Numerical methods for option pricing.

This thesis aims to introduce some fundamental concepts underlying option valuation theory including implementation of computational tools. In many cases analytical solution for option pricing does not exist, thus the following numerical methods are used: binomial trees, Monte Carlo simulations and finite difference methods. First, an algorithm based on Hull and Wilmott is written for every method. Then these algorithms are improved in different ways. For the binomial tree both speed and memory usage is significantly improved by using only one vector instead of a whole price storing matrix. Computational time in Monte Carlo simulations is reduced by implementing a parallel algorithm (in C) which is capable of improving speed by a factor which equals the number of processors used. Furthermore, MatLab code for Monte Carlo was made faster by vectorizing simulation process. Finally, obtained option values are compared to those obtained with popular finite difference methods, and it is discussed which of the algorithms is more appropriate for which purpose.

Advanced Fresnel Köhler concentrators for photovoltaic applications

La concentración fotovoltaica (CPV) es una de las formas más prometedoras de reducir el coste de la energía proveniente del sol. Esto es posible gracias a células solares de alta eficiencia y a una significativa reducción del tamaño de la misma, que está fabricada con costosos materiales semiconductores. Ambos aspectos están íntimamente ligados ya que las altas eficiencias solamente son posibles con materiales y tecnologías de célula caros, lo que forzosamente conlleva una reducción del tamaño de la célula si se quiere lograr un sistema rentable. La reducción en el tamaño de las células requiere que la luz proveniente del sol ha de ser redirigida (es decir, concentrada) hacia la posición de la célula. Esto se logra colocando un concentrador óptico encima de la célula. Estos concentradores para CPV están formados por diferentes elementos ópticos fabricados en materiales baratos, con el fin de reducir los costes de producción. El marco óptimo para el diseño de concentradores es la óptica anidólica u óptica nonimaging. La óptica nonimaging fue desarrollada por primera vez en la década de los años sesenta y ha ido evolucionando significativamente desde entonces. El objetivo de los diseños nonimaging es la transferencia eficiente de energía entre la fuente y el receptor (sol y célula respectivamente, en el caso de la CPV), sin tener en cuenta la formación de imagen. Los sistemas nonimaging suelen ser simples, están compuestos de un menor número de superficies que los sistemas formadores de imagen y son más tolerantes a errores de fabricación. Esto hace de los sistemas nonimaging una herramienta fundamental, no sólo en el diseño de concentradores fotovoltaicos, sino también en el diseño de otras aplicaciones como iluminación, proyección y comunicaciones inalámbricas ópticas. Los concentradores ópticos nonimaging son adecuados para aplicaciones CPV porque el objetivo no es la reproducción de una imagen exacta del sol (como sería el caso de las ópticas formadoras de imagen), sino simplemente la colección de su energía sobre la célula solar. Los concentradores para CPV pueden presentar muy diferentes arquitecturas y elementos ópticos, dando lugar a una gran variedad de posibles diseños. El primer elemento óptico que es atravesado por la luz del sol se llama Elemento Óptico Primario (POE en su nomenclatura anglosajona) y es el elemento más determinante a la hora de definir la forma y las propiedades del concentrador. El POE puede ser refractivo (lente) o reflexivo (espejo). Esta tesis se centra en los sistemas CPV que presentan lentes de Fresnel como POE, que son lentes refractivas delgadas y de bajo coste de producción que son capaces de concentrar la luz solar. El capítulo 1 expone una breve introducción a la óptica geométrica y no formadora de imagen (nonimaging), explicando sus fundamentos y conceptos básicos. Tras ello, la integración Köhler es presentada en detalle, explicando sus principios, válidos tanto para aplicaciones CPV como para iluminación. Una introducción a los conceptos fundamentales de CPV también ha sido incluida en este capítulo, donde se analizan las propiedades de las células solares multiunión y de los concentradores ópticos empleados en los sistemas CPV. El capítulo se cierra con una descripción de las tecnologías existentes empleadas para la fabricación de elementos ópticos que componen los concentradores. El capítulo 2 se centra principalmente en el diseño y desarrollo de los tres concentradores ópticos avanzados Fresnel Köhler que se presentan en esta tesis: Fresnel-Köhler (FK), Fresnel-Köhler curvo (DFK) y Fresnel-Köhler con cavidad (CFK). Todos ellos llevan a cabo integración Köhler y presentan una lente de Fresnel como su elemento óptico primario. Cada uno de estos concentradores CPV presenta sus propias propiedades y su propio procedimiento de diseño. Además, presentan todas las características que todo concentrador ha de tener: elevado factor de concentración, alta tolerancia de fabricación, alta eficiencia óptica, irradiancia uniforme sobre la superficie de la célula y bajo coste de producción. Los concentradores FK y DFK presentan una configuración de cuatro sectores para lograr la integración Köhler. Esto quiere decir que POE y SOE se dividen en cuatro sectores