Numerical modelling of unsteady mixed flows

This thesis concerns mixed flows (which are characterized by the simultaneous occurrence of free-surface and pressurized flow in sewers, tunnels, culverts or under bridges), and contributes to the improvement of the existing numerical tools for modelling these phenomena. The classic Preissmann slot approach is selected due to its simplicity and capability of predicting results comparable to those of a more recent and complex two-equation model, as shown here with reference to a laboratory test case. In order to enhance the computational efficiency, a local time stepping strategy is implemented in a shock-capturing Godunov-type finite volume numerical scheme for the integration of the de Saint-Venant equations. The results of different numerical tests show that local time stepping reduces run time significantly (between −29% and −85% CPU time for the test cases considered) compared to the conventional global time stepping, especially when only a small region of the flow field is surcharged, while solution accuracy and mass conservation are not impaired. The second part of this thesis is devoted to the modelling of the hydraulic effects of potentially pressurized structures, such as bridges and culverts, inserted in open channel domains. To this aim, a two-dimensional mixed flow model is developed first. The classic conservative formulation of the 2D shallow water equations for free-surface flow is adapted by assuming that two fictitious vertical slots, normally intersecting, are added on the ceiling of each integration element. Numerical results show that this schematization is suitable for the prediction of 2D flooding phenomena in which the pressurization of crossing structures can be expected. Given that the Preissmann model does not allow for the possibility of bridge overtopping, a one-dimensional model is also presented in this thesis to handle this particular condition. The flows below and above the deck are considered as parallel, and linked to the upstream and downstream reaches of the channel by introducing suitable internal boundary conditions. The comparison with experimental data and with the results of HEC-RAS simulations shows that the proposed model can be a useful and effective tool for predicting overtopping and backwater effects induced by the presence of bridges and culverts.

A combined neural network and DEA for measuring efficiency of large scale datasets

Data Envelopment Analysis (DEA) is one of the most widely used methods in the measurement of the efficiency and productivity of Decision Making Units (DMUs). DEA for a large dataset with many inputs/outputs would require huge computer resources in terms of memory and CPU time. This paper proposes a neural network back-propagation Data Envelopment Analysis to address this problem for the very large scale datasets now emerging in practice. Neural network requirements for computer memory and CPU time are far less than that needed by conventional DEA methods and can therefore be a useful tool in measuring the efficiency of large datasets. Finally, the back-propagation DEA algorithm is applied to five large datasets and compared with the results obtained by conventional DEA.

A note on the modelling the efficiency of top Arab banks

The major aim of this research is benchmarking top Arab banks using Data Envelopment Analysis (DEA) technique and to compare the results with that of published recently in Mostafa (2007a,b) [Mostafa, M. M. (2007a). Modeling the efficiency of top Arab banks: A DEA–neural network approach. Expert Systems with Applications, doi:10.1016/j.eswa.2007.09.001; Mostafa M. M. (2007b), Benchmarking top Arab banks’ efficiency through efficient frontier analysis, Industrial Management & Data Systems, 107(6) 802–823]. Data for 85 Arab banks used to conduct the analysis of relative efficiency. Our findings indicate that (1) the efficiency of Arab banks reported in Mostafa (2007a,b) is incorrect, hence, readers should take extra caution of using such results, (2) the corrected efficiency scores suggest that there is potential for significant improvements in Arab banks. In summary, this study overcomes with some data and methodology issues in measuring efficiency of Arab banks and highlights the importance of encouraging increased efficiency throughout the banking industry in the Arab world using the new results.

The frontier approach to the measurement of productivity and technical efficiency

In 1957, Farrell proposed to measure technical (in)efficiency as the realised deviation from a frontier isoquant. Since then, the research has developed several methods to derive the production frontier and it has also extended its scope in applying frontier techniques to the measurement of total factor productivity. In this paper, I present the core techniques for the measurement of technical efficiency and productivity based on the notion of frontier and introduce the more recent technological advances in the field.

