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This PhD thesis deals with elastohydrodynamic lubrication (EHL) under the conditions that occur between mated hypoid gear teeth. The aim is to describe experimentally the behaviour of lubricating film and mechanisms of its formation. The focus is mainly placed on clarifying the influence of direction and magnitude of sliding velocity in circular and elliptical contacts. Generally, it is still assumed that the direction of sliding velocity has no effect on the resulting lubricant film. In this study optical interferometry is used to determine distribution of lubricant film thickness. This work includes new and original results which clarify the studied problem. It was found that the direction of sliding velocity affects shape of the film at high speeds. This relates to the effect on heat flow through the contact. The results have an impact on the development of general EHL theory and provide knowledge applicable in film thickness prediction in the design of real tribological nodes.

The TOF-spectrometer located at the proton accelerator COSY (Juelich) stands out for experimental versatility. This is due to its modular setup: about ten subdetectors can be be arranged to satisfy the individual requirements of specific experiments. However, this flexibility hampers the calibration and the data analysis, since for each new detector setup the software has to be adjusted as well. Therefore, a new analysis framework (TofRoot) has been developed. A set of concepts is used that enables teamwork and leads to an efficient data-analysis, even for different beamtimes. Using TofRoot, three reactions are analyzed - each for two different beam momenta (2950 MeV/c, 3200 MeV/c): Firstly, the elastic proton-proton scattering. It is used to determine the luminosity and to extract benchmark results for the detector performance. Secondly, the reaction pp->deutoron-piplus is studied. Total as well as differential cross sections are presented, which nicely fit into the word data set. Finally, the vector-meson production (omega) is investigated which is the scientific focus of this work. Here, the theoretical and experimental knowledge is presently rather scarce. However, the elementary reaction dynamics is needed as an inevitable prerequisite in many fields of physics; e.g. the short range part of the nucleon-nucleon force, the description of extremely dense matter, the strangeness content of nucleons. After a detailed description of the analysis strategies, total cross sections, angular distributions, and invariant-mass spectra are presented. Some of the findings are completely new, and all provide smaller experimental uncertainties with respect to the available word data set. Finally, the results are embedded into the existing body of data and their implication on the theoretical models is discussed. / Das TOF-Spektrometer am Protonen-Beschleunigerring COSY (Juelich) besticht durch seine experimentelle Vielseitigkeit, da der modulare Aufbau aus ca.~zehn Subdetektoren eine individuelle Anpassung an spezifische experimentelle Erfordernisse ermoeglicht. Diese Flexibilitaet erschwert jedoch die Kalibrierung und die Datenauswertung, da die Software nach jedem Umbau angepasst werden muss. Daher wurde das Analyseframework TofRoot entwickelt, welches durch einen Satz von Strategien eine effiziente und teamorientierte Auswertung ermoeglicht, sogar fuer verschiedene Strahlzeiten. Mit Hilfe von TofRoot wurden drei Reaktionskanaele analysiert, jeweils fuer zwei Strahlimpulse (2950 MeV/c, 3200 MeV/c): Zuerst die elastische Proton-Proton Streuung, welche der Luminositaetsbestimmung dient und an Hand derer die Guete des Detektorsystems und der Kalibration veranschaulicht wird. Anschliessend folgt die Reaktion pp->deuteron-piplus, bei der die extrahierten Winkelverteilungen und totalen Wirkungsquerschnitte sich widerspruchsfrei in die vorhandene Datenbasis einordnen. Schliesslich wird die Vektormesonenproduktion (omega) untersucht, die den wissenschaftlichen Fokus dieser Arbeit darstellt. In diesem Kanal ist die experimentelle Datenbasis duenn und die theoretische Beschreibung bislang unvollstaendig. Ein gutes Verstaendnis der omega-Produktionsdynamik ist aber unabdingbar fuer die theoretische Beschreibung vieler Felder moderner Physik, z.B. des kurzreichweitigen Teils der Nukleon-Nukleon-Wechselwirkung, extrem dichter Materie und des Strangenessanteils im Nukleon. Nach einer detailierten Beschreibung der Analysestrategien werden totale Wirkungsquerschnitte, Winkelverteilungen und Spektren invarianter Massen vorgestellt. Verglichen mit vorhandenen Daten sind alle Angaben mit kleineren experimentellen Unsicherheiten behaftet, und zum Teil erschliessen sie zuvor nicht zugaengliche Groessen. Abschliessend werden die Ergebnisse in die vorhandene experimentelle Datenbasis eingeordnet, und ihre Auswirkung auf theoretische Modelle wird diskutiert.

