Stochastic stability analysis for the constant-modulus algorithm

We derive an easy-to-compute approximate bound for the range of step-sizes for which the constant-modulus algorithm (CMA) will remain stable if initialized close to a minimum of the CM cost function. Our model highlights the influence, of the signal constellation used in the transmission system: for smaller variation in the modulus of the transmitted symbols, the algorithm will be more robust, and the steady-state misadjustment will be smaller. The theoretical results are validated through several simulations, for long and short filters and channels.

The Policy Iteration Algorithm for Average Continuous Control of Piecewise Deterministic Markov Processes

The main goal of this paper is to apply the so-called policy iteration algorithm (PIA) for the long run average continuous control problem of piecewise deterministic Markov processes (PDMP`s) taking values in a general Borel space and with compact action space depending on the state variable. In order to do that we first derive some important properties for a pseudo-Poisson equation associated to the problem. In the sequence it is shown that the convergence of the PIA to a solution satisfying the optimality equation holds under some classical hypotheses and that this optimal solution yields to an optimal control strategy for the average control problem for the continuous-time PDMP in a feedback form.

THE VANISHING DISCOUNT APPROACH FOR THE AVERAGE CONTINUOUS CONTROL OF PIECEWISE DETERMINISTIC MARKOV PROCESSES

This work is concerned with the existence of an optimal control strategy for the long-run average continuous control problem of piecewise-deterministic Markov processes (PDMPs). In Costa and Dufour (2008), sufficient conditions were derived to ensure the existence of an optimal control by using the vanishing discount approach. These conditions were mainly expressed in terms of the relative difference of the alpha-discount value functions. The main goal of this paper is to derive tractable conditions directly related to the primitive data of the PDMP to ensure the existence of an optimal control. The present work can be seen as a continuation of the results derived in Costa and Dufour (2008). Our main assumptions are written in terms of some integro-differential inequalities related to the so-called expected growth condition, and geometric convergence of the post-jump location kernel associated to the PDMP. An example based on the capacity expansion problem is presented, illustrating the possible applications of the results developed in the paper.

Singular Perturbation for the Discounted Continuous Control of Piecewise Deterministic Markov Processes

This paper deals with the expected discounted continuous control of piecewise deterministic Markov processes (PDMP`s) using a singular perturbation approach for dealing with rapidly oscillating parameters. The state space of the PDMP is written as the product of a finite set and a subset of the Euclidean space a""e (n) . The discrete part of the state, called the regime, characterizes the mode of operation of the physical system under consideration, and is supposed to have a fast (associated to a small parameter epsilon > 0) and a slow behavior. By using a similar approach as developed in Yin and Zhang (Continuous-Time Markov Chains and Applications: A Singular Perturbation Approach, Applications of Mathematics, vol. 37, Springer, New York, 1998, Chaps. 1 and 3) the idea in this paper is to reduce the number of regimes by considering an averaged model in which the regimes within the same class are aggregated through the quasi-stationary distribution so that the different states in this class are replaced by a single one. The main goal is to show that the value function of the control problem for the system driven by the perturbed Markov chain converges to the value function of this limit control problem as epsilon goes to zero. This convergence is obtained by, roughly speaking, showing that the infimum and supremum limits of the value functions satisfy two optimality inequalities as epsilon goes to zero. This enables us to show the result by invoking a uniqueness argument, without needing any kind of Lipschitz continuity condition.

Closed-loop model re-identification of processes under MPC with zone control

This work deals with a procedure for model re-identification of a process in closed loop with ail already existing commercial MPC. The controller considered here has a two-layer structure where the upper layer performs a target calculation based on a simplified steady-state optimization of the process. Here, it is proposed a methodology where a test signal is introduced in a tuning parameter of the target calculation layer. When the outputs are controlled by zones instead of at fixed set points, the approach allows the continuous operation of the process without an excessive disruption of the operating objectives as process constraints and product specifications remain satisfied during the identification test. The application of the method is illustrated through the simulation of two processes of the oil refining industry. (c) 2008 Elsevier Ltd. All rights reserved.

