Precipitation in small systems-I. stochastic analysis

Precipitation in small droplets involving emulsions, microemulsions or vesicles is important for Producing multicomponent ceramics and nanoparticles. Because of the random nature of nucleation and the small number of particles in a droplet, the use of a deterministic population balance equation for predicting the number density of particles may lead to erroneous results even for evaluating the mean behavior of such systems. A comparison between the predictions made through stochastic simulation and deterministic population balance involving small droplets has been made for two simple systems, one involving crystallization and the other a single-component precipitation. The two approaches have been found to yield quite different results under a variety of conditions. Contrary to expectation, the smallness of the population alone does not cause these deviations. Thus, if fluctuation in supersaturation is negligible, the population balance and simulation predictions concur. However, for large fluctuations in supersaturation, the predictions differ significantly, indicating the need to take the stochastic nature of the phenomenon into account. This paper describes the stochastic treatment of populations, which involves a sequence of so-called product density equations and forms an appropriate framework for handling small systems.

An optimal dynamic inversion approach for controlling a class of one-dimensional nonlinear distributed parameter systems

Combining the principles of dynamic inversion and optimization theory, a new approach is presented for stable control of a class of one-dimensional nonlinear distributed parameter systems, assuming the availability a continuous actuator in the spatial domain. Unlike the existing approximate-then-design and design-then-approximate techniques, here there is no need of any approximation either of the system dynamics or of the resulting controller. Rather, the control synthesis approach is fairly straight-forward and simple. The controller formulation has more elegance because we can prove the convergence of the controller to its steady state value. To demonstrate the potential of the proposed technique, a real-life temperature control problem for a heat transfer application is solved. It has been demonstrated that a desired temperature profile can be achieved starting from any arbitrary initial temperature profile.

Dynamic analysis of voltage instability in AC-DC systems

This paper presents the analysis and study of voltage collapse at any converter bus in A C-DC systems considering the dynamics of DC system. The problem of voltage instability is acute when HVDC links are connected to weak AC systems, the strength determined by short circuit ratio (SCR) at the converter bus. The converter control strategies are important in determining voltage instability. Small signal analysis is used to identify critical modes and evaluate the effect of AC system strength and control parameters. A sample two-terminal DC system is studied and the results compared with those obtained from static analysis. Also, the results obtained from small signal analysis are validated with nonlinear simulation.

Stochastic modelling of flexible manufacturing systems

Mathematical modelling plays a vital role in the design, planning and operation of flexible manufacturing systems (FMSs). In this paper, attention is focused on stochastic modelling of FMSs using Markov chains, queueing networks, and stochastic Petri nets. We bring out the role of these modelling tools in FMS performance evaluation through several illustrative examples and provide a critical comparative evaluation. We also include a discussion on the modelling of deadlocks which constitute an important source of performance degradation in fully automated FMSs.

A QFT-based robust SVC controller for improving the dynamic stability of power systems

A new design technique for an SVC-based power system damping controller has been proposed. The controller attempts to place all plant poles within a specified region on the s-plane to guarantee the desired closed loop performance. The use of Horowitz's quantitative feedback theory (QFT) permits the design of a 'fixed gain controller' that maintains its performance in spite of large variations in the plant parameters during its normal course of operation. The required controller parameters are arrived at by solving an optimization problem that incorporates the control specifications. The performance of this robust controller has been evaluated on a single machine infinite bus system equipped with a mid point SVC, and the results are shown to be consistent with the expected performance of the stabilizer. (C) 1998 Elsevier Science S.A. All rights reserved.

Fully Comprehensive Geometrically Non-Linear Dynamic Analysis of Multi-Body Beam Systems with Elastic Couplings

This paper is concerned with the dynamic analysis of flexible,non-linear multi-body beam systems. The focus is on problems where the strains within each elastic body (beam) remain small. Based on geometrically non-linear elasticity theory, the non-linear 3-D beam problem splits into either a linear or non-linear 2-D analysis of the beam cross-section and a non-linear 1-D analysis along the beam reference line. The splitting of the three-dimensional beam problem into two- and one-dimensional parts, called dimensional reduction,results in a tremendous savings of computational effort relative to the cost of three-dimensional finite element analysis,the only alternative for realistic beams. The analysis of beam-like structures made of laminated composite materials requires a much more complicated methodology. Hence, the analysis procedure based on Variational Asymptotic Method (VAM), a tool to carry out the dimensional reduction, is used here.The analysis methodology can be viewed as a 3-step procedure. First, the sectional properties of beams made of composite materials are determined either based on an asymptotic procedure that involves a 2-D finite element nonlinear analysis of the beam cross-section to capture trapeze effect or using strip-like beam analysis, starting from Classical Laminated Shell Theory (CLST). Second, the dynamic response of non-linear, flexible multi-body beam systems is simulated within the framework of energy-preserving and energy-decaying time integration schemes that provide unconditional stability for non-linear beam systems. Finally,local 3-D responses in the beams are recovered, based on the 1-D responses predicted in the second step. Numerical examples are presented and results from this analysis are compared with those available in the literature.