simétricos cada uno, y cada sector del POE trabaja conjuntamente con su correspondiente sector de SOE. La principal diferencia entre los dos concentradores es que el POE del FK es una lente de Fresnel plana, mientras que una lente curva de Fresnel es empleada como POE del DFK. El concentrador CFK incluye una cavidad de confinamiento externo integrada, que es un elemento óptico capaz de recuperar los rayos reflejados por la superficie de la célula con el fin de ser reabsorbidos por la misma. Por tanto, se aumenta la absorción de la luz, lo que implica un aumento en la eficiencia del módulo. Además, este capítulo también explica un método de diseño alternativo para los elementos faceteados, especialmente adecuado para las lentes curvas como el POE del DFK. El capítulo 3 se centra en la caracterización y medidas experimentales de los concentradores ópticos presentados en el capítulo 2, y describe sus procedimientos. Estos procedimientos son en general aplicables a cualquier concentrador basado en una lente de Fresnel, e incluyen tres tipos principales de medidas experimentales: eficiencia eléctrica, ángulo de aceptancia y uniformidad de la irradiancia en el plano de la célula. Los resultados que se muestran a lo largo de este capítulo validarán a través de medidas a sol real las características avanzadas que presentan los concentradores Köhler, y que se demuestran en el capítulo 2 mediante simulaciones de rayos. Cada concentrador (FK, DFK y CFK) está diseñado y optimizado teniendo en cuenta condiciones de operación realistas. Su rendimiento se modela de forma exhaustiva mediante el trazado de rayos en combinación con modelos distribuidos para la célula. La tolerancia es un asunto crítico de cara al proceso de fabricación, y ha de ser máxima para obtener sistemas de producción en masa rentables. Concentradores con tolerancias limitadas generan bajadas significativas de eficiencia a nivel de array, causadas por el desajuste de corrientes entre los diferentes módulos (principalmente debido a errores de alineación en la fabricación). En este sentido, la sección 3.5 presenta dos métodos matemáticos que estiman estas pérdidas por desajuste a nivel de array mediante un análisis de sus curvas I-V, y por tanto siendo innecesarias las medidas a nivel de mono-módulo. El capítulo 3 también describe la caracterización indoor de los elementos ópticos que componen los concentradores, es decir, de las lentes de Fresnel que actúan como POE y de los secundarios free-form. El objetivo de esta caracterización es el de evaluar los adecuados perfiles de las superficies y las transmisiones ópticas de los diferentes elementos analizados, y así hacer que el rendimiento del módulo sea el esperado. Esta tesis la cierra el capítulo 4, en el que la integración Köhler se presenta como una buena alternativa para obtener distribuciones uniformes en aplicaciones de iluminación de estado sólido (iluminación con LED), siendo particularmente eficaz cuando se requiere adicionalmente una buena mezcla de colores. En este capítulo esto se muestra a través del ejemplo particular de un concentrador DFK, el cual se ha utilizado para aplicaciones CPV en los capítulos anteriores. Otra alternativa para lograr mezclas cromáticas apropiadas está basada en un método ya conocido (deflexiones anómalas), y también se ha utilizado aquí para diseñar una lente TIR aplanética delgada. Esta lente cumple la conservación de étendue, asegurando así que no hay bloqueo ni dilución de luz simultáneamente. Ambos enfoques presentan claras ventajas sobre las técnicas clásicas empleadas en iluminación para obtener distribuciones de iluminación uniforme: difusores y mezcla caleidoscópica mediante guías de luz. ABSTRACT Concentrating Photovoltaics (CPV) is one of the most promising ways of reducing the cost of energy collected from the sun. This is possible thanks to both, very high-efficiency solar cells and a large decrease in the size of cells, which are made of costly semiconductor materials. Both issues are closely linked since high efficiency values are only possible with expensive cell materials and technologies, implying a compulsory area reduction if cost-effectiveness is desired. The reduction in the cell size requires that light coming from the sun must be redirected (i.e. concentrated) towards the cell position. This is achieved by placing an optical concentrator system on top of the cell. These CPV concentrators consist of different optical elements manufactured on cheap materials in order to maintain low production costs. The optimal framework for the design of concentrators is nonimaging optics. Nonimaging optics was first developed in the 60s decade and has been largely developed ever since. The aim of nonimaging devices is the efficient transfer of light power between the source and the receiver (sun and cell respectively in the case of CPV), disregarding image formation. Nonimaging systems are usually simple, comprised of fewer surfaces than imaging systems and are more tolerant to manufacturing errors. This renders nonimaging optics a fundamental tool, not only in the design of photovoltaic concentrators, but also in the design of other applications as illumination, projection and wireless optical communications. Nonimaging optical concentrators are well suited for CPV applications because the goal is not the reproduction of an exact image of the sun (as imaging optics would provide), but simply the