Self-dual continuous processes

The important application of semi-static hedging in financial markets naturally leads to the notion of conditionally quasi self-dual processes which is, for continuous semimartingales, related to conditional symmetry properties of both their ordinary as well as their stochastic logarithms. We provide a structure result for continuous conditionally quasi self-dual processes. Our main result is to give a characterization of continuous Ocone martingales via a strong version of self-duality.

A property of stongly continuous processes.

Mode of access: Internet.

Continuous stochastic processes

A general review of stochastic processes is given in the introduction; definitions, properties and a rough classification are presented together with the position and scope of the author's work as it fits into the general scheme.

The first section presents a brief summary of the pertinent analytical properties of continuous stochastic processes and their probability-theoretic foundations which are used in the sequel.

The remaining two sections (II and III), comprising the body of the work, are the author's contribution to the theory. It turns out that a very inclusive class of continuous stochastic processes are characterized by a fundamental partial differential equation and its adjoint (the Fokker-Planck equations). The coefficients appearing in those equations assimilate, in a most concise way, all the salient properties of the process, freed from boundary value considerations. The writer’s work consists in characterizing the processes through these coefficients without recourse to solving the partial differential equations.

First, a class of coefficients leading to a unique, continuous process is presented, and several facts are proven to show why this class is restricted. Then, in terms of the coefficients, the unconditional statistics are deduced, these being the mean, variance and covariance. The most general class of coefficients leading to the Gaussian distribution is deduced, and a complete characterization of these processes is presented. By specializing the coefficients, all the known stochastic processes may be readily studied, and some examples of these are presented; viz. the Einstein process, Bachelier process, Ornstein-Uhlenbeck process, etc. The calculations are effectively reduced down to ordinary first order differential equations, and in addition to giving a comprehensive characterization, the derivations are materially simplified over the solution to the original partial differential equations.

In the last section the properties of the integral process are presented. After an expository section on the definition, meaning, and importance of the integral process, a particular example is carried through starting from basic definition. This illustrates the fundamental properties, and an inherent paradox. Next the basic coefficients of the integral process are studied in terms of the original coefficients, and the integral process is uniquely characterized. It is shown that the integral process, with a slight modification, is a continuous Markoff process.

The elementary statistics of the integral process are deduced: means, variances, and covariances, in terms of the original coefficients. It is shown that an integral process is never temporally homogeneous in a non-degenerate process.

Finally, in terms of the original class of admissible coefficients, the statistics of the integral process are explicitly presented, and the integral process of all known continuous processes are specified.

Synthesis of galacto-oligosaccharide from lactose using beta-galactosidase from Kluyveromyces lactis: studies on batch and continuous UF membrane-fitted bioreactors

A study of galacto-oligosaccharides (GOS) synthesis from lactose with beta-galactosidase from Kluyveromyces lactis (Maxilact(R) L2000) was carried out. The synthesis was performed using various initial lactose concentrations ranging from 220 to 400 mg/mL and enzyme concentrations ranging from 3 to 9 U/mL, and was investigated at 40degreesC and pH 7, in a stirred-tank reactor. In the experimental range examined, the results showed the amount of GOS formed depended on lactose concentration but not on enzyme concentration. Galactose was a competitive inhibitor, while glucose was a non-competitive inhibitor. In a further study, a laboratory-scale reactor system, fitted with a 10-kDa NMWCO composite regenerated cellulose membrane, was used in a continuous process. The reactor was operated in cross-flow mode. The effect of operating pressures on flux and productivity was investigated by applying different transmembrane pressures to the system. The continuous process showed better production performance compared to the batch synthesis with the same lactose and enzyme concentrations at 40degreesC, pH 7. Comparison of product structures from batch and continuous processes, analyzed by HPAEPAD and methylation analysis, showed similarities but differed from the structures found in a commercial GOS product (Vivinal(R)GOS). (C) 2004 Wiley Periodicals, Inc.

