Sharif Digital Repository

In this thesis, we simulate the competition between some investment strategies based on dividends with each other and with mean-variance strategy (Markowitz) in an evolutionary finance framework. We perform simulations by two different approaches. In the first one, we use real dividend data and, in the second one we use dividends that are generated according to a dividend factor model. The dividend factor model which relates the dividends to the macro-economic factors is estimated from data using principal component analysis. Our simulations show that in this competition, the evolutionary portfolio rule will eventually hold the total market wealth. According to this simple rule the portfolio... 

MIMO radar is a next generation radar which transmits arbitrary waveforms at each one of its apertures. It has been shown that design of waveforms for MIMO radars in order to synthesize a desired spatial beampattern, is mapped into a waveform correlation matrix (R) design in the narrowband case. Therefore, waveform design in MIMO radar for beamforming could be broken into two steps, namely correlation matrix design and waveform synthesis for achieving given R. As of now, given a desired beampattern or estimated location information of targets, calculating R has been modeled as an optimization problem like SDP. Also, in some special cases like rectangular beampattern, close form solutions for... 

Soils have an anisotropic response, and mechanical and dynamic properties of this material are greatly dependent on the direction and magnitude of principal stresses. A reliable assessment of the soil behavior and a good estimation of the soil parameters need to perform tests in similar condition with in-situ. From all the devices used for studying anisotropy of soils, hollow cylinder apparatus is the only apparatus that enables an independent control of both the direction and magnitude of the principal stresses. Moreover, one of the most controversial topics in the unsaturated soil dynamics is determining the shear modulus and damping ratio which are used for assessing many geotechnical... 

Nowadays, advanced and inexpensive pre-clinical methods for investigating the effects of anti-cancer drugs are expanding. One of the latest three-dimensional laboratory modeling for evaluating the effects of drugs is the use of tumor-on-chip technology, which actually models the physiological system of the body through three-dimensional scaffolds, multicellular cultures, and shaped vascular systems. In this study, three-dimensional culture of cancer cells was performed in the form of spheroids. A chip of U-shaped microstructures with and without gaps was used to trap cells and form cancer spheroids. We simulated the simultaneous effect of drug and oxygen concentration distribution inside the... 

Economical strategy of developed countries imposes to improve energy efficiency and a rational renewable energies usage in the buildings. Ground source heat pumps are one of the most important tools in the way moving toward this goal. This study focuses on studying the effect of applying different refrigerants in the direct expansion ground source heat exchangers. In order to compare the performance of the ground source heat pumps using different refrigerants, a specific methodology is presented and implemented. First on this study, the thermal performance of a geothermal borehole filled with both CO2 and a zeotropic mixture of CO2 and R32 (20/80) is studied and the quality, temperature, and... 

Effect of utilizing Central Beam Column (CBC) structure on shallow, large span underground spaces excavation is studied. The CBC method focuses on increasing the overall rigidity of tunnel supporting system prior to full face excavation, in which central drift excavation is limited to the dimensions of the central beam and column to reduce disturbances. Constructing the central beam and column structure, the excavation is completed with NATM excavation method in a symmetric manner about centerline. In CBC method on each side of the centerline there is an arch structure composed of the initial lining resting on roof beam on top and bottom beam at the invert. The roof and bottom beams take the... 

Nowadays, composites have wide applications in different industries especially in aerospace industry because of their high strength to weight ratio. Epoxy 5052 for its relatively good mechanical properties and high thermal resistance has vaidly use for manufacturing of large composite components. However; fracture toghness of epoxy resins is not good in comparison to their other exceptional properties. Therefore, researchers have endeavored to improve this characteristic with different approaches. One of these methods is nanotechnology. Since the components in aerospace industry are often under impact loads and impact strength of these materials has been less studied, effect of carbon... 

Modeling and performance evaluation of the real time distributed systems is a significant problem. Stochastic activity network is one of the high level models used for this purpose. This network is an extension of generalized stochastic Petri net which is more powerful and flexible than other Petri net extensions. Checking the satisfiability of properties such as performance, dependability and user's expected properties is considerable in these models. Thus, using the approaches and generating modeling and model checking tools with the mentioned purpose is attractive. A model checker automatically checks the correctness of the system behaviors as properties against the model by getting the... 

Cardiovascular diseases are among the leading causes of death worldwide. For instance, in 2015, almost 31% of the world’s mortality rate was due to these causes. One of these diseases is cardiac coronary vessels’ occlusion which leads to the insufficient blood supply to the heart tissue and cardiomyocytes death after Myocardial Infarction (MI). After MI, a hierarchy of events in the heart tissue changes heart muscle and forms cardiac fibrosis. This fibrotic tissue does not have the native one’s properties and function, so it will cause cardiac arrest and patient death. Therefore, it is obvious that vascular network plays a crucial role in the heart function. The importance of cardiac... 

This study has focused on the important problem of landing on a planet as an important current and future space mission. In this regard, dynamics modeling and integrated state estimation and control problems have been investigated in different views. To this aim, first a novel concurrent representation for translational and rotational kinematics has been developed based on the extension of modified Rodrigues parameters to dual space. This parameter set, called dual modified Rodrigues parameters (DMRP), is then utilized to establish an integrated roto-translational dynamic. The proposed DMRP-based kinematics and dynamics have been verified via comparison to traditional methods of... 

This thesis addresses the problem of optimal distributed control of unknown interconnected systems. In order to deal with this problem, a data-driven learning framework for finding the optimal centralized and the suboptimal distributed controllers has been developed via convex optimization.First of all, the linear quadratic regulation (LQR) problem is formulated into a nonconvex optimization problem. Using Lagrangian duality theories, a semidefinite program is then developed that requires information about the system dynamics. It is shown that the optimal solution to this problem is independent of the initial conditions and represents the Q-function, an important concept in reinforcement... 

Accurate and fast attitude estimation of a rigid body plays an essential role in the performance of a vehicle’s control system, especially aerospace vehicles. Ample works have been done to increase the accuracy and speed of the attitude estimation process, but all have been developed according to a model-based approach. This approach assumes that the torques acting on the body have a known dynamical model that is used for the attitude estimation. The purpose of the present research is to estimate the attitude via a model-free approach, i. e. dynamics of the torques acting on the body are no longer assumed to be known, and its learning is the next step. Thus, the problem formulation of this... 

This thesis presents a new approach to design structural output feedback controllers with stabilization and pole-placement at desired points on the S plane. It is assumed that the linear time-invariant system has no fixed mode corresponding to the specified control structure, outside the desired region of the closed-loop poles, such that the structural controller design problem is theoretically feasible. To this end, the structural output controller design problem is first transformed into a structurally equivalent problem based on the solution of a set of discrete linear programs. Then, by using the resultant structure, a new method is proposed for designing static and dynamic control loops... 

Cardiovascular disease (CVD) currently remains a considerable challenge for clinical treatments. CVDs account for N17.5 million deaths per year and will predictably increase to 23.6 million by 2030. The main purpose is to create human model systems to study the effect of disease mutations or drug treatment on the heart. In addition, engineered cardiac tissues are considered promising candidates to be transplanted to improve the function of diseased hearts. For engineered active tissues/organs, 3D bioprinting can fabricate complex tissue architecture with a spatiotemporal distribution of bioactive substances (cells, growth factors, and others) to better guide tissue regeneration. However,...