An algorithm for dynamic optimal bandwidth allocation in communication networks

We study the problem of optimal bandwidth allocation in communication networks. We consider a queueing model with two queues to which traffic from different competing flows arrive. The queue length at the buffers is observed every T instants of time, on the basis of which a decision on the amount of bandwidth to be allocated to each buffer for the next T instants is made. We consider a class of closed-loop feedback policies for the system and use a twotimescale simultaneous perturbation stochastic approximation(SPSA) algorithm to find an optimal policy within the prescribed class. We study the performance of the proposed algorithm on a numerical setting. Our algorithm is found to exhibit good performance.

Decentralized dynamic compensators for large multivariable systems

In this paper, we consider the synthesis of decentralized dynamic compensators for large systems. The eliminant approach is used to obtain sufficient conditions for the existence of proper, stable, decentralized observer-controllers for stabilizing a large system. An illustrative example is given.

Stochastic optimization for adaptive labor staffing in service systems

Service systems are labor intensive. Further, the workload tends to vary greatly with time. Adapting the staffing levels to the workloads in such systems is nontrivial due to a large number of parameters and operational variations, but crucial for business objectives such as minimal labor inventory. One of the central challenges is to optimize the staffing while maintaining system steady-state and compliance to aggregate SLA constraints. We formulate this problem as a parametrized constrained Markov process and propose a novel stochastic optimization algorithm for solving it. Our algorithm is a multi-timescale stochastic approximation scheme that incorporates a SPSA based algorithm for ‘primal descent' and couples it with a ‘dual ascent' scheme for the Lagrange multipliers. We validate this optimization scheme on five real-life service systems and compare it with a state-of-the-art optimization tool-kit OptQuest. Being two orders of magnitude faster than OptQuest, our scheme is particularly suitable for adaptive labor staffing. Also, we observe that it guarantees convergence and finds better solutions than OptQuest in many cases.

Stochastic analysis of epidemics on adaptive time varying networks

Many studies investigating the effect of human social connectivity structures (networks) and human behavioral adaptations on the spread of infectious diseases have assumed either a static connectivity structure or a network which adapts itself in response to the epidemic (adaptive networks). However, human social connections are inherently dynamic or time varying. Furthermore, the spread of many infectious diseases occur on a time scale comparable to the time scale of the evolving network structure. Here we aim to quantify the effect of human behavioral adaptations on the spread of asymptomatic infectious diseases on time varying networks. We perform a full stochastic analysis using a continuous time Markov chain approach for calculating the outbreak probability, mean epidemic duration, epidemic reemergence probability, etc. Additionally, we use mean-field theory for calculating epidemic thresholds. Theoretical predictions are verified using extensive simulations. Our studies have uncovered the existence of an ``adaptive threshold,'' i.e., when the ratio of susceptibility (or infectivity) rate to recovery rate is below the threshold value, adaptive behavior can prevent the epidemic. However, if it is above the threshold, no amount of behavioral adaptations can prevent the epidemic. Our analyses suggest that the interaction patterns of the infected population play a major role in sustaining the epidemic. Our results have implications on epidemic containment policies, as awareness campaigns and human behavioral responses can be effective only if the interaction levels of the infected populace are kept in check.

Iterated gain-based stochastic filters for dynamic system identification

We propose a novel form of nonlinear stochastic filtering based on an iterative evaluation of a Kalman-like gain matrix computed within a Monte Carlo scheme as suggested by the form of the parent equation of nonlinear filtering (Kushner-Stratonovich equation) and retains the simplicity of implementation of an ensemble Kalman filter (EnKF). The numerical results, presently obtained via EnKF-like simulations with or without a reduced-rank unscented transformation, clearly indicate remarkably superior filter convergence and accuracy vis-a-vis most available filtering schemes and eminent applicability of the methods to higher dimensional dynamic system identification problems of engineering interest. (C) 2013 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

A Stochastic Chemical Dynamic Approach to Correlate Autoimmunity and Optimal Vitamin-D Range

Motivated by several recent experimental observations that vitamin-D could interact with antigen presenting cells (APCs) and T-lymphocyte cells (T-cells) to promote and to regulate different stages of immune response, we developed a coarse grained but general kinetic model in an attempt to capture the role of vitamin-D in immunomodulatory responses. Our kinetic model, developed using the ideas of chemical network theory, leads to a system of nine coupled equations that we solve both by direct and by stochastic (Gillespie) methods. Both the analyses consistently provide detail information on the dependence of immune response to the variation of critical rate parameters. We find that although vitamin-D plays a negligible role in the initial immune response, it exerts a profound influence in the long term, especially in helping the system to achieve a new, stable steady state. The study explores the role of vitamin-D in preserving an observed bistability in the phase diagram (spanned by system parameters) of immune regulation, thus allowing the response to tolerate a wide range of pathogenic stimulation which could help in resisting autoimmune diseases. We also study how vitamin-D affects the time dependent population of dendritic cells that connect between innate and adaptive immune responses. Variations in dose dependent response of anti-inflammatory and pro-inflammatory T-cell populations to vitamin-D correlate well with recent experimental results. Our kinetic model allows for an estimation of the range of optimum level of vitamin-D required for smooth functioning of the immune system and for control of both hyper-regulation and inflammation. Most importantly, the present study reveals that an overdose or toxic level of vitamin-D or any steroid analogue could give rise to too large a tolerant response, leading to an inefficacy in adaptive immune function.

