Stochastic particle models: mean reversion and burgers dynamics. An application to commodity markets

The aim of this study is to propose a stochastic model for commodity markets linked with the Burgers equation from fluid dynamics. We construct a stochastic particles method for commodity markets, in which particles represent market participants. A discontinuity in the model is included through an interacting kernel equal to the Heaviside function and its link with the Burgers equation is given. The Burgers equation and the connection of this model with stochastic differential equations are also studied. Further, based on the law of large numbers, we prove the convergence, for large N, of a system of stochastic differential equations describing the evolution of the prices of N traders to a deterministic partial differential equation of Burgers type. Numerical experiments highlight the success of the new proposal in modeling some commodity markets, and this is confirmed by the ability of the model to reproduce price spikes when their effects occur in a sufficiently long period of time.

Real-time monitoring of laser scribing process utilizing high-speed camera

Currently, laser scribing is growing material processing method in the industry. Benefits of laser scribing technology are studied for example for improving an efficiency of solar cells. Due high-quality requirement of the fast scribing process, it is important to monitor the process in real time for detecting possible defects during the process. However, there is a lack of studies of laser scribing real time monitoring. Commonly used monitoring methods developed for other laser processes such a laser welding, are sufficient slow and existed applications cannot be implemented in fast laser scribing monitoring. The aim of this thesis is to find a method for laser scribing monitoring with a high-speed camera and evaluate reliability and performance of the developed monitoring system with experiments. The laser used in experiments is an IPG ytterbium pulsed fiber laser with 20 W maximum average power and Scan head optics used in the laser is Scanlab’s Hurryscan 14 II with an f100 tele-centric lens. The camera was connected to laser scanner using camera adapter to follow the laser process. A powerful fully programmable industrial computer was chosen for executing image processing and analysis. Algorithms for defect analysis, which are based on particle analysis, were developed using LabVIEW system design software. The performance of the algorithms was analyzed by analyzing a non-moving image from the scribing line with resolution 960x20 pixel. As a result, the maximum analysis speed was 560 frames per second. Reliability of the algorithm was evaluated by imaging scribing path with a variable number of defects 2000 mm/s when the laser was turned off and image analysis speed was 430 frames per second. The experiment was successful and as a result, the algorithms detected all defects from the scribing path. The final monitoring experiment was performed during a laser process. However, it was challenging to get active laser illumination work with the laser scanner due physical dimensions of the laser lens and the scanner. For reliable error detection, the illumination system is needed to be replaced.

Variable-speed-drive-based detection methods for problems in fluid handling systems

Fluid handling systems account for a significant share of the global consumption of electrical energy. They also suffer from problems, which reduce their energy efficiency and increase life-cycle costs. Detecting or predicting these problems in time can make fluid handling systems more environmentally and economically sustainable to operate. In this Master’s Thesis, significant problems in fluid systems were studied and possibilities to develop variable-speed-drive-based detection methods for them was discussed. A literature review was conducted to find significant problems occurring in fluid handling systems containing pumps, fans and compressors. To find case examples for evaluating the feasibility of variable-speed-drive-based methods, queries were sent to industrial companies. As a result of this, the possibility to detect heat exchanger fouling with a variable-speed drive was analysed with data from three industrial cases. It was found that a mass flow rate estimate, which can be generated with a variable speed drive, can be used together with temperature measurements to monitor a heat exchanger’s thermal performance. Secondly, it was found that the fouling-related increase in the pressure drop of a heat exchanger can be monitored with a variable speed drive. Lastly, for systems where the flow device is speed controlled with by a pressure measurement, it was concluded that increasing rotational speed can be interpreted as progressing fouling in the heat exchanger.

Design and Material Selection of High-Speed Rotating Electrical Machines

The increasing emphasis on energy efficiency is starting to yield results in the reduction in greenhouse gas emissions; however, the effort is still far from sufficient. Therefore, new technical solutions that will enhance the efficiency of power generation systems are required to maintain the sustainable growth rate, without spoiling the environment. A reduction in greenhouse gas emissions is only possible with new low-carbon technologies, which enable high efficiencies. The role of the rotating electrical machine development is significant in the reduction of global emissions. A high proportion of the produced and consumed electrical energy is related to electrical machines. One of the technical solutions that enables high system efficiency on both the energy production and consumption sides is high-speed electrical machines. This type of electrical machines has a high system overall efficiency, a small footprint, and a high power density compared with conventional machines. Therefore, high-speed electrical machines are favoured by the manufacturers producing, for example, microturbines, compressors, gas compression applications, and air blowers. High-speed machine technology is challenging from the design point of view, and a lot of research is in progress both in academia and industry regarding the solution development. The solid technical basis is of importance in order to make an impact in the industry considering the climate change. This work describes the multidisciplinary design principles and material development in high-speed electrical machines. First, high-speed permanent magnet synchronous machines with six slots, two poles, and tooth-coil windings are discussed in this doctoral dissertation. These machines have unique features, which help in solving rotordynamic problems and reducing the manufacturing costs. Second, the materials for the high-speed machines are discussed in this work. The materials are among the key limiting factors in electrical machines, and to overcome this limit, an in-depth analysis of the material properties and behavior is required. Moreover, high-speed machines are sometimes operating in a harsh environment because they need to be as close as possible to the rotating tool and fully exploit their advantages. This sets extra requirements for the materials applied.

