Quantifying and modeling financial market fluctuations

Die Entstehung eines Marktpreises für einen Vermögenswert kann als Superposition der einzelnen Aktionen der Marktteilnehmer aufgefasst werden, die damit kumulativ Angebot und Nachfrage erzeugen. Dies ist in der statistischen Physik mit der Entstehung makroskopischer Eigenschaften vergleichbar, die von mikroskopischen Wechselwirkungen zwischen den beteiligten Systemkomponenten hervorgerufen werden. Die Verteilung der Preisänderungen an Finanzmärkten unterscheidet sich deutlich von einer Gaußverteilung. Dies führt zu empirischen Besonderheiten des Preisprozesses, zu denen neben dem Skalierungsverhalten nicht-triviale Korrelationsfunktionen und zeitlich gehäufte Volatilität zählen. In der vorliegenden Arbeit liegt der Fokus auf der Analyse von Finanzmarktzeitreihen und den darin enthaltenen Korrelationen. Es wird ein neues Verfahren zur Quantifizierung von Muster-basierten komplexen Korrelationen einer Zeitreihe entwickelt. Mit dieser Methodik werden signifikante Anzeichen dafür gefunden, dass sich typische Verhaltensmuster von Finanzmarktteilnehmern auf kurzen Zeitskalen manifestieren, dass also die Reaktion auf einen gegebenen Preisverlauf nicht rein zufällig ist, sondern vielmehr ähnliche Preisverläufe auch ähnliche Reaktionen hervorrufen. Ausgehend von der Untersuchung der komplexen Korrelationen in Finanzmarktzeitreihen wird die Frage behandelt, welche Eigenschaften sich beim Wechsel von einem positiven Trend zu einem negativen Trend verändern. Eine empirische Quantifizierung mittels Reskalierung liefert das Resultat, dass unabhängig von der betrachteten Zeitskala neue Preisextrema mit einem Anstieg des Transaktionsvolumens und einer Reduktion der Zeitintervalle zwischen Transaktionen einhergehen. Diese Abhängigkeiten weisen Charakteristika auf, die man auch in anderen komplexen Systemen in der Natur und speziell in physikalischen Systemen vorfindet. Über 9 Größenordnungen in der Zeit sind diese Eigenschaften auch unabhängig vom analysierten Markt - Trends, die nur für Sekunden bestehen, zeigen die gleiche Charakteristik wie Trends auf Zeitskalen von Monaten. Dies eröffnet die Möglichkeit, mehr über Finanzmarktblasen und deren Zusammenbrüche zu lernen, da Trends auf kleinen Zeitskalen viel häufiger auftreten. Zusätzlich wird eine Monte Carlo-basierte Simulation des Finanzmarktes analysiert und erweitert, um die empirischen Eigenschaften zu reproduzieren und Einblicke in deren Ursachen zu erhalten, die zum einen in der Finanzmarktmikrostruktur und andererseits in der Risikoaversion der Handelsteilnehmer zu suchen sind. Für die rechenzeitintensiven Verfahren kann mittels Parallelisierung auf einer Graphikkartenarchitektur eine deutliche Rechenzeitreduktion erreicht werden. Um das weite Spektrum an Einsatzbereichen von Graphikkarten zu aufzuzeigen, wird auch ein Standardmodell der statistischen Physik - das Ising-Modell - auf die Graphikkarte mit signifikanten Laufzeitvorteilen portiert. Teilresultate der Arbeit sind publiziert in [PGPS07, PPS08, Pre11, PVPS09b, PVPS09a, PS09, PS10a, SBF+10, BVP10, Pre10, PS10b, PSS10, SBF+11, PB10].

