subject:(Semi discrete quadrature method of moments)

Delft University of Technology

1. Moghadasi Barazandeh, Mohsen (author). Quasi-1D Modelling of Particle-Laden Internal Turbulent Flows with Nucleation, Agglomeration and Breakup: Application to Asphaltenes Deposition in Oil Wells.

Degree: 2019, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:8f4460c2-dd09-4b54-9a06-9cd6327cc69b

► Particle-laden internal turbulent flows are very commonplace, for example, in petrochemical flow lines, oil wells and so on. From an engineering view point, modelling such… (more)

▼ Particle-laden internal turbulent flows are very commonplace, for example, in petrochemical flow lines, oil wells and so on. From an engineering view point, modelling such flows in a 3D or even 2D fashion may not be reasonable in terms of computational cost, especially when the flow domain is sufficiently long, and a large number of grid cells are needed to resolve the flow field. On the other hand, ID models are quite fast but only take into account the stream-wise variations of the flow characteristics, without providing any information on their cross-sectional distribution. In this work, a novel quasi-ID modelling framework was introduced, which is able to capture the flow field in both stream-wise and cross-stream directions and yet stay computationally more efficient than the 3D or 2D models. The quasi-ID modelling framework was developed based on the one-way coupling of a RANS model for the single-phase turbulent flow with an Eulerian model for the transport of the dispersed particle phase. The nucleation, agglomeration and breakup events were also taken into considera¬tion through the generic population balance equation, the solution of which was provided using the direct quadrature method of moments. The results of the quasi-ID single-phase flow model were verified and shown to be in accordance with those of the AN SYS Fluent 2D model for different test cases. The computational cost analysis revealed that the simulation CPU time of the quasi-ID model increases linearly with the number of streamwise grid cells (Nx), whereas that of the 2D model scales with Nx1.6, implying that the quasi-ID model will perform faster than the 2D model from a certain number of grid cells on. The quasi-ID multi-phase-flow tool was then used to address the transport and deposition of asphaltenes in oil wells, as an example of particle-laden internal turbulent flows. To this end, a simulation test case was set up with several simplifications, and the results were compared with those of a simpler ID model in the literature, as the benchmark. Due to the lack of an appropriate model for the collision efficiency of asphaltene particles, a model associated with liquid droplets was adopted and tuned to obtain a match between the results of this study and the benchmark. The outcome of the sensitivity analysis demonstrated that the collision efficiency plays an important role in determining the asphaltenes deposition profile along the well bore and needs to be modeled accurately. Advisors/Committee Members: Portela, Luis (mentor), Delft University of Technology (degree granting institution).

Subjects/Keywords: Quasi-one-dimensional; Particle-laden flow; Asphaltenes; Population Balance; quadrature method of moments

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APA (6^th Edition):

Moghadasi Barazandeh, M. (. (2019). Quasi-1D Modelling of Particle-Laden Internal Turbulent Flows with Nucleation, Agglomeration and Breakup: Application to Asphaltenes Deposition in Oil Wells. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:8f4460c2-dd09-4b54-9a06-9cd6327cc69b

Chicago Manual of Style (16^th Edition):

Moghadasi Barazandeh, Mohsen (author). “Quasi-1D Modelling of Particle-Laden Internal Turbulent Flows with Nucleation, Agglomeration and Breakup: Application to Asphaltenes Deposition in Oil Wells.” 2019. Masters Thesis, Delft University of Technology. Accessed January 24, 2021. http://resolver.tudelft.nl/uuid:8f4460c2-dd09-4b54-9a06-9cd6327cc69b.

MLA Handbook (7^th Edition):

Moghadasi Barazandeh, Mohsen (author). “Quasi-1D Modelling of Particle-Laden Internal Turbulent Flows with Nucleation, Agglomeration and Breakup: Application to Asphaltenes Deposition in Oil Wells.” 2019. Web. 24 Jan 2021.

Vancouver:

Moghadasi Barazandeh M(. Quasi-1D Modelling of Particle-Laden Internal Turbulent Flows with Nucleation, Agglomeration and Breakup: Application to Asphaltenes Deposition in Oil Wells. [Internet] [Masters thesis]. Delft University of Technology; 2019. [cited 2021 Jan 24]. Available from: http://resolver.tudelft.nl/uuid:8f4460c2-dd09-4b54-9a06-9cd6327cc69b.

Council of Science Editors:

Moghadasi Barazandeh M(. Quasi-1D Modelling of Particle-Laden Internal Turbulent Flows with Nucleation, Agglomeration and Breakup: Application to Asphaltenes Deposition in Oil Wells. [Masters Thesis]. Delft University of Technology; 2019. Available from: http://resolver.tudelft.nl/uuid:8f4460c2-dd09-4b54-9a06-9cd6327cc69b

University of Texas – Austin

2. Koo, Heeseok. Large-eddy simulations of scramjet engines.

Degree: PhD, Aerospace Engineering, 2011, University of Texas – Austin

URL: http://hdl.handle.net/2152/ETD-UT-2011-05-3203

► The main objective of this dissertation is to develop large-eddy simulation (LES) based computational tools for supersonic inlet and combustor design. In the recent past,… (more)

▼ The main objective of this dissertation is to develop large-eddy simulation (LES) based computational tools for supersonic inlet and combustor design. In the recent past, LES methodology has emerged as a viable tool for modeling turbulent combustion. LES computes the large scale mixing process accurately, thereby providing a better starting point for small-scale models that describe the combustion process. In fact, combustion models developed in the context of Reynolds-averaged Navier Stokes (RANS) equations exhibit better predictive capability when used in the LES framework. The development of a predictive computational tool based on LES will provide a significant boost to the design of scramjet engines. Although LES has been used widely in the simulation of subsonic turbulent flows, its application to high-speed flows has been hampered by a variety of modeling and numerical issues. In this work, we develop a comprehensive LES methodology for supersonic flows, focusing on the simulation of scramjet engine components. This work is divided into three sections. First, a robust compressible flow solver for a generalized high-speed flow configuration is developed. By using carefully designed numerical schemes, dissipative errors associated with discretization methods for high-speed flows are minimized. Multiblock and immersed boundary method are used to handle scramjet-specific geometries. Second, a new combustion model for compressible reactive flows is developed. Subsonic combustion models are not directly applicable in high-speed flows due to the coupling between the energy and velocity fields. Here, a probability density function (PDF) approach is developed for high-speed combustion. This method requires solution to a high dimensional PDF transport equation, which is achieved through a novel direct quadrature method of moments (DQMOM). The combustion model is validated using experiments on supersonic reacting flows. Finally, the LES methodology is used to study the inlet-isolator component of a dual-mode scramjet. The isolator is a critical component that maintains the compression shock structures required for stable combustor operation in ramjet mode. We simulate unsteady dynamics inside an experimental isolator, including the propagation of an unstart event that leads to loss of compression. Using a suite of simulations, the sensitivity of the results to LES models and numerical implementation is studied. Advisors/Committee Members: Raman, Venkat (advisor), Varghese, Philip L. (committee member), Clemens, Noel T. (committee member), Moser, Robert D. (committee member), Ezekoye, Ofodike A. (committee member).

Subjects/Keywords: Large-eddy simulations; Combustion model; DQMOM; Direct quadrature method of moments; Compressible flow; Shock capturing method; Hyperviscosity; Scramjet; Inlet-isolator; Unstart

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APA (6^th Edition):

Koo, H. (2011). Large-eddy simulations of scramjet engines. (Doctoral Dissertation). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/ETD-UT-2011-05-3203

Chicago Manual of Style (16^th Edition):

Koo, Heeseok. “Large-eddy simulations of scramjet engines.” 2011. Doctoral Dissertation, University of Texas – Austin. Accessed January 24, 2021. http://hdl.handle.net/2152/ETD-UT-2011-05-3203.

MLA Handbook (7^th Edition):

Koo, Heeseok. “Large-eddy simulations of scramjet engines.” 2011. Web. 24 Jan 2021.

Vancouver:

Koo H. Large-eddy simulations of scramjet engines. [Internet] [Doctoral dissertation]. University of Texas – Austin; 2011. [cited 2021 Jan 24]. Available from: http://hdl.handle.net/2152/ETD-UT-2011-05-3203.

Council of Science Editors:

Koo H. Large-eddy simulations of scramjet engines. [Doctoral Dissertation]. University of Texas – Austin; 2011. Available from: http://hdl.handle.net/2152/ETD-UT-2011-05-3203

3. Donde, Pratik Prakash. LES/PDF approach for turbulent reacting flows.

Degree: PhD, Aerospace Engineering, 2012, University of Texas – Austin

URL: http://hdl.handle.net/2152/19481

► The probability density function (PDF) approach is a powerful technique for large eddy simulation (LES) based modeling of turbulent reacting flows. In this approach, the… (more)

▼ The probability density function (PDF) approach is a powerful technique for large eddy simulation (LES) based modeling of turbulent reacting flows. In this approach, the joint-PDF of all reacting scalars is estimated by solving a PDF transport equation, thus providing detailed information about small-scale correlations between these quantities. The objective of this work is to further develop the LES/PDF approach for studying flame stabilization in supersonic combustors, and for soot modeling in turbulent flames. Supersonic combustors are characterized by strong shock-turbulence interactions which preclude the application of conventional Lagrangian stochastic methods for solving the PDF transport equation. A viable alternative is provided by quadrature based methods which are deterministic and Eulerian. In this work, it is first demonstrated that the numerical errors associated with LES require special care in the development of PDF solution algorithms. The direct quadrature method of moments (DQMOM) is one quadrature-based approach developed for supersonic combustion modeling. This approach is shown to generate inconsistent evolution of the scalar moments. Further, gradient-based source terms that appear in the DQMOM transport equations are severely underpredicted in LES leading to artificial mixing of fuel and oxidizer. To overcome these numerical issues, a new approach called semi-discrete quadrature method of moments (SeQMOM) is formulated. The performance of the new technique is compared with the DQMOM approach in canonical flow configurations as well as a three-dimensional supersonic cavity stabilized flame configuration. The SeQMOM approach is shown to predict subfilter statistics accurately compared to the DQMOM approach. For soot modeling in turbulent flows, an LES/PDF approach is integrated with detailed models for soot formation and growth. The PDF approach directly evolves the joint statistics of the gas-phase scalars and a set of moments of the soot number density function. This LES/PDF approach is then used to simulate a turbulent natural gas flame. A Lagrangian method formulated in cylindrical coordinates solves the high dimensional PDF transport equation and is coupled to an Eulerian LES solver. The LES/PDF simulations show that soot formation is highly intermittent and is always restricted to the fuel-rich region of the flow. The PDF of soot moments has a wide spread leading to a large subfilter variance. Further, the conditional statistics of soot moments conditioned on mixture fraction and reaction progress variable show strong correlation between the gas phase composition and soot moments. Advisors/Committee Members: Raman, Venkat (advisor), Clemens, Noel (committee member), Ezekoye, Ofodike (committee member), Goldstein, David (committee member), Moser, Robert (committee member).

Subjects/Keywords: Probability density function approach; Large eddy simulation; Supersonic combustion modeling; Soot modeling; Turbulent reacting flows; Direct quadrature method of moments; Semi-discrete quadrature method of moments; Quadrature based methods; Lagrangian Monte Carlo methods; Supersonic combustors; Flame stabilization; Polycyclic aromatic hydrocarbons; Soot-turbulence-chemistry interactions; Shock-turbulence-chemistry interactions

…3.3 Semi-discrete quadrature method of moments (SeQMOM) . . . 3.4 Numerical… …discrete quadrature method of moments (SeQMOM) is then developed. In Chapter 4, this… …Quadrature method of moments (QMOM) . . . . . . . . 3.1.2 Direct quadrature method of… …equation is called the direct quadrature method of moments (DQMOM) [22,54,60]… …quadrature method of moments (SeQMOM) is developed. 3.1 Quadrature based moment methods…

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Donde, P. P. (2012). LES/PDF approach for turbulent reacting flows. (Doctoral Dissertation). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/19481

Chicago Manual of Style (16^th Edition):

Donde, Pratik Prakash. “LES/PDF approach for turbulent reacting flows.” 2012. Doctoral Dissertation, University of Texas – Austin. Accessed January 24, 2021. http://hdl.handle.net/2152/19481.

MLA Handbook (7^th Edition):

Donde, Pratik Prakash. “LES/PDF approach for turbulent reacting flows.” 2012. Web. 24 Jan 2021.

Vancouver:

Donde PP. LES/PDF approach for turbulent reacting flows. [Internet] [Doctoral dissertation]. University of Texas – Austin; 2012. [cited 2021 Jan 24]. Available from: http://hdl.handle.net/2152/19481.