collection of its energy on the solar cell. Concentrators for CPV may present very different architectures and optical elements, resulting in a vast variety of possible designs. The first optical element that sunlight goes through is called the Primary Optical Element (POE) and is the most determinant element in order to define the shape and properties of the whole concentrator. The POE can be either refractive (lens) or reflective (mirror). This thesis focuses on CPV systems based on Fresnel lenses as POE, which are thin and inexpensive refractive lenses able to concentrate sunlight. Chapter 1 exposes a short introduction to geometrical and nonimaging optics, explaining their fundamentals and basic concepts. Then, the Köhler integration is presented in detail, explaining its principles, valid for both applications: CPV and illumination. An introduction to CPV fundamental concepts is also included in this chapter, analyzing the properties of multijunction solar cells and optical concentrators employed in CPV systems. The chapter is closed with a description of the existing technologies employed for the manufacture of optical elements composing the concentrator. Chapter 2 is mainly devoted to the design and development of the three advanced Fresnel Köhler optical concentrators presented in this thesis work: Fresnel-Köhler (FK), Dome-shaped Fresnel-Köhler (DFK) and Cavity Fresnel-Köhler (CFK). They all perform Köhler integration and comprise a Fresnel lens as their Primary Optical Element. Each one of these CPV concentrators presents its own characteristics, properties and its own design procedure. Their performances include all the key issues in a concentrator: high concentration factor, large tolerances, high optical efficiency, uniform irradiance on the cell surface and low production cost. The FK and DFK concentrators present a 4-fold configuration in order to perform the Köhler integration. This means that POE and SOE are divided into four symmetric sectors each one, working each POE sector with its corresponding SOE sector by pairs. The main difference between both concentrators is that the POE of the FK is a flat Fresnel lens, while a dome-shaped (curved) Fresnel lens performs as the DFK’s POE. The CFK concentrator includes an integrated external confinement cavity, which is an optical element able to recover rays reflected by the cell surface in order to be re-absorbed by the cell. It increases the light absorption, entailing an increase in the efficiency of the module. Additionally, an alternative design method for faceted elements will also be explained, especially suitable for dome-shaped lenses as the POE of the DFK. Chapter 3 focuses on the characterization and experimental measurements of the optical concentrators presented in Chapter 2, describing their procedures. These procedures are in general applicable to any Fresnel-based concentrator as well and include three main types of experimental measurements: electrical efficiency, acceptance angle and irradiance uniformity at the solar cell plane. The results shown along this chapter will validate through outdoor measurements under real sun operation the advanced characteristics presented by the Köhler concentrators, which are demonstrated in Chapter 2 through raytrace simulation: high optical efficiency, large acceptance angle, insensitivity to manufacturing tolerances and very good irradiance uniformity on the cell surface. Each concentrator (FK, DFK and CFK) is designed and optimized looking at realistic performance characteristics. Their performances are modeled exhaustively using ray tracing combined with cell modeling, taking into account the major relevant factors. The tolerance is a critical issue when coming to the manufacturing process in order to obtain cost-effective mass-production systems. Concentrators with tight tolerances result in significant efficiency drops at array level caused by current mismatch among different modules (mainly due to manufacturing alignment errors). In this sense, Section 3.5 presents two mathematical methods that estimate these mismatch losses for a given array just by analyzing its full-array I-V curve, hence being unnecessary any single mono-module measurement. Chapter 3 also describes the indoor characterization of the optical elements composing the concentrators, i.e. the Fresnel lenses acting as POEs and the free-form SOEs. The aim of this characterization is to assess the proper surface profiles and optical transmissions of the different elements analyzed, so they will allow for the expected module performance. This thesis is closed by Chapter 4, in which Köhler integration is presented as a good approach to obtain uniform distributions in Solid State Lighting applications (i.e. illumination with LEDs), being particularly effective when dealing with color mixing requirements. This chapter shows it through the particular example of a DFK concentrator, which has been used for CPV applications in the previous chapters. An alternative known method for color mixing purposes (anomalous deflections) has also been used to design a thin aplanatic TIR lens. This lens fulfills conservation of étendue, thus ensuring no light blocking and no light dilution at the same time. Both approaches present clear advantages over the classical techniques employed in lighting to obtain uniform illumination distributions: diffusers and kaleidoscopic lightpipe mixing.