Optimal control and operation of drum granulation processes

Process optimisation and optimal control of batch and continuous drum granulation processes are studied in this paper. The main focus of the current research has been: (i) construction of optimisation and control relevant, population balance models through the incorporation of moisture content, drum rotation rate and bed depth into the coalescence kernels; (ii) investigation of optimal operational conditions using constrained optimisation techniques; (iii) development of optimal control algorithms based on discretized population balance equations; and (iv) comprehensive simulation studies on optimal control of both batch and continuous granulation processes. The objective of steady state optimisation is to minimise the recycle rate with minimum cost for continuous processes. It has been identified that the drum rotation-rate, bed depth (material charge), and moisture content of solids are practical decision (design) parameters for system optimisation. The objective for the optimal control of batch granulation processes is to maximize the mass of product-sized particles with minimum time and binder consumption. The objective for the optimal control of the continuous process is to drive the process from one steady state to another in a minimum time with minimum binder consumption, which is also known as the state-driving problem. It has been known for some time that the binder spray-rate is the most effective control (manipulative) variable. Although other possible manipulative variables, such as feed flow-rate and additional powder flow-rate have been investigated in the complete research project, only the single input problem with the binder spray rate as the manipulative variable is addressed in the paper to demonstrate the methodology. It can be shown from simulation results that the proposed models are suitable for control and optimisation studies, and the optimisation algorithms connected with either steady state or dynamic models are successful for the determination of optimal operational conditions and dynamic trajectories with good convergence properties. (c) 2005 Elsevier Ltd. All rights reserved.

Mathematical Modeling for Studying Microbial Processes – Some Examples

Mathematical modeling may have different purposes in chemical and biochemical engineering sciences. One of them is to confirm or to reject kinetic models for certain processes, or to evaluate the importance of some transport phenomena on the net chemical or biochemical reaction rate. In the present paper different microbial processes are considered and modeled for evaluation of kinetic constants for batch and continuous processes accomplished by free and immobilized microbial cells. The practical examples are from the field of wastewater treatment and biosynthesis of products, like enzymes, lactic acid, gluconic acid, etc. By the aid of mathematical modeling the kinetics and the type of inhibition are specified for microbial wastewater denitrification and biodegradation of halogenated hydrocarbons. The importance of free and immobilized cells and their separate contribution to the overall microbial process is also evaluated for some fermentation processes: gluconic acid production, dichloroethane biodegradation, lactic acid fermentation and monochloroacetic acid biodegradation.

Modular continuous crystallizer: operation, experimental arrangement and identification of process parameters

Crystallization is employed in different industrial processes. The method and operation can differ depending on the nature of the substances involved. The aim of this study is to examine the effect of various operating conditions on the crystal properties in a chemical engineering design window with a focus on ultrasound assisted cooling crystallization. Batch to batch variations, minimal manufacturing steps and faster production times are factors which continuous crystallization seeks to resolve. Continuous processes scale-up is considered straightforward compared to batch processes owing to increase of processing time in the specific reactor. In cooling crystallization process, ultrasound can be used to control the crystal properties. Different model compounds were used to define the suitable process parameters for the modular crystallizer using equal operating conditions in each module. A final temperature of 20oC was employed in all experiments while the operating conditions differed. The studied process parameters and configuration of the crystallizer were manipulated to achieve a continuous operation without crystal clogging along the crystallization path. The results from the continuous experiment were compared with the batch crystallization results and analysed using the Malvern Morphologi G3 instrument to determine the crystal morphology and CSD. The modular crystallizer was operated successfully with three different residence times. At optimal process conditions, a longer residence time gives smaller crystals and narrower CSD. Based on the findings, at a constant initial solution concentration, the residence time had clear influence on crystal properties. The equal supersaturation criterion in each module offered better results compared to other cooling profiles. The combination of continuous crystallization and ultrasound has large potential to overcome clogging, obtain reproducible and narrow CSD, specific crystal morphologies and uniform particle sizes, and exclusion of milling stages in comparison to batch processes.

Two-step self-assembly of hierarchically-ordered nanostructures

Due to their unique size- and shape-dependent physical and chemical properties, highly hierarchically-ordered nanostructures have attracted great attention with a view to application in emerging technologies, such as novel energy generation, harvesting, and storage devices. The question of how to get controllable ensembles of nanostructures, however, still remains a challenge. This concept paper first summarizes and clarifies the concept of the two-step self-assembly approach for the synthesis of hierarchically-ordered nanostructures with complex morphology. Based on the preparation processes, two-step self-assembly can be classified into two typical types, namely, two-step self-assembly with two discontinuous processes and two-step self-assembly completed in one-pot solutions with two continuous processes. Compared to the conventional one-step self-assembly, the two-step self-assembly approach allows the combination of multiple synthetic techniques and the realization of complex nanostructures with hierarchically-ordered multiscale structures. Moreover, this approach also allows the self-assembly of heterostructures or hybrid nanomaterials in a cost-effective way. It is expected that widespread application of two-step self-assembly will give us a new way to fabricate multifunctional nanostructures with deliberately designed architectures. The concept of two-step self-assembly can also be extended to syntheses including more than two chemical/physical reaction steps (multiple-step self-assembly).