Council of Science Editors:

Donde PP. LES/PDF approach for turbulent reacting flows. [Doctoral Dissertation]. University of Texas – Austin; 2012. Available from: http://hdl.handle.net/2152/19481

Carnegie Mellon University

4. Marinho, Zita. Kernel and Moment Based Prediction and Planning : Applications to Robotics and Natural Language Processing.

Degree: 2018, Carnegie Mellon University

URL: http://repository.cmu.edu/dissertations/1225

► This thesis focuses on moment and kernel-based methods for applications in Robotics and Natural Language Processing. Kernel and moment-based learning leverage information about correlated data… (more)

▼ This thesis focuses on moment and kernel-based methods for applications in Robotics and Natural Language Processing. Kernel and moment-based learning leverage information about correlated data that allow the design of compact representations and efficient learning algorithms. We explore kernel algorithms for planning by leveraging inherently continuous properties of reproducing kernel Hilbert spaces. We introduce a kernel based robot motion planner based on gradient optimization, in a space of smooth trajectories, a reproducing kernel Hilbert space. We further study a kernel-based approach in the context of prediction, for learning a generative model, and in the context of planning for learning to interact with a controlled process. Our work on moment-based learning can be decomposed into two main branches: spectral techniques and anchor-based methods. Spectral learning describes a more expressive model, which implicitly uses hidden state variables. We use it as a means to obtain a more expressive predictive model that we can use to learn to control an interactive agent, in the context of reinforcement learning. We propose a combination of predictive representations with deep reinforcement learning to produce a recurrent network that is able to learn continuous policies under partial observability. We introduce an efficient end-to-end learning algorithm that is able to maximize cumulative reward while minimizing prediction error. We apply this approach to several continuous observation and action environments. Anchor learning, on the other hand, provides an explicit form of representing state variables, by relating states to unambiguous observations. We rely on anchor-based techniques to provide a form of explicitly recovering the model parameters, in particular when states have a discrete representation such as in many Natural Language Processing tasks. This family of methods provides an easier form of integrating supervised information during the learning process. We apply anchor-based algorithms on word labelling tasks in Natural Language Processing, namely semi-supervised part-of-speech tagging where annotations are learned from a large amount of raw text and a small annotated corpus.

Subjects/Keywords: Sequence prediction; Method of Moments; Semi-supervised learning; Predictive State Representations; Reinforcement-Learning

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Marinho, Z. (2018). Kernel and Moment Based Prediction and Planning : Applications to Robotics and Natural Language Processing. (Thesis). Carnegie Mellon University. Retrieved from http://repository.cmu.edu/dissertations/1225

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Marinho, Zita. “Kernel and Moment Based Prediction and Planning : Applications to Robotics and Natural Language Processing.” 2018. Thesis, Carnegie Mellon University. Accessed January 24, 2021. http://repository.cmu.edu/dissertations/1225.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Marinho, Zita. “Kernel and Moment Based Prediction and Planning : Applications to Robotics and Natural Language Processing.” 2018. Web. 24 Jan 2021.

Vancouver:

Marinho Z. Kernel and Moment Based Prediction and Planning : Applications to Robotics and Natural Language Processing. [Internet] [Thesis]. Carnegie Mellon University; 2018. [cited 2021 Jan 24]. Available from: http://repository.cmu.edu/dissertations/1225.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Marinho Z. Kernel and Moment Based Prediction and Planning : Applications to Robotics and Natural Language Processing. [Thesis]. Carnegie Mellon University; 2018. Available from: http://repository.cmu.edu/dissertations/1225

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Penn State University

5. Dong, Yi. Generalized method of moments approach for hyperparameter estimation for Gaussian Markov random ﬁelds.

Degree: 2018, Penn State University

URL: https://submit-etda.libraries.psu.edu/catalog/15147yxd51

► Gaussian Markov random field (GMRF) has shown good performance as a metamodel to design an adaptive random search algorithm for a Discrete Optimization via Simulation… (more)

Subjects/Keywords: Generalized method of moments; Gaussian Markov Random Field; Discrete Optimization via Simulation; Maximum Likelihood Estimation

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APA (6^th Edition):

Dong, Y. (2018). Generalized method of moments approach for hyperparameter estimation for Gaussian Markov random ﬁelds. (Thesis). Penn State University. Retrieved from https://submit-etda.libraries.psu.edu/catalog/15147yxd51

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Dong, Yi. “Generalized method of moments approach for hyperparameter estimation for Gaussian Markov random ﬁelds.” 2018. Thesis, Penn State University. Accessed January 24, 2021. https://submit-etda.libraries.psu.edu/catalog/15147yxd51.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Dong, Yi. “Generalized method of moments approach for hyperparameter estimation for Gaussian Markov random ﬁelds.” 2018. Web. 24 Jan 2021.

Vancouver:

Dong Y. Generalized method of moments approach for hyperparameter estimation for Gaussian Markov random ﬁelds. [Internet] [Thesis]. Penn State University; 2018. [cited 2021 Jan 24]. Available from: https://submit-etda.libraries.psu.edu/catalog/15147yxd51.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Dong Y. Generalized method of moments approach for hyperparameter estimation for Gaussian Markov random ﬁelds. [Thesis]. Penn State University; 2018. Available from: https://submit-etda.libraries.psu.edu/catalog/15147yxd51

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Penn State University

6. Roy, Somesh Prasad. Aerosol-dynamics-based soot modeling of flames.

Degree: 2014, Penn State University

URL: https://submit-etda.libraries.psu.edu/catalog/20625

► Modeling of soot formation and destruction in combustion systems involves modeling of fluid dynamics, chemistry, and radiative transfer. Each of these sub-problems are highly complex… (more)

▼ Modeling of soot formation and destruction in combustion systems involves modeling of fluid dynamics, chemistry, and radiative transfer. Each of these sub-problems are highly complex in nature and computationally very intensive. Considering complexity of these inter-connected processes of real-world combustion systems and computational cost associated with their modeling, a systematic comparative study of soot models is needed to identify an affordable, yet comprehensive and accurate model of soot prediction in device-scale and real-world combustion systems. Such a systematic study of two detailed soot models is performed in the current work. The models used in this study are a discrete sectional method (DSM) and a method of moments with interpolative closure (MOMIC). A semi-empirical soot model is also included in the study for comparison. Several gas-phase chemical mechanism were also tested with the soot models to identify the relative importance of gas-phase chemical mechanisms in the outcome of the soot simulations. Results showed the importance of the surface growth and nucleation schemes in predicting the soot volume fraction. Even though the surface growth contributed most to the soot mass growth, nucleation plays a critical role in final soot volume fraction by way of influencing the soot number density. Therefore, accurate prediction of nucleating species is key to the success of detailed soot model. The comparison of DSM and MOMIC showed very similar prediction trend in global quantities. The semi-empirical model, with proper tuning, was found to perform well in all the flames studied. DSM was found computationally most costly, while the semi-empirical model was computationally least expensive. The study in laminar flames was complemented by a direct numerical simulation (DNS) of a two-dimensional turbulent flame using MOMIC. A robust numerical scheme was developed and tested for MOMIC in DNS. The effects of turbulence on gas-phase chemistry and soot dynamics were explored from the data generated. Relative importance of soot surface reactions were found to be affected by both the scalar dissipation rate and the curvature of the instantaneous flame surface. Advisors/Committee Members: Daniel Connell Haworth, Dissertation Advisor/Co-Advisor, Daniel Connell Haworth, Committee Chair/Co-Chair, Stephen R Turns, Committee Member, Robert John Santoro, Committee Member, Padma Raghavan, Committee Member.

Subjects/Keywords: soot modeling; discrete sectional model; method of moments; aerosol dynamics; laminar flame; direct numerical simulation

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Roy, S. P. (2014). Aerosol-dynamics-based soot modeling of flames. (Thesis). Penn State University. Retrieved from https://submit-etda.libraries.psu.edu/catalog/20625

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Roy, Somesh Prasad. “Aerosol-dynamics-based soot modeling of flames.” 2014. Thesis, Penn State University. Accessed January 24, 2021. https://submit-etda.libraries.psu.edu/catalog/20625.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Roy, Somesh Prasad. “Aerosol-dynamics-based soot modeling of flames.” 2014. Web. 24 Jan 2021.

Vancouver:

Roy SP. Aerosol-dynamics-based soot modeling of flames. [Internet] [Thesis]. Penn State University; 2014. [cited 2021 Jan 24]. Available from: https://submit-etda.libraries.psu.edu/catalog/20625.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Roy SP. Aerosol-dynamics-based soot modeling of flames. [Thesis]. Penn State University; 2014. Available from: https://submit-etda.libraries.psu.edu/catalog/20625

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Colorado State University

7. Moin, Nabeel. Randomized hierarchical semi-separable structures for parallel direct double-higher-order method of moments.

Degree: MS(M.S.), Electrical and Computer Engineering, 2017, Colorado State University

URL: http://hdl.handle.net/10217/185771

► As technology grows more and more rapidly, the need for large-scale electromagnetics modelling arises. This includes software that can handle very large problems and simulate… (more)

Subjects/Keywords: double-higher-order; hierarchical semi-separable structures; randomized sampling; fast multipole method; computational electromagnetics; method of moments

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Moin, N. (2017). Randomized hierarchical semi-separable structures for parallel direct double-higher-order method of moments. (Masters Thesis). Colorado State University. Retrieved from http://hdl.handle.net/10217/185771

Chicago Manual of Style (16^th Edition):

Moin, Nabeel. “Randomized hierarchical semi-separable structures for parallel direct double-higher-order method of moments.” 2017. Masters Thesis, Colorado State University. Accessed January 24, 2021. http://hdl.handle.net/10217/185771.

MLA Handbook (7^th Edition):

Moin, Nabeel. “Randomized hierarchical semi-separable structures for parallel direct double-higher-order method of moments.” 2017. Web. 24 Jan 2021.

Vancouver:

Moin N. Randomized hierarchical semi-separable structures for parallel direct double-higher-order method of moments. [Internet] [Masters thesis]. Colorado State University; 2017. [cited 2021 Jan 24]. Available from: http://hdl.handle.net/10217/185771.

Council of Science Editors:

Moin N. Randomized hierarchical semi-separable structures for parallel direct double-higher-order method of moments. [Masters Thesis]. Colorado State University; 2017. Available from: http://hdl.handle.net/10217/185771

Università della Svizzera italiana

8. Ronchetti, Diego. Semi-parametric estimation of American option prices.

Degree: 2011, Università della Svizzera italiana

URL: http://doc.rero.ch/record/28209

► An American option provides the right to perform a specified financial transaction (sell, buy, exchange) on or before the contract maturity. Many different contracts traded… (more)

▼ An American option provides the right to perform a specified financial transaction (sell, buy, exchange) on or before the contract maturity. Many different contracts traded on centralized and OTC markets are of this kind. In particular, a plain vanilla American option is a contract between two parties concerning the possibility of selling or buying a reference asset (underlying) at a specified price (strike price). Setting the contract price and choosing the best moment for its exercise are two of the most studied problems in finance during the last 40 years. In financial markets, the behavior of the underlying is not predictable. Thus, a description of the probability law governing its stochastic evolution is necessary for the determination of the contract price and the optimal exercise decision. The majority of the existing literature focuses on mathematical and numerical procedures for computing the option price and determining the optimal exercise policy for a given law of motion of the underlying. For these purposes, only a model for the dynamics of the underlying under the risk-neutral distribution is required. When this approach is put into practice, typically a parametric model for such distribution is adopted and the parameters are calibrated on a cross-section of available option prices. On the contrary, in this PhD thesis, that summarizes the research conducted to obtain the degree of Doctor of Philosophy in Economics at the University of Lugano, an econometric framework for the empirical pricing of American options is developed. In this framework, a statistical model for the dynamics of the underlying is specified by the researcher and estimated on available data. Data include both time series of relevant state variables and cross-sections of observed option prices. The estimated model is then used to estimate the price of contracts that are not currently actively traded on the market. The econometric approach proposed in this thesis features three major characteristics. First, it is based on a coherent specification of both historical and risk-neutral dynamics. Second, the statistical model for the dynamics of the underlying is more general than most of the models previously considered in the literature. Third, the model parameters can be consistently estimated even when the amount of option data is limited. Advisors/Committee Members: Gagliardini, Patrick (Dir.).