Calibración geométrica de cámaras no métricas. Estudio de metodologías y modelos matemáticos de distorsión

La Fotogrametría, como ciencia y técnica de obtención de información tridimensional del espacio objeto a partir de imágenes bidimensionales, requiere de medidas de precisión y en ese contexto, la calibración geométrica de cámaras ocupa un lugar importante. El conocimiento de la geometría interna de la cámara es fundamental para lograr mayor precisión en las medidas realizadas. En Fotogrametría Aérea se utilizan cámaras métricas (fabricadas exclusivamente para aplicaciones cartográficas), que incluyen objetivos fotográficos con sistemas de lentes complejos y de alta calidad. Pero en Fotogrametría de Objeto Cercano se está trabajando cada vez con más asiduidad con cámaras no métricas, con ópticas de peor calidad que exigen una calibración geométrica antes o después de cada trabajo. El proceso de calibración encierra tres conceptos fundamentales: modelo de cámara, modelo de distorsión y método de calibración. El modelo de cámara es un modelo matemático que aproxima la transformación proyectiva original a la realidad física de las lentes. Ese modelo matemático incluye una serie de parámetros entre los que se encuentran los correspondientes al modelo de distorsión, que se encarga de corregir los errores sistemáticos de la imagen. Finalmente, el método de calibración propone el método de estimación de los parámetros del modelo matemático y la técnica de optimización a emplear. En esta Tesis se propone la utilización de un patrón de calibración bidimensional que se desplaza en la dirección del eje óptico de la cámara, ofreciendo así tridimensionalidad a la escena fotografiada. El patrón incluye un número elevado de marcas, lo que permite realizar ensayos con distintas configuraciones geométricas. Tomando el modelo de proyección perspectiva (o pinhole) como modelo de cámara, se realizan ensayos con tres modelos de distorsión diferentes, el clásico de distorsión radial y tangencial propuesto por D.C. Brown, una aproximación por polinomios de Legendre y una interpolación bicúbica. De la combinación de diferentes configuraciones geométricas y del modelo de distorsión más adecuado, se llega al establecimiento de una metodología de calibración óptima. Para ayudar a la elección se realiza un estudio de las precisiones obtenidas en los distintos ensayos y un control estereoscópico de un panel test construido al efecto. ABSTRACT Photogrammetry, as science and technique for obtaining three-dimensional information of the space object from two-dimensional images, requires measurements of precision and in that context, the geometric camera calibration occupies an important place. The knowledge of the internal geometry of the camera is fundamental to achieve greater precision in measurements made. Metric cameras (manufactured exclusively for cartographic applications), including photographic lenses with complex lenses and high quality systems are used in Aerial Photogrammetry. But in Close Range Photogrammetry is working increasingly more frequently with non-metric cameras, worst quality optical components which require a geometric calibration before or after each job. The calibration process contains three fundamental concepts: camera model, distortion model and method of calibration. The camera model is a mathematical model that approximates the original projective transformation to the physical reality of the lenses. The mathematical model includes a series of parameters which include the correspondents to the model of distortion, which is in charge of correcting the systematic errors of the image. Finally, the calibration method proposes the method of estimation of the parameters of the mathematical modeling and optimization technique to employ. This Thesis is proposing the use of a pattern of two dimensional calibration that moves in the direction of the optical axis of the camera, thus offering three-dimensionality to the photographed scene. The pattern includes a large number of marks, which allows testing with different geometric configurations. Taking the projection model perspective (or pinhole) as a model of camera, tests are performed with three different models of distortion, the classical of distortion radial and tangential proposed by D.C. Brown, an approximation by Legendre polynomials and bicubic interpolation. From the combination of different geometric configurations and the most suitable distortion model, brings the establishment of a methodology for optimal calibration. To help the election, a study of the information obtained in the various tests and a purpose built test panel stereoscopic control is performed.

