Robust model predictive control with zone control

Model predictive control (MPC) is usually implemented as a control strategy where the system outputs are controlled within specified zones, instead of fixed set points. One strategy to implement the zone control is by means of the selection of different weights for the output error in the control cost function. A disadvantage of this approach is that closed-loop stability cannot be guaranteed, as a different linear controller may be activated at each time step. A way to implement a stable zone control is by means of the use of an infinite horizon cost in which the set point is an additional variable of the control problem. In this case, the set point is restricted to remain inside the output zone and an appropriate output slack variable is included in the optimisation problem to assure the recursive feasibility of the control optimisation problem. Following this approach, a robust MPC is developed for the case of multi-model uncertainty of open-loop stable systems. The controller is devoted to maintain the outputs within their corresponding feasible zone, while reaching the desired optimal input target. Simulation of a process of the oil re. ning industry illustrates the performance of the proposed strategy.

Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

Model for facilities or vendors location in a global scale considering several echelons in the Chain

The facilities location problem for companies with global operations is very complex and not well explored in the literature. This work proposes a MILP model that solves the problem through minimization of the total logistic cost. Main contributions of the model are the pioneer carrying cost calculation, the treatment given to the take-or-pay costs and to the international tax benefits such as drawback and added value taxes in Brazil. The model was successfully applied to a real case of a chemical industry with industrial plants and sales all over the world. The model application recommended a totally new sourcing model for the company.

Non-linear modal analysis for beams subjected to axial loads: Analytical and finite-element solutions

A rigorous derivation of non-linear equations governing the dynamics of an axially loaded beam is given with a clear focus to develop robust low-dimensional models. Two important loading scenarios were considered, where a structure is subjected to a uniformly distributed axial and a thrust force. These loads are to mimic the main forces acting on an offshore riser, for which an analytical methodology has been developed and applied. In particular, non-linear normal modes (NNMs) and non-linear multi-modes (NMMs) have been constructed by using the method of multiple scales. This is to effectively analyse the transversal vibration responses by monitoring the modal responses and mode interactions. The developed analytical models have been crosschecked against the results from FEM simulation. The FEM model having 26 elements and 77 degrees-of-freedom gave similar results as the low-dimensional (one degree-of-freedom) non-linear oscillator, which was developed by constructing a so-called invariant manifold. The comparisons of the dynamical responses were made in terms of time histories, phase portraits and mode shapes. (C) 2008 Elsevier Ltd. All rights reserved.

ECONOMICAL OCCUPATION OF AGRICULTURAL AREA OF PIRACICABA (SAO PAULO STATE, BRAZIL), INCLUDING RISK THROUGH LINEAR PROGRAMMING

The economic occupation of an area of 500 ha for Piracicaba was studied with the irrigated cultures of maize, tomato, sugarcane and beans, having used models of deterministic linear programming and linear programming including risk for the Target-Motad model, where two situations had been analyzed. In the deterministic model the area was the restrictive factor and the water was not restrictive for none of the tested situations. For the first situation the gotten maximum income was of R$ 1,883,372.87 and for the second situation it was of R$ 1,821,772.40. In the model including risk a producer that accepts risk can in the first situation get the maximum income of R$ 1,883,372. 87 with a minimum risk of R$ 350 year(-1), and in the second situation R$ 1,821,772.40 with a minimum risk of R$ 40 year(-1). Already a producer averse to the risk can get in the first situation a maximum income of R$ 1,775,974.81 with null risk and for the second situation R$ 1.707.706, 26 with null risk, both without water restriction. These results stand out the importance of the inclusion of the risk in supplying alternative occupations to the producer, allowing to a producer taking of decision considered the risk aversion and the pretension of income.