Quality of Service in Distributed Stream Processing for large scale Smart Pervasive Environments

The wide diffusion of cheap, small, and portable sensors integrated in an unprecedented large variety of devices and the availability of almost ubiquitous Internet connectivity make it possible to collect an unprecedented amount of real time information about the environment we live in. These data streams, if properly and timely analyzed, can be exploited to build new intelligent and pervasive services that have the potential of improving people's quality of life in a variety of cross concerning domains such as entertainment, health-care, or energy management. The large heterogeneity of application domains, however, calls for a middleware-level infrastructure that can effectively support their different quality requirements. In this thesis we study the challenges related to the provisioning of differentiated quality-of-service (QoS) during the processing of data streams produced in pervasive environments. We analyze the trade-offs between guaranteed quality, cost, and scalability in streams distribution and processing by surveying existing state-of-the-art solutions and identifying and exploring their weaknesses. We propose an original model for QoS-centric distributed stream processing in data centers and we present Quasit, its prototype implementation offering a scalable and extensible platform that can be used by researchers to implement and validate novel QoS-enforcement mechanisms. To support our study, we also explore an original class of weaker quality guarantees that can reduce costs when application semantics do not require strict quality enforcement. We validate the effectiveness of this idea in a practical use-case scenario that investigates partial fault-tolerance policies in stream processing by performing a large experimental study on the prototype of our novel LAAR dynamic replication technique. Our modeling, prototyping, and experimental work demonstrates that, by providing data distribution and processing middleware with application-level knowledge of the different quality requirements associated to different pervasive data flows, it is possible to improve system scalability while reducing costs.

Mechanical analysis and modeling of structural archetypes

This is a research B for the University of Bologna. The course is the civil engineering LAUREA MAGISTRALE at UNIBO. The main purpose of this research is to promote another way of explaining, analyzing and presenting some civil engineering aspects to the students worldwide by theory, modeling and photos. The basic idea is divided into three steps. The first one is to present and analyze the theoretical parts. So a detailed analysis of the theory combined with theorems, explanations, examples and exercises will cover this step. At the second, a model will make clear all these parts that were discussed in the theory by showing how the structures work or fail. The modeling is able to present the behavior of many elements, in scale which we use in the real structures. After these two steps an interesting exhibition of photos from the real world with comments will give the chance to the engineers to observe all these theoretical and modeling-laboratory staff in many different cases. For example many civil engineers in the world may know about the air pressure on the structures but many of them have never seen the extraordinary behavior of the bridge of Tacoma ‘dancing with the air’. At this point I would like to say that what I have done is not a book, but a research of how this ‘3 step’ presentation or explanation of some mechanical characteristics could be helpful. I know that my research is something different and new and in my opinion is very important because it helps students to go deeper in the science and also gives new ideas and inspirations. This way of teaching can be used at all lessons especially at the technical. Hope that one day all the books will adopt this kind of presentation.

Kinetic modeling and experiments on gas uptake and chemical transformation of organic aerosol in the atmosphere

