Anticipating linear stochastic differential equations driven by a Lévy process

In this paper we study the existence of a unique solution for linear stochastic differential equations driven by a Lévy process, where the initial condition and the coefficients are random and not necessarily adapted to the underlying filtration. Towards this end, we extend the method based on Girsanov transformations on Wiener space and developped by Buckdahn [7] to the canonical Lévy space, which is introduced in [25].

Nonlinear prediction based on score function

The linear prediction coding of speech is based in the assumption that the generation model is autoregresive. In this paper we propose a structure to cope with the nonlinear effects presents in the generation of the speech signal. This structure will consist of two stages, the first one will be a classical linear prediction filter, and the second one will model the residual signal by means of two nonlinearities between a linear filter. The coefficients of this filter are computed by means of a gradient search on the score function. This is done in order to deal with the fact that the probability distribution of the residual signal still is not gaussian. This fact is taken into account when the coefficients are computed by a ML estimate. The algorithm based on the minimization of a high-order statistics criterion, uses on-line estimation of the residue statistics and is based on blind deconvolution of Wiener systems [1]. Improvements in the experimental results with speech signals emphasize on the interest of this approach.

Análise das isotermas de adsorção de Cu(II), Cd(II), Ni(II) e Zn(II) pela N-(3,4-dihidroxibenzil) quitosana empregando o método da regressão não linear

Adsorption of Cu(II), Ni(II), Pb(II) and Zn(II) ions from aqueous solutions by N-(3,4-dihydroxybenzyl) chitosan have been carried out. The Langmuir (L), Freundlich (F), Langmuir - Freundlich (LF), Redlich-Peterson (RP) and Tóth (T) adsorption isotherms models have been applied to fit the experimental data. Nonlinear regression computational program "Enzefitte", which is a library of the more commonly used adsorption isotherm equations for obtaining tabular outuput suitable for plotting theoretical of fitted isotherms, has been used to estimate the adsorption parameters. These parameters were used to calculate the amount adsorbed q calc., a function of concentration (C).

Estimating the value of the metal-ligand bond dissociation enthalpy<D> (M-L) for adducts using empirical equations supported by TG data

In this work is presented and tested (for 106 adducts, mainly of the zinc group halides) two empirical equations supported in TG data to estimate the value of the metal-ligand bond dissociation enthalpy for adducts: <D> (M-O) = t i / g if t i < 420 K and <D> (M-O) = (t i / g ) - 7,75 . 10-2 . t i if t i > 420 K. In this empirical equations, t i is the thermodynamic temperature of the beginning of the thermal decomposition of the adduct, as determined by thermogravimetry, andg is a constant factor that is function of the metal halide considered and of the number of ligands, but is not dependant of the ligand itself. To half of the tested adducts the difference between experimental and calculated values was less than 5%. To about 80% of the tested adducts, the difference between the experimental (calorimetric) and the calculated (using the proposed equations) values are less than 15%.

Feature selection for automatic analysis of emotional response based on nonlinear speech modeling suitable for diagnosis of Alzheimer׳s disease

Alzheimer׳s disease (AD) is the most common type of dementia among the elderly. This work is part of a larger study that aims to identify novel technologies and biomarkers or features for the early detection of AD and its degree of severity. The diagnosis is made by analyzing several biomarkers and conducting a variety of tests (although only a post-mortem examination of the patients’ brain tissue is considered to provide definitive confirmation). Non-invasive intelligent diagnosis techniques would be a very valuable diagnostic aid. This paper concerns the Automatic Analysis of Emotional Response (AAER) in spontaneous speech based on classical and new emotional speech features: Emotional Temperature (ET) and fractal dimension (FD). This is a pre-clinical study aiming to validate tests and biomarkers for future diagnostic use. The method has the great advantage of being non-invasive, low cost, and without any side effects. The AAER shows very promising results for the definition of features useful in the early diagnosis of AD.