Subjects/Keywords: Extended method of moments

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APA (6^th Edition):

Ronchetti, D. (2011). Semi-parametric estimation of American option prices. (Thesis). Università della Svizzera italiana. Retrieved from http://doc.rero.ch/record/28209

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Ronchetti, Diego. “Semi-parametric estimation of American option prices.” 2011. Thesis, Università della Svizzera italiana. Accessed January 24, 2021. http://doc.rero.ch/record/28209.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Ronchetti, Diego. “Semi-parametric estimation of American option prices.” 2011. Web. 24 Jan 2021.

Vancouver:

Ronchetti D. Semi-parametric estimation of American option prices. [Internet] [Thesis]. Università della Svizzera italiana; 2011. [cited 2021 Jan 24]. Available from: http://doc.rero.ch/record/28209.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ronchetti D. Semi-parametric estimation of American option prices. [Thesis]. Università della Svizzera italiana; 2011. Available from: http://doc.rero.ch/record/28209

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Hawaii – Manoa

9. Rush, John Volney. Three essays exploring the impact of natural disasters on education and poverty in El Salvador and Indonesia.

Degree: 2015, University of Hawaii – Manoa

URL: http://hdl.handle.net/10125/100374

►

Ph.D. University of Hawaii at Manoa 2014.

The first essay investigates the relationship between natural disasters and poverty at the district level in Indonesia. System… (more)

▼

Ph.D. University of Hawaii at Manoa 2014.

The first essay investigates the relationship between natural disasters and poverty at the district level in Indonesia. System generalized method of moments (GMM) and regional fixed effects models are employed, and the results suggest that damage to manufacturing facilities, hospitals, education centers, and religious buildings are important sources of increased poverty. The results also suggest that disasters associated with real losses can reduce inequality among the poor by primarily harming the relatively less poor. Disasters are also associated with a lower poverty line in the case of real losses, suggesting the estimates obtained using that measure are biased downward. In the second essay, data on enrollment rates in primary and lower secondary school are used to explore the ways natural disasters influence enrollment in education in Indonesia. The estimated coefficients are obtained using regional fixed effects regressions and suggest that disasters are generally (but not always) associated with lower enrollment. Damage to the employment sector is more important for primary school enrollment, while damage to agriculture and educational institutions is more important for lower secondary school enrollment. Damage to crops is associated with higher enrollment in lower secondary school. Additional regressions indicate that higher poverty exacerbates the negative impact of disasters on enrollment. In the third essay, household survey data is used to examine the impact of earthquakes on investment in education in El Salvador. Investment in education is measured using enrollment in and expenditures on education. Applying a difference-indifferences approach, it is estimated that being directly affected by the earthquakes leads to larger expenditures on education but that being located in a treated region is not associated with expenditures. A direct impact of the earthquakes is not associated with enrollment, but being located in a treated region leads to lower enrollment in the year of the earthquake. The negative impact of the earthquakes on enrollment dissipates quickly as there is no association between treatment and enrollment in the year following the earthquake.

Subjects/Keywords: generalized method of moments

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APA (6^th Edition):

Rush, J. V. (2015). Three essays exploring the impact of natural disasters on education and poverty in El Salvador and Indonesia. (Thesis). University of Hawaii – Manoa. Retrieved from http://hdl.handle.net/10125/100374

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Rush, John Volney. “Three essays exploring the impact of natural disasters on education and poverty in El Salvador and Indonesia.” 2015. Thesis, University of Hawaii – Manoa. Accessed January 24, 2021. http://hdl.handle.net/10125/100374.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Rush, John Volney. “Three essays exploring the impact of natural disasters on education and poverty in El Salvador and Indonesia.” 2015. Web. 24 Jan 2021.

Vancouver:

Rush JV. Three essays exploring the impact of natural disasters on education and poverty in El Salvador and Indonesia. [Internet] [Thesis]. University of Hawaii – Manoa; 2015. [cited 2021 Jan 24]. Available from: http://hdl.handle.net/10125/100374.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Rush JV. Three essays exploring the impact of natural disasters on education and poverty in El Salvador and Indonesia. [Thesis]. University of Hawaii – Manoa; 2015. Available from: http://hdl.handle.net/10125/100374

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Iowa State University

10. Madadi Kandjani, Ehsan. Quadrature-based models for multiphase and turbulent reacting flows.

Degree: 2017, Iowa State University

URL: https://lib.dr.iastate.edu/etd/16172

► The simulation of physical systems requires accurate and robust methods with relatively low cost and it is still the challenge in many applications of engineering… (more)

▼ The simulation of physical systems requires accurate and robust methods with relatively low cost and it is still the challenge in many applications of engineering processes, specifically in multiphase flow systems. Soot formation, distribution of the aerosols in the atmosphere, reactive precipitation, and combustion modeling are some examples of these processes. Computer simulations of theses systems require a model that can be adapted to that reality. In this study, a quadrature based method of moments (QBMM) is used to address the problems related to the reactive multiphase flow systems. First, the log-normal kernel density function is implemented into the extended quadrature method of moments (Ln-EQMOM). Ln-EQMOM is verified reconstructing the NDF and calculating the moments of a distribution obtained by the linear combination of two log-normal distributions. Later, this numerical procedure is used for problems of aggregation and breakup of fine particles to solve the population balance equation (PBE). The results are compared to the rigorous solutions reported for the cases under consideration \citep{vanni2000}. Finally, the method is verified using two analytically known problems (it{e.g.} coalescence and condensation). In comparison to EQMOM with Γ kernel density function \citep{yuan2012}, Ln-EQMOM is faster in terms of computations and it preserves the moments more accurately. Then EQMOM with β kernel density function is implemented to approximate the solution of the transport equation for the composition probability density function (PDF) of a passive scalar using the Fokker-Planck model to treat the molecular mixing term. The results then compared in a similar condition to those obtained with direct numerical simulation (DNS). The L₂ norm of the PDF is reported for two test cases that have been considered. Later the new approach is introduced to address the problems includes the mixing and reaction. Conditional quadrature method of moments (CQMOM) and using the joint composition PDF for the mixture fraction and progress variables, it is possible to address the problems with two consecutive competitive reactions, one reaction and fast reaction, all including the mixing of reactants. direct quadrature method of moments (DQMOM) also expressed for the joint composition PDF. Results obtained with CQMOM and DQMOM are compared with each other. Finally, the CQMOM approach for mixing problems was tested considering two consecutive competitive reactions to verify the implementation and validate the proposed approach. Coupled mixing-PBE approach was then used to investigate polymer aggregation in a multi-inlet vortex reactor (MIVR), typically used to perform flash nanoprecipitation for the production of nanoparticles used in pharmaceutical applications.

Subjects/Keywords: Aggregation and Breakage; Extended Quadrature Method of Moments; Fokker-Planck Micromixing Closure; Log-normal Kernel Density Function; Mixing and Reacting Flows; Population Balance Equation; Mechanical Engineering

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APA (6^th Edition):

Madadi Kandjani, E. (2017). Quadrature-based models for multiphase and turbulent reacting flows. (Thesis). Iowa State University. Retrieved from https://lib.dr.iastate.edu/etd/16172

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Madadi Kandjani, Ehsan. “Quadrature-based models for multiphase and turbulent reacting flows.” 2017. Thesis, Iowa State University. Accessed January 24, 2021. https://lib.dr.iastate.edu/etd/16172.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Madadi Kandjani, Ehsan. “Quadrature-based models for multiphase and turbulent reacting flows.” 2017. Web. 24 Jan 2021.

Vancouver:

Madadi Kandjani E. Quadrature-based models for multiphase and turbulent reacting flows. [Internet] [Thesis]. Iowa State University; 2017. [cited 2021 Jan 24]. Available from: https://lib.dr.iastate.edu/etd/16172.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Madadi Kandjani E. Quadrature-based models for multiphase and turbulent reacting flows. [Thesis]. Iowa State University; 2017. Available from: https://lib.dr.iastate.edu/etd/16172

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

11. Cooney, Alanna Y. Computational Methods for Modeling Multicomponent Droplet Vaporization.

Degree: 2018, Marquette University

URL: https://epublications.marquette.edu/theses_open/464

► Computational fluid dynamics (CFD) models for combustion of multicomponent hydrocarbon fuels must often prioritize computational efficiency over model complexity, leading to oversimplifying assumptions in the… (more)

Subjects/Keywords: Chemical functional group; Continuous Thermodynamics; Coupled Algebraic – Direct Quadrature Method of Moments; Delumping; Hybrid surrogate; Multicomponent droplet vaporization; Energy Systems; Heat Transfer, Combustion; Mechanical Engineering

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Cooney, A. Y. (2018). Computational Methods for Modeling Multicomponent Droplet Vaporization. (Thesis). Marquette University. Retrieved from https://epublications.marquette.edu/theses_open/464

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Cooney, Alanna Y. “Computational Methods for Modeling Multicomponent Droplet Vaporization.” 2018. Thesis, Marquette University. Accessed January 24, 2021. https://epublications.marquette.edu/theses_open/464.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Cooney, Alanna Y. “Computational Methods for Modeling Multicomponent Droplet Vaporization.” 2018. Web. 24 Jan 2021.

Vancouver:

Cooney AY. Computational Methods for Modeling Multicomponent Droplet Vaporization. [Internet] [Thesis]. Marquette University; 2018. [cited 2021 Jan 24]. Available from: https://epublications.marquette.edu/theses_open/464.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Cooney AY. Computational Methods for Modeling Multicomponent Droplet Vaporization. [Thesis]. Marquette University; 2018. Available from: https://epublications.marquette.edu/theses_open/464

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Virginia Tech

12. Zhang, Yonghui. Essays on Taxation, Marriage, and Labor Supply.

Degree: PhD, Economics, 2015, Virginia Tech

URL: http://hdl.handle.net/10919/76670

► My dissertation consists of three essays on labor supply responses, along the extensive margin (participation into the labor force) and along the intensive margin (intensity… (more)

▼ My dissertation consists of three essays on labor supply responses, along the extensive margin (participation into the labor force) and along the intensive margin (intensity of work on the job). The first two essays focus on the labor supply responsiveness of single women with children to taxation and welfare programs. The third essay investigates the effects of marriage, the wage rate, and the associated tax rate on men's labor supply. In the first essay, to avoid bias from the fact that labor supply outcomes are being driven by self-selection, I build a dynamic stochastic discrete choice model to investigate the long run effects of the earned income tax credit and welfare policies on single mothers' labor supply. Simulated method of moments is used to estimate parameters of this dynamic model, based on March CPS data files from 1964 to 2013. I compare the performance of the dynamic stochastic discrete choice model, a static model, and a reduced-form model. My analysis concludes that the dynamic stochastic discrete choice model captures the simultaneous impact of the state variables on the predicted employment decision. My study provides evidence of the long-run positive effect of public policy on low income families in a life-cycle setting. This essay also emphasizes the importance of education in increasing single mothers' labor supply. The second essay is designed to identify factors that help single mothers leave TANF within a short span of time. I find strong evidence for the importance of child support assistance to single mothers' success in exiting TANF with a job. I uncover evidence that work-related activities do not induce TANF participants to leave within a short span of time. My analysis also suggests that health issues significantly limit the ability of single mothers to exit TANF. In the third essay, the main research question is how marital status affects the elasticity of the labor supply of males with respect to wages and taxes, in a life-cycle setting. A dynamic panel data model, which extends the literature on dynamic labor supply, indicates that the elasticity of men's labor supply with respect to wages and taxes is affected by marital status. The empirical results using the Panel Study of Income Dynamics (PSID) data show that men who are continuously married to the same wife have a lower average Frisch elasticity than others. Advisors/Committee Members: Tideman, Thorwald Nicolaus (committeechair), Plassman, Florenz (committee member), Cothren, Richard D. (committee member), Ge, Suqin (committee member), Tsang, Kwok Ping (committee member).

Subjects/Keywords: Labor Supply; Earned Income Tax Credit; Dynamic Stochastic Discrete Choice Model; Simulated Method of Moments; Single Mothers; Multinomial Logit; Frisch Elasticity

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Zhang, Y. (2015). Essays on Taxation, Marriage, and Labor Supply. (Doctoral Dissertation). Virginia Tech. Retrieved from http://hdl.handle.net/10919/76670

Chicago Manual of Style (16^th Edition):

Zhang, Yonghui. “Essays on Taxation, Marriage, and Labor Supply.” 2015. Doctoral Dissertation, Virginia Tech. Accessed January 24, 2021. http://hdl.handle.net/10919/76670.

MLA Handbook (7^th Edition):

Zhang, Yonghui. “Essays on Taxation, Marriage, and Labor Supply.” 2015. Web. 24 Jan 2021.

