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Jensen, Jens A. D. "Engineering of metal microstructures : process-microstructure-property relationships for electrodeposits /". Linköping : Univ, 2002. http://www.bibl.liu.se/liupubl/disp/disp2002/tek784s.pdf.
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Smith, Benjamin Daniel. "Microstructure-sensitive plasticity and fatigue of three titanium alloy microstructures". Thesis, Georgia Institute of Technology, 2013. http://hdl.handle.net/1853/49237.
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Titanium alloys are employed in many advanced engineering applications due to their exceptional properties, i.e., a high strength-to-weight ratio, corrosion resistance, and high temperature strength. The performance of titanium alloys is known to be strongly affected by its inherent microstructure, which forms as a result of its thermo-mechanical processing. These microstructures produce compromise relationships between beneficial and detrimental effects on the alloy's performance. To study these structure-property relationships, two distinct crystal plasticity algorithms have been calibrated to data acquired from cyclic deformation experiments performed on three different Ti microstructures: (1) Ti-6Al-4V beta-annealed , (2) Ti-18 solution-treated, age-hardened (STA), and (3) Ti-18 beta-annealed, slow-cooled, age-hardened (BASCA). The calibrated models have been utilized to simulate fatigue loading of variant microstructures to investigate the influence of mean grain size, crystallographic texture, and phase volume fraction. The driving force for fatigue crack nucleation and propagation is quantified through the calculation of relevant fatigue indicator parameters (FIPs) and radial correlation functions are employed to study the correlation between favorably oriented slip systems and the extreme value FIP locations. The computed results are utilized to observe fatigue performance trends associated with changes to key microstructural attributes.
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DeCost, Brian L. "Microstructure Representations: Applied Computer Vision Methods for Microstructure Characterization". Research Showcase @ CMU, 2016. http://repository.cmu.edu/dissertations/764.
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Recent advances in computing power and automated microstructural image acquisition have opened the doors to data-driven quantitative microstructure analysis. Extraction of salient microstructure features is a crucial enabling component in this rapidly developing field of research; in the past decade the computer vision community has made enormous progress in this area, much of which has gone relatively unexplored by the quantitative microstructure analysis community. This dissertation explores applications of image texture recognition algorithms to engineer efficiently computable generic microstructure descriptors, enabling quantitative microstructure comparisons between and across a wide variety of materials systems. The literature review serves as a broad, high-level introduction for the materials scientist to some of the major themes in image recognition, along with some brief discussion of their relationship to contemporary microstructure science. After establishing that these image texture recognition algorithms can be effectively applied to classify diverse microstructure datasets, I begin to explore novel materials science applications. These include characterization and qualification of powder materials, exploratory analysis of large microstructure datasets, and extraction of quantitative relationships between materials processing and properties metadata and microstructural image features. The fusion of microstructure image analysis and contemporary machine vision techniques will facilitate development of robust autonomous microscopy systems, and may support quantitative engineering standards for complex hierarchical microstructure systems.
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Visarraga, Darrin Bernardo. "Heat transport models with distributed microstructure". Access restricted to users with UT Austin EID, 2001. http://wwwlib.umi.com/cr/utexas/fullcit?p3036605.
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Tse, Jonathan. "Market microstructure modelling". Thesis, University of Oxford, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.540272.
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Borhani, Ehsan. "Microstructure and Mechanical Property of Heavily Deformed Al-Sc Alloy Having Different Starting Microstructures". 京都大学 (Kyoto University), 2012. http://hdl.handle.net/2433/152522.
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Lee, Eunha. "Microstructure evolution and microstructure/mechanical properties relationships in [alpha]+[beta] titanium alloys". Connect to this title online, 2004. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1092756139.
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Thesis (Ph. D.)--Ohio State University, 2004.Title from first page of PDF file. Document formatted into pages; contains xxiii, 229 p.; also includes graphics (some col.) Includes bibliographical references (p. 224-229). Available online via OhioLINK's ETD Center
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Kong, Lingrong. "Comportement microstructural de l'argile de Shanghai et modèle élastoplastique avec prise en compte de la microstructure". Nantes, 2007. http://www.theses.fr/2007NANT2047.
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Les modèles de comportement pour l’argile basés sur une approche macromécanique peuvent se révéler insuffisants pour décrire les courbes contraintes- déformations. Nous développons ici un modèle prenant en compte l’évolution de la microstructure et basé sur des expérimentations sur l’argile molle de Shanghai. Ce travail est découpé en quatre parties. Dans la première partie, on identifie la microstructure de l’argile de Shanghai d’un point de vue minéralogique, par microscopie électronique à balayage et analyse X. Ces analyses permettent de quantifier la forme, la taille moyenne et l’orientation des particules sur des plans de coupe horizontaux et verticaux. Ces analyses sont menées pour différents niveaux de contrainte au cours d’essais oedométriques sur l’argile naturelle puis l’argile remaniée. On peut conclure que le sol présente une évolution graduelle de la taille des particules et de leur orientation, créant une anisotropie matérielle pendant le chargement. Dans la deuxième partie, la relation entre la distribution des tailles de pores et la perméabilité, pour différents niveaux de contrainte, est établie par de 0,2 µm à 1,2 µm. Cette taille caractéristique diminue avec l’accroissement de la contrainte verticale appliquée. Parmi les différentes théories permettant de corréler la perméabilité et la distribution des tailles de pore, le modèle du rayon hydraulique a été adopté. L’équation quantitative a ensuite été dérivée. Dans la troisième partie, on étend le modèle élastoplastique considérant la microstructure des milieux granulaires (Chang & Hicher, 2005) aux matériaux fins argileux. On fait l’hypothèse que la microstructure de l'argile est faite d'agrégats qui ne peuvent pas être détruits pendant le chargement. La déformation est calculée en intégrant le déplacement aux contacts des particules dans toutes les orientations. Le comportement de contact des particules suit une loi élastoplastique basée sur le critère de Mohr-Coulomb. La loi élastique de Hertz-Mindlin est employée pour la partie élastique. Une double surface de charge est utilisée pour refléter le comportement plastique. Les prédictions du modèle sont comparées aux résultats expérimentaux pour les essais triaxiaux drainés et non-drainés sur l’argile normalement consolidée et surconsolidée. La comparaison montre que le modèle proposé reproduit les caractéristiques principales du comportement de l’argile. La quatrième partie concerne un modèle élastoplastique microstructural considérant l’anisotropie de l’argile. Un tenseur symétrique du second ordre est introduit pour rendre compte de l’évolution de la rigidité des plans de contact, des paramètres d’écrouissage, et du coefficient de contractance – dilatance en fonction de l’orientation des contacts, afin de décrire le comportement