A new, two-dimensional model is presented for predicting the behaviour of tall, thin piezoelectric transducer structures, typical of those encountered in many ultrasonic phased array assemblies. Based on linear systems theory, the model may be represented in block diagram format, utilising feedback and feedforward loops to model mechanical and piezoelectric cross coupling, in addition to secondary and tertiary piezoelectric generation. As a result, the model permits a ready understanding of the electrical, mechanical and piezoelectric interactions which take place when two principal vibrational modes are present within a transducer structure. Comprehensive experimental and theoretical results are shown to produce close agreement, and compare favourably with alternative modelling strategies. It is considered that this novel approach will be of considerable benefit to the analysis and understanding of the transduction process within such structures.

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Estimating risk premia has been at the forefront of the financial economics' literature due to their informational content. Risk premia are of particular interest to academics, policymakers and practitioners given the information they disclose on expected asset returns for a given level of risk, their contribution in asset pricing and their ability to disentangle the different sources of risk. However, risk premia are unobserved and their estimates strongly differ from one study to another, as they are highly sensitive to the specification of the underlying model, sparking hence a strong interest in their analysis. The aim of the thesis is to estimate risk premia in a dynamic term structure model setting. The first part of the thesis comprises of an overview of a particular class of dynamic term structure models, namely affine term structure models. The overview will include important concepts and definitions. The second part of the thesis uses a risk-averse formulation of the uncovered interest rate parity to determine exchange rates through interest rate differentials, and ultimately extract currency risk premia. The method proposed consists of developing an affine Arbitrage-Free class of dynamic Nelson-Siegel term structure models (AFNS) with stochastic volatility to obtain the domestic and foreign discount rate variations, which in turn are used to derive a representation of exchange rate depreciations and risk premia. The third part of the thesis studies both the nominal and real UK term structure of interest rates using a Gaussian dynamic term structure model, which imposes the non-negativity of nominal short maturity rates. Estimates of the term premia, inflation risk premia and market-implied inflation expectations are provided.

京都大学 / 0048 / 新制・課程博士 / 博士(工学) / 甲第21350号 / 工博第4509号 / 新制||工||1702(附属図書館) / 京都大学大学院工学研究科社会基盤工学専攻 / (主査)教授 後藤 仁志, 教授 KIM Chul-Woo, 准教授 KHAYYER,Abbas / 学位規則第4条第1項該当 / Doctor of Philosophy (Engineering) / Kyoto University / DGAM

Made available in DSpace on 2014-06-11T19:30:54Z (GMT). No. of bitstreams: 0 Previous issue date: 2008-04-28Bitstream added on 2014-06-13T18:41:06Z : No. of bitstreams: 1 oliveira_lc_dr_sjrp.pdf: 1552331 bytes, checksum: ff9be69b536d540081c28a83bf038868 (MD5) / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / A topologia do estado nativo de uma proteína desempenha um papel crucial no processo de enovelamento. Neste trabalho uma nova aproximação utilizando aspectos topol ogicos para investigar a evolução protéica e apresentada. O modelo utiliza uma rede c ubica 3 3 3 de 27 monômeros e um mapa de conexões entre diferentes conformações em espa co de fase estrutural e de sequência. Desenhamos a melhor sequência não frustrada para cada uma das 103346 conformações maximamente compactas usando um algorítimo que maximiza o número de tipos de monômeros na sequência. Isto significa que cada sequência não pode possuir contatos desfavor aveis. O n umero m aximo de tipos de monômeros e 5. A sequência-conformação e considerada \protein-like se ela tem uma unica conformação de mais baixa energia, alem de acessibilidade e robustez. De todas as conformações maximamente compactas, somente 4; 75% geraram sequências \protein-like', o qual são o alvo neste estudo. Com esses dados realizamos simulações de Monte Carlo (MC) no qual examinamos as melhores sequêencias estruturas baseando-se no ZScore. A simulação e iniciada com uma sequência aleatória no qual e testada em todas as conformações, seguindo as regras estipuladas por MC. Se o ZScore aumenta, assumimos que a nova conformação e mais estável que a anterior. Esse processo e repetido até que as sequências otimamente desenhadas (com mais alto ZScore) são alcançadas. Mantendo as trajetórias originadas via MC, um mapa de conectividade sequências-estruturas e obtido. Os resultados mostram trajetórias conectadas com estruturas com baixos valores de ZScore. O aumento do ZScore ao longo da simulação conduz a um pequeno grupo