Phased arrays eliminate the problems of mechanical steering by using fast and reliable electronic components for steering the main beam. Modeling and simulation of beam steering for 1D and 2D arrays is the aspect that is considered in this thesis. A 1D array with 4 elements and a 2D array with 16 elements are studied in the X-band (8-12 GHz). The RF front-end of a phased array radar is modeled by means of ADS Momentum (Advanced design system).

In this thesis, the turbine blade design eligible for ocean current conditions is proposed using blade element momentum theory. in the beginning, the performance of water turbines is evaluated by CFD (computational fluid dynamics) package code, so as to design the suitable turbine under various conditions. The blade design encompasses parameters of the hydrofoil selection and blade shape which affect the turbine performance. Shortly following the investigation of the aforementioned parameters, the turbine¡¦s performance with radius of two meter is also studied. The current conditions include the yaw and the pitch angle of the turbine relative to the current flow direction, as well as the periodic flow conditions on the performance of the water turbine. Lastly, the electricity generation is estimated by the present device. The results show that hydrofoils with less changes in the angle of attack with respect to the lift-drag ratio help enhance the turbine¡¦s performance. The feedback mechanism is added to the blade design procedure to make sure that the turbine design caters to the best angle of attack. A turbine with two-meter radius can garner 34% of the sea current energy at most, living up to the project goal of exceeding the efficiency of 30%. The simulated test indicates that the adequate enlargement of the blade not only sustains the maximal efficiency, but it also lowers the stress imposed on the blade. Given the ocean current conditions, it is also shown that the turbine¡¦s efficiency is proportional to the cubic cosine incident angle of inflow velocity alongside with the enlargement of the turbine radius. When it comes to the current electricity generation, from the in-situ measurement data, the current maximal velocity near the sea region is around 1.3 m/s. If incorporated with the self excited induction generator with the efficiency of 55%, a one-meter-radius turbine is estimated to be able to generate 530W at most, while a two-meter-radius turbine is estimated to generate 2.5KW. However, the use of the permanent magnet generator can produce 45% more electricity than a self excited induction generator.

Taiwanese stock market. The results suggest that there exist two heterogeneous agents in Taiwanese stock market, £\-investors behaving as long-term contrarian and £]-investor behaving as short-term momentum traders. To depict in detail the practical financial market, this research empirically tests HAM with different fundamental values (measured by the moving average price in different rolling windows) across different investment frequencies (daily, weekly and monthly). The result suggests that £\-investors (fundamentalists) expect prices to deviate from the short-term moving average but mean revert to long-term moving average. Beta investors (chartists) act as momentum traders in daily and monthly frequency, but short-term contrarian in weekly frequency. In addition, this study tests whether the parameters in HAM can explain some characteristics of crashes and bubbles. The result suggests that there are different investor behaviors in Asian, Dotcom, and Subprime crashes. By comparing the parameters (£\, £], and £^) of each individual stock, the study finds that stocks with contrarian £\-investors and short-term momentum £]-investors acting as short-term momentum traders have more volatile price pattern. As to crashes and individual stock volatility, the result suggests that sudden crashes (abrupt price decline) tend to occur in the stocks with short-term momentum traders, and while general crash (longterm economic cycle) tend to occur in the stocks with long-term contrarian investors. Stocks with larger Gamma, proxy for uncertainty, tends to have general crash only when £\-investors acting as contrarian and £]-investors acting as momentum traders.

Stationarity is an essential property to portfolio return in the past statistical arbitrage strategy, this article uses Neo-75 rule, momentum effect, properties as independent and identically distribution and stationarity in error term, in one asset and in the very short holding period. The result in out sample period owning positive cumulative return. The finding suggests individual investors use this strategy in higher efficiency market to avoid invalidation in our model. This article surveyed CAC40, DJI, HangSeng, NASDAQ, Nikkei225, Shanghai and TWII indices. All the excess returns in out sample periods indicate they are exclude weak form of efficient market.

The number of building projects in Taiwan has rapidly increased each year, and the vacancy rate has reached a peak at 19.7%, an astonishing number. Therefore, this study examines the financial performance of property firms who execute building projects by calculating their Economic Value Added (EVA) and Economic Value Added Momentum (EVA Momentum). In addition, because numerous financial factors may affect EVA, this study examines how these factors influence the EVA of property firms to ascertain which factors are relevant. Furthermore, this study monitors the EVA of these firms to determine their relationship with the property cycle index to establish whether a causality exists between them.

