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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Maximum likelihood estimation and forecasting for GARCH, Markov switching, and locally stationary wavelet processes /

Xie, Yingfu, January 2007 (has links) (PDF)
Diss. (sammanfattning) Umeå : Sveriges lantbruksuniv., 2007. / Härtill 5 uppsatser.
2

Modelagem, simulação e otimização operacional de unidades de síntese de metanol / Modeling, simulation and optimization of operating units methanol synthesis

Danielle Lanchares Ornelas 30 August 2007 (has links)
A indústria de processos químicos tem sofrido consideráveis transformações devido ao acirramento da competitividade. Importantes progressos tecnológicos têm sido atingidos através de técnicas de modelagem, simulação e otimização visando o aumento da lucratividade e melhoria contínua nos processos industriais. Neste contexto, as plantas de metanol, um dos mais importantes produtos petroquímicos, podem ser destacadas. Atualmente, a principal matéria-prima para obtenção de metanol é o gás natural. A produção do metanol é caracterizada por três etapas: geração de gás de síntese, conversão do gás de síntese em metanol (unidade de síntese ou loop de síntese) e purificação do produto na especificação requerida. Os custos fixos e variáveis da unidade de síntese são fortemente dependentes das variáveis operacionais, como temperatura, pressão, razão de reciclo e composição da carga. Desta forma, foi desenvolvido um conjunto de modelos e algoritmos computacionais para representar matematicamente unidades de síntese de metanol. O modelo apresenta operações unitárias associadas aos seguintes equipamentos: divisores de correntes, misturadores de correntes, compressores, trocadores de calor, vasos de flash e reatores. Inicialmente, foi proposto um simulador estacionário, que serviu como base para um pseudo-estacionário, o qual contempla a desativação do catalisador por sinterização térmica. Os simuladores foram criados segundo uma arquitetura seqüencial modular e empregou-se o método de substituição sucessiva para a convergência dos reciclos. O estudo envolveu dois fluxogramas típicos, um constituído por reatores adiabáticos em série, enquanto o outro constituído por um reator tipo quench. Uma análise do efeito das principais variáveis operacionais foi realizada para o reator e para o loop de síntese. Estudou-se também o efeito da desativação do catalisador ao longo do tempo. Uma ferramenta de otimização operacional foi empregada para alcançar a máxima produção manipulando as injeções de carga fria na entrada dos leitos catalíticos. Formulou-se também um problema de maximização do lucro em função da otimização de paradas da unidade para troca do catalisador. Os resultados obtidos apontam que a ferramenta desenvolvida é promissora para a compreensão e otimização da unidade objeto deste estudo / The chemical process industries have been suffering considerable transformations due to the increase of competition. Important technological progresses have been reached through techniques of modeling, simulation and optimization that make possible the development of new tools, aiming an increase in profitability and continuous improvement in industrial processes. In this context, methanol plants, one of the most important petrochemical products, can be highlighted. Currently, the main raw material for methanol manufacture is the natural gas. The methanol production is characterized by three steps: syngas generation, conversion of the syngas into methanol (synthesis unit or synthesis loop) and distillation/purification of the product to the required specification. Fixed and variable costs of methanol synthesis units are strongly dependent on operational variables such as temperature, pressure, recycle ratio and make up gas composition. In this way, it was developed a computational set of models and algorithms to represent units of methanol synthesis. The model presents unit operations associated to the following equipment: splitters, mixers, compressors, heat exchangers, flash vessels and reactors. Initially, a stationary simulator was considered, that served as base for a pseudo-stationary one, which contemplates the catalyst deactivation for thermal sintering. The simulators were created using a sequential modular architecture and a direct substitution method is employed for the convergence of recycle streams. The study involved two typical flowsheets, one consisting of adiabatic reactors in series and other based on a quench reactor. An analysis of the effect of the main operational variables was carried out for the reactor and the synthesis loop. It was studied the effect of catalyst deactivation with time. An optimization tool was used to seek the maximum production varying the fraction of cold feed to beds. An optimization problem was also formulated so as to maximize a profit function using as decision variables operating times of reactor beds before catalyst change. The results had shown that the tool developed is promising for the understanding and optimization of the object unit of this study
3

