An iterative method for a Cauchy problem for the heat equation

An iterative method for reconstruction of the solution to a parabolic initial boundary value problem of second order from Cauchy data is presented. The data are given on a part of the boundary. At each iteration step, a series of well-posed mixed boundary value problems are solved for the parabolic operator and its adjoint. The convergence proof of this method in a weighted L2-space is included.

Mathematical modelling and optimal multivariable control of chemical processes

This work reports the developnent of a mathenatical model and distributed, multi variable computer-control for a pilot plant double-effect climbing-film evaporator. A distributed-parameter model of the plant has been developed and the time-domain model transformed into the Laplace domain. The model has been further transformed into an integral domain conforming to an algebraic ring of polynomials, to eliminate the transcendental terms which arise in the Laplace domain due to the distributed nature of the plant model. This has made possible the application of linear control theories to a set of linear-partial differential equations. The models obtained have well tracked the experimental results of the plant. A distributed-computer network has been interfaced with the plant to implement digital controllers in a hierarchical structure. A modern rnultivariable Wiener-Hopf controller has been applled to the plant model. The application has revealed a limitation condition that the plant matrix should be positive-definite along the infinite frequency axis. A new multi variable control theory has emerged fram this study, which avoids the above limitation. The controller has the structure of the modern Wiener-Hopf controller, but with a unique feature enabling a designer to specify the closed-loop poles in advance and to shape the sensitivity matrix as required. In this way, the method treats directly the interaction problems found in the chemical processes with good tracking and regulation performances. Though the ability of the analytical design methods to determine once and for all whether a given set of specifications can be met is one of its chief advantages over the conventional trial-and-error design procedures. However, one disadvantage that offsets to some degree the enormous advantages is the relatively complicated algebra that must be employed in working out all but the simplest problem. Mathematical algorithms and computer software have been developed to treat some of the mathematical operations defined over the integral domain, such as matrix fraction description, spectral factorization, the Bezout identity, and the general manipulation of polynomial matrices. Hence, the design problems of Wiener-Hopf type of controllers and other similar algebraic design methods can be easily solved.

Bioreaction and separation in batch chromatographic columns

The objective of this work has been to study the behaviour and performance of a batch chromatographic column under simultaneous bioreaction and separation conditions for several carbohydrate feedstocks. Four bioreactions were chosen, namely the hydrolysis of sucrose to glucose and fructose using the enzyme invertase, the hydrolysis of inulin to fructose and glucose using inulinase, the hydrolysis of lactose to glucose and galactose using lactase and the isomerization of glucose to fructose using glucose isomerase. The chromatographic columns employed were jacketed glass columns ranging from 1 m to 2 m long and the internal diameter ranging from 0.97 cm to 1.97 cm. The stationary phase used was a cation exchange resin (PUROLITE PCR-833) in the Ca2+ form for the hydrolysis and the Mg2+ form for the isomerization reactions. The mobile phase used was a diluted enzyme solution which was continuously pumped through the chromatographic bed. The substrate was injected at the top of the bed as a pulse. The effect of the parameters pulse size, the amount of substrate solution introduced into the system corresponding to a percentage of the total empty column volume (% TECV), pulse concentration, eluent flowrate and the enzyme activity of the eluent were investigated. For the system sucrose-invertase complete conversions of substrate were achieved for pulse sizes and pulse concentrations of up to 20% TECV and 60% w/v, respectively. Products with purity above 90% were obtained. The enzyme consumption was 45% of the amount theoretically required to produce the same amount of product as in a conventional batch reactor. A value of 27 kg sucrose/m3 resin/h for the throughput of the system was achieved. The systematic investigation of the factors affecting the performance of the batch chromatographic bioreactor-separator was carried out by employing a factorial experimental procedure. The main factors affecting the performance of the system were the flowrate and enzyme activity. For the system inulin-inulinase total conversions were also obtained for pulses sizes of up to 20 % TECV and a pulse concentration of 10 % w/v. Fructose rich fractions with 100 % purity and representing up to 99.4 % of the total fructose generated were obtained with an enzyme consumption of 32 % of the amount theoretically required to produce the same amount of product in a conventional batch reactor. The hydrolysis of lactose by lactase was studied in the glass columns and also in an SCCR-S unit adapted for batch operation, in co-operation with Dr. Shieh, a fellow researcher in the Chemical Engineering and Applied Chemistry Department at Aston University. By operating at up to 30 % w/v lactose feed concentrations complete conversions were obtained and the purities of the products generated were above 90%. An enzyme consumption of 48 % of the amount theoretically required to produce the same amount of product in a conventional batch reactor was achieved. On working with the system glucose-glucose isomerase, which is a reversible reaction, the separation obtained with the stationary phase conditioned in the magnesium form was very poor although the conversion obtained was compatible with those for conventional batch reactors. By working with a mixed pulse of enzyme and substrate, up to 82.5 % of the fructose generated with a purity of 100 % was obtained. The mathematical modelling and computer simulation of the batch chromatographic bioreaction-separation has been performed on a personal computer. A finite difference method was used to solve the partial differential equations and the simulation results showed good agreement with the experimental results.

