Mathematical modelling and numerical simulation of phosphine flow during grain fumigation in leaky cylindrical silos

The phosphine distribution in a cylindrical silo containing grain is predicted. A three-dimensional mathematical model, which accounts for multicomponent gas phase transport and the sorption of phosphine into the grain kernel is developed. In addition, a simple model is presented to describe the death of insects within the grain as a function of their exposure to phosphine gas. The proposed model is solved using the commercially available computational fluid dynamics (CFD) software, FLUENT, together with our own C code to customize the solver in order to incorporate the models for sorption and insect extinction. Two types of fumigation delivery are studied, namely, fan- forced from the base of the silo and tablet from the top of the silo. An analysis of the predicted phosphine distribution shows that during fan forced fumigation, the position of the leaky area is very important to the development of the gas flow field and the phosphine distribution in the silo. If the leak is in the lower section of the silo, insects that exist near the top of the silo may not be eradicated. However, the position of a leak does not affect phosphine distribution during tablet fumigation. For such fumigation in a typical silo configuration, phosphine concentrations remain low near the base of the silo. Furthermore, we find that half-life pressure test readings are not an indicator of phosphine distribution during tablet fumigation.

Direct numerical simulation of autoignition in a non-premixed, turbulent medium

In this paper, direct numerical simulation of autoignition in an initially non-premixed medium under isotropic, homogeneous, and decaying turbulence is presented. The pressure-based method developed herein is a spectral implementation of the sequential steps followed in the predictor-corrector type of algorithms; it includes the effects of density fluctuations caused by spatial inhomogeneities ill temperature and species. The velocity and pressure field are solved in the spectral space while the scalars and density field are solved in the physical space. The presented results reveal that the autoignition spots originate and evolve at locations where (1) the composition corresponds to a small range around a specific mixture fraction, and (2) the conditional scaler dissipation rate is low. A careful examination of the data obtained indicates that the autoignition spots originate in the vortex cores, and the hot gases travel outward as combustion progresses. Hence, the applicability of the transient laminar flamelet model for this problem is questioned. The dependence of autoignition characteristics on parameters such as (1) die initial eddy-turnover time and (2) the initial ratio of length scale of scalars to that of velocities are investigated. Certain implications of new results on the conditional moment closure modeling are discussed.

Optimizing Delay in Sequential Change Detection on Ad Hoc Wireless Sensor Networks

We consider the classical problem of sequential detection of change in a distribution (from hypothesis 0 to hypothesis 1), where the fusion centre receives vectors of periodic measurements, with the measurements being i.i.d. over time and across the vector components, under each of the two hypotheses. In our problem, the sensor devices ("motes") that generate the measurements constitute an ad hoc wireless network. The motes contend using a random access protocol (such as CSMA/CA) to transmit their measurement packets to the fusion centre. The fusion centre waits for vectors of measurements to accumulate before taking decisions. We formulate the optimal detection problem, taking into account the network delay experienced by the vectors of measurements, and find that, under periodic sampling, the detection delay decouples into network delay and decision delay. We obtain a lower bound on the network delay, and propose a censoring scheme, where lagging sensors drop their delayed observations in order to mitigate network delay. We show that this scheme can achieve the lower bound. This approach is explored via simulation. We also use numerical evaluation and simulation to study issues such as: the optimal sampling rate for a given number of sensors, and the optimal number of sensors for a given measurement rate

Simulation of Potential and Electric Field Profiles for transmission line Insulators

Since the end of second world war, extra high voltage ac transmission has seen its development. The distances between generating and load centres as well as the amount of power to be handled increased tremendously for last 50 years. The highest commercial voltage has increased to 765 kV in India and 1,200 kV in many other countries. The bulk power transmission has been mostly performed by overhead transmission lines. The dual task of mechanically supporting and electrically isolating the live phase conductors from the support tower is performed by string insulators. Whether in clean condition or under polluted conditions, the electrical stress distribution along the insulators governs the possible flashover, which is quite detrimental to the system. Hence the present investigation aims to study accurately, the field distribution for various types of porcelain/ceramic insulators (Normal and Antifog discs) used for high-voltage transmission. The surface charge simulation method is employed for the field computation. A comparison on normalised surface resistance, which is an indicator for the stress concentration under polluted condition, is also attempted.

Simulation of length-preserving motions of flexible one dimensional oObjects using optimization

During the motion of one dimensional flexible objects such as ropes, chains, etc., the assumption of constant length is realistic. Moreover,their motion appears to be naturally minimizing some abstract distance measure, wherein the disturbance at one end gradually dies down along the curve defining the object. This paper presents purely kinematic strategies for deriving length-preserving transformations of flexible objects that minimize appropriate ‘motion’. The strategies involve sequential and overall optimization of the motion derived using variational calculus. Numerical simulations are performed for the motion of a planar curve and results show stable converging behavior for single-step infinitesimal and finite perturbations 1 as well as multi-step perturbations. Additionally, our generalized approach provides different intuitive motions for various problem-specific measures of motion, one of which is shown to converge to the conventional tractrix-based solution. Simulation results for arbitrary shapes and excitations are also included.

