Experimental thermal hydraulic studies on the enhancement of safety of LWRs

The safe use of nuclear power plants (NPPs) requires a deep understanding of the functioning of physical processes and systems involved. Studies on thermal hydraulics have been carried out in various separate effects and integral test facilities at Lappeenranta University of Technology (LUT) either to ensure the functioning of safety systems of light water reactors (LWR) or to produce validation data for the computer codes used in safety analyses of NPPs. Several examples of safety studies on thermal hydraulics of the nuclear power plants are discussed. Studies are related to the physical phenomena existing in different processes in NPPs, such as rewetting of the fuel rods, emergency core cooling (ECC), natural circulation, small break loss-of-coolant accidents (SBLOCA), non-condensable gas release and transport, and passive safety systems. Studies on both VVER and advanced light water reactor (ALWR) systems are included. The set of cases include separate effects tests for understanding and modeling a single physical phenomenon, separate effects tests to study the behavior of a NPP component or a single system, and integral tests to study the behavior of the whole system. In the studies following steps can be found, not necessarily in the same study. Experimental studies as such have provided solutions to existing design problems. Experimental data have been created to validate a single model in a computer code. Validated models are used in various transient analyses of scaled facilities or NPPs. Integral test data are used to validate the computer codes as whole, to see how the implemented models work together in a code. In the final stage test results from the facilities are transferred to the NPP scale using computer codes. Some of the experiments have confirmed the expected behavior of the system or procedure to be studied; in some experiments there have been certain unexpected phenomena that have caused changes to the original design to avoid the recognized problems. This is the main motivation for experimental studies on thermal hydraulics of the NPP safety systems. Naturally the behavior of the new system designs have to be checked with experiments, but also the existing designs, if they are applied in the conditions that differ from what they were originally designed for. New procedures for existing reactors and new safety related systems have been developed for new nuclear power plant concepts. New experiments have been continuously needed.

Verkkoliiketoiminnan tehokkuusmittauksen ohjausvaikutusten analysointijärjestelmä

Tässä diplomityössä oli tavoitteena suunnitella ja toteuttaa verkkoliiketoiminnan tehokkuusmittauksen ohjausvaikutusten analysointijärjestelmä. Verkkoliiketoiminta on monopoliasemassa olevaa liiketoimintaa, jossa ei ole kilpailusta johtuvaa pakotetta pitää liiketoimintaa tehokkaana ja hintoja alhaisina. Tämän vuoksi verkkoliiketoiminnan hinnoittelua ja toiminnan tehokkuutta tulee valvoa viranomaisen toimesta. Tehokkuusmittauksessa käytettäväksi menetelmäksi on valittu DEA-menetelmä (Data Envelopment Analysis). Tässä työssä on esitelty DEA-menetelmän teoreettiset perusteet sekä verkkoliiketoiminnan tehokkuusmittauksessa havaitut ongelmat. Näiden perusteella on määritelty analysointijärjestelmältä vaadittavat ominaisuudet sekä kehitetty kyseinen järjestelmä. Tärkeimmiksi järjestelmän ominaisuuksiksi osoittautuivat herkkyysanalyysin tekeminen ja etenkin sitä kautta suoritettava keskeytysten hinnan laskeminen sekä mahdollisuudet painokertoimien rajoittamiselle. Työn loppuosassa on esitelty järjestelmästä saatavia konkreettisia tuloksia, joiden avulla on pyritty havainnollistamaan järjestelmän käyttömahdollisuuksia.