anisotrope du matériau. Des essais triaxiaux drainés et non-drainés avec chargement vertical et horizontal ont été effectués sur l'argile de Shanghai. Ces essais ont été simulés par le modèle proposé ainsi que des essais sur l’argile de San Francisco, et des essais triaxiaux non-drainés sur une kaolinite sous différentes conditions. La comparaison entre les simulations et les mesures montre que le modèle peut décrire le comportement de l’anisotropie inhérente et celle induite par un état de contrainte anisotrope sur l'argileThe constitutive models of soft soils based on traditional macro-mechanics are sometimes not suitable to describe the stress – strain relations. Therefore, we developed a new constitutive model considering the microstructure of a marine soft clay on which physical and mechanical tests were carried out. In the first part, scanning electron microscope and X-scans aimed at identifying the microstructure of the clay and its evolution during one dimensional consolidation tests. Those methods also give some quantitative and useful information (particle shape, mean size and orientation) related to the applied vertical stress. We concluded that the soil exhibits a gradual damage and material anisotropy. These results were also compared to the results obtained on the same remolded clay. In the second part, mercury intrusion tests were carried out to investigate the relation between the pore size distribution and permeability. The main size distribution varied from 0. 2 µm to 1. 2 µm and decreased whereas the vertical stress increases. The hydraulic-radius model was then introduced to explain such an evolution. The third part concerns the description of the elasto-plastic model considering microstructure extended from the previous work of Chang and Hicher (2005) to the behavior of soft clays. The clay microstructure was assumed to be made of platelet aggregates which could not be destroyed during loading. The deformation was computed by integrating displacements at the particle contacts in all orientations. The behavior of contact planes was assumed to follow an elastic-plastic law based on a Mohr-Coulomb criterion. A Hertz-Mindlin’s elastic law was used for the elastic part and a double yield surface was used to reflect the plastic behavior. The predictions of the constitutive model were compared to experimental results for normally and over-consolidated clays under drained and undrained triaxial tests. They showed that the model was able to reproduce the main features of the clay behavior. Moreover, the model enables to describe the evolution of stresses between aggregates on the contact plane and therefore the failure of clays based on microstructural considerations. The fourth part was devoted to the analysis of anisotropic clays. A second-order symmetric fabric tensor was introduced to model the stiffness of contact planes, hardening, the dilation coefficient, to capture the inherent and stress-induced anisotropic behavior of clays. Drained and undrained triaxial tests with loading in vertical and horizontal directions were performed on Shanghai clay
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Wearing, Cameron. "Sodicity and soil microstructure /". [St. Lucia, Qld.], 2005. http://www.library.uq.edu.au/pdfserve.php?image=thesisabs/absthe18523.pdf.
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Hoffmann, Peter. "Essays in Market Microstructure". Doctoral thesis, Universitat Pompeu Fabra, 2011. http://hdl.handle.net/10803/38703.
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This thesis covers three topics in Market Microstructure. Chapter 1 demonstrates that market access frictions may play a significant role in the competition between trading platforms. Analyzing a recent dataset of the trading activity in French and German stocks, we provide evidence that the incumbent markets dominate because the sole market entrant exposes liquidity providers to an excessive adverse selection risk due to a lack of noise traders. Chapter 2 presents a theoretical model of price formation in a dynamic limit order market with slow human traders and fast algorithmic traders. We show that in most cases, algorithmic trading has a detrimental effect on human traders’ welfare. Finally, Chapter 3 empirically analyzes the role of pre-trade transparency in call auctions. Comparing the trading mechanisms in place on the French and German stock exchanges, we find that transparency is associated with higher trading volume, greater liquidity, and better price discovery.Esta tesis estudia tres temas diferentes de la microestructura de los mercados financieros. El capítulo 1 demuestra que fricciones en el acceso al mercado pueden desempeñar un papel significativo en la competencia entre plataformas de negociación de activos. El análisis de un conjunto de datos recientes de la actividad en acciones francesas y alemanas demuestra que los mercados primarios dominan debido a que el único mercado satélite expone los proveedores de liquidez a un riesgo excesivo de selección adversa, causado por una falta de noise traders. El capítulo 2 presenta un modelo teórico de formación de precios en un mercado dinámico con limit order book poblado por agentes humanos lentos y agentes algorítmicos rápidos. Se demuestra que, en la mayoría de los casos, la negociación algorítmica tiene un efecto negativo sobre el bienestar de agentes humanos. Por último, el capítulo 3 analiza empíricamente el papel de la transparencia pre-negociación en las subastas de apertura y de cierre. Comparando los mecanismos en las bolsas francesas y alemanas, encontramos que la transparencia está asociada con un volumen mayor, una liquidez mayor y un mejor price discovery.
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Lew, Sean. "Essays on market microstructure". Thesis, London School of Economics and Political Science (University of London), 2012. http://etheses.lse.ac.uk/703/.
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This thesis contains three essays on market microstructure. Chapter 1 studies how endogenous information acquisition affects financial markets by modelling potentially informed traders who optimally acquire variable information at increasing cost. Prices affect the informed trading by providing incentives for acquiring information. Endogenous information acquisition explains the stylised facts that informed trading and transaction volume spike after informational events and fall over time. My model also tells a cautionary tale for interpreting measures of informed trading. Three common empirical proxies derived under the exogenous assumption (spreads, Easley O'Hara's PIN and blockholder interest) do not agree with each other in my setup. Chapter 2 develops a more general framework with endogenous information acquisition which I use to examine the behaviour of an optimal monopolistic market maker. Unlike a competitive market maker, he sets prices to increase information revelation which is valuable to him. I characterise market information structure by whether narrower or wider spreads increase the information revealed by trades. An optimal monopolistic market maker may behave differently from the standard exogenous information benchmark. He may set narrower spreads in early periods. On average, spreads may widen over time. The different results arise from the interaction of a monopolistic market maker with endogenous information acquisition. Chapter 3 studies the impact of confidential treatment requests made by institutional investors to the Securities and Exchange Commission (SEC) to delay disclosure of their holdings. The SEC requires the manager to present a coherent on-going trading program in his request for confidential treatment. If granted, he is restricted to trade in a manner consistent with his reported forecast in the subsequent period. Under the restriction, the manager earns higher expected profits by applying for confidential treatment only if his probability of success exceeds a threshold. The model predicts that the price impact of a disclosed trade due to a confidential treatment request denial is greater than that of a disclosed trade where there is no request.
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Lin, Hao. "Essays in market microstructure". Thesis, University of Warwick, 2006. http://wrap.warwick.ac.uk/4421/.
