Extended Kalman filters using explicit and derivative-free local linearizations

We propose three variants of the extended Kalman filter (EKF) especially suited for parameter estimations in mechanical oscillators under Gaussian white noises. These filters are based on three versions of explicit and derivative-free local linearizations (DLL) of the non-linear drift terms in the governing stochastic differential equations (SDE-s). Besides a basic linearization of the non-linear drift functions via one-term replacements, linearizations using replacements through explicit Euler and Newmark expansions are also attempted in order to ensure higher closeness of true solutions with the linearized ones. Thus, unlike the conventional EKF, the proposed filters do not need computing derivatives (tangent matrices) at any stage. The measurements are synthetically generated by corrupting with noise the numerical solutions of the SDE-s through implicit versions of these linearizations. In order to demonstrate the effectiveness and accuracy of the proposed methods vis-à-vis the conventional EKF, numerical illustrations are provided for a few single degree-of-freedom (DOF) oscillators and a three-DOF shear frame with constant parameters.

Towards real-time understanding of processes in pharmaceutical powder technology

There is a need for better understanding of the processes and new ideas to develop traditional pharmaceutical powder manufacturing procedures. Process analytical technology (PAT) has been developed to improve understanding of the processes and establish methods to monitor and control processes. The interest is in maintaining and even improving the whole manufacturing process and the final products at real-time. Process understanding can be a foundation for innovation and continuous improvement in pharmaceutical development and manufacturing. New methods are craved for to increase the quality and safety of the final products faster and more efficiently than ever before. The real-time process monitoring demands tools, which enable fast and noninvasive measurements with sufficient accuracy. Traditional quality control methods have been laborious and time consuming and they are performed off line i.e. the analysis has been removed from process area. Vibrational spectroscopic methods are responding this challenge and their utilisation have increased a lot during the past few years. In addition, other methods such as colour analysis can be utilised in noninvasive real-time process monitoring. In this study three pharmaceutical processes were investigated: drying, mixing and tabletting. In addition tablet properties were evaluated. Real-time monitoring was performed with NIR and Raman spectroscopies, colour analysis, particle size analysis and compression data during tabletting was evaluated using mathematical modelling. These methods were suitable for real-time monitoring of pharmaceutical unit operations and increase the knowledge of the critical parameters in the processes and the phenomena occurring during operations. They can improve our process understanding and therefore, finally, enhance the quality of final products.

Human health risk of toxic chemical pollutants generated from traffic and land use activities

The research project developed a quantitative approach to assess the risk to human health from heavy metals and polycyclic aromatic hydrocarbons in urban stormwater based on traffic and land use factors. The research outcomes are expected to strengthen the scientifically robust management and reuse of urban stormwater. The innovative methodology developed can be applied to evaluate human health risk in relation to toxic chemical pollutants in urban stormwater runoff and for the development of effective risk mitigation strategies.

Flow field and traverse times for fan forced injection of fumigant via circular or annular inlet into stored grain

Fan forced injection of phosphine gas fumigant into stored grain is a common method to treat infestation by insects. For low injection velocities the transport of fumigant can be modelled as Darcy flow in a porous medium where the gas pressure satisfies Laplace's equation. Using this approach, a closed form series solution is derived for the pressure, velocity and streamlines in a cylindrically stored grain bed with either a circular or annular inlet, from which traverse times are numerically computed. A leading order closed form expression for the traverse time is also obtained and found to be reasonable for inlet configurations close to the central axis of the grain storage. Results are interpreted for the case of a representative 6m high farm wheat store, where the time to advect the phosphine to almost the entire grain bed is found to be approximately one hour.

Occupational release of engineered nanoparticles: A review

Characterising the release of different types of Engineered Nanoparticles (ENPs) from various processes is of critical importance for the assessment of human exposure, as well as understanding the possible health effects of these particles. Therefore, the main aim of this chapter is to present a comprehensive review of studies which report on the release of airborne ENPs in different nanotechnology workplaces. The chapter will cover topics of relevance to the occupational characterisation of ENP emissions, ranging from the identification of different particle release sources and scenarios, to measurement methods and working towards a more uniform approach to characterisation. Furthermore, a brief review of ENP exposure control strategies, together with the application of mathematical modelling as an effective tool for the characterisation of emissions at nanotechnology workplaces is included.

