Optimal Parameter Trajectory Estimation in Parameterized SDEs: An Algorithmic Procedure

We consider the problem of estimating the optimal parameter trajectory over a finite time interval in a parameterized stochastic differential equation (SDE), and propose a simulation-based algorithm for this purpose. Towards this end, we consider a discretization of the SDE over finite time instants and reformulate the problem as one of finding an optimal parameter at each of these instants. A stochastic approximation algorithm based on the smoothed functional technique is adapted to this setting for finding the optimal parameter trajectory. A proof of convergence of the algorithm is presented and results of numerical experiments over two different settings are shown. The algorithm is seen to exhibit good performance. We also present extensions of our framework to the case of finding optimal parameterized feedback policies for controlled SDE and present numerical results in this scenario as well.

Models of reserve manpower

Absenteeism is one of the major problems of Indian industries. It necessitates the employment of more manpower than the jobs require, resulting in the increase of manpower costs, and lowers the efficiency of plant operation through lowered performance and higher rejects. It also causes machine idleness, if extra manpower is not hired, resulting in disrupted work schedules and assignments. Several studies have investigated the causes of absenteeism (Vaid 1967) for example and their remedy and relationship between absenteeism and turnover with a suggested model for diagnosis and treatment (Hawk 1976) However, the production foremen and supervisor will face the operating task of determining how many extra operatives are to be hired in order to stave off the adverse effects of absenteeism on the man-machine system. This paper deals with a class of reserve manpower models based on the reject allowance model familiar in quality control literature. The present study considers, in addition to absenteeism, machine failures and the graded nature of manpower met within production systems and seeks to find optimal reserve manpower through computer simulation.

Identification of a class of non-linear systems

This paper considers the on-line identification of a non-linear system in terms of a Hammerstein model, with a zero-memory non-linear gain followed by a linear system. The linear part is represented by a Laguerre expansion of its impulse response and the non-linear part by a polynomial. The identification procedure involves determination of the coefficients of the Laguerre expansion of correlation functions and an iterative adjustment of the parameters of the non-linear gain by gradient methods. The method is applicable to situations involving a wide class of input signals. Even in the presence of additive correlated noise, satisfactory performance is achieved with the variance of the error converging to a value close to the variance of the noise. Digital computer simulation establishes the practicability of the scheme in different situations.

A semi-empirical theory of molten salts

A semi-empirical model is presented for describing the interionic interactions in molten salts using the experimentally available structure data. An extension of Bertaut's method of non-overlapping charges is used to estimate the electrostatic interaction energy in ionic melts. It is shown, in agreement with earlier computer simulation studies, that this energy increases when an ionic salt melts. The repulsion between ions is described using a compressible ion theory which uses structure-independent parameters. The van der Waals interactions and the thermal free energy are also included in the total energy, which is minimised with respect to isostructural volume variations to calculate the equilibrium density. Detailed results are presented for three molten systems, NaCl, CaCl2 and ZnCl2, and are shown to be in satisfactory agreement with experiments. With reliable structural data now being reported for several other molten salts, the present study gains relevance.

Semi-active vibration isolation using a near-zero-spring-rate device:steady state analysis of a single-degree-of-freedom model

A vibration isolator is described which incorporates a near-zero-spring-rate device within its operating range. The device is an assembly of a vertical spring in parallel with two inclined springs. A low spring rate is achieved by combining the equivalent stiffness in the vertical direction of the inclined springs with the stiffness of the vertical central spring. It is shown that there is a relation between the geometry and the stiffness of the individual springs that results in a low spring rate. Computer simulation studies of a single-degree-of-freedom model for harmonic base input show that the performance of the proposed scheme is superior to that of the passive schemes with linear springs and skyhook damping configuration. The response curves show that, for small to large amplitudes of base disturbance, the system goes into resonance at low frequencies of excitation. Thus, it is possible to achieve very good isolation over a wide low-frequency band. Also, the damper force requirements for the proposed scheme are much lower than for the damper force of a skyhook configuration or a conventional linear spring with a semi-active damper.

On subspace method for source localization

A method of source localization in shallow water, based on subspace concept, is described. It is shown that a vector representing the source in the image space spanned by the direction vectors of the source images is orthogonal to the noise eigenspace of the covariance matrix. Computer simulation has shown that a horizontal array of eight sensors can accurately localize one or more uncorrelated sources in shallow water dominated by multipath propagation.

Analysis of grid connected induction generators driven by hydro/wind turbines under realistic system constraints

Results of an investigation dealing with the behaviour of grid-connected induction generators (GCIGs) driven by typical prime movers such as mini-hydro/wind turbines are presented. Certain practical operational problems of such systems are identified. Analytical techniques are developed to study the behavior of such systems. The system consists of the induction generator (IG) feeding a 11 kV grid through a step-up transformer and a transmission line. Terminal capacitors to compensate for the lagging VAr are included in the study. Computer simulation was carried out to predict the system performance at the given input power from the turbine. Effects of variations in grid voltage, frequency, input power, and terminal capacitance on the machine and system performance are studied. An analysis of self-excitation conditions on disconnection of supply was carried out. The behavior of a 220 kW hydel system and 55/11 kW and 22 kW wind driven system corresponding to actual field conditions is discussed

Molecular expression for dielectric friction on a rotating dipole: Reduction to the continuum theory

Recently we presented a microscopic expression for dielectric friction on a rotating dipole. This expression has a rather curious structure, involving the contributions of the transverse polarization modes of the solvent and also of the molecular length scale processes. It is shown here that under proper limiting conditions, this expression reduces exactly to the classical continuum model expression of Nee and Zwanzig [J. Chem. Phys. 52, 6353 (1970)]. The derivation requires the use of the asymptotic form of the orientation‐dependent total pair correlation function, the neglect of the contributions of translational modes of the solvent, and also the use of the limit that the size of the solvent molecules goes to zero. Thus, the derivation can be important in understanding the validity of the continuum model and can also help in explaining the results of a recent computer simulation study of dielectric relaxation in a Brownian dipolar lattice.