de conformações preferenciais. O modelo sugere um funil de estruturas para a evolução de proteínas no qual as estruturas do fundo estão associadas com o ii \motif de uma proteína... / The topology of a protein native state plays a crucial role in the folding process. In this work a new approach using topological aspects to investigate the protein evolutions is presented. The model uses the 27-mer in a cubic lattice of 3 3 3, and a conection map between di erent conformations is found in the sequence and structural phase space. We designed the best unfrustrated sequence for each of the 103346 maximally compact conformation, using an algorithm that maximizes the number for monomers types in the sequence. This means that each sequence cannot have unfavorable contacts. The maximum number of types of monomer is 5. The sequence-conformation is considered protein-like if it has a unique lowest energy conformation, accessible and robust . Out of all maximally compact conformations, only 4,75% generated protein-like sequence, with are targeted in this study. With this data we performed a Monte Carlo simulations in which we probe for better sequence-structure based on Zscore. The simulation start which a random sequence and it is tested all conformations, nding its conformations according to the Monte Carlo rules. If the Zscore increases, we assume that the new conformation is more stable than the previous. This process is repeated until the optimally designed sequence (with the highest Zscore) is reached. Keeping track of all the Monte Carlo trajectories, a map of conectivity of sequence-structures is obtained. The results shows trajectories connected with structures of low Zscore values. The increase of Zscore along of the simulation leads to a small group of preferred conformations. The model suggest a funnel like structure for folding evolution, in which the structures at the bottom of the funnel are associated with the motif of a protein. This result can be a possible iv explanation for the restricted number of conformations compared to the large number of sequences... (Complete abstract click electronic access below)

The purpose of this master thesis is to address two main ways of dealing with used textile material in Czech Republic. It compares textile material as a component of a household waste with textile material as a component of a segregated waste. The main question that the thesis and the research done within it addresses is whether the costs, associated with textile waste management coming as the result of administrative tools and legislative action plans mounted to it, are not too high. Based on a calculated model of cost structure of both above mentioned variants their comparison could be performed. Analysis of its results pointed out, that under certain given conditions and assumptions the system of segregated waste collection is, despite its higher costs, effective. The outcome of this master thesis is proposed possible scenarios used to optimize textile waste management in the context of economic science methodology, available data and primary research questions.

<p>At present, carbon sequestration in terrestrial ecosystems slows the growth rate of atmospheric CO₂ concentrations, and thereby reduces the impact of anthropogenic fossil fuel emissions on the climate system. Changes in climate and land use affect terrestrial biosphere structure and functioning at present, and will likely impact on the terrestrial carbon balance during the coming decades - potentially providing a positive feedback to the climate system due to soil carbon releases under a warmer climate. Quantifying changes, and the associated uncertainties, in regional terrestrial carbon budgets resulting from these effects is relevant for the scientific understanding of the Earth system and for long-term climate mitigation strategies.</p> <p>A model describing the relevant processes that govern the terrestrial carbon cycle is a necessary tool to project regional carbon budgets into the future. This study (1) provides an extensive evaluation of the parameter-based uncertainty in model results of a leading terrestrial biosphere model, the Lund-Potsdam-Jena Dynamic Global Vegetation Model (LPJ-DGVM), against a range of observations and under climate change, thereby complementing existing studies on other aspects of model uncertainty; (2) evaluates different hypotheses to explain the age-related decline in forest growth, both from theoretical and experimental evidence, and introduces the most promising hypothesis into the model; (3) demonstrates how forest statistics can be successfully integrated with process-based modelling to provide long-term constraints on regional-scale forest carbon budget estimates for a European forest case-study; and (4) elucidates the combined effects of land-use and climate changes on the present-day and future terrestrial carbon balance over Europe for four illustrative scenarios - implemented by four general circulation models - using a comprehensive description of different land-use types within the framework of LPJ-DGVM.