Variability in Modified Estimators of VaR and ES

Thesis (Master's)--University of Washington, 2016-06

Adsorption of pure fluids in activated carbon with a modified lattice gas model

In this article we study the effects of adsorbed phase compression, lattice structure, and pore size distribution on the analysis of adsorption in microporous activated carbon. The lattice gas approach of Ono-Kondo is modified to account for the above effects. Data of nitrogen adsorption at 77 K onto a number of activated carbon samples are analyzed to investigate the pore filling pressure versus pore width, the packing effect, and the compression of the adsorbed phase. It is found that the PSDs obtained from this analysis are comparable to those obtained by the DFT method. The discrete nature of the PSDs derived from the modified lattice gas theory is due to the inherent assumption of discrete layers of molecules. Nevertheless, it does provide interesting information on the evolution of micropores during the activation process.

Beyond the sphere of the English facial approximation literature: Ramifications of German papers on western method concepts

In the English literature, facial approximation methods have been commonly classified into three types: Russian, American, or Combination. These categorizations are based on the protocols used, for example, whether methods use average soft-tissue depths (American methods) or require face muscle construction (Russian methods). However, literature searches outside the usual realm of English publications reveal key papers that demonstrate that the Russian category above has been founded on distorted views. In reality, Russian methods are based on limited face muscle construction, with heavy reliance on modified average soft-tissue depths. A closer inspection of the American method also reveals inconsistencies with the recognized classification scheme. This investigation thus demonstrates that all major methods of facial approximation depend on both face anatomy and average soft-tissue depths, rendering common method classification schemes redundant. The best way forward appears to be for practitioners to describe the methods they use (including the weight each one gives to average soft-tissue depths and deep face tissue construction) without placing them in any categorical classificatory group or giving them an ambiguous name. The state of this situation may need to be reviewed in the future in light of new research results and paradigms.

Analysis of transient eddy currents in MRI using a cylindrical FDTD method

Most magnetic resonance imaging (MRI) spatial encoding techniques employ low-frequency pulsed magnetic field gradients that undesirably induce multiexponentially decaying eddy currents in nearby conducting structures of the MRI system. The eddy currents degrade the switching performance of the gradient system, distort the MRI image, and introduce thermal loads in the cryostat vessel and superconducting MRI components. Heating of superconducting magnets due to induced eddy currents is particularly problematic as it offsets the superconducting operating point, which can cause a system quench. A numerical characterization of transient eddy current effects is vital for their compensation/control and further advancement of the MRI technology as a whole. However, transient eddy current calculations are particularly computationally intensive. In large-scale problems, such as gradient switching in MRI, conventional finite-element method (FEM)-based routines impose very large computational loads during generation/solving of the system equations. Therefore, other computational alternatives need to be explored. This paper outlines a three-dimensional finite-difference time-domain (FDTD) method in cylindrical coordinates for the modeling of low-frequency transient eddy currents in MRI, as an extension to the recently proposed time-harmonic scheme. The weakly coupled Maxwell's equations are adapted to the low-frequency regime by downscaling the speed of light constant, which permits the use of larger FDTD time steps while maintaining the validity of the Courant-Friedrich-Levy stability condition. The principal hypothesis of this work is that the modified FDTD routine can be employed to analyze pulsed-gradient-induced, transient eddy currents in superconducting MRI system models. The hypothesis is supported through a verification of the numerical scheme on a canonical problem and by analyzing undesired temporal eddy current effects such as the B-0-shift caused by actively shielded symmetric/asymmetric transverse x-gradient head and unshielded z-gradient whole-body coils operating in proximity to a superconducting MRI magnet.

Prediction of vapor-moisture equilibriums for a wood-moisture system using a modified UNIQUAC model

A modified UNIQUAC model has been extended to describe and predict the equilibrium relative humidity and moisture content for wood. The method is validated over a range of moisture content from oven-dried state to fiber saturation point, and over a temperature range of 20-70 degrees C. Adjustable parameters and binary interaction parameters of the UNIQUAC model were estimated from experimental data for Caribbean pine and Hoop pine as well as data available in the literature. The two group-interaction parameters for the wood-moisture system were consistent with using function group contributions for H2O, -OH and -CHO. The result reconfirms that the main contributors to water adsorption in cell walls are the hydroxyl groups of the carbohydrates in cellulose and hemicelluloses. This provides some physical insight into the intermolecular force and energy between bound water and the wood material. (c) 2006 Elsevier Ltd. All rights reserved.

A modified particle filter for simultaneous robot localization and landmark tracking in an indoor environment

This paper presents the implementation of a modified particle filter for vision-based simultaneous localization and mapping of an autonomous robot in a structured indoor environment. Through this method, artificial landmarks such as multi-coloured cylinders can be tracked with a camera mounted on the robot, and the position of the robot can be estimated at the same time. Experimental results in simulation and in real environments show that this approach has advantages over the extended Kalman filter with ambiguous data association and various levels of odometric noise.