Deciphering the weathering processes using environmental mineralogy and geochemistry: Towards an integrated model of laterite and podzol genesis in the Upper Amazon Basin

This article reports major results from collaborative research between France and Brazil on soil and water systems, carried out in the Upper Amazon Basin. It reveals the weathering processes acting in the partly inundated, low elevation plateaus of the Basin, mostly covered by evergreen forest. Our findings are based on geochemical data and mineral spectroscopy that probe the crystal chemistry of Fe and Al in mineral phases (mainly kaolinite, Al- and Fe-(hydr)oxides) of tropical soils (laterites). These techniques reveal crystal alterations in mineral populations of different ages and changes of metal speciation associated with mineral or organic phases. These results provide an integrated model of soil formation and changes (from laterites to podzols) in distinct hydrological compartments of the Amazon landscapes and under altered water regimes. (C) 2010 Academie des sciences. Published by Elsevier Masson SAS. All rights reserved.

Nuclear Quadrupole Resonance: A Technique to Control Hydration Processes in the Pharmaceutical Industry

Pharmaceuticals can exist in many solid forms, which can have different physical and chemical properties. These solid forms include polymorphs, solvates, amorphous, and hydrates. Particularly, hydration process can be quite common since pharmaceutical solids can be in contact with water during manufacturing process and can also be exposed to water during storage. In the present work, it is proved that NQR technique is capable of detecting different hydrated forms not only in the pure raw material but also in the final product (tablets), being in this way a useful technique for quality control. This technique was also used to study the dehydration process from pentahydrate to trihydrate.

Molecular Sieve Silica (MSS) Membranes for Gas Separation and Reaction Processes

Weakly branched silica films formed by the two-step sol-gel process allow for the formation of high selectivity membranes for gas separation. 29Si NMR and gas permeation showed that reduced crosslinking leads to He/CH4 selectivity improvement from 300 to 1000. Applied in membrane reactor for cyclohexane conversion to benzene, conversions were achieved at 14 fold higher than a conventional reactor at 250°C. Hydrothermal stability studies showed that carbon templating of silica is required for hydrothermally stable membranes. From our work it was shown that with correct application of chemistry, practical membrane systems can be built to suit gas separation (e. g. hydrogen fuel) and reactor systems.

On compliance of business processes with business contracts

This paper addresses the problem of ensuring compliance of business processes, implemented within and across organisational boundaries, with the constraints stated in related business contracts. In order to deal with the complexity of this problem we propose two solutions that allow for a systematic and increasingly automated support for addressing two specific compliance issues. One solution provides a set of guidelines for progressively transforming contract conditions into business processes that are consistent with contract conditions thus avoiding violation of the rules in contract. Another solution compares rules in business contracts and rules in business processes to check for possible inconsistencies. Both approaches rely on a computer interpretable representation of contract conditions that embodies contract semantics. This semantics is described in terms of a logic based formalism allowing for the description of obligations, prohibitions, permissions and violations conditions in contracts. This semantics was based on an analysis of typical building blocks of many commercial, financial and government contracts. The study proved that our contract formalism provides a good foundation for describing key types of conditions in contracts, and has also given several insights into valuable transformation techniques and formalisms needed to establish better alignment between these two, traditionally separate areas of research and endeavour. The study also revealed a number of new areas of research, some of which we intend to address in near future.

