73 resultados para Jump-telegraph processes


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Aluminum sheets are currently produced by the direct-chill process (DC). The need for low-cost aluminum sheets is a challenge for the development of new materials produced by the twin roll caster (TRC) process. It is expected that sheets produced from these different casting procedures will differ in their microstructure. These differences in microstructure and in the crystallographic texture have great impact on sheet mechanical properties and formability. The present study investigated microstructure and evaluated texture of two strips of Al-Mn-Fe-Si (3003) aluminum alloy produced by TRC and by hot-rolling processes. It was possible to notice that the microstructure, morphology, and grain size of the TRC sample were more homogenous than those found in hot-rolled samples. Both strips, obtained by the two processes, showed strong texture gradient across the thickness.

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This article reports experimental results obtained in a laboratory-scale photochemical reactor on the photodegradation of poly(ethylene glycol) (PEG) in aqueous solutions by means of the photo-Fenton and H(2)O(2)/UV processes. Dilute water solutions of PEG were fed to a batch reactor, mixed with pertinent reactants, and allowed to react under different conditions. Reaction progress was evaluated by sampling and analyzing the concentration of the total organic carbon (TOC) in solution as a function of the reaction time. Organic acids formed during oxidation were determined by HPLC analyses. The main acids detected in both processes were acetic and formic. Glycolic acid was detected only in the photo-Fenton process, and malonic acid was detected only in the H(2)O(2)/UV treatment, indicating that different reaction paths occur in these processes. The characteristics of both processes are discussed, based on the evolution of the TOC-time curves and the concentration profiles of the monitored organic acids. The experimental results constitute a contribution to the design of industrial processes for the treatment of wastewaters containing soluble polymers with similar properties.

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In this work, the oxidation of the model pollutant phenol has been studied by means of the O(3), O(3)-UV, and O(3)-H(2)O(2) processes. Experiments were carried out in a fed-batch system to investigate the effects of initial dissolved organic carbon concentration, initial, ozone concentration in the gas phase, the presence or absence of UVC radiation, and initial hydrogen peroxide concentration. Experimental results were used in the modeling of the degradation processes by neural networks in order to simulate DOC-time profiles and evaluate the relative importance of process variables.

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Oxidation processes are used in wastewater treatment when conventional processes are not effective due to the presence of recalcitrant organic contaminants, like phenol. However, the presence of ionic compounds associated with organic pollutants may retard the oxidation. In this work the transport of species contained in an aqueous solution of phenol containing sodium chloride was evaluated in an electrodialysis (ED) system. An experimental study was carried out in which the influence of the process variables on the phenol loss and sodium chloride removal was investigated. Experiments were also performed without current, in order to determine the phenol transfer due to diffusion. The phenol and salt concentration variations in the ED compartments were measured over time, using dedicated procedures and an experimental design to determine the global characteristic parameters. A phenomenological approach was used to relate the phenol, salt and water fluxes with the driving forces (concentration and electric potential gradients). Under ED conditions, two contributions were pointed out for the phenol transport, i.e. diffusion and convection, this latter coming from the water flux due to electroosmosis related to the migration of salts. The fitting of the parameters of the transport equations resulted in good agreement with the experimental results over the range of conditions investigated. (c) 2008 Elsevier B.V. All rights reserved.

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The solar driven photo-Fenton process for treating water containing phenol as a contaminant has been evaluated by means of pilot-scale experiments with a parabolic trough solar reactor (PTR). The effects of Fe(II) (0.04-1.0 mmol L(-1)), H(2)O(2) (7-270 mmol L(-1)), initial phenol concentration (100 and 500 mg C L(-1)), solar radiation, and operation mode (batch and fed-batch) on the process efficiency were investigated. More than 90% of the dissolved organic carbon (DOC) was removed within 3 hours of irradiation or less, a performance equivalent to that of artificially-irradiated reactors, indicating that solar light can be used either as an effective complementary or as an alternative source of photons for the photo-Fenton degradation process. A non-linear multivariable model based on a neural network was fit to the experimental results of batch-mode experiments in order to evaluate the relative importance of the process variables considered on the DOC removal over the reaction time. This included solar radiation, which is not a controlled variable. The observed behavior of the system in batch-mode was compared with fed-batch experiments carried out under similar conditions. The main contribution of the study consists of the results from experiments under different conditions and the discussion of the system behavior. Both constitute important information for the design and scale-up of solar radiation-based photodegradation processes.

