Development and application of a novel algorithm for steady-state optimising control using dynamic information

A novel optimising controller is designed that leads a slow process from a sub-optimal operational condition to the steady-state optimum in a continuous way based on dynamic information. Using standard results from optimisation theory and discrete optimal control, the solution of a steady-state optimisation problem is achieved by solving a receding-horizon optimal control problem which uses derivative and state information from the plant via a shadow model and a state-space identifier. The paper analyzes the steady-state optimality of the procedure, develops algorithms with and without control rate constraints and applies the procedure to a high fidelity simulation study of a distillation column optimisation.

A synthetic route to fully substituted chiral cyclopentylamine derivatives: precursors of carbanucleosides

Removal of silyl protection from D-glucose derived substrate 6 afforded 7, which upon acetonide deprotection followed by reaction with N-benzylhydroxylamine furnished two isomeric isoxazolidinocyclopentane derivatives via spontaneous cyclization of an in situ generated nitrone. The methyl xanthate derivative of the tertiary hydroxyl group of one isomer was isolated and subjected to radical deoxygenation reaction to form epimeric products, while with the other isomer it underwent spontaneous 1,2-elimination to form a mixture of the two possible endocyclic olefins. Hydrogenolytic cleavage of the isoxazolidine rings of the purified products followed by insertion of 5-amino-4-chloropyrimidine moiety and purine ring construction smoothly afforded structurally unique carbanucleoside analogues. Various spectroscopic methods on the synthesized compounds and X-ray analysis on one important intermediate were used to assign the structures and stereochemistry of the products.

Capturing UK real estate volitility

Volatility, or the variability of the underlying asset, is one of the key fundamental components of property derivative pricing and in the application of real option models in development analysis. There has been relatively little work on volatility in real terms of its application to property derivatives and the real options analysis. Most research on volatility stems from investment performance (Nathakumaran & Newell (1995), Brown & Matysiak 2000, Booth & Matysiak 2001). Historic standard deviation is often used as a proxy for volatility and there has been a reliance on indices, which are subject to valuation smoothing effects. Transaction prices are considered to be more volatile than the traditional standard deviations of appraisal based indices. This could lead, arguably, to inefficiencies and mis-pricing, particularly if it is also accepted that changes evolve randomly over time and where future volatility and not an ex-post measure is the key (Sing 1998). If history does not repeat, or provides an unreliable measure, then estimating model based (implied) volatility is an alternative approach (Patel & Sing 2000). This paper is the first of two that employ alternative approaches to calculating and capturing volatility in UK real estate for the purposes of applying the measure to derivative pricing and real option models. It draws on a uniquely constructed IPD/Gerald Eve transactions database, containing over 21,000 properties over the period 1983-2005. In this first paper the magnitude of historic amplification associated with asset returns by sector and geographic spread is looked at. In the subsequent paper the focus will be upon model based (implied) volatility.

A review on Northern Hemisphere sea-ice, storminess and the North Atlantic Oscillation: observations and projected changes

The Arctic has undergone substantial changes over the last few decades in various cryospheric and derivative systems and processes. Of these, the Arctic sea ice regime has seen some of the most rapid change and is one of the most visible markers of Arctic change outside the scientific community. This has drawn considerable attention not only from the natural sciences, but increasingly, from the political and commercial sectors as they begin to grapple with the problems and opportunities that are being presented. The possible impacts of past and projected changes in Arctic sea ice, especially as it relates to climatic response, are of particular interest and have been the subject of increasing research activity. A review of the current knowledge of the role of sea ice in the climate system is therefore timely. We present a review that examines both the current state of understanding, as regards the impacts of sea-ice loss observed to date, and climate model projections, to highlight hypothesised future changes and impacts on storm tracks and the North Atlantic Oscillation. Within the broad climate-system perspective, the topics of storminess and large-scale variability will be specifically considered. We then consider larger-scale impacts on the climatic system by reviewing studies that have focused on the interaction between sea-ice extent and the North Atlantic Oscillation. Finally, an overview of the representation of these topics in the literature in the context of IPCC climate projections is presented. While most agree on the direction of Arctic sea-ice change, the rates amongst the various projections vary greatly. Similarly, the response of storm tracks and climate variability are uncertain, exacerbated possibly by the influence of other factors. A variety of scientific papers on the relationship between sea-ice changes and atmospheric variability have brought to light important aspects of this complex topic. Examples are an overall reduction in the number of Arctic winter storms, a northward shift of mid-latitude winter storms in the Pacific and a delayed negative NAO-like response in autumn/winter to a reduced Arctic sea-ice cover (at least in some months). This review paper discusses this research and the disagreements, bringing about a fresh perspective on this issue.