Ensino Religioso e a Educação para a Solidariedade

A disciplina de Ensino Religioso, por passar desapercebida e ser entendida como de menor importância, acaba não recebendo o devido valor na grande maioria das escolas públicas e, também, na Academia. Tendo em vista essa problemática, a presente dissertação tem como objetivo mostrar a relevância da mesma para a sociedade, focando sua contribuição para superar a exclusão social e, conseqüentemente, a sua relação com a Educação para a Solidariedade. A partir dessa perspectiva, para a concretização desse objetivo, consideramos alguns conceitos fundamentais para esse fim, como educação, neoliberalismo, exclusão social, solidariedade, sentido da vida, conversão epistemológica, ética e religiosa. Também apresentamos três modelos de Ensino Religioso, a saber, o Fórum Nacional Permanente do Ensino Religioso, a Educação para a Religiosidade e o Confessional, apontando e refletindo sobre suas propostas pedagógicas, bem como pontos positivos e algumas limitações impostas por elas que precisamos levar em consideração ao utilizar qualquer um destes modelos. Como procedimentos metodológicos optamos pela pesquisa bibliográfica, sendo Jung Mo Sung e Hugo Assmann os autores que fundamentaram e justificaram, de forma mais precisa, a pertinência da Educação para a Solidariedade com o Ensino Religioso. Com esse trabalho, pretendemos propor que o Ensino Religioso é uma disciplina que deve ser compreendida e respeitada por todos aqueles que estão envolvidos com a educação, pois essa disciplina, ao auxiliar o processo educacional no combate à exclusão social, acaba por possuir uma participação precisa na nossa sociedade.(AU)