Aerosolpartikel beeinflussen das Klima durch Streuung und Absorption von Strahlung sowie als Nukleations-Kerne für Wolkentröpfchen und Eiskristalle. Darüber hinaus haben Aerosole einen starken Einfluss auf die Luftverschmutzung und die öffentliche Gesundheit. Gas-Partikel-Wechselwirkunge sind wichtige Prozesse, weil sie die physikalischen und chemischen Eigenschaften von Aerosolen wie Toxizität, Reaktivität, Hygroskopizität und optische Eigenschaften beeinflussen. Durch einen Mangel an experimentellen Daten und universellen Modellformalismen sind jedoch die Mechanismen und die Kinetik der Gasaufnahme und der chemischen Transformation organischer Aerosolpartikel unzureichend erfasst. Sowohl die chemische Transformation als auch die negativen gesundheitlichen Auswirkungen von toxischen und allergenen Aerosolpartikeln, wie Ruß, polyzyklische aromatische Kohlenwasserstoffe (PAK) und Proteine, sind bislang nicht gut verstanden.rn Kinetische Fluss-Modelle für Aerosoloberflächen- und Partikelbulk-Chemie wurden auf Basis des Pöschl-Rudich-Ammann-Formalismus für Gas-Partikel-Wechselwirkungen entwickelt. Zunächst wurde das kinetische Doppelschicht-Oberflächenmodell K2-SURF entwickelt, welches den Abbau von PAK auf Aerosolpartikeln in Gegenwart von Ozon, Stickstoffdioxid, Wasserdampf, Hydroxyl- und Nitrat-Radikalen beschreibt. Kompetitive Adsorption und chemische Transformation der Oberfläche führen zu einer stark nicht-linearen Abhängigkeit der Ozon-Aufnahme bezüglich Gaszusammensetzung. Unter atmosphärischen Bedingungen reicht die chemische Lebensdauer von PAK von wenigen Minuten auf Ruß, über mehrere Stunden auf organischen und anorganischen Feststoffen bis hin zu Tagen auf flüssigen Partikeln. rn Anschließend wurde das kinetische Mehrschichtenmodell KM-SUB entwickelt um die chemische Transformation organischer Aerosolpartikel zu beschreiben. KM-SUB ist in der Lage, Transportprozesse und chemische Reaktionen an der Oberfläche und im Bulk von Aerosol-partikeln explizit aufzulösen. Es erforder im Gegensatz zu früheren Modellen keine vereinfachenden Annahmen über stationäre Zustände und radiale Durchmischung. In Kombination mit Literaturdaten und neuen experimentellen Ergebnissen wurde KM-SUB eingesetzt, um die Effekte von Grenzflächen- und Bulk-Transportprozessen auf die Ozonolyse und Nitrierung von Protein-Makromolekülen, Ölsäure, und verwandten organischen Ver¬bin-dungen aufzuklären. Die in dieser Studie entwickelten kinetischen Modelle sollen als Basis für die Entwicklung eines detaillierten Mechanismus für Aerosolchemie dienen sowie für das Herleiten von vereinfachten, jedoch realistischen Parametrisierungen für großskalige globale Atmosphären- und Klima-Modelle. rn Die in dieser Studie durchgeführten Experimente und Modellrechnungen liefern Beweise für die Bildung langlebiger reaktiver Sauerstoff-Intermediate (ROI) in der heterogenen Reaktion von Ozon mit Aerosolpartikeln. Die chemische Lebensdauer dieser Zwischenformen beträgt mehr als 100 s, deutlich länger als die Oberflächen-Verweilzeit von molekularem O3 (~10-9 s). Die ROIs erklären scheinbare Diskrepanzen zwischen früheren quantenmechanischen Berechnungen und kinetischen Experimenten. Sie spielen eine Schlüsselrolle in der chemischen Transformation sowie in den negativen Gesundheitseffekten von toxischen und allergenen Feinstaubkomponenten, wie Ruß, PAK und Proteine. ROIs sind vermutlich auch an der Zersetzung von Ozon auf mineralischem Staub und an der Bildung sowie am Wachstum von sekundären organischen Aerosolen beteiligt. Darüber hinaus bilden ROIs eine Verbindung zwischen atmosphärischen und biosphärischen Mehrphasenprozessen (chemische und biologische Alterung).rn Organische Verbindungen können als amorpher Feststoff oder in einem halbfesten Zustand vorliegen, der die Geschwindigkeit von heterogenen Reaktionenen und Mehrphasenprozessen in Aerosolen beeinflusst. Strömungsrohr-Experimente zeigen, dass die Ozonaufnahme und die oxidative Alterung von amorphen Proteinen durch Bulk-Diffusion kinetisch limitiert sind. Die reaktive Gasaufnahme zeigt eine deutliche Zunahme mit zunehmender Luftfeuchte, was durch eine Verringerung der Viskosität zu erklären ist, bedingt durch einen Phasenübergang der amorphen organischen Matrix von einem glasartigen zu einem halbfesten Zustand (feuchtigkeitsinduzierter Phasenübergang). Die chemische Lebensdauer reaktiver Verbindungen in organischen Partikeln kann von Sekunden bis zu Tagen ansteigen, da die Diffusionsrate in der halbfesten Phase bei niedriger Temperatur oder geringer Luftfeuchte um Größenordnungen absinken kann. Die Ergebnisse dieser Studie zeigen wie halbfeste Phasen die Auswirkung organischeer Aerosole auf Luftqualität, Gesundheit und Klima beeinflussen können. rn