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Market making is central to the study of market microstructure. Market makers stand ready to provide liquidity, market stability and price discovery, issues of great importance to regulators, practitioners and academics. This thesis contributes to the literature by studying four topical issues related to market making. The thesis consists of four essays. In the first essay we develop a simple multi-period model of market making for a monopolistic stock market maker. The market maker tries to solve simultaneously the problems of managing his inventory and trading with informed traders. He uses a Kalman filter to update his estimates of the unknown market prices through his noisy order flow observation. We analytically characterize the optimal bid and ask prices and find that they depend on the beginning inventory, the estimated price, and the market maker's prior estimation error of the price process for each time period. We obtain desirable numerical results by using properly chosen parameters. The extensions to the continuous time and a competitive market making environment are also discussed. The second essay extends the model in the first essay to consider the market making of multiple stocks. The market maker still does not know the true prices but is assumed to know the return covariance structure of these stocks. When the market maker considers the correlated order flow information, his knowledge of the return covariance improves his estimation of the unknown price processes, resulting in higher cumulative profits and lower risks of the profits. The third essay analyzes the effect of option market makers' hedging on the informed trading strategy and the subsequent changes in the costs of liquidity provision in both stock and option markets. In a sequential trading framework, an option market maker uses the stock market to hedge his option position. His hedging trade affects the way that informed traders submit their orders in both the stock and the option market, which in turn changes the informed trading pressure faced by the market makers in each market. Furthermore, information in the option trading is passed to the stock market through the hedging trade. Both stock and option spreads are wider with option market maker's hedging. The increase in the spreads is more significant when the option market maker hedges in the underlying market than when it hedges with different options. The fourth essay provides a model of bookmaking in a horse race betting market. The bookmaker observes the noisy public betting flow and faces the risk of trading with possible informed traders, as well as the risk of his unbalanced liability exposures. Even the noisy demand can unbalance the bookmaker's book. In our model, the bookmaker revises his odds to mitigate the risk. Allowing the bookmaker to set odds over several rounds of betting gives a clear view of the bookmaker's price setting strategy and its impact on the public betting flow over time. The study of horse race bookmaking provides useful insights into the market making of state contingent claims such as options.
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Adams, Barry D. O. "Models of fluid microstructure". Thesis, University of Kent, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.308827.
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Saporta, Victoria. "Essays on market microstructure". Thesis, University of Cambridge, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.311019.
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Eikeboom, Arnout M. (Arnout Michiel). "Essays in market microstructure". Thesis, Massachusetts Institute of Technology, 1993. http://hdl.handle.net/1721.1/12232.
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Palazzo, Francesco. "Essays in market microstructure". Thesis, London School of Economics and Political Science (University of London), 2015. http://etheses.lse.ac.uk/3134/.
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This dissertation contains three theoretical essays on the functioning and the organization of over the counter markets. The first paper, "Is Time Enough to Alleviate Adverse Selection?," considers a dynamic adverse selection model in which sellers pay a search cost to find a new buyer. I uncover a relationship between adverse selection and the magnitude of search costs. Interestingly, small search costs may increase the severity of the adverse selection problem, ultimately leading to a lemons market. A market design intervention may mitigate adverse selection and promote full market participation. Conditional upon an adequate level of information disclosure, a per period market participation tax, coupled with a final rebate once a seller trades, introduces a credible signalling device. The second paper, "Peer Monitoring Incentives via Central Clearing Counterparties," studies how the novel introduction of mandatory clearing for over the counter financial assets may affect dealers’ incentives to monitor each other’s. The design of the loss allocation rules is crucial. To maximize peer monitoring incentives, a higher share of losses should be payed by surviving members with a greater trade exposure to the defaulting dealer. In practice, this mechanism can be implemented through variation margin haircutting. If all members should contribute, equilibrium outcomes may be inferior to what can be achieved without clearing. The third paper, "Learning and Price Dynamics in Durable Goods Markets," is joint work with Min Zhang. We set up a dynamic model with two key features: first, agents enjoy heterogeneous use values, and later resell the good; second, prices do not incorporate all available information. Informational frictions slow down learning, and affect price movements asymmetrically in high and low aggregate demand states. Learning and the resale motive are the predominant force for durable goods with short resale horizons, slow time-varying aggregate demand, and similar use values among buyers.
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Yin, Hao. "Essays on market microstructure". [Bloomington, Ind.] : Indiana University, 2008. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:3319894.
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Thesis (Ph.D.)--Indiana University, Dept. of Economics, 2008.Title from PDF t.p. (viewed on May 11, 2009). Source: Dissertation Abstracts International, Volume: 69-08, Section: A, page: 3258. Advisers: Craig Holden; Konstantin Tyurin.
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Faraco, Daniel. "Beltrami operators and microstructure". Helsinki : University of Helsinki, 2002. http://ethesis.helsinki.fi/julkaisut/mat/matem/vk/faraco/.
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Wang, Qin. "Essays in Market Microstructure". Diss., The University of Arizona, 2009. http://hdl.handle.net/10150/195100.
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The first essay investigates whether there is an informational linkage between option trading activities and underlying stock depths. I find that option trading activities and underlying stock depths are informative for predicting each other, indicating that a linkage does exist. I further find that underlying stock depths beyond best prices contain more information than same-side depths at best prices for predicting future option trading activities, which is corroborated by my additional finding that institutional investors are more likely to place underlying stock limit orders less aggressively than individual investors. My findings indicate that standing underlying stock limit orders play an important role in price discovery between options and underlying stock markets.The second essay empirically examines whether specialists face adverse selection and evaluates the performance of the six measures of adverse selection or trade informativeness. I find that specialists face adverse selection. I find that the Glosten-Harris (1988) measure is the most reliable, that the Huang-Stoll (1997) measure is the least reliable, and that the ranking among the George-Kaul-Nimalendran (1991), Lin-Sanger-Booth (1995), PIN (1996), and Hasbrouck (1991b) measures is ambiguous.
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Song, Hyeyun. "Multi-scale Microstructure Characterization for Improved Understanding of Microstructure-Property Relationship in Additive Manufacturing". The Ohio State University, 2016. http://rave.ohiolink.edu/etdc/view?acc_num=osu1480349872328654.
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Agarwal, Vivek. "Microstructure studies in surfactant systems /". View online ; access limited to URI, 2004. http://wwwlib.umi.com.helin.uri.edu/dissertations/dlnow/3160026.
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Davies, Ryan. "Topics in financial market microstructure". Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2001. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp05/NQ63416.pdf.
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Thomas, Richard. "Microstructure development in multicomponent alloys". Thesis, University of Oxford, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.242037.
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Papavassiliou, Vassilios. "Essays on equity market microstructure". Thesis, Queen's University Belfast, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.527887.
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Robinson, J. G. "The microstructure of polymethyl methacrylate". Thesis, University of Newcastle Upon Tyne, 1987. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.379314.
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Palotás, ÁrpadÌ Bence. "Quantitative measures of carbon microstructure". Thesis, Massachusetts Institute of Technology, 1995. http://hdl.handle.net/1721.1/11141.
