Dissertations / Theses on the topic 'Continuous casting Mathematical models'
To see the other types of publications on this topic, follow the link: Continuous casting Mathematical models.
Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles
Consult the top 50 dissertations / theses for your research on the topic 'Continuous casting Mathematical models.'
Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.
You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.
Browse dissertations / theses on a wide variety of disciplines and organise your bibliography correctly.
1
Bradbury, Philip. "A mathematical model for the twin roll casting process." Thesis, University of Oxford, 1994. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.296919.
Full text
2
Bouhouche, Salah. "Contribution to quality and process optimisation in continuous casting using mathematical modelling." Doctoral thesis, Technische Universitaet Bergakademie Freiberg Universitaetsbibliothek "Georgius Agricola", 2009. http://nbn-resolving.de/urn:nbn:de:swb:105-6900128.
Full textAbstract:
Mathematical modelling using advanced approach based on the neural networks has been applied to the control and the quality optimisation in the main processes of steelwork such as the ladle metallurgical treatment and continuous casting. Particular importance has been given to the improvement of breakout prediction system and the reduction in the rate of false alarm generated by the conventional breakout detection system. Prediction of the chemical composition and temperature of liquid steel in the ladle has been achieved by neural networks and linear model. This prediction can be considered as a soft sensor. Slab surface temperature stabilisation on the basis of the casting events has been controlled by a neural networks algorithm, that gives an improvement in the surface temperature fluctuation in comparison to the conventional control system which is based on the PID controller. Quality monitoring and classification is also achieved by a neural network which is related to the breakout detection system. This technique achieves a classification of different defects based on the different alarm signal given by the breakout prediction system. Fault detection and process monitoring is developed using neural networks modelling. All models are developed on basis of practical operating database obtained from the iron and steel industry.
3
Bouhouche, Salah. "Contribution to quality and process optimisation in continuous casting using mathematical modelling." Doctoral thesis, [S.l. : s.n.], 2002. http://deposit.ddb.de/cgi-bin/dokserv?idn=966041208.
Full text
4
Spinelli, Jose Eduardo. "Simulação do lingotamento continuo de tiras finas de aços." [s.n.], 2000. http://repositorio.unicamp.br/jspui/handle/REPOSIP/264701.
Full textAbstract:
Orientador: Amauri GarciaDissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Mecanica
Made available in DSpace on 2018-07-27T19:18:36Z (GMT). No. of bitstreams: 1 Spinelli_JoseEduardo_M.pdf: 6965190 bytes, checksum: 39afbc7a3acd510a9c00a458e1f8ba9a (MD5) Previous issue date: 2000
Resumo: Entende-se por modelagem de processo, o desenvolvimento de uma representação quantitativa ou qualitativa dos fenômenos físicos associados ao processo. Neste trabalho são realizadas simulações do processo twin roll de lingotamento contínuo de tiras de aços, utilizando como referência tecnológica o equipamento piloto instalado nas dependências do Instituto de Pesquisas Tecnológicas do Estado de São Paulo. São construídos dois simuladores para o processo: um simulador da solidificação unidirecional, com molde refrigerado de aço e paredes laterais de material refratário, utilizando-se o aço inoxidável 304 como material de simulação; e variando-se as temperaturas de vazamento; e outro simulador a frio, com componentes feitos de acrílico, água como fluido de simulação e permanganato de potássio como corante. Um modelo matemático previamente desenvolvido é utilizado para confrontar perfis térmicos teóricos com perfis experimentais, para a determinação do coeficiente de transferência de calor metal/molde. O levantamento de valores de espaçamento dendrítico secundário é realizado nas amostras, além da observação simultânea das estruturas de solidificação, o que comprovou a eficiência do simulador em caracterizar o processo de solidificação do equipamento piloto. O uso do modelo frio permitiu a caracterização do posicionamento de barreira a 15 cm ou a 20 cm da lateral esquerda do distribuidor como a melhor configuração
Abstract: It can be understood by process modeling the development of a quantitative or qualitative representation of the physical phenomena associated to the process. In this work, simulations concerning the twin roll continuous caster of steels process at IPT (Instituto de Pesquisas Tecnológicas do Estado de São Paulo) are performed. Two simulators were developed: (i) a simulator of unidirectional solidification with cooled steel mold and refractory lateral walls, by using a stainless steel as the reference metal (AISI 304), and varying superheat temperatures; (ii) a physical model, with components made of acrylic, water as the simulation fluid and potassium permanganate as a pigment. A previously developed mathematical model has been used to determine the metal/mold heat transfer coefficient by a method that compares experimenta1ltheoretical temperature curves. Measurement of secondary dendrite arm spacings is performed by microestructural examination of the samples, confirming the simulator efficiency in characterizing the solidification process in the pilot equipment. The use of the physical model has permitted to attain the best configuration for the tundish, by positioning the dam 15 cm or 20 cm from the left side of tundish
Mestrado
Materiais e Processos de Fabricação
Mestre em Engenharia Mecânica
5
De, Wet Gideon Jacobus. "CFD modelling and mathematical optimisation of a continuous caster submerge entry nozzle." Pretoria : [s.n.], 2005. http://upetd.up.ac.za/thesis/available/etd-01312006-141026.
Full text
6
Dasci, Abdullah. "Discrete and continuous models for production-distribution systems." Thesis, McGill University, 2001. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=37625.
Full textAbstract:
This thesis presents a series of integrated models for simultaneous optimization of location, capacity, product range, and production technology decisions in production-distribution systems. The interactions between these decisions can be significant. This thesis draws its motivation from these interactions. In order to benefit from the capital and/or employment subsidies, preferential tax rates, and free trade zones provided by governments, firms need to take the interdependencies between their location, capacity and technology decisions into account. These decisions could be further complicated due to varying scale and scope economies inherent in different production technologies.The models proposed in this thesis are based on two fundamentally different but equally central approaches. The first approach builds on traditionally popular integer programming formulation in facility location theory, in which two such models presented in this thesis. The first one assumes that there are a number of dedicated production technologies for each product whereas, the second one assumes that a set of flexible technologies is also present. Analytical properties of the models are described, which lead to the development of exact and heuristic solution procedures. Results of several sets of computational experiments are also reported. The second approach is based on continuous approximation (also known as continuum mechanics), which has not been used to its potential in the literature. The third model in this thesis is proposed for a system with single product. It is based on the use of continuous functions in representing spatial distribution of cost parameters and decision variables. In this model, the focus is to compute the service regions leaving the precise plant locations to a subsequent analysis. This model lends itself to closed form solutions and allows derivation of a number of insights on the impact of several cost factors on facility design decisions. Then, it is utilized in an analytical framework to analyze several plant focus decisions of firms in a multi-product environment. The closed form solution is used to analyze several product and market focus strategies, which have provided several insights into more sophisticated plant focus decisions and into the impact of different production technologies on these decisions.
7
Uribe, Guillermo. "On the relationship between continuous and discrete models for size-structured population dynamics." Diss., The University of Arizona, 1993. http://hdl.handle.net/10150/186197.
Full textAbstract:
We address the problem of the consistency between discrete and continuous models for density-dependent size-structured populations. Some earlier works have discussed the consistency of density independent age and size-structured models. Although the issue of consistency between these models has raised interest in recent years, it has not been discussed in depth, perhaps because of the non-linear nature of the equations involved. We construct a numerical scheme of the continuous model and show that the transition matrix of this scheme has the form of the standard discrete model. The construction is based on the theory of Upwind Numerical Schemes for non-Linear Hyperbolic Conservation Laws with one important difference, that we do have a non-linear source at the boundary; interestingly, this case has not been explored in depth from the purely mathematical point of view. We prove the consistency, non-linear stability and hence convergence of the numerical scheme which guarantee that both models yield results that are completely consistent with each other. Several examples are worked out: a simple linear age-structured problem, a density-independent size-structured problem and a non-linear size-structured problem. These examples confirm the convergence just proven theoretically. An ample revision of relevant biological and computational literature is also presented and used to establish realistic restrictions on the objects under consideration and to prepare significant examples to illustrate our points.
8
Parra, Rojas César. "Intrinsic fluctuations in discrete and continuous time models." Thesis, University of Manchester, 2017. https://www.research.manchester.ac.uk/portal/en/theses/intrinsic-fluctuations-in-discrete-and-continuous-time-models(d7006a2b-1496-44f2-8423-1f2fa72be1a5).html.
Full textAbstract:
This thesis explores the stochastic features of models of ecological systems in discrete and in continuous time. Our interest lies in models formulated at the microscale, from which a mesoscopic description can be derived. The stochasticity present in the models, constructed in this way, is intrinsic to the systems under consideration and stems from their finite size. We start by exploring a susceptible-infectious-recovered model for epidemic spread on a network. We are interested in the case where the connectivity, or degree, of the individuals is characterised by a very broad, or heterogeneous, distribution, and in the effects of stochasticity on the dynamics, which may depart wildly from that of a homogeneous population. The model at the mesoscale corresponds to a system of stochastic differential equations with a very large number of degrees of freedom which can be reduced to a two-dimensional model in its deterministic limit. We show how this reduction can be carried over to the stochastic case by exploiting a time-scale separation in the deterministic system and carrying out a fast-variable elimination. We use simulations to show that the temporal behaviour of the epidemic obtained from the reduced stochastic model yields reasonably good agreement with the microscopic model under the condition that the maximum allowed degree that individuals can have is not too close to the population size. This is illustrated using time series, phase diagrams and the distribution of epidemic sizes. The general mesoscopic theory used in continuous-time models has only very recently been developed for discrete-time systems in one variable. Here, we explore this one-dimensional theory and find that, in contrast to the continuous-time case, large jumps can occur between successive iterates of the process, and this translates at the mesoscale into the need for specifying `boundary' conditions everywhere outside of the system. We discuss these and how to implement them in the stochastic difference equation in order to obtain results which are consistent with the microscopic model. We then extend the theoretical framework to make it applicable to systems containing an arbitrary number of degrees of freedom. In addition, we extend a number of analytical results from the one-dimensional stochastic difference equation to arbitrary dimension, for the distribution of fluctuations around fixed points, cycles and quasi-periodic attractors of the corresponding deterministic map. We also derive new expressions, describing the autocorrelation functions of the fluctuations, as well as their power spectrum. From the latter, we characterise the appearance of noise-induced oscillations in systems of dimension greater than one, which have been previously observed in continuous-time systems and are known as quasi-cycles. Finally, we explore the ability of intrinsic noise to induce chaotic behaviour in the system for parameter values for which the deterministic map presents a non-chaotic attractor; we find that this is possible for periodic, but not for quasi-periodic, states.
