Kinetic modelling of leaching

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Valuation and Risk Measurement of Guaranteed Annuity Options under Stochastic Environment

This thesis develops stochastic modelling frameworks for the accurate pricing and risk management of complex insurance products with option-embedded features. We propose stochastic models for the evolution of the two main risk factors, the interest rate and mortality rate, which could also have a correlation structure. For the valuation problem, a general framework is put forward where correlated interest and mortality rates are modelled as affine-diffusion processes. A new concept of endowment-risk-adjusted measure is introduced to facilitate the calculation of the GAO value. As a natural offshoot of addressing GAO valuation, we derive the convex-order upper and lower bounds of GAO values by employing the comonotonicity theory. As an alternative to affine structure, we construct a more flexible modelling framework that incorporate regime-switching dynamics of interest and mortality rates governed by a continuous-time Markov chain. The corresponding endowment-risk-adjusted measures are constructed and employed to obtain more efficient GAO pricing formulae. An extension of the previous modelling set-up is further developed by integrating the affine structure and regime-switching feature. Both interest and mortality risk factors follow correlated affine structure whilst their volatilities are modulated by a Markov chain process. The change of probability measure technique is again utilised to generate pricing expressions capable of significantly cutting down computing times. Finally, the risk management aspect of GAO is investigated by evaluating various risk measurement metrics. The bootstrap technique is used to quantify standard error for the estimates of risk measures under a stochastic modelling framework in which death is the only decrement

Fairness in Rankings

Künstliche Intelligenz und selbst-lernende Systeme, die ihr Verhalten aufgrund vergangener Entscheidungen und historischer Daten adaptieren, spielen eine im- mer größer werdende Rollen in unserem Alltag. Wir sind umgeben von einer großen Zahl algorithmischer Entscheidungshilfen, sowie einer stetig wachsenden Zahl algorithmischer Entscheidungssysteme. Rankings und sortierte Listen von Suchergebnissen stellen dabei das wesentliche Instrument unserer Onlinesuche nach Inhalten, Produkten, Freizeitaktivitäten und relevanten Personen dar. Aus diesem Grund bestimmt die Reihenfolge der Suchergebnisse nicht nur die Zufriedenheit der Suchenden, sondern auch die Chancen der Sortierten auf Bildung, ökonomischen und sogar sozialen Erfolg. Wissenschaft und Politik sorgen sich aus diesem Grund mehr und mehr um systematische Diskriminierung und Bias durch selbst-lernende Systeme. Um der Diskriminierung im Kontext von Rankings und sortierten Suchergeb- nissen Herr zu werden, sind folgende drei Probleme zu addressieren: Zunächst müssen wir die ethischen Eigenschaften und moralischen Ziele verschiedener Sit- uationen erarbeiten, in denen Rankings eingesetzt werden. Diese sollen mit den ethischen Werten der Algorithmen übereinstimmen, die zur Vermeidung von diskri- minierenden Rankings Anwendung finden. Zweitens ist es notwendig, ethische Wertesysteme in Mathematik und Algorithmen zu übersetzen, um sämtliche moralis- chen Ziele bedienen zu können. Drittens sollten diese Methoden einem breiten Publikum zugänglich sein, das sowohl Programmierer:innen, als auch Jurist:innen und Politiker:innen umfasst.Artificial intelligence and adaptive systems, that learn patterns from past behavior and historic data, play an increasing role in our day-to-day lives. We are surrounded by a vast amount of algorithmic decision aids, and more and more by algorithmic decision making systems, too. As a subcategory, ranked search results have become the main mechanism, by which we find content, products, places, and people online. Thus their ordering contributes not only to the satisfaction of the searcher, but also to career and business opportunities, educational placement, and even social success of those being ranked. Therefore researchers have become increasingly concerned with systematic biases and discrimination in data-driven ranking models. To address the problem of discrimination and fairness in the context of rank- ings, three main problems have to be solved: First, we have to understand the philosophical properties of different ranking situations and all important fairness definitions to be able to decide which method would be the most appropriate for a given context. Second, we have to make sure that, for any fairness requirement in a ranking context, a formal definition that meets such requirements exists. More concretely, if a ranking context, for example, requires group fairness to be met, we need an actual definition for group fairness in rankings in the first place. Third, the methods together with their underlying fairness concepts and properties need to be available to a wide range of audiences, from programmers, to policy makers and politicians