Computer aided design and finite element modeling to predict bulk mechanical properties of bone scaffolds using triply periodic minimal surfaces (progettazione assistita al calcolatore ed analisi con il metodo degli elementi finiti per predire il comportamento meccanico di scaffolds ossei creati con l'uso di superfici minime periodiche in tre direzioni)

The aim of Tissue Engineering is to develop biological substitutes that will restore lost morphological and functional features of diseased or damaged portions of organs. Recently computer-aided technology has received considerable attention in the area of tissue engineering and the advance of additive manufacture (AM) techniques has significantly improved control over the pore network architecture of tissue engineering scaffolds. To regenerate tissues more efficiently, an ideal scaffold should have appropriate porosity and pore structure. More sophisticated porous configurations with higher architectures of the pore network and scaffolding structures that mimic the intricate architecture and complexity of native organs and tissues are then required. This study adopts a macro-structural shape design approach to the production of open porous materials (Titanium foams), which utilizes spatial periodicity as a simple way to generate the models. From among various pore architectures which have been studied, this work simulated pore structure by triply-periodic minimal surfaces (TPMS) for the construction of tissue engineering scaffolds. TPMS are shown to be a versatile source of biomorphic scaffold design. A set of tissue scaffolds using the TPMS-based unit cell libraries was designed. TPMS-based Titanium foams were meant to be printed three dimensional with the relative predicted geometry, microstructure and consequently mechanical properties. Trough a finite element analysis (FEA) the mechanical properties of the designed scaffolds were determined in compression and analyzed in terms of their porosity and assemblies of unit cells. The purpose of this work was to investigate the mechanical performance of TPMS models trying to understand the best compromise between mechanical and geometrical requirements of the scaffolds. The intention was to predict the structural modulus in open porous materials via structural design of interconnected three-dimensional lattices, hence optimising geometrical properties. With the aid of FEA results, it is expected that the effective mechanical properties for the TPMS-based scaffold units can be used to design optimized scaffolds for tissue engineering applications. Regardless of the influence of fabrication method, it is desirable to calculate scaffold properties so that the effect of these properties on tissue regeneration may be better understood.

Modeling and simulation of fibrinogen and its adsorption behavior

In this thesis different approaches for the modeling and simulation of the blood protein fibrinogen are presented. The approaches are meant to systematically connect the multiple time and length scales involved in the dynamics of fibrinogen in solution and at inorganic surfaces. The first part of the thesis will cover simulations of fibrinogen on an all atom level. Simulations of the fibrinogen protomer and dimer are performed in explicit solvent to characterize the dynamics of fibrinogen in solution. These simulations reveal an unexpectedly large and fast bending motion that is facilitated by molecular hinges located in the coiled-coil region of fibrinogen. This behavior is characterized by a bending and a dihedral angle and the distribution of these angles is measured. As a consequence of the atomistic detail of the simulations it is possible to illuminate small scale behavior in the binding pockets of fibrinogen that hints at a previously unknown allosteric effect. In a second step atomistic simulations of the fibrinogen protomer are performed at graphite and mica surfaces to investigate initial adsorption stages. These simulations highlight the different adsorption mechanisms at the hydrophobic graphite surface and the charged, hydrophilic mica surface. It is found that the initial adsorption happens in a preferred orientation on mica. Many effects of practical interest involve aggregates of many fibrinogen molecules. To investigate such systems, time and length scales need to be simulated that are not attainable in atomistic simulations. It is therefore necessary to develop lower resolution models of fibrinogen. This is done in the second part of the thesis. First a systematically coarse grained model is derived and parametrized based on the atomistic simulations of the first part. In this model the fibrinogen molecule is represented by 45 beads instead of nearly 31,000 atoms. The intra-molecular interactions of the beads are modeled as a heterogeneous elastic network while inter-molecular interactions are assumed to be a combination of electrostatic and van der Waals interaction. A method is presented that determines the charges assigned to beads by matching the electrostatic potential in the atomistic simulation. Lastly a phenomenological model is developed that represents fibrinogen by five beads connected by rigid rods with two hinges. This model only captures the large scale dynamics in the atomistic simulations but can shed light on experimental observations of fibrinogen conformations at inorganic surfaces.