Profitability of a sample of Portuguese bank branches and its decomposition into technical and allocative components

The efficiency literature, both using parametric and non-parametric methods, has been focusing mainly on cost efficiency analysis rather than on profit efficiency. In for-profit organisations, however, the measurement of profit efficiency and its decomposition into technical and allocative efficiency is particularly relevant. In this paper a newly developed method is used to measure profit efficiency and to identify the sources of any shortfall in profitability (technical and/or allocative inefficiency). The method is applied to a set of Portuguese bank branches first assuming long run and then a short run profit maximisation objective. In the long run most of the scope for profit improvement of bank branches is by becoming more allocatively efficient. In the short run most of profit gain can be realised through higher technical efficiency. © 2003 Elsevier B.V. All rights reserved.

Measurement of key compositional parameters in two species of energy grass by Fourier transform infrared spectroscopy

Two energy grass species, switch grass, a North American tuft grass, and reed canary grass, a European native, are likely to be important sources of biomass in Western Europe for the production of biorenewable energy. Matching chemical composition to conversion efficiency is a primary goal for improvement programmes and for determining the quality of biomass feed-stocks prior to use and there is a need for methods which allow cost effective characterisation of chemical composition at high rates of sample through-put. In this paper we demonstrate that nitrogen content and alkali index, parameters greatly influencing thermal conversion efficiency, can be accurately predicted in dried samples of these species grown under a range of agronomic conditions by partial least square regression of Fourier transform infrared spectra (R2 values for plots of predicted vs. measured values of 0.938 and 0.937, respectively). We also discuss the prediction of carbon and ash content in these samples and the application of infrared based predictive methods for the breeding improvement of energy grasses.

A comparison of integrated biomass to electricity systems

This thesis presents a comparison of integrated biomass to electricity systems on the basis of their efficiency, capital cost and electricity production cost. Four systems are evaluated: combustion to raise steam for a steam cycle; atmospheric gasification to produce fuel gas for a dual fuel diesel engine; pressurised gasification to produce fuel gas for a gas turbine combined cycle; and fast pyrolysis to produce pyrolysis liquid for a dual fuel diesel engine. The feedstock in all cases is wood in chipped form. This is the first time that all three thermochemical conversion technologies have been compared in a single, consistent evaluation.The systems have been modelled from the transportation of the wood chips through pretreatment, thermochemical conversion and electricity generation. Equipment requirements during pretreatment are comprehensively modelled and include reception, storage, drying and communication. The de-coupling of the fast pyrolysis system is examined, where the fast pyrolysis and engine stages are carried out at separate locations. Relationships are also included to allow learning effects to be studied. The modelling is achieved through the use of multiple spreadsheets where each spreadsheet models part of the system in isolation and the spreadsheets are combined to give the cost and performance of a whole system.The use of the models has shown that on current costs the combustion system remains the most cost-effective generating route, despite its low efficiency. The novel systems only produce lower cost electricity if learning effects are included, implying that some sort of subsidy will be required during the early development of the gasification and fast pyrolysis systems to make them competitive with the established combustion approach. The use of decoupling in fast pyrolysis systems is a useful way of reducing system costs if electricity is required at several sites because• a single pyrolysis site can be used to supply all the generators, offering economies of scale at the conversion step. Overall, costs are much higher than conventional electricity generating costs for fossil fuels, due mainly to the small scales used. Biomass to electricity opportunities remain restricted to niche markets where electricity prices are high or feed costs are very low. It is highly recommended that further work examines possibilities for combined beat and power which is suitable for small scale systems and could increase revenues that could reduce electricity prices.

