Managua Relief

On December 23, 12:29 a.m. local time in Managua, Nicaragua, a magnitude 6.2 earthquake occurred. The earth caused widespread damage among Managua, the capital city. In Managua, 5,000 residents were killed, 20,000 were injured and over 250,000 were left homeless. In Miami, residents and relief organizations focused on helping children. Wife of General Arturo Somoza pleaded on efforts on gathering sporting goods and toys for Managua’s young people. Relief committees purchased 230 dozen balls – basketball, rubber, and volley, soccer, and others. Nearly $500 came from students in Hialeah High School. Jump ropes and jacks were donated from a sorority at Florida International University. Arrangements by organizations were made to bring 44,000 pounds of baby formula and canned meat and 13,000 pounds of medicine. Many of Miami’s corporations, associations, and residents contributed to the Managuan Relief effort. Source: The Miami News, March 19, 1973 by Lynn Feigenbaum From: City of Hialeah Publicity Bureu. 401 1/2 East 1st Ave. Hialeah, Fla. 887-3400. april 30, 1973. Cutlines: Skate boards, paddle balls and flying saucers were among the big shipment of toys which was recently dispatched to Managua, Nicaragua by students of Florida International University through the Hialeah-Managua Sister Committee. Examining the toys above are, left to right: Margaret Klein, Hialeah councilman Jack Weaver and Barbara O'Nan.

Managua Relief

On December 23, 12:29 a.m. local time in Managua, Nicaragua, a magnitude 6.2 earthquake occurred. The earth caused widespread damage among Managua, the capital city. In Managua, 5,000 residents were killed, 20,000 were injured and over 250,000 were left homeless. In Miami, residents and relief organizations focused on helping children. Wife of General Arturo Somoza pleaded on efforts on gathering sporting goods and toys for Managua’s young people. Relief committees purchased 230 dozen balls – basketball, rubber, and volley, soccer, and others. Nearly $500 came from students in Hialeah High School. Jump ropes and jacks were donated from a sorority at Florida International University. Arrangements were made to bring 44,000 pounds of baby formula and canned meat and 13,000 pounds of medicine. Many of Miami’s corporations, associations, and residents contributed to the Managuan Relief effort. Source: The Miami News, March 19, 1973 by Lynn Feigenbaum

Managua Relief

On December 23, 12:29 a.m. local time in Managua, Nicaragua, a magnitude 6.2 earthquake occurred. The earth caused widespread damage among Managua, the capital city. In Managua, 5,000 residents were killed, 20,000 were injured and over 250,000 were left homeless. In Miami, residents and relief organizations focused on helping children. Wife of General Arturo Somoza pleaded on efforts on gathering sporting goods and toys for Managua’s young people. Relief committees purchased 230 dozen balls – basketball, rubber, and volley, soccer, and others. Nearly $500 came from students in Hialeah High School. Jump ropes and jacks were donated from a sorority at Florida International University. Arrangements were made to bring 44,000 pounds of baby formula and canned meat and 13,000 pounds of medicine. Many of Miami’s corporations, associations, and residents contributed to the Managuan Relief effort. Source: The Miami News, March 19, 1973 by Lynn Feigenbaum

Managua Relief

On December 23, 12:29 a.m. local time in Managua, Nicaragua, a magnitude 6.2 earthquake occurred. The earth caused widespread damage among Managua, the capital city. In Managua, 5,000 residents were killed, 20,000 were injured and over 250,000 were left homeless. In Miami, residents and relief organizations focused on helping children. Wife of General Arturo Somoza pleaded on efforts on gathering sporting goods and toys for Managua’s young people. Relief committees purchased 230 dozen balls – basketball, rubber, and volley, soccer, and others. Nearly $500 came from students in Hialeah High School. Jump ropes and jacks were donated from a sorority at Florida International University. Arrangements were made to bring 44,000 pounds of baby formula and canned meat and 13,000 pounds of medicine. Many of Miami’s corporations, associations, and residents contributed to the Managuan Relief effort. Source: The Miami News, March 19, 1973 by Lynn Feigenbaum

Managua Relief

On December 23, 12:29 a.m. local time in Managua, Nicaragua, a magnitude 6.2 earthquake occurred. The earth caused widespread damage among Managua, the capital city. In Managua, 5,000 residents were killed, 20,000 were injured and over 250,000 were left homeless. In Miami, residents and relief organizations focused on helping children. Wife of General Arturo Somoza pleaded on efforts on gathering sporting goods and toys for Managua’s young people. Relief committees purchased 230 dozen balls – basketball, rubber, and volley, soccer, and others. Nearly $500 came from students in Hialeah High School. Jump ropes and jacks were donated from a sorority at Florida International University. Arrangements were made to bring 44,000 pounds of baby formula and canned meat and 13,000 pounds of medicine. Many of Miami’s corporations, associations, and residents contributed to the Managuan Relief effort. Source: The Miami News, March 19, 1973 by Lynn Feigenbaum

