Applying the extended Kalman filter to systems described by nonlinear differential-algebraic equations

This paper describes a method for the state estimation of nonlinear systems described by a class of differential-algebraic equation models using the extended Kalman filter. The method involves the use of a time-varying linearisation of a semi-explicit index one differential-algebraic equation. The estimation technique consists of a simplified extended Kalman filter that is integrated with the differential-algebraic equation model. The paper describes a simulation study using a model of a batch chemical reactor. It also reports a study based on experimental data obtained from a mixing process, where the model of the system is solved using the sequential modular method and the estimation involves a bank of extended Kalman filters.

Optimal control of nonlinear systems represented by differential algebraic equations

An iterative procedure is described for solving nonlinear optimal control problems subject to differential algebraic equations. The procedure iterates on an integrated modified simplified model based problem with parameter updating in such a manner that the correct solution of the original nonlinear problem is achieved.

Optimal control of nonlinear differential algebraic equation systems

A novel iterative procedure is described for solving nonlinear optimal control problems subject to differential algebraic equations. The procedure iterates on an integrated modified linear quadratic model based problem with parameter updating in such a manner that the correct solution of the original non-linear problem is achieved. The resulting algorithm has a particular advantage in that the solution is achieved without the need to solve the differential algebraic equations . Convergence aspects are discussed and a simulation example is described which illustrates the performance of the technique. 1. Introduction When modelling industrial processes often the resulting equations consist of coupled differential and algebraic equations (DAEs). In many situations these equations are nonlinear and cannot readily be directly reduced to ordinary differential equations.

Three-dimensional random Voronoi tessellations: From cubic crystal lattices to Poisson point processes

We perturb the SC, BCC, and FCC crystal structures with a spatial Gaussian noise whose adimensional strength is controlled by the parameter a, and analyze the topological and metrical properties of the resulting Voronoi Tessellations (VT). The topological properties of the VT of the SC and FCC crystals are unstable with respect to the introduction of noise, because the corresponding polyhedra are geometrically degenerate, whereas the tessellation of the BCC crystal is topologically stable even against noise of small but finite intensity. For weak noise, the mean area of the perturbed BCC and FCC crystals VT increases quadratically with a. In the case of perturbed SCC crystals, there is an optimal amount of noise that minimizes the mean area of the cells. Already for a moderate noise (a>0.5), the properties of the three perturbed VT are indistinguishable, and for intense noise (a>2), results converge to the Poisson-VT limit. Notably, 2-parameter gamma distributions are an excellent model for the empirical of of all considered properties. The VT of the perturbed BCC and FCC structures are local maxima for the isoperimetric quotient, which measures the degre of sphericity of the cells, among space filling VT. In the BCC case, this suggests a weaker form of the recentluy disproved Kelvin conjecture. Due to the fluctuations of the shape of the cells, anomalous scalings with exponents >3/2 is observed between the area and the volumes of the cells, and, except for the FCC case, also for a->0. In the Poisson-VT limit, the exponent is about 1.67. As the number of faces is positively correlated with the sphericity of the cells, the anomalous scaling is heavily reduced when we perform powerlaw fits separately on cells with a specific number of faces.

The full infinite dimensional moment problem on semi-algebraic sets of generalized functions

We consider a generic basic semi-algebraic subset S of the space of generalized functions, that is a set given by (not necessarily countably many) polynomial constraints. We derive necessary and sufficient conditions for an infinite sequence of generalized functions to be realizable on S, namely to be the moment sequence of a finite measure concentrated on S. Our approach combines the classical results about the moment problem on nuclear spaces with the techniques recently developed to treat the moment problem on basic semi-algebraic sets of Rd. In this way, we determine realizability conditions that can be more easily verified than the well-known Haviland type conditions. Our result completely characterizes the support of the realizing measure in terms of its moments. As concrete examples of semi-algebraic sets of generalized functions, we consider the set of all Radon measures and the set of all the measures having bounded Radon–Nikodym density w.r.t. the Lebesgue measure.

