The task of modeling and controlling the evolution of dynamical sys- tems is one of the main objectives in mechatronics engineering. When approaching the problem of controlling physical or digital systems, the dynamical models have been historically divided into continuous-time, described by differential equations, and discrete-time, described by difference equations. In the last decade, a new class of models, known as hybrid dynamical systems, has gained popularity in the control community because of its high versatility. This framework combines continuous-time and discrete- time evolution, thus allowing for both the description of a broader class of systems and the achievement of better-performing controllers, compared to the traditional continuous-time alternatives. After the first rigorous introduction of the framework, several Lyapunov-based results were published in the literature, and numerous application areas were shown to benefit from the introduction of a hybrid dynamics, like systems involving impacts or physical systems connected to digital controllers (cyber-physical systems). In this thesis, we use the hybrid framework to study different mechatronics-inspired control problems. The applications we consider are diverse, so we split the presentation into three parts. In the first part we further analyze a particular hybrid control strategy, known as reset control, providing some new theoretical guarantees, together with an application to adaptive control. In the second part we consider two applications of the hybrid framework to the network dynamics field, specifically we analyze the problems of distributed state estimation and of uniform synchronization of nonlinear oscillators. In the third part, we use a hybrid approach to study two applications where this framework has been rarely employed, or not at all, namely smart agriculture and trajectory tracking for a bipedal walking robot. We study these application-inspired problems from a theoretical point of view, giving robust Lyapunov-based stability guarantees. We complement the theoretical analysis with numerical results, obtained from simulations or from experiments.

Workflow systems aim to provide automated support for the conduct of certain business processes. Workflow systems are driven by workflow specifications which among others, capture the execution interdependencies between various activities. These interdependencies are modelled by means of different control flow constructors, e.g., sequence, choice, parallelism and synchronisation. It has been shown in the research on workflow patterns that the support for and the interpretation of various control flow constructs varies substantially across workflow systems. Two of the most problematic patterns relate to the OR-join and to cancellation. An OR-join is used in situations when we need to model " wait and see" behaviour for synchronisation. Different approaches assign a different (often only intuitive) semantics to this type of join, though they do share the common theme that synchronisation is only to be performed for active paths. Depending on context assumptions this behaviour may be relatively easy to deal with, though in general its semantics is complicated, both from a definition point of view (in terms of formally capturing a desired intuitive semantics) and from a computational point of view (how does one determine whether an OR-join is enabled?). Many systems and languages struggle with the semantics and implementation of the OR-join because its non-local semantics require a synchronisation depending on an analysis of future execution paths. This may require some non-trivial reasoning. The presence of cancellation features and other OR-joins in a workflow further complicates the formal semantics of the OR-join. The cancellation feature is commonly used to model external events that can change the behaviour of a running workflow. It can be used to either disable activities in certain parts of a workflow or to stop currently running activities. Even though it is possible to cancel activities in workflow systems using some sort of abort function, many workflow systems do not provide direct support for this feature in the workflow language. Sometimes, cancellation affects only a selected part of a workflow and other activities can continue after performing a cancellation action. As cancellation occurs naturally in business scenarios, comprehensive support in a workflow language is desirable. We take on the challenge of providing formal semantics, verification techniques as well as an implementation for workflows with those features. This thesis addresses three interrelated issues for workflows with cancellation regions and OR-joins. The concept of the OR-join is examined in detail in the context of the workflow language YAWL, a powerful workflow language designed to support a collection of workflow patterns and inspired by Petri nets. The OR-join semantics has been redesigned to represent a general, formal, and decidable approach for workflows in the presence of cancellation regions and other OR-joins. This approach exploits a link that is proposed between YAWL and reset nets, a variant of Petri nets with a special type of arc that can remove all tokens from a place. Next, we explore verification techniques for workflows with cancellation regions and OR-joins. Four structural properties have been identified and a verification approach that exploits coverability and reachability notions from reset nets has been proposed. The work on verification techniques has highlighted potential problems with calculating state spaces for large workflows. Applying reduction rules before carrying out verification can decrease the size of the problem by cutting down the size of the workflow that needs to be examined while preserving some essential properties. Therefore, we have extended the work on verification by proposing reduction rules for reset nets and for YAWL nets with and without OR-joins. The proposed OR-join semantics as well as the proposed verification approach have been implemented in the YAWL environment.

