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Bureik, Jan-Philipp. "Number statistics and momentum correlations in interacting Bose gases." Electronic Thesis or Diss., université Paris-Saclay, 2024. http://www.theses.fr/2024UPASP014.
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Ce travail de thèse est dédié à l'étude des statistiques du nombre et corrélations en impulsion dans des gaz de Bose sur réseaux interagissants. Le modèle de Bose-Hubbard est simulé en chargeant des condensats de Bose-Einstein (BEC) d'atomes d'Hélium-4 métastables dans un réseau optique tridimensionnel (3D). Ce modèle présente une transition de phase quantique d'un superfluide à un isolant de Mott induite par des fluctuations quantiques provoquées par l'interaction. L'objectif de ce travail est de comprendre le rôle de ces fluctuations quantiques en analysant leurs signatures dans l'espace des impulsions. Le schéma de détection original utilisé à cette fin fournit la distribution d'impulsion résolue à l'échelle de l'atome unique en 3D. À partir de ces jeux de données composés de milliers d'atomes individuels, les statistiques du nombre d'occupation de différents sous-volumes de l'espace des impulsions fournissent des informations sur les propriétés de corrélation ou de cohérence du gaz de Bose interagissant. À impulsions proches, ces probabilités d'occupation permettent l'identification de statistiques d'état pur sous-jacentes dans le cas d'états many-body classiques tels que les superfluides en réseau et les isolants de Mott. Dans le régime faiblement interagissant, des corrélations bien établies entre les paires d'atomes à impulsions opposées sont observées. De plus, on constate que ces corrélations entre paires diminuent en faveur de corrélations plus complexes entre plus de deux particules lorsque les interactions sont augmentées. Une observation directe de corrélations non-Gaussiennes encapsule la nature statistique complexe des superfluides fortement interagissants bien en amont de la transition de phase vers l'isolant de Mott. Enfin, lors de la transition de phase, on constate une augmentation des fluctuations du nombre d'occupation du mode du BEC, constituant une signature directe des fluctuations quantiques induisant la transition. Des quantités indépendantes de la taille du système, telles que le cumulant de Binder, présentent des variations abruptes même dans un système de taille finie et semblent prometteuses pour constituer des observables appropriés permettant de déterminer le comportement universel lorsqu'elles sont mesurées dans un système homogèneThis thesis work is dedicated to the study of number statistics and momentum correlations in interacting lattice Bose gases. The Bose-Hubbard model is simulated by loading Bose-Einstein condensates (BECs) of metastable Helium-4 atoms into a three-dimensional (3D) optical lattice. This model exhibits a quantum phase transition from a superfluid to a Mott insulator that is driven by interaction-induced quantum fluctuations. The objective of this work is to comprehend the role of these quantum fluctuations by analyzing their signatures in momentum space. The original detection scheme employed towards this aim provides the single-particle resolved momentum distribution of the atoms in 3D. From such datasets made up of thousands of individual atoms, the number statistics of occupation of different sub-volumes of momentum space yield information about correlation or coherence properties of the interacting Bose gas. At close-by momenta these occupation probabilities permit the identification of underlying pure-state statistics in the case of textbook many-body states such as lattice superfluids and Mott insulators. In the weakly-interacting regime, well-established correlations between pairs of atoms at opposite momenta are observed. Furthermore, these pair correlations are found to decrease in favor of more intricate correlations between more than two particles as interactions are increased. A direct observation of non-Gaussian correlations encapsulates the complex statistical nature of strongly-interacting superfluids well before the Mott insulator phase transition. Finally, at the phase transition, fluctuations of the occupation number of the BEC mode are found to be enhanced, constituting a direct signature of the quantum fluctuations driving the transition. System-size independent quantities such as the Binder cumulant are shown to exhibit distinctive sharp features even in a finite-size system, and hold promise for constituting suitable observables for determining universal behavior when measured in a homogeneous system
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Becher, Jan Hendrik Willibald [Verfasser], and Selim [Akademischer Betreuer] Jochim. "Characterizing Few-Fermion Systems with Momentum Correlations / Jan Hendrik Willibald Becher ; Betreuer: Selim Jochim." Heidelberg : Universitätsbibliothek Heidelberg, 2020. http://d-nb.info/1210647788/34.
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Littek, Carsten [Verfasser], and Matthias [Akademischer Betreuer] Bartelmann. "Kinetic Field Theory: Momentum-Density Correlations and Fuzzy Dark Matter / Carsten Littek ; Betreuer: Matthias Bartelmann." Heidelberg : Universitätsbibliothek Heidelberg, 2018. http://d-nb.info/1177252848/34.
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Chadwick, Helen J. "Angular momentum polarisation effects in inelastic scattering." Thesis, University of Oxford, 2012. http://ora.ox.ac.uk/objects/uuid:474b04fa-4f50-4618-88ab-c85878723f2a.
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In this thesis, a joint experimental and theoretical investigation of the vector properties that describe the inelastic scattering of a diatomic radical with an atomic collision partner is presented. A particular emphasis is placed on those correlations that include the final rotational angular momentum, j', of the radical. The depolarisation of both NO(A) and OH(A) brought about through collisions with krypton has been studied, providing a measure of the j-j' correlation, where j is the initial rotational angular momentum associated with the diatom. The total depolarisation cross- sections for both collisional disorientation and disalignment have been measured using quantum beat spectroscopy, and modelled theoretically using quasi-classical trajectory (QCT) calculations. The agreement between experiment and theory for NO(A)-Kr is excellent, but is not observed for OH(A)-Kr under thermal conditions. This has been attributed to the importance of electronic quenching in OH(A)-Kr. The depolarisation cross-sections have also been determined at a higher collision energy for OH(A)-Kr where electronic quenching is less significant, and the experimental results are in better agreement with those obtained theoretically. The NO(A)-Kr depolarisation cross-sections fall with increasing rotational quantum number, N, whereas for OH(A)-Kr, they exhibit less of an N dependence. This trend is mirrored in the elastic depolarisation cross-sections, which have also been determined experimentally for OH(A)-Kr. The significantly attractive and anisotropic nature of the OH(A)-Kr potential energy surface (PES) accounts for these observations. The j-j' correlation is extended to include the initial (relative) velocity (k) in a new theoretical treatment of the k-j-j' correlation. The formalism developed is used with the results from the QCT calculations for NO(A)-Kr and OH(A)-Kr to provide further insight into the mechanism of depolarisation in the two systems. Collisions of NO(A) with krypton do not cause significant depolarisation due to their impulsive nature, and the projection of j onto the kinematic apse is conserved. In contrast, collisions of OH(A) with krypton effectively randomise the direction of j, again showing the influence of the anisotropic and attractive nature of the PES. However, the projection of j onto the kinematic apse is still conserved. The inelastic scattering of NO(X) with argon and krypton has also been investigated, using a crossed molecular beam apparatus. The initial Λ-doublet state of the NO(X) was selected using hexapole focussing, and the products of the collision detected using velocity mapped ion imaging. The state to state differential cross-sections (equivalent to the k-k' correlation, where k' is the final relative velocity) have been measured for collisions which conserve the initial spin-orbit level of the NO(X) with krypton. The same parity dependent effects were seen as have been observed previously for NO(X)-Ar. The collision induced alignment (equivalent to the k-k'-j' correlation) of NO(X) as a result of scattering with argon has also been determined experimentally. The results can be explained classically by considering the conservation of the projection of j onto the kinematic apse.
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Cao, Ze. "Investigation of Momentum and Heat Transfer in Flow Past Suspensions of Non-Spherical Particles." Diss., Virginia Tech, 2021. http://hdl.handle.net/10919/102662.
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Investigation of momentum and heat transfer between the fluid and solid phase is critical to the study of fluid-particle systems. Dense suspensions are characterized by the solid fraction (ratio of solid volume to total volume), the particle Reynolds number, and the shape of the particle. The behavior of non-spherical particles deviates considerably from spherical particle shapes which have been studied extensively in the literature. Momentum transfer, to first-order, is driven by drag forces experienced by the particles in suspension, followed by lift and lateral forces, and also through the transmission of fluid torque to the particles. The subject of this thesis is a family of prolate ellipsoidal particle geometries of aspect ratios (AR) 2.5, 5.0 and 10.0 at nominal solid fractions (φ) between 0.1 and 0.3, and suspensions of cylinders of AR=0.25. The nominal particle Reynolds number (Re) is varied between 10 to 200, representative of fluidized beds. Fluid forces and heat transfer coefficients are obtained numerically by Particle Resolved Simulations (PRS) using the Immersed Boundary Method (IBM). The method enables the calculation of the interstitial flow and pressure field surrounding each particle in suspension leading to the direct integration of fluid forces acting on each particle in the suspension.
A substantial outcome of the research is the development of a new drag force correlation for random suspensions of prolate ellipsoids over the full range of geometries and conditioned studied. In many practical applications, especially as the deviation from the spherical shape increases, particles are not oriented randomly to the flow direction, resulting in suspensions which have a mean preferential orientation. It is shown that the mean suspension drag varies linearly with the orientation parameter, which varies from -2.0 for particles oriented parallel to the flow direction to 1.0 for particles normal to the flow direction. This result is significant as it allows easy calculation of drag force for suspension with any preferential orientation.
The heat transfer coefficient or Nusselt number is investigated for prolate ellipsoid suspensions. Significantly, two methods of calculating the heat transfer coefficient in the literature are reconciled and it is established that one asymptotes to the other. It is also established that unlike the drag force, at low Reynolds number the suspension mean heat transfer coefficient is very sensitive to the spatial distribution of particles or local-to-particle solid fractions. For the same mean solid fraction, suspensions dominated by particle clusters or high local solid fractions can exhibit Nusselt numbers which are lower than the minimum Nusselt number imposed by pure conduction on a single particle in isolation. This results from the dominant effect of thermal wakes at low Reynolds numbers. As the Reynolds number increases, the effect of particle clusters on heat transfer becomes less consequential.
For the 0.25 aspect ratio cylinder, it was found that while existing correlations under predicted the drag forces, a sinusoidal function F_(d,θ)=F_(d,θ=0°)+(F_(d,θ=90°)-F_(d,θ=0°) )sin(θ) captured the variation of normalized drag with respect to inclination angle over the range 10≤Re≤300 and 0≤φ≤0.3. Further the mean ensemble drag followed F_d=F_(d,θ=0°)+1/2(F_(d,θ=90°)-F_(d,θ=0°)). It was shown that lift forces were between 20% to 80% of drag forces and could not be neglected in models of fluid-particle interaction forces. Comparing the pitching fluid torque to collision torque during an elastic collision showed that as the particle equivalent diameter, density, and collision velocities decreased, fluid torque could be of the same order of magnitude as collisional torque and it too could not be neglected from models of particle transport in suspensions.Doctor of Philosophy
Momentum and heat exchange between the fluids (air, water…) and suspensions of solid particles plays a critical role in power generation, chemical processing plants, pharmaceuticals, in the environment, and many other applications. One of the key components in momentum exchange are the forces felt by the particles in the suspension due to the flow of the fluid around them and the amount of heat the fluid can transfer to or from the particles. The fluid forces and heat transfer depend on many factors, chief among them being the properties of the fluid (density, viscosity, thermal properties) and the properties of the particles in the suspension (size, shape, density, thermal properties, concentration). This introduces a wide range of parameters that have the potential to affect the way the fluid and particles behave and move. Experimental measurements are very difficult and expensive to conduct in these systems and computational modeling can play a key role in characterization. For accuracy, computational models have to have the correct physical laws encoded in the software. The objective of this thesis is to use very high-fidelity computer models to characterize the forces and heat transfer under different conditions to develop general formulas or correlations which can then be used in less expensive computer models. Three basic particle shapes are considered in this study, a sphere, a disk like cylindrical particles, and particles of ellipsoidal shapes. More specifically, Particle Resolved Simulations of flow through suspensions of ellipsoids with aspect ratio of 2.5, 5, 10 and cylinders with aspect ratio of 0.25 are performed. The Reynolds number range covered is [10, 200] for ellipsoids and [10, 300] for cylinders with solid fraction range of [0.1, 0.3]. New fluid drag force correlations are proposed for the ellipsoid and cylinder suspensions, respectively, and heat transfer behavior is also investigated.