Hydrogen spillover on carbon-supported metal catalysts studied by inelastic neutron scattering. Surface vibrational states and hydrogen riding modes

Hydrogen spillover on carbon-supported precious metal catalysts has been investigated with inelastic neutron scattering (INS) spectroscopy. The aim, which was fully realized, was to identify spillover hydrogen on the carbon support. The inelastic neutron scattering spectra of Pt/C, Ru/C, and PtRu/C fuel cell catalysts dosed with hydrogen were determined in two sets of experiments: with the catalyst in the neutron beam and, using an annular cell, with carbon in the beam and catalyst pellets at the edge of the cell excluded from the beam. The vibrational modes observed in the INS spectra were assigned with reference to the INS of a polycyclic aromatic hydrocarbon, coronene, taken as a molecular model of a graphite layer, and with the aid of computational modeling. Two forms of spillover hydrogen were identified: H at edge sites of a graphite layer (formed after ambient dissociative chemisorption of H-2), and a weakly bound layer of mobile H atoms (formed by surface diffusion of H atoms after dissociative chernisorption of H-2 at 500 K). The INS spectra exhibited characteristic riding modes of H on carbon and on Pt or Ru. In these riding modes H atoms move in phase with vibrations of the carbon and metal lattices. The lattice modes are amplified by neutron scattering from the H atoms attached to lattice atoms. Uptake of hydrogen, and spillover, was greater for the Ru containing catalysts than for the Pt/C catalyst. The INS experiments have thus directly demonstrated H spillover to the carbon support of these metal catalysts.

Conformational and hydration effects of site-selective sodium, calcium and strontium ion binding to the DNA Holliday junction structure d(TCGGTACCGA)(4)

The role of metal ions in determining the solution conformation of the Holliday junction is well established, but to date the picture of metal ion binding from structural studies of the four-way DNA junction is very incomplete. Here we present two refined structures of the Holliday junction formed by the sequence d(TCGGTACCGA) in the presence of Na+ and Ca2+, and separately with Sr2+ to resolutions of 1.85 Angstrom and 1.65 Angstrom, respectively. This sequence includes the ACC core found to promote spontaneous junction formation, but its structure has not previously been reported. Almost complete hydration spheres can be defined for each metal cation. The Na+ sites, the most convincing observation of such sites in junctions to date, are one on either face of the junction crossover region, and stabilise the ordered hydration inside the junction arms. The four Ca2+ sites in the same structure are at the CG/CG steps in the minor groove. The Sr2+ ions occupy the TC/AG, GG/CC, and TA/TA sites in the minor groove, giving ten positions forming two spines of ions, spiralling through the minor grooves within each arm of the stacked-X structure. The two structures were solved in the two different C2 lattices previously observed, with the Sr2+ derivative crystallising in the more highly symmetrical form with two-fold symmetry at its centre. Both structures show an opening of the minor groove face of the junction of 8.4degrees in the Ca2+ and Na+ containing structure, and 13.4degrees in the Sr2+ containing structure. The crossover angles at the junction are 39.3degrees and 43.3degrees, respectively. In addition to this, a relative shift in the base pair stack alignment of the arms of 2.3 Angstrom is observed for the Sr2+ containing structure only. Overall these results provide an insight into the so-far elusive stabilising ion structure for the DNA Holliday junction. (C) 2003 Elsevier Science Ltd. All rights reserved.

Toughness & oblique metalcutting

The implications of whether new surfaces in cutting are formed just by plastic flow past the tool or by some fracturelike separation process involving significant surface work, are discussed. Oblique metalcutting is investigated using the ideas contained in a new algebraic model for the orthogonal machining of metals (Atkins, A. G., 2003, "Modeling Metalcutting Using Modern Ductile Fracture Mechanics: Quantitative Explanations for Some Longstanding Problems," Int. J. Mech. Sci., 45, pp. 373–396) in which significant surface work (ductile fracture toughnesses) is incorporated. The model is able to predict explicit material-dependent primary shear plane angles and provides explanations for a variety of well-known effects in cutting, such as the reduction of at small uncut chip thicknesses; the quasilinear plots of cutting force versus depth of cut; the existence of a positive force intercept in such plots; why, in the size-effect regime of machining, anomalously high values of yield stress are determined; and why finite element method simulations of cutting have to employ a "separation criterion" at the tool tip. Predictions from the new analysis for oblique cutting (including an investigation of Stabler's rule for the relation between the chip flow velocity angle C and the angle of blade inclination i) compare consistently and favorably with experimental results.

