Sharif Digital Repository

The theory of nonlocal gravity is a classical modification of Einstein’s general relativity, that explores nonlocal effects of gravity by putting aside the locality postulate, or the assumption that the non-inertial observer is equivalent to an inertial observer with the same speed at each instant of time. In this research we explore the local limit of this theory, or in other words, we consider nonlocality with only a short-term memory, with the goal of calculating the effects of nonlocality on cosmology in mind. We calculate these effects that are formulated inspired by the effects of materials in electrodynamics, on a homogenous universe in the local limit. We also reproduce the theory of... 

In this research, path planning in unknown environment is considered. It is assumed that the robot’s sensors are the only tools to collect information from the scene. Volume of the information gathered from the environment depends on the capability of the sensor. So, a detour from the optimal path is unavoidable. In this research, the basic robot is equipped with a minimal sensing system that only detects the iscontinuities in depth information (gaps). We present some online search strategies that guide such a robot to navigate unknown streets from a start point s to reach a target point t. Then, we empower the robot by adding a compass to patrol more general classes of polygons. We present... 

This dissertation documents the study of Omni-max anchor, and the development of a computational procedure and its application to the analysis of OMNI-MAX anchor behavior under mooring loads. An OMNI-MAX anchor is an offshore anchor designed and developed in recent years, to overcome the uncertainty in the capacity of ordinary offshore anchors.In the process of this research to understand the capacity and mechanisms in which the anchor carries applied loads, the contribution of different parts of the anchor to the total capacity of the anchor is estimated using classical soil mechanics. Then, due to the failure of the used approach to model the dynamic behavior of the anchor and to better... 

It is widely recognized today that excess moisture in pavement layers, when combined with heavy truck traffic and moisture-susceptible materials, can reduce the service life. Temperatures below freezing can also contribute to durability problems of saturated materials. A major objective in pavement design is to keep the base, subbase, subgrade, and other susceptible paving materials from becoming saturated or even being exposed to constant high moisture levels over time. The use of subsurface drainage has gained popularity over the past two decades, and many pavement agencies now routinely specify drainable pavement structures to reduce moisture-related problems in avements. In this... 

Early failure of pavement is one of the most important problems. As the research conclusions in Iran, Non-conformancity is the most important cause of this problem.Quality management system, Audits and expert systems are the solutions. This research provides an Audit system for quality management system of batch-type asphalt plants as the preliminary solution.A state survey conducted and useful part of state programs had been considered. After developing software, The system functionality has been tested  

Trip demand analysis is among the most important parts in comprehensive transportation studies. Developing four stage models including trip generation, trip distribution, mode choice, and assignment are so common in demand analyzing. In this study, trip generation models have been studied and to analyze data, two different methods including OLR and GWR are utilized. This study aims to examine relationship between aggregate zones in order to forecast future trips. Moreover, results of modeling trip generation with two different methods, OLR and GWR, are compared. Comparing different levels of aggregation reveals that as the number of zones decreases, the results get better. Decreasing number... 

This paper is concerned with the Vehicle Routing Problem (VRP) in a fleet with customer loyalty. In this work, we consider priority for customers according to their loyalty and try to declare an objective function which concerns customers' satisfaction along other normal VRP objectives like route optimization  

In this thesis, we examine different forecasting methods to predict volatility in financial markets. Tehran Exchange Price Index (TEPIX) is adapted to forecast in short and long term periods. TEPIX is the most important index in Tehran Stock Market which is officially reported daily. Autoregressive Integrated Moveing Average models (ARIMA), Generalaized Autoregressive Heteroskedastic models (GARCH) and Artificial Neural Networks (ANN) are used for forecasting TEPIX. Spectral Analysis is also regarded as a completely new approach in financial mathematics to forecast TEPIX in short and long term periods. We consider different criteria to compare the performance of different methods of... 

In this thesis, three popular option pricing models, Black and Scholes Model, Heston Model and Bates Model are compared to each other in economic crises situation. We carry out a comparison between different option pricing models based on S&P500 Index options during 2008. First these data are classified regarding to moneyness and maturity time in nine categories and then the performance of the models, exerting two indexes, In Sample performance and Out Of Sample performance are compared in every category. To reach the prices via In Sample performance index, structural parameters of each model are estimated with the data of each day. Then, daily prices are computed by models and compared with... 