9
Li, Chao. "Option pricing with generalized continuous time random walk models." Thesis, Queen Mary, University of London, 2016. http://qmro.qmul.ac.uk/xmlui/handle/123456789/23202.
Full textAbstract:
The pricing of options is one of the key problems in mathematical finance. In recent years, pricing models that are based on the continuous time random walk (CTRW), an anomalous diffusive random walk model widely used in physics, have been introduced. In this thesis, we investigate the pricing of European call options with CTRW and generalized CTRW models within the Black-Scholes framework. Here, the non-Markovian character of the underlying pricing model is manifest in Black-Scholes PDEs with fractional time derivatives containing memory terms. The inclusion of non-zero interest rates leads to a distinction between different types of \forward" and \backward" options, which are easily mapped onto each other in the standard Markovian framework, but exhibit significant dfferences in the non-Markovian case. The backward-type options require us in particular to include the multi-point statistics of the non-Markovian pricing model. Using a representation of the CTRW in terms of a subordination (time change) of a normal diffusive process with an inverse L evy-stable process, analytical results can be obtained. The extension of the formalism to arbitrary waiting time distributions and general payoff functions is discussed. The pricing of path-dependent Asian options leads to further distinctions between different variants of the subordination. We obtain analytical results that relate the option price to the solution of generalized Feynman-Kac equations containing non-local time derivatives such as the fractional substantial derivative. Results for L evy-stable and tempered L evy-stable subordinators, power options, arithmetic and geometric Asian options are presented.
10
Bouraoui, Faycal. "Development of a continuous, physically-based distributed parameter, nonpoint source model." Diss., This resource online, 1994. http://scholar.lib.vt.edu/theses/available/etd-10192006-115604/.
Full text
11
Kleinow, Torsten. "Testing continuous time models in financial markets." Doctoral thesis, [S.l. : s.n.], 2002. http://deposit.ddb.de/cgi-bin/dokserv?idn=965412091.
Full text
12
Shek, Cheuk-man Edmond, and 石焯文. "The continuous and discrete extended Korteweg-de Vries equations and their applications in hydrodynamics and lattice dynamics." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2006. http://hub.hku.hk/bib/B36925585.
Full text
13
Casas, Villalba Isabel. "Statistical inference in continuous-time models with short-range and/or long-range dependence." University of Western Australia. School of Mathematics and Statistics, 2006. http://theses.library.uwa.edu.au/adt-WU2006.0133.
Full textAbstract:
The aim of this thesis is to estimate the volatility function of continuoustime stochastic models. The estimation of the volatility of the following wellknown international stock market indexes is presented as an application: Dow Jones Industrial Average, Standard and Poor’s 500, NIKKEI 225, CAC 40, DAX 30, FTSE 100 and IBEX 35. This estimation is studied from two different perspectives: a) assuming that the volatility of the stock market indexes displays shortrange dependence (SRD), and b) extending the previous model for processes with longrange dependence (LRD), intermediaterange dependence (IRD) or SRD. Under the efficient market hypothesis (EMH), the compatibility of the Vasicek, the CIR, the Anh and Gao, and the CKLS models with the stock market indexes is being tested. Nonparametric techniques are presented to test the affinity of these parametric volatility functions with the volatility observed from the data. Under the assumption of possible statistical patterns in the volatility process, a new estimation procedure based on the Whittle estimation is proposed. This procedure is theoretically and empirically proven. In addition, its application to the stock market indexes provides interesting results.
14
Swallow, Ben. "Bayesian multi-species modelling of non-negative continuous ecological data with a discrete mass at zero." Thesis, University of St Andrews, 2015. http://hdl.handle.net/10023/9626.
Full textAbstract:
Severe declines in the number of some songbirds over the last 40 years have caused heated debate amongst interested parties. Many factors have been suggested as possible causes for these declines, including an increase in the abundance and distribution of an avian predator, the Eurasian sparrowhawk Accipiter nisus. To test for evidence for a predator effect on the abundance of its prey, we analyse data on 10 species visiting garden bird feeding stations monitored by the British Trust for Ornithology in relation to the abundance of sparrowhawks. We apply Bayesian hierarchical models to data relating to averaged maximum weekly counts from a garden bird monitoring survey. These data are essentially continuous, bounded below by zero, but for many species show a marked spike at zero that many standard distributions would not be able to account for. We use the Tweedie distributions, which for certain areas of parameter space relate to continuous nonnegative distributions with a discrete probability mass at zero, and are hence able to deal with the shape of the empirical distributions of the data. The methods developed in this thesis begin by modelling single prey species independently with an avian predator as a covariate, using MCMC methods to explore parameter and model spaces. This model is then extended to a multiple-prey species model, testing for interactions between species as well as synchrony in their response to environmental factors and unobserved variation. Finally we use a relatively new methodological framework, namely the SPDE approach in the INLA framework, to fit a multi-species spatio-temporal model to the ecological data. The results from the analyses are consistent with the hypothesis that sparrowhawks are suppressing the numbers of some species of birds visiting garden feeding stations. Only the species most susceptible to sparrowhawk predation seem to be affected.
15
Mousavizadeh, Mohammad Hassan. "Integration of a geographic information system and a continuous nonpoint source pollution model to evaluate the hydrologic response of an agricultural watershed." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1998. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape11/PQDD_0015/NQ44524.pdf.
Full text
16
Kholmatov, Shavkat. "On some positive effects of swirling flow for the continuous cast mould billets." Licentiate thesis, Stockholm : Division of Applied Process Metallurgy, School of Industrial Engineering and Management, Royal Institute of Technology, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-4453.
Full text
17
Strandberg, Per Erik. "Mathematical models of bacteria population growth in bioreactors: formulation, phase space pictures, optimisation and control." Thesis, Linköping University, Department of Mathematics, 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-2337.
Full textAbstract:
There are many types of bioreactors used for producing bacteria populations in commercial, medical and research applications.
This report presents a systematic discussion of some of the most important models corresponding to the well known reproduction kinetics such as the Michaelis-Menten kinetics, competitive substrate inhibition and competitive product inhibition. We propose a modification of a known model, analyze it in the same manner as known models and discuss the most popular types of bioreactors and ways of controlling them.
This work summarises much of the known results and may serve as an aid in attempts to design new models.
18
Lee, Jinpyo. "A method for distribution network design and models for option-contracting strategy with buyers' learning." Diss., Atlanta, Ga. : Georgia Institute of Technology, 2008. http://hdl.handle.net/1853/29620.
Full textAbstract:
Thesis (Ph.D)--Industrial and Systems Engineering, Georgia Institute of Technology, 2009.Committee Chair: Kleywegt, Anton J.; Committee Member: Ayhan, Hayriye; Committee Member: Dai, Jim; Committee Member: Erera, Alan; Committee Member: Ward, Amy R. Part of the SMARTech Electronic Thesis and Dissertation Collection.
19
Wang, Ni. "Statistical Learning in Logistics and Manufacturing Systems." Diss., Georgia Institute of Technology, 2006. http://hdl.handle.net/1853/11457.
Full textAbstract:
This thesis focuses on the developing of statistical methodology in reliability and quality engineering, and to assist the decision-makings at enterprise level, process level, and product level.
In Chapter II, we propose a multi-level statistical modeling strategy to characterize data from spatial logistics systems. The model can support business decisions at different levels. The information available from higher hierarchies is incorporated into the multi-level model as constraint functions for lower hierarchies. The key contributions include proposing the top-down multi-level spatial models which improve the estimation accuracy at lower levels; applying the spatial smoothing techniques to solve facility location problems in logistics.
In Chapter III, we propose methods for modeling system service reliability in a supply chain, which may be disrupted by uncertain contingent events. This chapter applies an approximation technique for developing first-cut reliability analysis models. The approximation relies on multi-level spatial models to characterize patterns of store locations and demands. The key contributions in this chapter are to bring statistical spatial modeling techniques to approximate store location and demand data, and to build system reliability models entertaining various scenarios of DC location designs and DC capacity constraints.
Chapter IV investigates the power law process, which has proved to be a useful tool in characterizing the failure process of repairable systems. This chapter presents a procedure for detecting and estimating a mixture of conforming and nonconforming systems. The key contributions in this chapter are to investigate the property of parameter estimation in mixture repair processes, and to propose an effective way to screen out nonconforming products.
The key contributions in Chapter V are to propose a new method to analyze heavily censored accelerated life testing data, and to study the asymptotic properties. This approach flexibly and rigorously incorporates distribution assumptions and regression structures into estimating equations in a nonparametric estimation framework. Derivations of asymptotic properties of the proposed method provide an opportunity to compare its estimation quality to commonly used parametric MLE methods in the situation of mis-specified regression models.
20
Nascimento, Renato Rosa do. "Controle não linear aplicado a processos de lingotamento contínuo de tiras." Universidade de São Paulo, 2002. http://www.teses.usp.br/teses/disponiveis/18/18133/tde-05062017-090446/.