Validation of a root water uptake model to estimate transpiration constraints

Experimental results obtained from a greenhouse trial with common bean (Phaseolus vulgaris L) plants performed to test model hypotheses regarding the onset of limiting hydraulic conditions and the shape of the transpiration reduction curve in the falling rate phase are presented. According to these hypotheses based on simulations with an upscaled single-root model, the matric flux potential at the onset of limiting hydraulic conditions is as a function of root length density and potential transpiration rate, while the relative transpiration in the falling rate phase equals the relative matric flux potential. Transpiration of bean plants in water stressed pots with four different soils was determined daily by weighing and compared to values obtained from non-stressed pots. This procedure allowed determining the onset of the falling rate phase and corresponding soil hydraulic conditions. At the onset of the falling rate phase, the value of matric flux potential M(I) showed to differ in order of magnitude from the model predicted value for three out of four soils. This difference between model and experiment can be explained by the heterogeneity of the root distribution which is not considered by the model. An empirical factor to deal with this heterogeneity should be included in the model to improve predictions. Comparing the predictions of relative transpiration in the falling rate phase using a linear shape with water content, pressure head or matric flux potential, the matric flux potential based reduction function, in agreement with the hypothesis, showed the best performance, while the pressure head based equation resulted in the highest deviations between observed and predicted values of relative transpiration rates. (C) 2010 Elsevier B.V. All rights reserved.

Parametric correlation functions to model the structure of permanent environmental (co)variances in milk yield random regression models

The objective of the present study was to estimate milk yield genetic parameters applying random regression models and parametric correlation functions combined with a variance function to model animal permanent environmental effects. A total of 152,145 test-day milk yields from 7,317 first lactations of Holstein cows belonging to herds located in the southeastern region of Brazil were analyzed. Test-day milk yields were divided into 44 weekly classes of days in milk. Contemporary groups were defined by herd-test-day comprising a total of 2,539 classes. The model included direct additive genetic, permanent environmental, and residual random effects. The following fixed effects were considered: contemporary group, age of cow at calving (linear and quadratic regressions), and the population average lactation curve modeled by fourth-order orthogonal Legendre polynomial. Additive genetic effects were modeled by random regression on orthogonal Legendre polynomials of days in milk, whereas permanent environmental effects were estimated using a stationary or nonstationary parametric correlation function combined with a variance function of different orders. The structure of residual variances was modeled using a step function containing 6 variance classes. The genetic parameter estimates obtained with the model using a stationary correlation function associated with a variance function to model permanent environmental effects were similar to those obtained with models employing orthogonal Legendre polynomials for the same effect. A model using a sixth-order polynomial for additive effects and a stationary parametric correlation function associated with a seventh-order variance function to model permanent environmental effects would be sufficient for data fitting.

Leaf area index estimation with MODIS reflectance time series and model inversion during full rotations of Eucalyptus plantations

The leaf area index (LAI) of fast-growing Eucalyptus plantations is highly dynamic both seasonally and interannually, and is spatially variable depending on pedo-climatic conditions. LAI is very important in determining the carbon and water balance of a stand, but is difficult to measure during a complete stand rotation and at large scales. Remote-sensing methods allowing the retrieval of LAI time series with accuracy and precision are therefore necessary. Here, we tested two methods for LAI estimation from MODIS 250m resolution red and near-infrared (NIR) reflectance time series. The first method involved the inversion of a coupled model of leaf reflectance and transmittance (PROSPECT4), soil reflectance (SOILSPECT) and canopy radiative transfer (4SAIL2). Model parameters other than the LAI were either fixed to measured constant values, or allowed to vary seasonally and/or with stand age according to trends observed in field measurements. The LAI was assumed to vary throughout the rotation following a series of alternately increasing and decreasing sigmoid curves. The parameters of each sigmoid curve that allowed the best fit of simulated canopy reflectance to MODIS red and NIR reflectance data were obtained by minimization techniques. The second method was based on a linear relationship between the LAI and values of the GEneralized Soil Adjusted Vegetation Index (GESAVI), which was calibrated using destructive LAI measurements made at two seasons, on Eucalyptus stands of different ages and productivity levels. The ability of each approach to reproduce field-measured LAI values was assessed, and uncertainty on results and parameter sensitivities were examined. Both methods offered a good fit between measured and estimated LAI (R(2) = 0.80 and R(2) = 0.62 for model inversion and GESAVI-based methods, respectively), but the GESAVI-based method overestimated the LAI at young ages. (C) 2010 Elsevier Inc. All rights reserved.