Asymmetrien in der Neuen Ökonomischen Geographie : Modelle, Simulationsmethoden und wirtschaftspolitische Diskussion / Asymmetries in new economic geography : models, simulation methods and economic discussion

Frohwerk, Sascha January 2010 (has links)
Die Neue Ökonomische Geographie (NEG) erklärt Agglomerationen aus einem mikroökonomischen Totalmodell heraus. Zur Vereinfachung werden verschiedene Symmetrieannahmen getätigt. So wird davon ausgegangen, dass die betrachteten Regionen die gleiche Größe haben, die Ausgabenanteile für verschiedene Gütergruppen identisch sind und die Transportkosten für alle Industrieprodukte die selben sind. Eine Folge dieser Annahmen ist es, dass zwar erklärt werden kann, unter welchen Bedingungen es zur Agglomerationsbildung kommt, nicht aber wo dies geschieht. In dieser Arbeit werden drei Standardmodelle der NEG um verschiedene Asymmetrien erweitert und die Veränderung der Ergebnisse im Vergleich zum jeweiligen Basismodell dargestellt. Dabei wird neben der Theorie auf die Methoden der Simulation eingegangen, die sich grundsätzlich auf andere Modelle übertragen lassen. Darauf aufbauend wird eine asymmetrische Modellvariante auf die wirtschaftliche Entwicklung Deutschlands angewandt. So lässt sich das Ausbleiben eines flächendeckenden Aufschwungs in den neuen Ländern, die starken Wanderungsbewegungen in die alten Länder und das dauerhafte Lohnsatzgefälle in einem Totalmodell erklären. / The new economic geography explains agglomerations based on a microeconomic general equilibrium model, witch is usually assumed to be symmetric in the sense, that regions are of the same size and transport costs and expenditure shares are the same. As a result, the models can explain why an agglomeration occurs, but not in witch region. This book modifies three of the most influential models of the new economic geography and assumes various asymmetries. It compares the results to the symmetric cases. Not only theoretical aspects but also methods of simulation are discussed in detail. This methods can be applied to a wide variety of models. To show the political implications of the theoretical results, one of the asymmetric models is applied to the economical development in germany after reunification. The model is able to explain the persistent difference in wages between east and west and the simultaneous incomplete agglomeration in the west.
4

Ergonomics integration and user diversity in product design

Hogberg, Dan January 2005 (has links)
Consideration of products' ergonomic qualities is one important component for successful product development. Product designers engaged in the core activity of product development need methods that support the consideration of ergonomics along with other product requirements. This thesis aims to address these needs. The first part of the thesis investigates how people working within product development organisations communicate with and about users of their products. The general need for methods to support communication of user aspects in product development is identified through formal interviews with product developers and a review of the management, ergonomics and design literature. The second part of the thesis studies the factors which affect the integration of ergonomics in product design. Supportive methods, including User Characters, for evoking user consideration among designers together with Overlapping methods for scheduling ergonomics evaluation in product design processes are introduced and argued. The third part of the thesis reviews and discusses computer aided ergonomics as a means for integration of ergonomics in product design. A web-based support system for effective employment of human simulation tools is developed using a participative approach and evaluated based on the system's usability. The objective of the fourth part of the thesis is to study how human simulation tools can aid designers' consideration of human diversity to accommodate users of diverse anthropometric characteristics in multivariate design problems such as automobile cockpits. The work involves the evaluation of different approaches for the generation of specific manikin families which can be used as test groups for fitting trials in the virtual design process. The research demonstrates enhancements in design methodology knowledge to support integration of ergonomics in product design processes with a focus on anthropometric diversity in vehicle design.
5

Modelagem, simulação e otimização operacional de unidades de síntese de metanol / Modeling, simulation and optimization of operating units methanol synthesis