Full textAbstract:
O presente trabalho tem como objetivo explorar o uso de técnicas de controle avançados na indústria siderúrgica. Propõe-se uma estratégia de controle do nível do aço da piscina formada entre os rolos de um sistema lingotamento contínuo de tiras (LCT) utilizando a tecnologia twin-roll (rolos duplos). O processo LCT rolos duplos tem por finalidade a produção de tiras solidificadas de espessura constante sob uma força de separação entre os rolos também constante. O nível de aço bem como a força de separação são as variáveis mais críticas para a produção de tiras de aço de alta qualidade. O nível pode ser controlado usando a entrada de aço ou a velocidade de laminação. Entretanto, a velocidade de laminação é usualmente utilizada para regular a força de separação entre os rolos. A estratégia de controle proposta inclui a incorporação de um tundish intermediário submerso na piscina. O controle do nível é então feito a partir da saída de aço do tundish intermediário. Consideramos as técnicas de controle linearizante por realimentação de estado e de controle fuzzy usando ambos os modelos Takagi-Sugeno (T-S) e Mamdani. Resultados de simulação são apresentados para uma planta instalada no Instituto de Pesquisa Tecnológica (IPT) de São Paulo, divisão de metalurgia (DIMET).The aim of this work is to explore the use of advanced control techniques in the metallurgical industry. A control strategy to regulate the molten steellevel of a strip-casting process is proposed. The process produces a solidified strip of constant thickness given by the roll gap under a constant roll separation force. Along with the molten steel level the rool separation force are the most criticaI process variables. The molten steel level may be controlled using the tundish output flow or the casting speed. However, the casting speed is usually used to control the roll force separation. In the control strategy proposed it is incorporated an intermediary tundish submerse into the pool between the rotating rolls to improve the strip thickness uniformity. The molten steel level is thus controlled by the intermediary tundish output flow. Conventional PI, feedback linearizing plus a fuzzy control term and a fuzzy controller in a cascade configuration are considered. Simulation results are presented considering the real system parameters of a plant installed at the Instituto de Pesquisa Tecnológica (IPT) de São Paulo, Divisão de Metalurgia (DIMET).
21
Mezzomo, Meire. "AVALIAÇÃO DA QUALIDADE DO PROCESSO DE LINGOTAMENTO CONTÍNUO NA PRESENÇA DE CORRELAÇÃO CRUZADA." Universidade Federal de Santa Maria, 2013. http://repositorio.ufsm.br/handle/1/8290.
Full textAbstract:
Coordenação de Aperfeiçoamento de Pessoal de Nível SuperiorIn the current competitive market, a great part of companies has as the main goal the search for continuous improvement of their products and services. Therefore, the application of statistical methods has great relevance in the quality evaluation, helping in the understanding and monitoring of the processes. In such context, the present study concerns to the use of multivariate control charts in the evaluation of the productive processes in the presence of cross-correlation, which the objective is to verify the continuous casting process stability in the production of still billets by means of Hotelling's T2 multivariate control charts applied in the estimated residual mathematical linear models. Initially, the existence of data autocorrelation was verified, it is necessary the ARIMA modeling, because when it happens, it is necessary to determine the residues and apply multivariate control charts to the residues and not on the original variables. The existence of correlation showed to be meaningful among the variables, being one of the assumptions for the statistical application T2. When the T2 chart instability is verified, it was necessary to identify the variable or the set of variables of steel temperatures in the distributor and in the distributor weight, which are responsible for the instability. Later, the estimated residues were decomposed into principal components, and with the help of the correlation of the original variables and the principal components, the variables which most contributed to the formation of each component were identified. Therefore, it was possible to detect the variables which caused the system instability, once for the steel temperature in the distributor were the T4 and T5, followed by T6, T3, T7 and T2 and for the weight of the distributor, PD4, PD5, PD3, PD6 and PD2, respectively. This way, the estimated residues from the mathematical models, the use of multivariate chart control Hotelling's T2 and the decomposition into principal components which were able to represent the productive process. This methodology allowed the understanding of the behavior of the variables and helped the monitoring of this process, as well as, in the determination of the possible variables which caused the instability in the continuous casting process.
No atual mercado competitivo, grande parte das empresas tem como principal objetivo a busca da melhoria contínua dos seus produtos e serviços. Assim, a aplicação de métodos estatísticos apresenta grande relevância na avaliação da qualidade, auxiliando na compreensão e monitoramento de processos. Nesse contexto, o presente estudo aborda a utilização de gráficos de controle multivariados na avaliação do processo produtivo na presença de correlação cruzada, cujo objetivo é verificar a estabilidade do processo de lingotamento contínuo na fabricação de tarugos de aço por meio do gráfico de controle multivariado T2 de Hotelling aplicado nos resíduos estimados de modelos matemáticos lineares. Inicialmente, foi verificada a existência de autocorrelação nos dados, sendo necessária a utilização da modelagem ARIMA, pois quando isso ocorre, deve-se proceder à determinação dos resíduos e aplicar os gráficos de controle multivariados aos resíduos e não nas variáveis originais. A existência de correlação cruzada mostrou-se significativa entre as variáveis, sendo um dos pressupostos para a aplicação da estatística T2. Verificada a instabilidade no gráfico T2, buscaram-se identificar a variável ou conjunto de variáveis das temperaturas do aço no distribuidor e peso do distribuidor, responsáveis pela instabilidade. Posteriormente, os resíduos estimados foram decompostos em componentes principais, e com o auxílio da correlação entre as variáveis originais e as componentes principais, identificou-se as variáveis que mais contribuíram para a formação de cada componente. Assim, foi possível detectar as variáveis causadoras da instabilidade do sistema, sendo que para às temperaturas do aço no distribuidor foram às temperaturas T4 e T5, seguidas de T6, T3, T7 e T2 e para o peso do distribuidor, PD4, PD5, PD3, PD6 e PD2, respectivamente. Deste modo, os resíduos estimados oriundos dos modelos matemáticos, a aplicação dos gráficos de controle multivariados T2 de Hotelling e a decomposição em componentes principais foram capazes de representar o processo produtivo. Esta metodologia possibilitou a compreensão do comportamento das variáveis e auxiliou no monitoramento do processo, bem como, na determinação das possíveis variáveis causadoras da instabilidade no processo de lingotamento contínuo.
22
Zhu, Shousheng. "Modeling, identifiability analysis and parameter estimation of a spatial-transmission model of chikungunya in a spatially continuous domain." Thesis, Compiègne, 2017. http://www.theses.fr/2017COMP2341/document.
Full textAbstract:
Dans différents domaines de recherche, la modélisation est devenue un outil efficace pour étudier et prédire l’évolution possible d’un système, en particulier en épidémiologie. En raison de la mondialisation et de la mutation génétique de certaines maladies ou vecteurs de transmission, plusieurs épidémies sont apparues dans des régions non encore concernées ces dernières années. Dans cette thèse, un modèle décrivant la transmission de l’épidémie de chikungunya à la population humaine est étudié. Ce modèle prend en compte la mobilité spatiale des humains, ce qui est nouveau. En effet, c’est un facteur intéressant qui a influencé la réapparition de plusieurs maladies épidémiques. Le déplacement des moustiques est omis puisqu’il est limité à quelques mètres. Le modèle complet (modèle EDOs-EDPs) est alors composé d’un système à réaction-diffusion (prenant la forme d’équations différentielles partielles (EDPs) paraboliques semi-linéaires) couplé à des équations différentielles ordinaires (EDOs). Nous démontrons pour ce modèle, d’abord l’existence et l’unicité de la solution globale, sa positivité et sa bornitude, puis nous donnons quelques simulations numériques. Dans ce modèle, certains paramètres ne sont pas directement accessibles à partir des expériences et doivent être estimés numériquement. Cependant, avant de rechercher leurs valeurs, il est essentiel de vérifier l’identifiabilité des paramètres pour déterminer si l’ensemble des paramètres inconnus peut être déterminé de manière unique à partir des données. Cette étude permettra de s’assurer que les procédures numériques peuvent être couronnées de succès. Si l’identifiabilité n’est pas assurée, certaines données supplémentaires doivent être ajoutées. En fait, une première étude d’identifiabilité a été effectuée pour le modèle EDOs en considérant que le nombre d’œufs peut être facilement compté. Toutefois, après avoir discuté avec les chercheurs épidémiologistes, il apparaît que c’est le nombre de larves qui peut être estimé semaines par semaines. Ainsi, nous ferons une étude d’identifiabilité pour le nouveau modèle EDOs-EDPs avec cette hypothèse. Grâce à l’intégration de l’une des équations du modèle, on obtient des équations plus faciles reliant les entrées, les sorties et les paramètres, ce qui simplifie vraiment l’étude d’identifiabilité. A partir de l’étude d’identifiabilité, une méthode et une procédure numérique sont proposés pour estimer les paramètres sans en avoir connaissanceIn different fields of research, modeling has become an effective tool for studying and predicting the possible evolution of a system, particularly in epidemiology. Due to the globalization and the genetic mutation of certain diseases or transmission vectors, several epidemics have appeared in regions not yet concerned in the last years. In this thesis, a model describing the transmission of the chikungunya epidemic to the human population is studied. As a novelty, this model incorporates the spatial mobility of humans. Indeed, it is an interesting factor that has influenced the re-emergence of several epidemic diseases. The displacement of mosquitoes is omitted since it is limited to a few meters. The complete model (ODEs-PDEs model) is then composed of a reaction-diffusion system (taken the form of semi-linear parabolic partial differential equations (PDEs)) coupled with ordinary differential equations (ODEs). We prove the existence, uniqueness, positivity and boundedness of a global solution of this model at first and then give some numerical simulations. In such a model, some parameters are not directly accessible from experiments and have to be estimated numerically. However, before searching for their values, it is essential to verify the identifiability of parameters in order to assess whether the set of unknown parameters can be uniquely determined from the data. This study will insure that numerical procedures can be successful. If the identifiability is not ensured, some supplementary data have to be added. In fact, a first identifiability study had been done for the ODEs model by considering that the number of eggs can be easily counted. However, after discussing with epidemiologist searchers, it appears that it is the number of larvae which can be estimated weeks by weeks. Thus, we will do an identifiability study for the novel ODEs-PDEs model with this assumption. Thanks to an integration of one of the model equations, some easier equations linking the inputs, outputs and parameters are obtained which really simplify the study of identifiability. From the identifiability study, a method and numerical procedure are proposed for estimating the parameters without any knowledge of them
23
Reis, Martina Costa 1986. "Constitutive modeling of electrochemical systems via the Müller-Liu entropy principle = Modelagem constitutiva de sistemas eletroquímicos através do princípio de entropia Müller-Liu." [s.n.], 2014. http://repositorio.unicamp.br/jspui/handle/REPOSIP/249906.
