|
Dynamics of a boundary layer separation
Uruba, Václav ; Knob, Martin
Dynamical behavior of a boundary layer separation is studied using experimental approach. The dynamical nature of the phenomenon is demonstrated on a simple case of a boundary layer in adverse pressure gradient. The Time-Resolved PIV technique was utilized to study instantaneous structure of the separation region and its time development. Distinctive coherent structures and their dynamical behavior were identified using the POD and BOD methods.
|
|
Volumetric model of human vocal folds
Vampola, T. ; Horáček, Jaromír
The article describes the vollumetric 3D FE model of real human vocal folds in a defined phonation position. The model was developed from the CT images of the plaster casts obtained by a special procedure during experiments with the excised human larynges, when the phonatioon caused by the airflow was suddenly stopped without changing the position of the fixed larynx. The model is determined for studies of dynamical stresses in the vocal fold tissue during vocal folds collisions.
|
|
Propagation of inclined cracks to the interface of ceramic laminates
Novotná, Lenka ; Trunec, Martin (referee) ; Chlup, Zdeněk (advisor)
Composite materials with laminated structure provide advantages which are utilised during component design. Low density, temperature and chemical stability are the profitable properties predetermining application of ceramic laminates. The main obstacle for wide spread of ceramic materials is their inherent brittleness. Therefore, in this thesis, the crack propagation in ceramics laminates has been extensively studied. Laminated structures with various volume fractions of components (alumina and zirconia) were prepared by electrophoretic deposition. Evaluation of crack propagation through the interface and determination of basic mechanical properties was conducted on the basis of extensive literature search. Crack deflection originated in both presence of internal stresses and differences in elastic modulus during the crack interface passing was monitored. A special type of specimen geometry was employed with the aim to set arbitrary angle between crack and interface. It was experimentally found that the degree of crack deflection is dependent on entering angle and volume fraction of components. Higher crack deflection was already found in the bulk of the test piece comparing to the test piece surface. The 3D fracture surface reconstruction generated using laser confocal microscopy was used in this detailed crack propagation study. Further basic elastic and strength characteristics of laminates were determined and compared to those obtained from monolithic materials. The validity of the mix rule for elastic characteristics was confirmed by comparing of elastics modulus. The most reliable method for elastic modulus determination was marked the dynamic resonance method due to low scatter and consistency in measurement. The flexural strength of all laminates tends to be close to the flexural strength of the weakest component. Therefore the mix rule is not applicable for flexural strength estimation on the contrary of elastic characteristics. The change of component volume fraction leads only to change of flexural strength scatter. Thanks to gained knowledge about crack propagation and basic characteristic determination will be possible to design ceramic laminates more efficiently for given needs of application.
|
| |
| |
|
Clustering and regression analysis of micro panel data
Sobíšek, Lukáš ; Pecáková, Iva (advisor) ; Komárek, Arnošt (referee) ; Brabec, Marek (referee)
The main purpose of panel studies is to analyze changes in values of studied variables over time. In micro panel research, a large number of elements are periodically observed within the relatively short time period of just a few years. Moreover, the number of repeated measurements is small. This dissertation deals with contemporary approaches to the regression and the clustering analysis of micro panel data. One of the approaches to the micro panel analysis is to use multivariate statistical models originally designed for crosssectional data and modify them in order to take into account the within-subject correlation. The thesis summarizes available tools for the regression analysis of micro panel data. The known and currently used linear mixed effects models for a normally distributed dependent variable are recapitulated. Besides that, new approaches for analysis of a response variable with other than normal distribution are presented. These approaches include the generalized marginal linear model, the generalized linear mixed effects model and the Bayesian modelling approach. In addition to describing the aforementioned models, the paper also includes a brief overview of their implementation in the R software. The difficulty with the regression models adjusted for micro panel data is the ambiguity of their parameters estimation. This thesis proposes a way to improve the estimations through the cluster analysis. For this reason, the thesis also contains a description of methods of the cluster analysis of micro panel data. Because supply of the methods is limited, the main goal of this paper is to devise its own two-step approach for clustering micro panel data. In the first step, the panel data are transformed into a static form using a set of proposed characteristics of dynamics. These characteristics represent different features of time course of the observed variables. In the second step, the elements are clustered by conventional spatial clustering techniques (agglomerative clustering and the C-means partitioning). The clustering is based on a dissimilarity matrix of the values of clustering variables calculated in the first step. Another goal of this paper is to find out whether the suggested procedure leads to an improvement in quality of the regression models for this type of data. By means of a simulation study, the procedure drafted herein is compared to the procedure applied in the kml package of the R software, as well as to the clustering characteristics proposed by Urso (2004). The simulation study demonstrated better results of the proposed combination of clustering variables as compared to the other combinations currently used. A corresponding script written in the R-language represents another benefit of this paper. It is available on the attached CD and it can be used for analyses of readers own micro panel data.
