Stochastic Modelling Using Markov Chains

Department of Statistics, Cochin University of Science and Technology

Mathematical Modelling of the Dynamics of Granular Materials in a Rotating Cylinder

The current study is aimed at the development of a theoretical simulation tool based on Discrete Element Method (DEM) to 'interpret granular dynamics of solid bed in the cross section of the horizontal rotating cylinder at the microscopic level and subsequently apply this model to establish the transition behaviour, mixing and segregation.The simulation of the granular motion developed in this work is based on solving Newton's equation of motion for each particle in the granular bed subjected to the collisional forces, external forces and boundary forces. At every instant of time, the forces are tracked and the positions velocities and accelarations of each partcle is The software code for this simulation is written in VISUAL FORTRAN 90 After checking the validity of the code with special tests, it is used to investigate the transition behaviour of granular solids motion in the cross section of a rotating cylinder for various rotational speeds and fill fraction.This work is hence directed towards a theoretical investigation based on Discrete Element Method (DEM) of the motion of granular solids in the radial direction of the horizontal cylinder to elucidate the relationship between the operating parameters of the rotating cylinder geometry and physical properties ofthe granular solid.The operating parameters of the rotating cylinder include the various rotational velocities of the cylinder and volumetric fill. The physical properties of the granular solids include particle sizes, densities, stiffness coefficients, and coefficient of friction Further the work highlights the fundamental basis for the important phenomena of the system namely; (i) the different modes of solids motion observed in a transverse crosssection of the rotating cylinder for various rotational speeds, (ii) the radial mixing of the granular solid in terms of active layer depth (iii) rate coefficient of mixing as well as the transition behaviour in terms of the bed turnover time and rotational speed and (iv) the segregation mechanisms resulting from differences in the size and density of particles.The transition behaviour involving its six different modes of motion of the granular solid bed is quantified in terms of Froude number and the results obtained are validated with experimental and theoretical results reported in the literature The transition from slumping to rolling mode is quantified using the bed turnover time and a linear relationship is established between the bed turn over time and the inverse of the rotational speed of the cylinder as predicted by Davidson et al. [2000]. The effect of the rotational speed, fill fraction and coefficient of friction on the dynamic angle of repose are presented and discussed. The variation of active layer depth with respect to fill fraction and rotational speed have been investigated. The results obtained through simulation are compared with the experimental results reported by Van Puyvelde et. at. [2000] and Ding et at. [2002].The theoretical model has been further extended, to study the rmxmg and segregation in the transverse direction for different particle sizes and their size ratios. The effect of fill fraction and rotational speed on the transverse mixing behaviour is presented in the form of a mixing index and mixing kinetics curve. The segregation pattern obtained by the simulation of the granular solid bed with respect to the rotational speed of the cylinder is presented both in graphical and numerical forms. The segregation behaviour of the granular solid bed with respect to particle size, density and volume fraction of particle size has been investigated. Several important macro parameters characterising segregation such as mixing index, percolation index and segregation index have been derived from the simulation tool based on first principles developed in this work.

Modelling and Analysis of Bivariate Lifetime Data using Reversed Hazard Rates

Department of Statistics, Cochin University of Science and Technology

Consequence modelling,vulnerability assessment and fuzzy fault tree analysis of hazardous storages in an industrial area