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Fayad, Walid R. (Walid Rahif). "Microstructure evolution and interconnect realiability". Thesis, Massachusetts Institute of Technology, 2000. http://hdl.handle.net/1721.1/17491.
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Thesis (Ph.D.)--Massachusetts Institute of Technology, Dept. of Civil and Environmental Engineering, 2000.Includes bibliographical references (leaves 207-213).
In the context of predicting the effects of geometry, microstructure, and processing conditions on electromigration (EM) induced interconnect failure, normal grain growth in thin films was studied, analytic models were built for the grain structure statistics in 2D and 3D interconnects, and simulation programs were developed for generation of process and complex-geometry-sensitive interconnect structures. The models were validated through simulations and experiments and were integrated into tools for circuit-design level interconnect reliability predictions. The universal scaling behavior of 2D normal grain growth was demonstrated and characterized using a simulation of 2D grain growth (GGSim). We showed that the constant rate of change of the average grain area is equal to the grain boundary mobility constant pt. We also found that the steady state grain size distribution obtained using our simulation technique, as well as those reported in experiments on simple model systems and those reported for very different simulation techniques, are all very well fit by a Weibull distribution function with the dimensionless parameter p = 5/2, and are better fit by this function than the log normal, Gamma or Rayleigh functions. The 2D simulation was used to simulate the development of film structures with drag induced lognormal grain size distributions from which interconnect strips were etched and then annealed, in order to analyze the statistics of as-patterned, as well as post-pattern annealed, interconnect grain structures. These statistics were characterized as a function of the ratios of the line-widths to the initial-grain-sizes. Among the important findings is that polygranular cluster and bamboo segment length distributions for as-patterned lines are best fit by Weibull distribution functions. Analytic formulae describing grain structure statistics were reported, for usage in EM simulations and reliability predictions. A differential model predicting the evolution of the polygranular cluster length distribution during post-patterning annealing was developed. It was shown that the rate of bamboo-segment nucleation per unit time and unit of untransformed length is proportional to [mu]/w 3 , and is negligible in the growth-dominated steady-state. The cluster shrinkage velocity was demonstrated to reach a constant steady-state value proportional to [mu]/w (assuming constant and uniform [mu]). This was shown to lead to a time-invariant, steady-state exponential cluster length distribution with an average cluster length proportional to the strip width, and a cluster length fraction decaying exponentially with U=[mu]/w2 . The distribution of grain lengths in the resulting final bamboo grain structure is well fit by a log normal distribution, with a median grain length scaling with the line width, and a line-width-independent normalized deviation in the grain length. This result was used to show, using an EM simulation, that grain-orientation-dependent variations in surface diffusivities constitute a likely cause for the variabilities in lifetimes observed experimentally. The 2D simulation GGSim was also substantially modified to simulate the patterning of interconnect features of general shapes from polygranular thin film structures, as well as to simulate further grain structure evolution due to post-patterning annealing in these complex shapes. A grain structure extraction tool, PolySeg, was developed to allow extraction of the atomic transport details in the case of complex interconnect trees for EM reliability predictions using EM simulations. To assess the 3D effects on grain structure evolution, and therefore on interconnect reliability, a soap froth experiment was used to study 3D normal grain growth in long rectangular prisms. The kinetics were found to scale with the normalized time [mu]/w 2 (with w being the largest of the two prism cross-sectional dimensions). It was found that the normalized duration of the conversion from 3D (non-columnar) to 2D (columnar) structures and the normalized duration of the initial phase during which the structure was polygranular became longer as w/h approached 1. The same results obtained in the 2D case for the scaling behaviors of the bamboo nucleation rate and the polygranular cluster shrinkage rate were demonstrated. Based on a 2D approach, a prism-geometry-sensitive analytic model was developed for the transformation to fully-bamboo structures. These results were compared with preliminary results obtained using a 3D grain growth simulation and qualitative agreement was demonstrated. We have successfully captured with simple analytic models as well as elaborate simulations the physics of microstructure evolution in complex patterned thin-film structures. In particular, we have developed an array of models and simulations that can be used to investigate the impact of geometry and process history on microstructure evolution, and ultimately on EM-induced failure statistics.
by Walid R. Fayad.
Ph.D.
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Banti, Chiara. "Essays in FX market microstructure". Thesis, City University London, 2013. http://openaccess.city.ac.uk/2956/.
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The thesis presents three papers in the field of international finance and provides a study of the foreign exchange (FX) market from a microstructure perspective. From the empirical identification of a common component in liquidity across currencies, referred to as FX market liquidity, the thesis investigates its asset pricing implications, determinants and cross-market dynamics. The first paper is an empirical study of global liquidity risk in the FX market. Estimating liquidity with the Pastor-Stambaugh measure originally developed for the stock market, the paper documents strong liquidity commonality across currencies. Given this observation, it estimates a measure of global FX liquidity risk and shows that the risk is priced in the cross-section of currency returns. It finally evaluates the associated risk premium at around 4.7 percent per annum. The second paper provides an empirical analysis of the determinants of the time variation in FX market liquidity documented in the first paper. Employing two measures of liquidity, transaction costs and the Pastor-Stambaugh measure from the first paper, the study finds a significant role of traditional determinants, such as global volatility, market returns and seasonality, and of funding liquidity constraints to explain both aspects of market liquidity. Finally, the third paper is an empirical investigation of illiquidity linkages across the FX and US stock markets. Focusing on transaction costs, the paper finds strong evidence of co-movement, especially during the recent financial crisis. In this respect, illiquidity contagion across the two markets is documented. Given dealers' role as liquidity providers in both markets, their trading behaviour may have significant implications for cross-market liquidity dynamics. Indeed, focusing on the potential sources of the observed cross-market linkages, transaction costs are found to be strongly related to the liquidity supplied to the financial system.
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Ford, Robert C. "Conulariid test microstructure and mineralogy". Thesis, Kansas State University, 2011. http://hdl.handle.net/2097/13067.
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Master of ScienceDepartment of Geology
George R. Clark II
Conulariids are one of the most enigmatic groups of fossil organisms, and have been stimulating debates since the late 19th century. Many major questions remain; for example, three independent researchers (Babcock and Feldman, 1986b; Oliver and Coates, 1987; Van Iten, 1992b) reported three different mineralogies for the conulariid test within a six-year period, and are not known to have reached an agreement. Conulariid morphology is also debated, and many workers seem unable to agree on the basic architecture of the test or how it grows. Conulariid workers have also attempted to determine the taxonomic classification of conulariids, especially whether they have cnidarian affinities or occupy their own phylum. My work attempts to clarify some of these issues, as well as determine whether any morphological variation exists within single species of conulariids in different paleoenvironments. To this end, I have collected and prepared specimens for examination by scanning electron microscopy, transmitted polarized light microscopy, energy-dispersive spectrophotometery, and x-ray defractometry. Results include evidence for the presence of organic matrix in the conulariid test microstructure, the presence of three types of lamellae in the test, and support for carbonate-rich apatite [Ca5(PO4,CO3)3(OH,F)] mineralogy. Details of the test microstructure add further support for a coronatid scyphozoan affinity. The conulariid species examined here displayed no microstructural or mineralogical variation between different paleoenvironments (unless two of the species are actually environmental varieties, which seem unlikely).