Multiple PID mapping using neural networks in a MIMO steam generator system

A neural network was used to map three PID operating regions for a two-input two-output steam generator system. The network was used in stand alone feedforward operation to control the whole operating range of the process, after being trained from the PID controllers corresponding to each control region. The network inputs are the plant error signals, their integral, their derivative and a 4-error delay train.

Persistence of volatility in futures markets

This article examines the characteristics of key measures of volatility for different types of futures contracts to provide a better foundation for modeling volatility behavior and derivative values. Particular attention is focused on analyzing how different measures of volatility affect volatility persistence relationships. Intraday realized measures of volatility are found to be more persistent than daily measures, the type of GARCH procedure used for conditional volatility analysis is critical, and realized volatility persistence is not coherent with conditional volatility persistence. Specifically, although there is a good fit between the realized and conditional volatilities, no coherence exists between their degrees of persistence, a counterintuitive finding that shows realized and conditional volatility measures are not a substitute for one another

Electron spin resonance study of puff-resolved free radical formation in mainstream cigarette smoke

Puff-by-puff resolved gas phase free radicals were measured in mainstream smoke from Kentucky 2R4F reference cigarettes using ESR spectroscopy. Three spin-trapping reagents were evaluated: PBN, DMPO and DEPMPO. Two procedures were used to collect gas phase smoke on a puff-resolved basis: i) the accumulative mode, in which all the gas phase smoke up to a particular puff was bubbled into the trap (i.e., the 5th puff corresponded to the total smoke from the 1st to 5th puffs). In this case, after a specified puff, an aliquot of the spin trap was taken and analysed; or, ii) the individual mode, in which the spin trap was analysed and then replaced after each puff. Spin concentrations were determined by double-integration of the first derivative of the ESR signal. This was compared with the integrals of known standards using the TEMPO free radical. The radicals trapped with PBN were mainly carbon-centred, whilst the oxygen-centred radicals were identified with DMPO and DEPMPO. With each spin trap, the puff-resolved radical concentrations showed a characteristic pattern as a function of the puff number. Based on the spin concentrations, the DMPO and DEPMPO spin traps showed better trapping efficiencies than PBN. The implication for gas phase free radical analysis is that a range of different spin traps should be used to probe complex free radical reactions in cigarette smoke.

Spectro-electrochemical and DFT studies of a planar Cu(II)–phenolate complex active in the aerobic oxidation of primary alcohols

A square-planar compound [Cu(pyrimol)Cl] (pyrimol = 4-methyl-2-N-(2-pyridylmethylene)aminophenolate) abbreviated as CuL–Cl) is described as a biomimetic model of the enzyme galactose oxidase (GOase). This copper(II) compound is capable of stoichiometric aerobic oxidation of activated primary alcohols in acetonitrile/water to the corresponding aldehydes. It can be obtained either from Hpyrimol (HL) or its reduced/hydrogenated form Hpyramol (4-methyl-2-N-(2-pyridylmethyl)aminophenol; H2L) readily converting to pyrimol (L-) on coordination to the copper(II) ion. Crystalline CuL–Cl and its bromide derivative exhibit a perfect square-planar geometry with Cu–O(phenolate) bond lengths of 1.944(2) and 1.938(2) Å. The cyclic voltammogram of CuL–Cl exhibits an irreversible anodic wave at +0.50 and +0.57 V versus ferrocene/ferrocenium (Fc/Fc+) in dry dichloromethane and acetonitrile, respectively, corresponding to oxidation of the phenolate ligand to the corresponding phenoxyl radical. In the strongly donating acetonitrile the oxidation path involves reversible solvent coordination at the Cu(II) centre. The presence of the dominant CuII–L. chromophore in the electrochemically and chemically oxidised species is evident from a new fairly intense electronic absorption at 400–480 nm ascribed to a several electronic transitions having a mixed pi-pi(L.) intraligand and Cu–Cl -> L. charge transfer character. The EPR signal of CuL–Cl disappears on oxidation due to strong intramolecular antiferromagnetic exchange coupling between the phenoxyl radical ligand (L.) and the copper(II) centre, giving rise to a singlet ground state (S = 0). The key step in the mechanism of the primary alcohol oxidation by CuL–Cl is probably the alpha-hydrogen abstraction from the equatorially bound alcoholate by the phenoxyl moiety in the oxidised pyrimol ligand, Cu–L., through a five-membered cyclic transition state.