Ensino Religioso e a Educação para a Solidariedade

A disciplina de Ensino Religioso, por passar desapercebida e ser entendida como de menor importância, acaba não recebendo o devido valor na grande maioria das escolas públicas e, também, na Academia. Tendo em vista essa problemática, a presente dissertação tem como objetivo mostrar a relevância da mesma para a sociedade, focando sua contribuição para superar a exclusão social e, conseqüentemente, a sua relação com a Educação para a Solidariedade. A partir dessa perspectiva, para a concretização desse objetivo, consideramos alguns conceitos fundamentais para esse fim, como educação, neoliberalismo, exclusão social, solidariedade, sentido da vida, conversão epistemológica, ética e religiosa. Também apresentamos três modelos de Ensino Religioso, a saber, o Fórum Nacional Permanente do Ensino Religioso, a Educação para a Religiosidade e o Confessional, apontando e refletindo sobre suas propostas pedagógicas, bem como pontos positivos e algumas limitações impostas por elas que precisamos levar em consideração ao utilizar qualquer um destes modelos. Como procedimentos metodológicos optamos pela pesquisa bibliográfica, sendo Jung Mo Sung e Hugo Assmann os autores que fundamentaram e justificaram, de forma mais precisa, a pertinência da Educação para a Solidariedade com o Ensino Religioso. Com esse trabalho, pretendemos propor que o Ensino Religioso é uma disciplina que deve ser compreendida e respeitada por todos aqueles que estão envolvidos com a educação, pois essa disciplina, ao auxiliar o processo educacional no combate à exclusão social, acaba por possuir uma participação precisa na nossa sociedade.(AU)

PMD fundamentals: Polarization mode dispersion in optical fibers

This paper reviews the fundamental concepts and basic theory of polarization mode dispersion (PMD) in optical fibers. It introduces a unified notation and methodology to link the various views and concepts in Jones space and Stokes space. The discussion includes the relation between Jones vectors and Stokes vectors, rotation matrices, the definition and representation of PMD vectors, the laws of infinitesimal rotation, and the rules for PMD vector concatenation.

Who Is Influential and Why? The Determinants of Reputational Power

Power is one of the most fundamental concepts in political science, and it is a crucial aspect of decision-making structures. The distribution of power between political actors and coalitions of actors informs us about who is actually able to influence decision-making processes. It is thus no surprise that power is a centerpiece of our assessment of political decision-making in Switzerland. In line with the main argument of this book, Chapter 3 has uncovered important changes in decision-making structures, which resulted in a rebalancing of power between governing parties, interest groups and state executive actors. Conjecturing about the reasons that may account for these changes, we pointed to factors of an organizational and institutional nature. For example, we put forward the decline of pre-parliamentary procedures oriented towards corporatist intermediation as a possible explanation for the weakening of interest groups. More generally, in several chapters it has been suggested that there is a relationship between the institutional design of a decision-making process, the related importance of decision-making phases and an actor's participation in these phases on the one hand, and the power of actors (and coalitions of actors) on the other. In addition, the analyses carried out in Chapters 2 to 5 draw our attention to the differences in power structure across decision-making processes or types of processes.

The problem of creation, an attempt to define the character and trend of the cosmic process,

pt. 1. Fundamental concepts.--pt. 2. Evolution and creation.--pt. 3. Physical facts.--pt. 4. Life and mind.--pt.5. Moral and spiritual facts.--Appendix A. The new physics.--Appendix B. Matter and energy.--Appendix C. Conservation of mass.--Appendix D. Conservation of energy.

Statics and the dynamics of a particle, by William Duncan MacMillan.

The fundamental concepts of mechanics--Statics.--The dynamics of a particle.

Ensino Religioso e a Educação para a Solidariedade

A disciplina de Ensino Religioso, por passar desapercebida e ser entendida como de menor importância, acaba não recebendo o devido valor na grande maioria das escolas públicas e, também, na Academia. Tendo em vista essa problemática, a presente dissertação tem como objetivo mostrar a relevância da mesma para a sociedade, focando sua contribuição para superar a exclusão social e, conseqüentemente, a sua relação com a Educação para a Solidariedade. A partir dessa perspectiva, para a concretização desse objetivo, consideramos alguns conceitos fundamentais para esse fim, como educação, neoliberalismo, exclusão social, solidariedade, sentido da vida, conversão epistemológica, ética e religiosa. Também apresentamos três modelos de Ensino Religioso, a saber, o Fórum Nacional Permanente do Ensino Religioso, a Educação para a Religiosidade e o Confessional, apontando e refletindo sobre suas propostas pedagógicas, bem como pontos positivos e algumas limitações impostas por elas que precisamos levar em consideração ao utilizar qualquer um destes modelos. Como procedimentos metodológicos optamos pela pesquisa bibliográfica, sendo Jung Mo Sung e Hugo Assmann os autores que fundamentaram e justificaram, de forma mais precisa, a pertinência da Educação para a Solidariedade com o Ensino Religioso. Com esse trabalho, pretendemos propor que o Ensino Religioso é uma disciplina que deve ser compreendida e respeitada por todos aqueles que estão envolvidos com a educação, pois essa disciplina, ao auxiliar o processo educacional no combate à exclusão social, acaba por possuir uma participação precisa na nossa sociedade.(AU)