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Risbey, James S. (James Sydney). "An analysis of zonal mean atmospheric angular momentum and high cloud cover : periodicities, time-latitude structure, and cross correlations." Thesis, Massachusetts Institute of Technology, 1987. http://hdl.handle.net/1721.1/57727.
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Johnson, Aisling. "One-dimensional Bose Gases on an Atom Chip : Correlations in Momentum Space and Theoretical Investigation of Loss-induced Cooling." Thesis, Université Paris-Saclay (ComUE), 2016. http://www.theses.fr/2016SACLO013/document.
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L'objet de cette thèse est l'étude théorique et expérimentale de gaz de Bose à une dimension (1D), confinés à la surface d'une micro-structure. Une part importante du travail de thèse a été la modification du montage expérimental: le système laser a été remplacé, et l'installation d'un nouvel objectif de grande ouverture numérique (0.4) a nécessité le changement du dessin de la puce ainsi que l'adaptation du système à vide. Nous avons étudié les corrélations du second ordre dans l'espace des impulsions, en appliquant une méthode qui nous permet d'enregistrer en une seule image la distribution en vitesses complète de notre gaz. Nos données explorent les différents régimes du gaz à faibles interactions, du gaz de Bose idéal au quasi-condensat. Ces mesures ont montré le phénomène de groupement bosonique dans les deux phases, tandis que le quasi-condensat comporte des corrélations négatives en dehors de la diagonale. Ces anti-corrélations sont une signature de l'absence d'ordre à longue portée en 1D. Les mesures sont en bon accord avec des calculs analytiques ainsi que des simulations numériques de type Monte Carlo Quantique. Ensuite, l'objet d'un second projet est l'étude du refroidissement de gaz 1D. Comme nos échantillons occupent seulement l'état fondamental du piège transverse, il n'est pas possible de sélectionner les atomes les plus énergiques pour évaporer le gaz de façon habituelle. Une méthode alternative, qui repose sur la perte non-sélective d'atomes, a été proposée et mise en pratique expérimentalement par des collègues. Leurs résultats sont compatibles avec des observations faites sur notre montage, très semblable au leur. Tout d'abord, nous avons aussi obtenu des température d'environ 10% de l'énergie de l'état fondamental transverse. Deuxièmement, des simulations champ classique ont montré la robustesse de l'état hors d'équilibre généré par de telles pertes: les différents modes perdent en effet de l'énergie à des taux différents. Ceci est en accord avec l'observation expérimentale suivante: selon la méthode de thermométrie utilisée, chacune explorant des excitations d'énergies différentes, les températures mesurées sont différentes. Enfin, nous relions cet état non-thermique à la nature intégrable du système considéréWe present experimental and theoretical results on ultracold one-dimensional (1D) Bose gases, trapped at the surface of a micro-structure. A large part of the doctoral work was dedicated to the upgrade of the experimental apparatus: the laser system was replaced and the installation of a new imaging objective of high numerical aperture (0.4) required the modification of the atom chip design and the vacuum system. We then probed second-order correlations in momentum space, using a focussing method which allows us to record the velocity distribution of our gas in a single shot. Our data span the weakly-interacting regime of the 1D Bose gas, going from the ideal Bose gas regime to the quasi-condensate. These measurements revealed bunching in both phases, while in the quasi-condensate off-diagonal negative correlations, a the signature of the absence of long-range order in 1D, were revealed. These experimental results agree well with analytical calculations and exact Quantum Monte Carlo simulations. A second project focussed on the cooling of such 1D gases. Since the samples lie in the ground state of the transverse trap, energy selection to carry out usual evaporative cooling is not possible. An alternative cooling scheme, based on non-selective removal of particles, was proposed and demonstrated by colleagues. These findings are compatible with observations on our setup, similar to theirs. Firstly, we also reached temperatures as low as 10% of the transverse gap in earlier experiments. Secondly, with classical field simulations we demonstrate the robustness of the non-thermal arising from these losses: different modes indeed lose energy at different rates. This agrees with the following observation: depending on the thermometry we use, each probing excitations of different energies, the measured temperatures are different, beyond experimental uncertainty. Finally, we relate this non-thermal state to the integrable nature of the 1D Bose gas
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Zhang, Bin. "Searching for Short Range Correlations Using (e,e'NN) Reactions." Washington, D.C : Oak Ridge, Tenn. : United States. Dept. of Energy. Office of Energy Research ; distributed by the Office of Scientific and Technical Information, U.S. Dept. of Energy, 2003. http://www.osti.gov/servlets/purl/824928-2353Al/native/.
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Thesis; Thesis information not provided; 1 Feb 2003.Published through the Information Bridge: DOE Scientific and Technical Information. "JLAB-PHY-03-38" "DOE/ER/40150-2762" Bin Zhang. 02/01/2003. Report is also available in paper and microfiche from NTIS.
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Subedi, Ramesh Raj. "Studying Short-Range Correlations with the 12C(e,e'pn) Reaction." [Kent, Ohio] : Kent State University, 2007. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=kent1194961371.
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Cayla, Hugo. "Measuring the momentum distribution of a lattice gas at the single-atom level." Thesis, Université Paris-Saclay (ComUE), 2018. http://www.theses.fr/2018SACLO005/document.
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Ce travail de thèse démontre une technique de détection capable de mesurer, avec une sensibilité à l'atome unique, l'espace des impulsions d'un gaz ultrafroid chargé dans un réseau optique 3D. Nous avons développé un détecteur basé sur des galettes de micro-canaux, capable de sonder électroniquement des nuages d'Hélium-4 métastable. Le gaz est détecté après un temps de vol de 325ms, suffisamment long pour atteindre l'expansion de champ lointain, où la distribution spatiale du gaz coïncide avec la distribution d'impulsion asymptotique. En se plac{c}ant dans un régime proche du remplissage unitaire du réseau, les effets de collisions entre atomes aux premiers instants de l'expansion deviennent négligeables, et donc la distribution d'impulsion asymptotique est égale à la distribution d'impulsion in situ. Nous démontrons expérimentalement cette égalité en comparant nos mesures en champ lointain avec la distribution d'impulsion calculée à partir de l'Hamiltonien de Bose-Hubbard, gr^ace à des simulations Monte Carlo Quantique. Nous observons un bon accord avec la théorie sur plus de 3 ordres de grandeur en densité. Ces simulations sont calculées à partir de nos paramètres expérimentaux, la température étant la seule variable ajustable. Nous utilisons ensuite cette comparaison pour réaliser une thermométrie précise du gaz sur réseau, permettant une exploration de la transition superfluide-gaz normal à travers la mesure directe de différentes quantités, comme la fraction condensée ou la fonction de corrélation à deux particulesIn this thesis, we report the demonstration of a detection technique able to probe, with a single-atom sensitivity, the momentum distribution of an ultracold gas loaded inside a 3D optical lattice. We have developed a micro-channel plate detector, able to electronically probe clouds of metastable Helium-4. The gas is detected after a time-of-flight of 325ms, long enough to reach the far-field expansion, where the spatial distribution of the cloud can be mapped to the asymptotic momentum distribution. By putting ourselves in a regime where the lattice filling is close to unity, the atomic collisions in the first instant of the expansion become negligible, so that the asymptotic momentum distribution is equal to the in situ momentum distribution. We experimentally demonstrate this equality, by comparing our far-field measurements with the momentum distribution calculated from the Bose-Hubbard Hamiltonian, thanks to ab initio quantum Monte Carlo simulations. We show a good agreement with the theory over more than 3 orders of magnitude in density. Those simulations are calculated with our experimental parameters, the temperature being the only adjustable variable. We then use this comparison to perform a precise thermometry of the lattice gas, allowing us to explore the superfluid-normal gas transition through a direct measurement of different quantities, like the condensed fraction or the two-particles correlation function
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Martinsson, Engshagen Jan. "Nothing is normal in nance! : On Tail Correlations and Robust Higher Order Moments in Normal Portfolio Frameworks." Thesis, KTH, Matematik (Inst.), 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-102699.
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Abstract This thesis project is divided in two parts. The first part examines the possibility that correlation matrix estimates based on an outlier sample would contain information about extreme events. According to my findings, such methods do not perform better than simple shrinkage methods where robust shrinkage targets are used. The method tested is especially outperformed when it comes to the extreme events, where a shrinkage of the correlation matrix towards the identity matrix seems to give the best result. The second part is about valuation of skewness in marginal distributions and the penalizing of heavy tails. I argue that it is reasonable to use a degrees of freedom parameter instead of kurtosis and a certain regression parameter, that I develop, instead of skewness due to robustness issues. When minimizing the one period draw-down is our target, the "value" of skewness seems to have a linear relationship with expected returns. Re-valuing of expected returns, in terms of skewness, in the standard Markowitz framework will tend to lower expected shortfall (ES), increase skewness and lower the realized portfolio variance. Penalizing of heavy tails will most times in the same way lower ES, lower kurtosis and realized portfolio variance. The results indicate that the parameters representing higher order moments in some way characterize the assets and also reflect their future behavior. These properties can be used in a simple optimization framework and seem to have a positive impact even on portfolio level
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BATTAGLIA, FRANCESCA. "Le strategie di trading basate sull’effetto momentum." Doctoral thesis, Università degli Studi di Roma "Tor Vergata", 2008. http://hdl.handle.net/2108/519.
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Starting from the second half of the Seventies, several researches made in the
financial markets doubt the existence of the efficient market hypothesis. In
particular, large analyses on this item document evidence in the stock prices of
patterns that allow us to obtain extra return.
Among these “anomalies”, classified into various categories, basing on the
different subject of the research, it is emphasized the existence of the short-term
“momentum” effect (Jegadeesh and Titman, 1993), from which we can draw out
the trading strategy suggesting us to buy the “winner” securities and to sell the
“loser” ones. The basic idea of this strategy is that stock performances persist in
the short-term, so the winners will go on winning and vice versa. The portfolios
that in the previous period have achieved high performances will persist after their
formation period and will overperform portfolios that in the previous periods have
obtained lower results.
Momentum trading strategies are particularly profitable not only in the USA, but
also in European markets (Rouwenhorst, 1988); on the opposite, the effect is very
weak in the Asian market, especially in the Japanese one (Chui, Titman and Wei,
2000).
At the present time, researches carried out on this item are focused on the sources
of the momentum profits. The argument is particularly argued because, being the
traditional finance not able to explain the profits of the strategy, several
researchers look to the behavioural models. These ones, even if sharing the same
subject of the research (that is, everyone of them has the purpose to explain the
way in which information are reflected in stock prices, causing a positive
correlation in the short term), are however different because of the kind of
psychological phenomenon at the origin of it. That is, if it is determined by an
over or an underreaction to the event by the investors. So, researchers build
different hypothesis about the heuristic mistakes that affect the investors’
behaviour (Daniel, Hirshleifer and Subrahmanyam, 1998; Barberis, Shleifer and
Vishny, 1998; Hong and Stein, 1999).
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Mobbs, Richard John. "A comparative analysis of electron correlation in atomic Be and a momentum space investigation of LiH." Thesis, University of Leicester, 1985. http://hdl.handle.net/2381/35736.
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In Part I, the electron correlation problem is briefly reviewed and some approaches to its solution are discussed. In Part II, a partitioning technique used previously to examine correlation trends in individual electronic shells for a series of four-electron ions has been extended and applied to a detailed comparison of four well-correlated wavefunctions for the Be atom. The present analysis of a correlated two-particle density, generalized for any N-electron system, retained all contributions from products of all terms in the wavefunction up to and including the pair-correlation effects. For each correlated description of Be, Coulomb holes and shifts have been evaluated and compared for the K(1S), L(1S), KL(1s) and KL(3S) shells. The inverted nature of the intershell holes, relative to the intrashell effects, has been examined and rationalized in terms of the 2s-2p near-degeneracy which exists in Be. The total Coulomb holes for the two energetically best wavefunctions showed a previously unseen structure which was directly attributable to the intershells. The calculation of partial Coulomb holes and shifts, Δg(r12,r1,)vs.r12 & Δg(p12,P1)vs.P12, allowed us to examine changes in the components of correlation as the position r1 or the momentum p1 of a test electron was varied. Selected one- and two-particle radial and momentum expectation values are also reported along with various radial and angular correlation coefficients. In Part III the partitioning technique, discussed in Part II, has been applied to a momentum space study of electron correlation in a molecular system. The correlation effects embedded in a CI wavefunction for LiH has been examined in terms of the intra- and intershell Coulomb shifts and several one- and two-particle expectation values. Finally, in Part IV we present an overview of correlation coefficients as used, quite extensively, in the discussion of electron correlation. We have examined their construction and have reviewed their application towards this subject.
