Modelling and Analysis of Some Time Series

The thesis deals with some of the non-linear Gaussian and non-Gaussian time models and mainly concentrated in studying the properties and application of a first order autoregressive process with Cauchy marginal distribution. In this thesis some of the non-linear Gaussian and non-Gaussian time series models and mainly concentrated in studying the properties and application of a order autoregressive process with Cauchy marginal distribution. Time series relating to prices, consumptions, money in circulation, bank deposits and bank clearing, sales and profit in a departmental store, national income and foreign exchange reserves, prices and dividend of shares in a stock exchange etc. are examples of economic and business time series. The thesis discuses the application of a threshold autoregressive(TAR) model, try to fit this model to a time series data. Another important non-linear model is the ARCH model, and the third model is the TARCH model. The main objective here is to identify an appropriate model to a given set of data. The data considered are the daily coconut oil prices for a period of three years. Since it is a price data the consecutive prices may not be independent and hence a time series based model is more appropriate. In this study the properties like ergodicity, mixing property and time reversibility and also various estimation procedures used to estimate the unknown parameters of the process.

A Study of Single Stage Semi‐Dry Anaerobic Digestion of Organic Fraction of Municipal Solid Waste

Solid waste generation is a natural consequence of human activity and is increasing along with population growth, urbanization and industrialization. Improper disposal of the huge amount of solid waste seriously affects the environment and contributes to climate change by the release of greenhouse gases. Practicing anaerobic digestion (AD) for the organic fraction of municipal solid waste (OFMSW) can reduce emissions to environment and thereby alleviate the environmental problems together with production of biogas, an energy source, and digestate, a soil amendment. The amenability of substrate for biogasification varies from substrate to substrate and different environmental and operating conditions such as pH, temperature, type and quality of substrate, mixing, retention time etc. Therefore, the purpose of this research work is to develop feasible semi-dry anaerobic digestion process for the treatment of OFMSW from Kerala, India for potential energy recovery and sustainable waste management. This study was carried out in three phases in order to reach the research purpose. In the first phase, batch study of anaerobic digestion of OFMSW was carried out for 100 days at 32°C (mesophilic digestion) for varying substrate concentrations. The aim of this study was to obtain the optimal conditions for biogas production using response surface methodology (RSM). The parameters studied were initial pH, substrate concentration and total organic carbon (TOC). The experimental results showed that the linear model terms of initial pH and substrate concentration and the quadratic model terms of the substrate concentration and TOC had significant individual effect (p < 0.05) on biogas yield. However, there was no interactive effect between these variables (p > 0.05). The optimum conditions for maximizing the biogas yield were a substrate concentration of 99 g/l, an initial pH of 6.5 and TOC of 20.32 g/l. AD of OFMSW with optimized substrate concentration of 99 g/l [Total Solid (TS)-10.5%] is a semi-dry digestion system .Under the optimized condition, the maximum biogas yield was 53.4 L/kg VS (volatile solid).. In the second phase, semi-dry anaerobic digestion of organic solid wastes was conducted for 45 days in a lab-scale batch experiment for substrate concentration of 100 g/l (TS-11.2%) for investigating the start-up performances under thermophilic condition (50°C). The performance of the reactor was evaluated by measuring the daily biogas production and calculating the degradation of total solids and the total volatile solids. The biogas yield at the end of the digestion was 52.9 L/kg VS for the substrate concentration of 100 g/l. About 66.7% of volatile solid degradation was obtained during the digestion. A first order model based on the availability of substrate as the limiting factor was used to perform the kinetic studies of batch anaerobic digestion system. The value of reaction rate constant, k, obtained was 0.0249 day-1. A laboratory bench scale reactor with a capacity of 36.8 litres was designed and fabricated to carry out the continuous anaerobic digestion of OFMSW in the third phase. The purpose of this study was to evaluate the performance of the digester at total solid concentration of 12% (semi-dry) under mesophlic condition (32°C). The digester was operated with different organic loading rates (OLRs) and constant retention time. The performance of the reactor was evaluated using parameters such as pH, volatile fatty acid (VFA), alkalinity, chemical oxygen demand (COD), TOC and ammonia-N as well as biogas yield. During the reactor’s start-up period, the process is stable and there is no inhibition occurred and the average biogas production was 14.7 L/day. The reactor was fed in continuous mode with different OLRs (3.1,4.2 and 5.65 kg VS/m3/d) at constant retention time of 30 days. The highest volatile solid degradation of 65.9%, with specific biogas production of 368 L/kg VS fed was achieved with OLR of 3.1 kg VS/m3/d. Modelling and simulation of anaerobic digestion of OFMSW in continuous operation is done using adapted Anaerobic Digestion Model No 1 (ADM1).The proposed model, which has 34 dynamic state variables, considers both biochemical and physicochemical processes and contains several inhibition factors including three gas components. The number of processes considered is 28. The model is implemented in Matlab® version 7.11.0.584(R2010b). The model based on adapted ADM1 was tested to simulate the behaviour of a bioreactor for the mesophilic anaerobic digestion of OFMSW at OLR of 3.1 kg VS/m3/d. ADM1 showed acceptable simulating results.

Studies on Pseudoscalar Meson Bound States and Semileptonic Decays in a Relativistic Potential Model

In this thesis quark-antiquark bound states are considered using a relativistic two-body equation for Dirac particles. The mass spectrum of mesons includes bound states involving two heavy quarks or one heavy and one light quark. In order to analyse these states within a unified formalism, it is desirable to have a two-fermion equation that limits to one body Dirac equation with a static interaction for the light quark when the other particle's mass tends to infinity. A suitable two-body equation has been developed by Mandelzweig and Wallace. This equation is solved in momentum space and is used to describe the complete spectrum of mesons. The potential used in this work contains a short range one-gluon exchange interaction and a long range linear confining and constant potential terms. This model is used to investigate the decay processes of heavy mesons. Semileptonic decays are more tractable since there is no final state interactions between the leptons and hadrons that would otherwise complicate the situation. Studies on B and D meson decays are helpful to understand the nonperturbative strong interactions of heavy mesons, which in turn is useful to extract the details of weak interaction process. Calculation of form factors of these semileptonic decays of pseudo scalar mesons are also presented.

Fluid mechanics-non-linear waves studies on korteweg-de vries equations

In this thesis the author has presented qualitative studies of certain Kdv equations with variable coefficients. The well-known KdV equation is a model for waves propagating on the surface of shallow water of constant depth. This model is considered as fitting into waves reaching the shore. Renewed attempts have led to the derivation of KdV type equations in which the coefficients are not constants. Johnson's equation is one such equation. The researcher has used this model to study the interaction of waves. It has been found that three-wave interaction is possible, there is transfer of energy between the waves and the energy is not conserved during interaction.

Onset And Characterisation Of Chaos In A Two Dimensional Nonlinear Deterministic Model

Nature is full of phenomena which we call "chaotic", the weather being a prime example. What we mean by this is that we cannot predict it to any significant accuracy, either because the system is inherently complex, or because some of the governing factors are not deterministic. However, during recent years it has become clear that random behaviour can occur even in very simple systems with very few number of degrees of freedom, without any need for complexity or indeterminacy. The discovery that chaos can be generated even with the help of systems having completely deterministic rules - often models of natural phenomena - has stimulated a lo; of research interest recently. Not that this chaos has no underlying order, but it is of a subtle kind, that has taken a great deal of ingenuity to unravel. In the present thesis, the author introduce a new nonlinear model, a ‘modulated’ logistic map, and analyse it from the view point of ‘deterministic chaos‘.