Predicting performance on fluid intelligence from speed of processing, working memory, and controlled attention

Fluid inteliigence has been defined as an innate ability to reason which is measured commonly by the Raven's Progressive Matrices (RPM). Individual differences in fluid intelligence are currently explained by the Cascade model (Fry & Hale, 1996) and the Controlled Attention hypothesis (Engle, Kane, & Tuholski, 1999; Kane & Engle, 2002). The first theory is based on a complex relation among age, speed, and working memory which is described as a Cascade. The alternative to this theory, the Controlled Attention hypothesis, is based on the proposition that it is the executive attention component of working memory that explains performance on fluid intelligence tests. The first goal of this study was to examine whether the Cascade model is consistent within the visuo-spatial and verbal-numerical modalities. The second goal was to examine whether the executive attention component ofworking memory accounts for the relation between working memory and fluid intelligence. Two hundred and six undergraduate students between the ages of 18 and 28 completed a battery of cognitive tests selected to measure processing speed, working memory, and controlled attention which were selected from two cognitive modalities, verbalnumerical and visuo-spatial. These were used to predict performance on two standard measures of fluid intelligence: the Raven's Progressive Matrices (RPM) and the Shipley Institute of Living Scales (SILS) subtests. Multiple regression and Structural Equation Modeling (SEM) were used to test the Cascade model and to determine the independent and joint effects of controlled attention and working memory on general fluid intelligence. Among the processing speed measures only spatial scan was related to the RPM. No other significant relations were observed between processing speed and fluid intelligence. As 1 a construct, working memory was related to the fluid intelligence tests. Consistent with the predictions for the RPM there was support for the Cascade model within the visuo-spatial modality but not within the verbal-numerical modality. There was no support for the Cascade model with respect to the SILS tests. SEM revealed that there was a direct path between controlled attention and RPM and between working memory and RPM. However, a significant path between set switching and RPM explained the relation between controlled attention and RPM. The prediction that controlled attention mediated the relation between working memory and RPM was therefore not supported. The findings support the view that the Cascade model may not adequately explain individual differences in fluid intelligence and this may be due to the differential relations observed between working memory and fluid intelligence across different modalities. The findings also show that working memory is not a domain-general construct and as a result its relation with fluid intelligence may be dependent on the nature of the working memory modality.

Abrasion, transport and distribution of sediment in selected streams of Southern Ontario and Western New York /

The rate of decrease in mean sediment size and weight per square metre along a 54 km reach of the Credit River was found to depend on variations in the channel geometry. The distribution of a specific sediment size consist of: (1) a transport zone; (2) an accumulation zone; and (3) a depletion zone. These zones shift downstream in response to downcurrent decreases in stream competence. Along a .285 km man-made pond, within the Credit River study area, the sediment is also characterized by downstream shifting accumulation zones for each finer clast size. The discharge required to initiate movement of 8 cm and 6 cm blocks in Cazenovia Creek is closely approximated by Baker and Ritter's equation. Incipient motion of blocks in Twenty Mile Creek is best predicted by Yalin's relation which is more efficient in deeper flows. The transport distance of blocks in both streams depends on channel roughness and geometry. Natural abrasion and distribution of clasts may depend on the size of the surrounding sediment and variations in flow competence. The cumulative percent weight loss with distance of laboratory abraded dolostone is defined by a power function. The decrease in weight of dolostone follows a negative exponential. In the abrasion mill, chipping causes the high initial weight loss of dolostone; crushing and grinding produce most of the subsequent weight loss. Clast size was found to have little effect on the abrasion of dolostone within the diameter range considered. Increasing the speed of the mill increased the initial amount of weight loss but decreased the rate of abrasion. The abrasion mill was found to produce more weight loss than stream action. The maximum percent weight loss determined from laboratory and field abrasion data is approximately 40 percent of the weight loss observed along the Credit River. Selective sorting of sediment explains the remaining percentage, not accounted for by abrasion.