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Imanaliev, Almazbek. "Towards testing Bell's inequality using atoms correlated in momentum." Thesis, Université Paris-Saclay (ComUE), 2016. http://www.theses.fr/2016SACLO003/document.
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Ce manuscrit décrit des expériences d’optique atomique quantique utilisant un détecteur résolu en impulsions d’atomes uniques d’hélium métastable. La première partie du manuscrit décrit la mesure de cohérence de deuxième ordre de la superradiance à partir d’un condensat de Bose-Einstein d’helium métastable. Bien que le condensat soit cohérent et le gain du processus de superradiance élevé, celle-ci montre toujours une statistique thermique comme celle de l’émission spontanée. La suite du manuscrit est dédiée au test de la non localité d’une source atomique corrélée en impulsion. Le schéma du test s’inspire d’une réalisation faite par Rarity et Tapster sur des photons intriqués en impulsion. Les ingrédients principaux d’un tel schéma sont la source atomique générée par instabilité dynamique du condensat dans un réseau optique en mouvement, le contrôle cohérent des atomes par diffraction de Bragg et la mesure de la corrélation des atomes dans les différentes voies de sortie du schéma interférométrique. Un point clé est le contrôle et la manipulation de la phase des ondes atomiques. Le chapitre 3 décrit les tests sur le contrôle cohérent par diffraction de Bragg et leurs résultats encourageants. La nature non classique de notre source atomique est démontrée par l’observation d’une interférence à deux particules en les envoyant sur une séparatrice atomique. Cet analogue atomique de l’expérience de Hong Ou et Mandel est le sujet du dernier chapitre de ce manuscrit. Le résultat de cette expérience ouvre la possibilité du test d’inégalité de Bell avec des particules massives corrélées sur des degrés de liberté externeThis manuscript describes quantum atom optics experiments using metastable helium atoms with a single-atom momentum resolved detector. In the first part of this manuscript, the second order correlation measurement of the superradiance from a metastable helium Bose-Einstein condensate is presented. The superradiance effect is the collective radiation of dense ensemble where a strong gain of the radiation is expected. We have shown the thermal like statistics of the emission even in the presence of the strong gain. The next part of the manuscript is devoted to the quantum nonlocality test using a pair of atoms entangled in momentum. The protocol we came up with is inspired from the one of Rarity and Tapster with pairs of photons entangled in momentum. The essential ingredients of this protocol are the atomic pair produced by dynamical instability of the Bose-Einstein condensate in a moving optical lattice, the coherent control of the atomic pair by Bragg diffraction and the correlation measurement of the atoms in different output modes of the interferometric protocol. The experimental characterization and preparation of coherent control by Bragg diffraction are presented showing the proof of principle of such a protocol. The last part of the manuscript discusses the realization of the atomic Hong-Ou-Mandel experiment using the same atomic pair with an atomic beamsplitter. The non-classical interference result of this experiment has opened an opportunity for us to realize Bell’s inequality test with massive particles correlated in external degrees of freedom
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Hakioglu, Tugrul T. "Characterization of the one-dimensional fractal structures by correlations, cumulants and moments as applied to high-energy hadronic rapidity correlations." Diss., The University of Arizona, 1991. http://hdl.handle.net/10150/185479.
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In this dissertation we investigate the question that high energy irregular rapidity events can be generated by finite samples of one dimensional fractal structures. The idea is basically to generate a rapidity histogram by transforming a one-dimensional map of which the histogram is known and simple a one-dimensional map with the desired histogram. Then studying the system in different dynamical regimes we analyse the properties of factorial moments, cumulants and multifractal properties. It is useful to have such models in the sense that one then has a direct ability to check some of the quantitative features that can be distinguished from each other because they refer to different dynamical regimes (i.e. intermittency and chaos). In studying such models we analyse the qualitative and quantitative features of the question of hadronic intermittency in comparison with the same features in those models both theoretically and experimentally. We finally made an analogy with the field theory formalism of hadron production and Quantum Optics in which the question of regularity vs. irregularity has been asked much earlier.
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Eggers, Hans Christoph. "Intermittency, moments and correlations in distributions of particles created in high-energy collisions." Diss., The University of Arizona, 1991. http://hdl.handle.net/10150/185422.
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Intermittency, as introduced into multiparticle production by Bialas and Peschanski, has become a fruitful and rapidly growing industry. The original concept of intermittency in the form of the Alpha model is discussed in detail and suggestions for extensions are made. We analyze the factorial moments measured by different experimental collaborations in terms of their nontrivial many-particle correlations, the cumulants. A large fraction of measured moments is shown to originate in two-particle correlations. The validity of the Linked Pair ansatz is tested and found to be acceptable to fourth order for hadronic collisions but uncertain for nuclear collisions. A cumulant decomposition for bin-bin correlations is derived, and a general formalism is developed for treating correlations of particle distributions consisting of several distinct populations, such as particles of different charge.
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Baltas, Akindynos-Nikolaos. "Cross-sectional and time-series momentum in equity and futures markets : trading strategies and the role of correlation risk." Thesis, Imperial College London, 2011. http://hdl.handle.net/10044/1/9131.
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The purpose of the thesis is to investigate momentum trading strategies in equity and futures markets and to explore the links between momentum profitability and the equity market correlation of the economy. The first topic focuses on cross-sectional equity momentum patterns by modeling a stock’s price path as the interaction between a long-term growth component and a number of fluctuating price components that oscillate around the long-term trend at various distinct frequencies. Based on this specification, the dependence of momentum profitability on the asset price response to oscillations at various frequencies is explored. The evidence is consistent with a behavioural overreaction-to-private-information and underreaction-to-public-information explanation of the momentum patterns. Cross-sectional momentum profitability is found to be robust to realistic transaction costs and is shown to be optimized in terms of minimising the effects of transaction costs for a 6-month holding horizon. Simple stop-loss rules are shown to improve the performance of strategies with long-term holding horizon by discarding big and growth stocks, which achieve higher levels of price efficiency and therefore realise their momentum potential faster than small and value stocks. The second topic focuses on the source of profitability for cross-sectional momentum portfolios and other commonly used long-short zero-cost factor-mimicking portfolios and investigates whether these abnormal premia are justified as compensation for bearing correlation risk. Using a novel dataset on correlation swaps and building on the fact that large equity market declines are accompanied by increases in stock correlations, it is shown that correlation risk is priced in the cross-section of stock returns even after including conventional risk factors. Moreover, it is documented that a significant part of long-short portfolios’ return premia is explained by exposure to correlation risk. Interestingly, the inflow of capital into long-short hedge fund strategies coincides with increases in the realized equity market correlation, and consequently with decreases in the price of insurance against unexpected correlation surprises. Finally, the profitability and the mechanics of time-series momentum strategies in futures markets are explored. A time-series momentum strategy involves the volatility-adjusted aggregation of univariate strategies and therefore relies heavily on the efficiency of the volatility estimator and on the quality of the momentum trading signal. The evidence shows that trading signals generated by fitting a linear trend on the asset price path maximise the out-of-sample performance while minimising the portfolio turnover. The momentum patterns are found to be strong at the monthly frequency of rebalancing, relatively strong at the weekly frequency and relatively weak at the daily frequency. In fact, significant reversal effects are documented at the very short-term horizon. Regarding the volatility-adjusted aggregation of univariate strategies, the Yang-Zhang range estimator constitutes the optimal choice for volatility estimation in terms of maximising efficiency and minimising the bias and the ex-post portfolio turnover.
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Tan, David Tatwei Banking & Finance Australian School of Business UNSW. "Corporate governance and firm outcomes: causation or spurious correlation?" Awarded By:University of New South Wales. Banking & Finance, 2009. http://handle.unsw.edu.au/1959.4/43371.
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The rapid growth of financial markets and the increasing diffusion of corporate ownership have placed tremendous emphasis on the effectiveness of corporate governance in resolving agency conflicts within the firm. This study investigates the corporate governance and firm performance/failure relation by implementing various econometric modelling methods to disaggregate causal relations and spurious correlations. Using a panel dataset of Australian firms, a comprehensive suite of corporate governance mechanisms are considered; including the ownership, remuneration, and board structures of the firm. Initial ordinary least squares (OLS) and fixed-effects panel specifications report significant causal relations between various corporate governance measures and firm outcomes. However, the dynamic generalised method of moments (GMM) results indicate that no causal relations exist when taking into account the effects of simultaneity, dynamic endogeneity, and unobservable heterogeneity. Moreover, these results remain robust when accounting for the firm??s propensity for fraud. The findings support the equilibrium theory of corporate governance and the firm, suggesting that a firm??s corporate governance structure is an endogenous characteristic determined by other firm factors; and that any observed relations between governance and firm outcomes are spurious in nature. Chapter 2 examines the corporate governance and firm performance relation. Using a comprehensive suite of corporate governance measures, this chapter finds no evidence of a causal relation between corporate governance and firm performance when accounting for the biases introduced by simultaneity, dynamic endogeneity, and unobservable heterogeneity. This result is consistent across all firm performance measures. Chapter 3 explores the corporate governance and likelihood of firm failure relation by implementing the Merton (1974) model of firm-valuation. Similarly, no significant causal relations between a firm??s corporate governance structure and its likelihood of failure are detected when accounting for the influence of endogeneity on the parameter estimates. Chapter 4 re-examines the corporate governance and firm performance/failure relation within the context of corporate fraud. Using KPMG and ASIC fraud databases, the corporate governance and firm outcome relations are estimated whilst accounting for the firms?? vulnerability to corporate fraud. This chapter finds no evidence of a causal relation between corporate governance and firm outcomes when conditioning on a firm??s propensity for fraud.
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Denis, Malika. "Probing physics beyond the standard model in diatomic molecules." Thesis, Toulouse 3, 2017. http://www.theses.fr/2017TOU30059/document.
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De nos jours, l'incomplétude du modèle standard des particules est largement reconnue. L'une de ses failles les plus évidentes est le manque d'explication de l'énorme excédent de matière par rapport à l'antimatière dans l'univers, que l'on appelle l'asymétrie baryonique de l'univers. De nouvelles violations de CP (conjugaison de charge et parité spatiale) absentes dans le modèle standard sont supposées être responsables de cette asymétrie. Une telle violation pourrait être observée dans la matière ordinaire à travers un ensemble d'interactions violant les symétries de parité et de renversement du temps (impaires pour P,T) dont les prépondérantes sont les interactions du moment dipolaire électrique de l'électron (eEDM), électron-nucléon scalaire-pseudoscalaire (enSPS) et du moment quadripolaire magnétique nucléaire (nMQM). Ainsi, une preuve expérimentale d'une constante d'interaction impaire pour P,T serait une preuve de cette nouvelle physique au-delà du modèle standard. Le calcul des paramètres moléculaires correspondants est réalisé en utilisant une approche d'interaction de configurations relativiste à quatre composantes dans des molécules diatomiques polaires contenant un actinide, qui sont des systèmes particulièrement appropriés pour les expèriences eEDM, tels que ThO qui a permis d'assigner à l'eEDM la borne supérieure la plus contraignante et ThF+ qui sera utilisé dans une expérience à venir. Ces résultats sont d'une importance cruciale dans l'interprétation des mesures puisque les constantes fondamentales ne peuvent être évaluées que si l'on associe les mesures de décalages énergétiques et les paramètres moléculaires théoriquesNowadays, the incompleteness of the Standard Model of particles is largely acknowledged. One of its most obvious shortcomings is the lack of explanation for the huge surplus of matter over antimatter in the universe, the so-called Baryon Asymmetry of the Universe. New CP (Charge conjugation and spatial Parity) violations absent in the SM are assumed to be responsible for this asymmetry. Such a violation could be observed in ordinary matter through a set of interactions violating both parity and time-reversal symmetries (P,T-odd), among which the preponderant ones are the electron Electric Dipole Moment (eEDM), the electron-nucleon scalar-pseudoscalar (enSPS) and the nuclear magnetic quadrupole moment (nMQM) interactions. Hence, an experimental evidence of a non-zero P,T-odd interaction constant would be a probe of this New Physics beyond the Standard Model. The calculation of the corresponding molecular parameters is performed by making use of an elaborate four-component relativistic configuration interaction approach in polar diatomic molecules containing an actinide, that are particularly adequate systems for eEDM experiments, such as ThO that allowed for assigning the most constraining upper bound on the eEDM and ThF+ that will be used in a forthcoming experiment. Those results will be of crucial importance in the interpretation of the measurements since the fundamental constants can only be evaluated if one combines both experimental energy shift measurements and theoretical molecular parameters
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Marshall, Benjamin James. "The Correlation between Spectral Moment Measures and Electropalatographic Contact Patterns for /s/ and /ʃ/." BYU ScholarsArchive, 2012. https://scholarsarchive.byu.edu/etd/3231.