Octane requirement increase arising from the use of lead free fuel

Lead in petrol has been identified as a health hazard and attempts are being made to create a lead-free atmosphere. Through an intensive study a review is made of the various options available to the automobile and petroleum industry. The economic and atmospheric penalties coupled with automobile fuel consumption trends are calculated and presented in both graphical and tabulated form. Experimental measurements of carbon monoxide and hydrocarbon emissions are also presented for certain selected fuels. Reduction in CO and HC's with the employment of a three-way catalyst is also discussed. All tests were carried out on a Fiat 127A engine at wide open throttle and standard timing setting. A Froude dynamometer was used to vary engine speed. With the introduction of lead-free petrol, interest in combustion chamber deposits in spark ignition engines has ben renewed. These deposits cause octane requirement increase or rise in engine knock and decreased volumetric efficiency. The detrimental effect of the deposits has been attributed to the physical volume of the deposit and to changes in heat transfer. This study attempts to assess why leaded deposits, though often greater in mass and volume, yield relatively lower ORI when compared to lead-free deposits under identical operating conditions. This has been carried out by identifying the differences in the physical nature of the deposit and then through measurement of the thermal conductivity and permeability of the deposits. The measured thermal conductivity results are later used in a mathematical model to determine heat transfer rates and temperature variation across the engine wall and deposit. For the model, the walls of the combustion cylinder and top are assumed to be free of engine deposit, the major deposit being on the piston head. Seven different heat transfer equations are formulated describing heat flow at each part of the four stroke cycle, and the variation of cylinder wall area exposed to gas mixture is accounted for. The heat transfer equations are solved using numerical methods and temperature variations across the wall identified. Though the calculations have been carried out for one particular moment in the cycle, similar calculations are possible for every degree of the crank angle, and thus further information regarding location of maximum temperatures at every degree of the crank angle may also be determined. In conclusion, thermal conductivity values of leaded and lead-free deposits have been found. The fundamental concepts of a mathematical model with great potential have been formulated and it is hoped that with future work it may be used in a simulation for different engine construction materials and motor fuels, leading to better design of future prototype engines.

On waveform analysis, the adaptive task technique, and the effect of vibration on manual control skill

A re-examination of fundamental concepts and a formal structuring of the waveform analysis problem is presented in Part I. eg. the nature of frequency is examined and a novel alternative to the classical methods of detection proposed and implemented which has the advantage of speed and independence from amplitude. Waveform analysis provides the link between Parts I and II. Part II is devoted to Human Factors and the Adaptive Task Technique. The Historical, Technical and Intellectual development of the technique is traced in a review which examines the evidence of its advantages relative to non-adaptive fixed task methods of training, skill assessment and man-machine optimisation. A second review examines research evidence on the effect of vibration on manual control ability. Findings are presented in terms of percentage increment or decrement in performance relative to performance without vibration in the range 0-0.6Rms'g'. Primary task performance was found to vary by as much as 90% between tasks at the same Rms'g'. Differences in task difficulty accounted for this difference. Within tasks vibration-added-difficulty accounted for the effects of vibration intensity. Secondary tasks were found to be largely insensitive to vibration except secondaries which involved fine manual adjustment of minor controls. Three experiments are reported next in which an adaptive technique was used to measure the % task difficulty added by vertical random and sinusoidal vibration to a 'Critical Compensatory Tracking task. At vibration intensities between 0 - 0.09 Rms 'g' it was found that random vibration added (24.5 x Rms'g')/7.4 x 100% to the difficulty of the control task. An equivalence relationship between Random and Sinusoidal vibration effects was established based upon added task difficulty. Waveform Analyses which were applied to the experimental data served to validate Phase Plane analysis and uncovered the development of a control and possibly a vibration isolation strategy. The submission ends with an appraisal of subjects mentioned in the thesis title.