Full textAbstract:
Orientador: Adalberto Bono Maurizio Sacchi BassiTese (doutorado) - Universidade Estadual de Campinas, Instituto de Química
Made available in DSpace on 2018-08-25T02:48:09Z (GMT). No. of bitstreams: 1 Reis_MartinaCosta_D.pdf: 1200753 bytes, checksum: 9318dbbd02e3d4660c4a6806e68dad7d (MD5) Previous issue date: 2014
Resumo: Este trabalho descreve a termodinâmica de sistemas eletroquímicos. Explorando os princípios da teoria constitutiva, algumas hipóteses ad hoc e, em especial, o princípio de entropia Müller-Liu, modelos termo-eletroquímicos são propostos para soluções eletrolíticas e para as regiões de bulk e dupla camada de um sistema eletroquímico. A influência das interações íon-íon e íon-solvente sobre a dinâmica da mistura é considerada através da termodinâmica de contínuos polares e as equações de balanço são apropriadamente postuladas. Além disso, equações fenomenológicas são apresentadas para uma solução eletrolítica diluída e isotrópica e as condições para o equilíbrio termodinâmico local do bulk e da dupla camada são investigadas. Comparando-se as desigualdades residuais de entropia obtidas para cada região, foi demonstrado que alguns processos, tais como os fenômenos de difusão térmica, termoeletricidade e eletroforese, desenvolvem-se somente na dupla camada. Consequentemente, o estado de equilíbrio termodinâmico local na dupla camada requer condições termodinâmicas mais severas do que no bulk. Apesar das equações constitutivas serem as mais simples possíveis, os modelos constitutivos propostos para as regiões de dupla camada e bulk são fisicamente consistentes e mais abrangentes do que os modelos eletroquímicos usuais, visto que as equações e relações termodinâmicas obtidas não se limitam às condições limites e nem de equilíbrio. Portanto, a descrição termodinâmica mostrada neste trabalho pode estimular químicos e engenheiros químicos a usar a abordagem contínua no estudo da mobilidade iônica em meios bio e geológicos, fluxos de íons e de outras espécies químicas através de membranas e processos cujas transferências de calor e massa são intensificadas por campos eletromagnéticos
Abstract: This work concerns the thermodynamics of electrochemical systems. Exploiting the principles of constitutive theory, few expedient assumptions, and, in special, the Müller-Liu entropy principle, a thermo-electrochemical continuum model is proposed for electrolyte solutions as well as for the bulk and double layer regions of an electrochemical system. The influence of ion-ion and ion-solvent interactions on the mixture dynamics is taken into account through the thermodynamics of polar materials and balance laws for an electrochemical system are accordingly stated. In addition, phenomenological equations are schemed for a dilute and isotropic electrolyte solution, and the conditions for local thermodynamic equilibrium of bulk and double layer regions are investigated. Comparing the residual entropy inequalities obtained for each region of an electrochemical system, it is shown that some mechanisms develop only in the double layer, such as the thermal diffusion, thermoelectricity and electrophoresis phenomena. As a consequence, the local thermodynamic equilibrium state in the double layer requires stricter conditions than in the bulk. Although the constitutive equations are the simplest possible, the constitutive models proposed for the double layer and bulk regions are physically consistent and more comprehensive than the usual models since the emerging equations do not constrain themselves to equilibrium neither limiting conditions. Therefore, the thermodynamic description provided in this work may stimulate chemists and chemical engineers to take advantage of it to study the flow of ions and other chemical species across cell membranes, ionic mobility in bio and geological media, and processes whose heat and mass transfers are enhanced by electromagnetic fields
Doutorado
Físico-Química
Doutora em Ciências
24
Woodward, Heather Kathleen. "A performance based, multi-process cost model for solid oxide fuel cells." Link to electronic thesis, 2003. http://www.wpi.edu/Pubs/ETD/Available/etd-0428103-235205.
Full textAbstract:
Thesis (M.S.)--Worcester Polytechnic Institute.Keywords: Solid oxide fuel cell; SOFC; cost model; sputtering; tape casting; screen printing; performance model; process yield model. Includes bibliographical references (p. 93).
25
Radoszycki, Julia. "Résolution de processus décisionnels de Markov à espace d'état et d'action factorisés - Application en agroécologie." Thesis, Toulouse, INSA, 2015. http://www.theses.fr/2015ISAT0022/document.
Full textAbstract:
Cette thèse porte sur la résolution de problèmes de décision séquentielle sous incertitude,modélisés sous forme de processus décisionnels de Markov (PDM) dont l’espace d’étatet d’action sont tous les deux de grande dimension. La résolution de ces problèmes avecun bon compromis entre qualité de l’approximation et passage à l’échelle est encore unchallenge. Les algorithmes de résolution dédiés à ce type de problèmes sont rares quandla dimension des deux espaces excède 30, et imposent certaines limites sur la nature desproblèmes représentables.Nous avons proposé un nouveau cadre, appelé PDMF3, ainsi que des algorithmesde résolution approchée associés. Un PDMF3 est un processus décisionnel de Markov àespace d’état et d’action factorisés (PDMF-AF) dont non seulement l’espace d’état etd’action sont factorisés mais aussi dont les politiques solutions sont contraintes à unecertaine forme factorisée, et peuvent être stochastiques. Les algorithmes que nous avonsproposés appartiennent à la famille des algorithmes de type itération de la politique etexploitent des techniques d’optimisation continue et des méthodes d’inférence dans lesmodèles graphiques. Ces algorithmes de type itération de la politique ont été validés sur un grand nombre d’expériences numériques. Pour de petits PDMF3, pour lesquels la politique globale optimale est disponible, ils fournissent des politiques solutions proches de la politique globale optimale. Pour des problèmes plus grands de la sous-classe des processus décisionnels de Markov sur graphe (PDMG), ils sont compétitifs avec des algorithmes de résolution de l’état de l’art en termes de qualité. Nous montrons aussi que nos algorithmes permettent de traiter des PDMF3 de très grande taille en dehors de la sous-classe des PDMG, sur des problèmes jouets inspirés de problèmes réels en agronomie ou écologie. L’espace d’état et d’action sont alors tous les deux de dimension 100, et de taille 2100. Dans ce cas, nous comparons la qualité des politiques retournées à celle de politiques expertes. Dans la seconde partie de la thèse, nous avons appliqué le cadre et les algorithmesproposés pour déterminer des stratégies de gestion des services écosystémiques dans unpaysage agricole. Les adventices, plantes sauvages des milieux agricoles, présentent desfonctions antagonistes, étant à la fois en compétition pour les ressources avec la cultureet à la base de réseaux trophiques dans les agroécosystèmes. Nous cherchons à explorerquelles organisations du paysage (ici composé de colza, blé et prairie) dans l’espace etdans le temps permettent de fournir en même temps des services de production (rendementen céréales, fourrage et miel), des services de régulation (régulation des populationsd’espèces adventices et de pollinisateurs sauvages) et des services culturels (conservationd’espèces adventices et de pollinisateurs sauvages). Pour cela, nous avons développé unmodèle de la dynamique des adventices et des pollinisateurs et de la fonction de récompense pour différents objectifs (production, maintien de la biodiversité ou compromisentre les services). L’espace d’état de ce PDMF3 est de taille 32100, et l’espace d’actionde taille 3100, ce qui en fait un problème de taille conséquente. La résolution de ce PDMF3 a conduit à identifier différentes organisations du paysage permettant d’atteindre différents bouquets de services écosystémiques, qui diffèrent dans la magnitude de chacune des trois classes de services écosystémiquesThis PhD thesis focuses on the resolution of problems of sequential decision makingunder uncertainty, modelled as Markov decision processes (MDP) whose state and actionspaces are both of high dimension. Resolution of these problems with a good compromisebetween quality of approximation and scaling is still a challenge. Algorithms for solvingthis type of problems are rare when the dimension of both spaces exceed 30, and imposecertain limits on the nature of the problems that can be represented.We proposed a new framework, called F3MDP, as well as associated approximateresolution algorithms. A F3MDP is a Markov decision process with factored state andaction spaces (FA-FMDP) whose solution policies are constrained to be in a certainfactored form, and can be stochastic. The algorithms we proposed belong to the familyof approximate policy iteration algorithms and make use of continuous optimisationtechniques, and inference methods for graphical models.These policy iteration algorithms have been validated on a large number of numericalexperiments. For small F3MDPs, for which the optimal global policy is available, theyprovide policy solutions that are close to the optimal global policy. For larger problemsfrom the graph-based Markov decision processes (GMDP) subclass, they are competitivewith state-of-the-art algorithms in terms of quality. We also show that our algorithmsallow to deal with F3MDPs of very large size outside the GMDP subclass, on toy problemsinspired by real problems in agronomy or ecology. The state and action spaces arethen both of dimension 100, and of size 2100. In this case, we compare the quality of thereturned policies with the one of expert policies. In the second part of the thesis, we applied the framework and the proposed algorithms to determine ecosystem services management strategies in an agricultural landscape.Weed species, ie wild plants of agricultural environments, have antagonistic functions,being at the same time in competition with the crop for resources and keystonespecies in trophic networks of agroecosystems. We seek to explore which organizationsof the landscape (here composed of oilseed rape, wheat and pasture) in space and timeallow to provide at the same time production services (production of cereals, fodder andhoney), regulation services (regulation of weed populations and wild pollinators) andcultural services (conservation of weed species and wild pollinators). We developed amodel for weeds and pollinators dynamics and for reward functions modelling differentobjectives (production, conservation of biodiversity or trade-off between services). Thestate space of this F3MDP is of size 32100, and the action space of size 3100, which meansthis F3MDP has substantial size. By solving this F3MDP, we identified various landscapeorganizations that allow to provide different sets of ecosystem services which differ inthe magnitude of each of the three classes of ecosystem services
26
Fan, Chih-Ming, and 范志銘. "Application of Mathematical Model and Physical Model in Ladle Refining and Continuous Casting Processes of Steel." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/96636553685563930792.