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Spectral Moment Analysis has helped further our understanding of the spectral properties of obstruent speech production; however, the physiologic correlates of these spectral measures are not well understood. The aim of the present study was to examine the possible correlations between the linguapalatal contact patterns used to produce the fricatives /s/ and /ʃ/ and the resulting spectral characteristics. Using spectral moment analysis and electropalatography (EPG), the real-word productions of eight speakers of American English were investigated. The spectral measures for the fricative tokens in the present study were found to be similar to data reported in previous research with adult speakers. Although the majority of the correlations examined in this study were found to be statistically significant, none of the correlations accounted for a large proportion of the variance in the data. Generally the strongest correlations were found between the spectral mean and the symmetry of the contact pattern in the anterior region of the hard palate and the width of the contact pattern in the medial region of the palate. These findings may indicate that although the width and symmetry of linguapalatal contact contributes to the spectral signature /s/ and /ʃ/ fricatives, they are likely only part of a much more complex process that may involve other mechanisms such as lip rounding, tongue groove depth and shape, aerodynamic factors, and the shape of the vocal tract in other regions.
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Barrett, Janelle. "The Correlation Between Spectral Moment Measures and Electropalatometric Contact Patterns for /t/ and /k/." BYU ScholarsArchive, 2012. https://scholarsarchive.byu.edu/etd/3304.
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Spectral moment analysis has helped further our understanding of the spectral properties of obstruent speech production; however, the physiologic correlates of these spectral measures are not well understood. The aim of the present study was to examine the possible correlations between the linguapalatal contact patterns used to produce the stops /t/ and /k/ and the resulting spectral characteristics. Using spectral moment analysis and electropalatography, the real-word productions of eight speakers of American English were investigated. The spectral measures for the stop consonant tokens in the present study were found to be similar to data reported in previous research with adult speakers. The majority of the correlations examined in this study were found to be statistically insignificant, although significant correlations were found between the anterior vertical and posterior vertical indices with spectral variance and spectral skewness, respectively. Despite the significance of these correlations, this did not account for a large proportion of variance in the data. Further analysis using curve estimates revealed significant curvilinear relationships among the data. These findings may indicate that although the anterior-posterior tongue placement and symmetry of linguapalatal contact contribute to the spectral signature of /t/ and /k/ stop consonants, this articulatory movement is only part of a more complex process that may involve aerodynamic factors and the overall shape of the vocal tract.
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Moura, Marcia Maria de. "Determinação de Escalas Temporais para Reações entre Íons-pesados Leves através de Medidas de Correlações a Momentos Relativos Pequenos." Universidade de São Paulo, 1999. http://www.teses.usp.br/teses/disponiveis/43/43131/tde-31082012-152500/.
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Neste trabalho foram realizadas, no Laboratório Pelletron do Instituto de Física da Universidade de São Paulo, medidas de coincidência entre partículas com momentos relativos pequenos para os sistemas 160+10B e 160+ 12C nas energias de 62,5 e 64,0 MeV, respectivamente. Para isso, foi utilizado um hodoscópio composto de 14 telescópios do tipo E-E, capazes de medir a energia tanto de partículas pesadas (Z>2) como leves (Z2). A partir dessas medidas foram obtidos espectros de diferença dos módulos das velocidades (vdif) e funções correlação em momento relativo (prel) para vários pa res de partículas. A análise do espectro de vdif permite determinar a proporção relativa entre as duas seqüências de emissão possíveis para um dado par de partículas. A região da anticorrelação na função correlação permite obter informações sobre a escala temporal referente ao intervalo de tempo entre a emissão da primeira e da segunda partícula. Para o ajuste tanto do espectro de vdif como da função correlação foi utilizado um programa que simula a emissão sequencial de duas partículas a partir de um núcleo composto, no qual a fração das sequências de emissão e a escala temporal são parâmetros ajustáveis. Correlações envolvendo somente partículas leves forneceram resultados para as escalas temporais da ordem de 10-20 s a 10-19 s, compatíveis com evaporação sequencial de um núcleo composto. Correlações envolvendo partículas leves e pesadas forneceram escalas temporais da ordem de 10-20s compatíveis com a fissão de núcleos residuais após a emissão de uma partícula leve.Particle-particle correlation measurements at small relative momenta for the 160+10B and 160+ 12C systems at Elab = 62.5 and 64 MeV, respectively, were performed at the University of São Paulo - Pelletron Laboratory. The experimental setup consisted of a hodoscope composed by fourteen triple telescopes which provide the energy for both light (Z 2 ) and heavy (Z>2) particles. Velocity difference (vdifl) spectra a nd correlation functions at small relative momenta were obtained for many particle pairs. The velocity difference spectrum provides information about the emission order for the particles. The anticorrelation region in the correlation function provides information about the time between the first and second emission. A simulation code that calculates sequencial emission from a compound nucleus and for which the emission order and time scale are parameters was used to fit both the vdiff spectrum and the correlation function. The time scales obtained for light particle correlations are between 10-20 and 10-19 s and they are in agreement with predictions for the evaporation of compound nuclei. Correlations between light and heavy particles give time scales of about 10 -20 which are compatible with fission of the residual nuclei after a light particle emission.
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Tomlinson, Lee. "Azimuthal decorrelation between leptons in the Drell-Yan process as a probe of infrared QCD : phenomenology, predictions and measurement of a novel collider observable using perturbative resummation techniques." Thesis, University of Manchester, 2014. https://www.research.manchester.ac.uk/portal/en/theses/azimuthal-decorrelation-between-leptons-in-the-drellyan-process-as-a-probe-of-infrared-qcd-phenomenology-predictions-and-measurement-of-a-novel-collider-observable-using-perturbative-resummation-techniques(b355d586-6438-4cd2-a0fc-753ae1af8752).html.
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This thesis presents phenomenological studies of a state-of-the-art NNLL+NLO theoretical calculation of a novel collider observable known as 'phi star'. In these studies the 'phi star' observable, a measure of azimuthal decorrelation, is applied directly to the leptons in the production of massive lepton pairs in hadron collisions (the Drell-Yan process). This provides an alternate measure of the recoil of the massive vector boson (Z/gamma) against initial state QCD radiation, but with distinct experimental advantages over the traditional boson transverse momentum. Attention is focused on the small-'phi star' regime (the quasi-back-to-back regime) where the infrared dynamics of soft/collinear gluon emissions become important. These phenomenological studies are followed up with the presentation of a measurement of 'phi star' in 'Z to mu mu' events using 20.3 fb^-1 of collision data collected by the ATLAS experiment in 2012. Finally, studies directly related to the ATLAS absolute luminosity calibration by the van der Meer (vdM) method are presented, with the objective of elucidating the role of transverse linear beam correlation. In particular, I present studies using an analytical method I have developed in order to precisely extract individual beam information by way of studying phenomena pertaining to the luminous region during vdM scans. In addition, a dedicated study of the long- and short-term stabilities of the principal detectors for luminosity monitoring is also presented, along with an appropriate recalibration of these detectors.
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CARVALHO, Thiago Milograno de. "Monte Carlo quântico aplicado ao estudo do comportamento quântico-clássico do Neônio." Universidade Federal de Goiás, 2009. http://repositorio.bc.ufg.br/tede/handle/tde/810.
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Previous issue date: 2009-02-20In this work we have applied Quantum Monte Carlo method at finite temperature known as Path Integral Monte Carlo (PIMC) to study the quantum-classical behavior of the Neon. We have calculated the one body density matrix as well as the atomic momentum distribution which have shown to be significantly different from the classical Maxwell- Boltzmman distribution in the range of densities and temperatures studied. The deviations from a classical gaussian are substantial but it decreases as one goes to temperatures above T = 35 K or densities below p = 20 nm−3. Furthermore, at low temperature the results show that there are more low momentum atoms than in a classical gaussian distribution.
Neste trabalho aplicamos o método de Monte Carlo Quântico à temperatura finita conhecido como Path Integral Monte Carlo (PIMC) a fim de estudar o comportamento quântico-clássico do Neônio. Calculamos a matriz densidade de um corpo, bem como a distribuição de momento atômica que mostrou ser significativamente diferente da distribuição clássica de Maxwell-Boltzmann nos intervalos de densidade e temperatura estudados. Os desvios de uma gaussiana clássica são substanciais porém esses desvios diminuem para temperaturas acima de T = 35 K ou densidades abaixo de p= 20 nm−3. Além disso, para baixas temperaturas os resultados mostram que há mais átomos com momentos menores do que na distribuição clássica gaussiana.
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Zheng, Shimin, Jeff Knisley, and Kesheng Wang. "Moments and Quadratic Forms of Matrix Variate Skew Normal Distributions." Digital Commons @ East Tennessee State University, 2016. https://dc.etsu.edu/etsu-works/45.
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In 2007, Domínguez-Molina et al. obtained the moment generating function (mgf) of the matrix variate closed skew normal distribution. In this paper, we use their mgf to obtain the first two moments and some additional properties of quadratic forms for the matrix variate skew normal distributions. The quadratic forms are particularly interesting because they are essentially correlation tests that introduce a new type of orthogonality condition.
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Kapusta, Ján. "OCR modul pro rozpoznání písmen a číslic." Master's thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2010. http://www.nusl.cz/ntk/nusl-218623.
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This paper describes basic methods used for optical character recognition. It explains all procedures of recognition from adjustment of picture, processing, feature extracting to matching algorithms. It compares methods and algorithms for character recognition obtained graphically distorted or else modified image so-called „captcha“, used in present. Further it compares method based on invariant moments and neural network as final classifier and method based on correlation between normals and recognized characters.
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Sakai, Kazumi. "Study of Correlation between Grease Film Formations and Mechanical Losses on Various Surfaces." Doctoral thesis, Vysoké učení technické v Brně. Fakulta strojního inženýrství, 2018. http://www.nusl.cz/ntk/nusl-383527.
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Tato disertační práce se zaměřuje na studium závislosti mezi reakčním momentem ložiska mazaného plastickým mazivem s lithným mýdlem a vlastnostmi maziva, jako například tloušťka vytvářeného mazacího filmu, jeho reologie, struktura zpevňovadla, trakční vlastnosti či vliv topografie povrchu. Typ maziva poskytujícího nižší odpor závisí na podmínkách provozu ložiska, zejména rychlosti. Chování mazacího filmu za nízkých rychlostí má vliv na reakční moment ložiska v nízkých rychlostech. Mez toku a trakční chování koreluje s momentem ložiska za vysokých rychlostí. Schopnost zpevňovadla vstupovat do kontaktu má vliv na tloušťku filmu, vzhled kavitační oblasti na výstupu kontaktu a chování hladovění. Důvod vstupu zpevňovadla do kontaktu je jeho chemická struktura. Vysoká polárnost hydroxylových sloučenin zpevňovadla podporuje jeho vtažení kontaktními povrchy. Mazivo s nejvyšší polaritou prokázalo na površích obsahujících denty nejčastější vstup do prostoru dentů. Na základě předchozích pozorování je navržen popis principu mechanismu mazání.
