Optimal Control of the Diffusion Coefficient of a Simple Diffusion Process

1983 ◽  
Vol 8 (3) ◽  
pp. 373-380 ◽  
Author(s):  
J. M. McNamara
1992 ◽  
Vol 57 (10) ◽  
pp. 2100-2112 ◽  
Author(s):  
Vladimír Kudrna ◽  
Pavel Hasal ◽  
Andrzej Rochowiecki

A process of segregation of two distinct fractions of solid particles in a rotating horizontal drum mixer was described by stochastic model assuming the segregation to be a diffusion process with varying diffusion coefficient. The model is based on description of motion of particles inside the mixer by means of a stochastic differential equation. Results of stochastic modelling were compared to the solution of the corresponding Kolmogorov equation and to results of earlier carried out experiments.


Author(s):  
Nacira Agram ◽  
Bernt Øksendal

The classical maximum principle for optimal stochastic control states that if a control [Formula: see text] is optimal, then the corresponding Hamiltonian has a maximum at [Formula: see text]. The first proofs for this result assumed that the control did not enter the diffusion coefficient. Moreover, it was assumed that there were no jumps in the system. Subsequently, it was discovered by Shige Peng (still assuming no jumps) that one could also allow the diffusion coefficient to depend on the control, provided that the corresponding adjoint backward stochastic differential equation (BSDE) for the first-order derivative was extended to include an extra BSDE for the second-order derivatives. In this paper, we present an alternative approach based on Hida–Malliavin calculus and white noise theory. This enables us to handle the general case with jumps, allowing both the diffusion coefficient and the jump coefficient to depend on the control, and we do not need the extra BSDE with second-order derivatives. The result is illustrated by an example of a constrained linear-quadratic optimal control.


Author(s):  
Е.Г. СТЕПАНОВА ◽  
Б.Ю. ОРЛОВ ◽  
М.А. ПЕЧЕРИЦА

Приведено решение нелинейной задачи диффузионного переноса с учетом предварительной подготовки экстрагента методом электрохимической активации. Для расчета параметров процесса использована капиллярная модель. Показаны результаты расчета симплекса концентраций от числа Фурье Е = f(Fo). Представлены экстракционные кривые в чистых сахарных растворах с различными видами экстрагентов и температурами процесса 20 и 70°С. Аналитическая обработка кинетических кривых позволила определить основные параметры диффузионного процесса экстрагирования сахарозы. Проведен полный двухфакторный эксперимент lnЕ= f(С; τ), получено уравнение регрессии и построена поверхность отклика, которая исследована методом неопределенных множителей Лагранжа с получением оптимальных значений для проведенной серии опытов С = 15,4% и τ = 750 с. Выполненные расчеты позволяют моделировать внутренний массоперенос экстрагирования концентрационно-зависимого коэффициента диффузии сахарозы при наложении электрического поля при обработке экстрагента. We present a solution to the nonlinear diffusion transfer problem, taking into account the preliminary preparation of the extractant by electrochemical activation (ECHA). A capillary model is used to calculate the process parameters. The results of calculating the concentration simplex from the Fourier number E= f(Fo) are shown. The description of the laboratory installation, the method of the process, and the modes of ECHA preparation of extractants are given. Extraction curves in pure sucrose solutions with different types of extractants and process temperatures are presented. Analytical processing of the kinetic curves of the sucrose extraction process for the regular stage of the process allowed us to determine the main parameters of the diffusion process. A complete two-factor experiment lnE= f(C; τ) was performed. A regression equation was obtained and the response surface was constructed, which was studied by the method of indeterminate Lagrange multipliers to obtain optimal values for the series of experiments С = 15,4% and τ = 750 s. The calculations performed allow us to model the internal mass transfer of extraction of the concentration-dependent sucrose diffusion coefficient when an electric field is applied during processing of the extractant.


1975 ◽  
Vol 12 (4) ◽  
pp. 859-863 ◽  
Author(s):  
Stanley R. Pliska

The water level in a reservoir is modelled as a controlled diffusion process on a compact interval of the real line. The problem is to control the water discharge rate so as to minimise the expected costs, which depend upon the histories of the water levels and release rates. The form of the optimal control is studied for two general classes of reservoir control problems.


2009 ◽  
Vol 283-286 ◽  
pp. 583-588
Author(s):  
J. Escudero ◽  
J. Lázaro ◽  
E. Solórzano ◽  
Miguel A. Rodríguez-Pérez ◽  
Jose A. de Saja

In this work, the effective diffusion coefficient of the gas contained in closed cell polyethylene foams under static loading is measured. To do this, compressive creep experiments were performed on low density polyethylene foams produced under a gas diffusion process. Density dependence of this coefficient has been analysed as well as the variation of pressure with time inside the cells. Finally, immediately after compressive creep, the recovery behaviour of the foams was also characterised. Different abilities for recovering were observed depending on the density of the foam and the absolute recovery resulted independent of the initial stress applied.


2013 ◽  
Vol 1535 ◽  
Author(s):  
Yasunori Yamamoto ◽  
Kazunori Morishita ◽  
Hirotomo Iwakiri ◽  
Yasunori Kaneta

ABSTRACTFirst principle calculations were performed to evaluate stress effect on the diffusion process of oxygen vacancy in ZrO2 film, and oxidation rate of Zr was evaluated by solving simple diffusion equations. Our calculation results have indicated that both the vacancy formation and migration energies of ZrO2 increase with increasing compressive applied stress. The energy increase causes a decrease in the diffusion coefficient of oxygen vacancy in ZrO2, leading to a decrease in oxidation rate of Zr. The stress effect on diffusion process may explain the experimental fact that Zr is oxidized in proportion to the cubic root of time.


1967 ◽  
Vol 5 (2) ◽  
pp. 295-308 ◽  
Author(s):  
R. M. Goldwyn ◽  
K. P. Sriram ◽  
M. Graham

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