Simulation and modelling of turbulent flows under influence of streamline curvature and system rotation have been considered. Direct numerical simulations have been performed for fully developed rotating turbulent channel flow using a pseudo-spectral code. The rotation numbers considered are larger than unity. For the range of rotation numbers studied, an increase in rotation number has a damping effect on the turbulence. DNS-data obtained from previous simulations are used to perform a priori tests of different pressure-strain and dissipation rate models. Furthermore, the ideal behaviour of the coefficients of different model formulations is investigated. The main part of the modelling is focused on explicit algebraic Reynolds stress models (EARSMs). An EARSM based on a pressure strain rate model including terms that are tensorially nonlinear in the mean velocity gradients is proposed. The new model is tested for a number of flows including a high-lift aeronautics application. The linear extensions are demonstrated to have a significant effect on the predictions. Representation techniques for EARSMs based on incomplete sets of basis tensors are also considered. It is shown that a least-squares approach is favourable compared to the Galerkin method. The corresponding optimality aspects are considered and it is deduced that Galerkin based EARSMs are not optimal in a more strict sense. EARSMs derived with the least-squares method are, on the other hand, optimal in the sense that the error of the underlying implicit relation is minimized. It is further demonstrated that the predictions of the least-squares EARSMs are in significantly better agreement with the corresponding complete EARSMs when tested for fully developed rotating turbulent pipe flow. / QC 20100825

This thesis analyzes the application of functional link-net (FLN) method in forecasting electricity demand in Turkey. Current official forecasting model (MAED), which is employed by Turkish Electricity Transmission Company (TEiAS) and other methods are discussed. An emprical investigation and evaluation of using functional link nets is provided.

Les matériaux à haute résistance, notamment les aciers et les alliages à base d'aluminium et de titane, sont largement utilisés dans l'aéronautique comme matériaux structuraux et de protection. Dans le cas de surcharges accidentelles impliquant des vitesses de chargement élevées et des conditions quasi adiabatiques, ces matériaux sont souvent sensibles au cisaillement adiabatique par bande. Les bandes de cisaillement adiabatique (BCA) sont des zones étroites de cisaillement intense qui résultent d'une instabilité thermomécanique et qui conduisent à une rupture prématurée du matériau. À un stade avancé du processus de localisation, des micro-cavités (MCs) ont été observées dans les BCAs. Ces MCs peuvent coalescer pour former des fissures et mener à la rupture de la structure. Ainsi, les mécanismes couplés d'ASB+MC agissent comme un précurseur à la rupture catastrophique et il est par conséquent important de modéliser numériquement leurs effets dans des structures soumises à des sollicitations à haute vitesse. Les BCAs apparaissent aussi dans certaines applications industrielles, telles que l'usinage à grande vitesse, où elles favorisent le festonnement du copeau. Un postulat de grande échelle est appliqué ici où la longueur caractéristique du volume élémentaire représentatif (VER) est plus grande que la largeur de bande, et non l'inverse comme fait communément. L'objectif du travail présenté est d'enrichir un modèle décrivant les effets des BCAs en prenant en compte les conséquences de l'endommagement par MC dans le processus progressif de la rupture. Les effets des BCAs et des MCs sur la réponse du VER sont doubles : cinématique, à savoir une déviation progressif de l'écoulement plastique dans le plan de la bande décrite via des gradients de vitesse induits par les BCAs et par les MCs; et matériel, à savoir une dégradation anisotrope des modules élastiques et plastiques décrite via des variables tensorielles d'ordre deux de détérioration induite par les BCAs et par les MCs. L'amorçage des BCAs est déterminé à partir d'une analyse linéaire de stabilité et celui des MCs par une valeur critique du taux de restitution d'énergie local. L'intérêt de ce modèle avancé est démontré par comparaison avec un modèle orienté application du type (1-D) où D est une variable de détérioration isotrope. Le modèle enrichi ASB+MC est implémenté comme matériau utilisateur dans le code de calculs commercial par éléments finis LS-DYNA. [...] / High strength metallic materials, notably steel and light-weight titanium and aluminium alloys, are widely used in aeronautical and other structures. In case of accidental overload involving high strain rates and quasi adiabatic conditions, these materials are often susceptible to adiabatic shear banding. The adiabatic shear bands (ASB) are intense shear localisation zones resulting from thermomechanical instability and provoking premature material failure. At an advanced stage of the localisation process, the ASBs have been shown to contain micro-voids (MV) which may coalesce to form cracks and ultimately lead to the fracture of the structure. Thus the coupled mechanisms of ASB+MV act as a precursor to catastrophic failure and it is consequently crucial to numerically model their formation and effects when dealing with structures submitted to high loading rates. The ASBs are also observed in industrial applications such as high speed machining where their formation favours the chip serration. A large scale postulate is used herein to obtain a global insight into the structural material response. The shear band cluster is indeed contained/ embedded within the representative volume element (RVE), and not the opposite as usually considered. The objective here is to enrich a model describing the ASB effects by taking into account the consequences of the micro-voiding within the progressive failure process. The effects of ASB and MV initiation and evolution on the RVE (material point) response are double: kinematic, namely a progressive deviation of the plastic flow in the band plane described via specific ASB and MV induced velocity gradients; and material, namely a progressive anisotropic degradation of the elastic and plastic moduli described via ASB and MV induced second order tensor deterioration variables. The ASB onset criterion is derived from the linear perturbation analysis and the MV is activated using a critical value for the local energy release rate. The interest of this advanced constitutive model is emphasised by comparison with an application oriented (1-D) model where D is a scalar damage variable. [...]