Modeling reaction kinetics and mass transfer in ozonation in water solutions

This dissertation is based on four articles dealing with modeling of ozonation. The literature part of this considers some models for hydrodynamics in bubble column simulation. A literature review of methods for obtaining mass transfer coefficients is presented. The methods presented to obtain mass transfer are general models and can be applied to any gas-liquid system. Ozonation reaction models and methods for obtaining stoichiometric coefficients and reaction rate coefficients for ozonation reactions are discussed in the final section of the literature part. In the first article, ozone gas-liquid mass transfer into water in a bubble column was investigated for different pH values. A more general method for estimation of mass transfer and Henry’s coefficient was developed from the Beltrán method. The ozone volumetric mass transfer coefficient and the Henry’s coefficient were determined simultaneously by parameter estimation using a nonlinear optimization method. A minor dependence of the Henry’s law constant on pH was detected at the pH range 4 - 9. In the second article, a new method using the axial dispersion model for estimation of ozone self-decomposition kinetics in a semi-batch bubble column reactor was developed. The reaction rate coefficients for literature equations of ozone decomposition and the gas phase dispersion coefficient were estimated and compared with the literature data. The reaction order in the pH range 7-10 with respect to ozone 1.12 and 0.51 the hydroxyl ion were obtained, which is in good agreement with literature. The model parameters were determined by parameter estimation using a nonlinear optimization method. Sensitivity analysis was conducted using object function method to obtain information about the reliability and identifiability of the estimated parameters. In the third article, the reaction rate coefficients and the stoichiometric coefficients in the reaction of ozone with the model component p-nitrophenol were estimated at low pH of water using nonlinear optimization. A novel method for estimation of multireaction model parameters in ozonation was developed. In this method the concentration of unknown intermediate compounds is presented as a residual COD (chemical oxygen demand) calculated from the measured COD and the theoretical COD for the known species. The decomposition rate of p-nitrophenol on the pathway producing hydroquinone was found to be about two times faster than the p-nitrophenol decomposition rate on the pathway producing 4- nitrocatechol. In the fourth article, the reaction kinetics of p-nitrophenol ozonation was studied in a bubble column at pH 2. Using the new reaction kinetic model presented in the previous article, the reaction kinetic parameters, rate coefficients, and stoichiometric coefficients as well as the mass transfer coefficient were estimated with nonlinear estimation. The decomposition rate of pnitrophenol was found to be equal both on the pathway producing hydroquinone and on the path way producing 4-nitrocathecol. Comparison of the rate coefficients with the case at initial pH 5 indicates that the p-nitrophenol degradation producing 4- nitrocathecol is more selective towards molecular ozone than the reaction producing hydroquinone. The identifiability and reliability of the estimated parameters were analyzed with the Marcov chain Monte Carlo (MCMC) method. @All rights reserved. No part of the publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording, or otherwise, without the prior permission of the author.

Quatro alternativas para resolver a equação de Schrödinger para o átomo de hidrogênio

Quantum chemistry describes the hydrogen atom as one of the few systems that permits an exact solution of the Schrödinger equation. Students tend to consider that little can be learned from the hydrogen atom and forget that it can be used as a standard to test numerical procedures used to calculate properties of multielectronic systems. In this paper, four different numerical procedures are described in order to solve the Schrödinger equation for the hydrogen atom. The basic motivation is to identify new insights and methods that can be obtained from the application of powerful numerical techniques in a well-known system.

