Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes

Abstract. In this paper we attempt to establish unified sufficient conditions for geometric ergodicity of autoregressive models. It is shown that there is a close relationship between geometric ergodicity and mixing properties. The case of nonstationary time series is incorporated into the investigations. Several time series models including threshold and EXPARCH‐models are examined with respect to geometric ergodicity. In some cases we obtain regions of geometric ergodicity in the parameter space, which are larger than that known from the literature.     

Time Deformation,Continuous Euler Processes and Forecasting

Abstract. A continuous Euler model has time‐varying coefficients. Through a logarithmic time transformation, a continuous Euler model can be transformed to a continuous autoregressive (AR) model. By using the continuous Kalman filtering through the Laplace method, this article explores the data application of a continuous Euler process. This time deformation of an Euler process deforms specific time‐variant (non‐stationary) behaviour to time‐invariant (stationary) data on the deformed time scale. With these time‐invariant data on the transformed time scale, one may use traditional tools to conduct parameter estimation and forecasts. The obtained results can then be transformed back to the original time scale. Simulated data and actual data such as bat echolocation and the US residential investment growth are used to demonstrate the usefulness of time deformation in forecasting. The results indicate that fitting a traditional autoregressive moving‐average (ARMA) model on an Euler data set without imposing time transformation leads to forecasts that are out of phase while the forecasts of an Euler model stay mostly in phase.     

Detection of Changes of Multiple Poisson Processes Monitored at Discrete Time Points Where the Arrival Rates are Unknown

Abstract

We observe a Poisson process in several categories where the arrival rates in each category change at some unknown integer. For some of these categories the arrival rates increase, whereas in other categores the arrival rates decrease. The point at which the process changes may be different for each category. We assume that both the arrival rates for each category as well as the change-point are unknown. We develop procedures for detecting when a change has occurred in at least one of these categories. We provide some numerical results to illustrate the effectiveness of the detection procedures.     

Continuous and Discrete Dynamics of Heterogeneous Mesogenic Polymer Chain

Abstract

Two types of dynamic models–continuous and lattice–are considered describing a heterogeneous liquid-crystalline polymer chain built from mesogenes and spacers. The chain heterogeneity leads to enriching a set of possible motions of the chain. Each branch of the chain relaxation spectrum consisting of the isotropic phase of one acoustic and some optical branches is shown to be split into a longitudinal and transverse components. The magnitude of the splitting is found to depend on the scale of motions and the mechanism of the chain mobility. The dependence of the relaxation times on the degree of order is shown to be different for the chains with rigid and flexible spacers.     

机制棒的连续式固化成型工艺研究

对6、8、12 mm 3种孔径的筛网筛选和未筛选的木屑颗粒粒径进行了分析,颗粒粒径大多数在0.25～0.83 mm之间,且分别占总量的81.42%、77.19%、73.67%和70.66%,含量依次降低。孔径越小,固化成型得率和灰分含量越低,而废料的比率越高。采用孔径12 mm工业筛网时,成型机运转偶有堵料。结合生产实际,选用前半筛网8 mm、后半筛网6 mm筛选滚筒。同时,原料含水率对木屑固化成型的影响研究结果表明,原料含水率30%左右最佳,此含水率条件下,干燥炉膛的出口温度应控制在130～140℃。并进行了干燥、固化成型的中试试验,干燥成型得率85%,成型机可连续稳定工作140～280 h,每小时机制棒平均产量266.1 kg,平均制得机制棒270根,耗电量33.0 kWh,燃料用量47.6 kg,与目前国内的成型机相比,具有较大优势。     

Conditional Distributions of Mandelbrot–van ness Fractional LÉVY Processes and Continuous‐Time ARMA–GARCH‐Type Models with Long Memory

Long‐memory effects can be found in many data sets from finance to hydrology. Therefore, models that can reflect these properties have become more popular in recent years. Mandelbrot–Van Ness fractional Lévy processes allow for such stationary long‐memory effects in their increments and have been used in different settings ranging from fractionally integrated continuous‐time ARMA–GARCH‐type setups to general stochastic differential equations. However, their conditional distributions have not yet been considered in detail. In this article, we provide a closed formula for their conditional characteristic functions and suggest several applications to continuous‐time ARMA–GARCH‐type models with long memory.     

钢铁件序间防锈剂的研究

为提高钢铁件序间防锈时间,对防锈液配方和工艺进行研究,通过实验、电化学性能测试及湿热试验等方法考察了经防锈液处理的铁片的耐蚀性能。结果表明,防锈溶液组成为150 m L/L磷酸,14 g/L氧化锌,26 g/L硝酸锌,4 g/L硝酸镍,5 g/L乙醇,20 g/L马日夫盐,10 g/L亚硝酸钠,8 g/L乌洛托品,对钢铁件的耐蚀效果最佳。     

Further Results on Pseudo-Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model

Constant elasticity volatility processes have been shown to be useful, for example, to encompass a number of existing models that have closed-form likelihood functions. In this article, we extend the existing literature in two directions: first we find explicit closed form solutions of the pseudo maximum likelihood estimators (MLEs) by discretizing the diffusion function and we provide their asymptotic theory in the context of the constant elasticity of variance (CEV) model characterized by a general CEV parameter ρ ≥ 0. Second we obtain bias expansions for those pseudo MLEs also in terms of ρ ≥ 0. We provide a general framework since only the cases with ρ = 0 and ρ = 0.5 have been considered in the literature so far. When the time series is not positive almost surely, we need to impose the restriction that ρ is a non-negative integer.     

