The solution of simultaneous Boolean equations.

On cover: COO-1469-0077.

Optimal simultaneous maximum a posterioriestimation of states, noise statistics and parameters I. Algorithm

The simultaneous state and parameter estimation problem for a linear discrete-time system with unknown noise statistics is treated as a large-scale optimization problem. The a posterioriprobability density function is maximized directly with respect to the states and parameters subject to the constraint of the system dynamics. The resulting optimization problem is too large for any of the standard non-linear programming techniques and hence an hierarchical optimization approach is proposed. It turns out that the states can be computed at the first levelfor given noise and system parameters. These, in turn, are to be modified at the second level.The states are to be computed from a large system of linear equations and two solution methods are considered for solving these equations, limiting the horizon to a suitable length. The resulting algorithm is a filter-smoother, suitable for off-line as well as on-line state estimation for given noise and system parameters. The second level problem is split up into two, one for modifying the noise statistics and the other for modifying the system parameters. An adaptive relaxation technique is proposed for modifying the noise statistics and a modified Gauss-Newton technique is used to adjust the system parameters.

Simultaneous heat and mass transfer in unsteady free convection from two-dimensional and axisymmetric bodies

The unsteady laminar free convection boundary layer flows around two-dimensional and axisymmetric bodies placed in an ambient fluid of infinite extent have been studied when the flow is driven by thermal buoyancy forces and buoyancy forces from species diffusion. The unsteadiness in the flow field is caused by both temperature and concentration at the wall which vary arbitrarily with time. The coupled nonlinear partial differential equations with three independent variables governing the flow have been solved numerically using an implicit finite-difference scheme in combination with the quasilinearization technique. Computations have been performed for a circular cylinder and a sphere. The skin friction, heat transfer and mass transfer are strongly dependent on the variation of the wall temperature and concentration with time. Also the skin friction and heat transfer increase or decrease as the buoyancy forces from species diffusion assist and oppose, respectively, the thermal buoyancy force, whereas the mass transfer rate is higher for small values of the ratio of the buoyancy parameters than for large values. The local heat and mass transfer rates are maximum at the stagnation point and they decrease progressively with increase of the angular position from the stagnation point.

Simultaneous heat and mass transfer under unsteady mixed convection along a vertical slender cylinder embedded in a porous medium

Unsteady laminar mixed convection flow (combined free and forced convection flow) along a vertical slender cylinder embedded in a porous medium under the combined buoyancy effect of thermal and species diffusion has been studied. The effect of the permeability of the medium as well as the magnetic field has been included in the analysis. The partial differential equations with three independent variables governing the flow have been solved numerically using a implicit finite difference scheme in combination with the quasilinearization technique. Computations have been carried out for accelerating, decelerating and oscillatory free stream velocity distributions. The effects of the permeability of the medium, buoyancy forces, transverse curvature and magnetic field on skin friction, heat transfer and mass transfer have been studied. It is found that the effect of free stream velocity distribution is more pronounced on the skin friction than on the heat and mass transfer. The permeability and magnetic parameters increase the skin friction, but reduce the heat and mass transfer. The skin friction, heat transfer and mass transfer are enhanced due to the buoyancy forces and curvature parameter. The heat transfer is strongly dependent on the viscous dissipation parameter and the Prandtl number, and the mass transfer on the Schmidt number. Untersucht wurde die instationäre laminare Mischkonvektion längs eines vertikalen, in einem porösen Medium eingebetteten Zylinders unter kombinierten Auftriebseffekten von thermischer und spezieller Diffusion. Der Einfluß der Permeabilität des Mediums sowie des magnetischen Feldes wurden in die Betrachtung einbezogen. Die partiellen Differentialgleichungen mit drei unabhängigen Variablen, welche die Strömung beschreiben, wurde numerisch anhand des Schemas der endlichen Differenzen in Verbindung mit der Technik der Quasilinearisation gelöst. Berechnungen für die beschleunigte, verzögerte und oszillierende Geschwindigkeitsverteilung der freien Strömung sind durchgeführt worden. Untersucht wurden ebenfalls die Effekte der Permeabilität des Mediums, der Auftriebskräfte, der transversalen Krümmung, des magnetischen Feldes auf die Oberflächenreibung sowie die Wärmeund Stoffübertragung. Es wurde festgestellt, daß die Geschwindigkeit mehr Einfluß auf die Oberflächenreibung als auf die Wärmeund Stoffübertragung hat. Die Oberflächenreibung sowie die Wärme- und Stoffübertragung werden durch die Auftriebskräfte und die Krümmungsparameter verbessert. Die Wärmeübertragung ist stark abhängig von den Parametern der viskosen Dissipation und der Prandtl-Zahl; die Stoffübertragung von der Schmidt-Zahl.