Ett vanligt förekommande problem med produktionsutrustning på Eberspächer är driftstopp där grundorsaken är svår att identifiera. Användning av sofistikerade system som isolerar felkällan kan minska avhjälpningstiden och därför vara till stor nytta för produktiviteten samt operatörens arbetsmiljö. Följande rapport undersöker möjligheterna kring att automatisera en återställning av en maskin fokuserad på mät- och kvalitetskontroll, till ett ursprungsläge där driftpersonal kan återuppta produktion efter ett driftstopp. Inledningsvis började arbetet med en litteraturstudie från vilket information inhämtades om de olika automatiserade delarna i mätcellen. Vidare studerades även maskinens PLC-program för att försöka förstå vad koden i de olika programmerade blocken gör. Programmeringen av den automatiserade återställningen gjordes i enighet med Eberspächers riktlinjer och kravspecifikation. Utifrån insamlad information om maskinens funktion har ett program med önskad funktionalitet kunnat skapas. Slutsatsen som kan dras av detta arbete är att det finns stora fördelar med att automatisera funktioner som kan vara svåra och kräva mycket av användaren. Den automatiserade återställningen är ett bra exempel på en funktion där det finns ekonomisk, ekologisk och ergonomisk vinning av att göra en komplicerad aktion lätthanterlig. / A common problem with production equipment at Eberspächer is downtime where the root cause is difficult to identify. The use of sophisticated systems that isolate the source of the error can reduce the remediation time and therefore be of great benefit to productivity. The following report examines how to automate the restoration of a machine focused on measurement and quality control, to an original mode where operating personnel can resume production after a downtime. Initially, work began on a literature study from which information was obtained about the various automated parts of the measuring cell. Furthermore, the machine's PLC program was also studied to try to understand what the code in the various programmed blocks does. The programming of the automated recovery was done in accordance with Eberspächer's guidelines and specification. Based on collected information about the machine's function, it has been possible to create a program with the desired functionality. The conclusion that can be drawn from this work is that there are great advantages to automating functions that can be difficult and require a lot of the user. The automated reset is a good example of a feature where there are economic, ecological and ergonomic benefits of making a complicated action manageable.

Un modèle de commutation de mémoires résistives (ReRAM) est présenté. Celui-ci est basé sur deux hypothèses : (1) la commutation résistive est causée par des changements qui se produisent dans la zone étroite (région active) du filament conducteur sous l'influence du champ électrique et (2) la commutation résistive est un processus stochastique, donc régi par une probabilité. La région active est représentée par un réseau de connexions verticales, chacune composée de trois éléments électriques : deux d'entre eux sont de faible résistance tandis que le troisième agit comme un disjoncteur et peut être soit de résistance faible (LR) ou élevée (HR). Dans ce modèle, le changement d'état du disjoncteur est régi par une probabilité de commutation (P$_{s}$) qui est comparée à un nombre aléatoire « p ». P$_{s}$ dépend de la chute de tension le long du disjoncteur et de la tension de seuil, V$_{set}$ ou V$_{reset}$, pour définir les processus de « set » (HR à LR) et « reset » (LR à HR). Deux mécanismes de conduction ont été envisagés : ohmique pour un état LR et pour un état de résistance élevée l'effet tunnel facilité par un piège (TAT). Le modèle a été implémenté avec le langage de programmation Python et fonctionne avec une bibliothèque C externe qui optimise les calculs et le temps de traitement. Les résultats de la simulation ont été validés avec succès en les comparant avec des courbes courant-tension (IV) mesurées sur dispositifs ReRAM réels dont l'oxyde était fait de HfO$_{2}$ et pour neuf aires différentes. La flexibilité et la facilité de mise en œuvre de ce modèle de commutation résistive en font un outil puissant pour l'étude des ReRAM / A model for the switching of resistive random-access memories (ReRAM) is presented. This model is based on two hypotheses: (1) the resistive switching is caused by changes that occur in the narrow zone (active region) of the conductive filament under the influence of the electric field and (2) the resistive switching is a stochastic process governed by a switching probability. The active region is represented by a net of vertical connections, each one composed of three electrical elements: two of them are always low resistive (LR) while the third one acts as a breaker and can be low or high resistive (HR). In the model, the change of the breaker's state is governed by a switching probability (P$_{s}$) that is compared with a random number $p$. P$_{s}$ depend on the voltage drop along the breaker and the threshold voltage, V$_{set}$ or V$_{reset}$ for set (HR to LR) or reset (LR to HR) processes. Two conduction mechanism has been proposed: ohmic for the low resistive state and trap-assisted tunneling (TAT) for the high resistive state. The model has been implemented in Python and works with an external C-library that optimizes calculations and processing time. The simulation results have been successfully validated by comparing measured and modeled IV curves of HfO$_{2}$-based ReRAM devices of nine different areas. It is important to note that the flexibility and easy implementation of this resistive switching model allow it to be a powerful tool for the design and study of ReRAM memories

