17 resultados para compound distributions
em Doria (National Library of Finland DSpace Services) - National Library of Finland, Finland
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Turbokoneet ja etenkin höyryturbiinit ovat usein suunniteltu ja optimoitu toimimaan tietyssä toimintapisteessä jossa häviöt on minimoitu ja hyötysuhde maksimoitu. Joissakin tapauksissa on kuitenkin tarpeellista käyttää turbiinia toimintapisteen ulkopuolella. Tällöin turbiinin läpi virtaava massavirta muuttuu ja yleensä heikentää hyötysuhdetta. Turbokoneiden suorituskykyä voidaan parantaa käyttämällä kolmidimensionaalisesti muotoiltuja siipiä. Työssä on vertailtu laskennallisesti kahta kohtuullisesti muotoiltua suutinta (Compound lean ja Controlled flow) niiden suunnitellun toimintapisteen ulkopuolella. Kolmas suutin, ilman kolmidimensionaalista muotoilua on mukana vertailukohteena. Suutinten suorituskykyä tutkitaan laskennallisen virtausmekaniikan avulla olosuhteissa, jotka ovat toimintapisteen ulkopuolella. Virtauksen muutoksia tutkitaan kokonaispainehäviön, isentrooppisen hyötysuhteen ja virtauspinnan yhdenmukaisuuden avulla. Virtauspintoja verrataan ulosvirtauskulman, massavirran ja toisiovirtausvektoreiden jakauman avulla. Erot suutinten suorituskykyvyssä korostavat ylikuormalla. Kun massavirran arvoa on kohotettu eniten, Compound lean suuttimilla hyötysuhde laskee Controlled flow suuttimeen verrattuna vähemmän. Alikuormalla, kun massavirran arvoa lasketaan, erot suuttimien suorituskyvyssä pienenevät ja tutkittujen suuttimien ulosvirtaus on samankaltainen.
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In this study we used market settlement prices of European call options on stock index futures to extract implied probability distribution function (PDF). The method used produces a PDF of returns of an underlying asset at expiration date from implied volatility smile. With this method, the assumption of lognormal distribution (Black-Scholes model) is tested. The market view of the asset price dynamics can then be used for various purposes (hedging, speculation). We used the so called smoothing approach for implied PDF extraction presented by Shimko (1993). In our analysis we obtained implied volatility smiles from index futures markets (S&P 500 and DAX indices) and standardized them. The method introduced by Breeden and Litzenberger (1978) was then used on PDF extraction. The results show significant deviations from the assumption of lognormal returns for S&P500 options while DAX options mostly fit the lognormal distribution. A deviant subjective view of PDF can be used to form a strategy as discussed in the last section.
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In the power market, electricity prices play an important role at the economic level. The behavior of a price trend usually known as a structural break may change over time in terms of its mean value, its volatility, or it may change for a period of time before reverting back to its original behavior or switching to another style of behavior, and the latter is typically termed a regime shift or regime switch. Our task in this thesis is to develop an electricity price time series model that captures fat tailed distributions which can explain this behavior and analyze it for better understanding. For NordPool data used, the obtained Markov Regime-Switching model operates on two regimes: regular and non-regular. Three criteria have been considered price difference criterion, capacity/flow difference criterion and spikes in Finland criterion. The suitability of GARCH modeling to simulate multi-regime modeling is also studied.
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Adsorption is one of the most commonly used methods in water treatment processes. It is attractive due to it easy operation and the availability of a wide variety of commercial adsorbents. This doctoral thesis focuses on investigating and explaining the influence of external phase conditions (temperature, pH, ionic strength, acidity, presence of cosolutes) on adsorption phenomena. In order to cover a wide range of factors and phenomena, case studies were chosen from various fields where adsorption is applied. These include the adsorptive removal of surface active agents (used in cleaning chemicals, for example) from aqueous effluents, the removal of hormones (estradiol) from drinking water, and the adsorption of antibiotics onto silica. The latter can beused to predict the diffusion of antibiotics in the aquatic system if they are released into the environment. Also the adsorption of living cells on functionalized polymers to purify infected water streams was studied. In addition to these examples, the adsorptive separation of harmful compounds from internal water streams within a chemical process was investigated. The model system was removal of fermentation inhibitors from lignocelluloses hydrolyzates. The detoxification of the fermentation broth is an important step in the manufacture of bioethanol from wood, but has not been studied previously in connection with concentrated acid hydrolyzates. New knowledge on adsorption phenomena was generated for all of the applications investigated. In most cases, the results could be explained by combining classical theories for individual phenomena. As an example, it was demonstrated how liquid phase aggregation could explain abnormal-looking adsorption equilibrium data. In addition to the fundamental phenomena, also process performance was of interest. This aspect is often neglected in adsorption studies. It was demonstrated that adsorbents should not be selected for a target application based on their adsorption properties only, but regeneration of the spent adsorbent must be considered. It was found that using a suitable amount of organic co-solvent in the regeneration can significantly improve the productivity of the process.
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The wars the Western armies are involved with today are different from those that were fought in the end of 20th century. To explain this change, the Western military thinkers have come up with various different types of definitions of warfare over the last 30 years, each describing the tendencies involved in the conflicts of the time. The changing nature of conflicts surfaced a new term – hybrid warfare. The term was to describe and explain the multi-modality and complexity of modern day conflict. This thesis seeks the answer for the question: what is the development of thought behind hybrid warfare? In this thesis the Vietnam War (1965-1975) is used as an example of compound warfare focusing on the American involvement in the war. The Second Lebanon War (2006) serves as an example of hybrid warfare. Both case studies include an irregular opposing force, namely National Liberation Front in Vietnam War and Hezbollah in the Second Lebanon War. These two case studies are compared with the term full spectrum operations introduced in the current U.S. Department of Army Field Manual No. 3-0 Operations to see the differences and similarities of each term. The perspective of this thesis is the American point of view. This thesis concludes that hybrid warfare, compound warfare and full spectrum operations are very similar. The first two terms are included in the last one. Although hybrid warfare is not officially defined, it will most likely remain to be used in the discussion in the future, since hybrid wars and hybrid threats are officially accepted terms.