A Nonstationary Model of Newborn EEG

The detection of seizure in the newborn is a critical aspect of neurological research. Current automatic detection techniques are difficult to assess due to the problems associated with acquiring and labelling newborn electroencephalogram (EEG) data. A realistic model for newborn EEG would allow confident development, assessment and comparison of these detection techniques. This paper presents a model for newborn EEG that accounts for its self-similar and non-stationary nature. The model consists of background and seizure sub-models. The newborn EEG background model is based on the short-time power spectrum with a time-varying power law. The relationship between the fractal dimension and the power law of a power spectrum is utilized for accurate estimation of the short-time power law exponent. The newborn EEG seizure model is based on a well-known time-frequency signal model. This model addresses all significant time-frequency characteristics of newborn EEG seizure which include; multiple components or harmonics, piecewise linear instantaneous frequency laws and harmonic amplitude modulation. Estimates of the parameters of both models are shown to be random and are modelled using the data from a total of 500 background epochs and 204 seizure epochs. The newborn EEG background and seizure models are validated against real newborn EEG data using the correlation coefficient. The results show that the output of the proposed models has a higher correlation with real newborn EEG than currently accepted models (a 10% and 38% improvement for background and seizure models, respectively).

A master equation model for bimolecular reaction via multi-well isomerization intermediates

A reversible linear master equation model is presented for pressure- and temperature-dependent bimolecular reactions proceeding via multiple long-lived intermediates. This kinetic treatment, which applies when the reactions are measured under pseudo-first-order conditions, facilitates accurate and efficient simulation of the time dependence of the populations of reactants, intermediate species and products. Detailed exploratory calculations have been carried out to demonstrate the capabilities of the approach, with applications to the bimolecular association reaction C3H6 + H reversible arrow C3H7 and the bimolecular chemical activation reaction C2H2 +(CH2)-C-1--> C3H3+H. The efficiency of the method can be dramatically enhanced through use of a diffusion approximation to the master equation, and a methodology for exploiting the sparse structure of the resulting rate matrix is established.

Improving wheat simulation capabilities in Australia from a cropping systems perspective - III. The integrated wheat model (I_WHEAT)

Previous work has identified several short-comings in the ability of four spring wheat and one barley model to simulate crop processes and resource utilization. This can have important implications when such models are used within systems models where final soil water and nitrogen conditions of one crop define the starting conditions of the following crop. In an attempt to overcome these limitations and to reconcile a range of modelling approaches, existing model components that worked demonstrably well were combined with new components for aspects where existing capabilities were inadequate. This resulted in the Integrated Wheat Model (I_WHEAT), which was developed as a module of the cropping systems model APSIM. To increase predictive capability of the model, process detail was reduced, where possible, by replacing groups of processes with conservative, biologically meaningful parameters. I_WHEAT does not contain a soil water or soil nitrogen balance. These are present as other modules of APSIM. In I_WHEAT, yield is simulated using a linear increase in harvest index whereby nitrogen or water limitations can lead to early termination of grainfilling and hence cessation of harvest index increase. Dry matter increase is calculated either from the amount of intercepted radiation and radiation conversion efficiency or from the amount of water transpired and transpiration efficiency, depending on the most limiting resource. Leaf area and tiller formation are calculated from thermal time and a cultivar specific phyllochron interval. Nitrogen limitation first reduces leaf area and then affects radiation conversion efficiency as it becomes more severe. Water or nitrogen limitations result in reduced leaf expansion, accelerated leaf senescence or tiller death. This reduces the radiation load on the crop canopy (i.e. demand for water) and can make nitrogen available for translocation to other organs. Sensitive feedbacks between light interception and dry matter accumulation are avoided by having environmental effects acting directly on leaf area development, rather than via biomass production. This makes the model more stable across environments without losing the interactions between the different external influences. When comparing model output with models tested previously using data from a wide range of agro-climatic conditions, yield and biomass predictions were equal to the best of those models, but improvements could be demonstrated for simulating leaf area dynamics in response to water and nitrogen supply, kernel nitrogen content, and total water and nitrogen use. I_WHEAT does not require calibration for any of the environments tested. Further model improvement should concentrate on improving phenology simulations, a more thorough derivation of coefficients to describe leaf area development and a better quantification of some processes related to nitrogen dynamics. (C) 1998 Elsevier Science B.V.

Temperature and sowing date affect the linear increase of sunflower harvest index

The linearity of daily linear harvest index (HI) increase can provide a simple means to predict grain growth and yield in field crops. However, the stability of the rate of increase across genotypes and environments is uncertain. Data from three field experiments were collated to investigate the phase of linear HI increase of sunflower (Helianthus annuus L,) across environments by changing genotypes, sowing time, N level, and solar irradiation level. Linear increase in HI was similar among different genotypes, N levels, and radiation treatments (mean 0.0125 d(-1)). but significant differences occurred between sowings, The linear increase in HI was not stable at very low temperatures (down to 9 degrees C) during grain filling, due to possible limitations to biomass accumulation and translocation (mean 0.0091 d(-1)). Using the linear increase in HI to predict grain yield requires predictions of the duration from anthesis to the onset of linear HI increase (lag phase) and the cessation of linear RT increase. These studies showed that the lag phase differed, and the linear HI increase ceased when 91% of the anthesis to physiological maturity period had been completed.

