According to the observational data in the northeast coast of Taiwan when the strong typhoon invaded, it was found that abnormal water variation happened several times, and all the abnormal water levels (storm surge) were higher than the normal engineering consideration. In this study, the variation of mean water level (wave set-up & wave set-down) due to progressive wave over a seabed with specific profile has been investigated. This specific seabed is simulated by the hydrodynamic physical models in the laboratory. Two kinds of experimental models are arranged; one is combined by three sections: slope, platform, and vertical wall, and another is combined by slope and vertical. Furthermore, two different slopes of 1/10 and 1/30 were considered. All experimental conditions were controlled such that incident waves break on slope and mean water levels were measured. In the first model arrangement, surf similarity parameter and dimensionless parameters form by incident and break wave condition are found to be functions of relative max mean water level, but when slope is steep(1/10), the relation between these dimensionless parameters is not obviously. In the second model arrangement, mean water level variation is compared with the theoretical value of single slope. When slope is mild(1/30), experimental results of mean water levels quit agree with theoretical value; when slope is steep(1/10), caused by the reflection of vertical wall, mean water levels in the break point and surf zone are different form theoretical value significantly.

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The impact on banks' portfolio under BIS amendment to the capital accord of 1996 and reserve requirement.

The Dynamic Conditional Correlation (DCC) model proposed by Engle (2002) has become one of the most popular models for the analysis of multivariate financial time series. Yet, the impact of temporal aggregation on the DCC estimates has not yet been rigorously investigated. This thesis examines the changes of DCC estimates when the intraday returns are aggregated from 5-minutes to 270-minutes returns using Taiwanese eight industry index returns from Jan. 2, 2004 to Dec. 31, 2006. Our empirical analysis finds that dynamic correlation coefficients between the 8 industry index returns are all positive and time-varying. Further, Electronic and Building indices seem to have high correlation with other industry indices whereas plastics has a lower correlation with others. What is more important, all return series have higher conditional correlation for lower frequencies. In other words, temporary aggregation will increase the conditional correlation. This thesis also seeks to categorize the loan accounts of small- and medium-scale corporations according to their respective business sectors and calculate the monthly returns and standard deviation of the bank loans according to the groups of sample of credit records from each sector, with the purpose of establishing the efficient frontier of the loan combinations of the banks and estimation the dynamic conditional correlation to discover the optimal crediting policy. It is expected that the discussion using the model presented in the thesis may provide the basis for financial institutions as they establish their respective crediting policies.

This thesis presents a robust real-time active tracking system with a pan-tilt camera. The proposed visual servo framework is able to track a deformed object and maintain the target always inside the field of view. For the image processing, an efficient template matching and searching method using the mean-shift theory is developed. The robustness is achieved by appending the ratio histogram, a kernel function, and the template update to the framework when the target is deformed. Then the pan-tilt unit turns towards the target and keeps the target inside the field of view of the camera by feeding back the position information to a Kalman filter. Experimental results show that the presented scheme works successfully when the target is vague or concealed or deformed. The visual tracking task can also be accomplished even when a similar object crosses over the target. In addition, the refreshing rate can be up to 60 frames per second.

Thesis (Ph. D.)--University of Florida, 2000. / Title from first page of PDF file. Document formatted into pages; contains ix, 242 p.; also contains graphics. Vita. Includes bibliographical references (p. 232-241).

Thesis (Ph. D.)--University of Washington, 2001. / Includes bibliographical references (leaves 156-168).

Thesis (Ph. D. in Physics)--Vanderbilt University, 2003. / Title from PDF title screen. Includes bibliographical references.

Among the many examples of Bose condensation considered in physics, electron-hole-pair (exciton) condensation has maintained special interest because it has been difficult to realize experimentally, and because of controversy about condensate properties. In this thesis, we studied the various aspects of spontaneous symmetry broken state of exciton in bilayer using mean field theory. We calculated the photoluminescence of excitonic condensation created by laser. We developed a one-dimensional toy model of excitonic supercurrent using mean field theory plus non-equilibrium Green’s function (NEGF) which give qualitatively consistent results with experiments. We proposed graphene bilayer as a novel system for excitonic condensation to occur and estimate it to exist even at temperature as high as room temperature. / text

published_or_final_version / Mathematics / Master / Master of Philosophy