Experimental quantification and modelling of attrition of infant formulae during pneumatic conveying

Infant formula is often produced as an agglomerated powder using a spray drying process. Pneumatic conveying is commonly used for transporting this product within a manufacturing plant. The transient mechanical loads imposed by this process cause some of the agglomerates to disintegrate, which has implications for key quality characteristics of the formula including bulk density and wettability. This thesis used both experimental and modelling approaches to investigate this breakage during conveying. One set of conveying trials had the objective of establishing relationships between the geometry and operating conditions of the conveying system and the resulting changes in bulk properties of the infant formula upon conveying. A modular stainless steel pneumatic conveying rig was constructed for these trials. The mode of conveying and air velocity had a statistically-significant effect on bulk density at a 95% level, while mode of conveying was the only factor which significantly influenced D[4,3] or wettability. A separate set of conveying experiments investigated the effect of infant formula composition, rather than the pneumatic conveying parameters, and also assessed the relationships between the mechanical responses of individual agglomerates of four infant formulae and their compositions. The bulk densities before conveying, and the forces and strains at failure of individual agglomerates, were related to the protein content. The force at failure and stiffness of individual agglomerates were strongly correlated, and generally increased with increasing protein to fat ratio while the strain at failure decreased. Two models of breakage were developed at different scales; the first was a detailed discrete element model of a single agglomerate. This was calibrated using a novel approach based on Taguchi methods which was shown to have considerable advantages over basic parameter studies which are widely used. The data obtained using this model compared well to experimental results for quasi-static uniaxial compression of individual agglomerates. The model also gave adequate results for dynamic loading simulations. A probabilistic model of pneumatic conveying was also developed; this was suitable for predicting breakage in large populations of agglomerates and was highly versatile: parts of the model could easily be substituted by the researcher according to their specific requirements.

Uniformly convergent finite element and finite difference methods for singularly perturbed ordinary differential equations

This thesis is concerned with uniformly convergent finite element and finite difference methods for numerically solving singularly perturbed two-point boundary value problems. We examine the following four problems: (i) high order problem of reaction-diffusion type; (ii) high order problem of convection-diffusion type; (iii) second order interior turning point problem; (iv) semilinear reaction-diffusion problem. Firstly, we consider high order problems of reaction-diffusion type and convection-diffusion type. Under suitable hypotheses, the coercivity of the associated bilinear forms is proved and representation results for the solutions of such problems are given. It is shown that, on an equidistant mesh, polynomial schemes cannot achieve a high order of convergence which is uniform in the perturbation parameter. Piecewise polynomial Galerkin finite element methods are then constructed on a Shishkin mesh. High order convergence results, which are uniform in the perturbation parameter, are obtained in various norms. Secondly, we investigate linear second order problems with interior turning points. Piecewise linear Galerkin finite element methods are generated on various piecewise equidistant meshes designed for such problems. These methods are shown to be convergent, uniformly in the singular perturbation parameter, in a weighted energy norm and the usual L2 norm. Finally, we deal with a semilinear reaction-diffusion problem. Asymptotic properties of solutions to this problem are discussed and analysed. Two simple finite difference schemes on Shishkin meshes are applied to the problem. They are proved to be uniformly convergent of second order and fourth order respectively. Existence and uniqueness of a solution to both schemes are investigated. Numerical results for the above methods are presented.

Financial modelling with 2-EPT probability density functions

The class of all Exponential-Polynomial-Trigonometric (EPT) functions is classical and equal to the Euler-d’Alembert class of solutions of linear differential equations with constant coefficients. The class of non-negative EPT functions defined on [0;1) was discussed in Hanzon and Holland (2010) of which EPT probability density functions are an important subclass. EPT functions can be represented as ceAxb, where A is a square matrix, b a column vector and c a row vector where the triple (A; b; c) is the minimal realization of the EPT function. The minimal triple is only unique up to a basis transformation. Here the class of 2-EPT probability density functions on R is defined and shown to be closed under a variety of operations. The class is also generalised to include mixtures with the pointmass at zero. This class coincides with the class of probability density functions with rational characteristic functions. It is illustrated that the Variance Gamma density is a 2-EPT density under a parameter restriction. A discrete 2-EPT process is a process which has stochastically independent 2-EPT random variables as increments. It is shown that the distribution of the minimum and maximum of such a process is an EPT density mixed with a pointmass at zero. The Laplace Transform of these distributions correspond to the discrete time Wiener-Hopf factors of the discrete time 2-EPT process. A distribution of daily log-returns, observed over the period 1931-2011 from a prominent US index, is approximated with a 2-EPT density function. Without the non-negativity condition, it is illustrated how this problem is transformed into a discrete time rational approximation problem. The rational approximation software RARL2 is used to carry out this approximation. The non-negativity constraint is then imposed via a convex optimisation procedure after the unconstrained approximation. Sufficient and necessary conditions are derived to characterise infinitely divisible EPT and 2-EPT functions. Infinitely divisible 2-EPT density functions generate 2-EPT Lévy processes. An assets log returns can be modelled as a 2-EPT Lévy process. Closed form pricing formulae are then derived for European Options with specific times to maturity. Formulae for discretely monitored Lookback Options and 2-Period Bermudan Options are also provided. Certain Greeks, including Delta and Gamma, of these options are also computed analytically. MATLAB scripts are provided for calculations involving 2-EPT functions. Numerical option pricing examples illustrate the effectiveness of the 2-EPT approach to financial modelling.