Epidermal iontophoresis: II. Application of the ionic mobility-pore model to the transport of local anesthetics

Purpose, An in vitro study was carried out to determine the iontophoretic permeability of local anesthetics through human epidermis. The relationship between physicochemical structure and the permeability of these solutes was then examined using an ionic mobility-pore model developed to define quantitative relationships. Methods. The iontophoretic permeability of both ester-type anesthetics (procaine, butacaine, tetracaine) and amide-type anesthetics (prilocaine, mepivacaine, lidocaine, bupivacaine, etidocaine, cinchocaine) were determined through excised human epidermis over 2 hrs using a constant d.c. current and Ag/AgCl electrodes. Individual ion mobilities were determined from conductivity measurements in aqueous solutions. Multiple stepwise regression was applied to interrelate the iontophoretic permeability of the solutes with their physical properties to examine the appropriateness of the ionic mobility-pore model and to determine the best predictor of iontophoretic permeability of the local anesthetics. Results. The logarithm of the iontophoretic permeability coefficient (log PCj,iont) for local anesthetics was directly related to the log ionic mobility and MW for the free volume form of the model when other conditions are held constant. Multiple linear regressions confirmed that log PCj,iont was best defined by ionic mobility (and its determinants: conductivity, pK(a) and MW) and MW. Conclusions. Our results suggest that of the properties studied, the best predictors of iontophoretic transport of local anesthetics are ionic mobility (or pK(a)) and molecular size. These predictions are consistent with the ionic mobility pore model determined by the mobility of ions in the aqueous solution, the total current, epidermal permselectivity and other factors as defined by the model.

The Heisenberg antiferromagnet on an anisotropic triangular lattice: linear spin-wave theory

We consider the effect of quantum spin fluctuations on the ground-state properties of the Heisenberg antiferromagnet on an anisotropic triangular lattice using linear spin-wave (LSW) theory. This model should describe the magnetic properties of the insulating phase of the kappa-(BEDT-TTF)(2)X family of superconducting molecular crystals. The ground-state energy, the staggered magnetization, magnon excitation spectra, and spin-wave velocities are computed as functions of the ratio of the antiferromagnetic exchange between the second and first neighbours, J(2)/J(1). We find that near J(2)/J(1) = 0.5, i.e., in the region where the classical spin configuration changes from a Neel-ordered phase to a spiral phase, the staggered magnetization vanishes, suggesting the possibility of a quantum disordered state. in this region, the quantum correction to the magnetization is large but finite. This is in contrast to the case for the frustrated Heisenberg model on a square lattice, for which the quantum correction diverges logarithmically at the transition from the Neel to the collinear phase. For large J(2)/J(1), the model becomes a set of chains with frustrated interchain coupling. For J(2) > 4J(1), the quantum correction to the magnetization, within LSW theory, becomes comparable to the classical magnetization, suggesting the possibility of a quantum disordered state. We show that, in this regime, the quantum fluctuations are much larger than for a set of weakly coupled chains with non-frustrated interchain coupling.

Phase diagram for a class of spin-1/2 Heisenberg models interpolating between the square-lattice, the triangular-lattice, and the linear-chain limits

We study the spin-1/2 Heisenberg models on an anisotropic two-dimensional lattice which interpolates between the square lattice at one end, a set of decoupled spin chains on the other end, and the triangular-lattice Heisenberg model in between. By series expansions around two different dimer ground states and around various commensurate and incommensurate magnetically ordered states, we establish the phase diagram for this model of a frustrated antiferromagnet. We find a particularly rich phase diagram due to the interplay of magnetic frustration, quantum fluctuations, and varying dimensionality. There is a large region of the usual two-sublattice Neel phase, a three-sublattice phase for the triangular-lattice model, a region of incommensurate magnetic order around the triangular-lattice model, and regions in parameter space where there is no magnetic order. We find that the incommensurate ordering wave vector is in general altered from its classical value by quantum fluctuations. The regime of weakly coupled chains is particularly interesting and appears to be nearly critical. [S0163-1829(99)10421-1].