Bayesian Detection of Changes of a Poisson Process Monitored at Discrete Time Points Where the Arrival Rates are Unknown

Abstract

We look at a Poisson process where the arrival rate changes at some unknown integer. At each integer, we count the number of arrivals that happened in that time interval. We assume that the arrival rates before and after the change are unknown. For a loss function consisting of the cost of late detection and a penalty for early stopping, we develop, using dynamic programming, the one- and two-step look-ahead Bayesian stopping rules. We provide some numerical results to illustrate the effectiveness of the detection procedures.     

城市垃圾卫生填埋场渗沥液特性、处理技术重点分析及工艺路线探讨

文章旨在通过对渗沥液水质特性及变化特征进行分析,提出渗沥液处理设施设计、建设及运营过程中应谨慎考虑的技术重点,同时通过对目前国内外主流渗沥液处理技术与运用实例进行归纳总结与分析,结合笔者自身工程设计经验对处理渗沥液的工艺路线进行了探讨并进行了合理性分析。     

光化学降解溶解有机物及其对生物过程的影响

溶解有机物对控制海洋和淡水水生系统的化学、生物和物理特性有重要的影响．光化学降解溶解有机物改变了生态体系的溶解有机碳、有机物的分子量及光学特性，并且产生复杂的反应性氧化合物、二氧化碳、一氧化碳、小分子量的有机酸、氨基酸、二硫化碳等，对生物过程有重要的影响．本文简要综述了光化学降解溶解有机物的过程机理及其对生物过程的影响．     

Coupled Continuous Chromatography and Racemization Processes for the Production of Pure Enantiomers

Combining an enantioseparation by continuous chromatography with the racemization of the undesired enantiomer in a recycle is a promising approach. Two different cases were considered: limited conversion of the reaction with moderate product purity requirements and high conversion with high product purity requirements. For the first case, a simple plantwide control strategy is presented, manipulating the solvent removal in front of the racemization reactor. It is shown that the various disturbances can be compensated with this strategy without performing the more complex readjustment of the chromatographic unit. Further, it is shown that this strategy is likely to fail in the second scenario and that readjustment of the chromatographic unit is required for a successful control strategy.     

Computational Approaches for Studying the Granular Dynamics of Continuous Blending Processes, 2 – Population Balance and Data‐Based Methods

The application of computationally inexpensive modeling methods for a predictive study of powder mixing is discussed. A multidimensional population balance model is formulated to track the evolution of the distribution of a mixture of particle populations with respect to position and time. Integrating knowledge derived from a discrete element model, this method can be used to predict residence time distribution, mean and relative standard deviation of the API concentration in a continuous mixer. Low‐order statistical models, including response surface methods, kriging, and high‐dimensional model representations are also presented. Their efficiency for design optimization and process design space identification with respect to operating and design variables is illustrated.

     

Explorations in the Dynamics of Crystalline Solids and the Evolution of Crystal Formation Processes

This article describes a few selected areas of research within the field of structural chemistry, with emphasis on aspects that have been influenced and inspired by the seminal work of Jack Dunitz. The topics covered include the study of dynamic properties of crystalline materials, focusing on the use of solid-state ²H NMR spectroscopy to unravel details of dynamic hydrogen-bonding arrangements in crystalline alcohols and amino acids, as well as the use of in situ Raman microspectrometry to explore molecular transport processes through porous crystals. A case study involving the determination of both structural properties and dynamic properties of a material (ammonium cyanate) that is not amenable to structural characterization by single-crystal X-ray diffraction is also presented. On the theme of exploring the time evolution of crystallization pathways, the recent development and application of in situ solid-state NMR techniques for mapping time-dependent changes that occur in the solid phase during crystallization processes are discussed. Finally, the article contemplates the prospects for deriving a fundamental physicochemical understanding of crystal nucleation processes, which is identified as perhaps the most significant challenge in structural chemistry in the next few decades.     