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Xie, Jishi. "Acoustic reflection from temperature microstructure". Thesis, The University of Sydney, 1989. https://hdl.handle.net/2123/26377.
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This thesis develops a numerical technique to predict the acoustic reflection from an arbitrary sound speed microstructure in the ocean (or a temperature microstructure in the fresh water). This numerical technique is able to reproduce the theoretical formulas for calculating the reflection coefficients of two analytically defined transition layers.
The 50 kHz acoustic reflection coefficients from the temperature The 50 kHz acoustic reflection coefficients from the temperature microstructure measured in a fresh-water reservoir was predicted to be less than -90 dB and was found to be much weaker than the observed volume scattering which was due to the biological activities.
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Wilkinson, Stephen. "The microstructure of UK mudrocks". Thesis, Imperial College London, 2011. http://hdl.handle.net/10044/1/46071.
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The microstructures of Jurassic and Cretaceous mudrocks reflect their environment of deposition and the processes which occurred during their burial. One measurement of mudrock microstructure is particle long axis orientation. Preferred particle orientations are measured by analysis of SEM images of broken mudrock surfaces. Strong preferred particle orientations are observed in unweathered material with high quantities of illite. They are observed across a range of burial depths within Cretaceous and Jurassic materials. No preferred orientation is observed where a material is weathered, or where large quantities of silt are present. Moderate preferred orientations are observed where materials are carbonate rich such as with the Blue Lias, or are shallowly buried such as with the London Clay. Strong preferred particle orientations formed through particle rearrangement are created at greater burial depths than the London Clay samples (200m) and at shallower depths than the Gault Clay samples (500m). Microstiuctures form in response to each event in a mudrocks history. The final structure of a mudrock is dependent on all of the events in its history. The relative effect of each event is dependent on its intensity of its application to the mudrock. Each event has the possibility of destroying structures formed by previous events. For example burial microstructures often replace depositional structures. Particles will align by rearrangement as much as possible during initial consolidation. Further alignment can occur by the process of pressure solution at a much greater depth. Fluids rich in chemical ions may deposit cements in the pores of mudrocks as they flow through them. The growth of these cements can make further alignment of clay mineral particles impossible.
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Long, Hannah Jade. "Empirical studies of market microstructure". Thesis, University of Bristol, 2017. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.738537.
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Rowles, Christopher. "Visualisation of Articular Cartilage Microstructure". Thesis, Curtin University, 2016. http://hdl.handle.net/20.500.11937/52984.
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This thesis developed image processing techniques enabling the detection and segregation of biological three dimensional images into its component features based upon shape and relative size of the features detected. The work used articular cartilage images and separated fibrous components from the cells and background noise. Measurement of individual components and their recombination into a composite image are possible. Developed software was used to analyse the development of hyaline cartilage in developing sheep embryos.
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Kane, Dame Assane. "Alliages réfractaires à microstructure contrôlée". Electronic Thesis or Diss., Paris 13, 2024. http://www.theses.fr/2024PA131009.
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Cette thèse a été menée dans le but de répondre à certains défis concernant la production en masse de nanopoudres de tungstène (W) et d'alliages de tungstène (W-V-Cr et W-V), mais également l'étude de leurs propriétés mécaniques (ductilité, limite élastique) et de leur résistance à la recristallisation après frittage, en perspective à une utilisation comme matériau face au plasma dans le cadre du projet ITER. Concernant la production en masse, les synthèses de nanopoudres de W et d'alliages de W ont été faites à partir du procédé de synthèse par combustion, Self-propagating High-temperature Synthesis (SHS). Des synthèses de lots compris entre 50 et 500 g de poudres ont été effectuées à deux températures (1800K et 2500K) afin de répondre à tous les défis relatifs à la mise en échelle de ce procédé SHS. Ces poudres après caractérisations par Diffraction des rayons X, par microscopie électronique à balayage et Dynamic Light Scattering (DLS) ont montré des particules nanométriques et une microstructure assez similaire (avant et après mise en échelle). A suite de cela, l'étude des propriétés mécaniques (ductilité et microdureté) et de la résistance à la recristallisation a été menée sur des massifs obtenus après frittage par Spark Plasma Sintering (SPS). Ces caractérisations ont montré que les alliages binaires W-V présentent une meilleure ductilité par rapport au W pur et à l'alliage ternaire WV2Cr2. En effet, une ductilité de près de 37,5% a été obtenue lors de l'essai de compression à température ambiante de l'alliage W-V8. L'ensemble des échantillons ont présenté une bonne résistance à la recristallisation à 1000°C pendant 1h. Ces résultats sont prometteurs pour une utilisation comme matériaux du divertor. Néanmoins, il est nécessaire de compléter par d'autres caractérisations comme l'étude de la résistance à l'oxydation à haute température, l'étude des chocs thermiques, etcThe aim of this thesis was to address certain challenges concerning the mass production of tungsten nanopowders (W) and tungsten alloys (W-V-Cr and W-V), but also the study of their mechanical properties (ductility, yield strength) and their resistance to recrystallization after sintering, with a view to their use as a plasma-facing material in the ITER project. For mass production, syntheses of W nanopowders and W alloys were made from the combustion synthesis process, Self-propagating High-temperature Synthesis (SHS). Batch syntheses of between 50 and 500 g of powders were carried out at two temperatures (1800K and 2500K) in order to meet all the challenges relating to the scaling of this SHS process. These powders after characterization by X-ray diffraction (XRD), scanning electron microscopy (SEM) and dynamic light scattering (DLS) showed nanometric particles and a fairly similar microstructure (before and after scaling). As a result, the study of the mechanical properties (ductility and microhardness) and the resistance to recrystallization was carried out on blocks obtained after sintering by Spark Plasma Sintering (SPS). These characterizations have shown that W-V binary alloys have better ductility compared to pure W and ternary alloy WV2Cr2. In fact, a ductility of almost 37.5% was obtained during the compression test at ambient temperature of the W-V8 alloy. All the samples showed good resistance to recrystallization at 1000° C. for 1 h. These results are promising for use as materials of the divertor. However, it is necessary to supplement this with other characterizations such as the study of resistance to oxidation at high temperature, the study of thermal shocks, etc
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Nguyen, Thanh Tung. "Modeling of complex microcracking in cement based materials by combining numerical simulations based on a phase-field method and experimental 3D imaging". Thesis, Paris Est, 2015. http://www.theses.fr/2015PESC1152/document.