</p> <p>This study presents a way to assess and reduce uncertainty in process-based terrestrial carbon estimates on a regional scale. The results of this study demonstrate that simulated present-day land-atmosphere carbon fluxes are relatively well constrained, despite considerable uncertainty in modelled net primary production. Process-based terrestrial modelling and forest statistics are successfully combined to improve model-based estimates of vegetation carbon stocks and their change over time. Application of the advanced model for 77 European provinces shows that model-based estimates of biomass development with stand age compare favourably with forest inventory-based estimates for different tree species. Driven by historic changes in climate, atmospheric CO₂ concentration, forest area and wood demand between 1948 and 2000, the model predicts European-scale, present-day age structure of forests, ratio of biomass removals to increment, and vegetation carbon sequestration rates that are consistent with inventory-based estimates. Alternative scenarios of climate and land-use change in the 21^st century suggest carbon sequestration in the European terrestrial biosphere during the coming decades will likely be on magnitudes relevant to climate mitigation strategies. However, the uptake rates are small in comparison to the European emissions from fossil fuel combustion, and will likely decline towards the end of the century. Uncertainty in climate change projections is a key driver for uncertainty in simulated land-atmosphere carbon fluxes and needs to be accounted for in mitigation studies of the terrestrial biosphere.</p> / <p>Kohlenstoffspeicherung in terrestrischen Ökosystemen reduziert derzeit die Wirkung anthropogener CO₂-Emissionen auf das Klimasystem, indem sie die Wachstumsrate der atmosphärischer CO₂-Konzentration verlangsamt. Die heutige terrestrische Kohlenstoffbilanz wird wesentlich von Klima- und Landnutzungsänderungen beeinflusst. Diese Einflussfaktoren werden sich auch in den kommenden Dekaden auf die terrestrische Biosphäre auswirken, und dabei möglicherweise zu einer positiven Rückkopplung zwischen Biosphäre und Klimasystem aufgrund von starken Bodenkohlenstoffverlusten in einem wärmeren Klima führen. Quantitative Abschätzungen der Wirkung dieser Einflussfaktoren - sowie der mit ihnen verbundenen Unsicherheit - auf die terrestrische Kohlenstoffbilanz sind daher sowohl für das Verständnis des Erdsystems, als auch für eine langfristig angelegte Klimaschutzpolitik relevant.</p> <p>Um regionale Kohlenstoffbilanzen in die Zukunft zu projizieren, sind Modelle erforderlich, die die wesentlichen Prozesse des terrestrischen Kohlenstoffkreislaufes beschreiben. Die vorliegende Arbeit (1) analysiert die parameterbasierte Unsicherheit in Modellergebnissen eines der führenden globalen terrestrischen Ökosystemmodelle (LPJ-DGVM) im Vergleich mit unterschiedlichen ökosystemaren Messgrößen, sowie unter Klimawandelprojektionen, und erweitert damit bereits vorliegende Studien zu anderen Aspekten der Modelunsicherheit; (2) diskutiert unter theoretischen und experimentellen Aspekten verschiedene Hypothesen über die altersbedingte Abnahme des Waldwachstums, und implementiert die vielversprechenste Hypothese in das Model; (3) zeigt für eine europäische Fallstudie, wie Waldbestandsstatistiken erfolgreich für eine verbesserte Abschätzung von regionalen Kohlenstoffbilanzen in Wäldern durch prozessbasierten Modelle angewandt werden können; (4) untersucht die Auswirkung möglicher zukünftiger Klima- und Landnutzungsänderungen auf die europäische Kohlenstoffbilanz anhand von vier verschiedenen illustrativen Szenarien, jeweils unter Berücksichtigung von Klimawandelprojektionen vier verschiedener Klimamodelle. Eine erweiterte Version von LPJ-DGVM findet hierfür Anwendung, die eine umfassende Beschreibung der Hauptlandnutzungstypen beinhaltet. </p> <p>Die vorliegende Arbeit stellt einen Ansatz vor, um Unsicherheiten in der prozessbasierten Abschätzung von terrestrischen Kohlenstoffbilanzen auf regionaler Skala zu untersuchen und zu reduzieren. Die Ergebnisse dieser Arbeit zeigen, dass der Nettokohlenstoffaustausch zwischen terrestrischer Biosphäre und Atmosphäre unter heutigen klimatischen Bedingungen relativ sicher abgeschätzt werden kann, obwohl erhebliche Unsicherheit über die modelbasierte terrestrische Nettoprimärproduktion existiert. Prozessbasierte Modellierung und Waldbestandsstatistiken wurden erfolgreich kombiniert, um verbesserte Abschätzungen von regionalen Kohlenstoffvorräten und ihrer Änderung mit der Zeit zu ermöglichen. Die Anwendung des angepassten Modells in 77 europäischen Regionen zeigt, dass modellbasierte Abschätzungen des Biomasseaufwuchses in Wäldern weitgehend mit inventarbasierten Abschätzungen für verschiede Baumarten übereinstimmen. Unter Berücksichtigung von historischen Änderungen