Full textAbstract:
博士國立成功大學
材料科學及工程學系碩博士班
91
The purpose of this study is to develop two mathematical models, which are based on a computational fluid dynamics technique, named SOLA, and the k-ε two-equation turbulence model, to analyze the fluid flow phenomena of molten steel in the ladle during the secondary refining process and the tundish operation in the continuous casting process of steel. The first mathematical model is used to analyze the fluid flow phenomena and the corresponding diffusion of the injected Ca-Si under various design and operating conditions to find the optimal Ca-Si injection position. The second mathematical model is used to analyze fluid flow phenomena and design the optimal flow control device during initial casting operation, steady state operation and ladle-interchange operation. Several physical models are also constructed in this study. Water model experiments are conducted to verify the accuracy and reliability of the mathematical models. Good agreements are observed between the simulations and measurements. As the mathematical model is verified to be a trustworthy tool, it is then applied to the actual operation to simulate the fluid flow; heat transfer and mass transfer phenomena of the secondary refining and continuous casting processes. The flow pattern of two-phase flow in the stirred ladle for the secondary refining is simulated. The results show that the injection position of D, which has the coordinate of , has the shortest mixing time. The simulated results for the actual ladle operation show the similar trend to the water model. For the injection positions on the tuyere/circle center plane, the additives prematurely float to the top as the injection positions are near the plume zone. It helps the additives to transport to the bottom as the injection positions are away from the plume zone. The simulated results for the actual ladle operation show that the optimal positions for injection are located on the tuyere/circle-center plane, opposite side of the tuyere, and 0.5-0.8 r away from the circle center. For these injection positions, the mixing time is shorter and the flow pattern favors the transport of the additive to the bottom of the ladle. The fluid flow and heat transfer phenomena of the molten steel in the tundish during its filling stage and subsequent initial casting operation are studied. The results show that the temperature field in LP-ND operation is not uniform Inclusion distribution and the extents of inclusion contamination among the outlets of the various strands in the tundish are also analyzed. The left half of tundish, inclusion contamination in the #2 strand is significantly more severe then that in the #1 strand. This is confirmed by the actual experience on the shop floor of that particular billet caster that the #2 strand experiences more difficulty in clogging problem during the initial casting operation than the #1 strand does. The LP-SD has no eddy near outlet strand and has more uniform temperature field. It shows that LP-SD lowers nozzle clogging and makes distribution of steel more uniform. The fluid flow and mass transfer phenomena of the molten steel in the three different tundish caster during steady state are studied. Three tundish caster include A-shaped four strands billet tundish, twin strand billet tundish, and single strands slab tundish. In A-shaped four strands billet tundish, HP-SB reduces the difference of residence times between two strands, and makes distribution of steel more uniform. In twin strands billet tundish, the billet tundish with the HLPP design has the longest min-RT and it can inhibit turbulence as well as guide flow upward along slag/metal interface in the tundish. It is thus considered that HLPP arrangement is the optimal SEFCD design for twin strands billet tundish. In the single strand slab tundish, the result shows that the plain tundish has short circuit and the lowest inclusion removal ratio. The tundish with PP can reduce short circuit and has the highest inclusion removal ratio, even for inclusions, which is smaller than 50 μm. PP is the optimal SEFCD design for the single strand slab tundish. The fluid flow and mass transfer phenomena of the molten steel in the tundish caster during ladle-change period are also studied. The results show that the weir and slanting dam reduce the velocity of steel and lower the chance for slag particles to flow into the outlet. WSLD40-F120 has the smallest number of slag particles to flow into the outlet and is considered the optimal flow control design in the T-shaped single strand slab tundish caster.
27
De, Wet Gideon Jacobus. "CFD Modelling and Mathematical Optimisation of a Continuous Caster Submerged Entry Nozzle." Diss., 2005. http://hdl.handle.net/2263/26212.
Full textAbstract:
In the continuous casting of steel, the Submerged Entry Nozzle (SEN), in particular the SEN geometry, has a primary influence on the flow pattern: the SEN controls the speed, direction and other characteristics of the jet entering the mould. The SEN is however relatively inexpensive to change (in comparison with other continuous casting equipment). Thus; there is a feasible incentive to exactly understand and predict the flow of molten steel through the SEN and into the mould, in order to maximise the quality of the steel by altering the design of the SEN. By changing the SEN geometry and SEN design, the flow pattern in the mould will also change: it is thus possible to obtain an optimum SEN design if (or when) the desired flow patterns and/or certain predetermined temperature distributions are achieved. Expensive and risky plant trials were traditionally utilised to “perfect” continuous casting processes. As opposed to the plant trials, this dissertation is concerned with the Computational Fluid Dynamics (CFD) modelling of the SEN and mould, which, when used in conjunction with the Mathematical Optimiser LS-OPT, will enable the optimisation of the SEN design to achieve desired results. The CFD models are experimentally verified and validated using 40%-scaled (designed and built in-house) and full-scale water model tests. This dissertation proves that the CFD modelling of the SEN and mould can be quite useful for optimisation and parametric studies, especially when automated model generation (geometry, mesh and solution procedures) is utilised. The importance of obtaining reliable and physically correct CFD results is also emphasised; hence the need for CFD model verification using water modelling.Dissertation (MEng (Mechanical Engineering))--University of Pretoria, 2007.
Mechanical and Aeronautical Engineering
unrestricted
28
Yeh, Jiunn-Lin, and 葉俊麟. "The Development of A Mathematical Model and Its Application in the Design/Operation of Tundishes for the Continuous Casting of Steel Slab." Thesis, 1993. http://ndltd.ncl.edu.tw/handle/19515081379711814706.
Full text
29
YOU, MING-LONG, and 尤明隆. "Mathematical simulation of the macrosegregation in the continuous casting process." Thesis, 1989. http://ndltd.ncl.edu.tw/handle/25864880007034232188.
Full text
30
"Continuous-time portfolio optimization." 2004. http://library.cuhk.edu.hk/record=b6073673.
Full textAbstract:
Jin Hanqing."July 2004."
Thesis (Ph.D.)--Chinese University of Hong Kong, 2004.
Includes bibliographical references (p. 133-139).
Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web.
Electronic reproduction. Ann Arbor, MI : ProQuest dissertations and theses, [200-] System requirements: Adobe Acrobat Reader. Available via World Wide Web.
Mode of access: World Wide Web.
Abstracts in English and Chinese.
31
De, Kock Daniel Johannes. "Optimal Tundish design methodology in a continuous casting process." Thesis, 2005. http://hdl.handle.net/2263/28496.
Full textAbstract:
The demand for higher quality steel and higher production rates in the production of steel slabs is ever increasing. These slabs are produced using a continuous casting process. The molten steel flow patterns inside the components of the caster play an important role in the quality of these products. A simple yet effective design method that yields optimum designs is required to design the systems influencing the flow patterns in the caster. The tundish is one of these systems. Traditionally, experimental methods were used in the design of these tundishes, making use of plant trials or water modelling. These methods are both costly and time consuming. More recently, Computational Fluid Dynamics (CFD) has established itself as a viable alternative to reduce the number of experimentation required, resulting in a reduction in the time scales and cost of the design process. Furthermore, CFD provides more insight into the flow process that is not available through experimentation only. The CFD process is usually based on a trial-and-error basis and relies heavily on the insight and experience of the designer to improve designs. Even an experienced designer will only be able to improve the design and does not necessarily guarantee optimum results. In this thesis, a more efficient design methodology is proposed. This methodology involves the combination of a mathematical optimiser with CFD to automate the design process. The methodology is tested on a four different industrial test cases. The first case involves the optimisation of a simple dam-weir configuration of a single strand caster. The position of the dam and weir relative to inlet region is optimised to reduce the dead volume and increase the inclusion removal. The second case involves the optimisation of a pouring box and baffle of a two-strand caster. In this case, the pouring box and baffle geometry is optimised to maximise the minimum residence time at operating level and a typical transition level. The third case deals with the geometry optimisation of an impact pad to reduce the surface turbulence that should result in a reduction in the particle entrainment from the slag layer. The last case continues from the third case where a dam position and height is optimised in conjunction with the optimised impact pad to maximise the inclusion removal on the slag layer. The cases studies show that a mathematical optimiser combined with CFD is a superior alternative compared to traditional design methods, in that it yields optimum designs for a tundish in a continuous casting system.Thesis (PhD (Mechanical Engineering))--University of Pretoria, 2006.
Mechanical and Aeronautical Engineering
unrestricted
32
Wong, Mungchen. "Is source memory continuous or discrete? : an Roc analysis." 2003. https://scholarworks.umass.edu/theses/2411.
Full text
33
"Continuous-time capital asset pricing model." Thesis, 2003. http://library.cuhk.edu.hk/record=b6073946.
Full textAbstract:
This thesis studies the equilibrium behavior of continuous-time capital markets with various market assumptions. These assumptions include different settings of the investment opportunity set and consideration of the variability of the number of shares outstanding of stocks and the investment horizons of investors. Two capital asset pricing models (CAPMs) are established for every case. One of these CAPM focuses on the study of the relationship between the terminal rate of return of any given portfolio and the benchmark portfolios. The other CAPM focuses on the instantaneous rate of return. The market portfolios (and their substitutes for some cases) of all market situations are explicitly derived given homogeneous expectations. The mean-variance efficiencies with a specific terminal time are then investigated. It is proved that some of these market portfolios must be inefficient for a non-zero investment horizon. Moreover, the instantaneous efficiency of portfolios is studied for some market situations. The CAPMs are then developed based on the conditions of each market situation.Chiu Chun Hung.
"December 2003."
Adviser: Xun Yu Zhou.
Source: Dissertation Abstracts International, Volume: 64-11, Section: A, page: 4147.
Thesis (Ph.D.)--Chinese University of Hong Kong, 2003.
Includes bibliographical references (p. 185-187).
Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web.
Electronic reproduction. Ann Arbor, MI : ProQuest dissertations and theses, [200-] System requirements: Adobe Acrobat Reader. Available via World Wide Web.
Electronic reproduction. Ann Arbor, MI : ProQuest Information and Learning Company, [200-] System requirements: Adobe Acrobat Reader. Available via World Wide Web.
Abstracts in English and Chinese.
School code: 1307.