Pyrene-Modified quartz crystal microbalance for the detection of polynitroaromatic compounds

The synthesis of a dithiol-functionalized pyrene derivative is reported, together with studies of interactions between this receptor (and other related pyrenes) and nitroaromatic compounds (NACs), in both solution and in the solid state. Spectroscopic analysis in solution and X-ray crystallographic analysis of cocrystals of pyrene and NACs in the solid state indicate that supramolecular interactions lead to the formation of defined pi-pi stacked complexes. The dithiolfunctionalized pyrene derivative can be used to modify the surface of a gold quartz crystal microbalance (QCM) to create a unique π-electron rich surface, which is able to interact with electron poor aromatic compounds. For example, exposure of the modified QCM surface to the nitroaromatic compound 2,4-dinitrotoluene (DNT) in solution results in a reduction in the resonant frequency of the QCM as a result of supramolecular interactions between the electron-rich pyrenyl surface layer and the electron-poor DNT molecules. These results suggest the potential use of such modified QCM surfaces for the detection of explosive NACs.

Fulvalene titanium and zirconium complexes: synthesis and NMR study of phosphanido-, alkyl-, and alkynyl-derivatives. X-ray crystal structures of [{Ti(η5−C5H5)(μ−PPH2)}2{μ−(η5−C5H4−η5−C5H4)}] and [{Zr(η5−C5H5)(μ−C≡CSiMe3)}2{μ−(η5−C5H4−η5−C5H4)}]

Reaction of with one or two equivalents of LiPPh2 afforded the new phosphanidometal(III) complexes . Reaction of 2 with LiC≡CSiMe3 led to the diamagnetic zirconium(III) alkynyl derivative [{Zr(C5H5)(μ−C≡CSiMe3)}2(μ−η5−C5H4−η5−C5H4], 7. Alkylation of 6 with LiCH2CMe2Ph gave [{Zr(η5−C5H5)(CH2CMe2Ph)2}2{μ−(η5−C5H4)}], 8. A detailed NMR study of complexes 3 and 4 allowed the observation of the spectral behaviour of the eight different fulvalene protons through their coupling to the 31P nucleus. The fluxional behaviour of complex 7 was studied by dynamic DNMR, and kinetic parameters for the σ-π-conversion of the alkynyl ligand were determined. The molecular structures of complexes 3 and 7 were determined by X-ray diffraction methods.

Reaction of 2-methyl-1,4-naphthoquinone and its 3-substituted derivatives with active methylene group anions and with diazo compounds

The reaction of 2-chloro-3-methyl-1,4-naphthoquinone (3) with the anion of ethyl cyanoacetate led to a mixture of two epimeric fused-ring cyclopropane compounds, characterised as exo- and endo-1-cyano-1 -ethoxycarbonyl-1a-methyl-1a,7a-dihydro-1H-cyclopropa[b]naphthalene-2,7-dione (8) and (9). Various hydrolysis products of these were prepared and an X-ray crystallographic analysis was carried out on one of them, 1-carbamoyl-1 -carboxy-1a-methyl-1a,7a-dihydro-1H-cyclopropa[b]-naphthalene-2,7-dione (17). The reaction of 2-methyl-1,4-naphthoquinone (1) with ethyl diazoacetate gave a fused pyrazoline derivative, 3-ethoxycarbonyl-4-hydroxy-9a-methyl-1,9a-dihydro-benz[f]indazol-9-one (22), while reaction of 2-methyl-3-nitro-1,4-naphthoquinone (5) with diazomethane led to a fused Δ2-isoxazoline N-oxide, 3a-methyl-3,3a-dihydroisoxazolo[3,4-b]naphthalene-4,9-dione 1-oxide (26).