Housing is both a durable good and an investment vehicle, which makes it importantin people’s daily life aswell as for a nation’s economy. This thesis innovatively applies the Sharpe ratio on evaluating the performance of the US residentialhousing market within the time period from 2005:Q1 to 2019:Q3, andinvestigates how this performance would react upon macroeconomic shocks,including sudden changes in GDP growth rate and personal income growthrate, by establishing a vector auto-regression model with the lag order of four.The main results are that: (1)in the long run, direct residential investments are not significantly more profitable than treasury bills but not disappointing compared to the market portfolio of Dow Jones Industrial Average; (2)the performance of residential investments seem to slightly and positively co-move withGDP and personal income growth rate; (3)the long-term impacts that sudden GDP and personal income growths have on the performance seem inconspicuous and tend to mitigate within about three years and (4) limited evidence supports the hypothesis that current housing market performance can help predictfuture GDP growth rate. Based on housing’s two purpose of consumption andinvestment and the empirical results showing that direct investments on residentialproperties have similar risk-adjusted return level to short-term treasurybills, I suggest that financially feasible households purchase their own houseinstead of renting for a long time, and that speculative investors avoid puttingmoney in residential properties unless they have access to inside information. / Bostäder kan betraktas både som en hållbar vara och som ett investeringsinstrument.De är essentiella för människors vardag och har en viktig roll förett lands ekonomi. Denna avhandling använder innovativt Sharpe-förhållandet för att utvärdera hur den amerikanska bostadsmarknaden presterade under perioden2005: kvartal 1 till 2019: kvartal 3. Den försöker även undersöka om denna prestation påverkas av makroekonomiska chocker inklusive plötsligaförändringar i BNP-tillväxttakt och personliga inkomsttillväxthastighet. Detta görs genom att upprätta en vektor autoregression modell med en fördröjningsordningför fyra. De viktigaste resultaten är att: (1) på långsikt är direktabostadsinvesteringar inte betydligt mer lönsamma än statsskuldväxlar dock är det hellre inte en besvikelse jämfört med en marknadsportföljen av Dow JonesIndustrial Average; (2) Prestationen av bostadsinvesteringar verkar vara svagt och samverkar positivit både med BNP och tillväxttakten för personinkomst.(3) De långsiktiga effekterna av plötsliga tillväxter av BNP och personliga inkomster har på utvecklingen verkar vara vaga och tenderar att mildra inomcirka tre år och (4) begränsade bevis stöder hypotesen om att nuvarande bostadsmarknadsresultat kan bidra till att förutsäga framtida BNP-tillväxttakten.Baserat på bostädernas två syften inom konsumtion och investeringar, visar deempiriska resultaten att direkta investeringar i bostadsfastigheter har en liknande riskjusterad avkastningsnivå som kortfristiga statsskuldväxla. Därför föreslår jag att ekonomisk stabila hushåll borde köpa ett eget hus istället för att hyraunder en lång tid, och att spekulativa investerare borde undvika att satsa pengar inom bostadsfastigheter såvida de inte har tillgång till insider-information.

Foamy viruses (FV) represent a distinct genus in the retrovirus family and separate themselves from the large group of orthoretroviruses by various distinct features in their replication cycle (reviewed in Lindemann & Rethwilm, 2011). In gene therapy retroviruses are commonly used as vectors to deliver genetic information into target cells and also FV has been successfully used for example in a canine genetic disease model (Trobridge et al., 2009). Here we investigated the interactions between the FV capsid-forming protein ‘Gag’ and nucleic acids. We found that prototype FV (PFV) Gag binds various cellular mRNAs, incorporates them into the nascent particle and thereby enables their transfer into the cytosol of target cells. There these mRNAs can serve as template for protein translation. This feature seems uniquely efficient for PFV and we developed it further into a “RNA transfer vector system” allowing efficient transgene mRNA transfer into target cells, as showed in proof-of-principle experiments in vitro and in vivo (Hamann et al., 2014a). In parallel we started investigating the specificity in viral RNA genome packaging (Hamann et al., 2014b). To date little is known how PFV selects its RNA genome over the vast excess of cellular RNAs present in the cytosol. Elevated fundamental knowledge of this mechanism could help to make the “RNA transfer vector system” even more efficient since it would allow enrichment of certain specific “designer-RNAs” in virus particles.