A treatment of atomic mean square displacement in higher order perturbation theory

A general derivation of the anharmonic coefficients for a periodic lattice invoking the special case of the central force interaction is presented. All of the contributions to mean square displacement (MSD) to order 14 perturbation theory are enumerated. A direct correspondance is found between the high temperature limit MSD and high temperature limit free energy contributions up to and including 0(14). This correspondance follows from the detailed derivation of some of the contributions to MSD. Numerical results are obtained for all the MSD contributions to 0(14) using the Lennard-Jones potential for the lattice constants and temperatures for which the Monte Carlo results were calculated by Heiser, Shukla and Cowley. The Peierls approximation is also employed in order to simplify the numerical evaluation of the MSD contributions. The numerical results indicate the convergence of the perturbation expansion up to 75% of the melting temperature of the solid (TM) for the exact calculation; however, a better agreement with the Monte Carlo results is not obtained when the total of all 14 contributions is added to the 12 perturbation theory results. Using Peierls approximation the expansion converges up to 45% of TM• The MSD contributions arising in the Green's function method of Shukla and Hubschle are derived and enumerated up to and including 0(18). The total MSD from these selected contributions is in excellent agreement with their results at all temperatures. Theoretical values of the recoilless fraction for krypton are calculated from the MSD contributions for both the Lennard-Jones and Aziz potentials. The agreement with experimental values is quite good.

Molecular dynamics calculation of mean square displacement in alkali metals and rare gas solids and comparison with lattice dynamics

Molec ul ar dynamics calculations of the mean sq ua re displacement have been carried out for the alkali metals Na, K and Cs and for an fcc nearest neighbour Lennard-Jones model applicable to rare gas solids. The computations for the alkalis were done for several temperatures for temperature vol ume a swell as for the the ze r 0 pressure ze ro zero pressure volume corresponding to each temperature. In the fcc case, results were obtained for a wide range of both the temperature and density. Lattice dynamics calculations of the harmonic and the lowe s t order anharmonic (cubic and quartic) contributions to the mean square displacement were performed for the same potential models as in the molecular dynamics calculations. The Brillouin zone sums arising in the harmonic and the quartic terms were computed for very large numbers of points in q-space, and were extrapolated to obtain results ful converged with respect to the number of points in the Brillouin zone.An excellent agreement between the lattice dynamics results was observed molecular dynamics and in the case of all the alkali metals, e~ept for the zero pressure case of CSt where the difference is about 15 % near the melting temperature. It was concluded that for the alkalis, the lowest order perturbation theory works well even at temperat ures close to the melting temperat ure. For the fcc nearest neighbour model it was found that the number of particles (256) used for the molecular dynamics calculations, produces a result which is somewhere between 10 and 20 % smaller than the value converged with respect to the number of particles. However, the general temperature dependence of the mean square displacement is the same in molecular dynamics and lattice dynamics for all temperatures at the highest densities examined, while at higher volumes and high temperatures the results diverge. This indicates the importance of the higher order (eg. ~* ) perturbation theory contributions in these cases.

On the equation of state and atomic mean square displacement of crystals

We have presented a Green's function method for the calculation of the atomic mean square displacement (MSD) for an anharmonic Hamil toni an . This method effectively sums a whole class of anharmonic contributions to MSD in the perturbation expansion in the high temperature limit. Using this formalism we have calculated the MSD for a nearest neighbour fcc Lennard Jones solid. The results show an improvement over the lowest order perturbation theory results, the difference with Monte Carlo calculations at temperatures close to melting is reduced from 11% to 3%. We also calculated the MSD for the Alkali metals Nat K/ Cs where a sixth neighbour interaction potential derived from the pseudopotential theory was employed in the calculations. The MSD by this method increases by 2.5% to 3.5% over the respective perturbation theory results. The MSD was calculated for Aluminum where different pseudopotential functions and a phenomenological Morse potential were used. The results show that the pseudopotentials provide better agreement with experimental data than the Morse potential. An excellent agreement with experiment over the whole temperature range is achieved with the Harrison modified point-ion pseudopotential with Hubbard-Sham screening function. We have calculated the thermodynamic properties of solid Kr by minimizing the total energy consisting of static and vibrational components, employing different schemes: The quasiharmonic theory (QH), ).2 and).4 perturbation theory, all terms up to 0 ().4) of the improved self consistent phonon theory (ISC), the ring diagrams up to o ().4) (RING), the iteration scheme (ITER) derived from the Greens's function method and a scheme consisting of ITER plus the remaining contributions of 0 ().4) which are not included in ITER which we call E(FULL). We have calculated the lattice constant, the volume expansion, the isothermal and adiabatic bulk modulus, the specific heat at constant volume and at constant pressure, and the Gruneisen parameter from two different potential functions: Lennard-Jones and Aziz. The Aziz potential gives generally a better agreement with experimental data than the LJ potential for the QH, ).2, ).4 and E(FULL) schemes. When only a partial sum of the).4 diagrams is used in the calculations (e.g. RING and ISC) the LJ results are in better agreement with experiment. The iteration scheme brings a definitive improvement over the).2 PT for both potentials.

