To detect anomalies in diaphragm walls

Diaphragm walls are potentially ideal retaining walls for deep excavations in densely built-up areas, as they cause no vibrations during their construction and provide structural elements with high strength and stiffness. In the recent past, however, several projects using diaphragm walls as soil and water retaining elements have encountered...

Three-dimensional inversion of inductions logs in real-time

In petroleum production and exploration, having good information about a hydrocarbon reservoir is paramount to successful exploitation. A popular tool is to probe the electric conductivity in a well to obtain direct information of the well surrounding. As wells are nowadays mostly horizontally drilled, this information is becoming more important...

Fractals and moving plumes

Contributions to the financial mathematics of energy markets

This thesis provides several contributions to quantitative finance for energy markets: electricity price modelling, implying oil price volatilities, pricing and hedging of exotic commodity options. Electricity spot prices are characterized by spikes (jumps) because electricity is non-storable. A widely used model for stochastic component of...

Ultra low-power biomedical signal processing: An analog wavelet filter approach for pacemakers

The purpose of this thesis is to describe novel signal processing methodologies and analog integrated circuit techniques for low-power biomedical systems. Physiological signals, such as the electrocardiogram (ECG), the electroencephalogram (EEG) and the electromyogram (EMG) are mostly non-stationary. The main difficulty in dealing with...

Improved Monte Carlo Methods with Applications to Borehole Logging Simulations