Viitotut elämät : Kuurojen nuorten aikuisten kokemuksia viittomakielisestä elämästä Suomessa

The goal of the study is to build an image of deafness and of the lives of the deaf from their own per-spectives. The lives of deaf sign language users are analysed through the concept of identity. The start-ing point for the study is the idea that identities are moulded and structured in action and interaction and are, therefore, continuous processes. The terminology and ideas used in the present study are mostly based on Erving Goffman s (1971, 1986) work in which he sees identity as a representation of self. Via our language and our actions we build and present an image of ourselves to others and to ourselves alike. The research aims at answering the following questions concerning the lives of deaf sign language users: how do deaf people build an image of themselves as deaf people, what kind of meanings does deafness acquire in their lives, and what opportunities do they have to be perceived by others as they feel they are, i.e. to present their true self . In order to answer these questions, the narratives provided by eighteen deaf young adults, aged 25 35, in narrative interviews carried out in sign language, have been analysed. The methodology used is that of a data-based, qualitative analysis and narrative analy-sis. The study follows the lines of prior qualitative research carried out in the field of sociology of health and in the study of everyday life. The subjects are divided into three groups according to the linguistic environment dominant in the family: 1) a deaf child in a deaf family, 2) a deaf child in a hearing family using sign language, and 3) a deaf child in a hearing family where sign language was not used. The childhood family has great significance in the way a child constructs his or her identity as a deaf person. The process of construct-ing an identity in the first group can be defined as being automatic or inherited, in the second group the process can be described as being a collective/joint identity-building process, whereas in the third group the process is ambivalent and delayed. The opportunities the deaf have in building their identi-ties as deaf people have been examined through the concept of a collective story reservoir. Research shows that the deaf have, at least partly, a different collective story reservoir that they can rely on from the one the hearing have. Interaction with other deaf people and access to the collective story reservoir is important, because it enables the deaf to form an idea of their own deafness and the life of a deaf person. Three different ways of understanding deafness can be conceptualized from the narratives of the inter-viewed deaf people. In the outdated counter-narrative and the reductive narrative of deafness as an abnormality, the subjects are not capable of seeing themselves as forming part of the narratives or identifying themselves with the ways the deaf are depicted. Yet, the characterizations prevalent in them are the ones that the deaf constantly come across in their day-to-day lives. The narrative through which the subjects depict themselves and their lives can be defined as a pluralistic narrative. The plu-ralistic narrative consists of three elements: the coexistence of the world of the deaf and that of the hearing, the orientation to sign language, and the replacement of local networks with global networks. Although modern Finnish society and its varied social services and subsidy systems enable the realiza-tion of the kind of life described in the pluralistic narrative, the issues of power and inequality still frequently emerge in the narratives in which the deaf young adults described themselves and their lives. Two kinds of power mechanisms can be perceived in the descriptions: belittling and excluding power. These considerably diminish the opportunities of sign language users to create the kind of life that would reflect their personalities while limiting the chances for presenting the self to others.

Marcadores do metabolismo ósseo em gatos

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A multiagent architecture for supervisory and control system

Supervising and controlling the many processes involved in petroleum production is both dangerous and complex. Herein, we propose a multiagent supervisory and control system for handle continuous processes like those in chemical and petroleum industries In its architeture, there are agents responsible for managing data production and analysis, and also the production equipments. Fuzzy controllers were used as control agents. The application of a fuzzy control system to managing an off-shore installation for petroleum production onto a submarine separation process is described. © 2008 IEEE.

Desenvolvimento de novas tecnologias para produção de xarope de glicose a partir do amido

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Manufatura enxuta voltado para industrias siderúrgicas que utilizam sistemas de produção sob encomenda: um estudo de caso de uma empresa siderúrgica nacional

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Gestão ambiental na construção pesada: da teoria à prática

Pós-graduação em Geociências e Meio Ambiente - IGCE

Optimal control strategy for fed-batch enzymatic hydrolysis of lignocellulosic biomass based on epidemic modeling

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)