On Distributed Storage Codes

Distributed storage systems are studied. The interest in such system has become relatively wide due to the increasing amount of information needed to be stored in data centers or different kinds of cloud systems. There are many kinds of solutions for storing the information into distributed devices regarding the needs of the system designer. This thesis studies the questions of designing such storage systems and also fundamental limits of such systems. Namely, the subjects of interest of this thesis include heterogeneous distributed storage systems, distributed storage systems with the exact repair property, and locally repairable codes. For distributed storage systems with either functional or exact repair, capacity results are proved. In the case of locally repairable codes, the minimum distance is studied. Constructions for exact-repairing codes between minimum bandwidth regeneration (MBR) and minimum storage regeneration (MSR) points are given. These codes exceed the time-sharing line of the extremal points in many cases. Other properties of exact-regenerating codes are also studied. For the heterogeneous setup, the main result is that the capacity of such systems is always smaller than or equal to the capacity of a homogeneous system with symmetric repair with average node size and average repair bandwidth. A randomized construction for a locally repairable code with good minimum distance is given. It is shown that a random linear code of certain natural type has a good minimum distance with high probability. Other properties of locally repairable codes are also studied.

Testing for Hidden Information and Action in Automobile Insurance Market

I test the presence of hidden information and action in the automobile insurance market using a data set from several Colombian insurers. To identify the presence of hidden information I find a common knowledge variable providing information on policyholder s risk type which is related to both experienced risk and insurance demand and that was excluded from the pricing mechanism. Such unused variable is the record of policyholder s traffic offenses. I find evidence of adverse selection in six of the nine insurance companies for which the test is performed. From the point of view of hidden action I develop a dynamic model of effort in accident prevention given an insurance contract with bonus experience rating scheme and I show that individual accident probability decreases with previous accidents. This result brings a testable implication for the empirical identification of hidden action and based on that result I estimate an econometric model of the time spans between the purchase of the insurance and the first claim, between the first claim and the second one, and so on. I find strong evidence on the existence of unobserved heterogeneity that deceives the testable implication. Once the unobserved heterogeneity is controlled, I find conclusive statistical grounds supporting the presence of moral hazard in the Colombian insurance market.

Retos y alternativas de inversión para las compañías aseguradoras en Colombia

En este documento se explica el rol de las compañías aseguradoras colombianas dentro del sistema pensional y se busca, a través de la comprensión de la evolución del entorno macroeconómico y del marco regulatorio, identificar los retos que enfrentan. Los retos explicados en el documento son tres: el reto de la rentabilidad, el reto que plantean los cambios relativamente frecuentes de la regulación, y el reto del “calce”. El documento se enfoca principalmente en el reto de la rentabilidad y desarrolla un ejercicio de frontera eficiente que utiliza retornos esperados calculados a partir de la metodología de Damodaran (2012). Los resultados del ejercicio soportan la idea de que en efecto los retornos esperados serán menores para cualquier nivel de riesgo y sugiere que ante tal panorama, la relajación de las restricciones impuestas por el Régimen de inversiones podría alivianar los preocupaciones de las compañías aseguradoras en esta materia. Para los otros dos retos también se sugieren alternativas: el Algorithmic Trading para el caso del reto que impone los cambios en la regulación, y las Asociaciones Público-Privadas para abordar el reto del “calce”.

Sharing and visualizing environmental data using Virtual Globes

Virtual globe technology holds many exciting possibilities for environmental science. These easy-to-use, intuitive systems provide means for simultaneously visualizing four-dimensional environmental data from many different sources, enabling the generation of new hypotheses and driving greater understanding of the Earth system. Through the use of simple markup languages, scientists can publish and consume data in interoperable formats without the need for technical assistance. In this paper we give, with examples from our own work, a number of scientific uses for virtual globes, demonstrating their particular advantages. We explain how we have used Web Services to connect virtual globes with diverse data sources and enable more sophisticated usage such as data analysis and collaborative visualization. We also discuss the current limitations of the technology, with particular regard to the visualization of subsurface data and vertical sections.

Observation impact in data assimilation: the effect of non-Gaussian observation error.