Iterated stochastic filters with additive updates for dynamic system identification: Annealing-type iterations and the filter bank

A nonlinear stochastic filtering scheme based on a Gaussian sum representation of the filtering density and an annealing-type iterative update, which is additive and uses an artificial diffusion parameter, is proposed. The additive nature of the update relieves the problem of weight collapse often encountered with filters employing weighted particle based empirical approximation to the filtering density. The proposed Monte Carlo filter bank conforms in structure to the parent nonlinear filtering (Kushner-Stratonovich) equation and possesses excellent mixing properties enabling adequate exploration of the phase space of the state vector. The performance of the filter bank, presently assessed against a few carefully chosen numerical examples, provide ample evidence of its remarkable performance in terms of filter convergence and estimation accuracy vis-a-vis most other competing filters especially in higher dimensional dynamic system identification problems including cases that may demand estimating relatively minor variations in the parameter values from their reference states. (C) 2014 Elsevier Ltd. All rights reserved.

Influence of dynamic operating conditions on the performance of metal hydride based solid sorption cooling systems

The performance of metal hydride based solid sorption cooling systems depends on the driving pressure differential, and the rate of hydrogen transfer between coupled metal hydride beds during cooling and regeneration processes. Conventionally, the mid-plateau pressure difference obtained from `static' equilibrium PCT data are used for the thermodynamic analysis. It is well known that the processes are `dynamic' because the pressure and temperature, and hence the concentration of the hydride beds, are continuously changing. Keeping this in mind, the pair of La0.9Ce0.1Ni5 - LaNi4.7Al0.3 metal hydrides suitable for solid sorption cooling systems were characterised using both static and dynamic methods. It was found that the PCT characteristics, and the resulting enthalpy (Delta H) and entropy (Delta S) values, were significantly different for static and dynamic modes of measurements. In the present study, the solid sorption metal hydride cooling system is analysed taking in to account the actual variation in the pressure difference (Delta P) and the dynamic enthalpy values. Compared to `static' property based analysis, significant decrease in the driving potentials and transferrable amounts of hydrogen, leading to decrease in cooling capacity by 57.8% and coefficient of performance by 31.9% are observed when dynamic PCT data at the flow rate of 80 ml/min are considered. Copyright 2014 (C) Hydrogen Energy Publications, LLC. Published by Elsevier Ltd. All rights reserved.

Spatio-temporal correlations in aqueous systems: computational studies of static and dynamic heterogeneity by 2D-IR spectroscopy

Local heterogeneity is ubiquitous in natural aqueous systems. It can be caused locally by external biomolecular subsystems like proteins, DNA, micelles and reverse micelles, nanoscopic materials etc., but can also be intrinsic to the thermodynamic nature of the aqueous solution itself (like binary mixtures or at the gas-liquid interface). The altered dynamics of water in the presence of such diverse surfaces has attracted considerable attention in recent years. As these interfaces are quite narrow, only a few molecular layers thick, they are hard to study by conventional methods. The recent development of two dimensional infra-red (2D-IR) spectroscopy allows us to estimate length and time scales of such dynamics fairly accurately. In this work, we present a series of interesting studies employing two dimensional infra-red spectroscopy (2D-IR) to investigate (i) the heterogeneous dynamics of water inside reverse micelles of varying sizes, (ii) supercritical water near the Widom line that is known to exhibit pronounced density fluctuations and also study (iii) the collective and local polarization fluctuation of water molecules in the presence of several different proteins. The spatio-temporal correlation of confined water molecules inside reverse micelles of varying sizes is well captured through the spectral diffusion of corresponding 2D-IR spectra. In the case of supercritical water also, we observe a strong signature of dynamic heterogeneity from the elongated nature of the 2D-IR spectra. In this case the relaxation is ultrafast. We find remarkable agreement between the different tools employed to study the relaxation of density heterogeneity. For aqueous protein solutions, we find that the calculated dielectric constant of the respective systems unanimously shows a noticeable increment compared to that of neat water. However, the `effective' dielectric constant for successive layers shows significant variation, with the layer adjacent to the protein having a much lower value. Relaxation is also slowest at the surface. We find that the dielectric constant achieves the bulk value at distances more than 3 nm from the surface of the protein.