Developments and extensions of Roth's method of double Fourier series with applications to the solution of electromagnetic field problems

The first part of the thesis compares Roth's method with other methods, in particular the method of separation of variables and the finite cosine transform method, for solving certain elliptic partial differential equations arising in practice. In particular we consider the solution of steady state problems associated with insulated conductors in rectangular slots. Roth's method has two main disadvantages namely the slow rate of con­vergence of the double Fourier series and the restrictive form of the allowable boundary conditions. A combined Roth-separation of variables method is derived to remove the restrictions on the form of the boundary conditions and various Chebyshev approximations are used to try to improve the rate of convergence of the series. All the techniques are then applied to the Neumann problem arising from balanced rectangular windings in a transformer window. Roth's method is then extended to deal with problems other than those resulting from static fields. First we consider a rectangular insulated conductor in a rectangular slot when the current is varying sinusoidally with time. An approximate method is also developed and compared with the exact method.The approximation is then used to consider the problem of an insulated conductor in a slot facing an air gap. We also consider the exact method applied to the determination of the eddy-current loss produced in an isolated rectangular conductor by a transverse magnetic field varying sinusoidally with time. The results obtained using Roth's method are critically compared with those obtained by other authors using different methods. The final part of the thesis investigates further the application of Chebyshdev methods to the solution of elliptic partial differential equations; an area where Chebyshev approximations have rarely been used. A poisson equation with a polynomial term is treated first followed by a slot problem in cylindrical geometry.

Dynamic simulation of chemical plant

This thesis describes the design and implementation of a new dynamic simulator called DASP. It is a computer program package written in standard Fortran 77 for the dynamic analysis and simulation of chemical plants. Its main uses include the investigation of a plant's response to disturbances, the determination of the optimal ranges and sensitivities of controller settings and the simulation of the startup and shutdown of chemical plants. The design and structure of the program and a number of features incorporated into it combine to make DASP an effective tool for dynamic simulation. It is an equation-oriented dynamic simulator but the model equations describing the user's problem are generated from in-built model equation library. A combination of the structuring of the model subroutines, the concept of a unit module, and the use of the connection matrix of the problem given by the user have been exploited to achieve this objective. The Executive program has a structure similar to that of a CSSL-type simulator. DASP solves a system of differential equations coupled to nonlinear algebraic equations using an advanced mixed equation solver. The strategy used in formulating the model equations makes it possible to obtain the steady state solution of the problem using the same model equations. DASP can handle state and time events in an efficient way and this includes the modification of the flowsheet. DASP is highly portable and this has been demonstrated by running it on a number of computers with only trivial modifications. The program runs on a microcomputer with 640 kByte of memory. It is a semi-interactive program, with the bulk of all input data given in pre-prepared data files with communication with the user is via an interactive terminal. Using the features in-built in the package, the user can view or modify the values of any input data, variables and parameters in the model, and modify the structure of the flowsheet of the problem during a simulation session. The program has been demonstrated and verified using a number of example problems.

Typical case behaviour of spin systems in random graph and composite ensembles

This thesis includes analysis of disordered spin ensembles corresponding to Exact Cover, a multi-access channel problem, and composite models combining sparse and dense interactions. The satisfiability problem in Exact Cover is addressed using a statistical analysis of a simple branch and bound algorithm. The algorithm can be formulated in the large system limit as a branching process, for which critical properties can be analysed. Far from the critical point a set of differential equations may be used to model the process, and these are solved by numerical integration and exact bounding methods. The multi-access channel problem is formulated as an equilibrium statistical physics problem for the case of bit transmission on a channel with power control and synchronisation. A sparse code division multiple access method is considered and the optimal detection properties are examined in typical case by use of the replica method, and compared to detection performance achieved by interactive decoding methods. These codes are found to have phenomena closely resembling the well-understood dense codes. The composite model is introduced as an abstraction of canonical sparse and dense disordered spin models. The model includes couplings due to both dense and sparse topologies simultaneously. The new type of codes are shown to outperform sparse and dense codes in some regimes both in optimal performance, and in performance achieved by iterative detection methods in finite systems.

