An empirical investigation of the level effect in Australian interest rates

An extensive literature examines the dynamics of interest rates, with particular attention given to the positive relationship between interest-rate volatility and the level of interest rates—the so-called level effect. This paper examines the interaction between the estimated level effect and competing parameterisations of interest-rate volatility for the Australian yield curve. We adopt a new methodology that estimates elasticity in a multivariate setting that explicitly accommodates the correlations that exist between various yield factors. Results show that significant correlations exist between the residuals of yield factors and that such correlations do indeed impact on model estimates. Within the multivariate setting, the level of the short rate is shown to be a crucial determinant of the conditional volatility of all three yield factors. Measures of model fit suggest that, in addition to the usual level effect, the incorporation of GARCH effects and possible regime shifts is important

Investigation of shaft voltage in wind turbine systems with induction generators

This paper presents the analysis of shaft voltage in different configurations of a doubly fed induction generator (DFIG) and an induction generator (IG) with a back-to-back inverter in wind turbine applications. Detailed high frequency model of the proposed systems have been developed based on existing capacitive couplings in IG & DFIG structures and common mode voltage sources. In this research work, several arrangements of DFIG based wind energy conversion systems (WES) are investigated in case of shaft voltage calculation and its mitigation techniques. Placements of an LC line filter in different locations and its effects on shaft voltage elimination are studied via Mathematical analysis and simulations. A pulse width modulation (PWM) technique and a back-to-back inverter with a bidirectional buck converter have been presented to eliminate the shaft voltage in a DFIG wind turbine.

Azo-linked corner porphyrin systems: synthesis, crystal structures and spectroscopic investigation

1,2-Bis[10,15-di(3,5-di-tert-butyl)phenylporphyrinatonickel(II)-5-yl]diazene was synthesised via copper catalysed coupling of aminated nickel(II) 5,10-diarylporphyrin (“corner porphyrin”) and its X-ray crystal structure was determined. Two different crystals yielded different structures, one with the free meso positions in a trans-like orientation, and the other with a cis-like disposition. The free meso positions of the obtained dimer have been further functionalised while the synthesis of a zinc analogue has so far been unsuccessful. The X-ray crystal structure of the dinitro derivative of the dinickel(II) azoporphyrin was determined, and the structure showed a cis-like disposition of the nitro groups.

Structural and fire behaviour of a new light gauge steel wall system

Fire design is an essential element of the overall design procedure of structural steel members and systems. Conventionally the fire rating of load-bearing stud wall systems made of light gauge steel frames (LSF) is based on approximate prescriptive methods developed on the basis of limited fire tests. This design is limited to standard wall configurations used by the industry. Increased fire rating is provided simply by adding more plasterboards to the stud walls. This is not an acceptable situation as it not only inhibits innovation and structural and cost efficiencies but also casts doubt over the fire safety of these light gauge steel stud wall systems. Hence a detailed fire research study into the performance and effectiveness of a recently developed innovative composite panel wall system was undertaken at Queensland University of Technology using both full scale fire tests and numerical studies. Experimental results of LSF walls using the new composite panels under axial compression load have shown the improvement in fire performance and fire resistance rating. Numerical analyses are currently being undertaken using the finite element program ABAQUS. Measured temperature profiles of the studs are used in the numerical models and the results are used to calibrate against full scale test results. The validated model will be used in a detailed parametric study with an aim to develop suitable design rules within the current cold-formed steel structures and fire design standards. This paper will present the results of experimental and numerical investigations into the structural and fire behaviour of light gauge steel stud walls protected by the new composite panel. It will demonstrate the improvements provided by the new composite panel system in comparison to traditional wall systems.

Investigation of highly regulated promoters for the production of recombinant proteins in plants

