On Modelling, System Identification and Control of Servo-Systems with a Flexible Load

The present study was done with two different servo-systems. In the first system, a servo-hydraulic system was identified and then controlled by a fuzzy gainscheduling controller. The second servo-system, an electro-magnetic linear motor in suppressing the mechanical vibration and position tracking of a reference model are studied by using a neural network and an adaptive backstepping controller respectively. Followings are some descriptions of research methods. Electro Hydraulic Servo Systems (EHSS) are commonly used in industry. These kinds of systems are nonlinearin nature and their dynamic equations have several unknown parameters.System identification is a prerequisite to analysis of a dynamic system. One of the most promising novel evolutionary algorithms is the Differential Evolution (DE) for solving global optimization problems. In the study, the DE algorithm is proposed for handling nonlinear constraint functionswith boundary limits of variables to find the best parameters of a servo-hydraulic system with flexible load. The DE guarantees fast speed convergence and accurate solutions regardless the initial conditions of parameters. The control of hydraulic servo-systems has been the focus ofintense research over the past decades. These kinds of systems are nonlinear in nature and generally difficult to control. Since changing system parameters using the same gains will cause overshoot or even loss of system stability. The highly non-linear behaviour of these devices makes them ideal subjects for applying different types of sophisticated controllers. The study is concerned with a second order model reference to positioning control of a flexible load servo-hydraulic system using fuzzy gainscheduling. In the present research, to compensate the lack of dampingin a hydraulic system, an acceleration feedback was used. To compare the results, a pcontroller with feed-forward acceleration and different gains in extension and retraction is used. The design procedure for the controller and experimental results are discussed. The results suggest that using the fuzzy gain-scheduling controller decrease the error of position reference tracking. The second part of research was done on a PermanentMagnet Linear Synchronous Motor (PMLSM). In this study, a recurrent neural network compensator for suppressing mechanical vibration in PMLSM with a flexible load is studied. The linear motor is controlled by a conventional PI velocity controller, and the vibration of the flexible mechanism is suppressed by using a hybrid recurrent neural network. The differential evolution strategy and Kalman filter method are used to avoid the local minimum problem, and estimate the states of system respectively. The proposed control method is firstly designed by using non-linear simulation model built in Matlab Simulink and then implemented in practical test rig. The proposed method works satisfactorily and suppresses the vibration successfully. In the last part of research, a nonlinear load control method is developed and implemented for a PMLSM with a flexible load. The purpose of the controller is to track a flexible load to the desired position reference as fast as possible and without awkward oscillation. The control method is based on an adaptive backstepping algorithm whose stability is ensured by the Lyapunov stability theorem. The states of the system needed in the controller are estimated by using the Kalman filter. The proposed controller is implemented and tested in a linear motor test drive and responses are presented.

Integrability of a linear center perturbed by a fourth degree homogeneous polynomial

In this work we study the integrability of a two-dimensional autonomous system in the plane with linear part of center type and non-linear part given by homogeneous polynomials of fourth degree. We give sufficient conditions for integrability in polar coordinates. Finally we establish a conjecture about the independence of the two classes of parameters which appear in the system; if this conjecture is true the integrable cases found will be the only possible ones.

Integrability of a linear center perturbed by a fifth degree homogeneous polynomial

In this work we study the integrability of two-dimensional autonomous system in the plane with linear part of center type and non-linear part given by homogeneous polynomials of fifth degree. We give a simple characterisation for the integrable cases in polar coordinates. Finally we formulate a conjecture about the independence of the two classes of parameters which appear on the system; if this conjecture is true the integrable cases found will be the only possible ones.