|
|
Use of Interest Rate Models for Interest Rate Risk Management in the Czech Financial Market Environment
Cíchová Králová, Dana ; Arlt, Josef (advisor) ; Cipra, Tomáš (referee) ; Witzany, Jiří (referee)
The main goal of this thesis is to suggest an appropriate approach to interest rate risk modeling in the Czech financial market environment in various situations. Three distinct periods are analyzed. These periods, which are the period before the global financial crisis, period during the financial crisis and in the aftermath of the global financial crisis and calming subsequent debt crisis in the eurozone, are characterized by different evaluation of liquidity and credit risk, different relationship between financial variables and market participants and different degree of market regulations. Within this goal, an application of the BGM model in the Czech financial market environment is crucial. Use of the BGM model for the purpose of predicting a dynamics of a yield curve is not very common. This is firstly due to the fact that primary use of this model is a valuation of interest rate derivatives while ensuring the absence of arbitrage and secondly its application is relatively difficult. Nevertheless, I apply the BGM model to obtain predictions of the probability distributions of interest rates in the Czech and eurozone market environment, because its complexity, direct modeling of a yield curve based on market rates and especially a possibility of parameter estimation based on current swaptions volatilities quotations may lead to a significant improvement of predictions. This improvement was also confirmed in this thesis. Use of swaptions volatilities market quotations is especially useful in the period of unprecedented mone- tary easing and increased number of central banks and other regulators interventions into financial markets that occur after the financial crisis, because it reflects current market expectations which also include future interventions. As a consequence of underdevelopment of the Czech financial market there are no market quotations of Czech koruna denominated swaptions volatilities. I suggest their approximations based on quotations of euro denominated swaptions volatilities and also using volatilities of koruna and euro forward rates. Use of this approach ensures that predictions of the Czech yield curve dynamics contain current market expectations. To my knowledge, any other author has not presented similar application of the BGM model in the Czech financial market environment. In this thesis I further predict a Czech and Euro area money market yield curve dynamics using the CIR and the GP models as representatives of various types of interest rates models to compare these predictions with BGM predictions. I suggest a comprehensive system of three criteria, based on comparison of predicti- ons with reality, to describe a predictive power of selected models and an appropria- teness of their use in the Czech market environment during different situations in the market. This analysis shows that predictions of the Czech money market yield curve dynamics based on the BGM model demonstrate high predictive power and the best 8 quality in comparison with other models. GP model also produces relatively good qua- lity predictions. Conversely, predictions based on the CIR model as a representative of short rate model family completely failed when describing reality. In a situation when the economy allows negative rates and there is simultaneously a significant likelihood of their implementation, I recommend to obtain predictions of Czech money market yield curve dynamics using GP model which allows existence of negative interest rates. This analysis also contains a statistical test for validating the predictive power of each model and information on other tests. Berkowitz test rejects a hypothesis of accurate predictions for each model. However, this fact is common in real data testing even when using relatively good model. This fact is especially caused by difficult fulfilment of test conditions in real world. To my knowledge, such an analysis of the predictive power of selected interest rate models moreover in the Czech financial market environment has not been published yet. The last goal of this thesis is to suggest an appropriate approach to obtaining pre- dictions of Czech government bonds risk premium dynamics. I define this risk premium as a difference between government bond yields and fixed rate of CZK IRS with the same length. I apply the GP model to describe the dynamics of this indicator of the Czech Republic credit risk. In order to obtain a time series of the risk premium which are necessary for estimation of GP model parameters I firstly estimate yield curves of Czech government bonds using Svensson model for each trading day since 2005. Resulting si- mulations of risk premium show that the GP model predicts the real development of risk premiums of all maturities relatively well. Hence, the proposed approach is suitable for modeling of Czech Republic credit risk based on the use of information extracted from financial markets. I have not registered proposed approach to risk premium modeling moreover in the Czech financial market environment in other publications.
|
|
Ion attachment and ion emission of dust grains
Vyšinka, Marek ; Němeček, Zdeněk (advisor) ; Wild, Jan (referee)
Small dust grains could be found in many environments. Because of their size, their charge and the electric forces acting on them play an important role in their dynamics. The dust grain charge is influenced by many different processes. Among other methods, charging processes can be studied by trapping a single dust grain inside an electrodynamic quadrupole where it is put into specific environment (ion or electron beam, UV radiation). The progress of the charging process can be inferred from the changes in the grain charge. Our work contributed to the building of a new laboratory set-up for study of the charging processes. Specifically, a new Faraday cup for measurements and stabilization of the ion and electron gun currents is designed and its function verified. It solves the shortcomings of the previously used Faraday cups. Further, an amplifier for the ion gun current measurement is designed and constructed along with the design of digital stabilization of the current. The stabilization is neccesary for the interpretation of measurement results and its digitalization will allow more flexible adjustment and easier connection with the control computer. Finally, data acquired during the charging of dust grain with different ion species are evaluated in order to study the effect of different ions on surface...
|
|
Dynamic model of human resources in project management
Hančar, Michal ; Mildeová, Stanislava (advisor) ; Šviráková, Eva (referee)
This thesis is focused on dynamics of soft factors influencing workers during projects. These factors include motivation, workplace atmosphere, team synergy of workers and their emotions, and attribute of project manager who manages the project. Identification of soft factors and their relationships was achieved by examination of scientific literature in psychology and system dynamics. Description of managing project matters was achieved by examination of scientific literature dealing with project management. The main objective of this thesis is to create a dynamic model which simulates behavior of these soft factors influencing the project staff. The primary metric of the model is efficiency of workers participating on the project based on input parameters. Validation of the model was achieved by verification of historic behavior of key elements. Results of validation experiments correspond with historic behavior with roughly 95 % accuracy. At the end of this thesis is presented an ICT project case study. Based on the results of simulation experiments is performed a scenario analysis which tries to bring possible suggestions for project management.
|
|
Continuous mathematical models of population dynamics
Pecka, Luboš ; Opluštil, Zdeněk (referee) ; Franců, Jan (advisor)
The aim of this thesis is to describe the most frequent models describing population dynamics and then to perform some numerical experiments in the MATLAB environment. These simulations should validate our theoretical results. The models are sorted from the basic models to the most complicated and are divided into the models which describe dynamics of one population and models of coexistence of two biological species. The master's thesis icludes also a program for drawing graphs and trajectories of solutions of models described in this thesis including a description of this MATLAB program.
|
guest ::