Testing of subgrid scale (SGS) models for large-eddy simulation (LES) of turbulent channel flow

Sub-grid scale (SGS) models are required in order to model the influence of the unresolved small scales on the resolved scales in large-eddy simulations (LES), the flow at the smallest scales of turbulence. In the following work two SGS models are presented and deeply analyzed in terms of accuracy through several LESs with different spatial resolutions, i.e. grid spacings. The first part of this thesis focuses on the basic theory of turbulence, the governing equations of fluid dynamics and their adaptation to LES. Furthermore, two important SGS models are presented: one is the Dynamic eddy-viscosity model (DEVM), developed by \cite{germano1991dynamic}, while the other is the Explicit Algebraic SGS model (EASSM), by \cite{marstorp2009explicit}. In addition, some details about the implementation of the EASSM in a Pseudo-Spectral Navier-Stokes code \cite{chevalier2007simson} are presented. The performance of the two aforementioned models will be investigated in the following chapters, by means of LES of a channel flow, with friction Reynolds numbers $Re_\tau=590$ up to $Re_\tau=5200$, with relatively coarse resolutions. Data from each simulation will be compared to baseline DNS data. Results have shown that, in contrast to the DEVM, the EASSM has promising potentials for flow predictions at high friction Reynolds numbers: the higher the friction Reynolds number is the better the EASSM will behave and the worse the performances of the DEVM will be. The better performance of the EASSM is contributed to the ability to capture flow anisotropy at the small scales through a correct formulation for the SGS stresses. Moreover, a considerable reduction in the required computational resources can be achieved using the EASSM compared to DEVM. Therefore, the EASSM combines accuracy and computational efficiency, implying that it has a clear potential for industrial CFD usage.

Finite element modeling of flow/compression-induced deformation of alginate scaffolds for bone tissue engineering

Trauma or degenerative diseases such as osteonecrosis may determine bone loss whose recover is promised by a "tissue engineering“ approach. This strategy involves the use of stem cells, grown onboard of adequate biocompatible/bioreabsorbable hosting templates (usually defined as scaffolds) and cultured in specific dynamic environments afforded by differentiation-inducing actuators (usually defined as bioreactors) to produce implantable tissue constructs. The purpose of this thesis is to evaluate, by finite element modeling of flow/compression-induced deformation, alginate scaffolds intended for bone tissue engineering. This work was conducted at the Biomechanics Laboratory of the Institute of Biomedical and Neural Engineering of the Reykjavik University of Iceland. In this respect, Comsol Multiphysics 5.1 simulations were carried out to approximate the loads over alginate 3D matrices under perfusion, compression and perfusion+compression, when varyingalginate pore size and flow/compression regimen. The results of the simulations show that the shear forces in the matrix of the scaffold increase coherently with the increase in flow and load, and decrease with the increase of the pore size. Flow and load rates suggested for proper osteogenic cell differentiation are reported.