Multifactor Performance Study on Complex Systems for the Benefit of Management

The primary objective is to identify the critical factors that have a natural impact on the performance measurement system. It is important to make correct decisions related to measurement systems, which are based on the complex business environment. The performance measurement system is combined with a very complex non-linear factor. The Six Sigma methodology is seen as one potential approach at every organisational level. It will be linked to the performance and financial measurement as well as to the analytical thinking on which the viewpoint of management depends. The complex systems are connected to the customer relationship study. As the primary throughput can be seen in a new well-defined performance measurement structure that will also be facilitated as will an analytical multifactor system. These critical factors should also be seen as a business innovation opportunity at the same time. This master's thesis has been divided into two different theoretical parts. The empirical part consists of both action-oriented and constructive research approaches with an empirical case study. The secondary objective is to seek a competitive advantage factor with a new analytical tool and the Six Sigma thinking. Process and product capabilities will be linked to the contribution of complex system. These critical barriers will be identified by the performance measuring system. The secondary throughput can be recognised as the product and the process cost efficiencies which throughputs are achieved with an advantage of management. The performance measurement potential is related to the different productivity analysis. Productivity can be seen as one essential part of the competitive advantage factor.

Structural and operational optimisation : applications in energy systems

In this work mathematical programming models for structural and operational optimisation of energy systems are developed and applied to a selection of energy technology problems. The studied cases are taken from industrial processes and from large regional energy distribution systems. The models are based on Mixed Integer Linear Programming (MILP), Mixed Integer Non-Linear Programming (MINLP) and on a hybrid approach of a combination of Non-Linear Programming (NLP) and Genetic Algorithms (GA). The optimisation of the structure and operation of energy systems in urban regions is treated in the work. Firstly, distributed energy systems (DES) with different energy conversion units and annual variations of consumer heating and electricity demands are considered. Secondly, district cooling systems (DCS) with cooling demands for a large number of consumers are studied, with respect to a long term planning perspective regarding to given predictions of the consumer cooling demand development in a region. The work comprises also the development of applications for heat recovery systems (HRS), where paper machine dryer section HRS is taken as an illustrative example. The heat sources in these systems are moist air streams. Models are developed for different types of equipment price functions. The approach is based on partitioning of the overall temperature range of the system into a number of temperature intervals in order to take into account the strong nonlinearities due to condensation in the heat recovery exchangers. The influence of parameter variations on the solutions of heat recovery systems is analysed firstly by varying cost factors and secondly by varying process parameters. Point-optimal solutions by a fixed parameter approach are compared to robust solutions with given parameter variation ranges. In the work enhanced utilisation of excess heat in heat recovery systems with impingement drying, electricity generation with low grade excess heat and the use of absorption heat transformers to elevate a stream temperature above the excess heat temperature are also studied.

Control of Structures with Cubic and Quadratic Non-Linearities with Time Delay Consideration

This paper studies the effect of time delay on the active non-linear control of dynamically loaded flexible structures. The behavior of non-linear systems under state feedback control, considering a fixed time delay for the control force, is investigated. A control method based on non-linear optimal control, using a tensorial formulation and state feedback control is used. The state equations and the control forces are expressed in polynomial form and a performance index, quadratic in both state vector and control forces, is used. General polynomial representations of the non-linear control law are obtained and implemented for control algorithms up to the fifth order. This methodology is applied to systems with quadratic and cubic non-linearities. Strongly non-linear systems are tested and the effectiveness of the control system including a delay for the application of control forces is discussed. Numerical results indicate that the adopted control algorithm can be efficient for non-linear systems, chiefly in the presence of strong non-linearities but increasing time delay reduces the efficiency of the control system. Numerical results emphasize the importance of considering time delay in the project of active structural control systems.

Analysis of Regular and Irregular Dynamics of a Non Ideal Gear Rattling Problem

This paper presents a study on the dynamics of the rattling problem in gearboxes under non-ideal excitation. The subject has being analyzed by a number of authors such as Karagiannis and Pfeiffer (1991), for the ideal excitation case. An interesting model of the same problem by Moon (1992) has been recently used by Souza and Caldas (1999) to detect chaotic behavior. We consider two spur gears with different diameters and gaps between the teeth. Suppose the motion of one gear to be given while the motion of the other is governed by its dynamics. In the ideal case, the driving wheel is supposed to undergo a sinusoidal motion with given constant amplitude and frequency. In this paper, we consider the motion to be a function of the system response and a limited energy source is adopted. Thus an extra degree of freedom is introduced in the problem. The equations of motion are obtained via a Lagrangian approach with some assumed characteristic torque curves. Next, extensive numerical integration is used to detect some interesting geometrical aspects of regular and irregular motions of the system response.