Vancouver:

Zhang Y. Essays on Taxation, Marriage, and Labor Supply. [Internet] [Doctoral dissertation]. Virginia Tech; 2015. [cited 2021 Jan 24]. Available from: http://hdl.handle.net/10919/76670.

Council of Science Editors:

Zhang Y. Essays on Taxation, Marriage, and Labor Supply. [Doctoral Dissertation]. Virginia Tech; 2015. Available from: http://hdl.handle.net/10919/76670

13. Peña Monferrer, Carlos. Computational fluid dynamics multiscale modelling of bubbly flow. A critical study and new developments on volume of fluid, discrete element and two-fluid methods .

Degree: 2017, Universitat Politècnica de València

URL: http://hdl.handle.net/10251/90493

► The study and modelling of two-phase flow, even the simplest ones such as the bubbly flow, remains a challenge that requires exploring the physical phenomena… (more)

▼ The study and modelling of two-phase flow, even the simplest ones such as the bubbly flow, remains a challenge that requires exploring the physical phenomena from different spatial and temporal resolution levels. CFD (Computational Fluid Dynamics) is a widespread and promising tool for modelling, but nowadays, there is no single approach or method to predict the dynamics of these systems at the different resolution levels providing enough precision of the results. The inherent difficulties of the events occurring in this flow, mainly those related with the interface between phases, makes that low or intermediate resolution level approaches as system codes (RELAP, TRACE, ...) or 3D TFM (Two-Fluid Model) have significant issues to reproduce acceptable results, unless well-known scenarios and global values are considered. Instead, methods based on high resolution level such as Interfacial Tracking Method (ITM) or Volume Of Fluid (VOF) require a high computational effort that makes unfeasible its use in complex systems. In this thesis, an open-source simulation framework has been designed and developed using the OpenFOAM library to analyze the cases from microescale to macroscale levels. The different approaches and the information that is required in each one of them have been studied for bubbly flow. In the first part, the dynamics of single bubbles at a high resolution level have been examined through VOF. This technique has allowed to obtain accurate results related to the bubble formation, terminal velocity, path, wake and instabilities produced by the wake. However, this approach has been impractical for real scenarios with more than dozens of bubbles. Alternatively, this thesis proposes a CFD Discrete Element Method (CFD-DEM) technique, where each bubble is represented discretely. A novel solver for bubbly flow has been developed in this thesis. This includes a large number of improvements necessary to reproduce the bubble-bubble and bubble-wall interactions, turbulence, velocity seen by the bubbles, momentum and mass exchange term over the cells or bubble expansion, among others. But also new implementations as an algorithm to seed the bubbles in the system have been incorporated. As a result, this new solver gives more accurate results as the provided up to date. Following the decrease on resolution level, and therefore the required computational resources, a 3D TFM have been developed with a population balance equation solved with an implementation of the Quadrature Method Of Moments (QMOM). The solver is implemented with the same closure models as the CFD-DEM to analyze the effects involved with the lost of information due to the averaging of the instantaneous Navier-Stokes equation. The analysis of the results with CFD-DEM reveals the discrepancies found by considering averaged values and homogeneous flow in the models of the classical TFM formulation. Finally, for the lowest resolution level approach, the system code RELAP5/MOD3 is used for modelling the bubbly flow regime. The code has been modified to… Advisors/Committee Members: Chiva Vicent, Sergio (advisor), Muñoz-Cobo González, José Luís (advisor).

Subjects/Keywords: two-phase flow; bubbles; bubbly flow; vertical upward bubbly flow; multiscale modelling; OpenFOAM; Computational Fluid Dynamics; CFD; Volume of Fluid; VOF; Discrete Element Methods; CFD-DEM; Two-Fluid Model; One-Dimensional Two-Fluid Model; TFM; Quadrature Method Of Moments; QMOM; RELAP; experimental validation; Virtual Needle Probe System; vertical pipe; perforated plate; bubble decompression; Continuous Random Walk; terminal velocity; wake; bubble-induced turbulence; soft-sphere model; bubble-bubble interactions; bubble-wall interactions

11 more images…

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Peña Monferrer, C. (2017). Computational fluid dynamics multiscale modelling of bubbly flow. A critical study and new developments on volume of fluid, discrete element and two-fluid methods . (Doctoral Dissertation). Universitat Politècnica de València. Retrieved from http://hdl.handle.net/10251/90493

Chicago Manual of Style (16^th Edition):

Peña Monferrer, Carlos. “Computational fluid dynamics multiscale modelling of bubbly flow. A critical study and new developments on volume of fluid, discrete element and two-fluid methods .” 2017. Doctoral Dissertation, Universitat Politècnica de València. Accessed January 24, 2021. http://hdl.handle.net/10251/90493.

MLA Handbook (7^th Edition):

Peña Monferrer, Carlos. “Computational fluid dynamics multiscale modelling of bubbly flow. A critical study and new developments on volume of fluid, discrete element and two-fluid methods .” 2017. Web. 24 Jan 2021.

Vancouver:

Peña Monferrer C. Computational fluid dynamics multiscale modelling of bubbly flow. A critical study and new developments on volume of fluid, discrete element and two-fluid methods . [Internet] [Doctoral dissertation]. Universitat Politècnica de València; 2017. [cited 2021 Jan 24]. Available from: http://hdl.handle.net/10251/90493.

Council of Science Editors:

Peña Monferrer C. Computational fluid dynamics multiscale modelling of bubbly flow. A critical study and new developments on volume of fluid, discrete element and two-fluid methods . [Doctoral Dissertation]. Universitat Politècnica de València; 2017. Available from: http://hdl.handle.net/10251/90493

Penn State University

14. Otero, Karina Vanesa. On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models.

Degree: 2016, Penn State University

URL: https://submit-etda.libraries.psu.edu/catalog/b8515n370

► Chapter 1 proposes a new approach to estimate general stationary diffusion processes that describe the evolution of unobserved arrival rates of credit events on sovereign… (more)

▼ Chapter 1 proposes a new approach to estimate general stationary diffusion processes that describe the evolution of unobserved arrival rates of credit events on sovereign bonds, allowing for arbitrary parametric drift and diffusion specifications. The solutions and transition processes for stationary diffusions are generally unknown in closed form and therefore standard maximum likelihood methods do not apply. Moreover, the arrival rates of credit events on sovereign bonds are unobservable and a direct nonparametric estimation does not work. Chapter 1 overcomes these challenges combining a semi-nonparametric estimator in the framework of the Efficient Method of Moments, and a reduced-form model for pricing sovereign bonds and credit default swaps. The application for Brazil sovereign assets explores the performance of the model under different specifications of the intensity process. Chapter 2 proves a nonparametric identification result for a stochastic dynamic discrete-choice game of incomplete information. The joint distribution of the private information and the stage game payoffs of the players are both assumed unknown for the econometrician and the private information across alternatives is allowed to have different distributions and be dependent. This setup poses a circularity problem in the identification strategy that has not been solved for dynamic games. Chapter 2 proposes a solution through exclusion restrictions and implied properties of the unknown functions. Under the assumptions that the distribution of the private shocks for the outside option is known and the outside option's shocks are independent of other shocks, the results jointly identify the stage game payoffs and the joint distribution of the private information. Chapter 3 proposes a new nonparametric identification strategy for static multiple choice models with random heterogeneity in unobservables. The strategy relies on functional properties of the sub-utilities and the distribution of the unobservables, a known payoff function for the “outside option” and exclusion restrictions for all but one alternative. This new strategy does not transform the multiple choice model into a set of binary models, does not need “special regressors”, additive separability on observables or differentiability conditions. Some ideas for this new identification strategy are borrowed from a theorem published in 1993 that intended to identify all the sub-utility functions but one and also the distribution of the shocks in differences. However, the proof of this published theorem is incorrect and (to the best of my knowledge) this chapter is the first literature pointing this out and providing a new proof of a different version of the theorem after modifications of its assumptions. Advisors/Committee Members: Andrew Ronald Gallant, Dissertation Advisor/Co-Advisor.

Subjects/Keywords: Intensity of default; Sovereign bonds; Eﬃcient Method of Moments (EMM); Semi-nonparametric (SNP) econometrics; Hermite; Latent variables; Estimation of stochastic diﬀerential equations; Estimation of diﬀusions; Asset pricing; Numerical methods for partial diﬀerential equations; Credit risk; Cox process; Credit derivatives; Credit Default Swaps (CDS); Nonparametric identiﬁcation; dynamic multinomial choice games; Dynamic Markov game; Markov decision processes; Multiple choice models; Econometric Identiﬁcation; Incomplete information; Dynamic discrete choice; Discrete decision process; Decision model.; Dynamic multinomial choice games; Decision model

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Otero, K. V. (2016). On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models. (Thesis). Penn State University. Retrieved from https://submit-etda.libraries.psu.edu/catalog/b8515n370

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Otero, Karina Vanesa. “On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models.” 2016. Thesis, Penn State University. Accessed January 24, 2021. https://submit-etda.libraries.psu.edu/catalog/b8515n370.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Otero, Karina Vanesa. “On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models.” 2016. Web. 24 Jan 2021.

Vancouver:

Otero KV. On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models. [Internet] [Thesis]. Penn State University; 2016. [cited 2021 Jan 24]. Available from: https://submit-etda.libraries.psu.edu/catalog/b8515n370.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Otero KV. On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models. [Thesis]. Penn State University; 2016. Available from: https://submit-etda.libraries.psu.edu/catalog/b8515n370

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Manchester

15. Augustine-Ohwo, Odaro. Estimating Break Points In Linear Models: A GMM Approach.

Degree: 2016, University of Manchester

URL: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:301430

► In estimating econometric time series models, it is assumed that the parameters remain constant over the period examined.This assumption may not always be valid when… (more)

▼ In estimating econometric time series models, it is assumed that the parameters remain constant over the period examined.This assumption may not always be valid when using data which span an extended period, as the underlying relationships between the variables in these models are exposed to various exogenous shifts.It is therefore imperative to examine the stability of models as failure to identify any changes could result in wrong predictions or inappropriate policy recommendations.This research proposes a method of estimating the location of break points in linear econometric models with endogenous regressors, estimated using Generalised Method of Moments (GMM).The proposed estimation method is based on Wald, Lagrange Multiplier and Difference type test statistics of parameter variation.In this study, the equation which sets out the relationship between the endogenous regressor and the instruments is referred to as the Jacobian Equation (JE).The thesis is presented along two main categories: Stable JE and Unstable JE.Under the Stable JE, models with a single and multiple breaks in the Structural Equation (SE) are examined.The break fraction estimators obtained are shown to be consistent for the true break fraction in the model.Additionally, using the fixed break approach, their T-convergence rates are established. Monte Carlo simulations which support the asymptotic properties are presented.Two main types of Unstable JE models are considered: a model with a single break only in the JE and another with a break in both the JE and SE.The asymptotic properties of the estimators obtained from these models are intractable under the fixed break approach, hence the thesis provides essential steps towards establishing the properties using the shrinking breaks approach.Nonetheless, a series of Monte Carlo simulations conducted provide strong support for the consistency of the break fraction estimators under the Unstable JE.A combined procedure for testing and estimating significant break points is detailed in the thesis.This method yields a consistent estimator of the true number of breaks in the model, as well as their locations.Lastly, an empirical application of the proposed methodology is presented using the New Keynesian Phillips Curve (NKPC) model for U.S. data.A previous study has found this NKPC model is unstable, having two endogenous regressors with Unstable JE.Using the combined testing and estimation approach, similar break points were estimated at 1975:2 and 1981:1.Therefore, using the GMM estimation approach proposed in this study, the presence of a Stable or Unstable JE does not affect estimations of breaks in the SE.A researcher can focus directly on estimating potential break points in the SE without having to pre-estimate the breaks in the JE, as is currently performed using Two Stage Least Squares. Advisors/Committee Members: SINKO, ARTHUR A, Hall, Alastair, Sinko, Arthur.

Subjects/Keywords: Generalised Method of Moments; Structural Stability

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Augustine-Ohwo, O. (2016). Estimating Break Points In Linear Models: A GMM Approach. (Doctoral Dissertation). University of Manchester. Retrieved from http://www.manchester.ac.uk/escholar/uk-ac-man-scw:301430

Chicago Manual of Style (16^th Edition):

Augustine-Ohwo, Odaro. “Estimating Break Points In Linear Models: A GMM Approach.” 2016. Doctoral Dissertation, University of Manchester. Accessed January 24, 2021. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:301430.

MLA Handbook (7^th Edition):

Augustine-Ohwo, Odaro. “Estimating Break Points In Linear Models: A GMM Approach.” 2016. Web. 24 Jan 2021.