Molecular theory of underdamped dielectric relaxation: understanding collective effects in dipolar liquids

A molecular theory of underdamped dielectric relaxation of a dense dipolar liquid is presented. This theory properly takes into account the collective effects that are present (due to strong intermolecular correlations) in a dipolar liquid. For small rigid molecules, the theory again leads to a three-variable description which, however, is somewhat different from the traditional version. In particular, two of the three parameters are collective in nature and are determined by the orientational pair correlation function. A detailed comparison between the theory and the computer simulation results of Neria and Nitzan is performed and an excellent agreement is obtained without the use of any adjustable or free parameter - the calculation is fully microscopic. The theory can also provide a systematic description of the Poley absorption often observed in dipolar liquids in the high-frequency regime.

Investigation of the characteristics of an SF6 rotating arc by a mathematical model

A mathematical model has been developed for predicting the performance of rotating arcs in SF6 gas by considering the energy balance and force balance equations. The finite difference technique has been adopted for the computer simulation of the arc characteristics. This method helps in considering the spatial variation of the transport and radiative properties of the arc. All the three heat loss mechanisms-conduction, convection, and radiation-have been considered. Results obtained over a 10 ms (half cycle of 50 Hz wave) current flow period for 1.4 kA (peak) and 4.2 kA (peak), show that the proposed arc model gives the expected behavior of the arc over the range of currents studied.

Performance analysis of subspace based method for source localization in shallow water

The present paper aims at studying the performance characteristics of a subspace based algorithm for source localization in shallow water such as coastal water. Specifically, we study the performance of Multi Image Subspace Algorithm (MISA). Through first-order perturbation analysis and computer simulation it is shown that MISA is unbiased and statistically efficient. Further, we bring out the role of multipaths (or images) in reducing the error in the localization. It is shown that the presence of multipaths is found to improve the range and depth estimates. This may be attributed to the increased curvature of the wavefront caused by interference from many coherent multipaths.

Design of output dv/dt filter for motor drives

Modern PWM inverter output voltage has high dv/dt, which causes problems such as voltage doubling that can lead to insulation failure, ground currents that results in electromagnetic interference concerns. The IGBT switching device used in such inverter are becoming faster, exacerbating these problems. This paper proposes a new procedure for designing the LC clamp filter. The filter increases the rise time of the output voltage of inverter, resulting in smaller dv/dt. In addition suitable selection of resonance frequency gives LCL filter configuration with improved attenuation. By adding this filter at output terminal of inverter which uses long cable, voltage doubling effect is reduced at the motor terminal. The design procedure is carried out in terms of the power converter based per unit scheme. This generalizes the design procedure to a wide range of power level and to study optimum designs. The effectiveness of the design is verified by computer simulation and experimental measurements.

Discrete control algorithms for a tubular ammonia reactor

The specific objective of this paper is to develop direct digital control strategies for an ammonia reactor using quadratic regulator theory and compare the performance of the resultant control system with that under conventional PID regulators. The controller design studies are based on a ninth order state-space model obtained from the exact nonlinear distributed model using linearization and lumping approximations. The evaluation of these controllers with reference to their disturbance rejection capabilities and transient response characteristics, is carried out using hybrid computer simulation.

Pre-emptive queue processing scheme for handovers in mobile cellular communication systems

A new scheme for minimizing handover failure probability in mobile cellular communication systems is presented. The scheme involves a reassignment of priorities for handover requests enqueued in adjacent cells to release a channel for a handover request which is about to fail. Performance evaluation of the new scheme carried out by computer simulation of a four-cell highway cellular system has shown a considerable reduction in handover failure probability

Structural Transformations, Composition Anomalies and a Dramatic Collapse of Linear Polymer Chains in Dilute Ethanol-Water Mixtures

Water-ethanol mixtures exhibit many interesting anomalies, such as negative excess partial molar volume of ethanol, excess sound absorption coefficient at low concentrations, and positive deviation from Raoult's law for vapor pressure, to mention a few. These anomalies have been attributed to different, often contradictory origins, but a quantitative understanding is still lacking. We show by computer simulation and theoretical analyses that these anomalies arise from the sudden emergence of a bicontinuous phase that occurs at a relatively low ethanol concentration of x(eth) approximate to 0.06-0.10 (that amounts to a volume fraction of 0.17-0.26, which is a significant range!). The bicontinuous phase is formed by aggregation of ethanol molecules, resulting in a weak phase transition whose nature is elucidated. We find that the microheterogeneous structure of the mixture gives rise to a pronounced nonmonotonic composition dependence of local compressibility and nonmonotonic dependence in the peak value of the radial distribution function of ethyl groups. A multidimensional free energy surface of pair association is shown to provide a molecular explanation of the known negative excess partial volume of ethanol in terms of parallel orientation and hence better packing of the ethyl groups in the mixture due to hydrophobic interactions. The energy distribution of the ethanol molecules indicates additional energy decay channels that explain the excess sound attenuation coefficient in aqueous alcohol mixtures. We studied the dependence of the solvation of a linear polymer chain on the composition of the water-ethanol solvent. We find that there is a sudden collapse of the polymer at x(eth) approximate to 0.05-a phenomenon which we attribute to the formation of the microheterogeneous structures in the binary mixture at low ethanol concentrations. Together with recent single molecule pulling experiments, these results provide new insight into the behavior of polymer chain and foreign solutes, such as enzymes, in aqueous binary mixtures.