Die studie vergelyk die prestasie van 'n koop-en-hou-strategie met die van 'n tydsberekeningstrategie binne die raamwerk van die arbitrasie-prysbepalingsteorie (APT) op die nywerheidsindeks van die Johannesburgse Aandelebeurs (JA). Die periode van die studie is oor twee tydperke, naamlik Januarie 1970 tot September 1987 en Januarie 1989 tot Junie 1997. Die langtermyntendens van die nywerheidsindeks en APT-faktore is bepaal deur die beste nie-reglynige model vir elke tydreeks te vind. Reglynige meervoudige stapsgewyse regressie-ontleding is gebruik om die bewegings van die nywerheidsindeks rondom die langtermyntendens te voorspel. Die sloeringsreekse van die langtermyntendensresidutelling van die APT-faktore en die sloeringsreekse van die eerste-ordeverskiltelling van die langtermyntendensresidutelling is as moontlike voorspellers gebruik. Gegrond hierop is beslissingslyne ontwik:kel wat gebruik is vir die implementering van 'n tydsberekeningstrategie. Die resultate van die studie is die volgende: • Waar die sloeringsreekse van die langtermyntendensresidutelling van die APTfaktore as moontlike voorspellers gebruik is, is die risiko-aangepaste opbrengskoers van 'n tydsberekeningstrategie 6, 41 persent en 0, 71 persent b6 die van 'n koop-en-hou-strategie vir tydperk een en twee onderskeidelik. • Waar die sloeringsreekse van die eerste-ordeverskiltelling van die langtermyntendensresidutelling van die APT-faktore as moontlike voorspellers gebruik is, is die risiko-aangepaste opbrengskoers van 'n tydsberekeningstrategie 10,40 persent en 1,04 persent b6 die van 'n koop-enhou- strategie vir tydperk een en twee onderskeidelik. Die belangrikste gevolgtrekking van die studie is dat die APT en 'n tydsberekeningstrategie teoreties en prakties versoenbaar is op die JA. Aanbevelings vir toekomstige navorsing is die volgende: ( 1) sistematiese risikofaktore, anders as makro-ekonomiese faktore, behoort identifiseer te word wat die voorspellingswaarde van die faktore in die tweede tydperk van die studie kan verhoog; (2) elke stap van die model wat ontwikkel is, behoort op elke indeks van die JA toegepas te word om die risiko-aangepaste opbrengskoers van 'n tydsberekeningstrategie toegepas op elkeen van die indekse met die van 'n koop-en-hou-strategie te vergelyk; en (3) die invloed van transaksiekoste en dividende op die potensiele voordele van tydsberekening moet bepaal word. / The study compares the performance of a buy-and-hold strategy with that of a markettiming strategy in the framework of the arbitrage pricing theory (APT) applied to the industrial index of the Johannesburg Stock Exchange (JSE). The study period is divided into two parts, namely January 1970 to September 1987 and January 1989 to June 1997. The long-term trend of the industrial index and every APT factor is determined by finding the best nonlinear model for each time series. Linear multiple stepwise regression analysis, with the lagged time series of the long-term trend error terms of the APT factors, is used to forecast the movement of the industrial index around its long-term trend. Decision lines were developed to implement a market-timing strategy. The results of the study are as follows: • Where the lagged time series of the long-term trend error terms of the APT factors were used as possible predictors, the risk-adjusted return of a markettiming strategy was 6, 41 percent and 0, 71 percent higher than that of a buyand- hold strategy for periods one and two respectively. • Where the lagged time series of the first-order difference of the long-term trend error term of the APT factors were used as possible predictors, the riskadjusted return of the market-timing strategy was 10,40 percent and 1,04 percent higher than that of a buy-and-hold strategy for periods one and two respectively. The main conclusion of the study is that the APT and a market-timing strategy are theoretically and practically reconcilable on the JSE. The main recommendations of the study are the following: (1) systematic risk factors, other than macroeconomic factors, should be identified in order to increase the forecasting value of these factors in the second period of the study; (2) each step of the model developed in this study should be repeated on every index of the JSE; and (3) the influence of transaction costs and dividends on the potential benefits of a market-timing strategy should be determined. / Business Management / DCom (Sakebestuur)