Data assimilation methods which avoid the assumption of Gaussian error statistics are being developed for geoscience applications. We investigate how the relaxation of the Gaussian assumption affects the impact observations have within the assimilation process. The effect of non-Gaussian observation error (described by the likelihood) is compared to previously published work studying the effect of a non-Gaussian prior. The observation impact is measured in three ways: the sensitivity of the analysis to the observations, the mutual information, and the relative entropy. These three measures have all been studied in the case of Gaussian data assimilation and, in this case, have a known analytical form. It is shown that the analysis sensitivity can also be derived analytically when at least one of the prior or likelihood is Gaussian. This derivation shows an interesting asymmetry in the relationship between analysis sensitivity and analysis error covariance when the two different sources of non-Gaussian structure are considered (likelihood vs. prior). This is illustrated for a simple scalar case and used to infer the effect of the non-Gaussian structure on mutual information and relative entropy, which are more natural choices of metric in non-Gaussian data assimilation. It is concluded that approximating non-Gaussian error distributions as Gaussian can give significantly erroneous estimates of observation impact. The degree of the error depends not only on the nature of the non-Gaussian structure, but also on the metric used to measure the observation impact and the source of the non-Gaussian structure.

Methods of Estimation in Multiple Linear Regression: Application to Clinical Data

Nesse artigo, tem-se o interesse em avaliar diferentes estratégias de estimação de parâmetros para um modelo de regressão linear múltipla. Para a estimação dos parâmetros do modelo foram utilizados dados de um ensaio clínico em que o interesse foi verificar se o ensaio mecânico da propriedade de força máxima (EM-FM) está associada com a massa femoral, com o diâmetro femoral e com o grupo experimental de ratas ovariectomizadas da raça Rattus norvegicus albinus, variedade Wistar. Para a estimação dos parâmetros do modelo serão comparadas três metodologias: a metodologia clássica, baseada no método dos mínimos quadrados; a metodologia Bayesiana, baseada no teorema de Bayes; e o método Bootstrap, baseado em processos de reamostragem.

Testing hypotheses in the Birnbaum-Saunders distribution under type-II censored samples

The two-parameter Birnbaum-Saunders distribution has been used successfully to model fatigue failure times. Although censoring is typical in reliability and survival studies, little work has been published on the analysis of censored data for this distribution. In this paper, we address the issue of performing testing inference on the two parameters of the Birnbaum-Saunders distribution under type-II right censored samples. The likelihood ratio statistic and a recently proposed statistic, the gradient statistic, provide a convenient framework for statistical inference in such a case, since they do not require to obtain, estimate or invert an information matrix, which is an advantage in problems involving censored data. An extensive Monte Carlo simulation study is carried out in order to investigate and compare the finite sample performance of the likelihood ratio and the gradient tests. Our numerical results show evidence that the gradient test should be preferred. Further, we also consider the generalized Birnbaum-Saunders distribution under type-II right censored samples and present some Monte Carlo simulations for testing the parameters in this class of models using the likelihood ratio and gradient tests. Three empirical applications are presented. (C) 2011 Elsevier B.V. All rights reserved.

The exponentiated generalized inverse Gaussian distribution

The modeling and analysis of lifetime data is an important aspect of statistical work in a wide variety of scientific and technological fields. Good (1953) introduced a probability distribution which is commonly used in the analysis of lifetime data. For the first time, based on this distribution, we propose the so-called exponentiated generalized inverse Gaussian distribution, which extends the exponentiated standard gamma distribution (Nadarajah and Kotz, 2006). Various structural properties of the new distribution are derived, including expansions for its moments, moment generating function, moments of the order statistics, and so forth. We discuss maximum likelihood estimation of the model parameters. The usefulness of the new model is illustrated by means of a real data set. (c) 2010 Elsevier B.V. All rights reserved.