Vancouver:

Augustine-Ohwo O. Estimating Break Points In Linear Models: A GMM Approach. [Internet] [Doctoral dissertation]. University of Manchester; 2016. [cited 2021 Jan 24]. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:301430.

Council of Science Editors:

Augustine-Ohwo O. Estimating Break Points In Linear Models: A GMM Approach. [Doctoral Dissertation]. University of Manchester; 2016. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:301430

University of Manchester

16. Augustine-Ohwo, Odaro. Estimating break points in linear models : a GMM approach.

Degree: PhD, 2016, University of Manchester

URL: https://www.research.manchester.ac.uk/portal/en/theses/estimating-break-points-in-linear-models-a-gmm-approach(804d83e3-dad8-4cda-b1e1-fbfce7ef41b8).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.689591

► In estimating econometric time series models, it is assumed that the parameters remain constant over the period examined. This assumption may not always be valid… (more)

▼ In estimating econometric time series models, it is assumed that the parameters remain constant over the period examined. This assumption may not always be valid when using data which span an extended period, as the underlying relationships between the variables in these models are exposed to various exogenous shifts. It is therefore imperative to examine the stability of models as failure to identify any changes could result in wrong predictions or inappropriate policy recommendations. This research proposes a method of estimating the location of break points in linear econometric models with endogenous regressors, estimated using Generalised Method of Moments (GMM). The proposed estimation method is based on Wald, Lagrange Multiplier and Difference type test statistics of parameter variation. In this study, the equation which sets out the relationship between the endogenous regressor and the instruments is referred to as the Jacobian Equation (JE). The thesis is presented along two main categories: Stable JE and Unstable JE. Under the Stable JE, models with a single and multiple breaks in the Structural Equation (SE) are examined. The break fraction estimators obtained are shown to be consistent for the true break fraction in the model. Additionally, using the fixed break approach, their T-convergence rates are established. Monte Carlo simulations which support the asymptotic properties are presented. Two main types of Unstable JE models are considered: a model with a single break only in the JE and another with a break in both the JE and SE. The asymptotic properties of the estimators obtained from these models are intractable under the fixed break approach, hence the thesis provides essential steps towards establishing the properties using the shrinking breaks approach. Nonetheless, a series of Monte Carlo simulations conducted provide strong support for the consistency of the break fraction estimators under the Unstable JE. A combined procedure for testing and estimating significant break points is detailed in the thesis. This method yields a consistent estimator of the true number of breaks in the model, as well as their locations. Lastly, an empirical application of the proposed methodology is presented using the New Keynesian Phillips Curve (NKPC) model for U.S. data. A previous study has found this NKPC model is unstable, having two endogenous regressors with Unstable JE. Using the combined testing and estimation approach, similar break points were estimated at 1975:2 and 1981:1. Therefore, using the GMM estimation approach proposed in this study, the presence of a Stable or Unstable JE does not affect estimations of breaks in the SE. A researcher can focus directly on estimating potential break points in the SE without having to pre-estimate the breaks in the JE, as is currently performed using Two Stage Least Squares.

Subjects/Keywords: 332; Generalised Method of Moments; Structural Stability

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APA (6^th Edition):

Augustine-Ohwo, O. (2016). Estimating break points in linear models : a GMM approach. (Doctoral Dissertation). University of Manchester. Retrieved from https://www.research.manchester.ac.uk/portal/en/theses/estimating-break-points-in-linear-models-a-gmm-approach(804d83e3-dad8-4cda-b1e1-fbfce7ef41b8).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.689591

Chicago Manual of Style (16^th Edition):

Augustine-Ohwo, Odaro. “Estimating break points in linear models : a GMM approach.” 2016. Doctoral Dissertation, University of Manchester. Accessed January 24, 2021. https://www.research.manchester.ac.uk/portal/en/theses/estimating-break-points-in-linear-models-a-gmm-approach(804d83e3-dad8-4cda-b1e1-fbfce7ef41b8).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.689591.

MLA Handbook (7^th Edition):

Augustine-Ohwo, Odaro. “Estimating break points in linear models : a GMM approach.” 2016. Web. 24 Jan 2021.

Vancouver:

Augustine-Ohwo O. Estimating break points in linear models : a GMM approach. [Internet] [Doctoral dissertation]. University of Manchester; 2016. [cited 2021 Jan 24]. Available from: https://www.research.manchester.ac.uk/portal/en/theses/estimating-break-points-in-linear-models-a-gmm-approach(804d83e3-dad8-4cda-b1e1-fbfce7ef41b8).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.689591.

Council of Science Editors:

Augustine-Ohwo O. Estimating break points in linear models : a GMM approach. [Doctoral Dissertation]. University of Manchester; 2016. Available from: https://www.research.manchester.ac.uk/portal/en/theses/estimating-break-points-in-linear-models-a-gmm-approach(804d83e3-dad8-4cda-b1e1-fbfce7ef41b8).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.689591

17. Pedel, Julien. Large eddy simulations of coal jet flame ignition using the direct quadrature method of moments.

Degree: PhD, Chemical Engineering, 2012, University of Utah

URL: http://content.lib.utah.edu/cdm/singleitem/collection/etd3/id/1783/rec/1463

► The Direct Quadrature Method of Moments (DQMOM) was implemented in the Large Eddy Simulation (LES) tool ARCHES to model coal particles. LES coupled with DQMOM… (more)

Subjects/Keywords: Cfd; Coal; Direct quadrature method of moments; Dqmom; Large eddy simulation; Particles

…JET FLAME IGNITION USING THE DIRECT QUADRATURE METHOD OF MOMENTS… …Quadrature Method of Moments (DQMOM) was chosen to represent particles in an Eulerian… …QUADRATURE METHOD OF MOMENTS Julien Pedel∗, a , Jeremy N. Thornocka , Sean T. Smitha , Philip J… …Quadrature Method of Moments (DQMOM) was used to track the particle phase in an Eulerian… …and a new method known as quadrature method of moments (QMOM) has been proposed…

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APA (6^th Edition):

Pedel, J. (2012). Large eddy simulations of coal jet flame ignition using the direct quadrature method of moments. (Doctoral Dissertation). University of Utah. Retrieved from http://content.lib.utah.edu/cdm/singleitem/collection/etd3/id/1783/rec/1463

Chicago Manual of Style (16^th Edition):

Pedel, Julien. “Large eddy simulations of coal jet flame ignition using the direct quadrature method of moments.” 2012. Doctoral Dissertation, University of Utah. Accessed January 24, 2021. http://content.lib.utah.edu/cdm/singleitem/collection/etd3/id/1783/rec/1463.

MLA Handbook (7^th Edition):

Pedel, Julien. “Large eddy simulations of coal jet flame ignition using the direct quadrature method of moments.” 2012. Web. 24 Jan 2021.

Vancouver:

Pedel J. Large eddy simulations of coal jet flame ignition using the direct quadrature method of moments. [Internet] [Doctoral dissertation]. University of Utah; 2012. [cited 2021 Jan 24]. Available from: http://content.lib.utah.edu/cdm/singleitem/collection/etd3/id/1783/rec/1463.

Council of Science Editors:

Pedel J. Large eddy simulations of coal jet flame ignition using the direct quadrature method of moments. [Doctoral Dissertation]. University of Utah; 2012. Available from: http://content.lib.utah.edu/cdm/singleitem/collection/etd3/id/1783/rec/1463

INP Toulouse

18. Wunsch, Dirk. Theoretical and numerical study of collision and coalescence - Statistical modeling approaches in gas-droplet turbulent flows : Étude théorique et numérique de collision et coalescence - Approches statistiques de la modélisation des écoulements turbulents gaz-gouttes.

Degree: Docteur es, Dynamique des fluides, 2009, INP Toulouse

URL: http://www.theses.fr/2009INPT031H

►

Ce travail consiste en une étude des phénomènes de coalescence dans un nuage de gouttes, par la simulation numérique directe d'un écoulement turbulent gazeux, couplée… (more)

▼

Ce travail consiste en une étude des phénomènes de coalescence dans un nuage de gouttes, par la simulation numérique directe d'un écoulement turbulent gazeux, couplée avec une approche de suivi Lagrangien pour la phase dispersée. La première étape consiste à développer et valider une méthode de détection des collisions pour une phase polydispersée. Elle est ensuite implémentée dans un code couplé de simulation directe et de suivi Lagrangien existant. Des simulations sont menées pour une turbulence homogène isotrope de la phase continue et pour des phases dispersées en équilibre avec le fluide. L'influence de l'inertie des gouttes et de la turbulence sur le taux de coalescence des gouttes est discutée dans un régime de coalescence permanente. Un aperçu est donné de la prise en compte d'autres régimes de collision et de coalescence entre gouttes. Ces simulations sont la base de développement et de validation des approches utilisées dans les calculs à l'échelle industrielle. En particulier, les résultats des simulations sont comparés avec les prédictions d'une approche Lagrangienne de type Monte-Carlo et de l'approche Eulerienne 'Direct Quadrature Method of Moments' (DQMOM). Différents types de fermeture des termes de coalescence sont validés. Les uns sont basés sur l'hypothèse de chaos-moléculaire, les autres sont capables de prendre en compte des corrélations de vitesses des gouttes avant la collision. Il est montré que cette derniere approche prédit beaucoup mieux le taux de coalescence par comparaison avec les résultats des simulations déterministes.

Coalescence in a droplet cloud is studied in this work by means of direct numerical simulation of the turbulent gas flow, which is coupled with a Lagrangian tracking of the disperse phase. In a first step, a collision detection algorithm is developed and validated, which can account for a polydisperse phase. This algorithm is then implemented into an existing code for direct numerical simulations coupled with a Lagrangian tracking scheme. Second, simulations are performed for the configuration of homogeneous isotropic turbulence of the fluid phase and a disperse phase in local equilibrium with the fluid. The influence of both droplet inertia and turbulence intensity on the coalescence rate of droplets is discussed in a pure permanent coalescence regime. First results are given, if other droplet collision outcomes than permanent coalescence (i.e. stretching and reflexive separation) are considered. These results show a strong dependence on the droplet inertia via the relative velocity of the colliding droplets at the moment of collision. The performed simulations serve also as reference data base for the development and validation of statistical modeling approaches, which can be used for simulations of industrial problems. In particular, the simulation results are compared to predictions from a Lagrangian Monte-Carlo type approach and the Eulerian 'Direct Quadrature Method of Moments' (DQMOM) approach. Different closures are validated for the coalescence terms in…

Advisors/Committee Members: Simonin, Olivier (thesis director), Fede, Pascal (thesis director).

Subjects/Keywords: Modelisation statistique; Ecoulement gaz-gouttes turbulent; Coalescence; Monte-Carlo; DQMOM; Approche PDF; Statistical modeling approaches; Droplet coalescence; Turbulent two-phase flows; PDF approach; Monte-Carlo; Direct Quadrature Method of Moments (DQMOM)

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Wunsch, D. (2009). Theoretical and numerical study of collision and coalescence - Statistical modeling approaches in gas-droplet turbulent flows : Étude théorique et numérique de collision et coalescence - Approches statistiques de la modélisation des écoulements turbulents gaz-gouttes. (Doctoral Dissertation). INP Toulouse. Retrieved from http://www.theses.fr/2009INPT031H

Chicago Manual of Style (16^th Edition):

Wunsch, Dirk. “Theoretical and numerical study of collision and coalescence - Statistical modeling approaches in gas-droplet turbulent flows : Étude théorique et numérique de collision et coalescence - Approches statistiques de la modélisation des écoulements turbulents gaz-gouttes.” 2009. Doctoral Dissertation, INP Toulouse. Accessed January 24, 2021. http://www.theses.fr/2009INPT031H.

MLA Handbook (7^th Edition):

Wunsch, Dirk. “Theoretical and numerical study of collision and coalescence - Statistical modeling approaches in gas-droplet turbulent flows : Étude théorique et numérique de collision et coalescence - Approches statistiques de la modélisation des écoulements turbulents gaz-gouttes.” 2009. Web. 24 Jan 2021.

Vancouver:

Wunsch D. Theoretical and numerical study of collision and coalescence - Statistical modeling approaches in gas-droplet turbulent flows : Étude théorique et numérique de collision et coalescence - Approches statistiques de la modélisation des écoulements turbulents gaz-gouttes. [Internet] [Doctoral dissertation]. INP Toulouse; 2009. [cited 2021 Jan 24]. Available from: http://www.theses.fr/2009INPT031H.