Development of techniques to predict production line efficiency

This industrial based research project was undertaken for British Leyland and arose as a result of poor system efficiency on the Maxi and Marina vehicle body build lines. The major factors in the deterioration of system efficiency were identified as: a) The introduction of a 'Gateline' system of vehicle body build. b) The degeneration of a newly introduced measured daywork payment scheme. By relating the conclusions of past work on payment systems to the situation at Cowley, it was concluded that a combination of poor industrial relations and a lack of managerial control had caused the measured daywork scheme to degenerate into a straightforward payment for time at work. This ellminated the monetary incentive to achieve schedule with the consequence that both inefficiency and operating costs increased. To analyse further the cause of inefficiency, a study of Marina gateline stoppage logs was carried out. This revealed that poor system efficiency on the gateline was caused more by the nature of its design than poor reliability on individual items of' plant. The consideration given to system efficiency at the design stage was found to be negligible, the main obstacles being: a) A lack of understanding pertaining to the influence of certain design factors on the efficiency of a production line. b) The absence of data and techniques to predict system efficiency at the design stage. To remedy this situation, a computer simulation study of' the design factors was carried out from which relationships with system efficiency were established and empirical efficiency equations developed. Sets of tables were compiled from the equations and efficiency data relevant to vehicle body building established from the gateline stoppage logs. Computer simulation, the equations and the tables,when used in conjunction. with good efficiency data, are shown to be accurate methods of predicting production line system.efficiency.

Performance optimization of ultra-long Raman laser cavities for quasi-lossless transmission links

Performance optimization of ultra-long Raman laser links is studied theoretically and experimentally. We demonstrate that it is possible to reduce the signal power excursion by adjusting FBG reflectivity without compromising pump efficiency. Furthermore, we experimentally demonstrate an OSNR improvement of 4.3 dB in our system after 4000 km transmission by switching from conventional erbium-doped fibre amplifiers to quasi-lossless transmission.

The application of robotics to the turbine blade encapsulation process

A survey of the existing state-of-the-art of turbine blade manufacture highlights two operations that have not been automated namely that of loading of a turbine blade into an encapsulation die, and that of removing a machined blade from the encapsulation block. The automation of blade decapsulation has not been pursued. In order to develop a system to automate the loading of an encapsulation die a prototype mechanical handling robot has been designed together with a computer controlled encapsulation die. The robot has been designed as a mechanical handling robot of cylindrical geometry, suitable for use in a circular work cell. It is the prototype for a production model to be called `The Cybermate'. The prototype robot is mechanically complete but due to unforeseen circumstances the robot control system is not available (the development of the control system did not form a part of this project), hence it has not been possible to fully test and assess the robot mechanical design. Robot loading of the encapsulation die has thus been simulated. The research work with regard to the encapsulation die has focused on the development of computer controlled, hydraulically actuated, location pins. Such pins compensate for the inherent positional inaccuracy of the loading robot and reproduce the dexterity of the human operator. Each pin comprises a miniature hydraulic cylinder, controlled by a standard bidirectional flow control valve. The precision positional control is obtained through pulsing of the valves under software control, with positional feedback from an 8-bit transducer. A test-rig comprising one hydraulic location pin together with an opposing spring loaded pin has demonstrated that such a pin arrangement can be controlled with a repeatability of +/-.00045'. In addition this test-rig has demonstrated that such a pin arrangement can be used to gauge and compensate for the dimensional error of the component held between the pins, by offsetting the pin datum positions to allow for the component error. A gauging repeatability of +/- 0.00015' was demonstrated. This work has led to the design and manufacture of an encapsulation die comprising ten such pins and the associated computer software. All aspects of the control software except blade gauging and positional data storage have been demonstrated. Work is now required to achieve the accuracy of control demonstrated by the single pin test-rig, with each of the ten pins in the encapsulation die. This would allow trials of the complete loading cycle to take place.

Time domain all-optical nonlinear signal processing to enhance the performance of a RZ receiver

We have proposed a new technique of all-optical nonlinear pulse processing for use at a RZ optical receiver, which is based on an AM or any device with a similar function of temporal gating/slicing enhanced by the effect of Kerr nonlinearity in a NDF. The efficiency of the technique has been demonstrated by application to timing jitter and noise-limited RZ transmission at 40 Gbit/s. Substantial suppression of the signal timing jitter and overall improvement of the receiver performance has been demonstrated using the proposed method.