Die studie vergelyk die prestasie van 'n koop-en-hou-strategie met die van 'n tydsberekeningstrategie binne die raamwerk van die arbitrasie-prysbepalingsteorie (APT) op die nywerheidsindeks van die Johannesburgse Aandelebeurs (JA). Die periode van die studie is oor twee tydperke, naamlik Januarie 1970 tot September 1987 en Januarie 1989 tot Junie 1997. Die langtermyntendens van die nywerheidsindeks en APT-faktore is bepaal deur die beste nie-reglynige model vir elke tydreeks te vind. Reglynige meervoudige stapsgewyse regressie-ontleding is gebruik om die bewegings van die nywerheidsindeks rondom die langtermyntendens te voorspel. Die sloeringsreekse van die langtermyntendensresidutelling van die APT-faktore en die sloeringsreekse van die eerste-ordeverskiltelling van die langtermyntendensresidutelling is as moontlike voorspellers gebruik. Gegrond hierop is beslissingslyne ontwik:kel wat gebruik is vir die implementering van 'n tydsberekeningstrategie. Die resultate van die studie is die volgende: • Waar die sloeringsreekse van die langtermyntendensresidutelling van die APTfaktore as moontlike voorspellers gebruik is, is die risiko-aangepaste opbrengskoers van 'n tydsberekeningstrategie 6, 41 persent en 0, 71 persent b6 die van 'n koop-en-hou-strategie vir tydperk een en twee onderskeidelik. • Waar die sloeringsreekse van die eerste-ordeverskiltelling van die langtermyntendensresidutelling van die APT-faktore as moontlike voorspellers gebruik is, is die risiko-aangepaste opbrengskoers van 'n tydsberekeningstrategie 10,40 persent en 1,04 persent b6 die van 'n koop-enhou- strategie vir tydperk een en twee onderskeidelik. Die belangrikste gevolgtrekking van die studie is dat die APT en 'n tydsberekeningstrategie teoreties en prakties versoenbaar is op die JA. Aanbevelings vir toekomstige navorsing is die volgende: ( 1) sistematiese risikofaktore, anders as makro-ekonomiese faktore, behoort identifiseer te word wat die voorspellingswaarde van die faktore in die tweede tydperk van die studie kan verhoog; (2) elke stap van die model wat ontwikkel is, behoort op elke indeks van die JA toegepas te word om die risiko-aangepaste opbrengskoers van 'n tydsberekeningstrategie toegepas op elkeen van die indekse met die van 'n koop-en-hou-strategie te vergelyk; en (3) die invloed van transaksiekoste en dividende op die potensiele voordele van tydsberekening moet bepaal word. / The study compares the performance of a buy-and-hold strategy with that of a markettiming strategy in the framework of the arbitrage pricing theory (APT) applied to the industrial index of the Johannesburg Stock Exchange (JSE). The study period is divided into two parts, namely January 1970 to September 1987 and January 1989 to June 1997. The long-term trend of the industrial index and every APT factor is determined by finding the best nonlinear model for each time series. Linear multiple stepwise regression analysis, with the lagged time series of the long-term trend error terms of the APT factors, is used to forecast the movement of the industrial index around its long-term trend. Decision lines were developed to implement a market-timing strategy. The results of the study are as follows: • Where the lagged time series of the long-term trend error terms of the APT factors were used as possible predictors, the risk-adjusted return of a markettiming strategy was 6, 41 percent and 0, 71 percent higher than that of a buyand- hold strategy for periods one and two respectively. • Where the lagged time series of the first-order difference of the long-term trend error term of the APT factors were used as possible predictors, the riskadjusted return of the market-timing strategy was 10,40 percent and 1,04 percent higher than that of a buy-and-hold strategy for periods one and two respectively. The main conclusion of the study is that the APT and a market-timing strategy are theoretically and practically reconcilable on the JSE. The main recommendations of the study are the following: (1) systematic risk factors, other than macroeconomic factors, should be identified in order to increase the forecasting value of these factors in the second period of the study; (2) each step of the model developed in this study should be repeated on every index of the JSE; and (3) the influence of transaction costs and dividends on the potential benefits of a market-timing strategy should be determined. / Business Management / DCom (Sakebestuur)