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In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.

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The main goal of this paper is to apply the so-called policy iteration algorithm (PIA) for the long run average continuous control problem of piecewise deterministic Markov processes (PDMP`s) taking values in a general Borel space and with compact action space depending on the state variable. In order to do that we first derive some important properties for a pseudo-Poisson equation associated to the problem. In the sequence it is shown that the convergence of the PIA to a solution satisfying the optimality equation holds under some classical hypotheses and that this optimal solution yields to an optimal control strategy for the average control problem for the continuous-time PDMP in a feedback form.

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In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.

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We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.

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This paper deals with the expected discounted continuous control of piecewise deterministic Markov processes (PDMP`s) using a singular perturbation approach for dealing with rapidly oscillating parameters. The state space of the PDMP is written as the product of a finite set and a subset of the Euclidean space a""e (n) . The discrete part of the state, called the regime, characterizes the mode of operation of the physical system under consideration, and is supposed to have a fast (associated to a small parameter epsilon > 0) and a slow behavior. By using a similar approach as developed in Yin and Zhang (Continuous-Time Markov Chains and Applications: A Singular Perturbation Approach, Applications of Mathematics, vol. 37, Springer, New York, 1998, Chaps. 1 and 3) the idea in this paper is to reduce the number of regimes by considering an averaged model in which the regimes within the same class are aggregated through the quasi-stationary distribution so that the different states in this class are replaced by a single one. The main goal is to show that the value function of the control problem for the system driven by the perturbed Markov chain converges to the value function of this limit control problem as epsilon goes to zero. This convergence is obtained by, roughly speaking, showing that the infimum and supremum limits of the value functions satisfy two optimality inequalities as epsilon goes to zero. This enables us to show the result by invoking a uniqueness argument, without needing any kind of Lipschitz continuity condition.

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In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.

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This work deals with a procedure for model re-identification of a process in closed loop with ail already existing commercial MPC. The controller considered here has a two-layer structure where the upper layer performs a target calculation based on a simplified steady-state optimization of the process. Here, it is proposed a methodology where a test signal is introduced in a tuning parameter of the target calculation layer. When the outputs are controlled by zones instead of at fixed set points, the approach allows the continuous operation of the process without an excessive disruption of the operating objectives as process constraints and product specifications remain satisfied during the identification test. The application of the method is illustrated through the simulation of two processes of the oil refining industry. (c) 2008 Elsevier Ltd. All rights reserved.

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We define a new type of self-similarity for one-parameter families of stochastic processes, which applies to certain important families of processes that are not self-similar in the conventional sense. This includes Hougaard Levy processes such as the Poisson processes, Brownian motions with drift and the inverse Gaussian processes, and some new fractional Hougaard motions defined as moving averages of Hougaard Levy process. Such families have many properties in common with ordinary self-similar processes, including the form of their covariance functions, and the fact that they appear as limits in a Lamperti-type limit theorem for families of stochastic processes.

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This article reports major results from collaborative research between France and Brazil on soil and water systems, carried out in the Upper Amazon Basin. It reveals the weathering processes acting in the partly inundated, low elevation plateaus of the Basin, mostly covered by evergreen forest. Our findings are based on geochemical data and mineral spectroscopy that probe the crystal chemistry of Fe and Al in mineral phases (mainly kaolinite, Al- and Fe-(hydr)oxides) of tropical soils (laterites). These techniques reveal crystal alterations in mineral populations of different ages and changes of metal speciation associated with mineral or organic phases. These results provide an integrated model of soil formation and changes (from laterites to podzols) in distinct hydrological compartments of the Amazon landscapes and under altered water regimes. (C) 2010 Academie des sciences. Published by Elsevier Masson SAS. All rights reserved.

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Pharmaceuticals can exist in many solid forms, which can have different physical and chemical properties. These solid forms include polymorphs, solvates, amorphous, and hydrates. Particularly, hydration process can be quite common since pharmaceutical solids can be in contact with water during manufacturing process and can also be exposed to water during storage. In the present work, it is proved that NQR technique is capable of detecting different hydrated forms not only in the pure raw material but also in the final product (tablets), being in this way a useful technique for quality control. This technique was also used to study the dehydration process from pentahydrate to trihydrate.