Plants have been identified as promising expression systems for the commercial production of recombinant proteins. Plant-based protein production or “biofarming” offers a number of advantages over traditional expression systems in terms of scale of production, the capacity for post-translation processing, providing a product free of contaminants and cost effectiveness. A number of pharmaceutically important and commercially valuable proteins, such as antibodies, biopharmaceuticals and industrial enzymes are currently being produced in plant expression systems. However, several challenges still remain to improve recombinant protein yield with no ill effect on the host plant. The ability for transgenic plants to produce foreign proteins at commercially viable levels can be directly related to the level and cell specificity of the selected promoter driving the transgene. The accumulation of recombinant proteins may be controlled by a tissue-specific, developmentally-regulated or chemically-inducible promoter such that expression of recombinant proteins can be spatially- or temporally- controlled. The strict control of gene expression is particularly useful for proteins that are considered toxic and whose expression is likely to have a detrimental effect on plant growth. To date, the most commonly used promoter in plant biotechnology is the cauliflower mosaic virus (CaMV) 35S promoter which is used to drive strong, constitutive transgene expression in most organs of transgenic plants. Of particular interest to researchers in the Centre for Tropical Crops and Biocommodities at QUT are tissue-specific promoters for the accumulation of foreign proteins in the roots, seeds and fruit of various plant species, including tobacco, banana and sugarcane. Therefore this Masters project aimed to isolate and characterise root- and seed-specific promoters for the control of genes encoding recombinant proteins in plant-based expression systems. Additionally, the effects of matching cognate terminators with their respective gene promoters were assessed. The Arabidopsis root promoters ARSK1 and EIR1 were selected from the literature based on their reported limited root expression profiles. Both promoters were analysed using the PlantCARE database to identify putative motifs or cis-acting elements that may be associated with this activity. A number of motifs were identified in the ARSK1 promoter region including, WUN (wound-inducible), MBS (MYB binding site), Skn-1, and a RY core element (seed-specific) and in the EIR1 promoter region including, Skn-1 (seed-specific), Box-W1 (fungal elicitor), Aux-RR core (auxin response) and ABRE (ABA response). However, no previously reported root-specific cis-acting elements were observed in either promoter region. To confirm root specificity, both promoters, and truncated versions, were fused to the GUS reporter gene and the expression cassette introduced into Arabidopsis via Agrobacterium-mediated transformation. Despite the reported tissue-specific nature of these promoters, both upstream regulatory regions directed constitutive GUS expression in all transgenic plants. Further, similar levels of GUS expression from the ARSK1 promoter were directed by the control CaMV 35S promoter. The truncated version of the EIR1 promoter (1.2 Kb) showed some differences in the level of GUS expression compared to the 2.2 Kb promoter. Therefore, this suggests an enhancer element is contained in the 2.2 Kb upstream region that increases transgene expression. The Arabidopsis seed-specific genes ATS1 and ATS3 were selected from the literature based on their seed-specific expression profiles and gene expression confirmed in this study as seed-specific by RT-PCR analysis. The selected promoter regions were analysed using the PlantCARE database in order to identify any putative cis elements. The seed-specific motifs GCN4 and Skn-1 were identified in both promoter regions that are associated with elevated expression levels in the endosperm. Additionaly, the seed-specific RY element and the ABRE were located in the ATS1 promoter. Both promoters were fused to the GUS reporter gene and used to transform Arabidopsis plants. GUS expression from the putative promoters was consitutive in all transgenic Arabidopsis tissue tested. Importantly, the positive control FAE1 seed-specific promoter also directed constitutive GUS expression throughout transgenic Arabidopsis plants. The constitutive nature seen in all of the promoters used in this study was not anticipated. While variations in promoter activity can be caused by a number of influencing factors, the variation in promoter activity observed here would imply a major contributing factor common to all plant expression cassettes tested. All promoter constructs generated in this study were based on the binary vector pCAMBIA2300. This vector contains the plant selection gene (NPTII) under the transcriptional control of the duplicated CaMV 35S promoter. This CaMV 35S promoter contains two enhancer domains that confer strong, constitutive expression of the selection gene and is located immediately upstream of the promoter-GUS fusion. During the course of this project, Yoo et al. (2005) reported that transgene expression is significantly affected when the expression cassette is located on the same T-DNA as the 35S enhancer. It was concluded, the trans-acting effects of the enhancer activate and control transgene expression causing irregular expression patterns. This phenomenon seems the most plausible reason for the constitutive expression profiles observed with the root- and seed-specific promoters assessed in this study. The expression from some promoters can be influenced by their cognate terminator sequences. Therefore, the Arabidopsis ARSK1, EIR1, ATS1 and ATS3 terminator sequences were isolated and incorporated into expression cassettes containing the GUS reporter gene under the control of their cognate promoters. Again, unrestricted GUS activity was displayed throughout transgenic plants transformed with these reporter gene fusions. As previously discussed constitutive GUS expression was most likely due to the trans-acting effect of the upstream CaMV 35S promoter in the selection cassette located on the same T-DNA. The results obtained in this study make it impossible to assess the influence matching terminators with their cognate promoters have on transgene expression profiles. The obvious future direction of research continuing from this study would be to transform pBIN-based promoter-GUS fusions (ie. constructs containing no CaMV 35S promoter driving the plant selection gene) into Arabidopsis in order to determine the true tissue specificity of these promoters and evaluate the effects of their cognate 3’ terminator sequences. Further, promoter truncations based around the cis-elements identified here may assist in determining whether these motifs are in fact involved in the overall activity of the promoter.

