The increasing volume of renewable and intermittent generation that is being connected to power systems means that system operators need more advanced dynamic control tools to manage the increase in congestion and the resulting pressure on system constraints. The introduction of synchronised measurement technology provides the wide area real-time measurements that are essential to develop and implement adaptive online solutions for current network issues. The objective of the research presented in this thesis is to design intelligent system integrity protection schemes (SIPS) that protect transmission lines and power transformers from thermal overloading. An intelligent protection scheme should be able to identify the fault severity, predict the post disturbance trend of system states, continue monitoring specific vulnerable system variables and propose an accurate solution that is tailored to the actual system conditions and the specific contingencies that have occurred. The intent of this research is to contribute to the development of adaptive protective schemes that are enabled by modern synchronized measurement technologies for future power systems. The research presented in this thesis focuses on the creation of novel Operational Tripping Schemes (OTSs) that explicitly satisfy both the functionality and economical requirements by integrating an improved assessment of thermal behaviour of the monitored assets. Novel OTSs are proposed for both transmission lines and transformers and they can be considered to be intelligent, adaptive and efficient SIPS for the thermal protection of system assets. A novel functional block is proposed that be included within the OTS and that uses optimization theory to determine the lowest cost solution to overheating in the time available. Furthermore, case studies have been conducted to verify the performance of each novel OTS using simulations of a full GB system model.

In this paper I derive the asymptotics of the exact, Euler, and Milstein ML estimators for diffusion models, including general nonstationary diffusions. Though there have been many estimators for the diffusion model, their asymptotic properties were generally unknown. This is especially true for the nonstationary processes, even though they are usually far from the standard ones. Using a new asymptotics with respect to both the time span T and the sampling interval ¢, I find the asymptotics of the estimators and also derive the conditions for the consistency. With this new asymptotic result, I could show that this result can explain the properties of the estimators more correctly than the existing asymptotics with respect only to the sample size n. I also show that there are many possibilities to get a better estimator utilizing this asymptotic result with a couple of examples, and in the second part of the paper, I derive the higher order asymptotics which can be used in the bootstrap analysis.

Lietuvos Respublikoje nuo 2004 metų veikia nauja socialinio draudimo pensijų sistema. Ji suteikia Lietuvos Respublikos gyventojams teisę kaupti papildomai pensijos daliai pensijų fonduose. II ir III pakopos pensijų fondų veiklos priežiūrą atlieka Lietuvos Respublikos Vertybinių popierių komisija. Pensijos yra tam tikra taupymo forma, kuri leidžia sulyginti pajamas per visą gyvenimo laikotarpį. Kiekvienas dirbantis žmogus gali taupyti tam tikrą einamųjų pajamų dalį, taip užtikrindamas sau išmokas iš÷jus į pensiją. Todėl išsivysčiusiose šalyse pensijos ir pensijų fondai vystėsi jau nuo senų laikų – jų užuomazgų galima rasti jau XVII amžiuje. Pirmosios valstybinės pensijos įvestos, generolo Oto fon Bismarko dėka, Vokietijoje 1889 metais. Daugumoje Europos Sąjungos valstybių praktikoje išryškėjo tendencija II pensijų sistemos pakopą daryti kaip privalomąją. Lietuvos Respublikos privalomąjį pobūdį išlaikė tik pirmoji pakopa, tuo tarpu antroji ir trečioji yra savanoriškos. Nuo 2004 m. sausio m÷n. 1 d. Lietuvos Respublikos gyventojai dalį įmokų “Sodrai” turi teisę pervesti į pensijų fondus, o taip pat gali savanoriškai kaupti papildomai pensijos daliai pensijų fonduose ar gyvybės draudimo įmonėse, mokėdami tam tikro dydžio įmokas. Teisę tapti pensijų fondo dalyviu turi asmenys, privalomai draudžiami valstybiniu socialiniu pensijų draudimu pagrindinei ir papildomai pensijos daliai gauti, išskyrus asmenis, kurie jau yra sukakę senatvės pensijos amžių. Pensijų įmokos dydis 2006 metais... [to full text] / Lithuanians, since 01/01/04, a part of their payments to “Sodra” can remit in pension funds. All pension accumulation enterprises are strictly controlled and supervised by the Stock Commission. Pension is a particular way on saving, which allows dispensing lifetime income. Every working person can put aside a certain part of his income, thus guaranteeing allowance when the person retires. In wealthy countries pensions and pension funds have existed for a long time, their origins dating as far back as the 17th. First retirement was instituted by Otto von Bismarck in Germany 1889. There is a tendency that in most of European Union states II level’s of the pension system are compulsory. In Lithuania only I level is compulsory, while II and III are voluntary. Lithuanians, since 01/01/04, a part of their payments to “Sodra” can remit in pension funds, also they can accumulate voluntary for subsidiary part of the pension in pension funds or insurance enterprises, by making certain payments. To become a participant of the pension fund may a person, who is compulsory insured with the social retirement insurance, to get main or subsidiary part of pension. Person, who is already turned the retirement age, have no right to participate in the second level. In 2006 the pension payment is 4.5 percent, since 2007 – 5.5 percent of participant’s income, from which the national social security payments are countable. Payments are remitted from VSDF (National Social Insurance Fund) budget to... [to full text]

