Robust Dynamics and Control of a Partially Observed Markov Chain

In a seminal paper, Martin Clark (Communications Systems and Random Process Theory, Darlington, 1977, pp. 721–734, 1978) showed how the filtered dynamics giving the optimal estimate of a Markov chain observed in Gaussian noise can be expressed using an ordinary differential equation. These results offer substantial benefits in filtering and in control, often simplifying the analysis and an in some settings providing numerical benefits, see, for example Malcolm et al. (J. Appl. Math. Stoch. Anal., 2007, to appear). Clark’s method uses a gauge transformation and, in effect, solves the Wonham-Zakai equation using variation of constants. In this article, we consider the optimal control of a partially observed Markov chain. This problem is discussed in Elliott et al. (Hidden Markov Models Estimation and Control, Applications of Mathematics Series, vol. 29, 1995). The innovation in our results is that the robust dynamics of Clark are used to compute forward in time dynamics for a simplified adjoint process. A stochastic minimum principle is established.     

Towards a normative model for inventory cost management in a generalized ABC classification system

This paper establishes a general ABC inventory classification system as the foundation for a normative model of the maintenance cost structure and stock turnover characteristics of a large, multi-item inventory system with constant demand. For any specified number of inventory classes, the model allows expression of the overall system combined ordering and holding cost in terms of (i) the re-ordering frequencies for the items in each inventory class and (ii) the inventory class structure, that is, the proportion of the total system's items that are in each inventory class. The model yields a minimum total maintenance cost function, which reflects the effect of class structure on inventory maintenance costs and turnover. If the Pareto curve (a.k.a. Distribution-by-value function) for the inventory system can be expressed (or approximated) analytically, the model can also be used to determine an optimal class structure, as well as an appropriate number of inventory classes. A special case of the model produces a simply structured, class-based ordering policy for minimizing total inventory maintenance costs. Using real data, the cost characteristics of this policy are compared to those of a heuristic, commonly used by managers of multi-item inventory systems. This cost comparison, expressed graphically, underscores the need for normative modelling approaches to the problem of inventory cost management in large, multi-item systems.     

Stability of solutions to the Cauchy problem for a plane hyperbolic system with time-periodic coefficients

Considering a plane hyperbolic system with time-periodic coefficients, we construct a version of the direct Lyapunov method with the condition on the derivative of the Lyapunov functional along the trajectories of the system which is weakened by use of periodicity of the coefficients. We exhibit an illustrative example.     

Catalytic partial oxidation of methane using RhSr- and Ni-substituted hexaaluminates

This paper reports the results of experimental and modeling efforts to characterize partial oxidation of methane to produce synthesis gas (H₂ and CO) using metal-substituted hexaaluminate catalysts in short-contact-time reactors. Hexaaluminate catalysts offer excellent high-temperature stability compared to the equivalent metal-based catalysts. The hexaaluminates are synthesized by a metal-exchange process using alumoxane precursors that enable a wide range of metal substitutions. Of all the combinations tested, RhSr-substituted hexaaluminates yielded the best performance. The catalysts are supported on alumina porous-foam structures, which are positioned within a tube furnace to control the operating temperature. Two-stage combinations of RhSr- and Ni-substituted hexaaluminates are shown to improve conversion activity and selectivity compared to a single-catalyst system.     

A model for the interaction of near-infrared laser pulses with metal powders in selective laser sintering

A thermal model of the interaction of pulsed near-infrared laser radiation from a Nd:YAG laser was made, taking the measured powder properties such as reflectance, optical penetration depth and thermal conductivity into account. It allows an estimation of the evolution of two different temperatures: the average temperature of the powder (taken over the grains in a volume given by the laser beam diameter and the optical penetration depth) and the temperature distinction within a single grain. It showed that in pulsed mode consolidation can be achieved at much lower average power as the surface of the powder particles are molten but their cores remain at nearly room temperature. This leads to a much lower average temperature and therefore a dramatic decrease in residual thermal stresses in the finished piece. The results of the model were experimentally tested and confirmed. Received: 26 July 2001 / Accepted: 23 November 2001 / Published online: 23 January 2002     