The rate-limiting mechanism for the heterogeneous burning of cylindrical iron rods

This paper presents the findings of an investigation into the rate-limiting mechanism for the heterogeneous burning in oxygen under normal gravity and microgravity of cylindrical iron rods. The original objective of the work was to determine why the observed melting rate for burning 3.2-mm diameter iron rods is significantly higher in microgravity than in normal gravity. This work, however, also provided fundamental insight into the rate-limiting mechanism for heterogeneous burning. The paper includes a summary of normal-gravity and microgravity experimental results, heat transfer analysis and post-test microanalysis of quenched samples. These results are then used to show that heat transfer across the solid/liquid interface is the rate-limiting mechanism for melting and burning, limited by the interfacial surface area between the molten drop and solid rod. In normal gravity, the work improves the understanding of trends reported during standard flammability testing for metallic materials, such as variations in melting rates between test specimens with the same cross-sectional area but different crosssectional shape. The work also provides insight into the effects of configuration and orientation, leading to an improved application of standard test results in the design of oxygen system components. For microgravity applications, the work enables the development of improved methods for lower cost metallic material flammability testing programs. In these ways, the work provides fundamental insight into the heterogeneous burning process and contributes to improved fire safety for oxygen systems in applications involving both normal-gravity and microgravity environments.

Theoretical investigation of mechanisms of formation and interaction of nanoparticles

In this thesis an investigation into theoretical models for formation and interaction of nanoparticles is presented. The work presented includes a literature review of current models followed by a series of five chapters of original research. This thesis has been submitted in partial fulfilment of the requirements for the degree of doctor of philosophy by publication and therefore each of the five chapters consist of a peer-reviewed journal article. The thesis is then concluded with a discussion of what has been achieved during the PhD candidature, the potential applications for this research and ways in which the research could be extended in the future. In this thesis we explore stochastic models pertaining to the interaction and evolution mechanisms of nanoparticles. In particular, we explore in depth the stochastic evaporation of molecules due to thermal activation and its ultimate effect on nanoparticles sizes and concentrations. Secondly, we analyse the thermal vibrations of nanoparticles suspended in a fluid and subject to standing oscillating drag forces (as would occur in a standing sound wave) and finally on lattice surfaces in the presence of high heat gradients. We have described in this thesis a number of new models for the description of multicompartment networks joined by a multiple, stochastically evaporating, links. The primary motivation for this work is in the description of thermal fragmentation in which multiple molecules holding parts of a carbonaceous nanoparticle may evaporate. Ultimately, these models predict the rate at which the network or aggregate fragments into smaller networks/aggregates and with what aggregate size distribution. The models are highly analytic and describe the fragmentation of a link holding multiple bonds using Markov processes that best describe different physical situations and these processes have been analysed using a number of mathematical methods. The fragmentation of the network/aggregate is then predicted using combinatorial arguments. Whilst there is some scepticism in the scientific community pertaining to the proposed mechanism of thermal fragmentation,we have presented compelling evidence in this thesis supporting the currently proposed mechanism and shown that our models can accurately match experimental results. This was achieved using a realistic simulation of the fragmentation of the fractal carbonaceous aggregate structure using our models. Furthermore, in this thesis a method of manipulation using acoustic standing waves is investigated. In our investigation we analysed the effect of frequency and particle size on the ability for the particle to be manipulated by means of a standing acoustic wave. In our results, we report the existence of a critical frequency for a particular particle size. This frequency is inversely proportional to the Stokes time of the particle in the fluid. We also find that for large frequencies the subtle Brownian motion of even larger particles plays a significant role in the efficacy of the manipulation. This is due to the decreasing size of the boundary layer between acoustic nodes. Our model utilises a multiple time scale approach to calculating the long term effects of the standing acoustic field on the particles that are interacting with the sound. These effects are then combined with the effects of Brownian motion in order to obtain a complete mathematical description of the particle dynamics in such acoustic fields. Finally, in this thesis, we develop a numerical routine for the description of "thermal tweezers". Currently, the technique of thermal tweezers is predominantly theoretical however there has been a handful of successful experiments which demonstrate the effect it practise. Thermal tweezers is the name given to the way in which particles can be easily manipulated on a lattice surface by careful selection of a heat distribution over the surface. Typically, the theoretical simulations of the effect can be rather time consuming with supercomputer facilities processing data over days or even weeks. Our alternative numerical method for the simulation of particle distributions pertaining to the thermal tweezers effect use the Fokker-Planck equation to derive a quick numerical method for the calculation of the effective diffusion constant as a result of the lattice and the temperature. We then use this diffusion constant and solve the diffusion equation numerically using the finite volume method. This saves the algorithm from calculating many individual particle trajectories since it is describes the flow of the probability distribution of particles in a continuous manner. The alternative method that is outlined in this thesis can produce a larger quantity of accurate results on a household PC in a matter of hours which is much better than was previously achieveable.