論文摘要 Reiner（1992）說明投資人對他國投資股票時，除了關心外國股價風險外，也關切匯率變動的風險，所以他提出了匯率連動選擇權，來規避匯率風險。另外，對於規避股價風險方面，Bouaziz, Briys and Crouhy（1994；以下簡稱BBC（1994））為了防止商品受人為操縱或其他原因而產生不合理的股價風險，提出遠期生效亞洲選擇權。以及Gray及Whaley（1999）提出了重設型賣權，它不但具有一般賣權的基本特徵，也能使投資人於購買股票時，同時買進一個重設型賣權。它不但可規避股價下跌的風險，在股價上升時，因賣權的重設使得保險的底值（Floor）向上提昇而鎖住股價上漲的資本利得。 本論文分別結合上述兩種選擇權的特徵（規避匯率風險與股價風險）而設計出兩種新金融商品，分別是：「匯率連動遠期生效亞洲選擇權」與「匯率連動重設型賣權」。它們的優點為：（1）可提供投資人同時對外國股價風險及匯率風險進行避險。（2）同時，評價模型的簡單化（類似Black-Scholes模型）以及避險操作的簡易性，使發行券商（或銀行）可獲得風險控管，因此可降低避險損失，提昇利潤。

本論文主要結合了「匯率連動選擇權」與「多點重設型選擇權」、「履約價回顧型選擇權」，除了評價與分析四款匯率連動多點重設型賣權以及匯率連動履約價回顧型賣權，並且探討重設點之選擇對於賣權價格之影響，使其理論與模型更為一般化，發行券商或銀行欲發行此類商品時，更能夠依據模型做更進一步之風險控管，藉以降低避險損失。 / For the most part, this article combines the quanto option with the multiple-reset put and lookback put. In addition to price and analyze the four specific types of quanto multiple-reset puts and quanto lookback puts, this article also provides a more comprehensive study on how the frequency of resetting in exercise price affects the quanto puts’ price and risk. When issuers issue this kind of financial product, based on the model in this article, they will be able to better control the risk further and secure the investment return by diminishing the loss of hedging.

傳統上，對於選擇權的評價模型，大抵可分為封閉解與數值分析兩大類。封閉解計算的速度快，但卻十分缺乏彈性，譬如無法求得美式解，相反的數值分析相當具有彈性，評價時卻比較耗時，譬如障礙選擇權。本文針對上面的問題，提出一個以數值分析中的樹狀模型為基礎，輔以封閉解來維持應有的彈性，並提高計算的速度，我們將此方法稱之為分解結合法。 由於樹狀模型用來評價重設型選擇權必須考慮消除重設界限所導致的非線性誤差，在本文中，主要是以Boyle and Lau(1994)的二元樹模型及Ritchken(1995)的三元樹模型作為主要的架構，搭配分解結合法來針對重設型選擇權進行研究。就本文分析的結果顯示，利用分解結合法不但能夠提高計算的速度，同時對於某些條件下的選擇權，還能夠減少其評價的波動度，效果相當的顯著。 本文主要針對單點單價式與整段時間單價式的重設型選擇權，推導適用分解結合法的方法。以此兩種基本的重設型選擇權為基礎，我們將相同的概念推廣至其他更複雜的重設型選擇權上。此外在選取結合的方式上，我們也可以充分利用已經推導出的重設型選擇權封閉解，應用在更複雜的重設條件上，無形中，增加了封閉解的應用彈性，也減少了樹狀模型的評價時間，所以具有一舉兩得的效果。此外，本文也針對分解結合法的評價速度，作一完整的比較。並在最後，本文也針對分解結合法下避險比率的計算以及重設型選擇權避險所特有的現象：Delta Jump、Negative Delta，這兩種情形發生的原因及可能的影響與因應之道進行分析。

This thesis presents methods for fabricating MicroElectroMechanical System (MEMS) actuators and high-flow gas microvalves using wafer-level integration of Shape Memory Alloys (SMAs) in the form of wires and sheets. The work output per volume of SMA actuators exceeds that of other microactuation mechanisms, such as electrostatic, magnetic and piezoelectric actuation, by more than an order of magnitude, making SMA actuators highly promising for applications requiring high forces and large displacements. The use of SMAs in MEMS has so far been limited, partially due to a lack of cost efficient and reliable wafer-level integration approaches. This thesis presents new methods for wafer-level integration of nickel-titanium SMA sheets and wires. For SMA sheets, a technique for the integration of patterned SMA sheets to silicon wafers using gold-silicon eutectic bonding is demonstrated. A method for selective release of gold-silicon eutectically bonded microstructures by localized electrochemical etching, is also presented. For SMA wires, alignment and placement of NiTi wires is demonstrated forboth a manual approach, using specially built wire frame tools, and a semiautomatic approach, using a commercially available wire bonder. Methods for fixing wires to wafers using either polymers, nickel electroplating or mechanical silicon clamps are also shown. Nickel electroplating offers the most promising permanent fixing technique, since both a strong mechanical and good electrical connection to the wire is achieved during the same process step. Resistively heated microactuators are also fabricated by integrating prestrained SMA wires onto silicon cantilevers. These microactuators exhibit displacements that are among the highest yet reported. The actuators also feature a relatively low power consumption and high reliability during longterm cycling. New designs for gas microvalves are presented and valves using both SMA sheets and SMA wires for actuation are fabricated. The SMA-sheet microvalve exhibits a pneumatic performance per footprint area, three times higher than that of previous microvalves. The SMA-wire-actuated microvalve also allows control of high gas flows and in addition, offers benefits of lowvoltage actuation and low overall power consumption. / QC 20120514