Simultaneous measurement of temperature, density and velocity in gas-flows by modulated photoluminescence

A novel possibility to determine the temperature, density and velocity simultaneously in gas flows by measuring the average value, amplitude of modulation and phase shift of the photoluminescence excited by a temporally or spatially modulated light source is investigated. Time-dependent equations taking the flow, diffusion, excitation and decay into account are solved analytically. Different experimental arrangements are proposed. Measurements of velocity with two components, and temporal and spatial resolutions in the measurements are investigated. Numerical examples are given for N z with biacetyl as the seed gas. Practical considerations for the measurements and the relation between this method and some existing methods of lifetime measurement are discussed.

Boundary value problems for stochastic differential equations

A theory of two-point boundary value problems analogous to the theory of initial value problems for stochastic ordinary differential equations whose solutions form Markov processes is developed. The theory of initial value problems consists of three main parts: the proof that the solution process is markovian and diffusive; the construction of the Kolmogorov or Fokker-Planck equation of the process; and the proof that the transistion probability density of the process is a unique solution of the Fokker-Planck equation.

It is assumed here that the stochastic differential equation under consideration has, as an initial value problem, a diffusive markovian solution process. When a given boundary value problem for this stochastic equation almost surely has unique solutions, we show that the solution process of the boundary value problem is also a diffusive Markov process. Since a boundary value problem, unlike an initial value problem, has no preferred direction for the parameter set, we find that there are two Fokker-Planck equations, one for each direction. It is shown that the density of the solution process of the boundary value problem is the unique simultaneous solution of this pair of Fokker-Planck equations.

This theory is then applied to the problem of a vibrating string with stochastic density.

Boundary value problems for the N-wave interaction equations

We consider boundary value problems for the N-wave interaction equations in one and two space dimensions, posed for x [greater-or-equal, slanted] 0 and x,y [greater-or-equal, slanted] 0, respectively. Following the recent work of Fokas, we develop an inverse scattering formalism to solve these problems by considering the simultaneous spectral analysis of the two ordinary differential equations in the associated Lax pair. The solution of the boundary value problems is obtained through the solution of a local Riemann–Hilbert problem in the one-dimensional case, and a nonlocal Riemann–Hilbert problem in the two-dimensional case.

General soliton matrices in the Riemann-Hilbert problem for integrable nonlinear equations

We derive the soliton matrices corresponding to an arbitrary number of higher-order normal zeros for the matrix Riemann-Hilbert problem of arbitrary matrix dimension, thus giving the complete solution to the problem of higher-order solitons. Our soliton matrices explicitly give all higher-order multisoliton solutions to the nonlinear partial differential equations integrable through the matrix Riemann-Hilbert problem. We have applied these general results to the three-wave interaction system, and derived new classes of higher-order soliton and two-soliton solutions, in complement to those from our previous publication [Stud. Appl. Math. 110, 297 (2003)], where only the elementary higher-order zeros were considered. The higher-order solitons corresponding to nonelementary zeros generically describe the simultaneous breakup of a pumping wave (u(3)) into the other two components (u(1) and u(2)) and merger of u(1) and u(2) waves into the pumping u(3) wave. The two-soliton solutions corresponding to two simple zeros generically describe the breakup of the pumping u(3) wave into the u(1) and u(2) components, and the reverse process. In the nongeneric cases, these two-soliton solutions could describe the elastic interaction of the u(1) and u(2) waves, thus reproducing previous results obtained by Zakharov and Manakov [Zh. Eksp. Teor. Fiz. 69, 1654 (1975)] and Kaup [Stud. Appl. Math. 55, 9 (1976)]. (C) 2003 American Institute of Physics.

Analysis of Melanoma Onset: Assessing Familial Aggregation by Using Estimating Equations and Fitting Variance Components via Bayesian Random Effects Models

We investigate whether relative contributions of genetic and shared environmental factors are associated with an increased risk in melanoma. Data from the Queensland Familial Melanoma Project comprising 15,907 subjects arising from 1912 families were analyzed to estimate the additive genetic, common and unique environmental contributions to variation in the age at onset of melanoma. Two complementary approaches for analyzing correlated time-to-onset family data were considered: the generalized estimating equations (GEE) method in which one can estimate relationship-specific dependence simultaneously with regression coefficients that describe the average population response to changing covariates; and a subject-specific Bayesian mixed model in which heterogeneity in regression parameters is explicitly modeled and the different components of variation may be estimated directly. The proportional hazards and Weibull models were utilized, as both produce natural frameworks for estimating relative risks while adjusting for simultaneous effects of other covariates. A simple Markov Chain Monte Carlo method for covariate imputation of missing data was used and the actual implementation of the Bayesian model was based on Gibbs sampling using the free ware package BUGS. In addition, we also used a Bayesian model to investigate the relative contribution of genetic and environmental effects on the expression of naevi and freckles, which are known risk factors for melanoma.