Studies on the Decomposition of Selected Brominated Flame Retardants (BFRs) and Formation of Polybrominated Dibenzo-p-dioxins and Dibenzofurans (PBDD/Fs) and Mixed Halogenated Dibenzo-p-dioxins and Dibenzofurans (PXDD/Fs)

Brominated flame retardants (BFRs) are bromine-bearing hydrocarbons added or applied to materials to increase their fire resistance. As thermal treatment or recycling activities are common disposal methods for BFR-laden objects, it is essential to determine the precise decomposition chemistry of BFRs at elevated temperatures, and their transformation pathways into hazardous pollutants. Sunlight can trigger the photodecomposition of BFRs, either during the life cycle of treated objects, or when emitted to the environment after disposal. Therefore, knowledge of the geometric and electronic structures of BFRs is of chief importance when tracking their fate in the ambient environment. Although BFR decomposition mainly occurs in a condensed phase, gas phase reactions also contribute significantly to their overall decay and subsequent fragmentation into brominated pollutants. Thermal degradation of BFRs often proceeds in the presence of bromine atoms which inhibit complete combustion. Therefore, under thermal conditions such as smouldering, municipal waste incineration, pyrolysis, thermal recycling, uncontrolled burning and fires, BFRs degrade to form brominated products of incomplete combustion (BPICs). Thermal degradation of BFRs produces potent precursors to polybrominated dibenzo-p-dioxins and dibenzofurans (PBDD/Fs). Co-combustion of BFR-containing objects with a chlorine source (e.g., polyvinyl chlorides) results in the emission of significant concentrations of mixed halogenated dibenzo-p-dioxins and dibenzofurans (i.e., PXDD/Fs; X = Br, Cl). In this thesis, we investigated the thermochemical parameters of bromochlorophenols (BCPhs) and the photodecomposition properties of major BFRs and their derived brominated phenols (BPhs). We scrutinised the formation of brominated and non-brominated products that evolved during the thermal decomposition of major BFR i.e., tetrabromobisphenol A (TBBA), through experimental measurements coupled with accurate quantum chemical calculations. We acquired thermo-kinetic parameters as well as mechanistic routes pertinent to the destruction of TBBA. We illustrated reaction networks for the synthesis of PXDD/Fs from BPhs and chlorinated phenols (CPhs). Similarly, we described pathways leading to the formation of PBDFs and polybrominated diphenylethers (PBDEs) from brominated benzenes (BBzs). We critically reviewed the literature on BFR thermal decomposition with specific foci on underlying mechanisms, decomposition products, the influence of the polymeric matrix, metallic content and operational conditions. As BCPhs are direct building blocks for the formation of PXDD/Fs, we computed the thermochemical parameters of their complete series. We calculated standard enthalpies of formation, entropies, heat capacities and bond dissociation enthalpies (BDHs) of O-H bonds for the complete series of BCPhs. Values of the acid dissociation constant (pKa) were estimated based on an accurate thermodynamic cycle incorporating solvation and protonation energies. Calculated values of BDHs of O-H bonds in BCPhs vary slightly with the change in degree and pattern of halogenation. Gibbs energies of solvation of BCPhs in water are highly exergonic, with their values increasing with the degree of halogen substitution. Values of pKa dictate that BCPhs characterised by high degrees of halogenation display stronger acidity and dissociate more easily in aqueous media (i.e., they are stronger acids than lower substituted phenols). Photolysis and photochemical decomposition are important channels for the degradation of halogenated organic pollutants in the environment. Therefore, we performed density functional theory (DFT) and time-dependent density functional theory (TDFT) calculations in order to derive the photodecomposition properties of major deployed BFRs and congeners of BPhs in both gaseous and aqueous media. We clarified the effect of degree and pattern of bromination on the photodebromination of selected brominated aromatic compounds based on several molecular descriptors; namely, geometries of the ground (S0) and electronically first excited (S1) states, values of the HOMO-LUMO energy gap (EH-L) and atomic charges on bromine atoms (qBr). Molecules exhibit different geometries in the S0 and S1 states and C-Br bonds elongate upon S0 → S1 transitions. In agreement with the recent findings on PBDEs, we found that the photoreactivity of bromine atoms in investigated BFRs and BPhs followed the sequence of ortho > meta > para. The bromine atom connected to the ortho-position holds the highest positive atomic charge and, thus, experiences the greatest lengthening of C-Br bonds in the S1 state, in both gaseous and an aqueous media, prompting their reductive debromination. Excitation energies decrease linearly with increasing numbers of bromine substituents, and congeners with a