Development of a light scatter sensor technology for on-line monitoring of milk coagulation and whey separation

The objective of this study was to investigate a novel light backscatter sensor, with a large field of view relative to curd size, for continuous on-line monitoring of coagulation and syneresis to improve curd moisture content control. A three-level, central composite design was employed to study the effects of temperature, cutting time, and CaCl2 addition on cheese making parameters. The sensor signal was recorded and analyzed. The light backscatter ratio followed a sigmoid increase during coagulation and decreased asymptotically after gel cutting. Curd yield and curd moisture content were predicted from the time to the maximum slope of the first derivative of the light backscatter ratio during coagulation and the decrease in the sensor response during syneresis. Whey fat was affected by coagulation kinetics and cutting time, suggesting curd rheological properties at cutting are dominant factors determining fat losses. The proposed technology shows potential for on-line monitoring of coagulation and syneresis. 2007 Elsevier Ltd. All rights reserved..

Application of mid-infrared spectroscopy to the prediction of maturity and sensory texture attributes of cheddar cheese

The objective of this study was to determine the potential of mid-infrared spectroscopy in conjunction with partial least squares (PLS) regression to predict various quality parameters in cheddar cheese. Cheddar cheeses (n = 24) were manufactured and stored at 8 degrees C for 12 mo. Mid-infrared spectra (640 to 4000/cm) were recorded after 4, 6, 9, and 12 mo storage. At 4, 6, and 9 mo, the water-soluble nitrogen (WSN) content of the samples was determined and the samples were also evaluated for 11 sensory texture attributes using descriptive sensory analysis. The mid-infrared spectra were subjected to a number of pretreatments, and predictive models were developed for all parameters. Age was predicted using scatter-corrected, 1st derivative spectra with a root mean square error of cross-validation (RMSECV) of 1 mo, while WSN was predicted using 1st derivative spectra (RMSECV = 2.6%). The sensory texture attributes most successfully predicted were rubbery, crumbly, chewy, and massforming. These attributes were modeled using 2nd derivative spectra and had, corresponding RMSECV values in the range of 2.5 to 4.2 on a scale of 0 to 100. It was concluded that mid-infrared spectroscopy has the potential to predict age, WSN, and several sensory texture attributes of cheddar cheese..

Photo-induced phase transitions in azobenzene-doped liquid crystals

The effect of irradiation (UV-visible light) on a nematic liquid crystal doped with a photoactive azobenzene derivative was investigated. The selective irradiation results in either an E implies Z or Z implies E isomerization of the azobenzene unit. The effect of the isomerization is to cause a reversible depression of the liquid crystal to isotropic (LC implies l) phase transition temperature of the doped mixture, which can be monitored optically as an isothermal phase transition. This depression also results in a biphasic liquid crystal+isotropic region which is discussed. The authors investigate the cause and magnitude of the phase depression as a function of the amount of doped 4-butyl-4'-methoxyazobenzene (photoactive unit) in 4-cyano-4'-n-pentylbiphenyl (liquid crystal unit), and as a function of the percentage conversion of E implies Z (caused by isomerization) in the azobenzene. The photostationary state of the doped mixtures achieved by Z implies E isomerization is considered and its effect upon the transition temperature of the mixture and response time of the system is discussed. They discuss the implications of the photostationary state with regards to the reversibility of the photo-induced phase transition and hence potential applications.

Arylpropenoates as photoactive units in photocontrollable polymers

The synthesis of photochemical properties of a range of arylpropenoates are described and their suitability as photoactive units for the reversible manipulation of polymer properties assessed. The Z and E isomers of the 1-naphthyl-, 1-(4-methoxynaphthyl)- and 9-phenanthryl- derivatives have sufficiently different absorption characteristics to allow their selective exciation to give photostationary states having high concentrations of each isomer. Incorporation of the photoactive units into methacrylate based polymers changes the photostationary state concentrations of the Z and E isomers but the effect on the 1-(4-methoxynaphthyl)-derivative is small and here the photointerconversion is not accompanied by fatigue. The 9-anthryl derivative undergoes facile (4π + 4π) photodimerization and this may have potential as a reversible crosslinking mechanism.