The wear comfort of a prosthesis is of great importance for amputee patients. The wear comfort can be affected by changes in the interface between the residual limb and prosthesis socket, which can be caused by time-dependent volume fluctuations of the tissue, leading to unwanted local pressure marks. The basis to ensure time-independent wear comfort of a prosthesis is to identify these changes. Common techniques for identifying these variations have a negative impact on the sensitive interface between the residual limb and prosthesis. The following paper contains a proof of concept for the detection of local pressure marks without affecting the described interface using structural dynamics measurements, exemplarily shown at a prosthetic socket for transfemoral amputees in a test bench scenario. The dynamical behaviour of the investigated system is analysed in the form of frequency response functions acquired for different pressure locations and preloads using an impact hammer for excitation and a triaxial acceleration sensor. The frequency response functions show major changes for the various boundary conditions with respect to their frequency-dependent compositions. The results demonstrate how the utilised method enables the identification of changes in local pressure marks regarding the variation of position and magnitude.

京都大学 / 新制・課程博士 / 博士(農学) / 甲第23239号 / 農博第2446号 / 新制||農||1083(附属図書館) / 学位論文||R3||N5329(農学部図書室) / 京都大学大学院農学研究科地域環境科学専攻 / (主査)教授 村上 章, 教授 藤原 正幸, 教授 渦岡 良介 / 学位規則第4条第1項該当 / Doctor of Agricultural Science / Kyoto University / DGAM

This article investigates the interrelations between the initial members of the Euro area and five important Central and Eastern European economies. We set up a theoretical open economy model to derive the Purchasing Power Parity, the Interest Rate Parity, the Fisher Inflation Parity, and an output gap relation. After taking convergence into account, they are used as restrictions on the cointegration space of a structural vector error correction model. We then employ generalized impulse response analysis to assess the dynamic effects of shocks in output and interest rates on the respective other area as well as the implications of shocks in the exchange rate and in relative prices on both areas. The results show a high degree of interconnectedness between the two economies. There are strong positive spillovers in output to the respective other region with the magnitude of the impact being similarly strong in both areas. Furthermore, we find a multiplier effect being present in Eastern Europe and some evidence for the European Central Banks' desire towards price stability. (author's abstract) / Series: Department of Economics Working Paper Series

This thesis studies bubbles in the U.S. stock market and how they are influenced by monetary policy pursued by the FED. Using Kalman filtering, the log-real price of S&P 500 is decomposed into a market-fundamentals component and a bubble component. The market-fundamentals component depends on the expected future dividends and the required rate of return, while the bubble component is treated as an unobserved state vector in the state-space model. The results suggest that, mainly in recent decades, the bubble has accounted for a substantial portion of S&P 500 price dynamics and might have played a significant role during major bull and bear markets. The innovation of this thesis is that it goes one step further and investigates the effects of monetary policy on both estimated components of S&P 500. For this purpose, the block- restriction VAR model is employed. The findings indicate that the decreasing interest rates have a significant short-term positive effect on the market-fundamentals component but not on the bubble. On the other hand, quantitative easing seems to have a positive effect on the bubble but not on the market-fundamentals component. Finally, the results suggest that the FED has not been successful at distinguishing between stock price movements due to fundamentals or the price misalignment.