Managua Relief

The Miami News. Mon., March 19, 1973. Managuan Relief. Miami News Staff Photo by George Kochaniec. Raymond and Connie Schultz with toys. (Back) "Focuses on kids" article On December 23, 12:29 a.m. local time in Managua, Nicaragua, a magnitude 6.2 earthquake occurred. The earth caused widespread damage among Managua, the capital city. In Managua, 5,000 residents were killed, 20,000 were injured and over 250,000 were left homeless. In Miami, residents and relief organizations focused on helping children. Wife of General Arturo Somoza pleaded on efforts on gathering sporting goods and toys for Managua’s young people. Relief committees purchased 230 dozen balls – basketball, rubber, and volley, soccer, and others. Nearly $500 came from students in Hialeah High School. Jump ropes and jacks were donated from a sorority at Florida International University. Arrangements were made to bring 44,000 pounds of baby formula and canned meat and 13,000 pounds of medicine. Many of Miami’s corporations, associations, and residents contributed to the Managuan Relief effort. Source: The Miami News, March 19, 1973 by Lynn Feigenbaum

Lattice Boltzmann Method for Flow and Heat Transfer in Microgeometries

Recent technological developments have made it possible to design various microdevices where fluid flow and heat transfer are involved. For the proper design of such systems, the governing physics needs to be investigated. Due to the difficulty to study complex geometries in micro scales using experimental techniques, computational tools are developed to analyze and simulate flow and heat transfer in microgeometries. However, conventional numerical methods using the Navier-Stokes equations fail to predict some aspects of microflows such as nonlinear pressure distribution, increase mass flow rate, slip flow and temperature jump at the solid boundaries. This necessitates the development of new computational methods which depend on the kinetic theory that are both accurate and computationally efficient. In this study, lattice Boltzmann method (LBM) was used to investigate the flow and heat transfer in micro sized geometries. The LBM depends on the Boltzmann equation which is valid in the whole rarefaction regime that can be observed in micro flows. Results were obtained for isothermal channel flows at Knudsen numbers higher than 0.01 at different pressure ratios. LBM solutions for micro-Couette and micro-Poiseuille flow were found to be in good agreement with the analytical solutions valid in the slip flow regime (0.01 < Kn < 0.1) and direct simulation Monte Carlo solutions that are valid in the transition regime (0.1 < Kn < 10) for pressure distribution and velocity field. The isothermal LBM was further extended to simulate flows including heat transfer. The method was first validated for continuum channel flows with and without constrictions by comparing the thermal LBM results against accurate solutions obtained from analytical equations and finite element method. Finally, the capability of thermal LBM was improved by adding the effect of rarefaction and the method was used to analyze the behavior of gas flow in microchannels. The major finding of this research is that, the newly developed particle-based method described here can be used as an alternative numerical tool in order to study non-continuum effects observed in micro-electro-mechanical-systems (MEMS).

Three Essays on Asset Pricing

In this dissertation, I investigate three related topics on asset pricing: the consumption-based asset pricing under long-run risks and fat tails, the pricing of VIX (CBOE Volatility Index) options and the market price of risk embedded in stock returns and stock options. These three topics are fully explored in Chapter II through IV. Chapter V summarizes the main conclusions. In Chapter II, I explore the effects of fat tails on the equilibrium implications of the long run risks model of asset pricing by introducing innovations with dampened power law to consumption and dividends growth processes. I estimate the structural parameters of the proposed model by maximum likelihood. I find that the stochastic volatility model with fat tails can, without resorting to high risk aversion, generate implied risk premium, expected risk free rate and their volatilities comparable to the magnitudes observed in data. In Chapter III, I examine the pricing performance of VIX option models. The contention that simpler-is-better is supported by the empirical evidence using actual VIX option market data. I find that no model has small pricing errors over the entire range of strike prices and times to expiration. In general, Whaley’s Black-like option model produces the best overall results, supporting the simpler-is-better contention. However, the Whaley model does under/overprice out-of-the-money call/put VIX options, which is contrary to the behavior of stock index option pricing models. In Chapter IV, I explore risk pricing through a model of time-changed Lévy processes based on the joint evidence from individual stock options and underlying stocks. I specify a pricing kernel that prices idiosyncratic and systematic risks. This approach to examining risk premia on stocks deviates from existing studies. The empirical results show that the market pays positive premia for idiosyncratic and market jump-diffusion risk, and idiosyncratic volatility risk. However, there is no consensus on the premium for market volatility risk. It can be positive or negative. The positive premium on idiosyncratic risk runs contrary to the implications of traditional capital asset pricing theory.

