Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1982. / MICROFICHE COPY AVAILABLE IN ARCHIVES AND ENGINEERING / Includes bibliographical references. / by William Robert Gandler. / M.S.

In the last decades, in most of the OECD countries employment relations have been changing and atypical forms of employment have been spreading rapidly. The “standard contract”, permanent and full-time, has lost importance, replaced by “flexible jobs”, such as fixed-term contracts, temporary work agency employment, variable working hours jobs, on call employment. A debate has been rising on whether atypical jobs, especially short-term contracts, might spur the development of a secondary labour market, in which the unemployed might get trapped in a cycle between dead-end jobs and unemployment. On the other hand, disadvantaged groups excluded from employment by too strict regulations might benefit most from the enhanced flexibility. Chapter 1 introduces this debate, Chapters 2 and 3 shed light on it. I analyse the labour market performance of workers who left unemployment through short-term jobs. I infer what counterfactual labour market performance would have been undertaken if the unemployed had rejected these jobs. In this way, it can be established whether short-term jobs may increase or decrease the chances of having a more stable career later in life, i.e. whether they are “stepping stones” or “dead ends”. I find evidence supporting the stepping stone hypothesis both in Italy and in Belgium. In terms of future job stability, even precarious and unsuccessful jobs are to be preferred to longer searches for directly finding better jobs. Chapter 4 is an identification analysis of the econometric models for duration data that encompass competing risks of exits, consecutive spells, and lagged duration dependence. Finally, Chapter 5 provides a new estimation strategy to look at the effect of past labour market experiences on two aspects of the subsequent job quality: wage and tenure on the job. The methodological novelty consists in jointly modelling labour market durations, transitions, and wages by way of a hazard-function based approach.

La tesi è strutturata in 3 capitoli e analizza gli investimenti e la regolamentazione nel broadband market". Il primo capitolo analizza la letteratura teorica ed empirica sul rapporto tra gli investimenti e la regolamentazione nel settore delle telecomunicazioni. Il secondo capitolo fornisce un'analisi teorica sullo "stepping-stone theory". La terza parte fornisce un'analisi sull'impatto dei diversi regimi normativi per la costruzione della Next Generation Networks. / This dissertation is composed of three papers and discusses the issue of investment and regulation in broadband market. The first paper reviews the specialized but growing branch of the literature. It surveys the relevant theoretical and empirical literature on the relationship between regulation, at both retail and wholesale level, and investment in telecoms infrastructures. Theoretical analyses state that with respect to retail (incentive) regulation, the firm‘s incentive to invest is related to the level of price cap. As for access regulation, mandatory unbundling can possibly discourage firms‘ incentive to invest, but this is not the case for all circumstances because some studies have displayed an opposite (positive) effect on investment. The influence of regulators‘ limited ability to make credible commitment ex ante is not negligible either. Evidence in empirical findings exhibits a certain disunity. The majority concludes that local loop unbundling based on forward-looking cost methodology discourages both ILECs and CLECs from investing in networks, so that the stepping-stone theory is possibly not supported by the data; other findings support the non-negative effect of access regulation on investment. The second paper provides theoretical analysis on the stepping-stone theory. We dynamically model the competition between a vertically-integrated incumbent firm and a facilities-free new entrant in broadband market, where both firms are entitled with investment options: not only can the incumbent decide how much to spend in upgrading its existing network, but also the entrant can choose whether and when to invest on the construction of its own network. The analysis is conducted under three different kinds of competition: pure services-based, pure facilities-based and mixed competition. We find that the entrant's ability to provide value-added services affects the incumbent's investment choice. Our simulation results support the stepping-stone theory that access regulation provides an impetus for the entrant to invest in their own facilities after entering the market based on leased lines. It is also socially desirable because both the overall welfare and the consumer surplus are maximized in a regulated market under mixed competition. The third paper studies impacts of different regulatory regimes on the construction of Next Generation Networks (NGNs). We model the competition between a vertically-integrated incumbent firm and a facilities-free entrant firm in broadband market, where the incumbent has an investment option to upgrade its current network to the NGN. In order to analyze how policy settings affect the incumbent firm‘s investment choice, three kinds of regulatory regimes are discussed: no regulation, partial regulation (only the traditional network is regulated and the NGN is unregulated) and full regulation (both the traditional network and the NGN are regulated). We find that not only the entrant‘s ability to provide value-added services, but also the substitution factor that indexes the decrease in consumers‘ willingness to pay for the traditional service once the investment occurs, affect the incumbent‘s investment choice. Moreover, the comparison of results under different regimes shows that the incumbent invests the most under partial regulation, which sheds some light on impelling the deployment of Next Generation Networks.