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BEZZICCHERI, MATTEO. "Problems in measurement of mechanical loads in wind turbines: bending/torsional moments by strain gage bridges and torque by optical transducer." Doctoral thesis, Università Politecnica delle Marche, 2018. http://hdl.handle.net/11566/252847.
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Il lavoro tratta la complessità di misurare carichi meccanici su grandi turbine eoliche; parametri cruciali per la certificazione e il monitoraggio delle condizioni di funzionamento.
I carichi meccanici di maggior rilievo su una turbina eolica sono i momenti flettenti e torcenti che, in accordo con la normativa IEC 61400‐13, è consigliabile misurare attraverso ponti estensimetrici interi.
Questa tesi discute le linee guida per la progettazione della catena di misura estensimetrica e confronta le diverse possibili procedure di calibrazione: analitica, carichi esterni e squilibri propri. Il lavoro propone modelli di calibrazione che sfruttano squilibri di massa propri, commenta gli intervalli di calibrazione raggiungibili e presenta un’analisi di incertezza del processo di calibrazione.
La calibrazione dovrebbe avvenire in condizione isotermiche ma nella pratica questo requisito potrebbe non essere sempre verificato. Pertanto, la tesi esamina l’influenza del fenomeno termico sulla misura estensimetrica e le soluzioni tecniche adottabili per limitare il fenomeno.
Tra le misure estensimetriche, quella della coppia sull’albero è la più incerta. Tuttavia, studi dimostrano che il segnale di coppia fornisce informazioni sullo stato di salute della macchina quindi è necessario usare soluzioni più precise, come i torsiometri in linea, che risultano però essere invasive e inadeguate. L’alternativa viene proposta nella seconda parte della tesi, ovvero una tecnica di misura della coppia innovativa e senza contatto costituita da due nastri zebrati montati sull’albero e da due sonde ottiche su un supporto rigido non rotante.
Le prestazioni del sistema sono state analizzate in un banco prova. I risultati mostrano una buona corrispondenza con le misure di riferimento eseguite attraverso un torsiometro in linea con una incertezza del ± 0,3%. Infine, la tesi presenta un’analisi di fattibilità per due soluzioni reali di turbine eoliche e mostra come la tecnica di misura è meno incerta quando applicata su alberi lunghi e lenti.This thesis discusses the complexity of measuring mechanical loads on large wind turbines; parameters that play a crucial role in the certification and monitoring of wind turbines. The most important mechanical loads on a wind turbine are bending and torsional moments that are usually measured through full strain gage bridges, as recommended by the standard IEC 61400-13. This thesis discusses the guidelines to design the strain gage measurement chain and a comparison among the different calibration procedures: analytical, external loads and gravity. This work proposes static-dynamic models for a gravity calibration, comments on the attainable range of calibration and presents an uncertainty analysis of the calibration process. Even if measurement should take place in isothermal condition, this is not always the case in real world practice. Therefore, the thesis puts into evidence its influence on calibration and signal uncertainty and the technical solutions that can be adopted to limit the phenomenon. Among the strain gage measurements, the torque measurement on the shaft is the most uncertain. However, many studies have shown that an accurate torque measurement can provide much information about the WT’s health. Available solutions more accurate, like inline torque sensor, are invasive and inappropriate. This thesis, in its second part, analyses a novel, contactless torque measurement system consisting of two shaft-mounted zebra tapes and two optical sensors mounted on stationary rigid supports. The performance of the system has been analysed experimentally on a test bench. The results show good agreement with reference measurements from an in-line, invasive torque transducer with an uncertainty of ±0.3%. Finally, a feasibility analysis and a system scale-up design for two typical WTs with different shaft configurations has been performed and shows that the measurement technique is less uncertain when performed on long and slow shafts.
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Kopečný, Josef. "Návrh nové metody pro stereovidění." Master's thesis, Vysoké učení technické v Brně. Fakulta informačních technologií, 2008. http://www.nusl.cz/ntk/nusl-235903.
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This thesis covers with the problems of photogrammetry. It describes the instruments, theoretical background and procedures of acquiring, preprocessing, segmentation of input images and of the depth map calculating. The main content of this thesis is the description of the new method of stereovision. Its algorithm, implementation and evaluation of experiments. The covered method belongs to correlation based methods. The main emphasis lies in the segmentation, which supports the depth map calculation.
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Surendran, Anudeep. "Stochastic and continuum descriptions of population dynamics with spatial structure." Thesis, Queensland University of Technology, 2021. https://eprints.qut.edu.au/207574/1/Anudeep_Surendran_Thesis.pdf.
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Spatial structures are ubiquitous in populations of plants, animals and cells, typically occurring as clustering or segregation. These spatial structures influence how individuals interact and the overall population dynamics. Yet, these details are rarely accounted for in classical population dynamics models. Through Individual-based and continuum models, I show that spatial structures can dramatically alter population dynamics. The thesis specifically explores the role of spatial structure in biologically and ecologically relevant scenarios, such as the movement of cells in the presence of biological obstacles, directional movement of animals in response to interaction with others (chase-escape dynamics), predator-prey dynamics, and Allee kinetics.
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Langenfeld, Annette. "Etude de corrélations électroniques dans des systèmes désordonnés." Grenoble 1, 1993. http://www.theses.fr/1993GRE10081.
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Cette these est faite de deux parties independantes. La premiere partie traite les corrections quantiques a l'effet hall anormal. On peut montrer que les termes de l'anomalie coulombienne se compensent mutuellement en considerant la diffusion asymetrique des electrons de conduction par les moments magnetiques d'une couche metallique desordonnee. La contribution venant de la localisation faible est coupee par la diffusion asymetrique qui brise la coherence de phase. Les resultats sont en bon accord avec une experience recente sur des couches minces de fer desordonnees et ferromagnetiques. Dans la seconde partie, on etudie la formation de moments magnetiques localises dans des systemes comme des semiconducteurs dopes en phase metallique. Le calcul est base sur le modele de hubbard avec desordre hors-diagonal. En examinant le modele a une seule impurete faiblement rattachee au reseau, on trouve un moment magnetique localise, et cela meme dans l'approximation de hartree-fock pour la repulsion locale u. On associe a ce moment magnetique un effet kondo dont la nature et la dependance par rapport au desordre sont discutees. Les resultats sont compares a une experience recente mesurant le pouvoir thermoelectrique du si:p. La correspondance est satisfaisante
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Du, Plessis Liesl. "The relationship between perceived talent management practices, perceived organizational support (POS), perceived supervisor support (PSS) and intention to quit amongst Generation Y employees in the recruitment sector." Diss., University of Pretoria, 2010. http://hdl.handle.net/2263/24080.
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Orientation: Perceived Talent Management Practices, Perceived Organizational Support and Perceived Supervisor Support are distinct but related constructs, and all of them appear to influence an employee’s intention to quit an organization. Research Purpose – The objective of this study was to investigate Generation Y’s perception of an organization’s talent management practices and to determine how it relates to their intention to quit the organization. In essence, the study aims to establish possible relationships of four constructs: Perceived Talent Management Practices, Perceived Organizational Support (POS), Perceived Supervisor Support (PSS) and Intention to Quit. The mediating/moderating characteristics of POS and PSS on the relationship between Perceived Talent Management Practices and Intention to Quit are also investigated. Motivation for the study – Talent is the new tipping point in corporate success. It has the potential to be the origin of an organisation’s demise or the reason for its continuous success. A concept that exuberates this much potential for both disaster and prosperity validates some examination into its protection. Research design, approach and method – Four Instruments (HCI Assessment of Talent Practices (HCI), Survey of Perceived Organizational Support (SPOS), Survey of Perceived Supervisor Support and an Intention to Quit Scale) was administered to a convenience sample of 135 employees from a population of 450 employees working in three provinces in which the organization was operational. Pearson product-moment correlation analysis and Multiple Regression analysis were used to investigate the structure of the integrated conceptual model on Perceived Talent Management Practices, POS, PSS and Intention to Quit. Main findings - The findings of this study indicates a strong practically significant positive correlation (r(df = 135; p < 0.001) = 0.724, large effect). between Perceived Organizational Support (POS) and Perceived Supervisor Support (PSS). A strong practically significant positive relationship (r(df = 135; p < 0.001) = 0.640, large effect) was found between Perceived Organizational Support (POS) and the employee’s perception of the organization’s Talent Practices. The study confirmed a strong practically significant negative relationship (r(df = 135; p < 0.001) =-0.569, large effect) between Perceived Organizational Support (POS) and the employee’s Intention to Quit. A medium practically significant negative relationship (r(df = 135; p < 0.001) = -0.436, medium effect) was established between Intention to Quit and Perceived Supervisor Support (PSS). This study determined a medium practically significant positive correlation (r(df = 135; p < 0.001) = 0.471, medium effect) between Perceived Supervisor Support (PSS) and the employee’s perception of the organization’s Talent Practices. The findings also establishes a medium practically significant negative relationship (r(df = 135; p < 0.001) = -0.477, medium effect) exists between employees’ perception of the organization’s Talent Practices and their intention to quit the organization. Multiple regression confirmed that neither POS nor PSS mediates/moderates the relationship between Perceived Talent Management Practices and Intention to Quit. Practical/Managerial Implications - Cappelli (2008) stated that paradigms only come undone when they ”encounter problems that they cannot address. But before the old paradigm is overthrown, there must be an alternative, one that describes new developments better than the old one does” (Cappelli, 2008). This study provides evidence that management can use paradigm shifts as a talent retention strategy where the creation of a high perception of talent management practices will result in a lower intent to leave the organization. Contribution: The findings of this study indicate a positive relationship between perceived talent management practices, POS and PSS. The study also established a positive relationship between POS and PSS. A negative relationship was confirmed between POS, PSS and Perceived Talent Management Practices in relation to Intention to Quit.Dissertation (MCom)--University of Pretoria, 2010.
Human Resource Management
unrestricted
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Carcy, Cécile. "Investigation of the Mott transition with metastable Helium atoms." Thesis, Université Paris-Saclay (ComUE), 2019. https://pastel.archives-ouvertes.fr/tel-02890916.