34
Chen, Yiming. "Modeling and simulation of a continuous fluidized-bed dryer." 1986. http://hdl.handle.net/2097/27603.
Full text
35
Patil, Rohit A. "Novel application of quantitative risk assessment modelling to a continuous fermenter." Thesis, 2006. http://hdl.handle.net/2440/69737.
Full textAbstract:
In food and pharmaceutical industries plant failure can be costly and sometimes catastrophic to public health. This thesis uses the notion of Friday 13th Syndrome, ie. the unexpected failure of a well-operated plant, to develop a new and rigorous mathematical model of a generalised, continuous fermenter to gain insight into the likelihood of bioprocess failure. This new model is developed for a continuous, anaerobic fermenter based on widely employed Monod process model.Thesis (M.Eng.Sc.) -- University of Adelaide, School of Chemical Engineering, 2006
36
Wang, Yan. "Mathematical modeling of heat transfer in the meniscus region of the continuous slab casting mould." Thesis, 1994. http://hdl.handle.net/2429/5012.
Full textAbstract:
The objective of this investigation was to characteristize the heat transfer phenomena related to
the Submerged Entry Nozzle (SEN) and its role on the heat transfer of the liquid steel in the
meniscus region of the mould broad face. The investigation has been conducted based on a
previous plant trial at Stelco’s Lake Erie.
A mathematical model, which includes the SEN and the liquid steel, was formulated. The heat
transfer in the SEN was examined by performing a two - dimensional finite difference model
with the Alternating Direction Implicit (ADI) method. The influences of the SEN on the steel
heat transfer in the meniscus region was studied under various conditions. The heat transfer of
the liquid steel was investigated (i) by a plug flow model for the liquid steel flowing through the
SEN tube and (ii) by a one-dimensional finite difference model for the liquid steel in the
meniscus region.
The modeling results revealed that the SEN absorbs heat from the liquid steel both inside the
SEN tube and in the meniscus region, and loses heat to the atmosphere through its exposed
surface above the meniscus; the liquid steel falling through the SEN tube has a temperature drop
of about 2.4°C from the SEN entrance to exit for a SEN length of 0.7 m; about 30% of the
superheat extracted of the liquid steel in the meniscus region is absorbed by the SEN. Many
factors, such as the thermal properties of the SEN sleeve and body materials and the mould flux
insulation depth and performance, have influences on the heat transfer of the SEN and then on
the heat transfer of the liquid steel in the meniscus. The distance between the mould broad face
and the SEN is also an important factor which influences the severity of the cooling effect of the
liquid steel in the meniscus caused by the SEN heat transfer. With the shorter distance between the mould broad face and the SEN, the cooling effect of the liquid steel is more pronounced. The
SEN tube length, especially the length above the meniscus, has an effect on the temperature drop
of the liquid steel inside the SEN.
The results of this work showed the importance of the heat transfer of the SEN regarding to the
casting process and provided guidelines for improvements on slab surface quality and operating
practice.
37
Bouhouche, Salah [Verfasser]. "Contribution to quality and process optimisation in continuous casting using mathematical modelling / vorgelegt von Salah Bouhouche." 2002. http://d-nb.info/966041208/34.
Full text
38
"Theoretical and numerical study on continuous-time mean-variance optimal strategies." 2006. http://library.cuhk.edu.hk/record=b5896528.
Full textAbstract:
Li Yan.Thesis (M.Phil.)--Chinese University of Hong Kong, 2006.
Includes bibliographical references (leaves 87-88).
Abstracts in English and Chinese.
Chapter 1 --- Introduction --- p.1
Chapter 2 --- Literature Review --- p.8
Chapter 2.1 --- Markowitz´ةs Single-Period Mean-Variance Model --- p.9
Chapter 2.2 --- Discrete-Time Mean-Variance Problem --- p.10
Chapter 2.2.1 --- Optimal Buy-and-Hold Policy --- p.11
Chapter 2.2.2 --- Optimal Rolling Markowitz Policy --- p.12
Chapter 2.2.3 --- Multi-Period Mean-Variance Optimal Policy --- p.12
Chapter 2.3 --- Continuous-Time Market --- p.13
Chapter 2.3.1 --- Optimal Unconstrained Policy --- p.15
Chapter 2.3.2 --- Bankruptcy Prohibited Optimal Policy --- p.16
Chapter 2.3.3 --- No-Shorting Optimal Policy --- p.17
Chapter 2.4 --- Continuously Rebalancing Optimal Policy --- p.18
Chapter 3 --- Discretized Continuous-Time Optimal Policies --- p.20
Chapter 3.1 --- Problem Setup --- p.21
Chapter 3.2 --- Unconstrained Problem --- p.25
Chapter 3.3 --- Problem with No-shorting Constraint --- p.31
Chapter 3.4 --- Problem with No-Bankruptcy Constraint --- p.34
Chapter 3.4.1 --- Quasi No-Bankruptcy Problem --- p.36
Chapter 3.5 --- Stability of the Simulation --- p.38
Chapter 3.6 --- Concluding Remarks --- p.41
Chapter 4 --- Performance of Continuous-Time M-V Optimal Policies --- p.43
Chapter 4.1 --- Measures of the Performance by Probabilities --- p.45
Chapter 4.2 --- Performance of the Optimal Mean-Variance Portfolio --- p.51
Chapter 4.2.1 --- Target-Hitting Probability --- p.51
Chapter 4.2.2 --- Cut-Off Probability --- p.53
Chapter 4.2.3 --- Target-Hitting-before-Cut-Off Probability --- p.58
Chapter 4.3 --- Numerical Evaluations of Probabilities for Discrete-Time Market --- p.63
Chapter 4.3.1 --- Simulation on Target-Hitting Probability --- p.64
Chapter 4.3.2 --- Simulation on Zero-Hitting Probability --- p.66
Chapter 4.3.3 --- Simulation on Target-Hitting-before-Bankruptcy Probability --- p.67
Chapter 4.4 --- Policy Comparison --- p.68
Chapter 4.4.1 --- Profile of the Probabilities --- p.70
Chapter 4.4.2 --- Impact of z on the Probabilities --- p.72
Chapter 4.5 --- Concluding Remarks --- p.74
Chapter 5 --- Empirical Analysis --- p.75
Chapter 5.1 --- Experiment Description and Parameter Estimation --- p.76
Chapter 5.1.1 --- Introduction of the Data --- p.76
Chapter 5.1.2 --- Experiment Description --- p.77
Chapter 5.1.3 --- Parameter Estimation --- p.79
Chapter 5.2 --- Empirical Results and Analysis --- p.80
Chapter 5.2.1 --- Performance Indicator --- p.80
Chapter 5.2.2 --- Experimental Results and Analysis --- p.81
Chapter 5.3 --- Concluding Remarks --- p.83
Chapter 6 --- Summary --- p.84
Bibliography --- p.87
39
"Bidding strategies in agent based continuous double auctions." Thesis, 2006. http://library.cuhk.edu.hk/record=b6074300.
Full textAbstract:
Continuous Double Auction (CDA) is an efficient market institution for real-world trading. Negotiation capabilities for software agents are a central concern. Specially, agents need to be able to prepare bids for and evaluate offers on behalf of the users they represent with the aim of obtaining the maximum benefit for their users. They do this according to some bidding strategies. However, in many cases, on one hand, determining which strategy to employ is a complex decision making task because of the inherent uncertainty and dynamics of the auction market; on the other hand, strategies in the literature do not adapt very well to the dynamic markets. To this end, this thesis is concerned with developing novel bidding strategies for CDAs and enhancing the performance of different strategies in CDAs with respect to adaptivity by designing some generally used tools.In this thesis, we focus on two types of CDAs. One is the CDAs with a deadline of inactive interval. Another is the CDAs with a fixed deadline. Three kinds of adaptive behaviors are proposed to enhance the performance of the widely adopted strategies in CDAs in the literature. They are adaptive softness, adaptive judgment of price acceptability, and adaptive time strategies. First, in the CDAs with a deadline of inactive interval, we design novel adaptive strategies, named Adaptive Attitude strategies, based on eagerness. Eagerness indicates the current supply and demand relationship from the agent's own point of view. To compute the value of eagerness, fuzzy sets and fuzzy logic are used to cope with the significant degrees of uncertainty in CDA markets. We define two kinds of adaptive behaviors, adaptive softness and adaptive judgment of price acceptability. Both of them resemble human traders' behaviors to compromise and set thresholds on acceptable prices in the trading process of real life markets and can enhance the performance of various strategies. Secondly, in the CDAs with a fixed deadline, time strategies are researched by us. In this market, every agent is aware of the time. Therefore adaptive time strategies are introduced to guide the agent to arrange his behavior according to time, which can enhance the performance of different strategies. Both the novel strategies and the enhanced strategies have been demonstrated to be superior in a wide range of CDA circumstances. We show that eagerness is a, practical solution for this class of application. We believe that this work represents an important step towards adapting agents in auctions.
Through the work in this thesis, Adaptive Attitude (AA) strategies have been demonstrated to be superior in a wide range of CDA scenarios. Moreover, three kinds of adaptive behaviors have been shown to greatly enhance the performance of the widely adopted strategies in CDAs.
Ma Huiye.
"August 2006."
Adviser: Ho Fung Leung.
Source: Dissertation Abstracts International, Volume: 68-03, Section: B, page: 1731.
Thesis (Ph.D.)--Chinese University of Hong Kong, 2006.
Includes bibliographical references (p. 151-162).
Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web.
Electronic reproduction. [Ann Arbor, MI] : ProQuest Information and Learning, [200-] System requirements: Adobe Acrobat Reader. Available via World Wide Web.
Abstracts in English and Chinese.
School code: 1307.
40
Mustafa, Nizar Ahmad. "Numerical simulation of anaerobic reductive dechlorination of CAHs in continuous flow systems." Thesis, 2011. http://hdl.handle.net/1957/27539.
