Predictor-corrector methods of Runge-Kutta type for stochastic differential equations

In this paper we construct predictor-corrector (PC) methods based on the trivial predictor and stochastic implicit Runge-Kutta (RK) correctors for solving stochastic differential equations. Using the colored rooted tree theory and stochastic B-series, the order condition theorem is derived for constructing stochastic RK methods based on PC implementations. We also present detailed order conditions of the PC methods using stochastic implicit RK correctors with strong global order 1.0 and 1.5. A two-stage implicit RK method with strong global order 1.0 and a four-stage implicit RK method with strong global order 1.5 used as the correctors are constructed in this paper. The mean-square stability properties and numerical results of the PC methods based on these two implicit RK correctors are reported.

Review and future directions in the modelling and control of continuous drum granulation

Many granulation plants operate well below design capacity, suffering from high recycle rates and even periodic instabilities. This behaviour cannot be fully predicted using the present models. The main objective of the paper is to provide an overview of the current status of model development for granulation processes and suggest future directions for research and development. The end-use of the models is focused on the optimal design and control of granulation plants using the improved predictions of process dynamics. The development of novel models involving mechanistically based structural switching methods is proposed in the paper. A number of guidelines are proposed for the selection of control relevant model structures. (C) 2002 Published by Elsevier Science B.V.