<p>Many geotechnical engineering problems involve combining two or more independent physical processes as a coupled solution of seepage, volume change and shear strength. For any physical process being modeled, it is desirous to be able to compute any of the volume-mass soil properties. When the volume-mass soil properties are combined with the stress state of the soil, the result is a volume-mass constitutive relationship. Three volume-mass constitutive relationships (i.e., void ratio, water content and degree of saturation) are generally viewed as being the most fundamental; however, only two of the relations are independent. The unsaturated soil properties associated with seepage, volume change and shear strength problems are also related to the volume-mass soil properties. While the unsaturated soil properties are often estimated as simply being a function of the soil-water characteristic curve, it is more accurate to define the properties in a more rigorous manner in terms of the volume-mass soil properties. The advancement of computing capabilities means that it is quite easy to formulate constitutive relations for shear strength and permeability, for example, in terms of all volume-mass properties of the unsaturated soil.</p><p>The objectives of this dissertation include: i) the development of volume-mass constitutive models for unsaturated soils; ii) the further study and verification of the volume-mass constitutive behavior of unsaturated soils; and iii) the development of techniques for visualization of volume-mass constitutive surfaces for unsaturated soils. To achieve these objectives, the present research study was conducted from both theoretical and experimental bases.</p><p>The theoretical program commenced with a comprehensive literature review of the volume-mass constitutive relationships for unsaturated soils. A new, more rigorous volume-mass constitutive model was then proposed. Appropriate terminology was introduced for the development of the model, followed by an outline of the assumptions used and the mathematical derivation. The proposed model requires conventionally obtainable soil properties for its calibration. The model is capable of predicting both the void ratio and water content constitutive relationships for various unsaturated soils, taking into account elastic and plastic volume changes. Various stress paths can be simulated and hysteresis associated with the soil-water characteristic curve can be taken into account. </p><p>Two closed-form equations for the volume-mass constitutive relationships were derived. A computer software program was written based on the theory of the proposed volume-mass constitutive model. Techniques for the visualization of the volume-mass constitutive surfaces were then presented. An experimental program was conducted in the laboratory. The experimental program involved the verification of a new testing apparatus. Several soils were selected for testing purposes and appropriate testing procedures were established (i.e., soil specimens were initially slurry). The testing stress paths followed in the experimental program were different from most research programs conducted in the past and reported in the research literature. Conclusions regarding the compressibility, stress path dependency, and hysteretic nature of the soil-water characteristic curve of an unsaturated soil were presented.</p><p>A considerable number of test results (i.e., from both the experimental program and the research literature) were used in the verification of the new volume-mass constitutive model. This model has proven to be effective in predicting both collapse and expansion of a soil. The volume-mass constitutive model appears to predict behaviour in a satisfactory manner for a wide range of soils; however, the predictions appear to be superior for certain soils. In all cases the volume-mass predictions of the model appear to be satisfactory for geotechnical engineering practice.

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In the base station system of the GSM mobile network there are a large number of counters tracking the behaviour of the system. When the software of the system is updated, we wish to find out which of the counters that have changed their behaviour. This thesis work has shown that the counter data can be modelled as a stochastic time series with a daily profile and a noise term. The change detection can be done by estimating the daily profile and the variance of the noise term and perform statistical hypothesis tests of whether the mean value and/or the daily profile of the counter data before and after the software update can be considered equal. When the chosen counter data has been analysed, it seems to be reasonable in most cases to assume that the noise terms are approximately independent and normally distributed, which justies the hypothesis tests. When the change detection is tested on data where the software is unchanged and on data with known software updates, the results are as expected in most cases. Thus the method seems to be applicable under the conditions studied.

Centralized power system planning covers time windows that range from ten to thirty years. Consequently, it is the longest and most uncertain part of power system economics. One of the challenges that power system planning faces is the inability to accurately predict random events; these random events introduce risk in the planning process. Another challenge stems from the fact that, despite having a centralized planning scheme, generation plans are set first and then transmission expansion plans are carried out. This thesis addresses these problems. A joint model for generation and transmission expansion for the vertically integrated industry is proposed. Randomness is considered in demand, equivalent availability factors of the generators, and transmission capacity factors of the transmission lines. The system expansion model is formulated as a two-stage stochastic program with fixed recourse and probabilistic constraints. The transmission network is included via a DC approximation. The mean variance Markowitz theory is used as a risk minimization technique in order to minimize the variance of the annualized estimated generating cost. This system expansion model is capable of considering the locations of new generation and transmission and also of choosing the right mixture of generating technologies. The global tendency is to move from regulated power systems to deregulated power systems. Power pool electricity markets, assuming that the independent system operator is concerned with the social cost minimization, face great uncertainties from supply and demand bids submitted by market participants. In power pool electricity markets, randomness in the cost and benefit functions through random demand and supply functions has never been considered before. This thesis considers as random all the coefficients of the quadratic cost and benefit functions and uses the mean variance Markowitz theory to minimize the social cost variance. The impacts that this risk minimization technique has on nodal prices and on the elasticities of the supply and demand curves are studied. All the mathematical models in this thesis are exemplified by the six-node network proposed by Garver in 1970, by the 21-node network proposed by the IEEE Reliability Test System Task Force in 1979, and by the IEEE 57- and 118-node systems.