Full textAbstract:
Dans cette thèse, nous transférons un condensat de Bose-Einstein d'Hélium métastable dans un potentiel cubique 3D (réseau optique). Ce système constitue une réalisation expérimentale de l'Hamiltonien de Bose-Hubbard où interviennent deux échelles d'énergie: la force d'interaction entre les atomes U et l'énergie cinétique J. Suivant le rapport U/J, l'état fondamental de ce système est soit un superfluide (SF), soit un isolant de Mott (MI). Ces deux phases sont séparées par une transition appelée transition de Mott dont nous avons étudié quelques propriétés au cours de cette thèse. Grâce à l'utilisation d'atomes d'Hélium dans un état métastable, il est possible de détecter ces atomes de manière individuelle et en 3D après un long temps de vol. Ainsi, on a accès à la distribution en impulsion du gaz piégé résolue à l'atome unique, ce qui permet de mesurer les fonctions de corrélation en impulsion à n'importe quel ordre. Nous avons démontré que les corrélations d'ordre 2 et 3 en impulsion sont celles d'un système décrit par une matrice densité gaussienne pour un isolant de Mott loin de la transition. Dans la phase MI, nous avons par ailleurs étudié l'augmentation de la cohérence à une particule en se rapprochant de la transition de Mott. Pour finir, nous avons comparé les distributions en impulsion mesurées expérimentalement à des distributions numériques exactes calculées à partir de l'algorithme Monte Carlo et de nous paramètres expérimentaux pour un panel de températures. Ces comparaisons nous ont permise de mesurer la température des nuages étudiés nécessaire à l'étude de la transition de phase entre un état SF et l'état thermique (NF) qui apparait lorsque le gaz est chauffé au delà d'une certaine température. En particulier, nous avons mesuré l'évolution de la fraction condensée le long des transitions de phases SF-MI et SF-NF. Nous avons montré que si l'évolution de la fraction condensée en fonction de la température permet de mesurer la position de la transition de phase SF-NF, l'inhomogénéité des nuages étudiés rend la mesure de la position de la transition de Mott plus compliquée. Dans ce cas, nous avons donc étudié d'autres observablesIn this work, we transfer a Bose-Einstein condensate of metastable Helium atoms to a 3D cubic lattice potential (optical lattice). This system is an experimental realization of the Bose-Hubbard Hamiltonian that depends on two parameters that are the interaction strength U between the atoms and the kinetic energy J. Depending on the value of the ratio U/J, the ground state of the system is either a superfluid (SF) or a Mott insulator (MI). In the experiment, we investigated the Mott transition that separates the SF and the MI phases. Thanks to the use of He$^*$ atoms, one can detect the atoms individually and in 3D after a long time-of-flight. As a result, we access the in-trap momentum distribution of the lattice gases probed with a single atom sensitivity and one can compute the momentum correlations at any order. We demonstrate that the 2 and 3-particles correlations of a Mott insulator deep in the MI phase are the ones of a system described by a gaussian density operator. In the MI phase, we investigate the restoration of the first-order coherence on approaching the Mott transition. Finally, by comparing the momentum distributions measured in the experiment with Quantum Monte Carlo numerical simulations performed with the experimental parameters and calculated for a wide range of temperatures, we calculated the temperature of the lattice gases probed, allowing us to investigate the transition between a SF and a thermal gas (NF) that occurs when increasing the temperature of the system. We notably have measured the condensate fraction across the SF-NF and the SF-MI transitions. We demonstrated that when probing trapped systems, if the condensate fraction is a good observable to locate the position of the phase transition, it is not the case for the SF-MI transition. We thus probed different observables
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Mankayi, Dolphia Thozama. "An investigation into the relationship between satisfaction with life and sense of coherence amongst the unemployed." University of the Western Cape, 1996. http://hdl.handle.net/11394/7861.
Full textAbstract:
Magister Commercii (Industrial Psychology) - MCom(IPS)The present study investigated the relationship between the Sense Of Coherence and Satisfaction With Life amongst the unemployed. The study attempted to test the following hypotheses. 1. People with a high Sense Of Coherence tend to be satisfied with their lives in general. 2. Demographic variables such as age, gender, race and level of education have an influence on the subjects' scores on the Sense Of Coherence and Satisfaction With Life scales. 3. Length of unemployment has an impact on the subjects' Sense Of Coherence and Satisfaction With Life. In this study, subjects were drawn from the Department of Manpower in the Western Cape region. The data were obtained from a sample of 100 participants. Of this 100, 52 were males. Subjects were asked to complete the Sense Of Coherence and the Satisfaction With Life scales. Statistical procedures that were used are Multiple Linear Regression analysis, Product Moment Correlational Co-efficients, Analysis of Variance test (ANOVA) and the Cronbach Alphas of the various scales. It was found that Sense Of Coherence correlated significantly with Satisfaction With Life, thus supporting the first hypothesis. This led to the conclusion that a person with a strong Sense Of Coherence tends to be more satisfied with his/her life. However, a person with a weaker Sense Of Coherence finds it difficult to make sense out of his/her life. It was also found that most of the demographic variables did not reach any statistical significance. The general trend in this sample was that younger people had higher education and had been unemployed for fewer years. In comparison, older people were found to have less education and had been unemployed for more years. It was concluded that formal and informal education system will be necessary to develop and equip both young and older people with the experience and skills to use at work. This study was concluded by the discussion of the implications of the findings and suggestions for future research.
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Jacqmin, Thibaut. "Mesures de corrélations dans un gaz de bosons unidimensionnel sur puce." Phd thesis, Université Paris Sud - Paris XI, 2012. http://tel.archives-ouvertes.fr/tel-00779447.
Full textAbstract:
Nous présentons dans ce manuscrit des mesures de corrélations spatiales à un et deux corps effectuées sur un gaz de bosons unidimensionnel et ultra-froid piégé à la surface d'une microstructure. Les corrélations à deux corps sont mises en évidence par des mesures de fluctuations de densité in situ ; les corrélations à un corps sont sondées grâce à des mesures de distributions en impulsion. Nous avons observé des fluctuations de densité sub-poissoniennes dans le régime d'interactions faibles, mettant ainsi en évidence pour la première fois le sous-régime du régime de quasi-condensat dans lequel la fonction de corrélation à deux corps est dominée par les fluctuations quantiques. Nous avons également observé des fluctuations sub-poissoniennes quelle que soit la densité dans le régime d'interactions fortes ; notre mesure constitue la première observation d'un unique gaz de bosons unidimensionnel dans ce régime. Le piège magnétique que nous avons utilisé est un piège modulé qui possède la propriété remarquable de découplage entre confinements transverse et longitudinal. Cette spécificité nous a permis de façonner à volonté la forme du confinement longitudinal. En particulier, nous avons pu obtenir des pièges harmoniques et quartiques. Nous avons également utilisé les propriétés de ce piège modulé afin de réaliser une lentille magnétique longitudinale. Cette technique nous a permis de mesurer la distribution en impulsion du gaz, dans le régime d'interactions faibles. Nous présentons deux résultats, obtenus de part et d'autre de la transition molle entre les régimes de gaz de Bose idéal et de quasi-condensat. Sur le plan théorique, nous montrons qu'une théorie de champ classique ne suffit pas à décrire quantitativement cette transition molle pour les paramètres typiques de l'expérience. Nous avons donc recours à des calculs Monte-Carlo quantiques. La température extraite de l'ajustement de nos donnée par ces calculs est en bon accord avec celle obtenue en ajustant les fluctuations de densité in situ avec la thermodynamique de C. N. Yang et C. P. Yang. Enfin, nous démontrons une méthode de compensation de la gravité (piégeage harmonique résiduel) lors de la phase de lentille magnétique, qui nous permet d'améliorer considérablement la résolution en impulsion de cette technique.
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Cruz, José Nilton da. "A nova família de distribuições odd log-logística: teoria e aplicações." Universidade de São Paulo, 2016. http://www.teses.usp.br/teses/disponiveis/11/11134/tde-03052016-183138/.
Full textAbstract:
Neste trabalho, foi proposta uma nova família de distribuições, a qual permite modelar dados de sobrevivência quando a função de risco tem formas unimodal e U (banheira). Ainda, foram consideradas as modificações das distribuições Weibull, Fréchet, half-normal generalizada, log-logística e lognormal. Tomando dados não-censurados e censurados, considerou-se os estimadores de máxima verossimilhança para o modelo proposto, a fim de verificar a flexibilidade da nova família. Além disso, um modelo de regressão locação-escala foi utilizado para verificar a influência de covariáveis nos tempos de sobrevida. Adicionalmente, conduziu-se uma análise de resíduos baseada nos resíduos deviance modificada. Estudos de simulação, utilizando-se de diferentes atribuições dos parâmetros, porcentagens de censura e tamanhos amostrais, foram conduzidos com o objetivo de verificar a distribuição empírica dos resíduos tipo martingale e deviance modificada. Para detectar observações influentes, foram utilizadas medidas de influência local, que são medidas de diagnóstico baseadas em pequenas perturbações nos dados ou no modelo proposto. Podem ocorrer situações em que a suposição de independência entre os tempos de falha e censura não seja válida. Assim, outro objetivo desse trabalho é considerar o mecanismo de censura informativa, baseado na verossimilhança marginal, considerando a distribuição log-odd log-logística Weibull na modelagem. Por fim, as metodologias descritas são aplicadas a conjuntos de dados reais.In this study, a new family of distributions was proposed, which allows to model survival data when the function of risk has unimodal shapes and U (bathtub). Modifications of the Weibull, Fréchet, generalized half-normal, log-logistic and lognormal distributions were considered. Taking censored and non-censored data, we consider the maximum likelihood estimators for the proposed model, in order to check the flexibility of the new family. Also, it was considered a location-scale regression model, to verify the influence of covariates on survival times. Additionally, a residual analysis was conducted based on modified deviance residuals. For different parameters fixed, percentages of censoring and sample sizes, several simulation studies were performed with the objective of verify the empirical distribution of the martingale type and modified deviance residuals. To detect influential observations, measures of local influence were used, which are diagnostic measures based on small perturbations in the data or in the proposed model. It can occur situations in which the assumption of independence between the failure and censoring times is not valid. Thus, another objective of this work is to consider the informative censoring mechanism based on the marginal likelihood, considering the log-odd log-logistic Weibull distribution in modelling. Finally, the methodologies described are applied to sets of real data.
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Koh, Meng hock. "Fission-barriers and energy spectra of odd-mass actinide nuclei in self-consistent mean-field calculations." Thesis, Bordeaux, 2015. http://www.theses.fr/2015BORD0208/document.
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Alors qu’il existe de nombreux calculs microscopiques de barrières de fission pour des noyaux composés pair-pairs, il n’y a cependant que relativement peu de tels calculs pour des noyaux de masse impaire. Ceci est dû aux complications induites par la brisure de la symétric de reversement du sens du temps au niveau du champ moyen qui est engendrée par la présence d’un nucleon non apparié. Pour éviter cette difficulté, des calculs existants pour des noyaux de masse impaire ont tout simplement négligé ces effets de brisure de la symétrie de reversement du sens du temps.Dans ce travail, on se donne pour but d’améliorer la description des barrières de fission, aussi bien que des propriétés spectroscopiques du niveau fondamental et de l’état isomérique de fission,pour quelques isotopes de masse impaire dans la région des actinides en prenant en compte de tels effets. Ceci a été réalisé dans le cadre du formalisme de Skyrme–Hartree–Fock plus BCS avec blocking en adaptant ce formalisme à la brisure de la symétrie considérée. L’interaction résiduelle d’appariement a été approchée par une force de séniorité dont les paramètres ont été ajustés pour reproduire les différences de masse pair-impair de quelques noyaux de la région des actinides.Les énergies des têtes de bande rotationnelle de basse énergie ont été calculées dans le cadre du modèle unifié de Bohr-Mottelson pour quatre noyaux bien déformés (235U, 239Pu, 237Np, 241Am)produisant un bon accord qualitatif avec les données pour les noyaux impairs en neutrons. L’accord significativement moins bon obtenu pour les noyaux impairs en protons pourrait résulter de l’usage de l’approximation de Slater pour l’interaction d’échange de Coulomb. Les énergies de déformation de deux noyaux impairs en neutrons (235U, 239Pu) ont été calculées pour quelques configurations de particule individuelle, jusqu’après la barrières de fission externe. La symétrie axiale a été imposée tandis que la brisure de la symétrie droite-gauche (ou de parité intrinsèque) a été permise dans la région de la seconde barrière. Les hauteurs des barrières de fission pour ces noyaux impairs dépendent significativement des configurations de particule individuelle. Un accord qualitatif avec les données disponibles pour les hauteurs de barrières des noyaux impairs considérés et leurs voisins pair-pairs a été généralement obtenuWhile there have been numerous microscopic calculations on fission barriers of even-even compoundnuclei, there are however, relatively few such work dedicated to odd-mass nuclei. This is dueto the complications posed by the breaking of the time-reversal symmetry at the mean-field leveldue to the presence of an unpaired nucleon. In order to circumvent this difficulty, previous fission barriercalculations of odd-mass nuclei have been performed by neglecting the effect of time-reversalsymmetry breaking. This work aims to improve on the description of fission barriers as well asthe spectroscopic properties of ground and fission-isomeric state, of some odd-mass actinide nucleiby taking the effect of time-reversal symmetry breaking into account. This has been perfomedwithin a Skyrme-Hartree-Fock-plus-BCS framework with blocking, where the BCS formalism hasbeen adapted to accomodate this symmetry breaking. The Skyrme nucleon-nucleon effective forcehas been used with various sets of parameters (SIII, SkM*, SLy5*). The residual pairing interactionhas been approximated by seniority forces whose neutron and proton parameters have beenfitted to reproduce the odd-even mass differences of some actinide nuclei. The low-lying rotationalband-head energies evaluated within the Bohr-Mottelson unified model have been determined forfour well-deformed odd-nuclei (235U, 239Pu, 237Np, 241Am) yielding a good qualitative agreementto the data for odd-neutron nuclei. The agreement was significantly less good for the odd-protonnuclei, possibly due to the use of the Slater approximation for the exchange Coulomb interaction.The deformation energies of two odd-neutron nuclei (235U and 239Pu) have been calculated forsome single-particle configurations up to a point beyond the outer fission-barrier. Axial symmetrynuclear shape has been assumed while a breaking of the left-right (or intrinsic parity) symmetryhas been allowed around the outer fission-barrier. The fission-barrier heights of such odd-neutronnuclei depend significantly on the particle configurations. A special attention has been paid tothe very important rotational correction to deformation energies. In particular, the correction ofthe moment of inertia calculated from the usual Belyaev expression was considered. Overall, aqualitative agreement with available data on fission-barrier heights for the considered odd-neutronnuclei and their even neighbours has been obtained
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Nogueira, Vítor Hugo de Andrade e. "Momentum strategies using option-implied correlations." Master's thesis, 2017. http://hdl.handle.net/10400.14/23630.
