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.

Gaussian process approximations of stochastic differential equations

Stochastic differential equations arise naturally in a range of contexts, from financial to environmental modeling. Current solution methods are limited in their representation of the posterior process in the presence of data. In this work, we present a novel Gaussian process approximation to the posterior measure over paths for a general class of stochastic differential equations in the presence of observations. The method is applied to two simple problems: the Ornstein-Uhlenbeck process, of which the exact solution is known and can be compared to, and the double-well system, for which standard approaches such as the ensemble Kalman smoother fail to provide a satisfactory result. Experiments show that our variational approximation is viable and that the results are very promising as the variational approximate solution outperforms standard Gaussian process regression for non-Gaussian Markov processes.

Some aspects of the solution of non-linear differential equations

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Variational mean-field algorithm for efficient inference in large systems of stochastic differential equations

This work introduces a Gaussian variational mean-field approximation for inference in dynamical systems which can be modeled by ordinary stochastic differential equations. This new approach allows one to express the variational free energy as a functional of the marginal moments of the approximating Gaussian process. A restriction of the moment equations to piecewise polynomial functions, over time, dramatically reduces the complexity of approximate inference for stochastic differential equation models and makes it comparable to that of discrete time hidden Markov models. The algorithm is demonstrated on state and parameter estimation for nonlinear problems with up to 1000 dimensional state vectors and compares the results empirically with various well-known inference methodologies.

Applications of differential geometry to high spin field theories

The main aim of this thesis is to investigate the application of methods of differential geometry to the constraint analysis of relativistic high spin field theories. As a starting point the coordinate dependent descriptions of the Lagrangian and Dirac-Bergmann constraint algorithms are reviewed for general second order systems. These two algorithms are then respectively employed to analyse the constraint structure of the massive spin-1 Proca field from the Lagrangian and Hamiltonian viewpoints. As an example of a coupled field theoretic system the constraint analysis of the massive Rarita-Schwinger spin-3/2 field coupled to an external electromagnetic field is then reviewed in terms of the coordinate dependent Dirac-Bergmann algorithm for first order systems. The standard Velo-Zwanziger and Johnson-Sudarshan inconsistencies that this coupled system seemingly suffers from are then discussed in light of this full constraint analysis and it is found that both these pathologies degenerate to a field-induced loss of degrees of freedom. A description of the geometrical version of the Dirac-Bergmann algorithm developed by Gotay, Nester and Hinds begins the geometrical examination of high spin field theories. This geometric constraint algorithm is then applied to the free Proca field and to two Proca field couplings; the first of which is the minimal coupling to an external electromagnetic field whilst the second is the coupling to an external symmetric tensor field. The onset of acausality in this latter coupled case is then considered in relation to the geometric constraint algorithm.

Development of a conceptual model of the soil-moisture-plant sub-system of the hydrological cycle

The soil-plant-moisture subsystem is an important component of the hydrological cycle. Over the last 20 or so years a number of computer models of varying complexity have represented this subsystem with differing degrees of success. The aim of this present work has been to improve and extend an existing model. The new model is less site specific thus allowing for the simulation of a wide range of soil types and profiles. Several processes, not included in the original model, are simulated by the inclusion of new algorithms, including: macropore flow; hysteresis and plant growth. Changes have also been made to the infiltration, water uptake and water flow algorithms. Using field data from various sources, regression equations have been derived which relate parameters in the suction-conductivity-moisture content relationships to easily measured soil properties such as particle-size distribution data. Independent tests have been performed on laboratory data produced by Hedges (1989). The parameters found by regression for the suction relationships were then used in equations describing the infiltration and macropore processes. An extensive literature review produced a new model for calculating plant growth from actual transpiration, which was itself partly determined by the root densities and leaf area indices derived by the plant growth model. The new infiltration model uses intensity/duration curves to disaggregate daily rainfall inputs into hourly amounts. The final model has been calibrated and tested against field data, and its performance compared to that of the original model. Simulations have also been carried out to investigate the effects of various parameters on infiltration, macropore flow, actual transpiration and plant growth. Qualitatively comparisons have been made between these results and data given in the literature.

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.

Numerical solution of a Cauchy problem for Laplace equation in 3-dimensional domains by integral equations

A numerical method based on integral equations is proposed and investigated for the Cauchy problem for the Laplace equation in 3-dimensional smooth bounded doubly connected domains. To numerically reconstruct a harmonic function from knowledge of the function and its normal derivative on the outer of two closed boundary surfaces, the harmonic function is represented as a single-layer potential. Matching this representation against the given data, a system of boundary integral equations is obtained to be solved for two unknown densities. This system is rewritten over the unit sphere under the assumption that each of the two boundary surfaces can be mapped smoothly and one-to-one to the unit sphere. For the discretization of this system, Weinert’s method (PhD, Göttingen, 1990) is employed, which generates a Galerkin type procedure for the numerical solution, and the densities in the system of integral equations are expressed in terms of spherical harmonics. Tikhonov regularization is incorporated, and numerical results are included showing the efficiency of the proposed procedure.