Danielle Lanchares Ornelas 30 August 2007 (has links)
A indústria de processos químicos tem sofrido consideráveis transformações devido ao acirramento da competitividade. Importantes progressos tecnológicos têm sido atingidos através de técnicas de modelagem, simulação e otimização visando o aumento da lucratividade e melhoria contínua nos processos industriais. Neste contexto, as plantas de metanol, um dos mais importantes produtos petroquímicos, podem ser destacadas. Atualmente, a principal matéria-prima para obtenção de metanol é o gás natural. A produção do metanol é caracterizada por três etapas: geração de gás de síntese, conversão do gás de síntese em metanol (unidade de síntese ou loop de síntese) e purificação do produto na especificação requerida. Os custos fixos e variáveis da unidade de síntese são fortemente dependentes das variáveis operacionais, como temperatura, pressão, razão de reciclo e composição da carga. Desta forma, foi desenvolvido um conjunto de modelos e algoritmos computacionais para representar matematicamente unidades de síntese de metanol. O modelo apresenta operações unitárias associadas aos seguintes equipamentos: divisores de correntes, misturadores de correntes, compressores, trocadores de calor, vasos de flash e reatores. Inicialmente, foi proposto um simulador estacionário, que serviu como base para um pseudo-estacionário, o qual contempla a desativação do catalisador por sinterização térmica. Os simuladores foram criados segundo uma arquitetura seqüencial modular e empregou-se o método de substituição sucessiva para a convergência dos reciclos. O estudo envolveu dois fluxogramas típicos, um constituído por reatores adiabáticos em série, enquanto o outro constituído por um reator tipo quench. Uma análise do efeito das principais variáveis operacionais foi realizada para o reator e para o loop de síntese. Estudou-se também o efeito da desativação do catalisador ao longo do tempo. Uma ferramenta de otimização operacional foi empregada para alcançar a máxima produção manipulando as injeções de carga fria na entrada dos leitos catalíticos. Formulou-se também um problema de maximização do lucro em função da otimização de paradas da unidade para troca do catalisador. Os resultados obtidos apontam que a ferramenta desenvolvida é promissora para a compreensão e otimização da unidade objeto deste estudo / The chemical process industries have been suffering considerable transformations due to the increase of competition. Important technological progresses have been reached through techniques of modeling, simulation and optimization that make possible the development of new tools, aiming an increase in profitability and continuous improvement in industrial processes. In this context, methanol plants, one of the most important petrochemical products, can be highlighted. Currently, the main raw material for methanol manufacture is the natural gas. The methanol production is characterized by three steps: syngas generation, conversion of the syngas into methanol (synthesis unit or synthesis loop) and distillation/purification of the product to the required specification. Fixed and variable costs of methanol synthesis units are strongly dependent on operational variables such as temperature, pressure, recycle ratio and make up gas composition. In this way, it was developed a computational set of models and algorithms to represent units of methanol synthesis. The model presents unit operations associated to the following equipment: splitters, mixers, compressors, heat exchangers, flash vessels and reactors. Initially, a stationary simulator was considered, that served as base for a pseudo-stationary one, which contemplates the catalyst deactivation for thermal sintering. The simulators were created using a sequential modular architecture and a direct substitution method is employed for the convergence of recycle streams. The study involved two typical flowsheets, one consisting of adiabatic reactors in series and other based on a quench reactor. An analysis of the effect of the main operational variables was carried out for the reactor and the synthesis loop. It was studied the effect of catalyst deactivation with time. An optimization tool was used to seek the maximum production varying the fraction of cold feed to beds. An optimization problem was also formulated so as to maximize a profit function using as decision variables operating times of reactor beds before catalyst change. The results had shown that the tool developed is promising for the understanding and optimization of the object unit of this study
6

Numerical and Theoretical Modeling of Thermoacoustic Instabilities in Transcritical Fluids

Mario Tindaro Migliorino (5930039) 17 January 2019 (has links)
<div>Enhancements of gas turbine engines efficiency are critical for the development of the next generation of clean and efficient aircraft. With the increase in combustion temperatures, cooling of the turbine blades poses one of the most important thermal management issues. The current and most adopted solution is to flow cooling air bled from the compressor through channels inside turbine blades. Fuel preheating, meant to increase combustion efficiency, could be used to cool such air flow in fuel-air heat exchangers. However, when fuel thermodynamic states approach supercritical pressures and temperatures, large amplitude oscillations have been known to occur with catastrophic hardware failures. For this reason, the use of supercritical fuels in fuel-air heat exchangers has been avoided, thereby reducing the fuel's cooling potential and the overall efficiency of the aircraft. Engine manufacturers desire a model capable of predicting the onset of such disruptive thermoacoustic oscillations. To this goal, we study theoretically and numerically transcritical thermoacoustic oscillations, i.e., thermoacoustic instabilities manifesting themselves when a fluid is heated close to its critical point, where abrupt changes of thermodynamic properties appear. Details of this work will be on the development of a transcritical thermoacoustic theory and on numerical results from linear stability analysis and high-fidelity Navier-Stokes simulations. Meeting the needs of industry and with the intent of pushing technological and scientific barriers, we propose to exploit such powerful oscillations for energy conversion through the use of the first-ever-built transcritical thermoacoustic engine.</div>
7