The hazards associated with major accident hazard (MAH) industries are fire, explosion and toxic gas releases. Of these, toxic gas release is the worst as it has the potential to cause extensive fatalities. Qualitative and quantitative hazard analyses are essential for the identitication and quantification of the hazards associated with chemical industries. This research work presents the results of a consequence analysis carried out to assess the damage potential of the hazardous material storages in an industrial area of central Kerala, India. A survey carried out in the major accident hazard (MAH) units in the industrial belt revealed that the major hazardous chemicals stored by the various industrial units are ammonia, chlorine, benzene, naphtha, cyclohexane, cyclohexanone and LPG. The damage potential of the above chemicals is assessed using consequence modelling. Modelling of pool fires for naphtha, cyclohexane, cyclohexanone, benzene and ammonia are carried out using TNO model. Vapor cloud explosion (VCE) modelling of LPG, cyclohexane and benzene are carried out using TNT equivalent model. Boiling liquid expanding vapor explosion (BLEVE) modelling of LPG is also carried out. Dispersion modelling of toxic chemicals like chlorine, ammonia and benzene is carried out using the ALOHA air quality model. Threat zones for different hazardous storages are estimated based on the consequence modelling. The distance covered by the threat zone was found to be maximum for chlorine release from a chlor-alkali industry located in the area. The results of consequence modelling are useful for the estimation of individual risk and societal risk in the above industrial area.Vulnerability assessment is carried out using probit functions for toxic, thermal and pressure loads. Individual and societal risks are also estimated at different locations. Mapping of threat zones due to different incident outcome cases from different MAH industries is done with the help of Are GIS.Fault Tree Analysis (FTA) is an established technique for hazard evaluation. This technique has the advantage of being both qualitative and quantitative, if the probabilities and frequencies of the basic events are known. However it is often difficult to estimate precisely the failure probability of the components due to insufficient data or vague characteristics of the basic event. It has been reported that availability of the failure probability data pertaining to local conditions is surprisingly limited in India. This thesis outlines the generation of failure probability values of the basic events that lead to the release of chlorine from the storage and filling facility of a major chlor-alkali industry located in the area using expert elicitation and proven fuzzy logic. Sensitivity analysis has been done to evaluate the percentage contribution of each basic event that could lead to chlorine release. Two dimensional fuzzy fault tree analysis (TDFFTA) has been proposed for balancing the hesitation factor invo1ved in expert elicitation .

Qualitative Air Flow Modelling and Analysis of Data Centre Air Conditioning as Multiple Jet Array

Data centre is a centralized repository,either physical or virtual,for the storage,management and dissemination of data and information organized around a particular body and nerve centre of the present IT revolution.Data centre are expected to serve uniinterruptedly round the year enabling them to perform their functions,it consumes enormous energy in the present scenario.Tremendous growth in the demand from IT Industry made it customary to develop newer technologies for the better operation of data centre.Energy conservation activities in data centre mainly concentrate on the air conditioning system since it is the major mechanical sub-system which consumes considerable share of the total power consumption of the data centre.The data centre energy matrix is best represented by power utilization efficiency(PUE),which is defined as the ratio of the total facility power to the IT equipment power.Its value will be greater than one and a large value of PUE indicates that the sub-systems draw more power from the facility and the performance of the data will be poor from the stand point of energy conservation. PUE values of 1.4 to 1.6 are acievable by proper design and management techniques.Optimizing the air conditioning systems brings enormous opportunity in bringing down the PUE value.The air conditioning system can be optimized by two approaches namely,thermal management and air flow management.thermal management systems are now introduced by some companies but they are highly sophisticated and costly and do not catch much attention in the thumb rules.

Modelling and Analysis of Recurrent Event Data with Multiple Causes

This thesis Entitled “modelling and analysis of recurrent event data with multiple causes.Survival data is a term used for describing data that measures the time to occurrence of an event.In survival studies, the time to occurrence of an event is generally referred to as lifetime.Recurrent event data are commonly encountered in longitudinal studies when individuals are followed to observe the repeated occurrences of certain events. In many practical situations, individuals under study are exposed to the failure due to more than one causes and the eventual failure can be attributed to exactly one of these causes.The proposed model was useful in real life situations to study the effect of covariates on recurrences of certain events due to different causes.In Chapter 3, an additive hazards model for gap time distributions of recurrent event data with multiple causes was introduced. The parameter estimation and asymptotic properties were discussed .In Chapter 4, a shared frailty model for the analysis of bivariate competing risks data was presented and the estimation procedures for shared gamma frailty model, without covariates and with covariates, using EM algorithm were discussed. In Chapter 6, two nonparametric estimators for bivariate survivor function of paired recurrent event data were developed. The asymptotic properties of the estimators were studied. The proposed estimators were applied to a real life data set. Simulation studies were carried out to find the efficiency of the proposed estimators.