Coupling biomechanics to a cellular level model: An approach to patient-specific image driven multi-scale and multi-physics tumor simulation

Modeling of tumor growth has been performed according to various approaches addressing different biocomplexity levels and spatiotemporal scales. Mathematical treatments range from partial differential equation based diffusion models to rule-based cellular level simulators, aiming at both improving our quantitative understanding of the underlying biological processes and, in the mid- and long term, constructing reliable multi-scale predictive platforms to support patient-individualized treatment planning and optimization. The aim of this paper is to establish a multi-scale and multi-physics approach to tumor modeling taking into account both the cellular and the macroscopic mechanical level. Therefore, an already developed biomodel of clinical tumor growth and response to treatment is self-consistently coupled with a biomechanical model. Results are presented for the free growth case of the imageable component of an initially point-like glioblastoma multiforme tumor. The composite model leads to significant tumor shape corrections that are achieved through the utilization of environmental pressure information and the application of biomechanical principles. Using the ratio of smallest to largest moment of inertia of the tumor material to quantify the effect of our coupled approach, we have found a tumor shape correction of 20\% by coupling biomechanics to the cellular simulator as compared to a cellular simulation without preferred growth directions. We conclude that the integration of the two models provides additional morphological insight into realistic tumor growth behavior. Therefore, it might be used for the development of an advanced oncosimulator focusing on tumor types for which morphology plays an important role in surgical and/or radio-therapeutic treatment planning.

Assessment Of Dynamic Properties Of A Crowd Model For Human-Structure Interaction Modeling

As lightweight and slender structural elements are more frequently used in the design, large scale structures become more flexible and susceptible to excessive vibrations. To ensure the functionality of the structure, dynamic properties of the occupied structure need to be estimated during the design phase. Traditional analysis method models occupants simply as an additional mass; however, research has shown that human occupants could be better modeled as an additional degree-of- freedom. In the United Kingdom, active and passive crowd models are proposed by the Joint Working Group as a result of a series of analytical and experimental research. It is expected that the crowd models would yield a more accurate estimation to the dynamic response of the occupied structure. However, experimental testing recently conducted through a graduate student project at Bucknell University indicated that the proposed passive crowd model might be inaccurate in representing the impact on the structure from the occupants. The objective of this study is to provide an assessment of the validity of the crowd models proposed by JWG through comparing the dynamic properties obtained from experimental testing data and analytical modeling results. The experimental data used in this study was collected by Firman in 2010. The analytical results were obtained by performing a time-history analysis on a finite element model of the occupied structure. The crowd models were created based on the recommendations from the JWG combined with the physical properties of the occupants during the experimental study. During this study, SAP2000 was used to create the finite element models and to implement the analysis; Matlab and ME¿scope were used to obtain the dynamic properties of the structure through processing the time-history analysis results from SAP2000. The result of this study indicates that the active crowd model could quite accurately represent the impact on the structure from occupants standing with bent knees while the passive crowd model could not properly simulate the dynamic response of the structure when occupants were standing straight or sitting on the structure. Future work related to this study involves improving the passive crowd model and evaluating the crowd models with full-scale structure models and operating data.

Correspondence establishment in statistical modeling of shapes with arbitrary topology

Correspondence establishment is a key step in statistical shape model building. There are several automated methods for solving this problem in 3D, but they usually can only handle objects with simple topology, like that of a sphere or a disc. We propose an extension to correspondence establishment over a population based on the optimization of the minimal description length function, allowing considering objects with arbitrary topology. Instead of using a fixed structure of kernel placement on a sphere for the systematic manipulation of point landmark positions, we rely on an adaptive, hierarchical organization of surface patches. This hierarchy can be built on surfaces of arbitrary topology and the resulting patches are used as a basis for a consistent, multi-scale modification of the surfaces' parameterization, based on point distribution models. The feasibility of the approach is demonstrated on synthetic models with different topologies.