Centralized power system planning covers time windows that range from ten to thirty years. Consequently, it is the longest and most uncertain part of power system economics. One of the challenges that power system planning faces is the inability to accurately predict random events; these random events introduce risk in the planning process. Another challenge stems from the fact that, despite having a centralized planning scheme, generation plans are set first and then transmission expansion plans are carried out. This thesis addresses these problems. A joint model for generation and transmission expansion for the vertically integrated industry is proposed. Randomness is considered in demand, equivalent availability factors of the generators, and transmission capacity factors of the transmission lines. The system expansion model is formulated as a two-stage stochastic program with fixed recourse and probabilistic constraints. The transmission network is included via a DC approximation. The mean variance Markowitz theory is used as a risk minimization technique in order to minimize the variance of the annualized estimated generating cost. This system expansion model is capable of considering the locations of new generation and transmission and also of choosing the right mixture of generating technologies. The global tendency is to move from regulated power systems to deregulated power systems. Power pool electricity markets, assuming that the independent system operator is concerned with the social cost minimization, face great uncertainties from supply and demand bids submitted by market participants. In power pool electricity markets, randomness in the cost and benefit functions through random demand and supply functions has never been considered before. This thesis considers as random all the coefficients of the quadratic cost and benefit functions and uses the mean variance Markowitz theory to minimize the social cost variance. The impacts that this risk minimization technique has on nodal prices and on the elasticities of the supply and demand curves are studied. All the mathematical models in this thesis are exemplified by the six-node network proposed by Garver in 1970, by the 21-node network proposed by the IEEE Reliability Test System Task Force in 1979, and by the IEEE 57- and 118-node systems.

<p>Many geotechnical engineering problems involve combining two or more independent physical processes as a coupled solution of seepage, volume change and shear strength. For any physical process being modeled, it is desirous to be able to compute any of the volume-mass soil properties. When the volume-mass soil properties are combined with the stress state of the soil, the result is a volume-mass constitutive relationship. Three volume-mass constitutive relationships (i.e., void ratio, water content and degree of saturation) are generally viewed as being the most fundamental; however, only two of the relations are independent. The unsaturated soil properties associated with seepage, volume change and shear strength problems are also related to the volume-mass soil properties. While the unsaturated soil properties are often estimated as simply being a function of the soil-water characteristic curve, it is more accurate to define the properties in a more rigorous manner in terms of the volume-mass soil properties. The advancement of computing capabilities means that it is quite easy to formulate constitutive relations for shear strength and permeability, for example, in terms of all volume-mass properties of the unsaturated soil.</p><p>The objectives of this dissertation include: i) the development of volume-mass constitutive models for unsaturated soils; ii) the further study and verification of the volume-mass constitutive behavior of unsaturated soils; and iii) the development of techniques for visualization of volume-mass constitutive surfaces for unsaturated soils. To achieve these objectives, the present research study was conducted from both theoretical and experimental bases.</p><p>The theoretical program commenced with a comprehensive literature review of the volume-mass constitutive relationships for unsaturated soils. A new, more rigorous volume-mass constitutive model was then proposed. Appropriate terminology was introduced for the development of the model, followed by an outline of the assumptions used and the mathematical derivation. The proposed model requires conventionally obtainable soil properties for its calibration. The model is capable of predicting both the void ratio and water content constitutive relationships for various unsaturated soils, taking into account elastic and plastic volume changes. Various stress paths can be simulated and hysteresis associated with the soil-water characteristic curve can be taken into account. </p><p>Two closed-form equations for the volume-mass constitutive relationships were derived. A computer software program was written based on the theory of the proposed volume-mass constitutive model. Techniques for the visualization of the volume-mass constitutive surfaces were then presented. An experimental program was conducted in the laboratory. The experimental program involved the verification of a new testing apparatus. Several soils were selected for testing purposes and appropriate testing procedures were established (i.e., soil specimens were initially slurry). The testing stress paths followed in the experimental program were different from most research programs conducted in the past and reported in the research literature. Conclusions regarding the compressibility, stress path dependency, and hysteretic nature of the soil-water characteristic curve of an unsaturated soil were presented.</p><p>A considerable number of test results (i.e., from both the experimental program and the research literature) were used in the verification of the new volume-mass constitutive model. This model has proven to be effective in predicting both collapse and expansion of a soil. The volume-mass constitutive model appears to predict behaviour in a satisfactory manner for a wide range of soils; however, the predictions appear to be superior for certain soils. In all cases the volume-mass predictions of the model appear to be satisfactory for geotechnical engineering practice.