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Une approche combinant simulation numérique et expérimentation est développée pour modéliser la microfissuration complexe dans des matériaux hétérogènes cimentaires. Le modèle numérique proposé a permis de prévoir précisément en 3D l'initiation et la propagation des microfissures à l'échelle de la microstructure réelle d'un échantillon soumis à un chargement de compression. Ses prévisions ont été validées par une comparaison directe avec le réseau de fissures réel caractérisé par des techniques d'imagerie 3D. Dans une première partie, nous développons et testons les outils de simulation numérique. Plus précisément, la méthode de champ de phase est appliquée pour simuler la microfissuration dans des milieux fortement hétérogènes et ses avantages pour ce type de modélisation sont discutés. Ensuite, une extension de cette méthode est proposée pour tenir compte d'un endommagement interfacial, notamment aux interfaces inclusion/matrice. Dans une deuxième partie, les méthodes expérimentales utilisées et développées au cours de cette thèse sont décrites. Les procédures utilisées pour obtenir l'évolution du réseau de fissures 3D dans les échantillons à l'aide de microtomographie aux rayons X et d'essais mécaniques in-situ sont présentées. Ensuite, les outils de traitement d'image utilisant la corrélation d'images volumiques, pour extraire les fissures des images en niveaux de gris avec une bonne précision, sont détaillés. Dans une troisième partie, les prévisions du modèle numérique sons comparées avec les données expérimentales d'un matériau modèle en billes de polystyrène expansé intégrées dans une matrice de plâtre dans un premier temps, et, dans un second temps, d'un béton léger plus complexe. Plus précisément, nous utilisons les données expérimentales pour identifier les paramètres microscopiques inconnus par une approche inverse, et utilisons les déplacements expérimentaux déterminés par corrélation d'images volumiques pour définir des conditions limites à appliquer sur les bords de sous-domaines dans l'échantillon pour les simulations. Les comparaisons directes de réseaux de microfissures 3D et de leur évolution montrent une très bonne capacité prédictive du modèle numériqueAn approach combining numerical simulations and experimental techniques is developed to model complex microcracking in heterogeneous cementitious materials. The proposed numerical model allowed us to predict accurately in 3D the initiation and the propagation of microcracks at the scale of the actual microstructure of a real sample subjected to compression. Its predictions have been validated by a direct comparison with the actual crack network characterized by 3D imaging techniques. In a first part, the numerical simulation tools are developed and tested. More specifically, the phase-field method is applied to microcracking simulations in highly heterogeneous microstructures and its advantages for such simulations are discussed. Then, the technique is extended to account for interfacial cracking, possibly occurring at inclusion/matrix interfaces. In a second part, the experimental methods used and developed in this work are described. The procedures to obtain the evolution of the 3D crack network within the samples by means of X-rays computed microtomography and in-situ mechanical testing are presented. Then, we focus on the developed image processing tools based on digital volume correlation to extract with good accuracy the cracks from the grey level images. In a third part, we compare the predictions of the numerical model with experimental results obtained, first, with a model material made of expanded polystyrene beads embedded in a plaster matrix, and second, to a more complex lightweight concrete. More precisely, we use the experimental data to identify by inverse approaches the local microstructural parameters, and use the experimental displacements measured by digital volume correlation to define boundary conditions to be applied on sub-domains within the sample for the simulations. The obtained direct comparisons of 3D microcrack networks and their evolutions demonstrate the very good predictive capability of the numerical model
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Parrod, Perrine. "A Lattice Model for Fibrous Materials". Fogler Library, University of Maine, 2002. http://www.library.umaine.edu/theses/pdf/ParrodP2002.pdf.
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Delpouve, Héloïse. "Relation microstructure et épaisseur d’une interphase BN et ses propriétés mécaniques". Thesis, Bordeaux, 2019. http://www.theses.fr/2019BORD0197/document.
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L’utilisation des composites à matrice céramiques (CMC), et particulièrement les matériaux SiC/SiC, à la place des alliages métalliques dans les moteurs aéronautiques peut permettre de réduire leur consommation. Ils possèdent en effet des propriétés physiques et mécaniques très intéressantes à haute température : faible densité, résistance élevée aux chocs thermiques et rupture non-fragile. Dans ces matériaux, une fine couche est insérée entre les fibres et la matrice : l’interphase. Le nitrure de bore pyrolytique est le matériau d’interphase de choix pour les applications visées. La bibliographie souligne bien la nécessité et la difficulté de « contrôler » l’intensité des liaisons interfaciales fibres/matrice (F/M) grâce à l’interphase. Mais l’influence exacte de la cristallinité et de l’épaisseur des interphases de type BN sur son contrôle, et par conséquent sur le comportement mécanique final du CMC industriel est encore mal connue.Une première problématique abordée dans cette thèse est l’échelle du CMC de laboratoire à utiliser. En effet jusqu’ici, les matériaux modèles les plus couramment employés sont les mini- et les micro- composites 1D. Ils peuvent être élaborés facilement et rapidement par dépôt chimique en phase vapeur mais ne rendent pas compte de phénomènes inévitablement présents au sein du composite industriel. C’est pourquoi l’utilisation de nouveaux matériaux modèles 2D comme les « monostrates » comprenant un pli de tissu, l’interphase BN et une matrice de SiC dont la porosité peut être comblée par du Si comme dans le cas des CMC industriels est plus pertinente et est proposée. Cependant, de par la faible épaisseur des éprouvettes, les protocoles de caractérisation et de tests mécaniques ont dû être revus. Il s’agit notamment de caractériser la liaison F/M par deux paramètres : la contrainte de cisaillement de la liaison interfaciale (τi) et le module de cisaillement du matériau (G12).Pour la partie mécanique, des essais de traction monotone et cyclée dans l’axe des fibres du renfort (exploités à l’aide de modèles micromécaniques), des essais de cisaillement Iosipescu, ainsi que des essais de push out ont été mis au point et exploités. Des analyses de micro caractérisation par microscopie électronique (MEB, FIB-MEB, MET) ont été réalisées avant et après essais mécaniques avec des interphases de différentes configurations afin de relier les différences de microstructures et d’épaisseurs aux chemins de fissuration matricielle et aux comportements mécaniques macroscopiques des composites. La liaison F/M la plus forte est notamment obtenue quand le degré de cristallisation et l’anisotropie structurale du BN sont peu élevés, pourvu que l’épaisseur de l’interphase soit suffisanteThe use of ceramic matrix composites (CMC), and particularly SiC/SiC materials, in place of metal alloys in aircraft engines has the potential to reduce their fuel consumption. They have very interesting physical and mechanical properties at high temperatures: low density, high resistance to thermal shock and non- brittle failure. In these materials, a thin layer is inserted between the fibres and the matrix: the interphase. Pyrolytic boron nitride is the interphase material of choice to achieve the desired applications. The bibliography clearly highlights the need and difficulty of "controlling" the intensity of fibre/matrix interfacial bonds (F/M) thanks to the interphase. But the exact influence of the crystallinity and thickness of BN-type interphases on its control, and consequently on the final mechanical behaviour of the industrial CMC, is still insufficiently known.A first issue addressed in this thesis is the scale of the CMC to be used in the laboratory. Indeed, so far, the most commonly used model materials are 1D mini and micro composites. They can be easily and quickly prepared by chemical vapour deposition but do not account for phenomena inevitably present in the industrial composite. Therefore, the use of new 2D model materials such as "monostrates" comprising a single-ply woven, the BN interphase and a SiC matrix in which the porosity can be filled with Si as in the case of industrial CMCs is more relevant and is proposed. However, due to the thinness of the specimens, the characterization and mechanical testing protocols had to be reviewed. This involves characterizing the F/M bond by two parameters: the shear stress of the interfacial bond (τi) and the shear modulus of the material (G12).For the mechanical part, monotonic and cycled tensile tests in the fibre axis of the reinforcement (operated using micromechanical models), Iosipescu shear tests, as well as push-out tests were developed and used. Micro characterization analyses by electron microscopy (SEM, FIB-SEM, TEM) were performed before and after mechanical tests with interphases of different configurations in order to link the differences in microstructures and thicknesses to the matrix cracking paths and macroscopic mechanical behaviours of the composites. The strongest F/M bond is obtained notably when the degree of crystallization and structural anisotropy of the BN are low, provided that the interphase is thick enough
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Yao, Xiangdong. "Modeling of microstructure formation during solidification /". [St. Lucia, Qld.], 2004. http://www.library.uq.edu.au/pdfserve.php?image=thesisabs/absthe18504.pdf.