本研究以普通股風險與可轉換公司債之關係，探討我國企業所發行之國內可轉換公司債的經濟實質究竟為負債抑或權益。根據本研究結果，普通股風險與可轉換公司債呈負相關，顯示我國資本市場將我國企業所發行之國內可轉換公司債視為權益。本研究另將可轉換公司債依其契約中之轉換價格重設條款進行分類，研究結果顯示，我國資本市場將僅具反稀釋之轉換價格重設條款之可轉換公司債與同時具備反稀釋之轉換價格重設條款、轉換價格普通重設條款及轉換價格特別重設條款之可轉換公司債視作為權益。此外，轉換價格特別重設條款將使可轉換公司債更具權益之性質。本研究額外測試擔保條款之有無，是否會對於可轉換公司債之性質造成影響。研究結果顯示，可轉換公司債無論是否具備擔保條款，其性質皆為權益，而有擔保之可轉換公司債較無擔保之可轉換公司債更具權益之性質。 / This study seeks to determine whether the economic substance of convertible bonds is liabilities or equity. Our test focuses on how the convertible bonds relate to firms’ common equity risk. It is found that common equity risk is negatively associated with convertible bonds, indicating Taiwanese capital market regards convertible bonds as equity. Furthermore, this study divides convertible bonds into three different types depending on the reset clause of conversion price. It is found that Taiwanese capital market regards convertible bonds with the anti-diluted reset clause of conversion price and convertible bonds with the anti-diluted, regular, and special reset clause of conversion price as equity. Besides, it is found that the special reset clause of conversion price may make the economic substance of convertible bonds more equity-like. This study also tests whether guarantee clause effects the economic substance of convertible bonds. It is found that whether convertible bonds are guaranteed, Taiwanese capital market regards convertible bonds as equity. Moreover, compared with convertible bonds without guarantee clause, those with guarantee clause are relatively equity-like.

Within the realm of biosensing, DNA analysis has become an indispensable research tool in medicine, enabling the investigation of relationships among genes, proteins, and drugs. Conventional DNA microarray technology uses multiple lasers and complex optics, resulting in expensive and bulky systems which are not suitable for point-of-care medical diagnostics. The immobilization of DNA probes across the microarray substrate also results in substantial spatial variation. To mitigate the above shortcomings, this thesis presents a set of techniques developed for the CMOS image sensor for point-of-care spectrally-multiplexed fluorescent DNA sensing and other fluorescence biosensing applications. First, a CMOS tunable-wavelength multi-color photogate (CPG) sensor is presented. The CPG exploits the absorption property of a polysilicon gate to form an optical filter, thus the sensor does not require an external color filter. A prototype has been fabricated in a standard 0.35μm digital CMOS technology and demonstrates intensity measurements of blue (450nm), green (520nm), and red (620nm) illumination. Second, a wide dynamic range CMOS multi-color image sensor is presented. An analysis is performed for the wide dynamic-range, asynchronous self-reset with residue readout architecture where photon shot noise is taken into consideration. A prototype was fabricated in a standard 0.35μm CMOS process and is validated in color light sensing. The readout circuit achieves a measured dynamic range of 82dB with a peak SNR of 46.2dB. Third, a low-power CMOS image sensor VLSI architecture for use with comparator based ADCs is presented. By eliminating the in-pixel source follower, power consumption is reduced, compared to the conventional active pixel sensor. A 64×64 prototype with a 10μm pixel pitch has been fabricated in a 0.35μm standard CMOS technology and validated experimentally. Fourth, a spectrally-multiplexed fluorescence contact imaging microsystem for DNA analysis is presented. The microsystem has been quantitatively modeled and validated in the detection of marker gene sequences for spinal muscular atropy disease and the E. coli bacteria. Spectral multiplexing enables the two DNA targets to be simultaneously detected with a measured detection limit of 240nM and 210nM of target concentration at a sample volume of 10μL for the green and red transduction channels, respectively.