in Klima, atmosphärischem CO₂-Gehalt, Waldfläche und Holzernte (1948-2000) reproduziert das Model auf europäischer Ebene die heutigen, auf Bestandsstatistiken beruhenden, Abschätzungen von Waldaltersstruktur, das Verhältnis von Zuwachs und Entnahme von Biomasse, sowie die Speicherungsraten im Kohlenstoffspeicher der Vegetation. Alternative Szenarien von zukünftigen Landnutzungs- und Klimaänderungen legen nahe, dass die Kohlenstoffaufnahme der europäischen terrestrischen Biosphäre von relevanter Größenordnung für Klimaschutzstrategien sind. Die Speicherungsraten sind jedoch klein im Vergleich zu den absoluten europäischen CO₂-Emissionen, und nehmen zudem sehr wahrscheinlich gegen Ende des 21. Jahrhunderts ab. Unsicherheiten in Klimaprojektionen sind eine Hauptursache für die Unsicherheiten in den modellbasierten Abschätzungen des zukünftigen Nettokohlenstoffaustausches und müssen daher in Klimaschutzanalysen der terrestrischen Biosphäre berücksichtigt werden.</p>

The role of $f_{0}(980)$ and $a_{0}(980)$ scalar meson intermediate states in the mechanism of radiative $phi (1020)$ meson decay into two charged $K (494)$ mesons and a photon $phirightarrow K^{+} + K^{-} + gamma$ is investigated. For the contribution of scalar meson intermediate state two models are considered. In the kaon-loop model, the scalar meson intermediate state couples the final state to the initial $phi$ meson through a charged kaon-loop. The second model, called no-structure model, consist of point-like coupling of intermediate scalar meson state to the initial state. It is found that in the kaon-loop model, scalar meson intermediate state results in a considerable modification of the pure Bremsstrahlung photon spectrum.

In this thesis, I study the transmission of monetary policy through the term structure of interest rates. This is an important topic because, with short-term nominal interest rates in many advanced economies close to their effective lower bound since 2008-2009, central banks have used `unconventional' monetary policies, such as large-scale asset purchases and forward guidance, to stimulate macroeconomic activity by, inter alia, placing downward pressure on longer-term interest rates. I focus on the mechanisms through which monetary policy influences bond yields, domestically and globally, with reference to a canonical decomposition of longer-term interest rates into expectations of future short-term interest rates, and term premia. After an introduction in chapter 1, chapter 2 appraises the use of overnight indexed swap (OIS) rates as measures of expected future monetary policy. Unlike federal funds futures (FFFs), which have regularly been used to construct measures of US interest rate expectations, OIS rates are available in many countries. I find that US OIS rates provide measures of interest rate expectations that are as good as those from FFFs, and that US, UK, Eurozone and Japanese OIS rates up to a 2-year horizon tend to accurately measure interest rate expectations, providing comparable cross-country measures of monetary policy expectations. In chapter 3, I propose a novel method for estimating interest rate expectations and term premia at short and long-term horizons: a no-arbitrage Gaussian affine dynamic term structure model (GADTSM) augmented with OIS rates. Using 3 to 24-month OIS rates, the OIS-augmented model generates estimates of the expected path of short-term interest rates out to a 10-year horizon that closely correspond to those implied by FFFs rates and survey expectations, outperforming existing GADTSMs. I study the transmission of US unconventional monetary policies in chapter 4. Using the OIS-augmented GADTSM, I carry out an event study to demonstrate that US unconventional monetary policy announcements between November 2008 and April 2013 did significantly reduce US longer-term interest rates by affecting expectations and term premia. As a result of these declines, unconventional monetary policies aided US real economic outcomes. Using a structural vector autoregression, I show that changes in interest rate expectations, linked to monetary policy signalling, had more expansionary effects on US real economic outcomes than changes in term premia, associated with portfolio rebalancing. Chapter 5 assesses the international transmission of monetary policy through the term structure of interest rates between advanced economies. I present a micro-founded, two-country model with endogenous portfolio choice amongst country-specific short and long-term bonds, and equity. Within the model, US monetary policy has sizeable effects on longer-term interest rates in other advanced economies, which are similar to empirical estimates. Using the OIS-augmented GADTSM in an event study, I show that US monetary policy has led to changes in interest rate expectations in other advanced economies that amplify global spillovers, which have been partly mitigated by changes in term premia through portfolio rebalancing.