Molecular composition of biogenic secondary organic aerosols using ultrahigh resolution mass spectrometry: comparing laboratory and field studies

Numerous laboratory experiments have been performed in an attempt to mimic atmospheric secondary organic aerosol (SOA) formation. However, it is still unclear how close the aerosol particles generated in laboratory experiments resemble atmospheric SOA with respect to their detailed chemical composition. In this study, we generated SOA in a simulation chamber from the ozonolysis of α-pinene and a biogenic volatile organic compound (BVOC) mixture containing α- and β-pinene, Δ3-carene, and isoprene. The detailed molecular composition of laboratory-generated SOA was compared with that of background ambient aerosol collected at a boreal forest site (Hyytiälä, Finland) and an urban location (Cork, Ireland) using direct infusion nanoelectrospray ultrahigh resolution mass spectrometry. Kendrick Mass Defect and Van Krevelen approaches were used to identify and compare compound classes and distributions of the detected species. The laboratory-generated SOA contained a distinguishable group of dimers that was not observed in the ambient samples. The presence of dimers was found to be less pronounced in the SOA from the VOC mixtures when compared to the one component precursor system. The elemental composition of the compounds identified in the monomeric region from the ozonolysis of both α-pinene and VOC mixtures represented the ambient organic composition of particles collected at the boreal forest site reasonably well, with about 70% of common molecular formulae. In contrast, large differences were found between the laboratory-generated BVOC samples and the ambient urban sample. To our knowledge this is the first direct comparison of molecular composition of laboratory-generated SOA from BVOC mixtures and ambient samples.

Interaction of additive and quantization noises in digital PLLs

Phase-locked loops (PLLs) are a crucial component in modern communications systems. Comprising of a phase-detector, linear filter, and controllable oscillator, they are widely used in radio receivers to retrieve the information content from remote signals. As such, they are capable of signal demodulation, phase and carrier recovery, frequency synthesis, and clock synchronization. Continuous-time PLLs are a mature area of study, and have been covered in the literature since the early classical work by Viterbi [1] in the 1950s. With the rise of computing in recent decades, discrete-time digital PLLs (DPLLs) are a more recent discipline; most of the literature published dates from the 1990s onwards. Gardner [2] is a pioneer in this area. It is our aim in this work to address the difficulties encountered by Gardner [3] in his investigation of the DPLL output phase-jitter where additive noise to the input signal is combined with frequency quantization in the local oscillator. The model we use in our novel analysis of the system is also applicable to another of the cases looked at by Gardner, that is the DPLL with a delay element integrated in the loop. This gives us the opportunity to look at this system in more detail, our analysis providing some unique insights into the variance `dip' seen by Gardner in [3]. We initially provide background on the probability theory and stochastic processes. These branches of mathematics are the basis for the study of noisy analogue and digital PLLs. We give an overview of the classical analogue PLL theory as well as the background on both the digital PLL and circle map, referencing the model proposed by Teplinsky et al. [4, 5]. For our novel work, the case of the combined frequency quantization and noisy input from [3] is investigated first numerically, and then analytically as a Markov chain via its Chapman-Kolmogorov equation. The resulting delay equation for the steady-state jitter distribution is treated using two separate asymptotic analyses to obtain approximate solutions. It is shown how the variance obtained in each case matches well to the numerical results. Other properties of the output jitter, such as the mean, are also investigated. In this way, we arrive at a more complete understanding of the interaction between quantization and input noise in the first order DPLL than is possible using simulation alone. We also do an asymptotic analysis of a particular case of the noisy first-order DPLL with delay, previously investigated by Gardner [3]. We show a unique feature of the simulation results, namely the variance `dip' seen for certain levels of input noise, is explained by this analysis. Finally, we look at the second-order DPLL with additive noise, using numerical simulations to see the effects of low levels of noise on the limit cycles. We show how these effects are similar to those seen in the noise-free loop with non-zero initial conditions.