Full textAbstract:
Em geral, o perfil risco-retorno da estratégia de momentum é como uma ‘faca’ de dois gumes. Por um lado, a estratégia oferece elevados retornos ajustados ao risco que superam os proporcionados pelas estratégias assentes nos fatores de mercado, value ou size. Mas, por outro lado, este notável desempenho é condicionado por uma elevada exposição ao risco de ‘crash’. i.e., risco de perdas muito elevadas apesar de pouco frequentes. Nesta dissertação pretendemos otimizar a implementação de uma estratégia de momentum no mercado acionista americano (NYSE, NASDAQ e AMEX). Para o efeito utilizamos, pela primeira vez na literatura, informação implícita nos preços de opções sobre um índice acionista de referência (S&P500) acerca da correlação esperada de retornos dos constituintes desse índice. Concluímos que utilizando a média móvel de 2 meses de uma proxy da estrutura temporal dessas expectativas para ajustar a exposição ao fator momentum, é possível melhorar significativamente o desempenho do momentum. Denominamos esta estratégia como Dinâmica. Esta estratégia melhora o potencial de ganho do momentum, mas mantém uma elevada exposição ao risco de ‘crash’ do momentum. Para ultrapassar este facto, propomos uma estratégia alternativa, que denominamos de Híbrida, a qual combina a estratégia Dinâmica com a estratégia ‘Risk-managed’, proposta por Barroso e Santa-Clara (2015). A estratégia Híbrida pode ser implementada em tempo real (i.e., apenas utiliza informação disponível até ao momento presente), apresenta retornos com ‘skewness’ positiva, e um ‘Sharpe ratio’ que mais do que triplica face ao da estratégia simples de momentum.Generically, the risk-return profile of momentum strategies is a double-edged sword. On one hand, the strategy offers very attractive risk-adjusted returns, frequently outperforming those of strategies based on the market, value, or size factors. However, momentum strategies are highly exposed to the ‘crash’ risk, i.e., severe downside risk in rare occasions. In this dissertation, we aim to improve the implementation of a momentum strategy in the U.S. equity market (NYSE, NASDAQ and AMEX). With that purpose, and for the first time in the literature, we make use of information on the S&P500 index option-implied correlation of the index constituents returns. We conclude that by using the 2-month moving average of a proxy for the term structure of expected correlations across the S&P500 index constituents, implied in their option prices, it is possible to improve significantly the performance of momentum strategies. We denominate this strategy as Dynamic momentum strategy. It optimises the exposure to the upside potential of the momentum factor but continues to be exposed to the momentum’s crash risk. In order to manage this risk exposure, we propose another momentum strategy which we denominate by Hybrid momentum strategy, which combines the Dynamic momentum strategy and the Risk-managed momentum strategy, as proposed by Barroso and Santa-Clara (2015). This Hybrid momentum strategy can be implemented on real-time (i.e. only uses information available to the trader), generating returns with positive skewness and a Sharpe ratio that more than triples versus that of the plain-vanilla momentum strategy.
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Fuh, Wei-An, and 傅維安. "Averged Momentum Fluctuation Correlations in a Rarefied Mixing Layer." Thesis, 1996. http://ndltd.ncl.edu.tw/handle/85668294137227462724.
Full textAbstract:
碩士國立中央大學
機械工程學系
84
We calculated for the flow field of free shear layers in a rarefied gas by theDirect Simulation Monte Carlo (DSMC) method. We observed the averaged momentumfluction correlation in a rarefied mixing layer.First, we viewed the characteristics of the flow. Then we discused the difference among the flow fields with the different densities, the different velocities (but the same velocity ratio), the different velocity ratios.Finally, we compared with this kind of flow fields in a continuum turbulence.
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Pinheiro, David Borges. "Momentum risk: An approach following the correlations between active stocks." Master's thesis, 2015. http://hdl.handle.net/10362/15352.
Full textAbstract:
The momentum anomaly has been widely documented in the literature. However, there are still many issues where there is no consensus and puzzles left unexplained. One is that strategies based on momentum present a level of risk that is inconsistent with the diversification that it offers. Moreover, recent studies indicate that this risk is variable over time and mostly strategy-specific. This work project hypothesises and proves that this evidence is explained by the portfolio constitution of the momentum strategy over time, namely the covariance and correlation between companies in the top and down deciles and across them.UNL - NSBE
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Oldag, Elizabeth Wingfield. "Two-particle correlations in angular and momentum space in heavy ion collisions at STAR." 2013. http://hdl.handle.net/2152/21341.
Full textAbstract:
For over a decade studies of the strong interaction in extremely dense nuclear environments have been done at the Relativistic Heavy Ion Collider (RHIC) at Brookhaven National Laboratory. It is hypothesized that colliding two beams of Au nuclei at relativistic speeds creates an environment of hot dense nuclear matter where the quarks and gluons inside the nucleus, which are normally confined within the protons and neutrons, become deconfined into a soup called the quark-gluon plasma. Since direct observation of this short-lived phase is impossible, many sophisticated analysis techniques attempt to study the early interactions via the final state particles. What has emerged from analyses of the data are two, contradictory paradigms for understanding the results. On the one hand the colliding quarks and gluons are thought to strongly interact and reach thermal equilibrium. The other view is that primary parton-parton scattering leads directly to jet fragmentation with little effect from re-scattering. It is in principle possible to distinguish and perhaps falsify one or both of these models of relativistic heavy ion collisions via the analysis of two-particle correlations among all charged particles produced in [mathematical symbols] = 200 GeV Au+Au collisions at the STAR experiment at RHIC. This dissertation presents studies of two-particle correlations, whose derivation can be traced back to Pearson's correlation coefficient, in transverse momentum and angular space. In momentum space a broad peak is observed extending from 0.5-4.0 GeV/c which, as a function of nuclear overlap, remains at a fixed position while monotonically increasing in amplitude. Comparisons to theoretical models suggests this peak is from jet fragmentation. In a complementary study the momentum distribution of correlations in ([eta],[phi]) space is investigated. The momentum distribution of correlated pairs that contribute to the peak near the origin, commonly associated with jet fragmentation, is peaked around 1.5 GeV/c and does not soften with increased centrality. These measurements present important aspects of the available six dimensional correlation space and provide definitive tests for theoretical models. Preliminary findings do not appear to support the hypothesis of a strongly interacting QGP where back-to-back jets are expected to be significantly suppressed.text
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Chia-Ming, Kuo, and 郭家銘. "Transverse momentum and rapidity dependence of HBT correlations in Au+Au collisions at sqrt(s_NN) = 62.4 and 200 GeV with PHOBOS." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/40128024719895452803.
Full textAbstract:
博士國立中央大學
物理研究所
93
The relativistic heavy-ion collisions provide an opportunity to understand the behavior of strongly interacting matter at extremely high temperature and density. According to the recent experimental results from all four experiments at the Relativistic Heavy Ion Collider (RHIC) at the top RHIC energy, sqrtsNN = 200 GeV, it has been widely accepted that a very hot, dense, and possibly new state of matter have produced in central Au+Au collisions at RHIC. The space-time evolution of such collisions is great interest. The technique of Hanbury-Brown and Twiss (HBT) interferometry is extensively used to provide insight into the spatiotemporal dynamic evolution of the particle emitting source in heavy-ion collisions. The $mathcal{PHOBOS}$ experiment, consisting of a two-arm spectrometer constructed by silicon detectors, is being used to perform many interesting studies at RHIC. This thesis presents the measurement of two-particle correlations of identical charged pion pairs from Au+Au collisions at sqrtsNN = 62.4 and 200 GeV. Data for the 15% most central events were analyzed with Bertsch-Pratt and Yano-Koonin-Podgoretskii parameterizations using pairs with rapidities of $0.4 < Y_{pipi} < 1.3$ and pair transverse momentum $0.1 < K_T < 1.4$ GeV/c. The Bertsch-Pratt radii $R_{out}$ and $R_{long}$ decrease as a function of pair transverse momentum, while $R_{side}$ appears to have a weaker dependence. $R_{out}$ and $R_{side}$ are independent of collision energy, while $R_{long}$ shows a slight increase as compared with the results at lower energy. The source rapidity $Y_{YKP}$ scales roughly with the pair rapidity $Y_{pipi}$, indicating strong dynamical correlations.
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HUANG, YI-JING, and 黃薏靜. "The returns of Momentum Method and Multiple Correlation." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/vnj63x.
Full textAbstract:
碩士靜宜大學
財務與計算數學系
106
This paper uses the equal weights investment portfolio as a benchmark to explore the Universal Portfolio (UP) and Exponential Gradient (EG) in the momentum investment method. The research target are stocks in the S&P 500 index, and the portfolios with multiple correlations are used to test whether multiple correlations can determined the performance of momentum investment method. The rate of return of the momentum investment method found that the multiple correlation coefficient has no obvious correlation with the momentum investment method. In addition, under the low, medium and high correlation conditions, the momentum investment method and the Sharpe ratio are better than the equal weights investment portfolio. method.
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Tayyab, Muhammad. "THE SLICER MAP: MOMENTS, CORRELATIONS AND UNIVERSALITY." Doctoral thesis, 2018. http://hdl.handle.net/2318/1674485.
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This thesis concerns the relation of different models of anomalous transport, and the possibility of identifying a corresponding universality class. Investigation of transport of matter in highly confining media is a very active field of research with numerous applications to bio- and nano-technology. We proceed from a model, called Slicer Map (SM), developed by Salari et al. CHAOS 25, 073113 (2015), that
captures some features of anomalous transport, while being analytically tractable. The SM is a one-parameter family of non-chaotic, one-dimensional dynamical systems. Different trajectories neither converge nor separate in time, except at discrete instants, when the distance between trajectories jumps discontinuously, because they are separated by a slicer. This is reminiscent to the role of corners in
polygonal billiards. The SM shows sub-, super-, and normal diffusion as a function of its control parameter α, that characterises the power-law distribution of the length of ballistic flights. Salari and co-authors analytically expressed the time dependence of the moments of positions as a function of α, and compared it with the meansquare displacement of the Lévy-Lorentz gas (LLg), that also depends on a single parameter β. The LLg is a stochastic process, that is much more complex than the SM. Surprisingly it was found that the moments of the positions distributions of the SM and the LLg have the same asymptotic behaviour when the parameters α and β are chosen in order to match the exponent of the second moment. However, moments only partially characterise transport processes. Hence in this thesis
we derive analytic expressions for the position auto-correlations of the SM, and we compare them with the numerically estimated position auto-correlations of the LLg. Remarkably, the same relation that produces the agreement of the moments leads to the agreement of the position auto-correlation functions, at least for the low scatterers density of LLg. In the search of a universality class for these phenomena,
we introduce an exactly solvable model called Fly-and-Die (FnD) dynamics that generates anomalous diffusion, and we derive analytical expressions for all moments of the displacements, for the position auto-correlation function, and for the velocity auto-correlation functions. The parameters of the model can be mapped to other anomalous transport processes by matching the exponents for the mean square displacement and the prefactor of the corresponding power law. Indeed, this simplification of the SM, generates the same transport regimes as the SM. It is conjectured that the FnD provides the asymptotic behaviour of all the position moments and the auto-correlation functions, for the universality class of systems whose positions statistics are dominated by the ballistic events. The conjecture
is motivated by the fact that the sub-dominant terms in the SM and of the FnD contribute like the ballistic fights to the asymptotic behaviour, i.e., they contribute the maximum allowed for a system to belong to such a universality class. Different models in the class may be distinguished considering other variables. This is demonstrated here for the velocity auto-correlation function. Numerical results
on the Lévy-Lorentz gas support our conjecture.