Algorithms and software systems for learning and research

Heinz, Adrian. January 2009 (has links)
Software systems have experienced an impressive growth in the last few decades and have impacted a wide variety of areas. In this respect, two elds bene t greatly. Learning and research. In this work, we present several software systems that we have created to assist in the process of learning and to help researchers by performing complex computations and generating data. We demonstrate three web-based educational video games that we developed to teach science to middle school students. We also describe several software systems that we created for research in graph theory and model checking. Finally, we discuss our results, contributions and future directions. / Educational perspectives -- Graph algorithms and their applications -- E-learning -- Model checking. / Educational perspectives -- Graph algorithms and their applications -- E-learning -- Model checking. / Department of Computer Science
8

Highly efficient quantum spin dynamics simulation algorithms

Edwards, Luke J. January 2014 (has links)
Spin dynamics simulations are used to gain insight into important magnetic resonance experiments in the fields of chemistry, biochemistry, and physics. Presented in this thesis are investigations into how to accelerate these simulations by making them more efficient. Chapter 1 gives a brief introduction to the methods of spin dynamics simulation used in the rest of the thesis. The `exponential scaling problem' that formally limits the size of spin system that can be simulated is described. Chapter 2 provides a summary of methods that have been developed to overcome the exponential scaling problem in liquid state magnetic resonance. The possibility of utilizing the multiple processors prevalent in modern computers to accelerate spin dynamics simulations provides the impetus for the investigation found in Chapter 3. A number of different methods of parallelization leading to acceleration of spin dynamics simulations are derived and discussed. It is often the case that the parameters defining a spin system are time-dependent. This complicates the simulation of the spin dynamics of the system. Chapter 4 presents a method of simplifying such simulations by mapping the spin dynamics into a larger state space. This method is applied to simulations incorporating mechanical spinning of the sample with powder averaging. In Chapter 5, implementations of several magnetic resonance experiments are detailed. In so doing, use of techniques developed in Chapters 2 and 3 are exemplified. Further, specific details of these experiments are utilized to increase the efficiency of their simulation.
9

A unifying mathematical definition enables the theoretical study of the algorithmic class of particle methods.

