Sharif Digital Repository

In this thesis we study the strongly correlated electron systems and investigate the interply between electron-electron and electron-phonon interactions using a non-perturbative method, known as Dy- namical Mean Field Theory (DMFT). This method is capable of going beyond standard perturbation techniques. DMFT is by construction a local theory which neglects spatial correlations. In a first step, we approach the problem of interplay between these two interactions in the normal state of cuprate materials using the Holstein-Hubbard model. We then introduce orbital degrees of freedom, and study the polaron crossover and the pairing transition for a two-orbital model with Jahn-Teller coupling to a... 

In this research, using sensitivity equations and output-only modal analysis (OMA) methods, a finite element numerical model was updated, and in the updated model, damage identification was performed. The present study, utilizing a sensitivity-based updating method and a validated formulation from the technical literature, conducted the updating process under several different approaches and ultimately verified the fundamental assumptions in the OMA field to demonstrate the validity of the results. The combination of these elements, along with the use of an explicit formulation, establishes a framework for updating finite element models within the OMA field, which is introduced as the... 

Membrane bioreactors (MBRs) which are commonly understood as the combination of membrane filtration and biological treatment using activated sludge have several advantages, but membrane fouling reduces the membrane efficiency, permeability and lifetime. An alternative is replacing a moving bed biofilm reactor (MBBR) with the activated sludge system which may reduce the effect of membrane fouling. The sludge produced in MBBRs has poor settling characteristics, therefore, their efficiency is limited by the sedimentation tank performance and they require a larger settling surface. The combination of moving bed biofilm reactors and membrane bioreactors can compensate for the drawbacks of both of... 

Value at risk of an asset, is the asset’s expected maximum loss for a certain period of time and at a specified confidence level. Value-at-Risk can be calculated in the bank with its inter-nal method or standardized method. when a method have more violation number then bank need to keep more daily capital requirements. under the Basel 2 agreement if the violation of method more than 10 times in year, the Bank uses the standardized method.
There are trade off Between daily capital charge and violations. Therefore, existing methods for calculating the value at risk, usually lead to much daily capital charge or many violations. Studies show with combination of different methods to calculate... 

Journals and conferences in computer science are the major venue for publishing new achievement in the field. It is an expert opinion that a number of top conferences in computer science are even more important than journals. In this work we aim at studying this in terms of citation analysis. To this end, we took 100 top journals and 63 top conferences and extracted their citation graph through Scopus dataset. We then constructed the citation graph in which the nodes were the journals and conferences and the links corresponded to the citations of the papers. We used various measures to rank the nodes in the graph. The ranking methods included Prestige, PageRank, Eigenfactor, HITS and SALSA.... 

The long term evolution (LTE) standard is introduced and developed by the 3rd generation partnership project (3GPP) based on orthogonal frequency division multiplexing (OFDM). OFDM systems, in spite of having many advantages such high performance in bandwidth usage, are very sensitive to inter carrier interference (ICI) as a drawback. In order to prevent ICI, the frequency offset, mainly caused by the miss-match between oscillators' frequency and also between the sampling frequency of the transmitter and the receiver, should be estimated and compensated. Frequency synchronization is a part of the tasks of a synchronizer. In this thesis, main tasks of a synchronizer are illustrated and... 

Value-at-Risk (VaR) is the most commontool for risk management. This tool is used to measure market risk and also used as a basis in determining financial standards for international financial institutions. VaR is the maximum loss of the asset portfolio at the specified confidence level and certain time horizon. Many parametric, nonparametric and semi parametric methods have been invented for VaR estimation. Each one of these methods has its advantages and disadvantages and different methods may perform better in differnet situations.When estimating VaR, we can choose one of these methods or we can combine the VaRs estimated by different methods. There are few researches conducted on VaR... 

Complex networks science have received tremendous attention in recent years and the brain is one of the systems to which graph theoretical tools have been applied. Alzheimer’s disease (AD) is a neurodegenerative disease affecting many of elderly population. AD changes the anatomy of the brain, which subsequently results in changes in its functions. These changes have been frequently reported in signals recorded from the brain (such as MEG, fMRI and EEG). Among these neuroimaging techniques EEG is one of the most aproprate methods for extracting functional connectivites according to high temporal resolution. In this thesis, we aimed at analyzing the properties of EEG-based functional networks... 