Uma técnica de linearização por realimentação para compensação de agarramento em válvulas de controle pneumáticas

In control loops valve stiction is a very common problem. Generally, it is one of main causes of poor performance of industrial systems. Its most commonly observed effect is oscillation in the process variables. To circumvent the undesirable effects, friction compensators have been proposed in order to reduce the variability in the output. This work analyzes the friction compensation in pneumatic control valves by using feedback linearization technique. The valve model includes both dead zone and jump. Simulations show that the use of this more complete model results in controllers with superior performance. The method is also compared through simulations with the method known as Constant Reinforcement (CR), widely used in this problem.

Measuring Tail Risks at High Frequency

I develop a new methodology for measuring tail risks using the cross section of bid-ask spreads. Market makers embed tail risk information into spreads because (1) they lose to arbitrageurs when changes to asset values exceed the cost of liquidity and (2) underlying price movements and potential costs are linear in factor loadings. Using this insight, simple cross-sectional regressions relating spreads and trading volume to factor betas can recover tail risks in real time for priced or non-priced return factors. The methodology disentangles financial and aggregate market risks during the 2007-2008 Financial Crisis; anticipates jump risks associated with Federal Open Market Committee announcements; and quantifies a sharp, temporary increase in market tail risk before and throughout the 2010 Flash Crash. The recovered time series of implied market risks also aligns closely with both realized market jumps and the VIX.

The application of PCA as a movement pattern recognition technique: A proof of principle

Quantitative methods can help us understand how underlying attributes contribute to movement patterns. Applying principal components analysis (PCA) to whole-body motion data may provide an objective data-driven method to identify unique and statistically important movement patterns. Therefore, the primary purpose of this study was to determine if athletes’ movement patterns can be differentiated based on skill level or sport played using PCA. Motion capture data from 542 athletes performing three sport-screening movements (i.e. bird-dog, drop jump, T-balance) were analyzed. A PCA-based pattern recognition technique was used to analyze the data. Prior to analyzing the effects of skill level or sport on movement patterns, methodological considerations related to motion analysis reference coordinate system were assessed. All analyses were addressed as case-studies. For the first case study, referencing motion data to a global (lab-based) coordinate system compared to a local (segment-based) coordinate system affected the ability to interpret important movement features. Furthermore, for the second case study, where the interpretability of PCs was assessed when data were referenced to a stationary versus a moving segment-based coordinate system, PCs were more interpretable when data were referenced to a stationary coordinate system for both the bird-dog and T-balance task. As a result of the findings from case study 1 and 2, only stationary segment-based coordinate systems were used in cases 3 and 4. During the bird-dog task, elite athletes had significantly lower scores compared to recreational athletes for principal component (PC) 1. For the T-balance movement, elite athletes had significantly lower scores compared to recreational athletes for PC 2. In both analyses the lower scores in elite athletes represented a greater range of motion. Finally, case study 4 reported differences in athletes’ movement patterns who competed in different sports, and significant differences in technique were detected during the bird-dog task. Through these case studies, this thesis highlights the feasibility of applying PCA as a movement pattern recognition technique in athletes. Future research can build on this proof-of-principle work to develop robust quantitative methods to help us better understand how underlying attributes (e.g. height, sex, ability, injury history, training type) contribute to performance.

Suppression of Hydrogen Emission in a White-light Solar Flare

We present an analysis of an X-class flare that occurred on 11 June 2014 in active region NOAA 12087 using a newly developed high cadence Image
Selector operated by Astronomical Institute in Ondrejov, Czech Republic. This instrument provides spectra in the 350 - 440 nm wavelength range, which
covers the higher order Balmer lines as well as the Balmer jump at 364 nm. However, no detectable increase in these emissions were detected during
the flare, and support observations from SDO/EVE MEGS-B also show that the Lyman line series and recombination continuum were also suppressed,
particularly when compared to an M-class flare that occurred an hour earlier, and two other X-class flares on the preceding day. The X-class flare under
investigation also showed strong white light emission in SDO/HMI data, as well as an extremely hard electron spectrum ( 3.6), and
-ray emission,
from RHESSI data. This unique combination of datasets allows us to conclude that the white light emission from this flare corresponds to a black body
heated by high-energy electrons (and/or ions), as opposed to optical chromospheric emission from hydrogen.