high degree of bromination photodecompose more readily than lower brominated isomers. Computed values of EH-L for major BFRs and their non-brominated molecules inferred that the number of bromine substituents and the nature of the structure (aromatic/non-aromatic) contributes significantly towards the photoreactivity of molecules. We conducted gas phase thermal decomposition of TBBA using a laboratory-scale tubular reactor. Our main focus was to identify pollutants arising in the temperature range of 673 – 1123 K following evaporation of TBBA in the gas phase. The identification and quantitation involved the use of a gas chromatograph – triple quadrupole mass spectrometer (GC-QQQMS) instrument, functioning in multiple reaction monitoring (MRM) and total ion current (TIC) modes. Product analysis revealed that thermal decomposition of TBBA commenced at 723 K. The major decomposition products were HBr, di-tribrominated bisphenols, benzene, phenol, mono-tribrominated congeners of benzene and phenol, brominated and non-brominated alkylated benzenes, benzofuran, bromobenzofuran, dibenzofuran, bromine substituted polyaromatic hydrocarbons (PAHs), biphenyl and biphenylene. We observed that, most of the decomposition products evolved in trivial concentrations at a temperature of 773 K and peaked at around 923 – 973 K. Higher temperatures favour the generation of non-brominated products. In this chapter, we have performed quantum chemical calculations to derive the degradation pathways of TBBA and to illustrate routes for the formation of brominated and non-brominated species. We constructed formation mechanisms related to the emission of PBDD/Fs in systems involving BFRs. In particular, we investigated formation corridors of (i) PXDD/Fs from the coupling reactions of 2-chlorophenoxy (2-CPhxy) and 2-bromophenoxy (2-BPhxy) radicals, (ii) PBDFs and PBDEs synthesis from the condensation reaction of monobromobenzene (MBBz) and a 2-BPhxy radical. The coupling reactions of 2-BPhxy and 2-CPhxy radicals produce keto-ether (through the additions of a phenoxy O at ortho C(H), C(Cl) and C(Br) sites) and diketo (at ortho positions to C–C bridges) structures. Keto-ethers act as direct intermediates for the formation of dioxin moieties such as dibenzo-p-dioxin (DD), 1-monochlorodibenzo-p-dioxin (1-MCDD), 1-monobromodibenzo-p-dioxin (1-MBDD), 1-bromo-6-chlorodibenzo-p-dioxin (1-B,6-CDD) and 1-bromo-9-chlorodibenzo-p-dioxin (1-B,9-CDD) molecules. Diketo adducts initiate the formation of furan species, i.e., 4-monochlorodibenzofuran (4-MCDF), 4-monobromodibenzofuran (4-MBDF) and 4-bromo-6-chlorodibenzofuran (4-B,6-CDF) compounds, through interconversion and rearrangement reactions. We found that, these mechanisms of formation, commencing from halogenated phenoxy radicals, are largely insensitive to patterns and degrees of halogenation on meta and para sites. It follows that, our developed mechanistic and kinetic factors of reactions involving 2-BPhxy and 2-CPhxy should also apply to higher halogenated phenoxy radicals. We explored the initial oxidative decomposition pathways of monobromobenzene (MBBz) in the generation of BPhxy radicals and examined the possible dimerisation reactions of MBBz and 2-BPhxy. It was found that, the coupling of MBBz and 2-BPhxy results in the generation of twelve pre-PBDF intermediates, of which four can also serve as building blocks for the synthesis of PBDEs. The resonance-stabilised structure of the o-BPhxy radical accumulates more spin density character on its phenoxy O atom (30.9 %) in reference to ortho-C and para-C sites. Thus, the formation of the pre-PBDE/pre-PBDF structures via O/o-C couplings advances faster, as it requires lower activation enthalpies (79.2 – 84.9 kJ mol-1) than the pre-PBDF moieties, which arise via pairing reactions involving o-C(H or Br)/o-C(H or Br) sites (97.2 – 180.2 kJ mol-1). Kinetic analysis indicates that the O/o-C pre-PBDE/pre-PBDF adducts self-eject the out-of-plane H atoms to produce PBDEs, rather than undergo a three-step mechanism that forms PBDFs. Since the formation mechanisms of PBDFs and PBDDs are typically only sensitive to the bromination at ortho positions, the results reported herein also apply to higher brominated isomers of BBzs. Overall, this thesis provides novel and comprehensive information on the thermochemical properties of the complete series of BCPhs (potential precursors to PXDD/Fs) and the electronic/structural characteristics of BFRs and their derived BPhs, with regards to their photodecomposition. To gain an insight into the degradation of TBBA once it has evaporated, this thesis examines the pure gas phase decomposition of TBBA and suggests mechanisms by which the experimentally-detected volatile organic compounds (VOCs) and semi-volatile organic compounds (SVOCs) are generated. Furthermore, this thesis explores the role of BPhs and CPhs as building blocks for the formation of PXDD/Fs, and computes their parameters. We also elucidate reaction pathways and thermo-kinetic parameters for PBDFs and PBDEs produced by the oxidation of BBzs