Council of Science Editors:

Wunsch D. Theoretical and numerical study of collision and coalescence - Statistical modeling approaches in gas-droplet turbulent flows : Étude théorique et numérique de collision et coalescence - Approches statistiques de la modélisation des écoulements turbulents gaz-gouttes. [Doctoral Dissertation]. INP Toulouse; 2009. Available from: http://www.theses.fr/2009INPT031H

19. Sung, Yonduck. Large eddy simulation of TiO₂ nanoparticle evolution in turbulent flames.

Degree: PhD, Mechanical Engineering, 2011, University of Texas – Austin

URL: http://hdl.handle.net/2152/ETD-UT-2011-12-4465

► Flame based synthesis is a major manufacturing process of commercially valuable nanoparticles for large-scale production. However, this important industrial process has been advanced mostly by… (more)

▼ Flame based synthesis is a major manufacturing process of commercially valuable nanoparticles for large-scale production. However, this important industrial process has been advanced mostly by trial-and-error based evolutionary studies owing to the fact that it involves tightly coupled multiphysics flow phenomena. For large scale synthesis of nanoparticles, different physical and chemical processes exist, including turbulence, fuel combustion, precursor oxidation, and nanoparticle dynamics exist. A reliable and predictive computational model based on fundamental physics and chemistry can provide tremendous insight. Development of such comprehensive computational models faces challenges as they must provide accurate descriptions not only of the individual physical processes but also of the strongly coupled, nonlinear interactions among them. In this work, a multiscale computational model for flame synthesis of TiO2 nanoparticles in a turbulent flame reactor is presented. The model is based on the large-eddy simulation (LES) methodology and incorporates detailed gas phase combustion and precursor oxidation chemistry as well as a comprehensive nanoparticle evolution model. A flamelet-based model is used to model turbulence-chemistry interactions. In particular, the transformation of TiCl4 to the solid primary nucleating TiO2 nanoparticles is represented us- ing an unsteady kinetic model considering 30 species and 70 reactions in order to accurately describe the critical nanoparticle nucleation process. The evolution of the TiO2 number density function is tracked using the quadrature method of moments (QMOM) for univariate particle number density function and conditional quadrature method of moments (CQMOM) for bivariate density distribution function. For validation purposes, the detailed computational model is compared against experimental data obtained from a canonical flame- based titania synthesis configuration, and reasonable agreement is obtained. Advisors/Committee Members: Moser, Robert deLancey (advisor), Raman, Venkat (advisor), Ezekoye, Ofodike A. (committee member), Matthews, Ronald D. (committee member), Clemens, Noel T. (committee member).

Subjects/Keywords: Large eddy simulation; TiO2 nanoparticle; Detailed TiCl4 oxidation chemistry; Quadrature method of moments; Moment correction

…2.5.1 Univariate model with quadrature method of moments (QMOM)… …RANS for turbulence modeling and direct quadrature method of moments (DQMOM) for… …2.5.1.5 Quadrature method of moment (QMOM) approach for univariate NDF modeling… …2.5.2 Bivariate expansion of NDF using conditional quadrature method of moment (CQMOM… …algorithm 87 5.1 Physical validity of NDF moments . . . . . . . . . . . . . . . . 87 5.1.1 NDF…

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APA (6^th Edition):

Sung, Y. (2011). Large eddy simulation of TiO₂ nanoparticle evolution in turbulent flames. (Doctoral Dissertation). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/ETD-UT-2011-12-4465

Chicago Manual of Style (16^th Edition):

Sung, Yonduck. “Large eddy simulation of TiO₂ nanoparticle evolution in turbulent flames.” 2011. Doctoral Dissertation, University of Texas – Austin. Accessed January 24, 2021. http://hdl.handle.net/2152/ETD-UT-2011-12-4465.

MLA Handbook (7^th Edition):

Sung, Yonduck. “Large eddy simulation of TiO₂ nanoparticle evolution in turbulent flames.” 2011. Web. 24 Jan 2021.

Vancouver:

Sung Y. Large eddy simulation of TiO₂ nanoparticle evolution in turbulent flames. [Internet] [Doctoral dissertation]. University of Texas – Austin; 2011. [cited 2021 Jan 24]. Available from: http://hdl.handle.net/2152/ETD-UT-2011-12-4465.

Council of Science Editors:

Sung Y. Large eddy simulation of TiO₂ nanoparticle evolution in turbulent flames. [Doctoral Dissertation]. University of Texas – Austin; 2011. Available from: http://hdl.handle.net/2152/ETD-UT-2011-12-4465

20. Hu, Xiaofei. Uncertainty quantification tools for multiphase gas-solid flow simulations using MFIX.

Degree: 2014, Iowa State University

URL: https://lib.dr.iastate.edu/etd/14192

► Computational fluid dynamics (CFD) has been widely studied and used in the scientific community and in the industry. Various models were proposed to solve problems… (more)

▼ Computational fluid dynamics (CFD) has been widely studied and used in the scientific community and in the industry. Various models were proposed to solve problems in different areas. However, all models deviate from reality. Uncertainty quantification (UQ) process evaluates the overall uncertainties associated with the prediction of quantities of interest. In particular it studies the propagation of input uncertainties to the outputs of the models so that confidence intervals can be provided for the simulation results. In the present work, a non-intrusive quadrature-based uncertainty quantification (QBUQ) approach is proposed. The probability distribution function (PDF) of the system response can be then reconstructed using extended quadrature method of moments (EQMOM) and extended conditional quadrature method of moments (ECQMOM). The method is first illustrated considering two examples: a developing flow in a channel with uncertain viscosity, and an oblique shock problem with uncertain upstream Mach number. The error in the prediction of the moment response is studied as a function of the number of samples, and the accuracy of the moments required to reconstruct the PDF of the system response is discussed. The approach proposed in this work is then demonstrated by considering a bubbling fluidized bed as example application. The mean particle size is assumed to be the uncertain input parameter. The system is simulated with a standard two-fluid model with kinetic theory closures for the particulate phase implemented into MFIX. The effect of uncertainty on the disperse-phase volume fraction, on the phase velocities and on the pressure drop inside the fluidized bed are examined, and the reconstructed PDFs are provided for the three quantities studied. Then the approach is applied to a bubbling fluidized bed with two uncertain parameters. Contour plots of the mean and standard deviation of solid volume fraction, solid phase velocities and gas pressure are provided. The PDFs of the response are reconstructed using EQMOM with appropriate kernel density functions. The simulation results are compared to experimental data provided by the 2013 NETL small-scale challenge problem. Lastly, the proposed procedure is demonstrated by considering a riser of a circulating fluidized bed as an example application. The mean particle size is considered to be the uncertain input parameters. Contour plots of the mean and standard deviation of solid volume fraction, solid phase velocities, and granular temperature are provided. Mean values and confidence intervals of the quantities of interest are compared to the experiment results. The univariate and bivariate PDF reconstructions of the system response are performed using EQMOM and ECQMOM.

Subjects/Keywords: Chemical Engineering; conditional quadrature method of moments (CQMOM); extended quadrature method of moments (EQMOM); multiphase gas-solid flow; non-intrusive uncertainty quantification; pdf reconstruction; quadrature-based uncertainty quantification; Chemical Engineering

…using extended quadrature method of moments (EQMOM) and extended conditional… …quadrature method of moments (ECQMOM). The method is first illustrated considering two… …quadrature method proposed by Yoon et al. [4, 119]. Moments of the system response are… …of moments (EQMOM) [121] and the extended conditional quadrature method… …by means of the extended quadrature method of moments. The application of the method is…

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APA (6^th Edition):

Hu, X. (2014). Uncertainty quantification tools for multiphase gas-solid flow simulations using MFIX. (Thesis). Iowa State University. Retrieved from https://lib.dr.iastate.edu/etd/14192

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Hu, Xiaofei. “Uncertainty quantification tools for multiphase gas-solid flow simulations using MFIX.” 2014. Thesis, Iowa State University. Accessed January 24, 2021. https://lib.dr.iastate.edu/etd/14192.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Hu, Xiaofei. “Uncertainty quantification tools for multiphase gas-solid flow simulations using MFIX.” 2014. Web. 24 Jan 2021.

Vancouver:

Hu X. Uncertainty quantification tools for multiphase gas-solid flow simulations using MFIX. [Internet] [Thesis]. Iowa State University; 2014. [cited 2021 Jan 24]. Available from: https://lib.dr.iastate.edu/etd/14192.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hu X. Uncertainty quantification tools for multiphase gas-solid flow simulations using MFIX. [Thesis]. Iowa State University; 2014. Available from: https://lib.dr.iastate.edu/etd/14192

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Colorado State University

21. Klopf, Eve Marian. Optimal higher order modeling methodology based on method of moments and finite element method for electromagnetics.

Degree: PhD, Electrical and Computer Engineering, 2011, Colorado State University

URL: http://hdl.handle.net/10217/70447

► General guidelines and quantitative recipes for adoptions of optimal higher order parameters for computational electromagnetics (CEM) modeling using the method of moments and the finite… (more)

Subjects/Keywords: finite element method; method of moments; higher order modeling

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Klopf, E. M. (2011). Optimal higher order modeling methodology based on method of moments and finite element method for electromagnetics. (Doctoral Dissertation). Colorado State University. Retrieved from http://hdl.handle.net/10217/70447

Chicago Manual of Style (16^th Edition):

Klopf, Eve Marian. “Optimal higher order modeling methodology based on method of moments and finite element method for electromagnetics.” 2011. Doctoral Dissertation, Colorado State University. Accessed January 24, 2021. http://hdl.handle.net/10217/70447.

MLA Handbook (7^th Edition):

Klopf, Eve Marian. “Optimal higher order modeling methodology based on method of moments and finite element method for electromagnetics.” 2011. Web. 24 Jan 2021.

Vancouver:

Klopf EM. Optimal higher order modeling methodology based on method of moments and finite element method for electromagnetics. [Internet] [Doctoral dissertation]. Colorado State University; 2011. [cited 2021 Jan 24]. Available from: http://hdl.handle.net/10217/70447.

Council of Science Editors:

Klopf EM. Optimal higher order modeling methodology based on method of moments and finite element method for electromagnetics. [Doctoral Dissertation]. Colorado State University; 2011. Available from: http://hdl.handle.net/10217/70447

University of Illinois – Urbana-Champaign

22. Sarathy, Aditya. Fast algorithms for small particle scattering problems.

Degree: MS, 1200, 2014, University of Illinois – Urbana-Champaign

URL: http://hdl.handle.net/2142/50498

► In scattering problems, commonly used techniques are surface and volume integral equations. Discrete dipole approximation (DDA) is an alternate and useful discretization technique to solve… (more)

▼ In scattering problems, commonly used techniques are surface and volume integral equations. Discrete dipole approximation (DDA) is an alternate and useful discretization technique to solve these problems where the continuum scatterer is replaced by a set of polarizable dipoles. It is an alternative to volume integral equations and produces a dense matrix equation to be solved. Computationally, the method requires the solution of large dense systems of linear equations, and various iterative methods have been employed in the literature for the purpose. In this work, two distinct methods are proposed that can reduce the cost of computation. The first method to reduce the computation time of the solution is using matrix decomposition methods. The idea in this method is using randomized algorithms for low rank approximating of matrices. When implemented using special kinds of random matrices, the computational complexity of the multilevel solver is comparable to that of the fast multipole method. These methods, however, require visiting every entry of the interaction matrix at least once, thereby incurring a computational bottleneck of 𝓞(N²). They are error controllable and a greater error margin can reduce the computation time. The second method to reduce the computational complexity is the fast multipole method (FMM). This is based on the factorization of the Green's function and is useful only in those cases where the Green's function of the system can be decomposed into a product of special functions. The decomposition of the free space Green's function is well known using the addition theorem. However, in more complicated cases, this factorization is extremely complicated. In the case considered in this thesis, however, the scattering problem is formulated using the free space Green's function and can be sped up using the FMM also, which requires much less computational time than the matrix decomposition method. Advisors/Committee Members: Chew, Weng Cho (advisor).

Subjects/Keywords: Method of Moments; Computational Electromagnetics; Fast Multipole Method; Matrix Projection Algorithms

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Sarathy, A. (2014). Fast algorithms for small particle scattering problems. (Thesis). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/50498

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Sarathy, Aditya. “Fast algorithms for small particle scattering problems.” 2014. Thesis, University of Illinois – Urbana-Champaign. Accessed January 24, 2021. http://hdl.handle.net/2142/50498.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Sarathy, Aditya. “Fast algorithms for small particle scattering problems.” 2014. Web. 24 Jan 2021.