The main aim of this research was to gain a better understanding of the surface and groundwater systems in order to sustainably manage the resource for both current and future generations. Three aquifers are present within the Hinds Rangitata Plain. Aquifer one extends from near surface to approximately 40 - 50 m, aquifer two occurs from approximately 40 - 90 m, and aquifer three occurs from approximately 90 - 150 m. Aquifer one is shown to occur as a series of permeable, iron stained, poorly connected and laterally discontinuous lenses, within and often separated by less permeable sandy or tight claybound gravels. Lenses range from a few centimeters to 20 m wide and from a few centimeters to 1 m thick. These permeable layers are known to be the dominant sources of groundwater from aquifer one. In all three aquifers depth to groundwater and water seasonal water level fluctuations increase with increasing distance inland from the coast. Aquifer one gains and loses groundwater along different sections of the Hinds and Rangitata Rivers. The Hinds Rangitata Plain can be broken into seven distinct zones based on differences in the dominant source (s) of groundwater recharge within each zone. The boundaries for each zone were determined by comparing the short-term seasonal water level fluctuations observed over the course of this study and the long-term water level records, with rainfall, river flows and Mayfield-Hinds Scheme recharge. The majority of the zones also have distinctly different groundwater chemistry and oxygen-18 (d18O) values. Flows in drains and the Hinds River were highly influenced by groundwater levels. Drains and springs within the Mayfield-Hinds Irrigation Scheme were highly influenced by irrigation recharge where as those closer to the coast were more influenced by rainfall. A regional water balance of the Hinds Rangitata Plain was carried out for a one period, between September 2005 and August 2006. During this period, total recharge was 375 m3 x 106, total discharge was 227 m3 x 106, and the outflow was 148 m3 x 106. Data collected during the course of this study showed that rainfall recharge was dominant, accounting for 67 % of the total recharge. The Mayfield-Hinds Irrigation Scheme accounted for 30 % of the total recharge, with a relatively small contribution each from the Rangitata Diversion Race and Hinds River. In terms of discharge, the combined discharge from the drains and Rangitata River terrace springs, accounted for 62 % of the total discharge, with the remaining discharge from coming from groundwater abstraction. There are no overall losses to groundwater from either the Rangitata River or from stockwater race.

Thesis (M. Hous. M.)--University of Hong Kong, 1998. / Includes bibliographical references (leaves 110-112).

Thesis (M. Hous. M.)--University of Hong Kong, 1999. / Includes bibliographical references (leaves 229-234).

Thesis (M.Hous.M.)--University of Hong Kong, 1998. / Includes bibliographical references (leaves 110-112). Also available in print.

Thesis (M.Hous.M.)--University of Hong Kong, 1999. / Includes bibliographical references (leaves 229-234). Also available in print.

We investigate an explicit tamed Euler scheme of stochastic differential equation with random coefficients driven by Lévy noise, which has super-linear drift coefficient. The strong convergence property of the tamed Euler scheme is proved when drift coefficient satisfies one-sided local Lipschitz condition whereas diffusion and jump coefficients satisfy local Lipschitz conditions. A rate of convergence for the tamed Euler scheme is recovered when local Lipschitz conditions are replaced by global Lipschitz conditions and drift satisfies polynomial Lipschitz condition. These findings are consistent with those of the classical Euler scheme. New methodologies are developed to overcome challenges arising due to the jumps and the randomness of the coefficients. Moreover, as an application of these findings, a tamed Euler scheme is proposed for the stochastic delay differential equation driven by Lévy noise with drift coefficient that grows super-linearly in both delay and non-delay variables. The strong convergence property of the tamed Euler scheme for such SDDE driven by Lévy noise is studied and rate of convergence is shown to be consistent with that of the classical Euler scheme. Finally, an explicit tamed Milstein scheme with rate of convergence arbitrarily close to one is developed to approximate the stochastic differential equation driven by Lévy noise (without random coefficients) that has super-linearly growing drift coefficient.

Zwei numerische Verfahren, das Upstream- und das MacCormack-Verfahren, werden im Hinblick auf ihre Eigenschaften bei der Lösung unterschiedlicher Advektionsprobleme verglichen. Das Letzere, welches eine Genauigkeit zweiter Ordnung liefert, wird in den Impulsadvektionsteil des numerischen Strömungsmodells MISKAM implementiert und anhand von Sensitivitätsstudien mit dem Upstream-Verfahren verglichen. Anschließend findet eine Modellevaluierung mit Hilfe von Datensätzen, welche am Hamburger Grenzschichtwindkanal erzeugt wurden, statt. Das Verfahren zeigt bei stabiler thermischer Modellschichtung signifikant veränderte Ergebnisse, deutlich zeigt sich die verringerte numerische Diffusion, vor allem im Bereich von Ecken und Kanten eines Hindernisses. / Two numerical schemes are compared concerning their numerical abilities when solving different advection problems. MacCormack\''s scheme which is of second order accuracy is implemented in the numerical flow model MISKAM in order to calculate the advection of momentum. It is compared to the upstream scheme with the help of sensitivity studies and with a model evaluation using wind tunnel data from the University of Hamburg. The scheme shows for stable thermical stratification significant differences near the edges of obstacles that result mainly from the reduced numerical diffusion which was the major problem when using the upstream scheme.