Influence of compatibility between sol and intermediate layer on the performance of yttria-stabilized zirconia nanofiltration membrane

This paper reports the synergistic effect of the sol and intermediate layer on the performance of yttria-stabilized zirconia (YSZ) nanofiltration (NF) membranes. We have focused on the characterization of the microstructure, pure water permeance, and molecular weight cut-off (MWCO) of the NF membranes derived from zirconia sols of different precursor concentrations on two types of supported ZrO₂ ultrafiltration (UF) membranes. We found that the performance of YSZ membranes strongly depends on the sol concentration and the pore size of the intermediate layer. In addition, YSZ gel membrane formation was found to follow the filtration process. Therefore, it is essential to maintain the compatibility between the sol and intermediate layer to fabricate high-performance NF membranes. A crack-free thin YSZ layer with an MWCO of 816 Da (pore size: 1.4 nm) and a water permeance of 25 L m^-2 h^-1 bar^-1 was fabricated using a precursor concentration of 0.03 mol/L, on ZrO₂ UF membrane with a pore size of 5.5 nm. The YSZ NF membrane exhibited a relatively high retention rate towards MgCl₂ (71%), whereas a lower retention rate was observed for NaCl (35%).     

Cross-metathesis of biomass to olefins: Molecular catalysis bridging the gap between fossil and bio-energy

Terminal olefins are important building blocks for the industry of biofuels, oligomers, and lubricants production. The industrial processes for production of olefins involving oligomerizationofethylene or cracking of petrochemical waxes have several flaws including low yield and high cost in product separation. Cross-metathesis of bio-derived unsaturated fatty esters and olefins with ethylene (ethenolysis), allows the conversion of sustainable waste biomass to various renewable olefins with much safer, less toxic, sustainable, and zero-CO₂ emission processes. To our best knowledge, however, a comprehensive summary of key advances in this field (since 2017) is yet to be available, particularly on molecular features of homogeneous and heterogeneous catalysts. This paper presents a critical review on molecular structures of metal complex and oxide catalysts for ethenolysis of olefins and oleochemicals. The influence of cationic centers, coordination conditions, nature of ligands, operating conditions on catalyst performances will be systematically discussed along with relevant reaction mechanism. The key challenges for rational design of coordinated cationic hybrids have been summarized, which will provide insights to technological advancement of large-scale production of oleochemical-derived olefins.     

Discrete Element Method Simulation of the Effect of Tumbling Time and Particle Size in a 300‐mm Diameter Mill

This paper investigates ore abrasion resistance using a small tumbling mill. Three kilograms of different size fractions of ore are tumbled in a 300‐mm diameter by 300‐mm length mill for varying times. The effect of particle size, milling time and stiffness of particles on abrasion characteristics were studied. As might be expected, the grinding time affects the degree of abrasion of particles. Longer grinding times produce more fragments. The size and stiffness of particles also affect the degree of abrasion. For the same quantity of mass, smaller particles (more in number) show more collisions and, hence, a higher probability of abrasion.     

Utilizing the power of microbial genetics to bridge the gap between the promise and the application of marine natural products

Marine organisms are a rich source of secondary metabolites. They have yielded thousands of compounds with a broad range of biomedical applications. Thus far, samples required for preclinical and clinical studies have been obtained by collection from the wild, by mariculture, and by total chemical synthesis. However, for a number of complex marine metabolites, none of these options is feasible for either economic or environmental reasons. In order to proceed with the development of many of these promising therapeutic compounds, a reliable and renewable source must be found. Over the last twenty years, the study of microbial secondary metabolites has greatly advanced our understanding of how nature utilizes simple starting materials to yield complex small molecules. Much of this work has focused on polyketides and nonribosomal peptides, two classes of molecules that are prevalent in marine micro- and macroorganisms. The lessons learned from the study of terrestrial metabolite biosynthesis are now being applied to the marine world. As techniques for cloning and heterologous expression of biosynthetic pathways continue to improve, they may provide our greatest hope for bridging the gap between the promise and application of many marine natural products.     

Modeling of the Residence Time Distribution and Application of the Continuous Two Impinging Streams Reactor in Liquid‐Liquid Reactions

The two‐phase monosulfonation of toluene, as an example of liquid‐liquid reactions, has been conducted in a continuous two impinging stream reactor (TISR). The extent of reaction under different operating conditions has been determined. A comparison has been made between the performance capability of the TISR and that of continuous stirred tank reactors (CSTR). Under identical conditions, including mean residence time, temperature, feed compositions and phase ratio, the impinging stream reactor has shown a higher efficiency. Finally, a stochastic model, based on Markov chain processes has been developed for the TISR, which describes the flow pattern and the residence time distribution (RTD) within the reaction system. The RTD model, combined with the kinetic expression, has been applied to calculate the conversion of toluene in the reactor. The predicted values for toluene conversion have been compared with those determined experimentally.     

用数值模拟方法分析混合和导流筒对搅拌槽中沉淀硫酸钡的影响

1 INTRODUCTION Precipitation of sparingly soluble salts is an im- portant operation widely adopted in the production of functional materials, catalyst, protein, pharmaceutical product and pigment. By precipitation, two aqueous streams containing respective reactants are mixed in a precipitator, and the sparingly soluble salt forms as result of chemical reaction if the concentration of produced salt exceeds its solubility. The quality of the final product obtained by precipitation is strong…