Simultaneous chemical reaction and distillation of formaldehyde

The thesis is concerned with the development and testing of a mathematical model of a distillation process in which the components react chemically. The formaldehyde-methanol-water system was selected and only the reversible reactions between formaldehyde and water giving methylene glycol and between formaldehyde and methanol producing hemiformal were assumed to occur under the distillation conditions. Accordingly the system has been treated as a five component system. The vapour-liquid equilibrium calculations were performed by solving iteratively the thermodynamic relationships expressing the phase equilibria with the stoichiometric equations expressing the chemical equilibria. Using optimisation techniques, the Wilson single parameters and Henry's constants were calculated for binary systems containing formaldehyde which was assumed to be a supercritical component whilst Wilson binary parameters were calculated for the remaining binary systems. Thus the phase equilibria for the formaldehyde system could be calculated using these parameters and good accuracy was obtained when calculated values were compared with experimental values. The distillation process was modelled using the mass and energy balance equations together with the phase equilibria calculations. The plate efficiencies were obtained from a modified A.I.Ch.E. Bubble Tray method. The resulting equations were solved by an iterative plate to plate calculation based on the Newton Raphson method. Experiments were carried out in a 76mm I.D., eight sieve plate distillation column and the results were compared with the mathematical model calculations. Overall, good agreement was obtained but some discrepancies were observed in the concentration profiles and these may have been caused by the effect of limited physical property data and a limited understanding of the reactions mechanism. The model equations were solved in the form of modular computer programs. Although they were written to describe the steady state distillation with simultaneous chemical reaction of the formaldehyde system, the approach used may be of wider application.

Simultaneous biochemical reaction and separation in a continuous rotating annular chromatograph

The aim of this work has been to investigate the behaviour of a continuous rotating annular chromatograph (CRAC) under a combined biochemical reaction and separation duty. Two biochemical reactions have been employed, namely the inversion of sucrose to glucose and fructose in the presence of the enzyme invertase and the saccharification of liquefied starch to maltose and dextrin using the enzyme maltogenase. Simultaneous biochemical reaction and separation has been successfully carried out for the first time in a CRAC by inverting sucrose to fructose and glucose using the enzyme invertase and collecting continuously pure fractions of glucose and fructose from the base of the column. The CRAC was made of two concentric cylinders which form an annulus 140 cm long by 1.2 cm wide, giving an annular space of 14.5 dm3. The ion exchange resin used was an industrial grade calcium form Dowex 50W-X4 with a mean diameter of 150 microns. The mobile phase used was deionised and dearated water and contained the appropriate enzyme. The annular column was slowly rotated at speeds of up to 240°h-1 while the sucrose substrate was fed continuously through a stationary feed pipe to the top of the resin bed. A systematic investigation of the factors affecting the performance of the CRAC under simultaneous biochemical reaction and separation conditions was carried out by employing a factorial experimental procedure. The main factors affecting the performance of the system were found to be the feed rate, feed concentrations and eluent rate. Results from the experiments indicated that complete conversion could be achieved for feed concentrations of up to 50% w/v sucrose and at feed throughputs of up to 17.2 kg sucrose per m3 resin/h. The second enzymic reaction, namely the saccharification of liquefied starch to maltose employing the enzyme maltogenase has also been successfully carried out on a CRAC. Results from the experiments using soluble potato starch showed that conversions of up to 79% were obtained for a feed concentration of 15.5% w/v at a feed flowrate of 400 cm3/h. The product maltose obtained was over 95% pure. Mathematical modelling and computer simulation of the sucrose inversion system has been carried out. A finite difference method was used to solve the partial differential equations and the simulation results showed good agreement with the experimental results obtained.

Generalization of Ehrlich-Kjurkchiev Method for Multiple Roots of Algebraic Equations

In this paper a new method which is a generalization of the Ehrlich-Kjurkchiev method is developed. The method allows to find simultaneously all roots of the algebraic equation in the case when the roots are supposed to be multiple with known multiplicities. The offered generalization does not demand calculation of derivatives of order higher than first simultaneously keeping quaternary rate of convergence which makes this method suitable for application from practical point of view.

Web-based Simultaneous Equation Solver

* This work has been supported by NIMP, University of Plovdiv under contract No MU-1.

Effective Cell-Centred Time-Domain Maxwell's Equations Numerical Solvers

This research work analyses techniques for implementing a cell-centred finite-volume time-domain (ccFV-TD) computational methodology for the purpose of studying microwave heating. Various state-of-the-art spatial and temporal discretisation methods employed to solve Maxwell's equations on multidimensional structured grid networks are investigated, and the dispersive and dissipative errors inherent in those techniques examined. Both staggered and unstaggered grid approaches are considered. Upwind schemes using a Riemann solver and intensity vector splitting are studied and evaluated. Staggered and unstaggered Leapfrog and Runge-Kutta time integration methods are analysed in terms of phase and amplitude error to identify which method is the most accurate and efficient for simulating microwave heating processes. The implementation and migration of typical electromagnetic boundary conditions. from staggered in space to cell-centred approaches also is deliberated. In particular, an existing perfectly matched layer absorbing boundary methodology is adapted to formulate a new cell-centred boundary implementation for the ccFV-TD solvers. Finally for microwave heating purposes, a comparison of analytical and numerical results for standard case studies in rectangular waveguides allows the accuracy of the developed methods to be assessed.