Carbon balance and component CO2 fluxes in boreal Scots pine stands

The forest vegetation takes up atmospheric carbon dioxide (CO2) in photosynthesis. Part of the fixed carbon is released back into the atmosphere during plant respiration but a substantial part is stored as plant biomass, especially in the stems of trees. Carbon also accumulates in the soil as litter and via the roots. CO2 is released into the atmosphere from these carbon stocks in the decomposition of dead biomass. Carbon balance of a forest stand is the difference between the CO2 uptake and CO2 efflux. This study quantifies and analyses the dynamics of carbon balance and component CO2 fluxes in four Southern Finnish Scots pine stands that covered the typical economic rotation time of 80 years. The study was based on direct flux measurements with chambers and eddy covariance (EC), and modelling of component CO2 fluxes. The net CO2 exchange of the stand was partitioned into component fluxes: photosynthesis of trees and ground vegetation, respiration of tree foliage and stems, and CO2 efflux from the soil. The relationships between the component fluxes and the environmental factors (light, temperature, atmospheric CO2, air humidity and soil moisture) were studied with mathematical modelling. The annual CO2 balance varied from a source of about 400 g C/m2 at a recently clearcut site to net CO2 uptake of 200 300 g C/m2 in a middle-aged (40-year-old) and a mature (75-year-old) stand. A 12-year-old sapling site was at the turning point from source to a sink of CO2. In the middle-aged stand, photosynthetic production was dominated by trees. Under closed pine canopies, ground vegetation accounted for 10 20% of stand photosynthesis whereas at the open sites the proportion and also the absolute photosynthesis of ground vegetation was much higher. The aboveground respiration was dominated by tree foliage which accounted for one third of the ecosystem respiration. Rate of wood respiration was in the order of 10% of total ecosystem respiration. CO2 efflux from the soil dominated the ecosystem respiratory fluxes in all phases of stand development. Instantaneous and delayed responses to the environmental driving factors could predict well within-year variability in photosynthetic production: In the short term and during the growing season photosynthesis follows primarily light while the seasonal variation is more strongly connected to temperature. The temperature relationship of the annual cycle of photosynthesis was found to be almost equal in the southern boreal zone and at the timberline in the northern boreal zone. The respiratory fluxes showed instantaneous and seasonal temperature relationships but they could also be connected to photosynthesis at an annual timescale.

Analysis of the MAP/G(a,b)/1/N queue with multiple vacations

This paper deals with a batch service queue and multiple vacations. The system consists of a single server and a waiting room of finite capacity. Arrival of customers follows a Markovian arrival process (MAP). The server is unavailable for occasional intervals of time called vacations, and when it is available, customers are served in batches of maximum size ‘b’ with a minimum threshold value ‘a’. We obtain the queue length distributions at various epochs along with some key performance measures. Finally, some numerical results have been presented.

A semi-analytical solution for multilayer diffusion in a composite medium consisting of a large number of layers

Diffusion in a composite slab consisting of a large number of layers provides an ideal prototype problem for developing and analysing two-scale modelling approaches for heterogeneous media. Numerous analytical techniques have been proposed for solving the transient diffusion equation in a one-dimensional composite slab consisting of an arbitrary number of layers. Most of these approaches, however, require the solution of a complex transcendental equation arising from a matrix determinant for the eigenvalues that is difficult to solve numerically for a large number of layers. To overcome this issue, in this paper, we present a semi-analytical method based on the Laplace transform and an orthogonal eigenfunction expansion. The proposed approach uses eigenvalues local to each layer that can be obtained either explicitly, or by solving simple transcendental equations. The semi-analytical solution is applicable to both perfect and imperfect contact at the interfaces between adjacent layers and either Dirichlet, Neumann or Robin boundary conditions at the ends of the slab. The solution approach is verified for several test cases and is shown to work well for a large number of layers. The work is concluded with an application to macroscopic modelling where the solution of a fine-scale multilayered medium consisting of two hundred layers is compared against an “up-scaled” variant of the same problem involving only ten layers.

Control aspects in proportionality Markov manpower systems

In this paper, the control aspects of a hierarchical organization under the influence of "proportionality" policies are analyzed. Proportionality policies are those that restrict the recruitment to every level of the hierarchy (except the bottom most level or base level) to be in strict proportion to the promotions into that level. Both long term and short term control analysis have been discussed. In long term control the specific roles of the parameters of the system with regard to control of the shape and size of the system have been analyzed and yield suitable control strategies. In short term control, the attainability of a target or goal structure within a specific time from a given initial structure has been analyzed and yields the required recruitment strategies. The theoretical analyses have been illustrated with computational examples and also with real world data.