Statistics of avalanches in martensitic transformations, II. Modelling

Using a scaling assumption, we propose a phenomenological model aimed to describe the joint probability distribution of two magnitudes A and T characterizing the spatial and temporal scales of a set of avalanches. The model also describes the correlation function of a sequence of such avalanches. As an example we study the joint distribution of amplitudes and durations of the acoustic emission signals observed in martensitic transformations [Vives et al., preceding paper, Phys. Rev. B 52, 12 644 (1995)].

Bayesian Inference in Exponential and Pareto populations in the presence of Outliers

This thesis Entitled Bayesian inference in Exponential and pareto populations in the presence of outliers. The main theme of the present thesis is focussed on various estimation problems using the Bayesian appraoch, falling under the general category of accommodation procedures for analysing Pareto data containing outlier. In Chapter II. the problem of estimation of parameters in the classical Pareto distribution specified by the density function. In Chapter IV. we discuss the estimation of (1.19) when the sample contain a known number of outliers under three different data generating mechanisms, viz. the exchangeable model. Chapter V the prediction of a future observation based on a random sample that contains one contaminant. Chapter VI is devoted to the study of estimation problems concerning the exponential parameters under a k-outlier model.

Qualitative air flow modelling and analysis of data centre air conditioning as multiple jet array

This work identifies the importance of plenum pressure on the performance of the data centre. The present methodology followed in the industry considers the pressure drop across the tile as a dependant variable, but it is shown in this work that this is the only one independent variable that is responsible for the entire flow dynamics in the data centre, and any design or assessment procedure must consider the pressure difference across the tile as the primary independent variable. This concept is further explained by the studies on the effect of dampers on the flow characteristics. The dampers have found to introduce an additional pressure drop there by reducing the effective pressure drop across the tile. The effect of damper is to change the flow both in quantitative and qualitative aspects. But the effect of damper on the flow in the quantitative aspect is only considered while using the damper as an aid for capacity control. Results from the present study suggest that the use of dampers must be avoided in data centre and well designed tiles which give required flow rates must be used in the appropriate locations. In the present study the effect of hot air recirculation is studied with suitable assumptions. It identifies that, the pressure drop across the tile is a dominant parameter which governs the recirculation. The rack suction pressure of the hardware along with the pressure drop across the tile determines the point of recirculation in the cold aisle. The positioning of hardware in the racks play an important role in controlling the recirculation point. The present study is thus helpful in the design of data centre air flow, based on the theory of jets. The air flow can be modelled both quantitatively and qualitatively based on the results.

Information discovery in distributed systems - A novel concept based on modelling of information elements

This thesis attempts to investigate the problems associated with such schemes and suggests a software architecture, which is aimed towards achieving a meaningful discovery. Usage of information elements as a modelling base for efficient information discovery in distributed systems is demonstrated with the aid of a novel conceptual entity called infotron. The investigations are focused on distributed systems and their associated problems. The study was directed towards identifying suitable software architecture and incorporating the same in an environment where information growth is phenomenal and a proper mechanism for carrying out information discovery becomes feasible. An empirical study undertaken with the aid of an election database of constituencies distributed geographically, provided the insights required. This is manifested in the Election Counting and Reporting Software (ECRS) System. ECRS system is a software system, which is essentially distributed in nature designed to prepare reports to district administrators about the election counting process and to generate other miscellaneous statutory reports.