Analyse de groupe d’un modèle de la plasticité idéale planaire et sur les solutions en termes d’invariants de Riemann pour les systèmes quasilinéaires du premier ordre

Les objets d’étude de cette thèse sont les systèmes d’équations quasilinéaires du premier ordre. Dans une première partie, on fait une analyse du point de vue du groupe de Lie classique des symétries ponctuelles d’un modèle de la plasticité idéale. Les écoulements planaires dans les cas stationnaire et non-stationnaire sont étudiés. Deux nouveaux champs de vecteurs ont été obtenus, complétant ainsi l’algèbre de Lie du cas stationnaire dont les sous-algèbres sont classifiées en classes de conjugaison sous l’action du groupe. Dans le cas non-stationnaire, une classification des algèbres de Lie admissibles selon la force choisie est effectuée. Pour chaque type de force, les champs de vecteurs sont présentés. L’algèbre ayant la dimension la plus élevée possible a été obtenues en considérant les forces monogéniques et elle a été classifiée en classes de conjugaison. La méthode de réduction par symétrie est appliquée pour obtenir des solutions explicites et implicites de plusieurs types parmi lesquelles certaines s’expriment en termes d’une ou deux fonctions arbitraires d’une variable et d’autres en termes de fonctions elliptiques de Jacobi. Plusieurs solutions sont interprétées physiquement pour en déduire la forme de filières d’extrusion réalisables. Dans la seconde partie, on s’intéresse aux solutions s’exprimant en fonction d’invariants de Riemann pour les systèmes quasilinéaires du premier ordre. La méthode des caractéristiques généralisées ainsi qu’une méthode basée sur les symétries conditionnelles pour les invariants de Riemann sont étendues pour être applicables à des systèmes dans leurs régions elliptiques. Leur applicabilité est démontrée par des exemples de la plasticité idéale non-stationnaire pour un flot irrotationnel ainsi que les équations de la mécanique des fluides. Une nouvelle approche basée sur l’introduction de matrices de rotation satisfaisant certaines conditions algébriques est développée. Elle est applicable directement à des systèmes non-homogènes et non-autonomes sans avoir besoin de transformations préalables. Son efficacité est illustrée par des exemples comprenant un système qui régit l’interaction non-linéaire d’ondes et de particules. La solution générale est construite de façon explicite.

Spectroscopie ultrarapide cohérente et non linéaire dans les semiconducteurs organiques

Nous avons étudié la cohérence excitonique dans le poly[N- 9’-heptadecanyl-2,7-carbazole-alt-5,5-(4,7-di-2-thienyl-2’,1’,3’-benzothiadiazole] (PCDTBT). À l’aide d’un modulateur spatial de lumière, nous avons forgé des impulsions lasers ultracourtes permettant de sonder les cohérences du système. Nous nous sommes concentrés sur les propriétés cohérentes des états excitoniques, soit le singulet et l’état à transfert de charge. Nous avons observé que 35 fs après l’excitation, le singulet et l’état à transfert de charge sont toujours cohérents. Cette cohérence se mesure à l’aide de la visibilité qui est de respectivement environ 10% et 30%. De plus, nous avons démontré que les mécanismes permettant de générer du photocourant dans de tels dispositifs photovoltaïques ne sont déjà plus cohérents après 35 fs. Ces mesures révèlent une visibilité inférieure à 3%, ce qui est en deçà de la précision de nos instruments. Nous concluons donc que les états à transfert de charge ne sont pas les états précurseurs à la génération de photocourant, car ceux-ci se comportent très différemment dans les mesures de cohérences.