The visualisation of vitreous using surface modified poly(lactic-co-glycolic acid) microparticles

AIMS To demonstrate the potential use of in vitro poly(lactic-co-glycolic acid) (PLGA) microparticles in comparison with triamcinolone suspension to aid visualisation of vitreous during anterior and posterior vitrectomy. METHODS PLGA microparticles (diameter 10-60 microm) were fabricated using single and/or double emulsion technique(s) and used untreated or following the surface adsorption of a protein (transglutaminase). Particle size, shape, morphology and surface topography were assessed using scanning electron microscopy (SEM) and compared with a standard triamcinolone suspension. The efficacy of these microparticles to enhance visualisation of vitreous against the triamcinolone suspension was assessed using an in vitro set-up exploiting porcine vitreous. RESULTS Unmodified PLGA microparticles failed to adequately adhere to porcine vitreous and were readily washed out by irrigation. In contrast, modified transglutaminase-coated PLGA microparticles demonstrated a significant improvement in adhesiveness and were comparable to a triamcinolone suspension in their ability to enhance the visualisation of vitreous. This adhesive behaviour also demonstrated selectivity by not binding to the corneal endothelium. CONCLUSION The use of transglutaminase-modified biodegradable PLGA microparticles represents a novel method of visualising vitreous and aiding vitrectomy. This method may provide a distinct alternative for the visualisation of vitreous whilst eliminating the pharmacological effects of triamcinolone acetonide suspension.

Polarisation mode dispersion correlations with the coarse-step method

Having a fixed differential-group delay (DGD) term b′ in the coarse-step method results in a repetitive pattern in the autocorrelation function (ACF). We solve this problem by inserting a varying DGD term at each integration step. Furthermore we compute the range of values needed for b′ and simulate the phenomenon of polarisation mode dispersion for different statistical distributions of b′. We examine systematically the modified coarse-step method compared to the analytical model, through our simulation results. © 2006 Elsevier B.V. All rights reserved.

Identifying criteria for the assessment of pharmacy students' communication skills with patients

Objectives To identify criteria by which patients can assess the communication skills of pharmacy students. Method Potential assessment criteria were generated from 2 main sources: a literature review and a focus group discussion. A modified two-round Delphi survey was subsequently conducted with 35 professionals who were actively involved in teaching and assessing communication skills of pharmacy students to determine the importance and reliability of each criterion. Results Consensus ratings identified 7 criteria that were important measures of pharmacy students' communication skills and could be reliably assessed by patients. Conclusions A modified two-round Delphi consultation survey successfully identified criteria that can be used by patients to assess the communication skills of pharmacy undergraduates. Future work will examine the feasibility of using patients as assessors of communication skills of pharmacy students, preregistration pharmacists, and qualified pharmacists.

Application of the finite element method to problems in fracture mechanics

Numerical techniques have been finding increasing use in all aspects of fracture mechanics, and often provide the only means for analyzing fracture problems. The work presented here, is concerned with the application of the finite element method to cracked structures. The present work was directed towards the establishment of a comprehensive two-dimensional finite element, linear elastic, fracture analysis package. Significant progress has been made to this end, and features which can now be studied include multi-crack tip mixed-mode problems, involving partial crack closure. The crack tip core element was refined and special local crack tip elements were employed to reduce the element density in the neighbourhood of the core region. The work builds upon experience gained by previous research workers and, as part of the general development, the program was modified to incorporate the eight-node isoparametric quadrilateral element. Also. a more flexible solving routine was developed, and provided a very compact method of solving large sets of simultaneous equations, stored in a segmented form. To complement the finite element analysis programs, an automatic mesh generation program has been developed, which enables complex problems. involving fine element detail, to be investigated with a minimum of input data. The scheme has proven to be versati Ie and reasonably easy to implement. Numerous examples are given to demonstrate the accuracy and flexibility of the finite element technique.

The characterisation and optimisation of modified herbaceous grasses for identifying pyrolisis-oil quality traits