In this research, nonlinear attitude controllers are designed for a low earth orbit satellite intended to be used in observatory missions. The attitude is represented by the Modified Rodriguez Parameters (MRP) which is a minimal representation providing a fully invertible kinematics. As a difference from the classical satellite models existent in the literature, the model of this work incorporates the dynamics of the reaction wheel (actuator) including a brushless dc motor which is armature controlled. The total model has four group of state vectors which are the attitude, body rates, actuator torque and velocity. The main control approach of this research is developed by utilizing integrator back - stepping which provides a recursive stabilization methodology to the designer. For performance comparison, a second controller based on input output feedback linearization (IOFL) is presented. Both of the approaches produce a torque demand law and this is used for generating a desired reaction wheel velocity command. A reaction wheel controller uses the motor as the actuator and produces the necessary amount of the torque according to the desired wheel velocity command. In addition for the back - stepping based approach, a stability analysis against the external disturbance torques is also provided. Simulations are presented for validating the performance and robustness of the proposed controllers.

Step motors are motion control mechanisms that convert digital pulses into mechanical shaft rotation. They provide high precision positioning and repeatability of movement without a closed loop control, which is preferable for industrial applications in which accurate positioning control is needed. In this thesis, design and realization of a step motor driver will be performed using micro-stepping, which is based on controlling the current of each winding of the motor continuously and solves noise and resonance problems as well as providing an increase in accuracy and resolution.

Conventional coupling paradigms used nowadays to couple various physics components in reactor analysis problems can be inconsistent in their treatment of the nonlinear terms. This leads to usage of smaller time steps to maintain stability and accuracy requirements thereby increasing the computational time. These inconsistencies can be overcome using better approximations to the nonlinear operator in a time stepping strategy to regain the lost accuracy. This research aims at finding remedies that provide consistent coupling and time stepping strategies with good stability properties and higher orders of accuracy. Consistent coupling strategies, namely predictive and accelerated methods, were introduced for several reactor transient accident problems and the performance was analyzed for a 0-D and 1-D model. The results indicate that consistent approximations can be made to enhance the overall accuracy in conventional codes with such simple nonintrusive techniques. A detailed analysis of a monoblock coupling strategy using time adaptation was also implemented for several higher order Implicit Runge-Kutta (IRK) schemes. The conclusion from the results indicate that adaptive time stepping provided better accuracy and reliability in the solution fields than constant stepping methods even during discontinuities in the transients. Also, the computational and the total memory requirements for such schemes make them attractive alternatives to be used for conventional coupling codes.