In the recent years, the problem of modeling a cognitive task using phase oscillators has been receiving a significant attention. In this view, single neurons are no longer elementary computational units. Rather, coherent oscillating groups of neurons are seen as nodes of networks performing cognitive tasks. From this assumption, we develop a model of stimulus-response learning and recognition. The most significant part of our work is defining learning methods for natural frequencies and coupling weights in a coupled phase oscillator network under Kuramoto conditions. In this thesis, we improved the previous models by not only emphasizing on the frequency of the oscillators but also taking... 

Value at risk (VaR) is the maximum loss of the asset portfolio at the specified confidence level and certain time horizon. This tool is used to measure market risk and also used as a basis in determining financial standards for international financial instituation. Conditional Autoregressive Value at Risk models or CAViaR models introduced by Engle and Manganelli (2004). This models calculate VaR base on quantile regession approach and show some promising performance properties.
In order to propose a more accurate model for calcutating VaR , we develop CAViaR models by incorporating them with intraday information then we calculate VaR with this kind of models and CAViaR... 

Frequency scarcity has emerged the necessity of opportunistic utilization of frequency bands, which can be realized through a cognitive radio system. During an agile communication between unlicensed users, a cognitive radio system must avoid collision with licensed users. Hence it should continuously observe the band of interest and report the presence of licensed user signals. This task is fulfilled by a vital part of a cognitive radio system, called the spectrum sensing core. Recently several techniques have been proposed for the spectrum sensing in literature. Some of them like matched filtering, cyclostationarity based detection are based on primary user signal features. However energy... 

Long Term Evolution (LTE) aims the peak data rates in excess of 300 Mb/s, which may appear to be challenging to achieve due to the existence of some blocks such as the turbo decoder. One efficient approach to achieve this throughput is by parallelizing the Log Maximum a Posteriori (MAP) algorithm in the turbo decoder. In fact, the interleaver is known to be a major challenging part of the turbo decoder due to its need to the parallel interleaved memory access. LTE uses Quadratic Permutation Polynomial (QPP) interleaver, which makes it suitable for the parallel decoding. In this thesis, first, we propose an efficient architecture for the QPP interleaver, called the Add-Compare-Select (ACS)... 

The rapid growth in the health care technology, has made the Body Area Network (BAN) as an attracting topic for research and design development. BAN devices have restrictions on their size and power consumption. Monitoring the respiratory signal is crucial in many medical applications and is normally part of a BAN system. Traditional methods for the respiration measurement are normally based on measuring the volume of air inhaled and exhaled by lungs (like a spirometer) or oxygen saturation in blood. However, these methods have numerous drawbacks including their high cost and limited accessibility. In this thesis, a novel scheme is proposed to derive the respiratory signal from the... 

This thesis addresses the problem of dynamic security assessment in power sys-tems with an emphasis on its application in restructured power systems and issues arising in its applications. The new electric utility environment has an immedi-ate consequence of emphasis on reliability and secure operation of power systems. This requires faster and more precise methods to assess the dynamic aspect of se-curity. On the other hand, this issue is becoming challenging when the determined dispatch might not be accommodated due to violation of the limits.This thesis addresses the problem of dynamic security assessment in power sys-tems with an emphasis on its application in restructured power systems... 

In recent years, there have been increasing attempts to study brain connectivity. Among a number of brain mapping techniques, Electroencephalography is an easy to use and cheap method that can be used in the study of brain function. One way of understanding the intricate wiring pattern and functions of brain is to consider it as a complex network. In this approach, a graph of brain functions, based on the functional relation of recorded electric signals, is constructed and then the network is evaluated with a number of network metrics that measure its different aspect of structure. Different neurological and psychological diseases can affect the connectivity power within the brain; as a... 

Are the returns of the mineral companies in Tehran Stock Exchange affected by the changes in the commodity price at the Iran Mercantile Exchange? By implementing a Multi-Factor Model we will calculate the firms’ value elasticity to the commodity price changes. We try to explain the estimated elasticities on the basis of the firm’s fundamental variables using a discounted cash flow valuation model. An unbalanced panel data estimation is employed for this purpose. Afterwards, we will suggest a novel model on the ground of the assumption that the commodity prices and firm values follow the Geometric Brownian Motion. The result of the model is that the elasticity can be explained by commodity...