Les modèles vectoriels et multiplicatifs avec erreurs non-négatives de séries chronologiques.

L'objectif du présent mémoire vise à présenter des modèles de séries chronologiques multivariés impliquant des vecteurs aléatoires dont chaque composante est non-négative. Nous considérons les modèles vMEM (modèles vectoriels et multiplicatifs avec erreurs non-négatives) présentés par Cipollini, Engle et Gallo (2006) et Cipollini et Gallo (2010). Ces modèles représentent une généralisation au cas multivarié des modèles MEM introduits par Engle (2002). Ces modèles trouvent notamment des applications avec les séries chronologiques financières. Les modèles vMEM permettent de modéliser des séries chronologiques impliquant des volumes d'actif, des durées, des variances conditionnelles, pour ne citer que ces applications. Il est également possible de faire une modélisation conjointe et d'étudier les dynamiques présentes entre les séries chronologiques formant le système étudié. Afin de modéliser des séries chronologiques multivariées à composantes non-négatives, plusieurs spécifications du terme d'erreur vectoriel ont été proposées dans la littérature. Une première approche consiste à considérer l'utilisation de vecteurs aléatoires dont la distribution du terme d'erreur est telle que chaque composante est non-négative. Cependant, trouver une distribution multivariée suffisamment souple définie sur le support positif est plutôt difficile, au moins avec les applications citées précédemment. Comme indiqué par Cipollini, Engle et Gallo (2006), un candidat possible est une distribution gamma multivariée, qui impose cependant des restrictions sévères sur les corrélations contemporaines entre les variables. Compte tenu que les possibilités sont limitées, une approche possible est d'utiliser la théorie des copules. Ainsi, selon cette approche, des distributions marginales (ou marges) peuvent être spécifiées, dont les distributions en cause ont des supports non-négatifs, et une fonction de copule permet de tenir compte de la dépendance entre les composantes. Une technique d'estimation possible est la méthode du maximum de vraisemblance. Une approche alternative est la méthode des moments généralisés (GMM). Cette dernière méthode présente l'avantage d'être semi-paramétrique dans le sens que contrairement à l'approche imposant une loi multivariée, il n'est pas nécessaire de spécifier une distribution multivariée pour le terme d'erreur. De manière générale, l'estimation des modèles vMEM est compliquée. Les algorithmes existants doivent tenir compte du grand nombre de paramètres et de la nature élaborée de la fonction de vraisemblance. Dans le cas de l'estimation par la méthode GMM, le système à résoudre nécessite également l'utilisation de solveurs pour systèmes non-linéaires. Dans ce mémoire, beaucoup d'énergies ont été consacrées à l'élaboration de code informatique (dans le langage R) pour estimer les différents paramètres du modèle. Dans le premier chapitre, nous définissons les processus stationnaires, les processus autorégressifs, les processus autorégressifs conditionnellement hétéroscédastiques (ARCH) et les processus ARCH généralisés (GARCH). Nous présentons aussi les modèles de durées ACD et les modèles MEM. Dans le deuxième chapitre, nous présentons la théorie des copules nécessaire pour notre travail, dans le cadre des modèles vectoriels et multiplicatifs avec erreurs non-négatives vMEM. Nous discutons également des méthodes possibles d'estimation. Dans le troisième chapitre, nous discutons les résultats des simulations pour plusieurs méthodes d'estimation. Dans le dernier chapitre, des applications sur des séries financières sont présentées. Le code R est fourni dans une annexe. Une conclusion complète ce mémoire.

Studies on the effect of randoniness on the synchronization of coupled systems and on the dynamics of intermittently driven systems

It has been shown recently that systems driven with random pulses show the signature of chaos ,even without non linear dynamics.This shows that the relation between randomness and chaos is much closer than it was understood earlier .The effect of random perturbations on synchronization can be also different. In some cases identical random perturbations acting on two different chaotic systems induce synchronizations. However most commonly ,the effect of random fluctuations on the synchronizations of chaotic system is to destroy synchronization. This thesis deals with the effect of random fluctuations with its associated characteristic timescales on chaos and synchronization. The author tries to unearth yet another manifestation of randomness on chaos and sychroniztion. This thesis is organized into six chapters.