Diese Doktorarbeit untersucht drei Fragestellungen. Erstens, wie die Wirkung von plötzlichen Änderungen exogener Faktoren auf endogene Variablen empirisch im Allgemeinen zu bestimmen ist. Zweitens, welche Effekte eine Erhöhung der Staatsausgaben im Speziellen hat. Drittens, wie optimale Geldpolitik bestimmt werden kann, wenn der Entscheider keine eindeutigen Modelle für die ökonomischen Rahmenbedingungen hat. Im ersten Kapitel entwickele ich eine Methode, mithilfe derer die Effekte von plötzlichen Änderungen exogener Faktoren auf endogene Variablen geschätzt werden können. Dazu wird die gemeinsame Verteilung von Parametern einer Vektor Autoregression (VAR) und eines stochastischen allgemeinen Gleichgewichtsmodelles (DSGE) bestimmt. Auf diese Weise können zentrale Probleme gelöst werden: das Identifikationsproblem der VAR und eine mögliche Misspezifikation des DSGE Modells. Im zweitem Kapitel wende ich die Methode aus dem ersten Kapitel an, um den Effekt einer angekündigten Erhöhung der Staatsausgaben auf den privaten Konsum und die Reallöhne zu untersuchen. Die Identifikation beruht auf der Einsicht, dass endogene Variablen, oft qualitative Unterschiede in der Periode der Ankündigung und nach der Realisation zeigen. Die Ergebnisse zeigen, dass der private Konsum negativ im Zeitraum der Ankündigung reagiert und positiv nach der Realisation. Reallöhne steigen zum Zeitpunkt der Ankündigung und sind positiv für zwei Perioden nach der Realisation. Im abschließendem Kapitel untersuche ich gemeinsam mit Christian Stoltenberg, wie Geldpolitik gesteuert werden sollte, wenn die Modellierung der Ökonomie unsicher ist. Wenn ein Modell um einen Parameter erweitert wird, kann das Modell dadurch so verändert werden, dass sich die Politikempfehlungen zwischen dem ursprünglichen und dem neuen Modell unterscheiden. Oft wird aber lediglich das erweiterte Modell betrachtet. Wir schlagen eine Methode vor, die beiden Modellen Rechnung trägt und somit zu einer besseren Politik führt. / This thesis is concerned with three questions: first, how can the effects macroeconomic policy has on the economy in general be estimated? Second, what are the effects of a pre-announced increase in government expenditures? Third, how should monetary policy be conducted, if the policymaker faces uncertainty about the economic environment. In the first chapter I suggest to estimate the effects of an exogenous disturbance on the economy by considering the parameter distributions of a Vector Autoregression (VAR) model and a Dynamic Stochastic General Equilibrium (DSGE) model jointly. This allows to resolve the major issue a researcher has to deal with when working with a VAR model and a DSGE model: the identification of the VAR model and the potential misspecification of the DSGE model. The second chapter applies the methodology presented in the preceding chapter to investigate the effects of a pre-announced change in government expenditure on private consumption and real wages. The shock is identified by exploiting its pre-announced nature, i.e. different signs of the responses in endogenous variables during the announcement and after the realization of the shock. Private consumption is found to respond negatively during the announcement period and positively after the realization. The reaction of real wages is positive on impact and positive for two quarters after the realization. In the last chapter ''Optimal Policy Under Model Uncertainty: A Structural-Bayesian Estimation Approach'' I investigate jointly with Christian Stoltenberg how policy should optimally be conducted when the policymaker is faced with uncertainty about the economic environment. The standard procedure is to specify a prior over the parameter space ignoring the status of some sub-models. We propose a procedure that ensures that the specified set of sub-models is not discarded too easily. We find that optimal policy based on our procedure leads to welfare gains compared to the standard practice.