本篇主要為原物料指數與總體經濟物價間動態關聯性的研究。由於近年來糧食價格高漲，本研究選取CRB現貨指數（Commodity Research Bureau）、CCI期貨指數（Continuous Commodity Index），與CRB農產品指數為原物料指數以觀察原物料價格對總體面物價影響的程度；研究期間為2001年10月至2011年3月；總經物價指標選擇生產者物價指數（PPI）、消費者物價指數（CPI）、再加上國內生產毛額（GDP）；選取的國家為美國、臺灣與中國。本研究以Johansen共整合、向量自我迴歸模型、向量誤差修正模型、Granger因果關係檢定及衝擊反應分析等方法，探討三項原物料指數與總體經濟指標的互動關係。 研究結果顯示，原物料指數與總體指標之間的長期均衡關係不明顯。因果檢定顯示，CCI指數在因果檢定上領先CRB指數與CRB農產品指數；除了美國的GDP之外，CCI指數也領先各項總體經濟指標，但不論是CRB現貨指數或CRB農產品指數，對總經物價指標的領先-落後關係都不明顯，表示在CCI指數為較佳的預測指標。由衝擊反應分析的結果顯示，除了有共整合關係的變數間相互影響為長期性之外，受影響的物價指標僅在短期內會受到原物料價格變動的影響：總體物價指標面對原物料價格波動的反應約3期之後反應便逐漸消失，顯示原物料價格與總體物價指數之間的短期失衡期間並不長。 / This paper investigates the relationship between the commodity indexes and macroeconomic price indexes. Due to the sharp increase of food price in recent years, we add CRB index (Commodity Research Bureau), CCI index (Continuous Commodity Index), and CRB foodstuffs index in the research to see the magnitude of commodity price indexes to macroeconomic price indexes. This paper selects United State, Taiwan and China as samples and manages to find out the relationship of commodity indexes and macroeconomic price indexes by applying monthly data from October 2001 to March 2011. Macroeconomic price indexes are PPI (Producer Price Index), CPI( Consumer Price Index) and plus GDP Index. This paper tries to get the answer by applying Johansen Cointegration Test, Vector Autoregression Model(VAR), Vector Error Correction Model (VECM), Granger causality test and Impulse Response Analysis. The result does not show obvious long-term relationship between commodity price indexes and macroeconomic price indexes; and Granger causality test exhibits that CCI index takes the lead in the change of time. But we do not get consistent result between CRB index, CRB foodstuffs index and macroeconomic price indexes in Granger causality test which means commodity spot indexes do not necessarily lead in the change of time. This result implies that CCI index a better indicator in forecasting. According to Impulse Response Analysis, macroeconomic price indexes are influenced by commodity index only in a short period of time and this result tells us that the disequilibrium between commodity indexes and macroeconomic price indexes will not last long.

Forced response analysis of bladed disk assemblies plays a vital role in rotor blade design and has been drawing a great deal of attention both from research community and engine industry for more than half a century. However because of the phenomenon called &lsquo / mistuning&rsquo / , which destroys the cyclic symmetry of a rotor, there have been several difficulties related to forced response analysis ever since, two of which are addressed in this thesis: efficient non-linear forced response analysis of mistuned bladed disks and mistuning identification. On the nonlinear analysis side, a new solution approach is proposed studying the combined effect of non-linearity and mistuning, which is relatively recent in this research area and generally conducted with methods whose convergence and accuracy depend highly on the number of degrees of freedom where non-linear elements are attached. The proposed approach predicts nonlinear forced response of mistuned bladed disk assemblies considering any type of nonlinearity. In this thesis, special attention is given to the friction contact modeling of bladed disks which is the most common type of nonlinearity found in bladed disk assemblies. In the modeling of frictional contact a friction element which enables normal load variation and separation of the contact interface in three-dimensional space is utilized. Moreover, the analysis is carried out in modal domain where the differential equations of motions are converted to a set of non-linear algebraic equations using harmonic balance method and modal superposition technique. Thus, the number of non-linear equations to be solved is independent of the number of non-linear elements used. On the mistuning identification side, a new method is enclosed herein which makes use of neural networks to assess unknown mistuning parameters of a given bladed disk assembly from its assembly modes, thus being suitable for integrally bladed disks. The method assumes that a tuned mathematical model of the rotor under consideration is readily available, which is always the case for today&rsquo / s realistic bladed disk assemblies. A data set of selected mode shapes and natural frequencies is created by a number of simulations performed by mistuning the tuned mathematical model randomly. A neural network created by considering the number of modes, is then trained with this data set for being used to identify mistuning of the rotor from measured data. On top of these, a new adaptive algorithm is developed for harmonic balance method, several intentional mistuning patterns are investigated via excessive Monte-Carlo simulations and a new approach to locate, classify and parametrically identify structural non-linearities is introduced.

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The worldwide economic downturn and recession in the second half of 2008 were mainly the result of the crises that influenced the world‟s financial markets. After the financial crisis, the extended period of rapid credit growth that was driven by asset price increases, especially property prices, came to an end. This identified two problems central to the theme of this study. The first problem was illustrated through the recent crisis, which showed that problems in the financial sector have a potentially destabilising effect on the economy, to such an extent that they also affect the real economy. The second problem highlighted by the recent financial crisis pertains to the current macroeconomic framework, which indicates policy failure to detect and deal with financial sector instabilities. The objective of this study was to develop a framework in which the influence that rapidly growing credit and asset prices have on financial stability could be determined. Two distinct empirical models were estimated in order to reach the main objective of this study. The first model established the influence that asset prices and credit growth have on the real economy. It concluded that a long-run relationship exists between inflation, real GDP, credit extended to the private sector, house prices and share prices. A bi-directional relationship was found between house and share price, which indicates the interdependence of asset prices in SA. The transmission channels assume that credit is influenced by interest rates, but the results also found that interest rates are largely influenced by credit. The second model determined the influence of asset prices and credit on financial stability. A significant long-run relationship was found between financial stability, share and house prices, and between share prices, credit and financial stability. It was found that credit and share prices can be used to signal financial instability, and share prices can help to determine future credit extended to the private sector. In addition, the empirical analysis indicated that a credit market squeeze will be experienced after a decrease in financial stability. Lastly, credit extended will increase as a result of shock to house and share prices and financial stability will decrease when there is a shock to share and house prices. / MCom (Economics), North-West University, Potchefstroom Campus, 2013