Fixed-lag blind equalization and sequence estimation in digital communications systems using sequential importance sampling

We present methods for fixed-lag smoothing using Sequential Importance sampling (SIS) on a discrete non-linear, non-Gaussian state space system with unknown parameters. Our particular application is in the field of digital communication systems. Each input data point is taken from a finite set of symbols. We represent transmission media as a fixed filter with a finite impulse response (FIR), hence a discrete state-space system is formed. Conventional Markov chain Monte Carlo (MCMC) techniques such as the Gibbs sampler are unsuitable for this task because they can only perform processing on a batch of data. Data arrives sequentially, so it would seem sensible to process it in this way. In addition, many communication systems are interactive, so there is a maximum level of latency that can be tolerated before a symbol is decoded. We will demonstrate this method by simulation and compare its performance to existing techniques.

Application of rough set-based analysis to extract spatial relationship indicator rules: An example of land use in Pearl River Delta

Spatial relations, reflecting the complex association between geographical phenomena and environments, are very important in the solution of geographical issues. Different spatial relations can be expressed by indicators which are useful for the analysis of geographical issues. Urbanization, an important geographical issue, is considered in this paper. The spatial relationship indicators concerning urbanization are expressed with a decision table. Thereafter, the spatial relationship indicator rules are extracted based on the application of rough set theory. The extraction process of spatial relationship indicator rules is illustrated with data from the urban and rural areas of Shenzhen and Hong Kong, located in the Pearl River Delta. Land use vector data of 1995 and 2000 are used. The extracted spatial relationship indicator rules of 1995 are used to identify the urban and rural areas in Zhongshan, Zhuhai and Macao. The identification accuracy is approximately 96.3%. Similar procedures are used to extract the spatial relationship indicator rules of 2000 for the urban and rural areas in Zhongshan, Zhuhai and Macao. An identification accuracy of about 83.6% is obtained.

Contingent screening for down syndrome is an efficient alternative to non-disclosure sequential screening

Objective To present a first and second trimester Down syndrome screening strategy, whereby second-trimester marker determination is contingent on the first-trimester results. Unlike non-disclosure sequential screening (the Integrated test), which requires all women to have markers in both trimesters, this allows a large proportion of the women to complete screening in the first trimester. Methods Two first-trimester risk cut-offs defined three types of results: positive and referred for early diagnosis; negative with screening complete; and intermediate, needing second-trimester markers. Multivariate Gaussian modelling with Monte Carlo simulation was used to estimate the false-positive rate for a fixed 85% detection rate. The false-positive rate was evaluated for various early detection rates and early test completion rates. Model parameters were taken from the SURUSS trial. Results Completion of screening in the first trimester for 75% of women resulted in a 30% early detection rate and a 55% second trimester detected rate (net 85%) with a false-positive rate only 0.1% above that achievable by the Integrated test. The screen-positive rate was 0.1% in the first trimester and 4.7% for those continuing to be tested in the second trimester. If the early detection rate were to be increased to 45% or the early completion rate were to be increased to 80%, there would be a further 0.1% increase in the false-positive rate. Conclusion Contingent screening can achieve results comparable with the Integrated test but with earlier completion of screening for most women. Both strategies need to be evaluated in large-scale prospective studies particularly in relation to psychological impact and practicability.

Flow-mediated dilatation of the brachial artery is a poorly reproducible indicator of microvascular function in Type I diabetes mellitus

Aim: Two Type I diabetes and control group comparator studies were conducted to assess the reproducibility of FMD and to analyse blood flow data normally discarded during FMD measurement.

Design: The studies were sequential and differed only with regard to operator and ultrasound machine. Seventy-two subjects with diabetes and 71 controls were studied in total.

Methods: Subjects had FMD measured conventionally. Blood velocity waveforms were averaged over 10 pulses post forearm ischaemia and their component frequencies analysed using the wavelet transform, a mathematical tool for waveform analysis. The component frequencies were grouped into 11 bands to facilitate analysis.

Results: Subjects were well-matched between studies. In Study 1, FMD was significantly impaired in subjects with Type I diabetes vs. controls (median 4.35%, interquartile range 3.10-4.80 vs. 6.50, 4.79-9.42, P < 0.001). No differences were detected between groups in Study 2, however. However, analysis of blood velocity waveforms yielded significant differences between groups in two frequency bands in each study.

Conclusions: This report highlights concerns over the reproducibility of FMD measures. Further work is required to fully elucidate the role of analysing velocity waveforms after forearm ischaemia.

Autoclave Cure Simulation of Composite Structures Applying Implicit and Explicit FE

Simulation of the autoclave manufacturing technique of composites can yield a preliminary estimation of induced residual thermal stresses and deformations that affect component fatigue life, and required tolerances for assembly. In this paper, an approach is proposed to simulate the autoclave manufacturing technique for unidirectional composites. The proposed approach consists of three modules. The first module is a Thermo-chemical model to estimate the temperature and the degree of cure distributions in the composite part during the cure cycle. The second and third modules are a sequential stress analysis using FE-Implicit and FE-Explicit respectively. User-material subroutine is used to model the Viscoelastic properties of the material based on theory of micromechanics.