This thesis develops a generic framework based on the Fourier transform for pricing and hedging of various options in equity, commodity, currency, and insurance markets. The pricing problem can be reduced to solving a partial integro-differential equation (PIDE). The Fourier Space Time-stepping (FST) framework developed in this thesis circumvents the problems associated with the existing finite difference methods by utilizing the Fourier transform to solve the PIDE. The FST framework-based methods are generic, highly efficient and rapidly convergent. The Fourier transform can be applied to the pricing PIDE to obtain a linear system of ordinary differential equations that can be solved explicitly. Solving the PIDE in Fourier space allows for the integral term to be handled efficiently and avoids the asymmetrical treatment of diffusion and integral terms, common in the finite difference schemes found in the literature. For path-independent options, prices can be obtained for a range of stock prices in one iteration of the algorithm. For exotic, path-dependent options, a time-stepping methodology is developed to handle barriers, free boundaries, and exercise policies. The thesis includes applications of the FST framework-based methods to a wide range of option pricing problems. Pricing of single- and multi-asset, European and path-dependent options under independent-increment exponential Levy stock price models, common in equity and insurance markets, can be done efficiently via the cornerstone FST method. Mean-reverting Levy spot price models, common in commodity markets, are handled by introducing a frequency transformation, which can be readily computed via scaling of the option value function. Generating stochastic volatility, to match the long-term equity options market data, and stochastic skew, observed in currency markets, is addressed by introducing a non-stationary extension of multi-dimensional Levy processes using regime-switching. Finally, codependent jumps in multi-asset models are introduced through copulas. The FST methods are computationally efficient, running in O(MN^d log_2 N) time with M time steps and N space points in each dimension on a d-dimensional grid. The methods achieve second-order convergence in space; for American options, a penalty method is used to attain second-order convergence in time. Furthermore, graphics processing units are utilized to further reduce the computational time of FST methods.

Metal cutting is an important process used to manufacture components with machined surfaces or holes. Due to the wide usage o f this manufacturing process, research with the aim to optimize the cutting processes is important. Improving cutting techniques even mild)s can result in major cost savings in high volume production. Better machining practices will result in products of better precision and of greater useful life . Benefits can also be had from increasing the rate of production and producing a bigger variety of .. products with the tools available. The area of metal cutting has been researched widely by people like Tourrett, Taylor, Cohen, Davis and many others to find improved techniques and methods. This project was conducted to improve cutting conditions by ensuring that the tool geometry is always optimal . The effect of tool geometry on cutting performance has been discussed in detail by many researchers, but the practical application of these theories is an area that needs further attention. For this project a device was developed to vary the tool geometry with stepper motors on command from the controller. This device was used for research into the viability of varying tool geometry during machining to obtain different cutting conditions. Stepper motors ensure high accuracy in the control of tool geometries. The ease of controlling stepper motors, also simplified the controlling program and communication devices a lot. Rotating the stepper motors results in rotation o f the tool holder around the tool tip. Tool angles are varied without affecting the other cutting parameters like the depth o f cut, metal removal rate and cutting speed. With these cutting parameters staying the same, the change in tool geometry should result in a change in the power consumed during cutting and the force required for cutting . Other measurements for cutting performance like temperature of the tool and workpiece and the acoustic print of the tool will also change. Results prove that cutting force measurement can be used effectively to measure the optimal cutting conditions . The back rake angles and side rake angles have the biggest influence of all the tool angles on metal cutting . This is demonstrated by a number of researchers [28] as discussed in section 2 . 2. This thesis proves how the on-line changing of tool geometry, ensures the optimal cutting conditions. / Thesis (Ph.D.-Mechanical Engineering)-University of Natal, 1996.

This thesis develops a generic framework based on the Fourier transform for pricing and hedging of various options in equity, commodity, currency, and insurance markets. The pricing problem can be reduced to solving a partial integro-differential equation (PIDE). The Fourier Space Time-stepping (FST) framework developed in this thesis circumvents the problems associated with the existing finite difference methods by utilizing the Fourier transform to solve the PIDE. The FST framework-based methods are generic, highly efficient and rapidly convergent. The Fourier transform can be applied to the pricing PIDE to obtain a linear system of ordinary differential equations that can be solved explicitly. Solving the PIDE in Fourier space allows for the integral term to be handled efficiently and avoids the asymmetrical treatment of diffusion and integral terms, common in the finite difference schemes found in the literature. For path-independent options, prices can be obtained for a range of stock prices in one iteration of the algorithm. For exotic, path-dependent options, a time-stepping methodology is developed to handle barriers, free boundaries, and exercise policies. The thesis includes applications of the FST framework-based methods to a wide range of option pricing problems. Pricing of single- and multi-asset, European and path-dependent options under independent-increment exponential Levy stock price models, common in equity and insurance markets, can be done efficiently via the cornerstone FST method. Mean-reverting Levy spot price models, common in commodity markets, are handled by introducing a frequency transformation, which can be readily computed via scaling of the option value function. Generating stochastic volatility, to match the long-term equity options market data, and stochastic skew, observed in currency markets, is addressed by introducing a non-stationary extension of multi-dimensional Levy processes using regime-switching. Finally, codependent jumps in multi-asset models are introduced through copulas. The FST methods are computationally efficient, running in O(MN^d log_2 N) time with M time steps and N space points in each dimension on a d-dimensional grid. The methods achieve second-order convergence in space; for American options, a penalty method is used to attain second-order convergence in time. Furthermore, graphics processing units are utilized to further reduce the computational time of FST methods.