“Qualitative Air Flow Modelling And Analysis Of Data Centre Air Conditioning As Multiple Jet Array

In the present study the effect of hot air recirculation is studied with suitable assumptions. It identifies that, the pressure drop across the tile is a dominant parameter which governs the recirculation. The rack suction pressure of the hardware along with the pressure drop across the tile determines the point of recirculation in the cold aisle. The positioning of hardware in the racks play an important role in controlling the recirculation point. The present study is thus helpful in the design of data centre air flow, based on the theory of jets. The air flow can be modelled both quantitatively and qualitatively based on the results

Numerical Modelling of Tsunami Propagation in the South East Arabian Sea (SEAS) and Inundation along the Kerala Coast

Tsunamis are water waves generated by a sudden vertical displacement of the water surface. They are waves generated in the ocean by the disturbance associated with seismic activity, under sea volcanic eruptions, submarine landslides, nuclear explosion or meteorite impacts with the ocean. These waves are generated in the ocean and travel into coastal bays, gulfs, estuaries and rivers. These waves travel as gravity waves with a velocity dependent on water depth. The term tsunami is Japanese and means harbour (tsu) and wave (nami). It has been named so because such waves often develop resonant phenomena in harbours after offshore earthquakes.

Modelling of Ultraviolet and Vissible Emissions in Comets

Comets are the spectacular objects in the night sky since the dawn of mankind. Due to their giant apparitions and enigmatic behavior, followed by coincidental calamities, they were termed as notorious and called as `bad omens'. With a systematic study of these objects modern scienti c community understood that these objects are part of our solar system. Comets are believed to be remnant bodies of at the end of evolution of solar system and possess the material of solar nebula. Hence, these are considered as most pristine objects which can provide the information about the conditions of solar nebula. These are small bodies of our solar system, with a typical size of about a kilometer to a few tens of kilometers orbiting the Sun in highly elliptical orbits. The solid body of a comet is nucleus which is a conglomerated mixture of water ice, dust and some other gases. When the cometary nucleus advances towards the Sun in its orbit the ices sublimates and produces the gaseous envelope around the nucleus which is called coma. The gravity of cometary nucleus is very small and hence can not in uence the motion of gases in the cometary coma. Though the cometary nucleus is a few kilometers in size they can produce a transient, extensive, and expanding atmosphere with size several orders of magnitude larger in space. By ejecting gas and dust into space comets became the most active members of the solar system. The solar radiation and the solar wind in uences the motion of dust and ions and produces dust and ion tails, respectively. Comets have been observed in di erent spectral regions from rocket, ground and space borne optical instruments. The observed emission intensities are used to quantify the chemical abundances of di erent species in the comets. The study of various physical and chemical processes that govern these emissions is essential before estimating chemical abundances in the coma. Cameron band emission of CO molecule has been used to derive CO2 abundance in the comets based on the assumption that photodissociation of CO2 mainly produces these emissions. Similarly, the atomic oxygen visible emissions have been used to probe H2O in the cometary coma. The observed green ([OI] 5577 A) to red-doublet emission ([OI] 6300 and 6364 A) ratio has been used to con rm H2O as the parent species of these emissions. In this thesis a model is developed to understand the photochemistry of these emissions and applied to several comets. The model calculated emission intensities are compared with the observations done by space borne instruments like International Ultraviolet Explorer (IUE) and Hubble Space Telescope (HST) and also by various ground based telescopes.

Molecular cloning and homology modelling of a subtilisin-like serine protease from the marine fungus, Engyodontium album BTMFS10

An alkaline protease gene (Eap) was isolated for the first time from a marine fungus, Engyodontium album. Eap consists of an open reading frame of 1,161 bp encoding a prepropeptide consisting of 387 amino acids with a calculated molecular mass of 40.923 kDa. Homology comparison of the deduced amino acid sequence of Eap with other known proteins indicated that Eap encode an extracellular protease that belongs to the subtilase family of serine protease (Family S8). A comparative homology model of the Engyodontium album protease (EAP) was developed using the crystal structure of proteinase K. The model revealed that EAP has broad substrate specificity similar to Proteinase K with preference for bulky hydrophobic residues at P1 and P4. Also, EAP is suggested to have two disulfide bonds and more than two Ca2? binding sites in its 3D structure; both of which are assumed to contribute to the thermostable nature of the protein.