Perspex machine VII: The universal perspex machine

The perspex machine arose from the unification of projective geometry with the Turing machine. It uses a total arithmetic, called transreal arithmetic, that contains real arithmetic and allows division by zero. Transreal arithmetic is redefined here. The new arithmetic has both a positive and a negative infinity which lie at the extremes of the number line, and a number nullity that lies off the number line. We prove that nullity, 0/0, is a number. Hence a number may have one of four signs: negative, zero, positive, or nullity. It is, therefore, impossible to encode the sign of a number in one bit, as floating-, point arithmetic attempts to do, resulting in the difficulty of having both positive and negative zeros and NaNs. Transrational arithmetic is consistent with Cantor arithmetic. In an extension to real arithmetic, the product of zero, an infinity, or nullity with its reciprocal is nullity, not unity. This avoids the usual contradictions that follow from allowing division by zero. Transreal arithmetic has a fixed algebraic structure and does not admit options as IEEE, floating-point arithmetic does. Most significantly, nullity has a simple semantics that is related to zero. Zero means "no value" and nullity means "no information." We argue that nullity is as useful to a manufactured computer as zero is to a human computer. The perspex machine is intended to offer one solution to the mind-body problem by showing how the computable aspects of mind and. perhaps, the whole of mind relates to the geometrical aspects of body and, perhaps, the whole of body. We review some of Turing's writings and show that he held the view that his machine has spatial properties. In particular, that it has the property of being a 7D lattice of compact spaces. Thus, we read Turing as believing that his machine relates computation to geometrical bodies. We simplify the perspex machine by substituting an augmented Euclidean geometry for projective geometry. This leads to a general-linear perspex-machine which is very much easier to pro-ram than the original perspex-machine. We then show how to map the whole of perspex space into a unit cube. This allows us to construct a fractal of perspex machines with the cardinality of a real-numbered line or space. This fractal is the universal perspex machine. It can solve, in unit time, the halting problem for itself and for all perspex machines instantiated in real-numbered space, including all Turing machines. We cite an experiment that has been proposed to test the physical reality of the perspex machine's model of time, but we make no claim that the physical universe works this way or that it has the cardinality of the perspex machine. We leave it that the perspex machine provides an upper bound on the computational properties of physical things, including manufactured computers and biological organisms, that have a cardinality no greater than the real-number line.

Perspex machine VIII: axioms of transreal arithmetic

Transreal arithmetic is a total arithmetic that contains real arithmetic, but which has no arithmetical exceptions. It allows the specification of the Universal Perspex Machine which unifies geometry with the Turing Machine. Here we axiomatise the algebraic structure of transreal arithmetic so that it provides a total arithmetic on any appropriate set of numbers. This opens up the possibility of specifying a version of floating-point arithmetic that does not have any arithmetical exceptions and in which every number is a first-class citizen. We find that literal numbers in the axioms are distinct. In other words, the axiomatisation does not require special axioms to force non-triviality. It follows that transreal arithmetic must be defined on a set of numbers that contains{-8,-1,0,1,8,&pphi;} as a proper subset. We note that the axioms have been shown to be consistent by machine proof.

A policy model for secure information flow

When a computer program requires legitimate access to confidential data, the question arises whether such a program may illegally reveal sensitive information. This paper proposes a policy model to specify what information flow is permitted in a computational system. The security definition, which is based on a general notion of information lattices, allows various representations of information to be used in the enforcement of secure information flow in deterministic or nondeterministic systems. A flexible semantics-based analysis technique is presented, which uses the input-output relational model induced by an attacker's observational power, to compute the information released by the computational system. An illustrative attacker model demonstrates the use of the technique to develop a termination-sensitive analysis. The technique allows the development of various information flow analyses, parametrised by the attacker's observational power, which can be used to enforce what declassification policies.