As quedas são responsáveis pela maior causa de lesões em idosos. Além disso, tratase do incidente mais freqüente que acomete essa população, aumentando de forma exponencial a fragilidade e muitas vezes levando os idosos à morte. Após perturbações inesperadas, a capacidade de readequar o controle postural está notadamente diminuída em idosos, o que leva ao aumento da propensão a quedas nessa população. A reduzida capacidade de reagir a perturbações inesperadas é atribuída a deficiências cumulativas relacionadas ao envelhecimento, tais como a redução da força muscular, diminuição da velocidade de contração muscular e modificações no tempo de reação e capacidade de processamento de informações. Estudos disponibilizam informações sobre uma grande quantidade de procedimentos que foram propostos a fim de minimizar os efeitos do envelhecimento e aumentar a capacidade de controle postural em idosos. Apesar da grande variedade de intervenções disponíveis, poucos estudos reconhecem de fato a razão pela qual a intervenção proposta é, em certos casos, bem ou mal sucedida. Recentemente os mecanismos responsáveis por manter a estabilidade dinâmica do corpo foram determinados em modelos de expressões matemáticas que identificavam as variáveis físicas que atuam no corpo durante a manutenção do equilíbrio postural. A partir de então, certos pesquisadores propõem que o treinamento desses mecanismos por meio da incorporação de movimentos específicos durante uma atividade dinâmica seria fundamental para melhorar as capacidades de controle postural frente a perturbações inesperadas, aumentando a possibilidade de sucesso em intervenções que busquem a prevenção de ocorrência das quedas. Portanto, esse estudo teve como objetivo geral verificar os efeitos de um treinamento realizado no mini trampolim sobre o controle postural de idosos. As hipóteses do presente estudo se baseiam no fato de que um treinamento realizado no mini trampolim, voltado especificamente para o treino dos mecanismos responsáveis pelo controle do equilíbrio postural dinâmico, deverão melhorar a capacidade de reação dos idosos durante um momento de instabilidade postural, prevenindo dessa forma as quedas. Na tentativa de verificar os efeitos do treinamento no mini trampolim sob diferentes enfoques que envolvem situações relacionadas ao controle postural, essa Tese de doutorado foi dividida em três estudos. O primeiro estudo identificou os efeitos do treinamento por 14 semanas no mini trampolim sobre a capacidade de reação e manutenção da estabilidade dos idosos em meio a uma queda súbita para frente. O segundo estudo avaliou a capacidade adaptativa dos idosos no desenvolvimento de reações de equilíbrio eficientes durante uma perturbação súbita e inesperada no teste de marcha, antes e após o período de 14 semanas de treinamento no mini trampolim. O terceiro estudo teve como objetivo avaliar se o treinamento no mini trampolim altera o pico de torque isométrico dos grupos musculares extensor do joelho e flexor plantar do tornozelo e também o desempenho no teste de deslocamento anterior máximo, verificando se existe correlação entre os resultados desses dois testes. Para atingir os objetivos propostos acima, vinte e dois sujeitos com 67±4 anos de idade participaram como voluntários do grupo experimental nesses estudos e doze sujeitos (68±3 anos de idade) participaram do grupo controle, apenas no primeiro estudo. Nos três estudos realizados, os sujeitos foram avaliados em dois momentos: a) previamente a realização do treinamento e b) após as 14 semanas de treinamento no mini trampolim. A avaliação realizada no primeiro e segundo estudos foi baseada na análise da variável conhecida como Margem de Estabilidade. Essa variável permite quantificar precisamente a situação de estabilidade de um corpo em condição dinâmica a partir da análise dos mecanismos responsáveis pela estabilidade, tais como a extrapolação do centro de massa, limites da base de suporte, projeção vertical do centro de massa no solo e velocidade horizontal do centro de massa. Após o treinamento no mini trampolim por 14 semanas (freqüência semanal = duas vezes por semana), os sujeitos treinados foram submetidos a avaliação final. No caso do grupo controle do primeiro experimento, este foi submetido a avaliação final idêntica a primeira após três meses sem qualquer participação em atividades física regulares. Os resultados do primeiro estudo evidenciam que os idosos possuem melhor performance no teste de queda para frente após serem submetidos ao treinamento no mini trampolim. A variável margem de estabilidade revelou que os sujeitos conseguiram restabelecer