Parameter estimation for transformer modeling

Large Power transformers, an aging and vulnerable part of our energy infrastructure, are at choke points in the grid and are key to reliability and security. Damage or destruction due to vandalism, misoperation, or other unexpected events is of great concern, given replacement costs upward of $2M and lead time of 12 months. Transient overvoltages can cause great damage and there is much interest in improving computer simulation models to correctly predict and avoid the consequences. EMTP (the Electromagnetic Transients Program) has been developed for computer simulation of power system transients. Component models for most equipment have been developed and benchmarked. Power transformers would appear to be simple. However, due to their nonlinear and frequency-dependent behaviors, they can be one of the most complex system components to model. It is imperative that the applied models be appropriate for the range of frequencies and excitation levels that the system experiences. Thus, transformer modeling is not a mature field and newer improved models must be made available. In this work, improved topologically-correct duality-based models are developed for three-phase autotransformers having five-legged, three-legged, and shell-form cores. The main problem in the implementation of detailed models is the lack of complete and reliable data, as no international standard suggests how to measure and calculate parameters. Therefore, parameter estimation methods are developed here to determine the parameters of a given model in cases where available information is incomplete. The transformer nameplate data is required and relative physical dimensions of the core are estimated. The models include a separate representation of each segment of the core, including hysteresis of the core, λ-i saturation characteristic, capacitive effects, and frequency dependency of winding resistance and core loss. Steady-state excitation, and de-energization and re-energization transients are simulated and compared with an earlier-developed BCTRAN-based model. Black start energization cases are also simulated as a means of model evaluation and compared with actual event records. The simulated results using the model developed here are reasonable and more correct than those of the BCTRAN-based model. Simulation accuracy is dependent on the accuracy of the equipment model and its parameters. This work is significant in that it advances existing parameter estimation methods in cases where the available data and measurements are incomplete. The accuracy of EMTP simulation for power systems including three-phase autotransformers is thus enhanced. Theoretical results obtained from this work provide a sound foundation for development of transformer parameter estimation methods using engineering optimization. In addition, it should be possible to refine which information and measurement data are necessary for complete duality-based transformer models. To further refine and develop the models and transformer parameter estimation methods developed here, iterative full-scale laboratory tests using high-voltage and high-power three-phase transformer would be helpful.

Physical modeling of air injection as a scour remediation technique near gated weir stilling basins

The South Florida Water Management District (SFWMD) manages and operates numerous water control structures that are subject to scour. In an effort to reduce scour downstream of these gated structures, laboratory experiments were performed to investigate the effect of active air-injection downstream of the terminal structure of a gated spillway on the depth of the scour hole. A literature review involving similar research revealed significant variables such as the ratio of headwater-to-tailwater depths, the diffuser angle, sediment uniformity, and the ratio of air-to-water volumetric discharge values. The experimental design was based on the analysis of several of these non-dimensional parameters. Bed scouring at stilling basins downstream of gated spillways has been identified as posing a serious risk to the spillway’s structural stability. Although this type of scour has been studied in the past, it continues to represent a real threat to water control structures and requires additional attention. A hydraulic scour channel comprised of a head tank, flow straightening section, gated spillway, stilling basin, scour section, sediment trap, and tail-tank was used to further this analysis. Experiments were performed in a laboratory channel consisting of a 1:30 scale model of the SFWMD S65E spillway structure. To ascertain the feasibility of air injection for scour reduction a proof-of-concept study was performed. Experiments were conducted without air entrainment and with high, medium, and low air entrainment rates for high and low headwater conditions. For the cases with no air entrainment it was found that there was excessive scour downstream of the structure due to a downward roller formed upon exiting the downstream sill of the stilling basin. When air was introduced vertically just downstream of, and at the same level as, the stilling basin sill, it was found that air entrainment does reduce scour depth by up to 58% depending on the air flow rate, but shifts the deepest scour location to the sides of the channel bed instead of the center. Various hydraulic flow conditions were tested without air injection to verify which scenario caused more scour. That scenario, uncontrolled free, in which water does not contact the gate and the water elevation in the stilling basin is lower than the spillway crest, would be used for the remainder of experiments testing air injection. Various air flow rates, diffuser elevations, air hole diameters, air hole spacings, diffuser angles and widths were tested in over 120 experiments. Optimal parameters include air injection at a rate that results in a water-to-air ratio of 0.28, air holes 1.016mm in diameter the entire width of the stilling basin, and a vertically orientated injection pattern. Detailed flow measurements were collected for one case using air injection and one without. An identical flow scenario was used for each experiment, namely that of a high flow rate and upstream headwater depth and a low tailwater depth. Equilibrium bed scour and velocity measurements were taken using an Acoustic Doppler Velocimeter at nearly 3000 points. Velocity data was used to construct a vector plot in order to identify which flow components contribute to the scour hole. Additionally, turbulence parameters were calculated in an effort to help understand why air-injection reduced bed scour. Turbulence intensities, normalized mean flow, normalized kinetic energy, and anisotropy of turbulence plots were constructed. A clear trend emerged that showed air-injection reduces turbulence near the bed and therefore reduces scour potential.