The paper deals with the problem of finding an optimal one-time rebalancing strategy for the Bachelier model, and makes some remarks for the similar problem within Black-Scholes model. The problem is studied on finite time interval under mean-square criterion of optimality. The methods of the paper are based on the results for optimal stopping problem and standard mean-square criterion. The solution of the problem, considered in the paper, let us interpret how and - that is more important for us -when investor should rebalance the portfolio, if he wants to hedge it in the best way.

This dissertation comprises two topics. In Chapter 1, I explore the short- and long-run relation between insurance development and economic growth for 40 countries between 1981 and 2010. Applying a pooled mean group estimation, I find that life and nonlife insurance have different short- and long-run effects on the growth. On a full sample analysis, life insurance exerts a significantly positive long-run effect on the growth, while its short-run effect is not significant. Nonlife insurance, in contrast, has a significantly positive short-run growth effect but no long-run effect. On a reduced sample analysis, the observation on life insurance is qualitatively similar, but the growth effect of nonlife insurance is no longer significant both in short and long run, suggesting that specific countries drive the overall effect in the full sample. The results pass a battery of robustness tests. The analysis on individual countries reveals that the short-run effect and adjustment speed toward the long-run equilibrium varies across countries. I also analyze if the level of income and insurance development makes any difference on the growth effect of insurance. The results show that the growth effect of life insurance is significant in non-high income countries and countries with low level of life insurance development, while the effect is not significant both for life and nonlife insurance in high income countries. In Chapter 2, I employ the dynamic panel threshold model to investigate how institutional environments shape the impact of insurance development on economic growth. I conduct four hypotheses for possible intermediate effects of institutional environments on insurance-growth nexus: quasi-institution positivity, quasi-institution negativity, quasi-institution duality, and quasi-institution neutrality. I use multiple measures related to political, economic, and legal environments to evaluate the soundness of institutional environments. Empirical results show that the quasi-institution negativity hypothesis is supported for life insurance because the observation is consistent across all institution-related measures. The results in nonlife insurance are not as uniform as those in life insurance. The quasi-institution positivity, negativity, and neutrality are respectively supported in different institutional measures, and the coefficients in most cases are significant only at a marginal significance level. The overall findings suggest that a sound institutional environment does not necessarily benefit the growth effect of life insurance, but an unhealthy one does deter it and that the effect depends on specific measure in the case of nonlife insurance. In Chapter 3 I briefly introduce some directions for further research.

In this dissertation, several essays in the field of bio-security are presented. The estimation of the probability of an FMD outbreak by type and location of premises is important for decision making. In Essay I, we estimate and predict the probability/risk of an FMD outbreak spreading to the various premises in the study area. We first used a Poisson regression model with adjustment dispersion associated with random simulation results from the AusSpead model to estimate the parameters of the model. Our estimation and prediction show that large cattle loss could be concentrated in three counties-Deaf Smith, Parmer, and Castro. These results are based on approximately 70% of the feedlots with over 10,000 cattle located in the three counties previously mentioned. In Essay II, our objective is to determine the best mitigation strategies in minimizing animal loss based on AusSpead simulation model. We tested 15 mitigation strategies by using multiple comparison. The results show that the best mitigation strategies for all four scenarios are regular surveillance, slaughter of the infected animals, and early detection. We then used the Mixed Integer Programming to estimate costs of disposing of animal carcasses and transportation. Results show that the unit disposal cost will vary with carcass scale and the unit transportation cost also varies with the distribution of the infected premises and disposal locations. FMD seems to have varying impacts on equity markets. In Essay III, we studied returns at three different levels of the stock market. We determined results in a structural break, and then estimated the impact of the announcement of confirmed cases of FMD disease on the volatility of stock market returns by using a GARCH-Mean model. Our results show that the structure break occurs on the day with the largest number of confirmed cases for meat product firms rather than the day of the first confirmed case. We found that the conditional volatilities over the FMD period are higher than those over the sample period. The announcement of confirmed cases had the largest marginal impact on meat products. Investors may always consider maintaining a portfolio consisting of index funds or hedge funds.

Current production methods for creating a motion system for a deformable digital character model involve providing an underlying joint structure based o of a T-Pose, A-Pose or another arbitrary bind pose of the character. A bind pose is required to establish the skeleton-to-geometry spatial relationship that will be used as a mathematical reference to determine geometry deformations in animated poses. Using a set of human motion capture performances as input animation, the impact of the standard T-Pose and A-Pose on the stretching and compression of human character model geometry is compared relative to novel mean poses derived from each performance. Results demonstrate that using an averaged joint position of each specific performance as the bind pose for the performance reduces the overall deformation of the model. Appropriate applications of the mean pose as a bind pose could impact the resources required to repair deformation artifacts in animated deformable digital characters.