On the Use of the Restitution Condition in Flexible Body Dynamics

The difference between the classical treatment offlexible body impact and the treatment of impact in flexiblemultibody dynamics is due to several fundamental reasons. Inthe classical impact theory, simple structures such as beamsand plates are used. Infinite dimensional models can bedeveloped for these simple structural elements to study theimpact dynamics and the wave propagation problem. Flexiblemultibody impact problems, on the other hand, involve bodieswith complex geometry that cannot be modeled using infinitenumber of degrees of freedom. Furthermore, the classicalimpact theory has been mainly concerned with the impactbetween a rigid mass that moves without constraints beforeit impacts a simple flexible structure. This is not amultibody simulation scenario in which the impact occursbetween kinematically constrained bodies that are subjectedto impulsive constraint forces in addition to the impactforces. These constraint forces can influence the motion ofthe two bodies immediately after impact, and as aconsequence, the simple classical theory scenario of impactdoes not apply. It is the objective of this paper to discussthe use of the restitution condition in flexible multibodyimpact problems and demonstrate that the use of thisapproach does not exclude the classical formulation.Nonetheless, the impulse momentum balance approach can serveas an effective and efficient procedure for solving theimpact problem in finite dimensional models that do not obeythe classical wave theory. Energy results of simplestructural elements are presented in order to demonstratethe consistency of using the impulse momentum balanceapproach in solving impact problems in finite dimensionalflexible body applications.     

Geometrically qualified ESPI vibration analysis of an engine

This paper presents an application in the automotive industry where a combination of electronic speckle-pattern interferometry and laser doppler velocimetry were used at a critical stage in the design process of an internal combustion engine. Combined deformation and surface relief measurements were used to study the phase and amplitude of deformation of a vibrating engine. The relief data was combined with the interferometer geometry and used to geometrically correct the deformation data, in an effort to improve accuracy. The measurements allowed rapid identification and quantification of design weaknesses, particularly those causing undesirable resonances. This led to a significant reduction in the design time and lowering of costs, when compared with existing design optimisation methods.     

Machine assignment in a nonlinear multi-product flowline

A group of machines for processing a set of jobs in a manufacturing system is often located in a serial line. An efficient strategy for locating these machines such that the total travel distance or the cost of transporting the jobs is minimized is desired. In this research, the assumption of a linear line with equally spaced machine location is relaxed. This research addressed problems of locating unique machines. It is found that the machine distances possess unique properties in this type of a problem. Utilizing these properties, heuristic strategies are proposed to obtain efficient solution where optimal methods are expected to be computationally prohibitive. A lower bound for the optimum solution is also proposed. Results are encouraging.     

Imaging mitochondrial organization in living primate oocytes and embryos using multiphoton microscopy.

We employed multiphoton laser scanning microscopy (MPLSM) to image changes in mitochondrial distribution in living rhesus monkey embryos. This method of imaging does not impair development; thus, the same specimen can be visualized multiple times at various developmental stages. Not only does this increase the amount of information that can be gathered on a single specimen but it permits the correlation of early events with subsequent development in the same specimen. Here we demonstrate the utility of MPLSM for determining changes in mitochondrial organization at various developmental stages and show that rhesus zygotes possess a distinct accumulation of mitochondria between the pronuclei prior to syngamy. We present evidence that suggests that this pronuclear accumulation may be positively correlated with development to the blastocyst stage-in the same embryo-thereby illustrating how MPLSM can be used to correlate cellular dynamics of primate oocytes and early embryos with their developmental potential. Understanding the relationship between mitochondrial distribution and the subsequent development of mammalian embryos, particularly primates, will increase our ability to improve embryo culture technologies, including those used for human assisted reproduction.     

HfO2/AlGaN/GaN structures with HfO2 deposited at ultra low pressure using an e‐beam

We show that HfO₂/AlGaN/GaN structures with HfO₂ layer deposited using an e‐beam in ultra high vacuum are suitable for field effect transistors. The dielectric constant of the HfO₂ was found ε_HfO > 23–24, which is close to the highest re‐ ported values for this material. The leakage current did not exceed 10^–4 A/cm² at the threshold voltage. The comparison of the losses in the samples with and without HfO₂ indicates low concentration of the interface traps. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)