Development of nitrifying bacterial consortia for immobilizing in nitrifying bioreactors designed for penaeid and non-penaeid larval rearing systems in the tropics

Two ammonia oxidizing (AMOPCU-1 and AMONPCU-1) and two nitrite oxidizing (NIOPCU-1 and NIONPCU-1) consortia for activating nitrifying bioreactors and thereby establishing nitrification in penaeid and non-penaeid hatchery systems were developed by enrichment. For further amplification of the consortia a simple medium having seawater (either salinity 30 ‰ or 15 ‰) as base, supplemented with NH4+-N/NO2--N and PO4- and pH adjusted to 8 was identified. During the amplification in a fermentor the consortia exhibited excessive wall growth and diminished their yield coefficient posing difficulty in harvesting the cells completely. The consortia consisted of both Gram negative and Gram-positive bacterial cells embedded in a mucilaginous matrix of glycocalyx - like material presumably composed of polysaccharides. The consortia besides being useful in activating nitrifying bioreactors developed for shrimp/prawn hatchery systems can also be used as bioaugmentors in the bioremediation of ammonia and nitrite toxicity in aquaculture systems.

Synthesis, Characterization and Applications of Modified TiO2 Systems

This thesis is divided in to 9 chapters and deals with the modification of TiO2 for various applications include photocatalysis, thermal reaction, photovoltaics and non-linear optics. Chapter 1 involves a brief introduction of the topic of study. An introduction to the applications of modified titania systems in various fields are discussed concisely. Scope and objectives of the present work are also discussed in this chapter. Chapter 2 explains the strategy adopted for the synthesis of metal, nonmetal co-doped TiO2 systems. Hydrothermal technique was employed for the preparation of the co-doped TiO2 system, where Ti[OCH(CH3)2]4, urea and metal nitrates were used as the sources for TiO2, N and metals respectively. In all the co-doped systems, urea to Ti[OCH(CH3)2]4 was taken in a 1:1 molar ratio and varied the concentration of metals. Five different co-doped catalytic systems and for each catalysts, three versions were prepared by varying the concentration of metals. A brief explanation of physico-chemical techniques used for the characterization of the material was also presented in this chapter. This includes X-ray Diffraction (XRD), Raman Spectroscopy, FTIR analysis, Thermo Gravimetric Analysis, Energy Dispersive X-ray Analysis (EDX), Scanning Electron Microscopy(SEM), UV-Visible Diffuse Reflectance Spectroscopy (UV-Vis DRS), Transmission Electron Microscopy (TEM), BET Surface Area Measurements and X-ray Photoelectron Spectroscopy (XPS). Chapter 3 contains the results and discussion of characterization techniques used for analyzing the prepared systems. Characterization is an inevitable part of materials research. Determination of physico-chemical properties of the prepared materials using suitable characterization techniques is very crucial to find its exact field of application. It is clear from the XRD pattern that photocatalytically active anatase phase dominates in the calcined samples with peaks at 2θ values around 25.4°, 38°, 48.1°, 55.2° and 62.7° corresponding to (101), (004), (200), (211) and (204) crystal planes (JCPDS 21-1272) respectively. But in the case of Pr-N-Ti sample, a new peak was observed at 2θ = 30.8° corresponding to the (121) plane of the polymorph brookite. There are no visible peaks corresponding to dopants, which may be due to their low concentration or it is an indication of the better dispersion of impurities in the TiO2. Crystallite size of the sample was calculated from Scherrer equation byusing full width at half maximum (FWHM) of the (101) peak of the anatase phase. Crystallite size of all the co-doped TiO2 was found to be lower than that of bare TiO2 which indicates that the doping of metal ions having higher ionic radius into the lattice of TiO2 causes some lattice distortion which suppress the growth of TiO2 nanoparticles. The structural identity of the prepared system obtained from XRD pattern is further confirmed by Raman spectra measurements. Anatase has six Raman active modes. Band gap of the co-doped system was calculated using Kubelka-Munk equation and that was found to be lower than pure TiO2. Stability of the prepared systems was understood from thermo gravimetric analysis. FT-IR was performed to understand the functional groups as well as to study the surface changes occurred during modification. EDX was used to determine the impurities present in the system. The EDX spectra of all the co-doped samples show signals directly related to the dopants. Spectra of all the co-doped systems contain O and Ti as the main components with low concentrations of doped elements. Morphologies of the prepared systems were obtained from SEM and TEM analysis. Average particle size of the systems was drawn from histogram data. Electronic structures of the samples were identified perfectly from XPS measurements. Chapter 4 describes the photocatalytic degradation of herbicides Atrazine and Metolachlor using metal, non-metal co-doped titania systems. The percentage of degradation was analyzed by HPLC technique. Parameters such as effect of different catalysts, effect of time, effect of catalysts amount and reusability studies were discussed. Chapter 5 deals with the