Sharif Digital Repository

Asset allocation is one of the core economic functions of security markets. By purchasing and selling securities individuals are able to effectively time their stream of consumption and to allocate their temporarily unused wealth among competing investments. To time the stream of future consumption optimally, the question arises as to how wealth is allocated most effciently on security markets. The purpose of this thesis is to develop an optimal Asset Allocation with Hidden Markov Regime Switching means and volatilities. We use the historical weekly information of three Indices in Wallstreet stock exchange: Stock, bond and commodity. First we use these historical information from... 

Energy harvesters are used in today’s Wireless Sensor Networks (WSNs) to harvest the energy from the environment. One of the important advantages of the energy harvesting sensor networks over battery-operated sensor networks is that the use of the energy harvester prolongs the life time of the nodes, while a battery-operated node becomes useless once its energy runs out. Although an energy harvester can provide a supply source with a lifetime much greater than a battery, the amount of available energy for an energy harvesting system is a random variable and is not as predictable as the energy of a battery. This unpredictability may cause reliability problems. In order to solve the existing... 

Isogeometric Analysis method is a newly introduced method for the analysis of problems governed by partial differential equations.The major difference between classic finite element method and isogeometric method is that FEA uses piecewise polynomial shape functions for analysis while the Non-Uniform Rational B-Splines (NURBS) functions are applied as basis function in isogeometric method. To model strong discontinuities like cracks in classical finite element method , very fine mesh near the crack tip must be used. Application of eXtended Finite Element Method (X-FEM) avoid making very fine mesh near crack tip which is a time consuming task. In the extended finite element method , a... 

Millions of people due to factors such as osteoporosis, aging, sports incidents, and accidents face complications from bone fracture injuries every year. Nitinol shape memory alloy and Gyroid metamaterial have attracted researchers to use them as suitable replacements to fill empty areas of broken bones. In this research, numerical modeling and additive manufacturing were used to take advantage of the special properties of both nitinol and gyroid structures. In the modeling section, finite element modeling of the superelastic effect and the one-way shape memory effect of sheet and solid gyroids in cubic and cylindrical geometries with different porosities were done. As a result of the... 

Solving Nematodynamic equations with Lattice Boltzmann method is presented.We have studid the effect of shear flow on the direction of Director in different boundary conditions and different geometries.we simulated the 2D Nematic Fluid in simple shear with tangential and perpendicular anchoring and We saw nonliner effects on velocity profile when the anchoring of Nematic and boundary was perpendicular to the boundary.also we have investigated and presented the effect of shear velocity magnitude on the overall direction of Director.Also the effect of shear flow have studid for the Nematic between two hegzagons  

According to the rapid growing in communication devices, users need higher rates for their usages. Fiber optics is one the major choices to support such rates. One of the simplest and cheapest networks is Local Area Network (LAN) as a Passive Optical Network (PON). In these networks, some computers are locally connected to a passive optical device and communicate through it. Multiple access to a shared channel is an important task in such a network. In this thesis, Code Division Multiple Access (CDMA) is used and a new algorithm for Multiple Access Control Sublayer (MAC) based on scheduling will be developed to improve Quality of Service (QoS) and stabilize the network.
In the scheduling... 

Scattering theory on locally symmetric space first was studied by Peter Lax and Ralph Phillips. They studied the and develop scattering theory on it. Without the Fourier analysis tools this theory was completed with a lot of computations. In this thesis first we try to construct Fourier analysis by definition Fourier transform then by means of new tools we prove very short version of scattering theory on locally symmetric space . In general case for studying scattering theory we need firs spectral decomposition of Hilbert space of square integrable functions locally symmetric spaces of rational rank one is achieved by quotient of symmetric space where G is Lie group and K is maximal... 

Lipases (Triacyl Glycerol Acyl Hydrolase, EC.3.1.1.3) are multidimensional biocatalysts which have many applications in food industrials, dairy, fats and oils processing, detergents, synthesis of pure chemical and pharmaceutical materials, paper industrial and cosmetics. Generally, industrial enzymes are produced extracellularly, so their separation from a low-cost complex medium (usually used for production) is one of the cost stages in their production process. Filtration is the most economical method of separation in the production of enzymes, but due to the small size of colloidal particles and cell masses present in the fermentation environment, its use is subject to limitations. In... 

Reviewing trends of energy consumption in the world reveals that sooner or later energy resources will be depleted. This concerning rate of consumption has brought about more greenhouse gases (GHG) emission influencing deleteriously on environment and climate. Human has continued energy consumption to maintain and improve the quality of his life through industrial production. Industry as a significant energy user owns considerable contribution to this consumption. Several attempts have been carried out to develop energy management systems in order to improve the energy efficiency of industrial sectors. Whilst they are comprehensive and could be applied to any sector, there is lack of... 

In this study the behavior of buried pipes under permanent ground deformation (PGD) ef-fects caused by reverse faulting is investigated by means of both experimental and numeri-cal approaches. A total number of 7 full-scale experiments on buried steel pipes subjected to a fault offset of 0.6 m along the slip plane is carried out and the effects of different pa-rameters such as pipe diameter (114.3 mm (4ʺ) and 168.3 mm (6ʺ)), burial depth (0.25m, 0.5m, 1 m) and soil type (SW and SM) on the response of the buried pipes are studied. Ex-perimental results show that the pipe deformation shape changes with increasing burial depth from half-sine (for shallow depths) to an S-shape (for moderate to... 

The Tilor welded blank (TWB) two or more sheets with different thickness or strength which are welded together. The automobile designer are searching for new methods to reduce the cars’ weight and producing cost in order to diminish fuel consumption so they can survive in the competitive market. One way to achieve to this seemingly Contradictory demands, is using TWB in cars’ body. One of the most applicable methods to investigate the formability of metals sheets, is Forming Limit Diagrams (FLD). Three ways to determine the FLD are: Analytical Method, Experimental Methods, and Numerical Method. The experimental method to determine FLD, require metal sheets to undergo in different strain... 

Zinc oxide(ZnO) nanoparticles have been used in a wide-ranging of applications such as transparent UV protection, medical treatments, light emitting diodes, sensors and photovoltaic cells. Many applications of ZnO nanoparticles could be improved by changing the particle size, shape and morphology. In order to take advantage of the unique size dependent properties observed for ZnO anoparticles, knowledge of how particle growth can be controlled is required. As an alternative to transmittance electron microscopy (TEM), which is already used in the study of size and monodispersity of ZnO nanoparticles during synthesis, we proposed a simple spectrophotometric method coupled with chemometric... 

In this thesis we study an unexpected reverse spiral turn in the final stage of the motion of rolling rings. Equations of motion for rolling rings have been derived in the framework of Newtonian and Lagrangian mechanics, and solved in the presence of air drag forces and torques. The rolling motions of ellipsoids and disks have been used to validate the governing equations of motion. Based on experimental tests, we have found that the center of mass of rings moves in an S-shape trajectory. This is in contrast to spinning disks and coins that follow a spiral path before they stop. To explain this behavior, we included the effect of air drag in the equations of motions and found that the escape...