Investment efficiency among a cross-section of UK firms:implications for the debate on financing constraints

In this paper, we address this policy issue using a stylised methodology that relies on estimates of the cash flow sensitivity of firms’ investment, as well as a relatively new methodology that enables us to generate a (0, 1) bounded measure of investment efficiency of firms, i.e., the efficiency with which firms can convert their sales into investment, after controlling for unobserved year- and industry-specific effects. Higher investment efficiency is associated with lower financing constraint. Our results indicate that there is considerable heterogeneity in investment efficiency across firms, during a given year; the range being 0.57-0.82. However, the average investment efficiency measure is similar across years, regions and NACE 2-digit industries. We also do not find discernible patterns in the relationship between investment efficiency and firm size, both before and during the financial crisis. The results suggest that while some firms are clearly less efficient at translating their performance into investment, broad policies targeting firms of a certain size, or those within a particular industry or region, may not successfully address the problem of financing constraint in the United Kingdom. The targeting of firms with financing constraints may have to be considerably more refined, and look at not easily observable factors such as credit history/events and organisational capacity of the firms.

Efficiency analysis of Islamic banks:a case of Gulf Cooperation Council (GCC)

Although considerable effort has been invested in the measurement of banking efficiency using Data Envelopment Analysis, hardly any empirical research has focused on comparison of banks in Gulf States Countries This paper employs data on Gulf States banking sector for the period 2000-2002 to develop efficiency scores and rankings for both Islamic and conventional banks. We then investigate the productivity change using Malmquist Index and decompose the productivity into technical change and efficiency change. Further, hypothesis testing and statistical precision in the context of nonparametric efficiency and productivity measurement have been used. Specially, cross-country analysis of efficiency and comparisons of efficiencies between Islamic banks and conventional banks have been investigated using Mann-Whitney test.

Performance optimization of ultra-long Raman laser cavities for quasi-lossless transmission links

Performance optimization of ultra-long Raman laser links is studied theoretically and experimentally. We demonstrate that it is possible to reduce the signal power excursion by adjusting FBG reflectivity without compromising pump efficiency. Furthermore, we experimentally demonstrate an OSNR improvement of 4.3 dB in our system after 4000 km transmission by switching from conventional erbium-doped fibre amplifiers to quasi-lossless transmission. © 2007 Elsevier B.V. All rights reserved.

Empirical studies of corporate governance in China

The thesis aims to provide empirical studies towards Chinese corporate governance. Since China initially established its stock exchange system in the 1990s, it has gone through different stages of changes to become a more market-oriented system. Extensive studies have been conducted in Chinese corporate governance, however, many were theoretical discussion focusing on the early stages and there‘s a general lack of empirical analysis. This paper provides three empirical analysis of the Chinese corporate governance: the overall market discipline efficiency, the impact of capital structure on agency costs, the status of 2005- 2006 reform that substantially modified ownership structure of Chinese listed firms and separated ownership and control of listed firms. The three empirical studies were selected to reflect four key issues that need answering: the first empirical study, using event study to detect market discipline on a collective level. This study filled a gap in the Chinese stock market literature for being the first one ever using cross-market data to test market discipline. The second empirical study endeavoured to contribute to the existing corporate governance literature regarding capital structure and agency costs. Two conclusions can be made through this study: 1) for Chinese listed firms, higher gearing means higher asset turnover ratios and ROE, i.e. more debts seem to reduce agency costs; 2) concentration level of shares appears to be irrelevant with company performance, controlling shareholders didn‘t seem to commit to the improvement of corporate assets utilization or contribute to reducing agency costs. This study addressed a key issue in Chinese corporate governance since the state has significant shareholding in most big listed companies. The discussion of corporate governance in the Chinese context would be completely meaningless without discussing the state‘s role in corporate governance, given that about 2/3 of the almost all shares were non-circulating shares controlled by the state before the 2005-2006 overhaul ownership reform. The third study focused on the 2005-2006 reform of ownership of Chinese listed firms. By collecting large-scale data covering all 64 groups of Chinese listed companies went through the reform by the end of 2006 (accounting for about 97.86% and 96.76% of the total market value of Shanghai (SSE) and Shenzhen Stock Exchange (SZSE) respectively), a comprehensive study about the ownership reform was conducted. This would be first and most comprehensive empirical study in this area. The study of separated ownership and control of listed firm is the first study conducted using the ultimate ownership concept in Chinese context.