação proposta entre SNR e KERMA na entrada da pele sugere que tubos com fótons de baixa energia possuem baixo rendimento. / In the study of radiographic images, the parameters related to the subject contrast, SC, signal to noise ratio, SNR, and dose, are linked to the shape of the X-ray spectrum used and their knowledge allows to predict and optimize the image quality. In this work we developed a methodology to obtain the spectrum of dental X-ray tubes of clinical usage in an indirety way. This methodology is based on application of a mathematical model that uses the inverse Laplace transform of the attenuation curve to generate data on the spectral distribution of the beam. With the aid of an ionization chamber and high purity aluminum lters, were raised the transmission curves of 8 X-ray tubes that are available commercially. The method validation was performed with direct spectrometry detector cadmium telluride (CdTe), whose response was determined by Monte Carlo simulation (MC). From reconstruction obtained spectral studies were carried out on the parameters of SNR image quality, contrast object, SC, KERMA entrance skin. The performance of the tubes was evaluated based on the relationship between SNR and KERMA entrance skin. The results show that it is possible to determine the spectral distribution of dental X-ray tubes based on the proposed method. The proposed relationship between SNR and KERMA entrance skin suggests that tubes with low energy photons have a low performance.