Optimal game theoretic distributed control methodologies in small scale power systems

This dissertation presents the competitive control methodologies for small-scale power system (SSPS). A SSPS is a collection of sources and loads that shares a common network which can be isolated during terrestrial disturbances. Micro-grids, naval ship electric power systems (NSEPS), aircraft power systems and telecommunication system power systems are typical examples of SSPS. The analysis and development of control systems for small-scale power systems (SSPS) lacks a defined slack bus. In addition, a change of a load or source will influence the real time system parameters of the system. Therefore, the control system should provide the required flexibility, to ensure operation as a single aggregated system. In most of the cases of a SSPS the sources and loads must be equipped with power electronic interfaces which can be modeled as a dynamic controllable quantity. The mathematical formulation of the micro-grid is carried out with the help of game theory, optimal control and fundamental theory of electrical power systems. Then the micro-grid can be viewed as a dynamical multi-objective optimization problem with nonlinear objectives and variables. Basically detailed analysis was done with optimal solutions with regards to start up transient modeling, bus selection modeling and level of communication within the micro-grids. In each approach a detail mathematical model is formed to observe the system response. The differential game theoretic approach was also used for modeling and optimization of startup transients. The startup transient controller was implemented with open loop, PI and feedback control methodologies. Then the hardware implementation was carried out to validate the theoretical results. The proposed game theoretic controller shows higher performances over traditional the PI controller during startup. In addition, the optimal transient surface is necessary while implementing the feedback controller for startup transient. Further, the experimental results are in agreement with the theoretical simulation. The bus selection and team communication was modeled with discrete and continuous game theory models. Although players have multiple choices, this controller is capable of choosing the optimum bus. Next the team communication structures are able to optimize the players’ Nash equilibrium point. All mathematical models are based on the local information of the load or source. As a result, these models are the keys to developing accurate distributed controllers.

Molecular Modeling of PMR-15 Polyimide

PMR-15 polyimide is a polymer that is used as a matrix in composites. These composites with PMR-15 matrices are called advanced polymer matrix composite that is abundantly used in the aerospace and electronics industries because of its high temperature resistivity. Apart from having high temperature sustainability, PMR-15 composites also display good thermal-oxidative stability, mechanical properties, processability and low costs, which makes it a suitable material for manufacturing aircraft structures. PMR-15 uses the reverse Diels-Alder (RDA) method for crosslinking which provides it with the groundwork for its distinctive thermal stability and a range of 280-300 degree Centigrade use temperature. Regardless of such desirable properties, this material has a number of limitations that compromises its application on a large scale basis. PMR-15 composites has been known to be very vulnerable to micro-cracking at inter and intra-laminar cracking. But the major factor that hinders its demand is PMR-15's carcinogenic constituent, methylene dianilineme (MDA), also a liver toxin. The necessity of providing a safe working environment during its production adds up to the cost of this material. In this study, Molecular Dynamics and Energy Minimization techniques are utilized to simulate a structure of PMR-15 at a given density of 1.324 g/cc and an attempt to recreate the polyimide to reduce the number of experimental testing and hence subdue the health hazards as well as the cost involved in its production. Even though this study does not involve in validating any mechanical properties of the model, it could be used in future for the validation of its properties and further testing for different properties like aging, microcracking, creep etc.