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Tayyab, Muhammad. "THE SLICER MAP: MOMENTS, CORRELATIONS AND UNIVERSALITY." Doctoral thesis, 2018. http://hdl.handle.net/11583/2711975.
Full textAbstract:
This thesis concerns the relation of different models of anomalous transport, and
the possibility of identifying a corresponding universality class. Investigation of
transport of matter in highly confining media is a very active field of research with
numerous applications to bio- and nano-technology. We proceed from a model,
called Slicer Map (SM), developed by Salari et al. CHAOS 25, 073113 (2015), that
captures some features of anomalous transport, while being analytically tractable.
The SM is a one-parameter family of non-chaotic, one-dimensional dynamical
systems. Different trajectories neither converge nor separate in time, except at
discrete instants, when the distance between trajectories jumps discontinuously, because
they are separated by a slicer. This is reminiscent to the role of corners in
polygonal billiards. The SM shows sub-, super-, and normal diffusion as a function of
its control parameter α, that characterises the power-law distribution of the length
of ballistic flights. Salari and co-authors analytically expressed the time dependence
of the moments of positions as a function of α, and compared it with the meansquare
displacement of the Lévy-Lorentz gas (LLg), that also depends on a single
parameter β. The LLg is a stochastic process, that is much more complex than
the SM. Surprisingly it was found that the moments of the positions distributions
of the SM and the LLg have the same asymptotic behaviour when the parameters
α and β are chosen in order to match the exponent of the second moment. However,
moments only partially characterise transport processes. Hence in this thesis
we derive analytic expressions for the position auto-correlations of the SM, and
we compare them with the numerically estimated position auto-correlations of the
LLg. Remarkably, the same relation that produces the agreement of the moments leads to the agreement of the position auto-correlation functions, at least for the
low scatterers density of LLg. In the search of a universality class for these phenomena,
we introduce an exactly solvable model called Fly-and-Die (FnD) dynamics
that generates anomalous diffusion, and we derive analytical expressions for all moments
of the displacements, for the position auto-correlation function, and for the
velocity auto-correlation functions. The parameters of the model can be mapped
to other anomalous transport processes by matching the exponents for the meansquare
displacement and the prefactor of the corresponding power law. Indeed, this
simplification of the SM, generates the same transport regimes as the SM.
It is conjectured that the FnD provides the asymptotic behaviour of all the
position moments and the auto-correlation functions, for the universality class of
systems whose positions statistics are dominated by the ballistic events. The conjecture
is motivated by the fact that the sub-dominant terms in the SM and of the
FnD contribute like the ballistic fights to the asymptotic behaviour, i.e., they contribute
the maximum allowed for a system to belong to such a universality class.
Different models in the class may be distinguished considering other variables. This
is demonstrated here for the velocity auto-correlation function. Numerical results
on the Lévy-Lorentz gas support our conjecture.
46
Shen, Shih-Wei, and 沈世薇. "The Correlation Between Merge Momentum and Wealth of Shareholder in Taiwan." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/fwaqsq.
Full textAbstract:
碩士國立東華大學
國際經濟研究所
96
The paper is to examine the relations between the shareholders’ wealth of public firms and merge momentum from 1992 to 2007, applying portfolio and regression analyses for the short-run and long-run performances. The evidence shows that the short-run effect of merge momentum is uncertain. However, following merging activities, bidder’s return reverse in the long run if merge announcements are intensive, but the more the positive return the bidder has in the short run, the more improvements shareholder’s wealth will have in the long run.
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Lawson, Michael Skylar. "Measurement of deformation of rotating blades using digital image correlation." Thesis, 2011. http://hdl.handle.net/2152/ETD-UT-2011-08-4220.
Full textAbstract:
An experimental study on the application of Digital Image Correlation (DIC) to measure the deformation and strain of rotating blades is described. Commercial DIC software was used to obtain measurements on three different types of rotors with diameter ranging from 18 to 39 and with varying flexibility to explore applicability of the technique over a breadth of scales. The image acquisition was synchronized with the frequency of rotation such that images could be obtained at the same phase and the consistency of measurements was observed. Bending and twist distributions were extracted from the data with deformation as high as 0.4 measured with a theoretical accuracy of 0.0038 and span-wise resolution of 0.066. The technique was demonstrated to have many advantages including full-field high resolution results, non-intrusive measurement, and good accuracy over a range of scales. The span-wise deformation profiles from the DIC technique are used in conjunction with Blade Element Momentum Theory to calculate the thrust and power consumed by the rotor with rigid
vi
blades; results are comparable to load cell measurements albeit thrust is somewhat under-predicted and power is over-predicted. Overall, the correlation between DIC calculated thrust and BEMT approximations for comparable blades with constant pitch were within 12% through the onset of stall. Measurement of flexible blade deformation that would not have been possible with other techniques demonstrated the utility of the DIC method and helped to confirm predictions of flexible blade behavior.text
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Charviakova, Volha. "Hadron-hadron interferometry in nucleus-nucleus collisions at 1.9A GeV." Doctoral thesis, 2017. https://depotuw.ceon.pl/handle/item/2238.
Full textAbstract:
Correlations of proton-proton and pion-pion pairs emitted in Al+Al and Ni+Ni collisions ata beam energy of 1.9A GeV were investigated with the FOPI spectrometer at GSI Darmstadt. Thestructure of the correlation function for an expanding system addresses the dimensions of the regionof homogeneity, the size and shape of the phase space cloud of the outgoing particles whosevelocities have a specific magnitude and direction. Comparison of the experimentally obtainedcorrelation function to the theoretical predictions provides information on the sizes of the particleemission sources in heavy-ion collisions.The attractive single S-wave interaction between the two coincident protons gives rise to amaximum in the correlation function at a relative momentum of q ≈ 20 MeV/c. Experimental dataare compared to the Koonin-like model, which allows for the extraction of the effective Gaussianradius of the emitting source for the protons. These results are in good agreement with the previousFOPI measurements.A positive correlation is observed for small relative momenta of a pair of pions in the regionof momentum difference q < 50 MeV/c. One-dimensional correlation functions are obtained in termof the relative momentum of the pion pairs. Three-dimensional two identical pion relativemomentum distributions are obtained in the longitudinally co-moving system (LCMS). Spatio-temporal information on the pion source is obtained by fitting the experimental pion-pioncorrelation function by a Gaussian function.Dependence of the source size on the system size, total kinetic energy, and averagetransverse momentum of two coincident particles is studied. The source radius is found to increasewith increasing size of the colliding system. This dependence is due to a larger number ofparticipants in the collision zone. With increasing total kinetic energy and total transversemomentum of the two coinciding particles the source radius becomes smaller. This dependence isconsistent with the idea that nucleus-nucleus collisions are characterized by the collective expansionof nuclear matter after the compression phase. The extracted size of the pion source is significantlylarger than that of the protons.Korelacje par proton-proton i pion-pion emitowanych w zderzeniach Al+Al i Ni+Ni przyenergii wiązki 1.9A GeV zostały zbadane za pomocą spektrometru FOPI w GSI, Darmstadt.Struktura funkcji korelacji rozszerzającego się systemu związana jest z rozmiarem obszarujednorodności, wielkości i kształtu przestrzeni fazowej cząstek, których prędkości mają określonąwartość i kierunek. Porównanie eksperymentalnej funkcji korelacji z przewidywaniami teoriidostarcza informacji o rozmiarze źródła emisji cząstek w zderzeniach ciężkich jonów.Przyciągające oddziaływanie w stanie S pomiędzy dwoma protonami powoduje powstaniemaksimum funkcji korelacji przy względnej różnicy pędu q ≈ 20 MeV / c. Dane doświadczalnezostały porównane z modelem Koonina, co pozwoliło wyznaczyć efektywny promień źródła emisjidla protonów, które są w zgodności ze wcześniejszymi wynikami FOPI.Dodatnią korelację zaobserwowano dla małej względnej różnicy pędów q < 50 MeV/c parpionów. Jednowymiarowe funkcje korelacji są otrzymane dla względnej różnicy pędów parypionów. Trójwymiarowe rozkłady różnicy pędów dwóch identycznych pionów zostałyprzedstawione w systemie współrzędnych zwanym LCMS. Przestrzenno-czasową informacje oźródle pionów uzyskano się poprzez dopasowanie funkcji Gaussa do eksperymentalnej funkcjikorelacji pion-pion.Przeprowadzono badanie zależności promienia źródła od rozmiaru systemu, całkowitejenergii kinetycznej i całkowitego pędu poprzecznego dwóch cząstek. Wraz ze wzrostem rozmiaruzderzającego się systemu promień źródła zwiększa się. Zależność ta wynika z większej liczbyuczestników w strefie zderzenia. Wraz ze wzrostem całkowitej energii kinetycznej i całkowitegopęda poprzecznego dwóch cząstek promień źródła staje się mniejszy. Zależność ta jest zgodna zteorią, że zderzenia jądro-jądro charakteryzują się kolektywną ekspansją materii jądrowej po etapiekompresji. Otrzymany rozmiar źródła emisji pionów jest istotnie większy od rozmiaru źródła emisjiprotonów.
49
Anderssen, Stephen Scott. "Magnetic moment measurements in unstable platinum nuclei." Phd thesis, 1995. http://hdl.handle.net/1885/138659.
Full text
50
Chuang, Ya-Han, and 莊雅涵. "The Correlational study between U.S. quantitative easing and the Taiwan economy trends and momentum." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/38385952563635518794.
Full textAbstract:
碩士國立彰化師範大學
企業管理學系
102
This paper discusses the research in the U.S. quantitative easing policy that impact on Taiwan economy trends and momentum during QE1 from November 2008 to March 2010 , the QE2 period from November 2010 to June 2011 and QE3 from September 2012 to December 2013.During the use of these three quantitative easing, a way of Words Cloud displays news message. IMF-World Economic Outlook (WEO) is a global economic news, the CEPD overview of trends in the news is Taiwan economy trends, CEPD Monthly current economic situation is Taiwan economic momentum. Cross-reference ofnews and government measures may grasp soundness of information. In the empirical part, to find relevant variables from the news published from Words Cloud, and compared with unused Words Cloud. Using AREMOS economic statistics database and TEJ Taiwan Economic Journal looking for supporting information. Obtained dependent variable are The unemployment rate in Taiwan and Dow Jones Industrial Average Index. Then using Correlation Analysis and Regression analysis to predict and discussion, and finally calculate the predicted value and the actual value. The empirical results summarized in the following conclusions: 1.QE caused the Federal Reserve Balance increased and economy trends and momentum in Taiwan biased positive. Early unfavorable to Taiwan, Because depreciation of the dollar caused appreciation of NT. 2.The tool of Words Cloud for the study is relevant. 3. U.S. economy turns for the better, and it gets to drive Taiwan's exports rose, so optimistic about Taiwan economic. In the QE exit, withdrawal of foreign investment that impact Taiwan relatively small. Therefore, for the purposes of this study: First, after adding news of Words Cloud that is Boom Lights, the error of joining Boom Lights is bigger than that is not added. But the overall error is not too large, Words Cloud still have a certain degree of prediction capacity. The second point of this study is found in a model to predict the unemployment rate in Taiwan, only through two variables: the CPI Taiwan and Taiwan WPI index to predict, and the error of predicted value and actual value is not large. The third point is found that the three rounds of quantitative easing on stocks forecast variables, there are the British stock market, the Korean stock market and the MSCI World Index, we can get these three variables play an important role in the quantitative easing policy.