Resumo: A topologia do estado nativo de uma proteína desempenha um papel crucial no processo de enovelamento. Neste trabalho uma nova aproximação utilizando aspectos topol ogicos para investigar a evolução protéica e apresentada. O modelo utiliza uma rede c ubica 3 3 3 de 27 monômeros e um mapa de conexões entre diferentes conformações em espa co de fase estrutural e de sequência. Desenhamos a melhor sequência não frustrada para cada uma das 103346 conformações maximamente compactas usando um algorítimo que maximiza o número de tipos de monômeros na sequência. Isto significa que cada sequência não pode possuir contatos desfavor aveis. O n umero m aximo de tipos de monômeros e 5. A sequência-conformação e considerada \protein-like" se ela tem uma unica conformação de mais baixa energia, alem de acessibilidade e robustez. De todas as conformações maximamente compactas, somente 4; 75% geraram sequências \protein-like', o qual são o alvo neste estudo. Com esses dados realizamos simulações de Monte Carlo (MC) no qual examinamos as melhores sequêencias estruturas baseando-se no ZScore. A simulação e iniciada com uma sequência aleatória no qual e testada em todas as conformações, seguindo as regras estipuladas por MC. Se o ZScore aumenta, assumimos que a nova conformação e mais estável que a anterior. Esse processo e repetido até que as sequências otimamente desenhadas (com mais alto ZScore) são alcançadas. Mantendo as trajetórias originadas via MC, um mapa de conectividade sequências-estruturas e obtido. Os resultados mostram trajetórias conectadas com estruturas com baixos valores de ZScore. O aumento do ZScore ao longo da simulação conduz a um pequeno grupo de conformações preferenciais. O modelo sugere um funil de estruturas para a evolução de proteínas no qual as estruturas do fundo estão associadas com o ii \motif" de uma proteína... (Resumo completo, clicar acesso eletrônico abaixo) / Abstract: The topology of a protein native state plays a crucial role in the folding process. In this work a new approach using topological aspects to investigate the protein evolutions is presented. The model uses the 27-mer in a cubic lattice of 3 3 3, and a conection map between di erent conformations is found in the sequence and structural phase space. We designed the best unfrustrated sequence for each of the 103346 maximally compact conformation, using an algorithm that maximizes the number for monomers types in the sequence. This means that each sequence cannot have unfavorable contacts. The maximum number of types of monomer is 5. The sequence-conformation is considered protein-like if it has a unique lowest energy conformation, accessible and robust . Out of all maximally compact conformations, only 4,75% generated protein-like sequence, with are targeted in this study. With this data we performed a Monte Carlo simulations in which we probe for better sequence-structure based on Zscore. The simulation start which a random sequence and it is tested all conformations, nding its conformations according to the Monte Carlo rules. If the Zscore increases, we assume that the new conformation is more stable than the previous. This process is repeated until the optimally designed sequence (with the highest Zscore) is reached. Keeping track of all the Monte Carlo trajectories, a map of conectivity of sequence-structures is obtained. The results shows trajectories connected with structures of low Zscore values. The increase of Zscore along of the simulation leads to a small group of preferred conformations. The model suggest a funnel like structure for folding evolution, in which the structures at the bottom of the funnel are associated with the motif of a protein. This result can be a possible iv explanation for the restricted number of conformations compared to the large number of sequences... (Complete abstract click electronic access below) / Orientador: Vitor Barbanti Pereira Leite / Coorientador: Jorge Chahine / Banca: Alexandre Souto Martinez / Banca: Antonio Caliri / Banca: Antonio Francisco Pereira de Araújo / Banca: José Roberto Ruggiero / Doutor