An iterative method for the reconstruction of a stationary flow

In this article, an iterative algorithm based on the Landweber-Fridman method in combination with the boundary element method is developed for solving a Cauchy problem in linear hydrostatics Stokes flow of a slow viscous fluid. This is an iteration scheme where mixed well-posed problems for the stationary generalized Stokes system and its adjoint are solved in an alternating way. A convergence proof of this procedure is included and an efficient stopping criterion is employed. The numerical results confirm that the iterative method produces a convergent and stable numerical solution. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2007

Determining the temperature from incomplete boundary data

An iterative procedure for determining temperature fields from Cauchy data given on a part of the boundary is presented. At each iteration step, a series of mixed well-posed boundary value problems are solved for the heat operator and its adjoint. A convergence proof of this method in a weighted L2-space is included, as well as a stopping criteria for the case of noisy data. Moreover, a solvability result in a weighted Sobolev space for a parabolic initial boundary value problem of second order with mixed boundary conditions is presented. Regularity of the solution is proved. (© 2007 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)

A new three phase method (SDP method) for the multi-objective vehicle routing problem with simultaneous delvery and pickup (VRPSDP)

Transportation service operators are witnessing a growing demand for bi-directional movement of goods. Given this, the following thesis considers an extension to the vehicle routing problem (VRP) known as the delivery and pickup transportation problem (DPP), where delivery and pickup demands may occupy the same route. The problem is formulated here as the vehicle routing problem with simultaneous delivery and pickup (VRPSDP), which requires the concurrent service of the demands at the customer location. This formulation provides the greatest opportunity for cost savings for both the service provider and recipient. The aims of this research are to propose a new theoretical design to solve the multi-objective VRPSDP, provide software support for the suggested design and validate the method through a set of experiments. A new real-life based multi-objective VRPSDP is studied here, which requires the minimisation of the often conflicting objectives: operated vehicle fleet size, total routing distance and the maximum variation between route distances (workload variation). The former two objectives are commonly encountered in the domain and the latter is introduced here because it is essential for real-life routing problems. The VRPSDP is defined as a hard combinatorial optimisation problem, therefore an approximation method, Simultaneous Delivery and Pickup method (SDPmethod) is proposed to solve it. The SDPmethod consists of three phases. The first phase constructs a set of diverse partial solutions, where one is expected to form part of the near-optimal solution. The second phase determines assignment possibilities for each sub-problem. The third phase solves the sub-problems using a parallel genetic algorithm. The suggested genetic algorithm is improved by the introduction of a set of tools: genetic operator switching mechanism via diversity thresholds, accuracy analysis tool and a new fitness evaluation mechanism. This three phase method is proposed to address the shortcoming that exists in the domain, where an initial solution is built only then to be completely dismantled and redesigned in the optimisation phase. In addition, a new routing heuristic, RouteAlg, is proposed to solve the VRPSDP sub-problem, the travelling salesman problem with simultaneous delivery and pickup (TSPSDP). The experimental studies are conducted using the well known benchmark Salhi and Nagy (1999) test problems, where the SDPmethod and RouteAlg solutions are compared with the prominent works in the VRPSDP domain. The SDPmethod has demonstrated to be an effective method for solving the multi-objective VRPSDP and the RouteAlg for the TSPSDP.

Numerical implementation of the coarse step method with a varying differential group delay

The effect of having a fixed differential-group delay term in the coarse-step method results in a periodic pattern in the autocorrelation function. We solve this problem by inserting a varying DGD term at each integration step, according to a Gaussian distribution. Simulation results are given to illustrate the phenomenon and provide some evidence, about its statistical nature.

Numerical solution of parabolic Cauchy problems in planar corner domains

An iterative method for the parabolic Cauchy problem in planar domains having a finite number of corners is implemented based on boundary integral equations. At each iteration, mixed well-posed problems are solved for the same parabolic operator. The presence of corner points renders singularities of the solutions to these mixed problems, and this is handled with the use of weight functions together with, in the numerical implementation, mesh grading near the corners. The mixed problems are reformulated in terms of boundary integrals obtained via discretization of the time-derivative to obtain an elliptic system of partial differential equations. To numerically solve these integral equations a Nyström method with super-algebraic convergence order is employed. Numerical results are presented showing the feasibility of the proposed approach. © 2014 IMACS.

Optimal image colour extraction by differential evolution

Differential evolution is an optimisation technique that has been successfully employed in various applications. In this paper, we apply differential evolution to the problem of extracting the optimal colours of a colour map for quantised images. The choice of entries in the colour map is crucial for the resulting image quality as it forms a look-up table that is used for all pixels in the image. We show that differential evolution can be effectively employed as a method for deriving the entries in the map. In order to optimise the image quality, our differential evolution approach is combined with a local search method that is guaranteed to find the local optimal colour map. This hybrid approach is shown to outperform various commonly used colour quantisation algorithms on a set of standard images. Copyright © 2010 Inderscience Enterprises Ltd.