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Nauer, Marco. "Microstructure et superplasticité de zircones yttriées /". [S.l.] : [s.n.], 1992. http://library.epfl.ch/theses/?nr=996.
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Okatan, Mahmut Baris. "Microstructure Development In Nickel Zinc Ferrites". Master's thesis, METU, 2005. http://etd.lib.metu.edu.tr/upload/3/12606924/index.pdf.
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Nickel zinc ferrites (NZF) have been considered as one of the basic components in high frequency electromagnetic applications especially in the field of telecommunications. In the present study, the aim was to produce high quality nickel zinc ferrite ceramics at low soaking temperatures. For this purpose, conventional ceramic manufacturing method based on mixed oxide precursors was followed using calcium fluoride, CaF2, as sintering additive.
During the sintering studies, it was noticed that both the microstructure and the electromagnetic properties of the NZF ceramics were modified to a great extent by CaF2. Therefore, material characterization studies involving microstructural, dielectric and magnetic properties were conducted with respect to CaF2 content of ceramics and soak duration.
The results showed that due to the presence of CaF2 in ceramics, significant improvements were achieved not only in kinetics of sintering but also in the parametersDC electrical resistivity, dielectric constant and dielectric loss factor. For example, 1.0 wt% CaF2 added NZF ceramic produced in this study had a DC electrical resistivity of 1011 &
#61527
-cm which was 100,000 times bigger than the one attained in pure NZF ceramic. On the other hand, the dielectric constant exhibited a flat behavior up to 40 MHz with a value around 16. In addition, no resonance peak was observed in dielectric loss factor spectra, and the typical values of dielectric loss factor lied below 0.01. Besides the achievements mentioned, the magnetic properties such as relative magnetic loss factor and hysteresis parameters were also improved.
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Sharafi, Shahriar. "Microstructure of super-duplex stainless steels". Thesis, University of Cambridge, 1993. https://www.repository.cam.ac.uk/handle/1810/221879.
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Creswell, Philip N. "Market microstructure : the automated order book". Thesis, University of Edinburgh, 2004. http://hdl.handle.net/1842/24500.
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This thesis examines the efficiency and implications of the market microstructure provided by the London Stock Exchange (LSE), extending the framework of O’Hara (1995), Parlour (1998) and Madhavan (2000) to accommodate the idiosyncrasies of the Stock Exchange Trading System (SETS) and the Stock Exchange Automated Quotation System (SEAQ). First, we offer a comparison of the two trading platforms using the methodology of Haung and Stoll (1996) and Venkataraman (2001) to show that the SETS order book is a more efficient platform, although it has a limited ability to cope with large orders. We compare the results with those from other exchanges described in Biais et al (1995) and De Jong et al (1995). We then give a detailed analysis of the SETS order book, the aggregate behaviour of traders, and a look at an investor’s order choice between aggressive market orders and passive limit orders. Building on theories described in Glosten (1992), Keim and Madhavan (1995), Harris and Hasbrouk (1996), Griffiths et al (2000) and Grinblatt and Keloharju (2001) we ask such questions as, when and in what way does the spread and depth vary? How do market conditions affect the choice of orders and vice versa? And how do the official order book market and the unofficial dealer market coexist? We analyse the aggressiveness of orders sent to SETS, as Beber and Caglio (2003) and Ellul et al (2003) do for the NYSE, and explain how spread, depth and asymmetry of depth affect the choice between limit orders and market orders. We find that, as the market moves from a bull phase to a bear phase, overall order activity ‘increases, the proportion of trading going through the order book increases, the quoted spread seems unaffected but the asymmetry of depth increases. We also find that daytime returns are higher during the bear market, due to the speculative nature of the continuous market (compared to the actions of the off market traders and the price set during the opening call auction). We differentiate between the behaviour of sellers and buyers; buyers are more heterogenous, and their decisions are more reliant on the time of day and market conditions. Finally we differentiate investors by trading volume and show that while medium sized traders conform to modern theory, larger traders use aggressive orders to manipulate the market and hide information, and small traders pay little attention to the method of execution.
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Oztekin, Ahmet Senol. "Microstructure Characteristics of U.S. Futures Markets". FIU Digital Commons, 2014. http://digitalcommons.fiu.edu/etd/1559.
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Prior finance literature lacks a comprehensive analysis of microstructure characteristics of U.S. futures markets due to the lack of data availability. Utilizing a unique data set for five different futures contract this dissertation fills this gap in the finance literature. In three essays price discovery, resiliency and the components of bid-ask spreads in electronic futures markets are examined. In order to provide comprehensive and robust analysis, both moderately volatile pre-crisis and volatile crisis periods are included in the analysis.
The first essay entitled “Price Discovery and Liquidity Characteristics for U.S. Electronic Futures and ETF Markets” explores the price discovery process in U.S. futures and ETF markets. Hasbrouck’s information share method is applied to futures and ETF instruments. The information share results show that futures markets dominate the price discovery process. The results on the factors that affect the price discovery process show that when volatility increases, the price leadership of futures markets declines. Furthermore, when the relative size of bid-ask spread in one market increases, its information share decreases.