The study applies the phase-field method to simulate the behavior between bubble and liquid-solid front in the solidification. During the process, the two-phase flow module is used to match up with temperature and phase-field function to determine the percentage of- solid, liquid, and gas- in the domain. The governing equations for mass, momentum and energy contain coefficients which are related to percentage of phases.The result show that the surface tension and the temperature difference will influence the shape of bubble and the velocity of solidification.

none

This study mainly investgates the investment performance of momentum strategies and contrarian strategies in Taiwan stock market. There are three purposes in this paper. First, we examine whether the momentum strategies and contrarian strategies can create significant profits under different formulation horizons and holding horizons, then we discuss the reasons for the profits of significant profits strategies, including risk, seasonality, industrial momentum, time series predictability of stock returns and cross-sectional variation in the mean returns, and stock underreation, overreaction, and random walk. Second, we derive the mix strategies from the combination of momentum strategies and contrarian strategies for the same holding horizons and test the investment performance of mix strategies empirically. Finally, we study whether the investment strategies of stock mutual funds in Taiwan are industrial momentum strategies or industrial contrarian strategies, and which strategies can create better industrial investment performance. The main conclusions and suggestions are as follows: First, we find the momentum strategies are more successful in Taiwan as a whole, especially from 1991/1/1 to 2000/12/31. There are only three significant profits strategies in 147 strategies totally for three different test periods, including the (24,24) strategy and (36,24) strategy from 1991/1/1 to 2000/12/31, and (1,12) strategy from 1981/1/1 to 1990/12/31. For the reasons of the profits of the three strategies, we find the negative alphas in the F&F three factors model and underreation from the decreasing returns in the post holding horizons, so we should use the momentum strategies very carefully in Taiwan stock market. Second, we find the success of mix strategies theoretically and empirically. Nevertheless, we can¡¦t increase the profits for considering more different sub-strategies if there are no successful sub-strategies with different formulation horizons. Finally, we find the investment strategies of stock mutual funds almost are industrial momentum strategies, which realized significantly better industrial performance then the industrial contrarian strategies. It suggests that the industrial momentum strategies are not irrational and can increase the speed of adjustment of industrial index to its intrinsic value. On the other hand, stock mutual funds can perform well by the momentum strategies without superior information collection and analysis.

To simulate dispersed two-phase flows CFD tools for predicting the local particle number density and the size distribution are required. These quantities do not only have a significant effect on rates of mixing, heterogeneous chemical reaction rates or interfacial heat and mass transfers, but also a direct relevance to the hydrodynamics of the total system, such as the flow pattern and flow regime. The Multiple Size Group (MUSIG) model available in the commercial codes CFX-4 and CFX-5 was developed for this purpose. Mathematically, this model is based on the population balance method and the two-fluid modeling approach. The dispersed phase is divided into N size classes. In order to reduce the computational cost, all size groups are assumed to share the same velocity field. This model allows to use a sufficient number of particle size groups required for the coalescence and breakup calculation. Nevertheless, the assumption also restricts its applicability to homogeneous dispersed flows. We refer to the CFX MUSIG model mentioned above as the homogeneous model, which fails to predict the correct phase distribution when heterogeneous particle motion becomes important. In many flows the non-drag forces play an essential role with respect to the bubble motion. Especially, the lift force acting on large deformed bubbles, which is dominated by the asymmetrical wake, has a direction opposite to the shear induced lift force on a small bubble. This bubble separation cannot be predicted by the homogeneous MUSIG model. In order to overcome this shortcoming we developed an efficient inhomogeneous MUSIG model in cooperation with ANSYS CFX. A novel multiple velocity multiple size group model, which incorporates the population balance equation into the multi-fluid modeling framework, was proposed. The validation of this new model is discussed in this report.

Turbulence dispersion is a phenomenon of practical importance in many multiphase flow systems. It has a strong effect on the distribution of the dispersed phase. Physically, this phenomenon is a result of interactions between individual particles of the dispersed phase and the continuous phase turbulence eddies. In a Lagrangian simulation, a particle-eddy interaction sub-model can be introduced and the effect of turbulence dispersion is automatically accounted for during particle tracking. Nevertheless, tracking of particleturbulence interaction is extremely expensive for the small time steps required. For this reason, the Lagrangian method is restricted to small-scale dilute flow problems. In contrast, the Eulerian approach based on the continuum modeling of the dispersed phase is more efficient for densely laden flows. In the Eulerian frame, the effect of turbulence dispersion appears as a turbulent diffusion term in the scalar transport equations and the so-called turbulent dispersion force in the momentum equations. The former vanishes if the Favre (mass-weighted) averaged velocity is adopted for the transport equation system. The latter is actually the total account of the turbulence effect on the interfacial forces. In many cases, only the fluctuating effect of the drag force is important. Therefore, many models available in the literature only consider the drag contribution. A new, more general derivation of the FAD (Favre Averaged Drag) model in the multi-fluid modeling framework is presented and validated in this report.