Numerical simulation of a patent technology for sealing of deep-sea oil wells using nonlinear finite element method

For over 50 years bridge plugs and cement have been used for well abandonment and work over and are still the material of choice. However the failures of cement abandonments using bridge plugs has been reported on many occasions, some of which have resulted in fatal consequences. A new patented product is designed to address the shortcomings associated with using bridge plugs and cement. The new developed tools use an alloy based on bismuth that is melted in situ using Thermite reaction. The tool uses the expansion properties of bismuth to seal the well. Testing the new technology in real field under more than 2 km deep sea water can be expensive. Virtual simulation of the new device under simulated thermal and mechanical environment can be achieved using nonlinear finite element method to validate the product and reduce cost. Experimental testing in the lab is performed to measure heat generated due to thermite reaction. Then, a sequential thermal mechanical explicit/implicit finite element solver is used to simulate the device under both testing lab and deep water conditions.

A Continuous Time Markov Chain Based Sequential Analytical Approach for Composite Power System Reliability Assessment

This paper proposes a continuous time Markov chain (CTMC) based sequential analytical approach for composite generation and transmission systems reliability assessment. The basic idea is to construct a CTMC model for the composite system. Based on this model, sequential analyses are performed. Various kinds of reliability indices can be obtained, including expectation, variance, frequency, duration and probability distribution. In order to reduce the dimension of the state space, traditional CTMC modeling approach is modified by merging all high order contingencies into a single state, which can be calculated by Monte Carlo simulation (MCS). Then a state mergence technique is developed to integrate all normal states to further reduce the dimension of the CTMC model. Moreover, a time discretization method is presented for the CTMC model calculation. Case studies are performed on the RBTS and a modified IEEE 300-bus test system. The results indicate that sequential reliability assessment can be performed by the proposed approach. Comparing with the traditional sequential Monte Carlo simulation method, the proposed method is more efficient, especially in small scale or very reliable power systems.

Sequential Machine learning Approaches for Portfolio Management

Cette thèse envisage un ensemble de méthodes permettant aux algorithmes d'apprentissage statistique de mieux traiter la nature séquentielle des problèmes de gestion de portefeuilles financiers. Nous débutons par une considération du problème général de la composition d'algorithmes d'apprentissage devant gérer des tâches séquentielles, en particulier celui de la mise-à-jour efficace des ensembles d'apprentissage dans un cadre de validation séquentielle. Nous énumérons les desiderata que des primitives de composition doivent satisfaire, et faisons ressortir la difficulté de les atteindre de façon rigoureuse et efficace. Nous poursuivons en présentant un ensemble d'algorithmes qui atteignent ces objectifs et présentons une étude de cas d'un système complexe de prise de décision financière utilisant ces techniques. Nous décrivons ensuite une méthode générale permettant de transformer un problème de décision séquentielle non-Markovien en un problème d'apprentissage supervisé en employant un algorithme de recherche basé sur les K meilleurs chemins. Nous traitons d'une application en gestion de portefeuille où nous entraînons un algorithme d'apprentissage à optimiser directement un ratio de Sharpe (ou autre critère non-additif incorporant une aversion au risque). Nous illustrons l'approche par une étude expérimentale approfondie, proposant une architecture de réseaux de neurones spécialisée à la gestion de portefeuille et la comparant à plusieurs alternatives. Finalement, nous introduisons une représentation fonctionnelle de séries chronologiques permettant à des prévisions d'être effectuées sur un horizon variable, tout en utilisant un ensemble informationnel révélé de manière progressive. L'approche est basée sur l'utilisation des processus Gaussiens, lesquels fournissent une matrice de covariance complète entre tous les points pour lesquels une prévision est demandée. Cette information est utilisée à bon escient par un algorithme qui transige activement des écarts de cours (price spreads) entre des contrats à terme sur commodités. L'approche proposée produit, hors échantillon, un rendement ajusté pour le risque significatif, après frais de transactions, sur un portefeuille de 30 actifs.

Incorporating data received after a sequential trial has stopped into the final analysis: implementation and comparison of methods

In a sequential clinical trial, accrual of data on patients often continues after the stopping criterion for the study has been met. This is termed “overrunning.” Overrunning occurs mainly when the primary response from each patient is measured after some extended observation period. The objective of this article is to compare two methods of allowing for overrunning. In particular, simulation studies are reported that assess the two procedures in terms of how well they maintain the intended type I error rate. The effect on power resulting from the incorporation of “overrunning data” using the two procedures is evaluated.

Dynamic data reconciliation for sequential modular simulators

In this paper the implementation of dynamic data reconciliation techniques for sequential modular models is described. The paper is organised as follows. First, an introduction to dynamic data reconciliation is given. Then, the online use of rigorous process models is introduced. The sequential modular approach to dynamic simulation is briefly discussed followed by a short review of the extended Kalman filter. The second section describes how the modules are implemented. A simulation case study and its results are also presented.