The second essay, entitled “The Resiliency of Large Trades for U.S. Electronic Futures Markets,“ examines the effects of large trades in futures markets. How quickly prices and liquidity recovers after large trades is an important characteristic of financial markets. The price effects of large trades are greater during the crisis period compared to the pre-crisis period. Furthermore, relative to the pre-crisis period, during the crisis period it takes more trades until liquidity returns to the pre-block trade levels.
The third essay, entitled “Components of Quoted Bid-Ask Spreads in U.S. Electronic Futures Markets,” investigates the bid-ask spread components in futures market. The components of bid-ask spreads is one of the most important subjects of microstructure studies. Utilizing Huang and Stoll’s (1997) method the third essay of this dissertation provides the first analysis of the components of quoted bid-ask spreads in U.S. electronic futures markets. The results show that order processing cost is the largest component of bid-ask spreads, followed by inventory holding costs. During the crisis period market makers increase bid-ask spreads due to increasing inventory holding and adverse selection risks.
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Lee, Myung Han. "Microstructure and microrheology of colloidal gels". Access to citation, abstract and download form provided by ProQuest Information and Learning Company; downloadable PDF file, 194 p, 2007. http://proquest.umi.com/pqdweb?did=1397912431&sid=1&Fmt=2&clientId=8331&RQT=309&VName=PQD.
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Danks, Daniel. "Wear and microstructure of eutectoid steels /". Full text open access at:, 1989. http://content.ohsu.edu/u?/etd,113.
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Soewono, Arka. "Morphology and microstructure of diesel particulates". Thesis, University of British Columbia, 2008. http://hdl.handle.net/2429/5409.
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The effect of particulate matter on the climate depends on its scattering properties
(influenced by morphology) and refractive index (dependent on microstructure). The
morphology and microstructure of particulates from two different engines were studied.
The first set of soot samples was collected from a 1.9L Volkswagen Turbo Direct
Injection engine with or without a catalytic converter, using two different fuel types
(ULSD and B20) and six speed/load combinations. The second set of the samples was
taken from a Cummins ISX heavy-duty engine using the Westport pilot-ignited direct injection
natural-gas fuelling system for three different speed/load combinations.
The soot morphology was investigated using transmission electron microscopy (TEM),
emphasizing the fractal properties. A Matlab-based image processor was used to extract
geometrical properties of soot. Thirty-five aggregates were analyzed for each sample.
The fractal dimensions (Di) were computed using the aggregate dimension and pair
correlation methods. For the soot collected from VW engine, it was found that fuel type
(ULSE) and B20) and the presence of a catalytic converter did not affect the fractal
dimensions of soot aggregates, while engine load conditions had slight influence on Df.
At constant engine RPM, fractal dimensions started to decline as the engine torque was
significantly increased. For the soot produced by the natural gas engine, similar changes
in the fractal dimension with respect to the engine load were also observed. Both methods
of computing Df produced similar trends.
Raman spectroscopy was used to quantify the degree of structural disorder present in
soot. The Raman spectral analysis was done using two-band (“G” at ~1578 and “D”
~l340 cm⁻¹ and five-band (U, Dl, D2, D3, D4 at about 1580,1350, 1500, 1620 and 1200
cm⁻¹ respectively) combinations. For the soot sampled from VW engine, the results from
both methods showed that B20 soot exhibited much greater structural disorder and the
degree of graphitization of the soot increased as the engine load increased. Likewise, the
Raman analysis of the soot from the Cummins engine also showed that the increased in
engine load condition caused increases in the degree of the structural order of soot.
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Zubris, Melissa A. "Synthesis and microstructure of FeCo nanoalloys". Thesis, Georgia Institute of Technology, 2002. http://hdl.handle.net/1853/19014.
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Little, Scott Allen. "Equilibrium microstructure of epitaxial thin films". Diss., Georgia Institute of Technology, 1993. http://hdl.handle.net/1853/27652.
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Dugast, Jérôme. "Essais en Microstructure des Marchés Financiers". Phd thesis, Jouy-en Josas, HEC, 2013. http://pastel.archives-ouvertes.fr/pastel-00940976.
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Cette thèse est composée de trois chapitres distincts. Dans le premier chapitre, je montre que les mesures de liquidités traditionnelles, telles que la profondeur du marché, ne sont pas toujours pertinentes pour mesurer le bien-être des investisseurs. Je construis un modèle de marché conduit par les ordres et montre qu'une offre de liquidité élevée peut correspondre à de mauvaises conditions d'exécution pour les fournisseurs de liquidité et à un bien-être relativement faible. Dans le deuxième chapitre, je modélise la vitesse des ajustements de prix à l'arrivée de nouvelles dans les marchés conduits pas les ordres, lorsque les investisseurs ont une capacité d'attention limitée. En raison de leur attention limitée, les investisseurs suivent imparfaitement l'arrivée de nouvelles. Ainsi, les prix s'ajustent aux nouvelles après un certain délai. Ce délai diminue lorsque le niveau d'attention des investisseurs augmente. Le délai d'ajustement des prix diminue également lorsque la fréquence à laquelle les nouvelles arrivent, augmente. Le troisième chapitre présente un travail écrit en collaboration avec Thierry Foucault. Nous construisons un modèle pour expliquer en quoi le trading à haute fréquence peut générer des "mini flash crashes" (un brusque changement de prix suivi d'un retour très rapide au niveau antérieur). Notre théorie est basée sur l'idée qu'il existe une tension entre la vitesse à laquelle l'information peut être acquise et la précision de cette information. Lorsque les traders à haute fréquence mettent en oeuvre des stratégies impliquant des réactions rapides à des événements de marché, ils augmentent leur risque à réagir à du bruit et génèrent ainsi des "mini flash crashes". Néanmoins, ils augmentent l'efficience informationnelle du marché.
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Porubská, Jana. "Microstructure and properties of TMP papers". Thesis, McGill University, 2000. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=33343.
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Paper is comprised of quasi-randomly distributed fibres, fines and different additives. The properties of paper depend on the type of fibres used, their uniformity of distribution, the amount and type of fines and fillers. It is difficult to predict how a particular component will behave in a mixture. This will depend on the form of material introduced (flocculated or dispersed) and on what kind of interactions will take place. These factors can be controlled by various wet-end strategies based on known colloidal behaviour of various additives. Thus, applying this knowledge to papermaking, one should be able to predict and control final structures of paper, which will be reflected in optical and mechanical properties.A thorough understanding of the effects of different materials, such as fines and fillers, on optical and mechanical properties of paper can only be obtained from a systematic study. Therefore, this research focused on elucidating the relationship between the nature and amount of fines and fillers and paper properties. The studies were mainly limited to papers made from thermomechanical pulps (TMP), although occasionally comparisons with other pulps were made as well.