photo-oxidation of some anthracene derivatives by co-doped catalytic systems. These anthracene derivatives come underthe category of polycyclic aromatic hydrocarbons (PAH). Due to the presence of stable benzene rings, most of the PAH show strong inhibition towards biological degradation and the common methods employed for their removal. According to environmental protection agency, most of the PAH are highly toxic in nature. TiO2 photochemistry has been extensively investigated as a method for the catalytic conversion of such organic compounds, highlighting the potential of thereof in the green chemistry. There are actually two methods for the removal of pollutants from the ecosystem. Complete mineralization is the one way to remove pollutants. Conversion of toxic compounds to another compound having toxicity less than the initial starting compound is the second way. Here in this chapter, we are concentrating on the second aspect. The catalysts used were Gd(1wt%)-N-Ti, Pd(1wt%)-N-Ti and Ag(1wt%)-N-Ti. Here we were very successfully converted all the PAH to anthraquinone, a compound having diverse applications in industrial as well as medical fields. Substitution of 10th position of desired PAH by phenyl ring reduces the feasibility of photo reaction and produced 9-hydroxy 9-phenyl anthrone (9H9PA) as an intermediate species. The products were separated and purified by column chromatography using 70:30 hexane/DCM mixtures as the mobile phase and the resultant products were characterized thoroughly by 1H NMR, IR spectroscopy and GCMS analysis. Chapter 6 elucidates the heterogeneous Suzuki coupling reaction by Cu/Pd bimetallic supported on TiO2. Sol-Gel followed by impregnation method was adopted for the synthesis of Cu/Pd-TiO2. The prepared system was characterized by XRD, TG-DTG, SEM, EDX, BET Surface area and XPS. The product was separated and purified by column chromatography using hexane as the mobile phase. Maximum isolated yield of biphenyl of around72% was obtained in DMF using Cu(2wt%)-Pd(4wt%)-Ti as the catalyst. In this reaction, effective solvent, base and catalyst were found to be DMF, K2CO3 and Cu(2wt%)-Pd(4wt%)-Ti respectively. Chapter 7 gives an idea about the photovoltaic (PV) applications of TiO2 based thin films. Due to energy crisis, the whole world is looking for a new sustainable energy source. Harnessing solar energy is one of the most promising ways to tackle this issue. The present dominant photovoltaic (PV) technologies are based on inorganic materials. But the high material, low power conversion efficiency and manufacturing cost limits its popularization. A lot of research has been conducted towards the development of low-cost PV technologies, of which organic photovoltaic (OPV) devices are one of the promising. Here two TiO2 thin films having different thickness were prepared by spin coating technique. The prepared films were characterized by XRD, AFM and conductivity measurements. The thickness of the films was measured by Stylus Profiler. This chapter mainly concentrated on the fabrication of an inverted hetero junction solar cell using conducting polymer MEH-PPV as photo active layer. Here TiO2 was used as the electron transport layer. Thin films of MEH-PPV were also prepared using spin coating technique. Two fullerene derivatives such as PCBM and ICBA were introduced into the device in order to improve the power conversion efficiency. Effective charge transfer between the conducting polymer and ICBA were understood from fluorescence quenching studies. The fabricated Inverted hetero junction exhibited maximum power conversion efficiency of 0.22% with ICBA as the acceptor molecule. Chapter 8 narrates the third order order nonlinear optical properties of bare and noble metal modified TiO2 thin films. Thin films were fabricatedby spray pyrolysis technique. Sol-Gel derived Ti[OCH(CH3)2]4 in CH3CH2OH/CH3COOH was used as the precursor for TiO2. The precursors used for Au, Ag and Pd were the aqueous solutions of HAuCl4, AgNO3 and Pd(NO3)2 respectively. The prepared films were characterized by XRD, SEM and EDX. The nonlinear optical properties of the prepared materials were investigated by Z-Scan technique comprising of Nd-YAG laser (532 nm,7 ns and10 Hz). The non-linear coefficients were obtained by fitting the experimental Z-Scan plot with the theoretical plots. Nonlinear absorption is a phenomenon defined as a nonlinear change (increase or decrease) in absorption with increasing of intensity. This can be mainly divided into two types: saturable absorption (SA) and reverse saturable absorption (RSA). Depending on the pump intensity and on the absorption cross- section at the excitation wavelength, most molecules show non- linear absorption. With increasing intensity, if the excited states show saturation owing to their long lifetimes, the transmission will show SA characteristics. Here absorption decreases with increase of intensity. If, however, the excited state has strong absorption compared with that of the ground state, the transmission will show RSA characteristics. Here in our work most of the materials show SA behavior and some materials exhibited RSA behavior. Both these properties purely depend on the nature of the materials and alignment of energy states within them. Both these SA and RSA have got immense applications in electronic devices. The important results obtained from various studies are presented in chapter 9.