Global Perspectives on China's Belt and Road Initiative

This edited volume discusses the question of how different actors give shape to BRI projects. It outlines how, rather than treating nation states as singular, monolithic actors, this volume teases apart the way different people and organizations insert themselves into BRI decision-making and implementation

Bio-economic farm modelling to analyse agricultural land productivity in Rwanda

Keywords: Rwanda; farm household typology; sustainable technology adoption; multivariate analysis; land degradation; food security; bioeconomic model; crop simulation models; organic fertiliser; inorganic fertiliser; policy incentives In Rwanda, land degradation contributes to the low and declining agricultural productivity and consequently to food insecurity. As a result of land degradation and increasing population pressure, there is urgent need to simultaneously enhance food security and agro-ecological sustainability. The main objective of this PhD thesis was to make an assessment of technology options and policy incentives that can enhance sustainable farming in Rwanda. A multivariate analysis approach was used to clearly identify five types of farm households and their socio-economic characteristics. The main differences between the five farm types relate to gender, age, education, risk perception, risk attitude, labour availability, land tenure and income. A bio-economic model capable of analysing the impacts of soil erosion, family planning and land consolidation policies on food security in Rwanda was developed, and applied for one typical farm household. Calculations with the bio-economic model showed that a higher availability of good farm land would increase the farm income. Additionally, preserving soils against erosion and reducing risk would allow for using more marginal land which would increase food production for home consumption and for the market. Increasing the opportunities for off-farm employment can also increase farm household income. The simulation of crop yields under sustainable land management showed that predicted crop yields were distinctly higher than the actual yields for the current small-scale farming practices that are common in the region. Using the developed bio-economic model, model results showed that these sustainable agricultural technologies will clearly enhance food production (after a learning period) and income for all farm household types except the household with the largest farm for which cash at the beginning of the season is too restricted to switch to the new technologies. Provision of credit and availability off-farm activities have emerged as the most serious policies likely to affect the adoption of alternative technologies in all the farm households. The bio-economic farm model and its applications developed in this study give more insights into the possibilities of transforming the current farming system towards more sustainable farming. . </p