Phonon dispersion curves and atomic mean square displacement for several fcc and bcc materials

The atomic mean square displacement (MSD) and the phonon dispersion curves (PDC's) of a number of face-centred cubic (fcc) and body-centred cubic (bcc) materials have been calclllated from the quasiharmonic (QH) theory, the lowest order (A2 ) perturbation theory (PT) and a recently proposed Green's function (GF) method by Shukla and Hiibschle. The latter method includes certain anharmonic effects to all orders of anharmonicity. In order to determine the effect of the range of the interatomic interaction upon the anharmonic contributions to the MSD we have carried out our calculations for a Lennard-Jones (L-J) solid in the nearest-neighbour (NN) and next-nearest neighbour (NNN) approximations. These results can be presented in dimensionless units but if the NN and NNN results are to be compared with each other they must be converted to that of a real solid. When this is done for Xe, the QH MSD for the NN and NNN approximations are found to differ from each other by about 2%. For the A2 and GF results this difference amounts to 8% and 7% respectively. For the NN case we have also compared our PT results, which have been calculated exactly, with PT results calculated using a frequency-shift approximation. We conclude that this frequency-shift approximation is a poor approximation. We have calculated the MSD of five alkali metals, five bcc transition metals and seven fcc transition metals. The model potentials we have used include the Morse, modified Morse, and Rydberg potentials. In general the results obtained from the Green's function method are in the best agreement with experiment. However, this improvement is mostly qualitative and the values of MSD calculated from the Green's function method are not in much better agreement with the experimental data than those calculated from the QH theory. We have calculated the phonon dispersion curves (PDC's) of Na and Cu, using the 4 parameter modified Morse potential. In the case of Na, our results for the PDC's are in poor agreement with experiment. In the case of eu, the agreement between the tlleory and experiment is much better and in addition the results for the PDC's calclliated from the GF method are in better agreement with experiment that those obtained from the QH theory.

The effect of diet and parasite load on female phonotaxis in the Texas field cricket, Gryllus integer

Female crickets respond selectively to variations in species-specific male calling songs. This selectivity has been shown to be age-dependent; older females are less choosy. However, female quality should also affect female selectivity. The effect of female quality on mate choice was examined in Gryllus integer by comparing the phonotactic responses of females on different diets and with different parasite loads to various synthetic models of conspecific calling song. Test females were virgin, 11-14 days old, and had been maintained on one of five diets varying in protein and fat content. Phonotaxis was quantified using a non-compensating Kugel treadmill which generates vector scores incorporating the speed and direction of movement of each female. Test females were presented with four calling song models which differed in pulse rate, but were still within the natural range of the species for the experimental temperature. After testing, females were dissected and the number of gregarine parasites within the digestive tract counted. There were no significant effects of either diet or parasitism on female motivation to mate although the combined effects of these variables seem to have an effect with no apparent trend. Control females did not discriminate among song types, but there was a trend of female preferences for lower pulse rates which are closest to the mean pulse rate for the species. Heavily parasitized females did not discriminate among pulse rates altho~gh there was a similar trend of high vector scores for low pulse rates. Diet, however, affected selectivity with poorly-fed females showing significantly high vector scores for pulse rates near the species mean. Such findings raise interesting questions about energy allocation and costs and risks of phonotaxis and mate choice in acoustic Orthoptera. These results are discussed in terms of sexual selection and female mate choice.