Compositional evolution with mass transfer in closed systems

Evolution of compositions in time, space, temperature or other covariates is frequent in practice. For instance, the radioactive decomposition of a sample changes its composition with time. Some of the involved isotopes decompose into other isotopes of the sample, thus producing a transfer of mass from some components to other ones, but preserving the total mass present in the system. This evolution is traditionally modelled as a system of ordinary di erential equations of the mass of each component. However, this kind of evolution can be decomposed into a compositional change, expressed in terms of simplicial derivatives, and a mass evolution (constant in this example). A rst result is that the simplicial system of di erential equations is non-linear, despite of some subcompositions behaving linearly. The goal is to study the characteristics of such simplicial systems of di erential equa- tions such as linearity and stability. This is performed extracting the compositional dif ferential equations from the mass equations. Then, simplicial derivatives are expressed in coordinates of the simplex, thus reducing the problem to the standard theory of systems of di erential equations, including stability. The characterisation of stability of these non-linear systems relays on the linearisation of the system of di erential equations at the stationary point, if any. The eigenvelues of the linearised matrix and the associated behaviour of the orbits are the main tools. For a three component system, these orbits can be plotted both in coordinates of the simplex or in a ternary diagram. A characterisation of processes with transfer of mass in closed systems in terms of stability is thus concluded. Two examples are presented for illustration, one of them is a radioactive decay

Branching random motions, nonlinear hyperbolic systems and traveling waves

A branching random motion on a line, with abrupt changes of direction, is studied. The branching mechanism, being independient of random motion, and intensities of reverses are defined by a particle's current direction. A soluton of a certain hyperbolic system of coupled non-linear equations (Kolmogorov type backward equation) have a so-called McKean representation via such processes. Commonly this system possesses traveling-wave solutions. The convergence of solutions with Heaviside terminal data to the travelling waves is discussed.This Paper realizes the McKean programme for the Kolmogorov-Petrovskii-Piskunov equation in this case. The Feynman-Kac formula plays a key role.