High resolution numerical simulation of triple point collision and origin of unburned gas pockets in turbulent detonations

A key issue in pulse detonation engine development is better understanding of the detonation structure and its propagation mechanism. Thus, in the present work the turbulent structure of an irregular detonation is studied through very high resolution numerical simulations of 600 points per half reaction length. The aim is to explore the nature of the transverse waves during the collision and reflection processes of the triple point with the channel walls. Consequently the formation and consumption mechanism of unreacted gas pockets is studied. Results show that the triple point and the transverse wave collide simultaneously with the wall. The strong transverse wave switches from a primary triple point before collision to a new one after reflection. Due to simultaneous interaction of the triple point and the transverse wave with the wall in the second half of the detonation cell, a larger high-pressurised region appears on the wall. During the reflection the reaction zone detaches from the shock front and produces a pocket of unburned gas. Three mechanisms found to be of significance in the re-initiation mechanism of detonation at the end of the detonation cell; i: energy resealed via consumption of unburned pockets by turbulent mixing ii: compression waves arise due to collision of the triple point on the wall which helps the shock to jump abruptly to an overdriven detonation iii: drastic growth of the Richtmyer–Meshkov instability causing a part of the front to accelerate with respect to the neighbouring portions.

Combined Conduction-Convection-Radiation Heat Transfer of Slip Flow inside a Micro-channel Filled with a Cellular Porous Material

Combined conduction–convection–radiation heat transfer is investigated numerically in a micro-channel filled with a saturated cellular porous medium, with the channel walls held at a constant heat flux. Invoking the velocity slip and temperature jump, the thermal behaviour of the porous–fluid system are studied by considering hydrodynamically fully developed flow and applying the Darcy–Brinkman flow model. One energy equation model based on the local thermal equilibrium condition is adopted to evaluate the temperature field within the porous medium. Combined conduction and radiation heat transfer is treated as an effective conduction process with a temperature-dependent effective thermal conductivity. Results are reported in terms of the average Nusselt number and dimensionless temperature distribution, as a function of velocity slip coefficient, temperature jump coefficient, porous medium shape parameter and radiation parameters. Results show that increasing the radiation parameter (Tr)(Tr) and the temperature jump coefficient flattens the dimensionless temperature profile. The Nusselt numbers are more sensitive to the variation in the temperature jump coefficient rather than to the velocity slip coefficient. Such that for high porous medium shape parameter, the Nusselt number is found to be independent of velocity slip. Furthermore, it is found that as the temperature jump coefficient increases, the Nusselt number decrease. In addition, for high temperature jump coefficients, the Nusselt number is found to be insensitive to the radiation parameters and porous medium shape parameter. It is also concluded that compared with the conventional macro-channels, wherein using a porous material enhances the rate of heat transfer (up to about 40 % compared to the clear channel), insertion of a porous material inside a micro-channel in slip regime does not effectively enhance the rate of heat transfer that is about 2 %.

Constant wall heat flux boundary conditions in micro-channels filled with porous material with internal heat generation under local thermal non-equilibrium conditions

Forced convection heat transfer in a micro-channel filled with a porous material saturated with rarefied gas with internal heat generation is studied analytically in this work. The study is performed by analysing the boundary conditions for constant wall heat flux under local thermal non-equilibrium (LTNE) conditions. Invoking the velocity slip and temperature jump, the thermal behaviour of the porous-fluid system is studied by considering thermally and hydrodynamically fully-developed conditions. The flow inside the porous material is modelled by the Darcy–Brinkman equation. Exact solutions are obtained for both the fluid and solid temperature distributions for two primary approaches models A and B using constant wall heat flux boundary conditions. The temperature distributions and Nusselt numbers for models A and B are compared, and the limiting cases resulting in the convergence or divergence of the two models are also discussed. The effects of pertinent parameters such as fluid to solid effective thermal conductivity ratio, Biot number, Darcy number, velocity slip and temperature jump coefficients, and fluid and solid internal heat generations are also discussed. The results indicate that the Nusselt number decreases with the increase of thermal conductivity ratio for both models. This contrasts results from previous studies which for model A reported that the Nusselt number increases with the increase of thermal conductivity ratio. The Biot number and thermal conductivity ratio are found to have substantial effects on the role of temperature jump coefficient in controlling the Nusselt number for models A and B. The Nusselt numbers calculated using model A change drastically with the variation of solid internal heat generation. In contrast, the Nusselt numbers obtained for model B show a weak dependency on the variation of internal heat generation. The velocity slip coefficient has no noticeable effect on the Nusselt numbers for both models. The difference between the Nusselt numbers calculated using the two models decreases with an increase of the temperature jump coefficient.