Knowledge acquisition from L2 specialist texts

This research aims to investigate knowledge acquisition and concept formation in the domain of economics and business studies through a foreign language, English, from the very initial to the very final stage of development in the context of Higher Education in Turkey. It traces both the processes as well as the product of acquisition in order to provide a detailed picture of how knowledge acquisition occurs. It aims to explore ways in which the acquisition process can be facilitated and promoted while prospective students of the Department of Economics and Business Administration receive a language training programme, following the completion of which they will join their academic community which offers part of its courses through the English language. The study draws upon (some) theories of mental representation of knowledge, such as schema, frame and script. The concept of discourse community with its characteristics is investigated, enculturation of prospective students to acquire knowledge of their domain through L2 is explored, and the crucial role of the constructivist theory in relation to knowledge acquisition is highlighted. The present study was conducted through a process of enculturation taking place partly at the language centre of Çukurova University and partly at the target discourse community. The data utilised for initiating knowledge acquisition was obtained by establishing a corpus of economics and business texts, which the learners are expected to read during their academic courses utilising computerised technology. The method of think aloud protocols was used to analyse processes taking place in knowledge acquisition, while the product of what was acquired was investigated by means of written recall protocols. It has been discovered that knowledge acquisition operates on the basis of analogical and to a certain extent metaphorical reasoning. The evidence obtained from the think aloud protocols showed that neophytes were able to acquire fundamental concepts of their future domain by reaching the level of shared understanding with the members of their target community of the faculty. Diaries and questionnaire analyses demonstrated that enculturation facilitated learners' transition from the language centre into the target community. Analyses of the written recall protocols and examinations from the post-enculturation stage of the research showed that neophytes' academic performances in their target community were much higher than those of their non-enculturated counterparts. Processes learners go through and strategies they spontaneously make use of, especially while acquiring knowledge of a specific domain through L2 have so far remained unexplored research areas. The present research makes a potential contribution to the language and knowledge acquisition theories by examining closely and systematically the language and the strategies they employ in acquiring such knowledge. The research findings offer useful implications to English language teaching at language schools. Language teachers are provided with useful guidelines as to how they can provide prospective students of a particular academic community with an experience of acquiring fundamental concepts of their discipline before they become members of their target community.

Stability of multi-agent systems

This work attempts to shed light to the fundamental concepts behind the stability of Multi-Agent Systems. We view the system as a discrete time Markov chain with a potentially unknown transitional probability distribution. The system will be considered to be stable when its state has converged to an equilibrium distribution. Faced with the non-trivial task of establishing the convergence to such a distribution, we propose a hypothesis testing approach according to which we test whether the convergence of a particular system metric has occurred. We describe some artificial multi-agent ecosystems that were developed and we present results based on these systems which confirm that this approach qualitatively agrees with our intuition.

The competitive advantage of nations:origins and journey

Purpose – The purpose of this paper is to provide an understanding of the origins and journey of the fundamental ideas underpinning Michael Porter’s The Competitive Advantage of Nations as a means of assessing its influence. Design/methodology/approach – Drawing on a reflection of the book’s text and associated works by Porter, the paper shows how Porter’s thinking evolved from his earlier writings, as well as how his ideas went through further periods of development following the publication of The Competitive Advantage of Nations. Findings – The paper focuses on the emergence of Porter’s cluster theory and his growing acknowledgement of the role of innovation within processes of economic development. It shows how these concepts have provided a foundation for contemporary economic development practices. Also, the paper highlights how the fundamental concepts of Porter’s text have shifted from a unit of analysis focused on nations to one where subnational regions are the primary analytical unit. Originality/value – The paper concludes by suggesting that the nature of Porter’s conceptual insights is likely to ensure the long-term endurance of the fundamental lessons contained within The Competitive Advantage of Nations.