Full textAbstract:
Halogenated organic compounds have had widespread and massive applications in industry, agriculture, and private households, for example, as degreasing solvents, flame retardants and in polymer production. They are released to the environment through both anthropogenic and natural sources. The most common chlorinated solvents present as contaminants include tetrachloroethene (PCE, perchloroethene) and trichloroethene (TCE). These chlorinated solvents are problematic because of their health hazards and persistence in the environment, threatening human and environmental health. Microbial reductive dechlorination is emerging as a promising approach for the remediation of chlorinated solvents in aquifers. In microbial reductive dechlorination, specialized bacteria obtain energy for growth from metabolic dechlorination reactions that convert PCE to TCE, cis-1,2-dichloroethene (cDCE), vinyl chloride (VC), and finally to benign ethene. Field studies show incomplete dechlorination of PCE to ethene due to lack of electron donors or other populations competing for the electron donor.
Mathematical models are good tools to integrate the processes affecting the fate and transport of chlorinated solvents in the subsurface. This thesis explores the use of modeling to provide a better understanding of the reductive dehalogenation process of chlorinated solvents and their competition with other microorganisms for available electron donors in continuous flow systems such as a continuous stirred tank reactor (CSTR) and a continuous flow column. The model is a coupled thermodynamic and kinetic model that includes inhibition kinetics for the dechlorination reactions, thermodynamic constraints on organic acids fermentation and has incorporated hydrogen competition among microorganisms such as homoacetogenesis, sulfate reducers and ferric iron reducers. The set of equations are coupled to those required for modeling a CSTR. The system of model equations was solved numerically using COMSOL 3.5 a, which employs finite-element methods. The kinetic model was verified by simulation results compared to previously published models and by electron balances.
The simulation process progressed by simulating the anaerobic reductive dechlorination, coupled with thermodynamic limitation of electron donor fermentation in batch systems to the modeling of CSTR, and finally to simulate anaerobic reductive dechlorination in continuous flow column, aquifer column including the processes of advection, dispersion and sorption along with the microbial processes of dehalogenation, fermentation, iron and sulfate reduction. The simulations using the developed model captured the general trends of the chemical species, and a good job predicting the dynamics of microbial population responses either the CSTRs or continuous flow column.
Although, the kinetic of anaerobic dechlorination processes of chlorinated solvents in those systems have been researched in the past, little progress has been made towards understanding the combined effects of the dechlorination and thermodynamic constraints in continuous flow systems. This work provides a rigorous mathematical model for describing the coupled effects of these processes.Graduation date: 2012
41
"Continuous-time mean-variance portfolio selection with proportional transaction costs." Thesis, 2007. http://library.cuhk.edu.hk/record=b6074183.
Full textAbstract:
Key Words: continuous-time model, mean-variance, transaction costs, stochastic singular control, Lagrange multiplier method, parabolic free-boundary problem, double-obstacle problem, Skorokhod problem.We study continuous-time Markowitz's mean-variance portfolio selection problem in a market with one stock, one bond and proportional transaction costs. The presence of transaction costs makes the problem being a singular control problem in a finite time horizon, which is very hard to deal with from the point view of control theory. Using a partial differential equation approach, we formulate the problem as a double obstacle problem, and prove the smoothness of the value function. Then we give the necessary and sufficient conditions for the existence of an optimal solution and completely characterize the optimal strategy when the problem is feasible. We show three critical distinctive features of the Markowitz model under the presence of transaction costs. First, the expected return on the portfolio could be too high to achieve if the time to maturity is not long enough, while without transaction costs, any expected return can be reached in an arbitrary short time. Second, instead of keeping the investment ratio between stock and bond to be a constant, there exists time-dependent upper and lower boundaries, transaction is carried out only if the investment ratio is on the boundaries. Third, there exists a critical time, which only depends on the market parameters, such that beyond the time no more investment will be added to stock holding. Our result is closer to real investment practice where people tend not to invest on risky assets towards the end of the investment horizon.
Xu Zuoquan.
"January 2007."
Adviser: Xunyu Zhou.
Source: Dissertation Abstracts International, Volume: 68-08, Section: B, page: 5290.
Thesis (Ph.D.)--Chinese University of Hong Kong, 2007.
Includes bibliographical references (p. 118-123).
Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web.
Electronic reproduction. [Ann Arbor, MI] : ProQuest Information and Learning, [200-] System requirements: Adobe Acrobat Reader. Available via World Wide Web.
Abstracts in English and Chinese.
School code: 1307.
42
Ahmad, Maysoon. "Assessment of mathematical models for ultrafiltration of multi-solute continuous cross-flow process." Thesis, 2012. http://hdl.handle.net/10012/6658.
Full textAbstract:
In recent years, ultrafiltration membrane-based technology has received increasing attention and great importance for water and waste water treatment. Different mathematical models are proposed to analyze and predict the permeate quality and flux during ultrafiltration of multi-solute solutions. These models are obtained from the literature and are classified into two broad categories: (i) simplified models developed from the assumption that the flux decline is controlled by a single mechanism only such as (a) osmotic pressure controlled, (b) gel layer controlled and (c) resistance in series models, (ii) advanced models that describe the flux decline and permeate quality during UF as a cumulative effect of several mechanisms. Therefore, the models range from simple analytical closed-form solutions (with the fewest parameters) to complex systems of ordinary equations (ODEs) that require the use of a numerical solver. The main purpose of this study is to conduct a thorough assessment of important flux decline models that can be found in literature. The ultimate goal of this analysis is to choose the model that is both easy and reliable. Such analysis is well supported by the experimental data of permeate quality and flux from literature where the separation of POME (carbohydrate constituents, crude protein and ammonia) in continuous cross-flow ultrafiltration process is used as an example for this study.
Preliminary results demonstrate that ultrafiltration models that don’t explicitly account for multiple solutes system seem to give accurate prediction of flux decline during the early stages of ultrafiltration. However, the discrepancy between experimental data and the simulation becomes larger as flux approaches steady-state level.
43
Reinlie, Shinta Tjahyaningtyas. "Analysis of continuous monitoring data and rapid, stochastic updating of reservoir models." Thesis, 2006. http://hdl.handle.net/2152/2625.
Full text
44
Che, Xuan. "Spatial graphical models with discrete and continuous components." Thesis, 2012. http://hdl.handle.net/1957/33644.
Full textAbstract:
Graphical models use Markov properties to establish associations among dependent variables. To estimate spatial correlation and other parameters in graphical models, the conditional independences and joint probability distribution of the graph need to be specified. We can rely on Gaussian multivariate models to derive the joint distribution when all the nodes of the graph are assumed to be normally distributed. However, when some of the nodes are discrete, the Gaussian model no longer affords an appropriate joint distribution function. We develop methods specifying the joint distribution of a chain graph with both discrete and continuous components, with spatial dependencies assumed among all variables on the graph. We propose a new group of chain graphs known as the generalized tree networks. Constructing the chain graph as a generalized tree network, we partition its joint distributions according to the maximal cliques. Copula models help us to model correlation among discrete variables in the cliques. We examine the method by analyzing datasets with simulated Gaussian and Bernoulli Markov random fields, as well as with a real dataset involving household income and election results. Estimates from the graphical models are compared with those from spatial random effects models and multivariate regression models.Graduation date: 2013
45
"Unsupervised model adaptation for continuous speech recognition using model-level confidence measures." 2002. http://library.cuhk.edu.hk/record=b5891033.
Full textAbstract:
Kwan Ka Yan.Thesis (M.Phil.)--Chinese University of Hong Kong, 2002.
Includes bibliographical references.
Abstracts in English and Chinese.
Chapter 1. --- Introduction --- p.1
Chapter 1.1. --- Automatic Speech Recognition --- p.1
Chapter 1.2. --- Robustness of ASR Systems --- p.3
Chapter 1.3. --- Model Adaptation for Robust ASR --- p.4
Chapter 1.4. --- Thesis outline --- p.6
References --- p.8
Chapter 2. --- Fundamentals of Continuous Speech Recognition --- p.10
Chapter 2.1. --- Acoustic Front-End --- p.10
Chapter 2.2. --- Recognition Module --- p.11
Chapter 2.2.1. --- Acoustic Modeling with HMM --- p.12
Chapter 2.2.2. --- Basic Phonology of Cantonese --- p.14
Chapter 2.2.3. --- Acoustic Modeling for Cantonese --- p.15
Chapter 2.2.4. --- Language Modeling --- p.16
References --- p.17
Chapter 3. --- Unsupervised Model Adaptation --- p.18
Chapter 3.1. --- A General Review of Model Adaptation --- p.18
Chapter 3.1.1. --- Supervised and Unsupervised Adaptation --- p.20
Chapter 3.1.2. --- N-Best Adaptation --- p.22
Chapter 3.2. --- MAP --- p.23
Chapter 3.3. --- MLLR --- p.25
Chapter 3.3.1. --- Adaptation Approach --- p.26
Chapter 3.3.2. --- Estimation of MLLR regression matrices --- p.27
Chapter 3.3.3. --- Least Mean Squares Regression --- p.29
Chapter 3.3.4. --- Number of Transformations --- p.30
Chapter 3.4. --- Experiment Results --- p.32
Chapter 3.4.1. --- Standard MLLR versus LMS MLLR --- p.36
Chapter 3.4.2. --- Effect of the Number of Transformations --- p.43
Chapter 3.4.3. --- MAP Vs. MLLR --- p.46
Chapter 3.5. --- Conclusions --- p.48
Referencesxlix
Chapter 4. --- Use of Confidence Measure for MLLR based Adaptation --- p.50
Chapter 4.1. --- Introduction to Confidence Measure --- p.50
Chapter 4.2. --- Confidence Measure Based on Word Density --- p.51
Chapter 4.3. --- Model-level confidence measure --- p.53
Chapter 4.4. --- Integrating Confusion Information into Confidence Measure --- p.55
Chapter 4.5. --- Adaptation Data Distributions in Different Confidence Measures..… --- p.57
References --- p.65
Chapter 5. --- Experimental Results and Analysis --- p.66
Chapter 5.1. --- Supervised Adaptation --- p.67
Chapter 5.2. --- Cheated Confidence Measure --- p.69
Chapter 5.3. --- Confidence Measures of Different Levels --- p.71
Chapter 5.4. --- Incorporation of Confusion Matrix --- p.81
Chapter 5.5. --- Conclusions --- p.83
Chapter 6. --- Conclusions --- p.35
Chapter 6.1. --- Future Works --- p.88
46
Thaba, Lethabo Jane. "Modelling the short term interest with stochastic differential equation in continuous time: linear versus non-linear mode." Thesis, 2014. http://hdl.handle.net/10210/11137.