Vancouver:

Sarathy A. Fast algorithms for small particle scattering problems. [Internet] [Thesis]. University of Illinois – Urbana-Champaign; 2014. [cited 2021 Jan 24]. Available from: http://hdl.handle.net/2142/50498.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sarathy A. Fast algorithms for small particle scattering problems. [Thesis]. University of Illinois – Urbana-Champaign; 2014. Available from: http://hdl.handle.net/2142/50498

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

23. Gerhard, Pierre. Réduction de modèles cinétiques et applications à l'acoustique du bâtiment : Reduction of kinetic models and their application to building acoustics.

Degree: Docteur es, Mathématiques, 2020, Université de Strasbourg

URL: http://www.theses.fr/2020STRAD001

►

Dans cette thèse nous nous intéressons à différentes méthodes numériques pour la simulation de problèmes acoustiques haute-fréquence prenant place à l'échelle du bâtiment. Dans l'approximation… (more)

▼

Dans cette thèse nous nous intéressons à différentes méthodes numériques pour la simulation de problèmes acoustiques haute-fréquence prenant place à l'échelle du bâtiment. Dans l'approximation haute-fréquence la propagation du son peut être modélisée par une équation de transport cinétique couplée à des conditions aux bords traduisant la nature spéculaire ou diffuse des réflexions avec les bords du domaine. Dans une première partie et afin de résoudre ce modèle posé dans un espace à sept dimensions, nous lui appliquons la méthode des ordonnées discrètes. Cette méthode consiste à discrétiser l'espace des vitesses en un nombre fini de directions admissibles et conduit à un système d'équations de transport couplées ayant perdu toute dépendance en vitesse. Dans une seconde partie, nous appliquons la méthode des moments avec fermeture entropique. Le système obtenu, de nature hyperbolique, permet de décrire la dynamique macroscopique par deux variables conservatives seulement. En dimension deux d'espace, la résolution de ces modèles est effectuée au travers d'un schéma volumes finis implémenté sur GPU. En dimensions trois d'espace, nous utilisons une méthode Galerkin discontinue exécutable sur architecture hybride GPU/CPU. À des fins comparatives, nous mettons également en place une méthode particulaire que nous résolvons par un algorithme de ray-tracing entièrement parallélisé sur GPU. Enfin, nous appliquons et comparons les méthodes développées sur plusieurs cas tests propres à l'acoustique des salles.

In this PhD thesis we are interested in the study of different numerical methods for the simulation of high-frequency acoustic problems taking place on the scale of the building. ln the high-frequency approximation the sound propagation can be modeled through a kinetic transport equation paired with the boundary conditions that describe the specular or diffuse nature of the reflections with the boundaries of the demain. ln the first part of this paper we will tackle the resolution of this model, posed in a seven-dimensional space, by the application of the discrete ordinates method. This method consists in the discretisation of the velocity space into a finite number of allowable directions and leads to a system of coupled transport equations having lest ail velocity dependence. Secondly, we will apply the method of moments with entropie closure. The resulting system, of a hyperbolic nature, allows the macroscopic dynamics to be described by only two conservative variables. ln two dimensions, the resolution of these models is performed through a finite volume scheme implemented on GPU. ln three dimensions, a discontinuous Galerkin method is used which can be executed on a hybrid GPU/CPU architecture. For comparative purposes, a particle method has aise been implemented and solved using a fully GPU-parallelised ray-tracing algorithm. Finally, we will apply and compare the developed methods on several test cases specific to room acoustics.

Advisors/Committee Members: Helluy, Philippe (thesis director).

Subjects/Keywords: Acoustique haute fréquence; Acoustique du bâtiment; Modèle cinétique; Méthode des ordonnées discrètes; Méthode des moments; Réduction d'entropie; Méthode particulaire; Volume fini; Galerkin discontinue; Ray-tracing; Calculs GPU; High-frequency acoustic; Building acoustic; Kinetic model; Discrete ordinates method; Method of moments; Entropy reduction; Particle method; Finite-volume; Discontinuous Galerkin; Ray-tracing; GPU computations; 518; 534; 620.2

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Gerhard, P. (2020). Réduction de modèles cinétiques et applications à l'acoustique du bâtiment : Reduction of kinetic models and their application to building acoustics. (Doctoral Dissertation). Université de Strasbourg. Retrieved from http://www.theses.fr/2020STRAD001

Chicago Manual of Style (16^th Edition):

Gerhard, Pierre. “Réduction de modèles cinétiques et applications à l'acoustique du bâtiment : Reduction of kinetic models and their application to building acoustics.” 2020. Doctoral Dissertation, Université de Strasbourg. Accessed January 24, 2021. http://www.theses.fr/2020STRAD001.

MLA Handbook (7^th Edition):

Gerhard, Pierre. “Réduction de modèles cinétiques et applications à l'acoustique du bâtiment : Reduction of kinetic models and their application to building acoustics.” 2020. Web. 24 Jan 2021.

Vancouver:

Gerhard P. Réduction de modèles cinétiques et applications à l'acoustique du bâtiment : Reduction of kinetic models and their application to building acoustics. [Internet] [Doctoral dissertation]. Université de Strasbourg; 2020. [cited 2021 Jan 24]. Available from: http://www.theses.fr/2020STRAD001.

Council of Science Editors:

Gerhard P. Réduction de modèles cinétiques et applications à l'acoustique du bâtiment : Reduction of kinetic models and their application to building acoustics. [Doctoral Dissertation]. Université de Strasbourg; 2020. Available from: http://www.theses.fr/2020STRAD001

24. Martin, Petitfrere. EOS based simulations of thermal and compositional flows in porous media : Simulation compositionnelle thermique d'écoulements en milieux poreux, utilisant une équation d'état.

Degree: Docteur es, Mécanique des fluides, 2014, Pau

URL: http://www.theses.fr/2014PAUU3036

► Les calculs d'équilibres à triphasiques et quadriphasiques sont au cœur des simulations de réservoirs impliquant des processus de récupérations tertiaires. Dans les procédés d'injection de… (more)

▼ Les calculs d'équilibres à triphasiques et quadriphasiques sont au cœur des simulations de réservoirs impliquant des processus de récupérations tertiaires. Dans les procédés d'injection de gaz ou de vapeur, le système huile-gaz est enrichi d'une nouvelle phase qui joue un rôle important dans la récupération de l'huile en place. Les calculs d'équilibres représentent la majeure partie des temps de calculs dans les simulations de réservoir compositionnelles où les routines thermodynamiques sont appelées un nombre conséquent de fois. Il est donc important de concevoir des algorithmes qui soient fiables, robustes et rapides. Dans la littérature peu de simulateurs basés sur des équations d'état sont applicables aux procédés de récupération thermique. A notre connaissance, il n'existe pas de simulation thermique complètement compositionnelle de ces procédés pour des cas d'applications aux huiles lourdes. Ces simulations apparaissent essentielles et pourraient offrir des outils améliorés pour l’étude prédictive de certains champs. Dans cette thèse, des algorithmes robustes et efficaces de calculs d’équilibre multiphasiques sont proposés permettant de surmonter les difficultés rencontrés durant les simulations d'injection de vapeur pour des huiles lourdes. La plupart des algorithmes d'équilibre de phases sont basés sur la méthode de Newton et utilisent les variables conventionnelles comme variables indépendantes. Dans un premier temps, des améliorations de ces algorithmes sont proposées. Les variables réduites permettent de réduire la dimensionnalité du système de nc (nombre de composants) dans le cas des variables conventionnelles, à M (M<<nc), et sont déjà utilisées dans certains simulateurs de réservoirs commerciaux. La méthode de réduction proposée par Nichita and Graciaa (Fluid Phase Equil. 302 (2011) 226-233) est étendue à l'analyse de stabilité et aux calculs d'équilibres multiphasiques. A l'inverse des précédentes méthodes de réduction, les variables ne sont pas bornées. La méthode de Newton nécessite une Hessienne définie positive pour pouvoir être utilisée. D'autres méthodes de minimisations sont testées permettant de s'affranchir de cette contrainte; les méthodes Quasi-Newton et Trust-Region qui garantissent une direction de descente à chaque itération. Ces dernières présentent un grand intérêt puisqu'elles permettent de réaliser des pas supra-linéaires (même lorsque la Hessienne n'est pas définie positive) et quadratiques (Trust-Region) ou proches de quadratiques (Quasi-Newton) dans le cas contraire. Un nouveau vecteur de variables indépendantes est proposé (construit afin d'obtenir une meilleure mise échelle du problème) et utilisé au sein d'un algorithme BFGS modifié. De même, une méthode de Trust-Region est développée pour les problèmes de tests de stabilités et d'équilibres multiphasiques. Ensuite, considérant le fluide comme semi-continu, une méthodologie basée sur une procédure de quadrature Gaussienne est proposée pour calculer mathématiquement les pseudo-composants capables de représenter le comportement… Advisors/Committee Members: Nichita, Dan Vladimir (thesis director).

Subjects/Keywords: Calculs d'équilibres; Multiphasiques; Méthode de réduction; Trust-region; Quasi-Newton; Convergence; Nombre d'itérations; Robustesse; Semi-continue; Quadrature Gaussienne; Caractérisation; Thermodynamique; SAGD; Compositionnelle; Thermique; Simulation; Huile lourde; Vapeur; Injection; Balayage par la vapeur; Phase equilibrium calculations; Multiphase flash; Reduction method; Trust-region; Quasi-Newton; Convergence; Number of iteration; Robustness; Semi-continuous; , Gaussian quadrature,; Characterization; Thermodynamics; SAGD; Compositional; Thermal; Simulation; Heavy oil; Steam; Injection; Steam flooding

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Martin, P. (2014). EOS based simulations of thermal and compositional flows in porous media : Simulation compositionnelle thermique d'écoulements en milieux poreux, utilisant une équation d'état. (Doctoral Dissertation). Pau. Retrieved from http://www.theses.fr/2014PAUU3036

Chicago Manual of Style (16^th Edition):

Martin, Petitfrere. “EOS based simulations of thermal and compositional flows in porous media : Simulation compositionnelle thermique d'écoulements en milieux poreux, utilisant une équation d'état.” 2014. Doctoral Dissertation, Pau. Accessed January 24, 2021. http://www.theses.fr/2014PAUU3036.

MLA Handbook (7^th Edition):

Martin, Petitfrere. “EOS based simulations of thermal and compositional flows in porous media : Simulation compositionnelle thermique d'écoulements en milieux poreux, utilisant une équation d'état.” 2014. Web. 24 Jan 2021.

Vancouver:

Martin P. EOS based simulations of thermal and compositional flows in porous media : Simulation compositionnelle thermique d'écoulements en milieux poreux, utilisant une équation d'état. [Internet] [Doctoral dissertation]. Pau; 2014. [cited 2021 Jan 24]. Available from: http://www.theses.fr/2014PAUU3036.

Council of Science Editors:

Martin P. EOS based simulations of thermal and compositional flows in porous media : Simulation compositionnelle thermique d'écoulements en milieux poreux, utilisant une équation d'état. [Doctoral Dissertation]. Pau; 2014. Available from: http://www.theses.fr/2014PAUU3036

Iowa State University

25. Cheng, Janine Chungyin. A comrehensive model study for Flash Nanoprecipitation: computational fluid dynamics, micro- particle image velocimetry, and population balance modeling.

Degree: 2010, Iowa State University

URL: https://lib.dr.iastate.edu/etd/11217

► A model study has been conducted for Flash Nanoprecipitation(FNP)) - a novel approach to produce functional nanoparticles. A mixing study has been conducted in a… (more)

Subjects/Keywords: Computational Fluid Dynamics; CFD; conditional quadrature method of moments; CQMOM; Flash Nanoprecipitation; kinetic modeling; particle image velocimetry; PIV; population balance; Biological Engineering; Chemical Engineering

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APA (6^th Edition):

Cheng, J. C. (2010). A comrehensive model study for Flash Nanoprecipitation: computational fluid dynamics, micro- particle image velocimetry, and population balance modeling. (Thesis). Iowa State University. Retrieved from https://lib.dr.iastate.edu/etd/11217

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Cheng, Janine Chungyin. “A comrehensive model study for Flash Nanoprecipitation: computational fluid dynamics, micro- particle image velocimetry, and population balance modeling.” 2010. Thesis, Iowa State University. Accessed January 24, 2021. https://lib.dr.iastate.edu/etd/11217.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Cheng, Janine Chungyin. “A comrehensive model study for Flash Nanoprecipitation: computational fluid dynamics, micro- particle image velocimetry, and population balance modeling.” 2010. Web. 24 Jan 2021.