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

The three dimensional Monte Carlo radiation transport model McArtim is extended to account for the simulation of the propagation of polarized radiation and the inelastic rotational Raman scattering which is the cause of the so called Ring effect. From the achieved and now sufficient precision of the calculated Ring effect new opportunities in optical absorption spectroscopy arise. In the calculation the method of importance sampling (IS) is applied. Thereby one obtains from an ensemble of Monte Carlo photon trajectories an intensity accounting for the elastic aerosol particle-, Cabannes- and the inelastic rotational Raman scattering (RRS) and simultaneously an intensity, for which Rayleigh scattering is treated as an elastic scattering process. By combining both intensities one obtains the so called filling-in (FI, which quantifies the filling-in of Fraunhofer lines) as a measure for the strength of the Ring effect with the same relative precision as the intensities. The validation of the polarized radiometric quantities and the Ring effect is made by comparison with partially published results of other radiation transport models. Furthermore the concept of discretisation of the optical domain into grid cells is extended by making grid cells arbitrarily joining into so called clusters, i.e. grid cell aggregates. Therewith the program is able to calculate derivatives of radiometrically or spectroscopically accessible quantities, namely the intensities at certain locations in the atmospheric radiation field and the light path integrals of trace gas concentrations associated thereto, i.e. the product of the DOAS (differential optical absorption spectroscopy) method, with respect to optical properties of aerosols and gases in connected spatial regions. The first and second order derivatives are validated through so called self-consistency tests. These derivatives allow the inversion of three dimensional tracegas and aerosol concentration profiles and pave the way down to 3D optical scattered light tomography. If such tomographic inversion scheme is based solely on spectral intensitites the available second order derivatives allows the consideration of the curvature in the cost function and therefore allows implementation of efficient optimisation algorithms. The influence of the instrument function on the spectra is analysed in order to mathematically assess the potential of DOAS to a sufficient degree. It turns out that the detailed knowledge of the instrument function is required for an advanced spectral analysis. Concludingly the mathematical separability of narrow band signatures of absorption and the Ring effect from the relatively broad band influence of the elastic scattering processes on the spectra is demonstrated which corresponds exactly to the DOAS principle. In that procedure the differential signal is obtained by approximately 4 orders of magnitude faster then by the separate modelling with and without narrow band structures. Thereby the fusion of the separated steps DOAS spectral analysis and subsequent radiation transport modeling becomes computationally feasible.

Valutamarknaden är världens största marknad och en nödvändig del av dagens globala samhälle, som gör det möjligt för företag att göra affärer i olika valutor och mellan olika gränser. Marknaden utgör en stor handelsplattform för både små och stora aktörer, för vilka det är viktigt att prognostisera valutakurser med gott resultat. Att modellera finansiella instrument i form av tidsserier är en av de vanligaste investeringsstrategierna och dess användningsområde sträcker sig från valutamarknaden till bland annat aktiemarknaden och råvarumarknaden. I denna uppsats undersöks fyra olika statistiska metoder för att modellera valutakursen Euro-US Dollar givet historisk data, och prognoser görs med de framtagna modellerna. Dessa metoder är slumpvandring, ARIMA, ARIMA-GARCH och VAR. Vidare undersöks för den dynamiska VAR-modellen hur valutamarkanden påverkar, och blir påverkad av, långa och korta räntan. Resultaten visar att ARIMA(3,1,2) förklarar valutakursen bäst medan VAR(2) med valutakursen och skillnaden mellan långa räntor som ingående variabler ger de bästa prediktionerna. / The foreign exchange market is the world’s largest market and is an essential part of the global society of today. The FX market enables companies to trade with different currencies across country borders. It is also a large trade-platform for both big and small financial actors, who greatly benefit from the advantages of good predictions. Modeling of financial instruments is one of the most commonly used investment strategies and its area of application ranges from the FX market to markets suchas the stock market and the commodity market. In this paper, four different statistical models are used to model the currency pair Euro-US Dollar. These methods are random walk, ARIMA, ARIMA-GARCH and VAR. Besides investigating which method that gives the best forecasts, the method that best describes the training datais also found. Furthermore, for the dynamic VAR model, it is explored how the FX market affects, and is affected by, the long term and short term interest. The results show that ARIMA(3,1,2) is the best at describing the exchange rate while VAR(2) with the exchange rate and the difference between long term interests as variables gives the best predictions.