o controle do equilíbrio dinâmico durante a queda para frente a partir de maiores inclinações corporais (posturas mais instáveis) quando comparados a avaliação inicial e ao desempenho do grupo controle. Os resultados indicam também o aumento da velocidade de aumento da base de suporte, sugerindo que esse foi o mecanismo responsável pela melhora do desempenho no teste de queda para frente após o período de treinamento. No segundo estudo os resultados mostram que os idosos, após freqüentarem o treinamento, possuem maior capacidade de reação e adaptação a perturbações inesperadas. Os dados indicaram, por meio da melhora da variável margem de estabilidade, que a magnitude da capacidade de adaptação foi maior e que as reações mediadas por feedback proprioceptivo tornaram-se mais eficazes em conter a instabilidade postural. O estudo aponta que a capacidade de aumento da base de suporte durante a reação a uma perturbação inesperada foi o mecanismo preponderante responsável pela melhora no desempenho no teste após o treino por 14 semanas no mini trampolim. O terceiro estudo revelou que o treino no mini trampolim produziu aumento da capacidade de produção de torque flexor plantar do tornozelo durante uma contração isométrica voluntária máxima; no entanto, o mesmo não ocorreu para o grupo muscular extensor do joelho. Esse estudo evidenciou ainda a melhora na capacidade de deslocamento anterior do corpo por meio da análise do comportamento do centro de pressão em relação à base de suporte do sujeito. A partir da correlação existente entre os resultados de pico de torque e deslocamento anterior máximo, foi possível sugerir que o aumento do torque muscular flexor plantar de tornozelo gerado pelo treinamento foi o responsável pela melhora no desempenho do teste de deslocamento anterior, e que a força muscular é condição importante para o controle postural neste teste estático. Em resumo, os resultados dos estudos realizados nessa Tese evidenciaram, sob diferentes enfoques biomecânicos, que a intervenção realizada com idosos no mini trampolim por 14 semanas, baseada em exercícios que buscavam treinar os mecanismos responsáveis pela estabilidade dinâmica, são capazes de melhorar (1) as reações posturais durante o restabelecimento do equilíbrio dinâmico no teste de queda para frente, (2) as respostas posturais preditivas e reativas em meio a uma perturbação inesperada durante a marcha, (3) o desempenho no teste de controle postural estático de deslocamento anterior máximo e (4) e aumentar o pico de torque isométrico dos músculos flexores plantares do tornozelo. Assim pode-se concluir que o treinamento no mini trampolim e, principalmente, o treinamento dos mecanismos responsáveis pelo controle da estabilidade dinâmica, são ferramentas eficazes a serem utilizadas em atividades que pretendam reduzir o risco de quedas e aumentar a estabilidade postural de idosos. / Falls are the major cause of injuries in the elderly. Moreover, it is the most frequent cause of injury amongst the elderly, increasing their vulnerability and, not rarely, leading to death. After a sudden perturbation, the capacity of regaining postural control is clearly diminished in the elderly. The reduced capacity to react during unexpected perturbations come as a result of the age-related cumulative deficiencies, such as lower muscle strength, contraction velocity, reaction time and the reduced capacity of information processing. Several studies aiming at minimizing the age-related deficiencies and enhancing postural control capacities can be found in the literature. However, only a few have searched for the reasons that had led to the intervention outcomes. Recently, the mechanisms through which the dynamic stability is maintained have been described, identifying some important variables acting during the dynamic stability recovery. Concerning these findings some researchers suggest that training interventions with a high dynamic component, incorporating specific movements that exercise the mechanisms responsible for the dynamic stability could enhance postural control during unexpected perturbations and would improve the possibility of success of interventions that intend to prevent falls in the elderly. Therefore, the purpose of this study was to analyze the effects of a mini trampoline training on elderly postural control. We hypothesize that a mini trampoline training based on exercises that enhance the mechanisms through which the dynamic stability is maintained would be an efficient intervention to improve the postural stability reactions during unexpected perturbations and prevent falls. In an attempt