Bone speed of sound, biochemical markers of bone turnover and IGF-1 in competetive synchronized swimmers

The purpose of this study was to compare bone speed of sound (SOS) measured by quantitative ultrasound, circulating levels of IGF- 1 and biochemical markers of bone turnover in pre- (Pr) and post-menarcheal (Po) synchronized swimmers (SS) and controls (NS). Seventy participants were recruited: 8 PrSS, 22 PoSS, 20 PrNS, and 20 PoNS. Anthropometric measures of height, weight, skeletal maturity and percent body fat were taken, and dietary intake evaluated using 24-hour recall. Bone SOS was measured at the distal radius and mid-tibia and blood samples analyzed for IGF-1, osteocalcin, NTx, and 25-OH vitamin D. Results demonstrated maturational effects on bone SOS, IGF-1 and bone turnover (p<0.05), with no differences observed between SS and NS. Main effects were observed for a reduced caloric intake in SS compared to NS (p<0.05). Therefore, SS does not offer additive affects on bone strength but imparts no adverse affects to skeletal health in these athletes.

Bone speed of sound in overweight and normal-weight girls and adolescents

Over the last two decades, the prevalence of obesity in the general population has been steadily increasing. Obesity is a major issue in scientific research because it is associated with many health problems, one of which is bone quality. In adult females, adiposity is associated with increased bone mineral density, suggesting that there is a protective effect of fat on bone. However, the association between adiposity and bone strength during childhood is not clear. Thus, the purpose of this study was to compare bone strength, as reflected by speed of sound (SOS), of overweight and obese girls and adolescents with normal-weight age-matched controls. Data from 75 females included normal-weight girls (G-NW; body fat:::; 25%; n = 21), overweight and obese girls (GOW; body fat ~ 28%; n = 19), normal-weight adolescents (A-NW, body fat:::; 25%; n = 13) and overweight and obese adolescents (A-OW; body fat ~ 28%; n = 22). Nutrition was assessed with a 24-hour recall questionnaire and habitual physical activity was measured for one week using accelerometry. Using quantitative ultrasound (QUS; Sunlight Omnisense™), bone SOS was measured at the distal radius and mid-tibia. No differences were found between groups in daily total energy, calcium or vitamin D intake. However, all groups were below the recommended daily calcium intake of 1300 mg (Osteoporosis Canada, 2008). Adolescents were significantly less active than girls (14.7 ± 0.6 vs. 6.3 ± 0.6% active for G and A, respectively). OW accumulated significantly less minutes of moderate-to-very vigorous physical activity per day (MVPA) than NW in both age groups (114 ± 6 vs. 57 ± 5 min/day for NW and OW, i respectively). Girls had significantly lower radial SOS (3794 ± 87 vs. 3964 ± 64 mls for G-NW and A-NW, respectively), and tibial SOS (3678 ± 86 vs. 3878 ± 52 mls for G-NW and A-NW, respectively) than adolescents. Radial SOS was similar in the two adiposity groups within each age group. However, tibial SOS was lower in the two overweight groups (3601 ± 75 mls vs. 3739 ± 134 mls for G-OW and A-OW, respectively) compared with the age-matched normal-weight controls. Body fat percentage negatively correlated with tibial SOS in the study sample as a whole (r = -0.30). However, when split into groups, percent bo~y fat correlated with tibial SOS only in the A-OW group (r = -0.53). MVPA correlated with tibial SOS (r = 0.40), once age was partialed out. In conclusion, in contrast withthe higher bone strength characteristic of obese adult women, overweight and obese girls and adolescents are characterized by low tibial bone strength, as assessed with QUS. The differences between adiposity groups in tibial SOS may be at least partially due to the reduced weight-bearing physical activity levels in the overweight girls and adolescents. However, other factors, such as hormonal influences associated with high body fat may also playa role in reducing bone strength in overweight girls. Further research is required to reveal the mechanisms causing low bone strength in overweight and obese children and adolescents.

THE INFLUENCE OF LENGTH CHANGE SPEED AND DIRECTION ON DYNAMIC FUNCTION POTENTIATION IN FAST MOUSE MUSCLE

The purpose of this study was to test the hypothesis that the potentiation of dynamic function was dependent upon both length change speed and direction. Mouse EDL was cycled in vitro (25º C) about optimal length (Lo) with constant peak strain (± 2.5% Lo) at 1.5, 3.3 and 6.9 Hz before and after a conditioning stimulus. A single pulse was applied during shortening or lengthening and peak dynamic (concentric or eccentric) forces were assessed at Lo. Stimulation increased peak concentric force at all frequencies (range: 19 ± 1 to 30 ± 2%) but this increase was proportional to shortening speed, as were the related changes to concentric work/power (range: -15 ± 1 to 39 ± 1 %). In contrast, stimulation did not increase eccentric force, work or power at any frequency. Thus, results reveal a unique hysteresis like effect for the potentiation of dynamic output wherein concentric and eccentric forces increase and decrease, respectively, with work cycle frequency.