6 resultados para 010406 Stochastic Analysis and Modelling

em AMS Tesi di Dottorato - Alm@DL - Università di Bologna


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The research is aimed at contributing to the identification of reliable fully predictive Computational Fluid Dynamics (CFD) methods for the numerical simulation of equipment typically adopted in the chemical and process industries. The apparatuses selected for the investigation, specifically membrane modules, stirred vessels and fluidized beds, were characterized by a different and often complex fluid dynamic behaviour and in some cases the momentum transfer phenomena were coupled with mass transfer or multiphase interactions. Firs of all, a novel modelling approach based on CFD for the prediction of the gas separation process in membrane modules for hydrogen purification is developed. The reliability of the gas velocity field calculated numerically is assessed by comparison of the predictions with experimental velocity data collected by Particle Image Velocimetry, while the applicability of the model to properly predict the separation process under a wide range of operating conditions is assessed through a strict comparison with permeation experimental data. Then, the effect of numerical issues on the RANS-based predictions of single phase stirred tanks is analysed. The homogenisation process of a scalar tracer is also investigated and simulation results are compared to original passive tracer homogenisation curves determined with Planar Laser Induced Fluorescence. The capability of a CFD approach based on the solution of RANS equations is also investigated for describing the fluid dynamic characteristics of the dispersion of organics in water. Finally, an Eulerian-Eulerian fluid-dynamic model is used to simulate mono-disperse suspensions of Geldart A Group particles fluidized by a Newtonian incompressible fluid as well as binary segregating fluidized beds of particles differing in size and density. The results obtained under a number of different operating conditions are compared with literature experimental data and the effect of numerical uncertainties on axial segregation is also discussed.

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Waste management represents an important issue in our society and Waste-to-Energy incineration plants have been playing a significant role in the last decades, showing an increased importance in Europe. One of the main issues posed by waste combustion is the generation of air contaminants. Particular concern is present about acid gases, mainly hydrogen chloride and sulfur oxides, due to their potential impact on the environment and on human health. Therefore, in the present study the main available technological options for flue gas treatment were analyzed, focusing on dry treatment systems, which are increasingly applied in Municipal Solid Wastes (MSW) incinerators. An operational model was proposed to describe and optimize acid gas removal process. It was applied to an existing MSW incineration plant, where acid gases are neutralized in a two-stage dry treatment system. This process is based on the injection of powdered calcium hydroxide and sodium bicarbonate in reactors followed by fabric filters. HCl and SO2 conversions were expressed as a function of reactants flow rates, calculating model parameters from literature and plant data. The implementation in a software for process simulation allowed the identification of optimal operating conditions, taking into account the reactant feed rates, the amount of solid products and the recycle of the sorbent. Alternative configurations of the reference plant were also assessed. The applicability of the operational model was extended developing also a fundamental approach to the issue. A predictive model was developed, describing mass transfer and kinetic phenomena governing the acid gas neutralization with solid sorbents. The rate controlling steps were identified through the reproduction of literature data, allowing the description of acid gas removal in the case study analyzed. A laboratory device was also designed and started up to assess the required model parameters.

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Statistical modelling and statistical learning theory are two powerful analytical frameworks for analyzing signals and developing efficient processing and classification algorithms. In this thesis, these frameworks are applied for modelling and processing biomedical signals in two different contexts: ultrasound medical imaging systems and primate neural activity analysis and modelling. In the context of ultrasound medical imaging, two main applications are explored: deconvolution of signals measured from a ultrasonic transducer and automatic image segmentation and classification of prostate ultrasound scans. In the former application a stochastic model of the radio frequency signal measured from a ultrasonic transducer is derived. This model is then employed for developing in a statistical framework a regularized deconvolution procedure, for enhancing signal resolution. In the latter application, different statistical models are used to characterize images of prostate tissues, extracting different features. These features are then uses to segment the images in region of interests by means of an automatic procedure based on a statistical model of the extracted features. Finally, machine learning techniques are used for automatic classification of the different region of interests. In the context of neural activity signals, an example of bio-inspired dynamical network was developed to help in studies of motor-related processes in the brain of primate monkeys. The presented model aims to mimic the abstract functionality of a cell population in 7a parietal region of primate monkeys, during the execution of learned behavioural tasks.

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This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

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The application of Concurrency Theory to Systems Biology is in its earliest stage of progress. The metaphor of cells as computing systems by Regev and Shapiro opened the employment of concurrent languages for the modelling of biological systems. Their peculiar characteristics led to the design of many bio-inspired formalisms which achieve higher faithfulness and specificity. In this thesis we present pi@, an extremely simple and conservative extension of the pi-calculus representing a keystone in this respect, thanks to its expressiveness capabilities. The pi@ calculus is obtained by the addition of polyadic synchronisation and priority to the pi-calculus, in order to achieve compartment semantics and atomicity of complex operations respectively. In its direct application to biological modelling, the stochastic variant of the calculus, Spi@, is shown able to model consistently several phenomena such as formation of molecular complexes, hierarchical subdivision of the system into compartments, inter-compartment reactions, dynamic reorganisation of compartment structure consistent with volume variation. The pivotal role of pi@ is evidenced by its capability of encoding in a compositional way several bio-inspired formalisms, so that it represents the optimal core of a framework for the analysis and implementation of bio-inspired languages. In this respect, the encodings of BioAmbients, Brane Calculi and a variant of P Systems in pi@ are formalised. The conciseness of their translation in pi@ allows their indirect comparison by means of their encodings. Furthermore it provides a ready-to-run implementation of minimal effort whose correctness is granted by the correctness of the respective encoding functions. Further important results of general validity are stated on the expressive power of priority. Several impossibility results are described, which clearly state the superior expressiveness of prioritised languages and the problems arising in the attempt of providing their parallel implementation. To this aim, a new setting in distributed computing (the last man standing problem) is singled out and exploited to prove the impossibility of providing a purely parallel implementation of priority by means of point-to-point or broadcast communication.

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This study is focused on radio-frequency inductively coupled thermal plasma (ICP) synthesis of nanoparticles, combining experimental and modelling approaches towards process optimization and industrial scale-up, in the framework of the FP7-NMP SIMBA European project (Scaling-up of ICP technology for continuous production of Metallic nanopowders for Battery Applications). First the state of the art of nanoparticle production through conventional and plasma routes is summarized, then results for the characterization of the plasma source and on the investigation of the nanoparticle synthesis phenomenon, aiming at highlighting fundamental process parameters while adopting a design oriented modelling approach, are presented. In particular, an energy balance of the torch and of the reaction chamber, employing a calorimetric method, is presented, while results for three- and two-dimensional modelling of an ICP system are compared with calorimetric and enthalpy probe measurements to validate the temperature field predicted by the model and used to characterize the ICP system under powder-free conditions. Moreover, results from the modeling of critical phases of ICP synthesis process, such as precursor evaporation, vapour conversion in nanoparticles and nanoparticle growth, are presented, with the aim of providing useful insights both for the design and optimization of the process and on the underlying physical phenomena. Indeed, precursor evaporation, one of the phases holding the highest impact on industrial feasibility of the process, is discussed; by employing models to describe particle trajectories and thermal histories, adapted from the ones originally developed for other plasma technologies or applications, such as DC non-transferred arc torches and powder spherodization, the evaporation of micro-sized Si solid precursor in a laboratory scale ICP system is investigated. Finally, a discussion on the role of thermo-fluid dynamic fields on nano-particle formation is presented, as well as a study on the effect of the reaction chamber geometry on produced nanoparticle characteristics and process yield.