Predicting the price that has the least error and can provide the best and highest accuracy has been one of the most challenging issues and one of the most critical concerns among capital market activists and researchers. Therefore, a model that can solve problems and provide results with high accuracy is one of the topics of interest among researchers. In this project, using time series prediction models such as ARIMA to estimate the price, variables, and indicators related to technical analysis show the behavior of traders involved in involving psychological factors for the model. By linking all of these variables to stepwise regression, we identify the best variables influencing the... 

Water shortage, population growth, and high levels of urban water demand are among main challenges of water demand management for developing countries and cities, and also for megacities. Urban water management systems, as they are complex adaptive systems, complex interactions exist among elements affecting the system. In other words, action from a subpart can trigger other parts, and also the whole system to respond in reaction. In this study, socio-economic water consumption behavior of households is studies and simulated in an agent-based modeling platform. First, households are interviewed and, using the qualitative data extracted from interviews and also the behavioral science... 

Iran has the third largest reservoirs of oil and the second largest reservoirs of gas and has the greatest hydrocarbon reservoirs worldwide. Considering the fact that production of oil is highly dependent on gas injection, Iran is facing a great challenge in determining proper strategy for consuming natural gas. Due to the lack of proper strategy form the point of view of economical as well as scientific evaluation in political and social aspects, it has resulted in weakening Iran’s place in international markets and also reduction of oil wells’ productions.In this study, after a review of relevant literature, characteristics of oil and gas projects effective on modeling them were... 

In this thesis, first, the problem of valuation of a portfolio is considered. This portfolio consists of some risky assets and real options written on them, with capital budgeting constrain. Three major elements of this problem are: portfolio, capital budgeting and real options. After reviewing the relevant literature, we develop a framework for managerial decisions about risky assets, by applying of Option Valuation Theory and Stochastic Dynamic Programming. The objective is to fill the gap in the valuation literature and propose a model that considers three aspects of investment decisions– portfolio approach, capital budgeting and real options- simultaneously. The proposed model... 

Asphalt concrete is a heterogeneous and multi-phase material that consists of aggregates, asphalt binder, and pores. These components create a complex microstructure. There is no consensus on how to quantify the microstructure and the required parameters from two-dimensional images. The load transfer can be managed by aggregate-aggregate or aggregate-mastic interactions that depend on the gradation, aggregate internal structure, and asphalt binder viscoelastic properties. The most important internal structure indices affecting the behavior of HMA are aggregate orientation, contact orientation, contact length, and number of contact points. In this research, the influence of aggregate... 

The problem of developing optimal pricing and inventory allocation strategies has been extensively studied over the past two decades. However, most of the literature in this area assumes that customers are myopic price-takers, and do not respond to firm pricing strategically. In this study, we present review on a class of problems that consider a firm selling a finite number of items over a finite time horizon facing stochastic demand and a group of customers who act strategically by timing their purchases. We first review the optimal purchasing policy for the customers, and pricing policy for the firm that is the best response policy to the customer’s strategic behavior. Then we present a... 

In this project railway industry is introduced as an optimal alternative for transportation in this country. To select the best choice, four railway technologies that have commercial capacity are presented and the most appropriate one is selected with respect to several criteria, including fuel consumption. The purpose of this thesis is to present the best technology in order to improve Iranian railway transportation by considering the shortage of fossil resources as well as pollution.In this project,the copmparison of alternatives and assessment criteria for best technology selection is done by Analytical Hierarchy Process (AHP) and the questionaries are filled out by industry and... 

In this study, we introduce a systematic approach for valuation of Technology development projects by applying a discrete model of real options valuation. This framework is then applied to a real technology development project. The estimate of volatility is the most important argument that it is difficult to calculate. Data from the project’s feasibility study is gathered and classified in an appropriate format to be ready for simulation. Then uncertainty parameters are identified. The data is separated and their impacts on annual cash flows are considered. Volatility of the whole project is estimated to be relatively high. This is an advantage for the proposed method. In this project,... 

Location-allocation problem is known as one of the classical problems in industrial engineering. The goals of these problems are finding optimal location of facilities and assigning these facilities to service demands from a given set of point. Location-allocation decisions are widespread through all organization in the world concerning private and public businesses. Therefore, in this study, a practical mathematical model is formulated and solved.In this paper we present a new approach for a budgeted constraint capacitated location-allocation problem integrated with cellular layout approach containing cell formation and group scheduling. Main decisions are composed of formation of...