The worldwide economic downturn and recession in the second half of 2008 were mainly the result of the crises that influenced the world‟s financial markets. After the financial crisis, the extended period of rapid credit growth that was driven by asset price increases, especially property prices, came to an end. This identified two problems central to the theme of this study. The first problem was illustrated through the recent crisis, which showed that problems in the financial sector have a potentially destabilising effect on the economy, to such an extent that they also affect the real economy. The second problem highlighted by the recent financial crisis pertains to the current macroeconomic framework, which indicates policy failure to detect and deal with financial sector instabilities. The objective of this study was to develop a framework in which the influence that rapidly growing credit and asset prices have on financial stability could be determined. Two distinct empirical models were estimated in order to reach the main objective of this study. The first model established the influence that asset prices and credit growth have on the real economy. It concluded that a long-run relationship exists between inflation, real GDP, credit extended to the private sector, house prices and share prices. A bi-directional relationship was found between house and share price, which indicates the interdependence of asset prices in SA. The transmission channels assume that credit is influenced by interest rates, but the results also found that interest rates are largely influenced by credit. The second model determined the influence of asset prices and credit on financial stability. A significant long-run relationship was found between financial stability, share and house prices, and between share prices, credit and financial stability. It was found that credit and share prices can be used to signal financial instability, and share prices can help to determine future credit extended to the private sector. In addition, the empirical analysis indicated that a credit market squeeze will be experienced after a decrease in financial stability. Lastly, credit extended will increase as a result of shock to house and share prices and financial stability will decrease when there is a shock to share and house prices. / MCom (Economics), North-West University, Potchefstroom Campus, 2013

Analysis of vibration of systems with uncertainty in material properties under the influence of a random forcing function is an active area of research. Especially the characterization based on mode shapes and frequencies of linear vibrating systems leads to much discussed random eigenvalue problem, which repeatedly appears while analyzing a number of engineering systems. Such analyses with conventional schemes for significant variation of system parameters for large systems are often not viable because of the high computational costs involved. Appropriate tools to reduce the size of stochastic vibrating systems and efficient response calculation are yet to mature. Among the mathematical tools used in this case, polynomial chaos formulation of uncertainties shows promise. But this comes with the implementation issue of solving large systems of nonlinear equations arising from Bubnov-Galerking projection in the formulation. This dissertation reports the study of such dynamic systems with uncertainties characterized by the probability distribution of eigen solutions under a stochastic finite element framework. In the context of structural vibration, the determination of appropriate modes to be considered in a stochastic framework is not straightforward. In this dissertation, at first the choice of dominant modes in stochastic framework is studied for vibration problems. A relative measure, based on the average energy contribution of each mode to the system, is developed. Further the interdependence of modes and the effect of the shape of the load on the choice of dominant modes are studied. Using these considerations, a hybrid algorithm is developed based on polynomial chaos framework for the response analysis of a structure with random mass and sickness and under the influence of random force. This is done by using modal truncation for response analysis with in a Monte Carlo loop. The algorithm is observed to be more efficient and achieves a high degree of accuracy compared to conventional techniques. Considering the fact that the Monte Carlo loops within the above mentioned hybrid algorithm is easily parallelizable, the efficient implementation of it depends on the SFE solution. The set of nonlinear equations arising from polynomial chaos formulation is solved using matrix-free Newton’s iteration using GMRES as linear solver. Solution of a large system using a iterative method like GMRES necessitates the use of a good preconditioner. Keeping focus on the par-allelizability of the algorithm, a number of efficient but cheap-to-construct preconditioners are developed and the most effective among them is chosen. The solution process is parallelized for large systems. The scalability of solution process in conjunction with the preconditioner is studied in details.