983 resultados para Mean-Reverting Process


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Oxidation processes can be used to treat industrial wastewater containing non-biodegradable organic compounds. However, the presence of dissolved salts may inhibit or retard the treatment process. In this study, wastewater desalination by electrodialysis (ED) associated with an advanced oxidation process (photo-Fenton) was applied to an aqueous NaCl solution containing phenol. The influence of process variables on the demineralization factor was investigated for ED in pilot scale and a correlation was obtained between the phenol, salt and water fluxes with the driving force. The oxidation process was investigated in a laboratory batch reactor and a model based on artificial neural networks was developed by fitting the experimental data describing the reaction rate as a function of the input variables. With the experimental parameters of both processes, a dynamic model was developed for ED and a continuous model, using a plug flow reactor approach, for the oxidation process. Finally, the hybrid model simulation could validate different scenarios of the integrated system and can be used for process optimization.

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The objective of this paper is to develop and validate a mechanistic model for the degradation of phenol by the Fenton process. Experiments were performed in semi-batch operation, in which phenol, catechol and hydroquinone concentrations were measured. Using the methodology described in Pontes and Pinto [R.F.F. Pontes, J.M. Pinto, Analysis of integrated kinetic and flow models for anaerobic digesters, Chemical Engineering journal 122 (1-2) (2006) 65-80], a stoichiometric model was first developed, with 53 reactions and 26 compounds, followed by the corresponding kinetic model. Sensitivity analysis was performed to determine the most influential kinetic parameters of the model that were estimated with the obtained experimental results. The adjusted model was used to analyze the impact of the initial concentration and flow rate of reactants on the efficiency of the Fenton process to degrade phenol. Moreover, the model was applied to evaluate the treatment cost of wastewater contaminated with phenol in order to meet environmental standards. (C) 2009 Elsevier B.V. All rights reserved.

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The influence of guar and xanthan gum and their combined use on dough proofing rate and its calorimetric properties was investigated. Fusion enthalpy, which is related to the amount of frozen water, was influenced by frozen dough formulation and storage time; specifically gum addition reduced the fusion enthalpy in comparison to control formulation, 76.9 J/g for formulation with both gums and 81.2 J/g for control, at 28th day. Other calorimetric parameters, such as T(g) and freezable water amount, were also influenced by frozen storage time. For all formulations, proofing rate of dough after freezing, frozen storage time and thawing, decreased in comparison to non-frozen dough, indicating that the freezing process itself was more detrimental to the proofing rate than storage time. For all formulations, the mean value of proofing rate was 2.97 +/- 0.24 cm(3) min(-1) per 100 g of non-frozen dough and 2.22 +/- 0.12 cm(3) min(-1) per 100 g of frozen dough. Also the proofing rate of non-frozen dough with xanthan gum decreased significantly in relation to dough without gums and dough with only guar gum. Optical microscopy analyses showed that the gas cell production after frozen storage period was reduced, which is in agreement with the proofing rate results. (C) 2008 Elsevier Ltd. All rights reserved.

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In this paper, three single-control charts are proposed to monitor individual observations of a bivariate Poisson process. The specified false-alarm risk, their control limits, and ARLs were determined to compare their performances for different types and sizes of shifts. In most of the cases, the single charts presented better performance rather than two separate control charts ( one for each quality characteristic). A numerical example illustrates the proposed control charts.

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This paper addresses the minimization of the mean absolute deviation from a common due date in a two-machine flowshop scheduling problem. We present heuristics that use an algorithm, based on proposed properties, which obtains an optimal schedule fora given job sequence. A new set of benchmark problems is presented with the purpose of evaluating the heuristics. Computational experiments show that the developed heuristics outperform results found in the literature for problems up to 500 jobs. (C) 2007 Elsevier Ltd. All rights reserved.

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The procedure of on-line process control by attributes, known as Taguchi`s on-line process control, consists of inspecting the mth item (a single item) at every m produced items and deciding, at each inspection, whether the fraction of conforming items was reduced or not. If the inspected item is nonconforming, the production is stopped for adjustment. As the inspection system can be subject to diagnosis errors, one develops a probabilistic model that classifies repeatedly the examined item until a conforming or b non-conforming classification is observed. The first event that occurs (a conforming classifications or b non-conforming classifications) determines the final classification of the examined item. Proprieties of an ergodic Markov chain were used to get the expression of average cost of the system of control, which can be optimized by three parameters: the sampling interval of the inspections (m); the number of repeated conforming classifications (a); and the number of repeated non-conforming classifications (b). The optimum design is compared with two alternative approaches: the first one consists of a simple preventive policy. The production system is adjusted at every n produced items (no inspection is performed). The second classifies the examined item repeatedly r (fixed) times and considers it conforming if most classification results are conforming. Results indicate that the current proposal performs better than the procedure that fixes the number of repeated classifications and classifies the examined item as conforming if most classifications were conforming. On the other hand, the preventive policy can be averagely the most economical alternative rather than those ones that require inspection depending on the degree of errors and costs. A numerical example illustrates the proposed procedure. (C) 2009 Elsevier B. V. All rights reserved.