at studying the effects of the trampoline training through different approaches and circumstances of the postural control, this thesis was divided into three studies. The first study aimed at investigating the effects of a 14-week mini trampoline training on the postural recovery capacities during a sudden forward fall. The second, assessed the capacities of developing efficient adaptative adjustments to recover from unexpected perturbations during locomotion after the 14-week mini trampoline training for the elderly. The third, evaluated the effects of mini trampoline training on: a) the peak isometric torque of knee extensors and ankle plantarflexors muscles; b) the center of pressure (CP) displacement during maximal anterior body inclination and c) if there was a correlation between the results of muscle force and the maximal anterior body displacement task. In order to achieve the objectives described above, twenty two elderly subjects (67±4 years) were taken as volunteers for the experimental group (trained group) and additionally twelve subjects (68±3 years) were included as controls for the first study. During the procedure of the three studies the trained subjects were assessed in two moments: a) previously to the mini trampoline training (pre measurement) and b) after the 14-week mini trampoline training period (post measurement) or after 3 months for the control group (post measurement). The assessments of the first and second studies were based on the variable called “margin of stability”. This method was described by Hof et al. (2005), and allows a precise measurement of the dynamic stability situation of a body by the analysis of the mechanisms responsible for maintaining the dynamic stability, such as extrapolation of Center of Mass (CM), boundaries of base of support (BoS), vertical projection of the CM to the ground, horizontal velocity of CM among others. The results of the first study showed that the trained elderly improved their recovery performance after a sudden forward fall after the mini trampoline training. The variable margin of stability at the instant of release of the forward fall decreased after training, showing that the subjects were able to recover stability with a single step from more inclined positions (more unstable positions) while compared either to pre-measurement and to the control group performance. The results also showed that the higher rate of BoS increase was the main parameter responsible for the improvement in the dynamic stability control after training. The results of the second study showed evidence that after the training period the trained subjects increased their postural reaction and adaptation capacities during sudden perturbations in the gait. The data indicated that the higher capacity of increase the BoS after the mini trampoline training was the main factor responsible for the more efficient feedback reactions as well as predictive responses while recovering from a perturbation in the gait protocol. The third study revealed that the training increased the peak torque of the ankle plantarflexors, but not from the knee extensors during a maximal isometric voluntary contraction. In addition, the results showed an improvement in the maximal CP displacement related to the BoS, leading to shorter distances between BoS and CP. The negative correlation between the results from peak ankle plantarflexors torque and the distances (BoS – CP) suggests that the higher torque produced after the training is important for stability and was the responsible for the improvement on the static balance task related to the maximal anterior projection of the body. In summary, the results of the three studies performed in the thesis under different approaches showed evidences that the 14-week mini trampoline training intervention based on exercises that enhance the mechanisms responsible for dynamic stability were capable to improve (1) elderly dynamic stability postural reactions while recovering from a forward fall with a single step, (2) the predictive and the reactive feedback mediated responses in the recovery of an unexpected perturbation during locomotion, (3) the peak isometric torque of the ankle plantarflexors and (4) the performance in the static balance task of maximal anterior body projection. Therefore, it is possible to conclude that the mini trampoline training, and specially the training of the mechanisms responsible for dynamic stability, is an efficient approach that should be used and stimulated in every intervention that wishes to reduce the fall risk and improve the postural stability in the elderly.