Lightning protection of floating roof tanks

In tropischen Regionen der Welt können Schwimmdachtanks von Blitzentladungen mit Scheitelwerten von mehr als 200 kA getroffen werden. Ohne geeignete Maßnahmen zur sicheren Ableitung des hochenergetischen Blitzstoßstroms zur Erde kann der Blitzeinschlag zu katastrophalen Tankbränden führen. Ein Schwimmdachtank hat ein Schwimmdach, das den Austritt flüchtiger Dämpfe um mehr als 90% reduziert. Der Spalt zwischen dem Dach und der Tankhülle erzeugt eine elektrische Diskontinuität, an dem bei Blitzeinschlägen eine erhebliche Spannungsdifferenz aufgebaut wird. Etwa 95% aller blitzinduzierten Schwimmdachtankbrände entstehen an diesem Spalt, der mit entzündlichen Dämpfen angereichert ist. Verfügbare Methoden zur Bereitstellung einer direkten elektrischen Verbindung (Potentialausgleich) unter Verwendung von Shunts und Bypass-Kabeln sind unzureichend. Ziel dieser Dissertation ist es, die verschiedenen Auswirkungen des Blitzstroms auf Schwimmdachtanks zu untersuchen und risikoreiche Einschlagstellen zu identifizieren. Abschließend werden Blitzschutzsysteme für Schwimmdachtanks mit konventionellen Ansätzen vorgeschlagen und bewertet. Die Anwendung einer numerischen Simulation zur Ermittlung von Unterschieden in der Wahrscheinlichkeit eines direkten Blitzeinschlages auf die vernetzten Punkte einer modellierten Struktur bietet Vorteile gegenüber der Methode der rollenden Blitzkugel. Das Konzept wurde untersucht sowie Quellen numerischer Fehler und überflüssige Raumpunkte eliminiert, um ein verbessertes dynamisches elektrogeometrisches Modell (IDEGM) mit einer signifikanten Reduzierung der Rechenzeit von über hundert Stunden auf unter dreißig Minuten zu erhalten. Die Wahrscheinlichkeit eines direkten Blitzeinschlages in einen Schwimmdachtank wird durch dessen Höhe und Durchmesser beeinflusst. Für die betrachteten Fälle beträgt die Wahrscheinlichkeit eines direkten Einschlags in den Spaltbereich des Tanks etwa 73% bis 95%, wenn sich das Dach in seiner höchsten Position befindet. Die Simulation der Stahlwand des Tanks beim Blitzeinschlag in MATLAB Simulink zeigte, dass die Spannung am Einschlagpunkt auf dem Tank 55 kV bei einem sehr niedrigen Erdungswiderstand von 0,225 Ω erreichen kann, was ausreicht, um brennbare Dämpfe zu entzünden. Das höchste Risiko eines Tankbrandes besteht, wenn der Blitzstrom auf dem Dach eingespeist wird und dabei die Spannung über dem Luftspalt 211 kV erreicht, selbst bei dem für den Blitzschutz empfohlenen maximalen Erdungswiderstand von 10 Ω. Es werden neun Ausführungen des Blitzschutzsystems vorgeschlagen, bei denen verschiedene Anordnungen von Blitzfangstangen und Blitzfangseilen am Tank verwendet werden. Ihre Fähigkeit, Blitzeinschläge aufzufangen, wurde bewertet. Parallele Fangseile zeigten die beste Wirksamkeit mit einer Einfangeffizienz von 99,93%, wenn sich das Schwimmdach in der höchsten Position befindet.In tropical regions of the world, floating roof tanks can be struck by more than 200 kA lightning peak currents. Without adequate measures to ensure the safe flow of the high energy transient current to the earth, the lightning strike can result in lightning-induced tank fires. A floating roof tank has a floating roof that reduces volatile vapour emissions by more than 90%. The gap separating the tank shell and the roof creates an electrical discontinuity which causes a significant voltage differential when lightning strikes. About 95% of all lightning-induced floating roof tank fires start around this air gap. Available methodologies to provide a direct electrical connection using shunts and bypass cables are inadequate. This dissertation seeks to examine the various impact of the lightning current on the steel sections of the tank and identify high-risk strike points. Ultimately lightning protection systems for floating roof tanks using conventional approaches will be proposed and evaluated. Using a numerical simulation to identify differences in the likelihood of a direct strike to the meshed points on a structure offers a significant advantage instead of the rolling sphere method. The numerical concept is investigated, and sources of numerical errors and superfluous space points were eliminated to create an improved dynamic electro-geometrical model (IDEGM) with a significant reduction in computation time from over one hundred hours to below thirty minutes. The probability of lightning directly striking a floating roof tank is influenced by its height and diameter. For the cases considered, the probability of a direct strike to the air gap region is about 73% to 95% when the roof is at its topmost height. A lightning strike simulation of the tank steel shells in Simulink on MATLAB shows that the voltage at the strike point on the tank can reach 55 kV with a very low grounding resistance of 0.225 Ω, which is sufficient to ignite flammable vapours. The highest risk of a tank fire occurs when the lightning current terminates on the roof with the air gap voltage reaching 211 kV even with the recommended maximum grounding resistance of 10 Ω for lightning protection. Nine lightning protection system models are proposed using various arrangements of air terminals and catenary wires above the tank. Their strike interception capability is evaluated, and parallel catenary wires had the best performance, with an interception efficiency of 99.93% when the roof is at the top