The primary objective of this work is to relate the biomass fuel quality to fast pyrolysis-oil quality in order to identify key biomass traits which affect pyrolysis-oil stability. During storage the pyrolysis-oil becomes more viscous due to chemical and physical changes, as reactions and volatile losses occur due to aging. The reason for oil instability begins within the pyrolysis reactor during pyrolysis in which the biomass is rapidly heated in the absence of oxygen, producing free radical volatiles which are then quickly condensed to form the oil. The products formed do not reach thermodynamic equilibrium and in tum the products react with each other to try to achieve product stability. The first aim of this research was to develop and validate a rapid screening method for determining biomass lignin content in comparison to traditional, time consuming and hence costly wet chemical methods such as Klason. Lolium and Festuca grasses were selected to validate the screening method, as these grass genotypes exhibit a low range of Klason /Acid Digestible Fibre lignin contents. The screening methodology was based on the relationship between the lignin derived products from pyrolysis and the lignin content as determined by wet chemistry. The second aim of the research was to determine whether metals have an affect on fast pyrolysis products, and if any clear relationships can be deduced to aid research in feedstock selection for fast pyrolysis processing. It was found that alkali metals, particularly Na and K influence the rate and yield of degradation as well the char content. Pre-washing biomass with water can remove 70% of the total metals, and improve the pyrolysis product characteristics by increasing the organic yield, the temperature in which maximum liquid yield occurs and the proportion of higher molecular weight compounds within the pyrolysis-oil. The third aim identified these feedstock traits and relates them to the pyrolysis-oil quality and stability. It was found that the mineral matter was a key determinant on pyrolysis-oil yield compared to the proportion of lignin. However the higher molecular weight compounds present in the pyrolysis-oil are due to the lignin, and can cause instability within the pyrolysis-oil. The final aim was to investigate if energy crops can be enhanced by agronomical practices to produce a biomass quality which is attractive to the biomass conversion community, as well as giving a good yield to the farmers. It was found that the nitrogen/potassium chloride fertiliser treatments enhances Miscanthus qualities, by producing low ash, high volatiles yields with acceptable yields for farmers. The progress of senescence was measured in terms of biomass characteristics and fast pyrolysis product characteristics. The results obtained from this research are in strong agreement with published literature, and provides new information on quality traits for biomass which affects pyrolysis and pyrolysis-oils.

Polarization multiplexed 16QAM transmission employing modified digital back-propagation

We experimentally demonstrate performance enhancements enabled by weighted digital back propagation method for 28 Gbaud PM-16QAM transmission systems, over a 250 km ultra-large area fibre, using only one back-propagation step for the entire link, enabling up to 3 dB improvement in power tolerance with respect to linear compensation only. We observe that this is roughly the same improvement that can be obtained with the conventional, computationally heavy, non-weighted digital back propagation compensation with one step per span. As a further benchmark, we analyze performance improvement as a function of number of steps, and show that the performance improvement saturates at approximately 20 steps per span, at which a 5 dB improvement in power tolerance is obtained with respect to linear compensation only. Furthermore, we show that coarse-step self-phase modulation compensation is inefficient in wavelength division multiplexed transmission.

Relaxation of alternating iterative algorithms for the Cauchy problem associated with the modified Helmholtz equation

We propose two algorithms involving the relaxation of either the given Dirichlet data or the prescribed Neumann data on the over-specified boundary, in the case of the alternating iterative algorithm of ` 12 ` 12 `$12 `&12 `#12 `^12 `_12 `%12 `~12 *Kozlov91 applied to Cauchy problems for the modified Helmholtz equation. A convergence proof of these relaxation methods is given, along with a stopping criterion. The numerical results obtained using these procedures, in conjunction with the boundary element method (BEM), show the numerical stability, convergence, consistency and computational efficiency of the proposed methods.

Study of EEPN mitigation using modified RF pilot and Viterbi-Viterbi based phase noise compensation

We propose - as a modification of the optical (RF) pilot scheme -a balanced phase modulation between two polarizations of the optical signal in order to generate correlated equalization enhanced phase noise (EEPN) contributions in the two polarizations. The method is applicable for n-level PSK system. The EEPN can be compensated, the carrier phase extracted and the nPSK signal regenerated by complex conjugation and multiplication in the receiver. The method is tested by system simulations in a single channel QPSK system at 56 Gb/s system rate. It is found that the conjugation and multiplication scheme in the Rx can mitigate the EEPN to within 1/2 orders of magnitude. Results are compared to using the Viterbi-Viterbi algorithm to mitigate the EEPN. The latter method improves the sensitivity more than two orders of magnitude. Important novel insight into the statistical properties of EEPN is identified and discussed in the paper. © 2013 Optical Society of America.

New oil modified acrylic polymer for pH sensitive drug release:experimental results and statistical analysis

We report results of an experimental study, complemented by detailed statistical analysis of the experimental data, on the development of a more effective control method of drug delivery using a pH sensitive acrylic polymer. New copolymers based on acrylic acid and fatty acid are constructed from dodecyl castor oil and a tercopolymer based on methyl methacrylate, acrylic acid and acryl amide were prepared using this new approach. Water swelling characteristics of fatty acid, acrylic acid copolymer and tercopolymer respectively in acid and alkali solutions have been studied by a step-change method. The antibiotic drug cephalosporin and paracetamol have also been incorporated into the polymer blend through dissolution with the release of the antibiotic drug being evaluated in bacterial stain media and buffer solution. Our results show that the rate of release of paracetamol getss affected by the pH factor and also by the nature of polymer blend. Our experimental data have later been statistically analyzed to quantify the precise nature of polymer decay rates on the pH density of the relevant polymer solvents. The time evolution of the polymer decay rates indicate a marked transition from a linear to a strictly non-linear regime depending on the whether the chosen sample is a general copolymer (linear) or a tercopolymer (non-linear). Non-linear data extrapolation techniques have been used to make probabilistic predictions about the variation in weight percentages of retained polymers at all future times, thereby quantifying the degree of efficacy of the new method of drug delivery.