Air Entrainment Processes in a Full-Scale Rectangular Dropshaft at Large Flows

Rectangular dropshafts, commonly used in sewers and storm water systems, are characterised by significant flow aeration. New detailed air-water flow measurements were conducted in a near-full-scale dropshaft at large discharges. In the shaft pool and outflow channel, the results demonstrated the complexity of different competitive air entrainment mechanisms. Bubble size measurements showed a broad range of entrained bubble sizes. Analysis of streamwise distributions of bubbles suggested further some clustering process in the bubbly flow although, in the outflow channel, bubble chords were in average smaller than in the shaft pool. A robust hydrophone was tested to measure bubble acoustic spectra and to assess its field application potential. The acoustic results characterised accurately the order of magnitude of entrained bubble sizes, but the transformation from acoustic frequencies to bubble radii did not predict correctly the probability distribution functions of bubble sizes.

Do economists ‘compose’ economics? A comparison of the creative processes of artists and economists

This is a draft for a chapter of the book version of my Ph.D thesis. The chapter addresses the following question: Are the creative processes of musical composers and academic economists essentially the same, or are there significant differences? The paper finds that there are deep similarities between the creative processes of theoretical economists and the creative processes of artists. The chapter builds a process oriented lifecycle account of creative activity, drawing on testimonial material from the arts and the sciences, and relates the model to the creative work of economists developing economic theory.

Quantum noise in optical fibers. I. Stochastic equations

We analyze the quantum dynamics of radiation propagating in a single-mode optical fiber with dispersion, nonlinearity, and Raman coupling to thermal phonons. We start from a fundamental Hamiltonian that includes the principal known nonlinear effects and quantum-noise sources, including linear gain and loss. Both Markovian and frequency-dependent, non-Markovian reservoirs are treated. This treatment allows quantum Langevin equations, which have a classical form except for additional quantum-noise terms, to be calculated. In practical calculations, it is more useful to transform to Wigner or 1P quasi-probability operator representations. These transformations result in stochastic equations that can be analyzed by use of perturbation theory or exact numerical techniques. The results have applications to fiber-optics communications, networking, and sensor technology.

A class of compact dwarf galaxies from disruptive processes in galaxy clusters

Dwarf galaxies have attracted increased attention in recent years, because of their susceptibility to galaxy transformation processes within rich galaxy clusters. Direct evidence for these processes, however, has been difficult to obtain, with a small number of diffuse light trails and intra-cluster stars, being the only signs of galaxy disruption. Furthermore, our current knowledge of dwarf galaxy populations may be very incomplete, because traditional galaxy surveys are insensitive to extremely diffuse or compact galaxies. Aware of these concerns, we recently undertook an all-object survey of the Fornax galaxy cluster. This revealed a new population of compact members, overlooked in previous conventional surveys. Here we demonstrate that these 'ultra-compact' dwarf galaxies are structurally and dynamically distinct from both globular star clusters and known types of dwarf galaxy, and thus represent a new class of dwarf galaxy. Our data are consistent with the interpretation that these are the remnant nuclei of disrupted dwarf galaxies, making them an easily observed tracer of galaxy disruption.

Time-reversal test for stochastic quantum dynamics

The calculation of quantum dynamics is currently a central issue in theoretical physics, with diverse applications ranging from ultracold atomic Bose-Einstein condensates to condensed matter, biology, and even astrophysics. Here we demonstrate a conceptually simple method of determining the regime of validity of stochastic simulations of unitary quantum dynamics by employing a time-reversal test. We apply this test to a simulation of the evolution of a quantum anharmonic oscillator with up to 6.022×1023 (Avogadro's number) of particles. This system is realizable as a Bose-Einstein condensate in an optical lattice, for which the time-reversal procedure could be implemented experimentally.

Canonical Bose gas simulations with stochastic gauges

A technique to simulate the grand canonical ensembles of interacting Bose gases is presented. Results are generated for many temperatures by averaging over energy-weighted stochastic paths, each corresponding to a solution of coupled Gross-Pitaevskii equations with phase noise. The stochastic gauge method used relies on an off-diagonal coherent-state expansion, thus taking into account all quantum correlations. As an example, the second-order spatial correlation function and momentum distribution for an interacting 1D Bose gas are calculated.