LOGISTICS IN CONTESTED ENVIRONMENTS

This report examines the transport and delivery of logistics in contested environments within the context of great-power competition (GPC). Across the Department of Defense (DOD), it is believed that GPC will strain our current supply lines beyond their capacity to maintain required warfighting capability. Current DOD efforts are underway to determine an appropriate range of platforms, platform quantities, and delivery tactics to meet the projected logistics demand in future conflicts. This report explores the effectiveness of various platforms and delivery methods through analysis in developed survivability, circulation, and network optimization models. Among other factors, platforms are discriminated by their radar cross-section (RCS), noise level, speed, cargo capacity, and self-defense capability. To maximize supply delivered and minimize the cost of losses, the results of this analysis indicate preference for utilization of well-defended convoys on supply routes where bulk supply is appropriate and smaller, and widely dispersed assets on shorter, more contested routes with less demand. Sensitivity analysis on these results indicates system survivability can be improved by applying RCS and noise-reduction measures to logistics assets.Director, Warfare Integration (OPNAV N9I)Major, Israel Defence ForcesCivilian, Singapore Technologies Engineering Ltd, SingaporeCommander, Republic of Singapore NavyCommander, United States NavyCaptain, Singapore ArmyLieutenant, United States NavyLieutenant, United States NavyMajor, Republic of Singapore Air ForceCaptain, United States Marine CorpsLieutenant, United States NavyLieutenant, United States NavyLieutenant, United States NavyLieutenant, United States NavyLieutenant, United States NavyCaptain, Singapore ArmyLieutenant Junior Grade, United States NavyCaptain, Singapore ArmyLieutenant Colonel, Republic of Singapore Air ForceApproved for public release. distribution is unlimite

Generalized strictly periodic scheduling analysis, resource optimization, and implementation of adaptive streaming applications

This thesis focuses on addressing four research problems in designing embedded streaming systems. Embedded streaming systems are those systems thatprocess a stream of input data coming from the environment and generate a stream of output data going into the environment. For many embeddedstreaming systems, the timing is a critical design requirement, in which the correct behavior depends on both the correctness of output data and on the time at which the data is produced. An embedded streaming system subjected to such a timing requirement is called a real-time system. Some examples of real-time embedded streaming systems can be found in various autonomous mobile systems, such as planes, self-driving cars, and drones. To handle the tight timing requirements of such real-time embedded streaming systems, modern embedded systems have been equipped with hardware platforms, the so-called Multi-Processor Systems-on-Chip (MPSoC), that contain multiple processors, memories, interconnections, and other hardware peripherals on a single chip, to benefit from parallel execution. To efficiently exploit the computational capacity of an MPSoC platform, a streaming application which is going to be executed on the MPSoC platform must be expressed primarily in a parallel fashion, i.e., the application is represented as a set of parallel executing and communicating tasks. Then, the main challenge is how to schedule the tasks spatially, i.e., task mapping, and temporally, i.e., task scheduling, on the MPSoC platform such that all timing requirements are satisfied while making efficient utilization of available resources (e.g, processors, memory, energy, etc.) on the platform. Another challenge is how to implement and run the mapped and scheduled application tasks on the MPSoC platform. This thesis proposes several techniques to address the aforementioned two challenges.NWOComputer Systems, Imagery and Medi