Offdesign operation of kraft recovery boiler

A model to solve heat and mass balances during the offdesign load calculations was created. These equations are complex and nonlinear. The main new ideas used in the created offdesign model of a kraft recovery boiler are the use of heat flows as torn iteration variables instead of the current practice of using the mass flows, vectorizing equation solving, thus speeding up the process, using non dimensional variables for solving the multiple heat transfer surface problem and using a new procedure for calculating pressure losses. Recovery boiler heat and mass balances are reduced to vector form. It is shown that these vectorized equations can be solved virtually without iteration. The iteration speed is enhanced by the use of the derived method of calculating multiple heat transfer surfaces simultaneously. To achieve this quick convergence the heat flows were used as the torn iteration parameters. A new method to handle pressure loss calculations with linearization was presented. This method enabled less time to be spent calculating pressure losses. The derived vector representation of the steam generator was used to calculate offdesign operation parameters for a 3000 tds/d example recovery boiler. The model was used to study recovery boiler part load operation and the effect of the black liquor dry solids increase on recovery boiler dimensioning. Heat flows to surface elements for part load calculations can be closely approximated with a previously defined exponent function. The exponential method can be used for the prediction of fouling in kraft recovery boilers. For similar furnaces the firing of 80 % dry solids liquor produces lower hearth heat release rate than the 65 % dry solids liquor if we fire at constant steam flow. The furnace outlet temperatures show that capacity increase with firing rate increase produces higher loadings than capacity increase with dry solids increase. The economizers, boiler banks and furnaces can be dimensioned smaller if we increase the black liquor dry solids content. The main problem with increased black liquor dry solids content is the decrease in the heat available to superheat. Whenever possible the furnace exit temperature should be increased by decreasing the furnace height. The increase in the furnace exit temperature is usually opposed because of fear of increased corrosion.

Coherent patterns and self-induced diffraction of electrons on a thin nonlinear layer

Electron scattering on a thin layer where the potential depends self-consistently on the wave function has been studied. When the amplitude of the incident wave exceeds a certain threshold, a soliton-shaped brightening (darkening) appears on the layer causing diffraction of the wave. Thus the spontaneously formed transverse pattern can be viewed as a self-induced nonlinear quantum screen. Attractive or repulsive nonlinearities result in different phase shifts of the wave function on the screen, which give rise to quite different diffraction patterns. Among others, the nonlinearity can cause self-focusing of the incident wave into a beam, splitting in two "beams," single or double traces with suppressed reflection or transmission, etc.

Real-Time Simulation of Mobile and Industrial Machines Using the Multibody Simulation Approach

This thesis introduces a real-time simulation environment based on the multibody simulation approach. The environment consists of components that are used in conventional product development, including computer aided drawing, visualization, dynamic simulation and finite element software architecture, data transfer and haptics. These components are combined to perform as a coupled system on one platform. The environment is used to simulate mobile and industrial machines at different stages of a product life time. Consequently, the demands of the simulated scenarios vary. In this thesis, a real-time simulation environment based on the multibody approach is used to study a reel mechanism of a paper machine and a gantry crane. These case systems are used to demonstrate the usability of the real-time simulation environment for fault detection purposes and in the context of a training simulator. In order to describe the dynamical performance of a mobile or industrial machine, the nonlinear equations of motion must be defined. In this thesis, the dynamical behaviour of machines is modelled using the multibody simulation approach. A multibody system may consist of rigid and flexible bodies which are joined using kinematic joint constraints while force components are used to describe the actuators. The strength of multibody dynamics relies upon its ability to describe nonlinearities arising from wearing of the components, friction, large rotations or contact forces in a systematic manner. For this reason, the interfaces between subsystems such as mechanics, hydraulics and control systems of the mechatronic machine can be defined and analyzed in a straightforward manner.

Nonlinear principal and canonical directions from continuous extensions of multidimensional scaling

A continuous random variable is expanded as a sum of a sequence of uncorrelated random variables. These variables are principal dimensions in continuous scaling on a distance function, as an extension of classic scaling on a distance matrix. For a particular distance, these dimensions are principal components. Then some properties are studied and an inequality is obtained. Diagonal expansions are considered from the same continuous scaling point of view, by means of the chi-square distance. The geometric dimension of a bivariate distribution is defined and illustrated with copulas. It is shown that the dimension can have the power of continuum.