Before and after the fire

The work was derived from terrestrial laser scan data of a bio-diverse landscape on the SE coast of Western Australia. The scanning was conducted both before and after a significant bushfire event. The digital three dimensional scan data has been converged and then abstracted into a two dimensional vertical sections or slice which reveals the vegetal surface of heath vegetation and the surface of the landform.---------- This abstraction converts the complex data into spatial information so that it is meaningful in the context the architectural and landscape architectural design process. The primary intention behind the production of the work was to expand understanding on the means of representing and then designing for sites in ‘kwongan’ landscapes which are constituted by highly biodiverse, bushfire prone heath vegetation.

Solar powered UAV for fire prevention and planning

This project aims to develop a methodology for designing and conducting a systems engineering analysis to build and fly continuously, day and night, propelled uniquely by solar energy for one week with a 0.25Kg payload consuming 0.5 watt without fuel or pollution. An airplane able to fly autonomously for many days could find many applications. Including coastal or border surveillance, atmospherical and weather research and prediction, environmental, forestry, agricultural, and oceanic monitoring, imaging for the media and real-estate industries, etc. Additional advantages of solar airplanes are their low cost and the simplicity with which they can be launched. For example, in the case of potential forest fire risks during a warm and dry period, swarms of solar airplanes, easily launched with the hand, could efficiently monitor a large surface, reporting rapidly any fire starts. This would allow a fast intervention and thus reduce the cost of such disaster, in terms of human and material losses. At higher dimension, solar HALE platforms are expected to play a major role as communication relays and could replace advantageously satellites in a near future.

Investigation of mechanisms governing emission of odorants

The literature identifies several models that describe inter-phase mass transfer, key to the emission process. While the emission process is complex and these models may be more or less successful at predicting mass transfer rates, they identify three key variables for a system involving a liquid and an air phase in contact with it: • A concentration (or partial pressure) gradient driving force; • The fluid dynamic characteristics within the liquid and air phases, and • The chemical properties of the individual components within the system. In three applied research projects conducted prior to this study, samples collected with two well-known sampling devices resulted in very different odour emission rates. It was not possible to adequately explain the differences observed. It appeared likely, however, that the sample collection device might have artefact effects on the emission of odorants, i.e. the sampling device appeared to have altered the mass transfer process. This raised the obvious question: Where two different emission rates are reported for a single source (differing only in the selection of sampling device), and a credible explanation for the difference in emission rate cannot be provided, which emission rate is correct? This research project aimed to identify the factors that determine odour emission rates, the impact that the characteristics of a sampling device may exert on the key mass transfer variables, and ultimately, the impact of the sampling device on the emission rate itself. To meet these objectives, a series of targeted reviews, and laboratory and field investigations, were conducted. Two widely-used, representative devices were chosen to investigate the influence of various parameters on the emission process. These investigations provided insight into the odour emission process generally, and the influence of the sampling device specifically.