The beta-Birnbaum-Saunders distribution An improved distribution for fatigue life modeling

Birnbaum and Saunders (1969a) introduced a probability distribution which is commonly used in reliability studies For the first time based on this distribution the so-called beta-Birnbaum-Saunders distribution is proposed for fatigue life modeling Various properties of the new model including expansions for the moments moment generating function mean deviations density function of the order statistics and their moments are derived We discuss maximum likelihood estimation of the model s parameters The superiority of the new model is illustrated by means of three failure real data sets (C) 2010 Elsevier B V All rights reserved

Modeling and forecasting long-term natural gas (NG) consumption in Iran, using particle swarm optimization (PSO)

The gradual changes in the world development have brought energy issues back into high profile. An ongoing challenge for countries around the world is to balance the development gains against its effects on the environment. The energy management is the key factor of any sustainable development program. All the aspects of development in agriculture, power generation, social welfare and industry in Iran are crucially related to the energy and its revenue. Forecasting end-use natural gas consumption is an important Factor for efficient system operation and a basis for planning decisions. In this thesis, particle swarm optimization (PSO) used to forecast long run natural gas consumption in Iran. Gas consumption data in Iran for the previous 34 years is used to predict the consumption for the coming years. Four linear and nonlinear models proposed and six factors such as Gross Domestic Product (GDP), Population, National Income (NI), Temperature, Consumer Price Index (CPI) and yearly Natural Gas (NG) demand investigated.

Risco operacional - modelos de alocação de capital aplicados aos bancos no Brasil

Nos últimos tempos, mensurar o Risco Operacional (RO) tornou-se o grande desafio para instituições financeiras no mundo todo, principalmente com a implementação das regras de alocação de capital regulatório do Novo Acordo de Capital da Basiléia (NACB). No Brasil, ao final de 2004, o Banco Central (BACEN) estabeleceu um cronograma de metas e disponibilizou uma equipe responsável pela adaptação e implementação dessas regras no sistema financeiro nacional. A Federação de Bancos Brasileiros (FEBRABAN) também divulgou recente pesquisa de gestão de RO envolvendo vários bancos. Todo esse processo trouxe uma vasta e crescente pesquisa e atividades voltadas para a modelagem de RO no Brasil. Em nosso trabalho, medimos o impacto geral nos banco brasileiros, motivado pelas novas regras de alocação de capital de RO envolvendo os modelos mais básicos do NACB. Também introduzimos um modelo avançado de mensuração de risco, chamado Loss Data Distribution (LDA), que alguns especialistas, provenientes do Risco de Mercado, convencionaram chamar de Value-at-Risk Operacional (VaR Operacional.). Ao final desse trabalho apresentamos um caso prático baseado na implementação do LDA ou VaR

Uma contribuição ao estudo da influência da inflação na distribuição de sobras em uma cooperativa de produção: um estudo de caso

A presente pesquisa teve corno objetivo a análise das demonstrações contábeis de uma cooperativa de produção, após a aplicação dos métodos contábeis que reconhecem os efeitos da inflação sobre as mesmas, procurando definir qual a influência da flutuação de preços na distribuição das Sobras, após a aplicação dos referidos métodos . Na revisão da literatura foram abordados os métodos que reconhecem os efeitos inflacionários sobre as demonstrações contábeis, um breve histórico sobre a legislação que abrange a correçao monetária no Brasil e uma introdução à filosofia, princípios e características das Sociedades Cooperativas (cap.II). O presente estudo foi desenvolvido através do método de Estudo de Caso, em razão da carência de verificações empíricas na área do cooperativismo, e da necessidade de discriminação do método, coleta e tratamento dos dados (cap.III). A seguir, apresenta os resultados alcançados após a aplicação dos métodos do Custo Histórico Corrigido, do Custo Corrente Corrigido Parcial, com a aplicação da variação. mensal do IGP em ambos os métodos, além do método adotado pela legislação brasileira, sendo que este último efetuado com a aplicação do índice oficial no período em observação, isto é, a Obrigação Reajustável do Tesouro Nacional (ORTN) e a variação mensal do índice Geral de Preços (IGP) (cap.IV). Os resultados alcançados permitiram a análise dos mesmos (cap.V), chegando-se as conclusões e, finalmente sugeriu-se uma nova pesquisa na area do cooperativismo (cap. VI).