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The procedure for online process control by attributes consists of inspecting a single item at every m produced items. It is decided on the basis of the inspection result whether the process is in-control (the conforming fraction is stable) or out-of-control (the conforming fraction is decreased, for example). Most articles about online process control have cited the stoppage of the production process for an adjustment when the inspected item is non-conforming (then the production is restarted in-control, here denominated as corrective adjustment). Moreover, the articles related to this subject do not present semi-economical designs (which may yield high quantities of non-conforming items), as they do not include a policy of preventive adjustments (in such case no item is inspected), which can be more economical, mainly if the inspected item can be misclassified. In this article, the possibility of preventive or corrective adjustments in the process is decided at every m produced item. If a preventive adjustment is decided upon, then no item is inspected. On the contrary, the m-th item is inspected; if it conforms, the production goes on, otherwise, an adjustment takes place and the process restarts in-control. This approach is economically feasible for some practical situations and the parameters of the proposed procedure are determined minimizing an average cost function subject to some statistical restrictions (for example, to assure a minimal levelfixed in advanceof conforming items in the production process). Numerical examples illustrate the proposal.

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Adsorbent materials and composites are quite useful for sensor development. Therefore, the aim of this work is the surface modification of particulates and/or composite formation. The material was produced by plasma polymerization of HMDS (hexamethyldisilazane) in a single step. SEM analysis shows good surface coverage of particulates with a plasma polymerized film formed by several clusters that might increase adsorption. Particles (starch. 5 5 mu m) recovered with HMDS films show good properties for retention of medium-size Organic molecules, such as dye. Thin films formed by a mixture of particles and plasma polymerized thin film HMDS species were obtained in a single step and can be used for retention of organic compounds, in liquid or gaseous phase. (C) 2009 Elsevier B.V. All rights reserved.

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Among several process variability sources, valve friction and inadequate controller tuning are supposed to be two of the most prevalent. Friction quantification methods can be applied to the development of model-based compensators or to diagnose valves that need repair, whereas accurate process models can be used in controller retuning. This paper extends existing methods that jointly estimate the friction and process parameters, so that a nonlinear structure is adopted to represent the process model. The developed estimation algorithm is tested with three different data sources: a simulated first order plus dead time process, a hybrid setup (composed of a real valve and a simulated pH neutralization process) and from three industrial datasets corresponding to real control loops. The results demonstrate that the friction is accurately quantified, as well as ""good"" process models are estimated in several situations. Furthermore, when a nonlinear process model is considered, the proposed extension presents significant advantages: (i) greater accuracy for friction quantification and (ii) reasonable estimates of the nonlinear steady-state characteristics of the process. (C) 2010 Elsevier Ltd. All rights reserved.

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In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.

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In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.

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We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.

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In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

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Thermoluminescence (TL) and Optically Stimulated Luminescence (OSL) properties of KAlSi(3)O(8):Mn glasses obtained through the sol gel technique were investigated. Samples were obtained with five different molar concentrations of 0.25, 0.5, 1, 2 and 5 mol% of manganese. Transmission Electronic Microscopy (TEM) indicated the occurrence of nanoparticles composed by glass matrix elements with Mn. Best results for TL response were obtained with 0.5 mol% Mn doped sample, which exhibits a TL peak at 180 degrees C. The TL spectrum of this sample presents a broad emission band from 450 to 700 nm with a peak at 575 nm approximately. The emission band fits very well with the characteristic lines of the Mn(2+) emission features. According to this fact, the band at 410 nm can be ascribed to (6)A(1)(S) -> (4)A(1)(G), (4)E(G) transition, while the 545 nm band can be attributed to the superposition of the transitions (6)A(1)(S) -> (4)T(2)(G) and (6)A(1)(S) -> (4)T(1)(G). The dependence of the TL response with the energy of X-rays (27-41 keV) showed a small decrease of the TL intensity in the high energy region. Excitation with blue LEDs showed OSL in the UV region with a fast decay component. (C) 2011 Elsevier Ltd. All rights reserved.

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Bovine bone ash is the main raw material for fabrication of bone china, a special kind of porcelain that has visual and mechanical advantages when compared to usual porcelains. The properties of bone china are highly dependent on the characteristics of the bone ash. However, despite a relatively common product, the science behind formulations and accepted fabrication procedures for bone china is not completely understood and deserves attention for future processing optimizations. In this paper, the influence of the preparation steps (firing, milling, and washing of the bones) on the physicochemical properties of bone ash particles was investigated. Bone powders heat-treated at temperatures varying from 700 to 1000 degrees C were washed and milled. The obtained materials were analyzed in terms of particle size distribution, chemical composition, density, specific surface area, FTIR spectroscopy, dynamic electrophoretic mobility, crystalline phases and scanning electron microscopy. The results indicated that bone ash does not significantly change in terms of chemistry and physical features at calcination temperatures above 700 degrees C. After washing in special conditions, one could only observe hydroxyapatite in the diffraction pattern. By FTIR it was observed that carbonate seems to be mainly concentrated on the surface of the powders. Since this compound can influence in the dispersion stability, and consequently in the quality of the final bone china product, and considering optimal washing parameters based on the dynamic electrophoretic mobility results, we describe a procedure for surface cleaning. (c) 2009 Elsevier Ltd and Techna Group S.r.l. All rights reserved.