Investigation of MEMS inertial sensors and aircraft dynamic models in global positioning system integrity monitoring for approaches with vertical guidance

An Approach with Vertical Guidance (APV) is an instrument approach procedure which provides horizontal and vertical guidance to a pilot on approach to landing in reduced visibility conditions. APV approaches can greatly reduce the safety risk to general aviation by improving the pilot’s situational awareness. In particular the incidence of Controlled Flight Into Terrain (CFIT) which has occurred in a number of fatal air crashes in general aviation over the past decade in Australia, can be reduced. APV approaches can also improve general aviation operations. If implemented at Australian airports, APV approach procedures are expected to bring a cost saving of millions of dollars to the economy due to fewer missed approaches, diversions and an increased safety benefit. The provision of accurate horizontal and vertical guidance is achievable using the Global Positioning System (GPS). Because aviation is a safety of life application, an aviation-certified GPS receiver must have integrity monitoring or augmentation to ensure that its navigation solution can be trusted. However, the difficulty with the current GPS satellite constellation alone meeting APV integrity requirements, the susceptibility of GPS to jamming or interference and the potential shortcomings of proposed augmentation solutions for Australia such as the Ground-based Regional Augmentation System (GRAS) justifies the investigation of Aircraft Based Augmentation Systems (ABAS) as an alternative integrity solution for general aviation. ABAS augments GPS with other sensors at the aircraft to help it meet the integrity requirements. Typical ABAS designs assume high quality inertial sensors to provide an accurate reference trajectory for Kalman filters. Unfortunately high-quality inertial sensors are too expensive for general aviation. In contrast to these approaches the purpose of this research is to investigate fusing GPS with lower-cost Micro-Electro-Mechanical System (MEMS) Inertial Measurement Units (IMU) and a mathematical model of aircraft dynamics, referred to as an Aircraft Dynamic Model (ADM) in this thesis. Using a model of aircraft dynamics in navigation systems has been studied before in the available literature and shown to be useful particularly for aiding inertial coasting or attitude determination. In contrast to these applications, this thesis investigates its use in ABAS. This thesis presents an ABAS architecture concept which makes use of a MEMS IMU and ADM, named the General Aviation GPS Integrity System (GAGIS) for convenience. GAGIS includes a GPS, MEMS IMU, ADM, a bank of Extended Kalman Filters (EKF) and uses the Normalized Solution Separation (NSS) method for fault detection. The GPS, IMU and ADM information is fused together in a tightly-coupled configuration, with frequent GPS updates applied to correct the IMU and ADM. The use of both IMU and ADM allows for a number of different possible configurations. Three are investigated in this thesis; a GPS-IMU EKF, a GPS-ADM EKF and a GPS-IMU-ADM EKF. The integrity monitoring performance of the GPS-IMU EKF, GPS-ADM EKF and GPS-IMU-ADM EKF architectures are compared against each other and against a stand-alone GPS architecture in a series of computer simulation tests of an APV approach. Typical GPS, IMU, ADM and environmental errors are simulated. The simulation results show the GPS integrity monitoring performance achievable by augmenting GPS with an ADM and low-cost IMU for a general aviation aircraft on an APV approach. A contribution to research is made in determining whether a low-cost IMU or ADM can provide improved integrity monitoring performance over stand-alone GPS. It is found that a reduction of approximately 50% in protection levels is possible using the GPS-IMU EKF or GPS-ADM EKF as well as faster detection of a slowly growing ramp fault on a GPS pseudorange measurement. A second contribution is made in determining how augmenting GPS with an ADM compares to using a low-cost IMU. By comparing the results for the GPS-ADM EKF against the GPS-IMU EKF it is found that protection levels for the GPS-ADM EKF were only approximately 2% higher. This indicates that the GPS-ADM EKF may potentially replace the GPS-IMU EKF for integrity monitoring should the IMU ever fail. In this way the ADM may contribute to the navigation system robustness and redundancy. To investigate this further, a third contribution is made in determining whether or not the ADM can function as an IMU replacement to improve navigation system redundancy by investigating the case of three IMU accelerometers failing. It is found that the failed IMU measurements may be supplemented by the ADM and adequate integrity monitoring performance achieved. Besides treating the IMU and ADM separately as in the GPS-IMU EKF and GPS-ADM EKF, a fourth contribution is made in investigating the possibility of fusing the IMU and ADM information together to achieve greater performance than either alone. This is investigated using the GPS-IMU-ADM EKF. It is found that the GPS-IMU-ADM EKF can achieve protection levels approximately 3% lower in the horizontal and 6% lower in the vertical than a GPS-IMU EKF. However this small improvement may not justify the complexity of fusing the IMU with an ADM in practical systems. Affordable ABAS in general aviation may enhance existing GPS-only fault detection solutions or help overcome any outages in augmentation systems such as the Ground-based Regional Augmentation System (GRAS). Countries such as Australia which currently do not have an augmentation solution for general aviation could especially benefit from the economic savings and safety benefits of satellite navigation-based APV approaches.