Full textAbstract:
M.Com. (Financial Economics)Recently, there has been a growth in the bond market. This growth has brought with it an ever-increasing volume and range of interest rate depended derivative products known as interest rate derivatives. Amongst the variables used in pricing these derivative products is the short-term interest rate. A numbers of short-term interest rate models that are used to fit the short-term interest rate exist. Therefore, understanding the features characterised by various short-term interest rate models, and determining the best fitting models is crucial as this variable is fundamental in pricing interest rate derivatives, which further determine the decision making of economic agents. This dissertation examines various short-term interest rate models in continuous time in order to determine which model best fits the South African short-term interest rates. Both the linear and nonlinear short-term interest rate models were estimated. The methodology adopted in estimating the models was parametric approach using Quasi Maximum Likelihood Estimation (QMLE). The findings indicate that nonlinear models seem to fit the South African short-term interest rate data better than the linear models
47
Love, David John. "Dynamic modelling and optimal control of sugar crystallisation in a multi-compartment continuous vacuum pan." Thesis, 2002. http://hdl.handle.net/10413/610.
Full textAbstract:
The objective of this work was to determine the operating conditions which would maximise the crystallisation performance of continuous vacuum pans used in the sugar industry. The specific application investigated in detail is crystallisation of high grade product sugar (A-sugar) in a South African raw cane sugar factory. The optimisation studies are based on a detailed dynamic mathematical model of a continuous pan. Whilst this model is based on the published work of others, the selection of variables and the formulation of the equations have been structured to produce a modular model of an individual compartment with the minimum number of independent variables. The independent variables have also been selected to meet the requirements of both a state-space control formulation and those necessary for the dynamic programming technique of optimisation. The modular compartment models are linked together to model a multi-compartment pan and the steady state model is derived as a special case of the dynamic model. For the model to simulate the conditions in South African sugar factories adequately requires appropriate descriptions of sucrose solubility and growth kinetics. Given the limited applicability of published data, experiments were undertaken to determine these parameters. Sucrose solubility in impure solutions was determined in laboratory tests designed to approach equilibrium by dissolution at conditions approximating those during pan boiling. The dependence of crystal growth rate on the concentration of impurity present in the mother liquor was investigated in both laboratory scale and pilot scale batch pan boiling experiments. The primary dependence of crystal growth rate on the super-saturation driving force was determined by fitting the steady state model to results of tests on an industrial scale continuous pan. The dynamic programming technique was used in conjunction with the mathematical model to determine the operating conditions which maximise steady state crystallisation performance. Using the crystallisation parameters determined for South African conditions, this approach has shown that the conventional wisdom of running with high crystal contents in all compartments of continuous pans boiling A-massecuite is not optimum. Pans should operate at lower crystal contents in earlier compartments, only increasing to higher crystal contents towards the final compartment. The specific values depend on seed conditions, pan design and the solubility and growth kinetics. To reap the benefits of being able to determine the optimum steady state operating condition for a continuous pan, it is necessary to be able to achieve effective steady state operation under industrial conditions. This requires both a steady loading on the pan and effective control of the crystallisation conditions within the pan. To stabilise loading, a strategy has been developed which uses buffer tanks in an optimal way to damp out flow fluctuations. This strategy accommodates multiple buffer tanks in series without the amplification of disturbances that occurs with some of the simpler published techniques. The dynamic behaviour of absolute pressure control and compartment feed control were investigated in an industrial scale pan. This work has demonstrated the importance of high quality absolute pressure control and developed techniques for effective automatic tuning of pan feed controls. As part of this research, computer control systems were developed as tools to provide the appropriate monitoring and control of the experiments undertaken.Thesis (Ph.D.)-University of Natal, 2002.
48
Van, Appel Vaughan. "Estimation of discretely sampled continuous diffusion processes with application to short-term interest rate models." Thesis, 2014. http://hdl.handle.net/10210/12372.
Full textAbstract:
M.Sc. (Mathematical Statistics)Stochastic Differential Equations (SDE’s) are commonly found in most of the modern finance used today. In this dissertation we use SDE’s to model a random phenomenon known as the short-term interest rate where the explanatory power of a particular short-term interest rate model is largely dependent on the description of the SDE to the real data. The challenge we face is that in most cases the transition density functions of these models are unknown and therefore, we need to find reliable and accurate alternative estimation techniques. In this dissertation, we discuss estimating techniques for discretely sampled continuous diffusion processes that do not require the true transition density function to be known. Moreover, the reader is introduced to the following techniques: (i) continuous time maximum likelihood estimation; (ii) discrete time maximum likelihood estimation; and (iii) estimating functions. We show through a Monte Carlo simulation study that the parameter estimates obtained from these techniques provide a good approximation to the estimates obtained from the true transition density. We also show that the bias in the mean reversion parameter can be reduced by implementing the jackknife bias reduction technique. Furthermore, the data analysis carried out on South-African interest rate data indicate strongly that single factor models do not explain the variability in the short-term interest rate. This may indicate the possibility of distinct jumps in the South-African interest rate market. Therefore, we leave the reader with the notion of incorporating jumps into a SDE framework.
49
"Improved estimation of catchment rainfall for continuous simulation modelling." Thesis, 2005. http://hdl.handle.net/10413/2685.
Full textAbstract:
Long sequences of rainfall at fme spatial and temporal details are increasingly required, not only for hydrological studies, but also to provide inputs for models of crop growth, land fills, tailing dams, disposal of liquid waste on land and other environmentally-sensitive projects. However, rainfall records from raingauges frequently fail to meet the requirements of the above studies. Therefore, it is important to improve the estimation of the depth and spatial distribution of rainfall falling over a catchment. A number of techniques have been developed to improve the estimation of the spatial distribution of rainfall from sparsely distributed raingauges. These techniques range from simple interpolation techniques developed to estimate areal rainfall from point rainfall measurements, to statistical and deterministic models, which generate rainfall values and downscale the rainfall values based on the physical properties of the clouds or rain cells. Furthermore, these techniques include different statistical methods, which combine the rainfall information gathered from radar, raingauges and satellites. Although merging the radar and raingauge rainfall fields gives a best estimate of the "true rainfall field", the length of the radar record and spatial coverage of the radar in a country such as South Africa is relatively short and hence is of limited use in hydrological studies. Therefore, the relationship between the average merged rainfall value for a catchment and a "driver" station, which is selected to represent rainfall in the catchment, is developed and assessed in this study. Rainfall data from the Liebenbergsvlei Catchment near Bethlehem in the Free State Province and a six-month record of radar data are used to develop relationships between the average merged subcatchment rainfall for each of the Liebenbergsvlei subcatchments and a representative raingauge selected to represent the rainfall in each of the subcatchments. The relationships between daily raingauges and the average rainfall depth of the subcatchments are generally good and in most of the subcatchments the correlation coefficient is greater than 0.5. It was also noted that, in most of the subcatchments, the daily raingauges overestimate the average areal rainfall depth of the subcatchments. In addition, the String of Beads Model (SBM) developed by Clothier and Pegram (2002) was used to generate synthetic rainfall series for the Liebenbergsvlei catchments. The SBM is able to produce rainfall values at a spatial resolution of IxI km with a 5 minute temporal resolution. The SBM is a high-resolution space-time model of radar rainfall images, which takes advantage of the detailed spatial and temporal information captured by weather radar and combines it with the long-term seasonal variation captured by a network of daily raingauges. Statistics from a 50 year period of generated rainfall values were compared with the statistics computed from a 50 year raingauge data series, and it was found that the generated rainfall values mimic the rainfall data from the raingauges reasonably well. The relationship developed between the merged catchment rainfall values and driver rainfall station values, which are selected to represent the mean areal rainfall of the subcatchment, was used to adjust the Conventional Driver rainfall Station (CDS) into Modified Driver Station (MDS) values. Streamflow was simulated using both the CDS and MDS rainfall compared against the observed streamflow from the Liebenbergsvlei catchment. In general, the streamflow simulated by the ACRU model do not correlate well with the observed streamflow, which is attributed to unrealistic observed flow and inter-catchments transfers of water. However, it is noted that the volume of streamflow simulated with the MDS rainfall is only 71 % of that simulated with the CDS rainfall, thus highlighting the limitation of using the CDS rainfall approach for modelling and the need to apply the methodology to improve the estimation of catchment rainfall developed in this study to other catchments in South Africa.Thesis (M.Sc.)-University of KwaZulu-Natal, 2005.
50
Mashau, Shivasi Christopher. "An investigation into the manufacturing of complex, three-dimensional components using continuous fibre reinforced thermoplastic composites." Thesis, 2017. https://hdl.handle.net/10539/24191.
Full textAbstract:
A dissertation submitted to the Faculty of Engineering and the Built Environment,
University of the Witwatersrand, Johannesburg, in fulfilment of the requirements for the
degree of Master of Science in Engineering.
Johannesburg, October 2017This research looks into the manufacturing process of complex geometries using continuous fibre reinforced thermoplastics (CFRTP). The purpose of this work was to develop methods that will enable the production of defect free complex components. This was achieved by investigating the key process parameters in the CFRTP manufacturing process, and optimizing them in order to improve the quality of components. The investi- gations were performed with the aid of software making use of the finite element method, and this was found to be instrumental in predicting the formability of geometries. The re- search showed that the formability of complex geometry is largely determined by the ability of the laminate to be draped into the required geometry. The forming mechanisms that take place during the draping process can be linked to the formation of defects where draping is unsuccessful. The study also showed that the quality of the drape can be influenced by blank and tool design factors. It was also shown that the blank can be manipulated using a restraint mechanism to improve the formability of geometries. The effect of processing parameters such as forming speed, forming pressure and tool temperature were also investigated. The research resulted in the formulation of guidelines to follow when manufacturing CFRTP components. The developments that were made were successfully implemented to improve the formability of a complex component that had previously been difficult to form without defects.
MT2018