Pahlke, Johannes 05 June 2023 (has links)
Mathematical definitions provide a precise, unambiguous way to formulate concepts. They also provide a common language between disciplines. Thus, they are the basis for a well-founded scientific discussion. In addition, mathematical definitions allow for deeper insights into the defined subject based on mathematical theorems that are incontrovertible under the given definition. Besides their value in mathematics, mathematical definitions are indispensable in other sciences like physics, chemistry, and computer science. In computer science, they help to derive the expected behavior of a computer program and provide guidance for the design and testing of software. Therefore, mathematical definitions can be used to design and implement advanced algorithms. One class of widely used algorithms in computer science is the class of particle-based algorithms, also known as particle methods. Particle methods can solve complex problems in various fields, such as fluid dynamics, plasma physics, or granular flows, using diverse simulation methods, including Discrete Element Methods (DEM), Molecular Dynamics (MD), Reproducing Kernel Particle Methods (RKPM), Particle Strength Exchange (PSE), and Smoothed Particle Hydrodynamics (SPH). Despite the increasing use of particle methods driven by improved computing performance, the relation between these algorithms remains formally unclear. In particular, particle methods lack a unifying mathematical definition and precisely defined terminology. This prevents the determination of whether an algorithm belongs to the class and what distinguishes the class. Here we present a rigorous mathematical definition for determining particle methods and demonstrate its importance by applying it to several canonical algorithms and those not previously recognized as particle methods. Furthermore, we base proofs of theorems about parallelizability and computational power on it and use it to develop scientific computing software. Our definition unified, for the first time, the so far loosely connected notion of particle methods. Thus, it marks the necessary starting point for a broad range of joint formal investigations and applications across fields.:1 Introduction 1.1 The Role of Mathematical Definitions 1.2 Particle Methods 1.3 Scope and Contributions of this Thesis 2 Terminology and Notation 3 A Formal Definition of Particle Methods 3.1 Introduction 3.2 Definition of Particle Methods 3.2.1 Particle Method Algorithm 3.2.2 Particle Method Instance 3.2.3 Particle State Transition Function 3.3 Explanation of the Definition of Particle Methods 3.3.1 Illustrative Example 3.3.2 Explanation of the Particle Method Algorithm 3.3.3 Explanation of the Particle Method Instance 3.3.4 Explanation of the State Transition Function 3.4 Conclusion 4 Algorithms as Particle Methods 4.1 Introduction 4.2 Perfectly Elastic Collision in Arbitrary Dimensions 4.3 Particle Strength Exchange 4.4 Smoothed Particle Hydrodynamics 4.5 Lennard-Jones Molecular Dynamics 4.6 Triangulation refinement 4.7 Conway's Game of Life 4.8 Gaussian Elimination 4.9 Conclusion 5 Parallelizability of Particle Methods 5.1 Introduction 5.2 Particle Methods on Shared Memory Systems 5.2.1 Parallelization Scheme 5.2.2 Lemmata 5.2.3 Parallelizability 5.2.4 Time Complexity 5.2.5 Application 5.3 Particle Methods on Distributed Memory Systems 5.3.1 Parallelization Scheme 5.3.2 Lemmata 5.3.3 Parallelizability 5.3.4 Bounds on Time Complexity and Parallel Scalability 5.4 Conclusion 6 Turing Powerfulness and Halting Decidability 6.1 Introduction 6.2 Turing Machine 6.3 Turing Powerfulness of Particle Methods Under a First Set of Constraints 6.4 Turing Powerfulness of Particle Methods Under a Second Set of Constraints 6.5 Halting Decidability of Particle Methods 6.6 Conclusion 7 Particle Methods as a Basis for Scientific Software Engineering 7.1 Introduction 7.2 Design of the Prototype 7.3 Applications, Comparisons, Convergence Study, and Run-time Evaluations 7.4 Conclusion 8 Results, Discussion, Outlook, and Conclusion 8.1 Problem 8.2 Results 8.3 Discussion 8.4 Outlook 8.5 Conclusion
10

Health economic evaluation of alternatives to current surveillance in colorectal adenoma at risk of colorectal cancer

McFerran, Ethna January 2018 (has links)
The thesis provides a comprehensive overview of key issues affecting practice, policy and patients, in current efforts for colorectal cancer (CRC) disease control. The global burden of CRC is expected to increase by 60% to more than 2.2 million new cases and 1.1 million deaths by 2030. CRC incidence and mortality rates vary up to 10-fold worldwide, which is thought to reflect variation in lifestyles, especially diet. Better primary prevention, and more effective early detection, in screening and surveillance, are needed to reduce the number of patients with CRC in future1. The risk factors for CRC development include genetic, behavioural, environmental and socio-economic factors. Changes to surveillance, which offer non-invasive testing and provide primary prevention interventions represent promising opportunities to improve outcomes and personalise care in those at risk of CRC. By systematic review of the literature, I highlight the gaps in comparative effectiveness analyses of post-polypectomy surveillance. Using micro-simulation methods I assess the role of non-invasive, faecal immunochemical testing in surveillance programmes, to optimise post-polypectomy surveillance programmes, and in an accompanying sub-study, I explore the value of adding an adjunct diet and lifestyle intervention. The acceptability of such revisions is exposed to patient preference evaluation by discrete choice experiment methods. These preferences are accompanied by evidence generated from the prospective evaluation of the health literacy, numeracy, sedentary behaviour levels, body mass index (BMI) and information provision about cancer risk factors, to highlight the potential opportunities for personalisation and optimisation of surveillance. Additional analysis examines the optimisation of a screening programme facing colonoscopy constraints, highlighting the attendant potential to reduce costs and save lives within current capacity.

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