Vancouver:

Cheng JC. A comrehensive model study for Flash Nanoprecipitation: computational fluid dynamics, micro- particle image velocimetry, and population balance modeling. [Internet] [Thesis]. Iowa State University; 2010. [cited 2021 Jan 24]. Available from: https://lib.dr.iastate.edu/etd/11217.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Cheng JC. A comrehensive model study for Flash Nanoprecipitation: computational fluid dynamics, micro- particle image velocimetry, and population balance modeling. [Thesis]. Iowa State University; 2010. Available from: https://lib.dr.iastate.edu/etd/11217

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Virginia Tech

26. Walters, William Jonathan. Development of the Adaptive Collision Source Method for Discrete Ordinates Radiation Transport.

Degree: PhD, Nuclear Engineering, 2015, Virginia Tech

URL: http://hdl.handle.net/10919/52242

► A novel collision source method has been developed to solve the Linear Boltzmann Equation (LBE) more efficiently by adaptation of the angular quadrature order. The… (more)

Subjects/Keywords: neutron transport theory; discrete ordinates; angular quadrature

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APA (6^th Edition):

Walters, W. J. (2015). Development of the Adaptive Collision Source Method for Discrete Ordinates Radiation Transport. (Doctoral Dissertation). Virginia Tech. Retrieved from http://hdl.handle.net/10919/52242

Chicago Manual of Style (16^th Edition):

Walters, William Jonathan. “Development of the Adaptive Collision Source Method for Discrete Ordinates Radiation Transport.” 2015. Doctoral Dissertation, Virginia Tech. Accessed January 24, 2021. http://hdl.handle.net/10919/52242.

MLA Handbook (7^th Edition):

Walters, William Jonathan. “Development of the Adaptive Collision Source Method for Discrete Ordinates Radiation Transport.” 2015. Web. 24 Jan 2021.

Vancouver:

Walters WJ. Development of the Adaptive Collision Source Method for Discrete Ordinates Radiation Transport. [Internet] [Doctoral dissertation]. Virginia Tech; 2015. [cited 2021 Jan 24]. Available from: http://hdl.handle.net/10919/52242.

Council of Science Editors:

Walters WJ. Development of the Adaptive Collision Source Method for Discrete Ordinates Radiation Transport. [Doctoral Dissertation]. Virginia Tech; 2015. Available from: http://hdl.handle.net/10919/52242

Texas A&M University

27. Xu, Jin. Essays in Financial Econometric Investigations of Farmland Valuations.

Degree: PhD, Agricultural Economics, 2013, Texas A&M University

URL: http://hdl.handle.net/1969.1/150974

► This dissertation consists of three essays wherein tools of financial econometrics are used to study the three aspects of farmland valuation puzzle: short-term boom-bust cycles,… (more)

▼ This dissertation consists of three essays wherein tools of financial econometrics are used to study the three aspects of farmland valuation puzzle: short-term boom-bust cycles, overpricing of farmland, and inconclusive effects of direct government payments. Essay I addresses the causes of unexplained short-term boom-bust cycles in farmland values in a dynamic land pricing model (DLPM). The analysis finds that gross return rate of farmland asset decreases as the farmland asset level increases, and that the diminishing return function of farmland asset contributes to the boom-bust cycles in farmland values. Furthermore, it is mathematically proved that land values are potentially unstable under diminishing return functions. We also find that intertemporal elasticity of substitution, risk aversion, and transaction costs are important determinants of farmland asset values. Essay II examines the apparent overpricing of farmland by decomposing the forecast error variance of farmland prices into forward looking and backward looking components. The analysis finds that in the short run, the forward looking Capital Asset Pricing Model (CAPM) portion of the forecast errors are significantly higher in a boom or bust stage than in a stable stage. This shows that the farmland market absorbs economic information in a discriminative manner according to the stability of the market, and the market (and actors therein) responds to new information gradually as suggested by the theory. This helps to explain the overpricing of farmland, but this explanation works primarily in the short run. Finally, essay III investigates the duel effects of direct government payments and climate change on farmland values. This study uses a smooth coefficient semi-parametric panel data model. The analysis finds that land valuation is affected by climate change and government payments, both through discounted revenues and through effects on the risk aversion of land owners. This essay shows that including heterogeneous risk aversion is an efficient way to mitigate the impacts of misspecifications in a DLPM, and that precipitation is a good explanatory variable. In particular, precipitation affects land values in a bimodal manner, indicating that farmland prices could have multiple peaks in precipitation due to adaption through crop selection and technology alternation. Advisors/Committee Members: Bessler, David (advisor), McCarl, Bruce A (advisor), Wu, Ximing (committee member), Li, Qi (committee member).

Subjects/Keywords: Financial Econometrics; Time Series; Forecast Error Variance Decomposition; Panel Data; Generalized Method of Moments; Seemingly Unrelated Regression; Semi-Parametric; Farmland Valuation; Equity Puzzle; Boom-Bust Cycles; Market Behavior; Economic Value of Information; Direct Government Payments; Climate Change; Policy Analysis

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Xu, J. (2013). Essays in Financial Econometric Investigations of Farmland Valuations. (Doctoral Dissertation). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/150974

Chicago Manual of Style (16^th Edition):

Xu, Jin. “Essays in Financial Econometric Investigations of Farmland Valuations.” 2013. Doctoral Dissertation, Texas A&M University. Accessed January 24, 2021. http://hdl.handle.net/1969.1/150974.

MLA Handbook (7^th Edition):

Xu, Jin. “Essays in Financial Econometric Investigations of Farmland Valuations.” 2013. Web. 24 Jan 2021.

Vancouver:

Xu J. Essays in Financial Econometric Investigations of Farmland Valuations. [Internet] [Doctoral dissertation]. Texas A&M University; 2013. [cited 2021 Jan 24]. Available from: http://hdl.handle.net/1969.1/150974.

Council of Science Editors:

Xu J. Essays in Financial Econometric Investigations of Farmland Valuations. [Doctoral Dissertation]. Texas A&M University; 2013. Available from: http://hdl.handle.net/1969.1/150974

Carnegie Mellon University

28. Hefny, Ahmed. Efficient Methods for Prediction and Control in Partially Observable Environments.

Degree: 2018, Carnegie Mellon University

URL: http://repository.cmu.edu/dissertations/1210

► State estimation and tracking (also known as filtering) is an integral part of any system performing inference in a partially observable environment, whether it is… (more)

Subjects/Keywords: Dynamical Systems; Recursive Filters; Predictive State; Method of Moments; Reinforcement Learning

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APA (6^th Edition):

Hefny, A. (2018). Efficient Methods for Prediction and Control in Partially Observable Environments. (Thesis). Carnegie Mellon University. Retrieved from http://repository.cmu.edu/dissertations/1210

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Hefny, Ahmed. “Efficient Methods for Prediction and Control in Partially Observable Environments.” 2018. Thesis, Carnegie Mellon University. Accessed January 24, 2021. http://repository.cmu.edu/dissertations/1210.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Hefny, Ahmed. “Efficient Methods for Prediction and Control in Partially Observable Environments.” 2018. Web. 24 Jan 2021.

Vancouver:

Hefny A. Efficient Methods for Prediction and Control in Partially Observable Environments. [Internet] [Thesis]. Carnegie Mellon University; 2018. [cited 2021 Jan 24]. Available from: http://repository.cmu.edu/dissertations/1210.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hefny A. Efficient Methods for Prediction and Control in Partially Observable Environments. [Thesis]. Carnegie Mellon University; 2018. Available from: http://repository.cmu.edu/dissertations/1210

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of the Western Cape

29. Rutikanga, Justin Ushize. Parametric deconvolution for a common heteroscedastic case .

Degree: 2016, University of the Western Cape

URL: http://hdl.handle.net/11394/5185

► There exists an extensive statistics literature dealing with non-parametric deconvolution, the estimation of the underlying population probability density when sample values are subject to measurement… (more)

Subjects/Keywords: Deconvolution; Heteroscestic measurement errors; Lognormal distribution; Method of moments (Statistics)

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APA (6^th Edition):

Rutikanga, J. U. (2016). Parametric deconvolution for a common heteroscedastic case . (Thesis). University of the Western Cape. Retrieved from http://hdl.handle.net/11394/5185

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Rutikanga, Justin Ushize. “Parametric deconvolution for a common heteroscedastic case .” 2016. Thesis, University of the Western Cape. Accessed January 24, 2021. http://hdl.handle.net/11394/5185.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Rutikanga, Justin Ushize. “Parametric deconvolution for a common heteroscedastic case .” 2016. Web. 24 Jan 2021.

Vancouver:

Rutikanga JU. Parametric deconvolution for a common heteroscedastic case . [Internet] [Thesis]. University of the Western Cape; 2016. [cited 2021 Jan 24]. Available from: http://hdl.handle.net/11394/5185.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Rutikanga JU. Parametric deconvolution for a common heteroscedastic case . [Thesis]. University of the Western Cape; 2016. Available from: http://hdl.handle.net/11394/5185

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of KwaZulu-Natal

30. Sixpence, Atanas. Value relevance of financial statements of non-financial firms listed on the Johannesburg Stock Exchange.

Degree: 2020, University of KwaZulu-Natal

URL: https://researchspace.ukzn.ac.za/handle/10413/18863

► The year 2010 marks a full calendar year after the 2007-2009 global financial crisis (GFC). The GFC was characterised by huge losses across all equity… (more)

▼ The year 2010 marks a full calendar year after the 2007-2009 global financial crisis (GFC). The GFC was characterised by huge losses across all equity indices on the Johannesburg Stock Exchange (JSE). The losses were not entirely commensurate with the operating performance of listed companies, as reported in their financial statements. While general negative sentiment associated with the GFC was a major driver of the mismatch between firm performance and share price movements on the JSE during the GFC, continued mismatches witnessed in the post-crisis period (2010-2017) raise questions regarding the usefulness of financial statements in explaining share price movements. This research examines value relevance of tangible book value, EBIT from continuing operations, firm size, financial risk, cash dividends, and retained earnings, using a dynamic panel dataset. The population comprises of all non-financial firms listed on the JSE that were active for the entire 2010 to 2017 study period, excluding new listings and de-listings during the period. Purposive sampling from all eligible industry sectors of the JSE was used, where the number selected from each industry was based on the total number of eligible firms in that industry, the population size and the sample size. Based on a population size of 200 firms, 50 were sampled for this research. Value relevance was determined by statistical significance of each financial statement variable, where lack of statistical significance means a variable is not value relevant. Two-step System Generalised Method of Moments (System GMM) was used in this study’s regressions. The dependent variables are firm value and share prices, where firm value is measured by market capitalisation, enterprise value and Tobin’s Q. EBIT was found to be value relevant regardless of the measure of firm value used while, on the other hand, book value is not value relevant. Firm size was found to have no significant effect on share price movements. Influence of a small firm’s discount on share prices of small companies is one of the original contributions of this study. Total debt and debt/equity ratio are the two measures of financial risk used and the debt ratio was found to be value relevant regardless of a firm’s risk category. Value relevance of total debt is contingent upon a firm’s risk category, leading to a high debt illusion, which is another original contribution of this study. Cash dividends and retained earnings were found to have no impact on firm value, which was measured by market capitalisation and Tobin’s Q. Findings in this study inform the decisions of company executives, equity investors, investment analysts, accounting standards setters, and other policy makers. Advisors/Committee Members: Adeyeye, Olufemi Patrick. (advisor), Rajaram, Rajendra. (advisor).

Subjects/Keywords: System Generalised Method of Moments.; Debt ratio.; Financial risk.

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Sixpence, A. (2020). Value relevance of financial statements of non-financial firms listed on the Johannesburg Stock Exchange. (Thesis). University of KwaZulu-Natal. Retrieved from https://researchspace.ukzn.ac.za/handle/10413/18863

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Sixpence, Atanas. “Value relevance of financial statements of non-financial firms listed on the Johannesburg Stock Exchange.” 2020. Thesis, University of KwaZulu-Natal. Accessed January 24, 2021. https://researchspace.ukzn.ac.za/handle/10413/18863.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Sixpence, Atanas. “Value relevance of financial statements of non-financial firms listed on the Johannesburg Stock Exchange.” 2020. Web. 24 Jan 2021.

Vancouver:

Sixpence A. Value relevance of financial statements of non-financial firms listed on the Johannesburg Stock Exchange. [Internet] [Thesis]. University of KwaZulu-Natal; 2020. [cited 2021 Jan 24]. Available from: https://researchspace.ukzn.ac.za/handle/10413/18863.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sixpence A. Value relevance of financial statements of non-financial firms listed on the Johannesburg Stock Exchange. [Thesis]. University of KwaZulu-Natal; 2020. Available from: https://researchspace.ukzn.ac.za/handle/10413/18863

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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Open Access Theses and Dissertations