Control aspects in proportionality Markov manpower systems

In this paper, the control aspects of a hierarchical organization under the influence of "proportionality" policies are analyzed. Proportionality policies are those that restrict the recruitment to every level of the hierarchy (except the bottom most level or base level) to be in strict proportion to the promotions into that level. Both long term and short term control analysis have been discussed. In long term control the specific roles of the parameters of the system with regard to control of the shape and size of the system have been analyzed and yield suitable control strategies. In short term control, the attainability of a target or goal structure within a specific time from a given initial structure has been analyzed and yields the required recruitment strategies. The theoretical analyses have been illustrated with computational examples and also with real world data. The control of such proportionality systems is then compared with that of the general systems (which do not follow such policies) with some significant conclusions. The control relations of such proportionality systems are found to be simpler and more practically feasible than those of general Markov systems, which do not have such restrictions. Such proportionality systems thus not only retain and match the flexibility of general Markov systems but also have the added advantage of simpler and more practically feasible controls. The proportionality policies hence act as an alternative and more practicably feasible means of control. (C) 2004 Elsevier Inc. All rights reserved.

Helicopter blade flapping with and without small angle assumption in the presence of dynamic stall

The flapping equation for a rotating rigid helicopter blade is typically derived by considering (1)small flap angle, (2) small induced angle of attack and (3) linear aerodynamics. However, the use of nonlinear aerodynamics such as dynamic stall can make the assumptions of small angles suspect as shown in this paper. A general equation describing helicopter blade flap dynamics for large flap angle and large induced inflow angle of attack is derived. A semi-empirical dynamic stall aerodynamics model (ONERA model) is used. Numerical simulations are performed by solving the nonlinear flapping ordinary differential equation for steady state conditions and the validity of the small angle approximations are examined. It is shown that the small flapping assumption, and to a lesser extent, the small induced angle ofattack assumption, can lead to inaccurate predictions of the blade flap response in certain flight conditions for some rotors when nonlinear aerodynamics is considered. (C) 2010 Elsevier Inc. All rights reserved.

Missile battery placement for air defense: A dynamic programming approach

A procedure to evaluate surface-to-air missile battery placement patterns for air defense is presented. A measure of defense effectiveness is defined as a function of kill probability of the defense missiles and the nature of the surrounding terrain features. The concept of cumulative danger index is used to select the best path for a penetrating hostile aircraft for any given pattern of placement. The aircraft is assumed to be intelligent and well-informed. The path is generated using a dynamic programming methodology. The software package so developed can be used off-line to choose the best among a number of possible battery placement patterns.

Monte-Carlo estimation of time-dependent statistical characteristics of random dynamical systems

The problem of estimating the time-dependent statistical characteristics of a random dynamical system is studied under two different settings. In the first, the system dynamics is governed by a differential equation parameterized by a random parameter, while in the second, this is governed by a differential equation with an underlying parameter sequence characterized by a continuous time Markov chain. We propose, for the first time in the literature, stochastic approximation algorithms for estimating various time-dependent process characteristics of the system. In particular, we provide efficient estimators for quantities such as the mean, variance and distribution of the process at any given time as well as the joint distribution and the autocorrelation coefficient at different times. A novel aspect of our approach is that we assume that information on the parameter model (i.e., its distribution in the first case and transition probabilities of the Markov chain in the second) is not available in either case. This is unlike most other work in the literature that assumes availability of such information. Also, most of the prior work in the literature is geared towards analyzing the steady-state system behavior of the random dynamical system while our focus is on analyzing the time-dependent statistical characteristics which are in general difficult to obtain. We prove the almost sure convergence of our stochastic approximation scheme in each case to the true value of the quantity being estimated. We provide a general class of strongly consistent estimators for the aforementioned statistical quantities with regular sample average estimators being a specific instance of these. We also present an application of the proposed scheme on a widely used model in population biology. Numerical experiments in this framework show that the time-dependent process characteristics as obtained using our algorithm in each case exhibit excellent agreement with exact results. (C) 2010 Elsevier Inc. All rights reserved.

J. B. S. Haldane, Ernst Mayr and the Beanbag Genetics Dispute

Starting from the early decades of the twentieth century, evolutionary biology began to acquire mathematical overtones. This took place via the development of a set of models in which the Darwinian picture of evolution was shown to be consistent with the laws of heredity discovered by Mendel. The models, which came to be elaborated over the years, define a field of study known as population genetics. Population genetics is generally looked upon as an essential component of modern evolutionary theory. This article deals with a famous dispute between J. B. S. Haldane, one of the founders of population genetics, and Ernst Mayr, a major contributor to the way we understand evolution. The philosophical undercurrents of the dispute remain relevant today. Mayr and Haldane agreed that genetics provided a broad explanatory framework for explaining how evolution took place but differed over the relevance of the mathematical models that sought to underpin that framework. The dispute began with a fundamental issue raised by Mayr in 1959: in terms of understanding evolution, did population genetics contribute anything beyond the obvious? Haldane's response came just before his death in 1964. It contained a spirited defense, not just of population genetics, but also of the motivations that lie behind mathematical modelling in biology. While the difference of opinion persisted and was not glossed over, the two continued to maintain cordial personal relations.