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The kinetics of the catalytic hydrogenation of dimethyl itaconate (DMI) was studied in a biphasic cyclohexane−water system and in a [Triton X-100/1-pentanol]/cyclohexane/water microemulsion, in both cases using the water-soluble catalyst complex Rh−TPPTS. The reaction was carried out at a pressure of 1.1 bar and in the temperature range 298−308 K. A typical profile of a zero-order reaction was observed in the case of the biphasic system. Against that the reaction order for DMI changed to 1 in a microemulsion. A rate law based on an Osborn−Wilkinson-like kinetics was used to describe the experimental results which were governed by the irreversible attack of free DMI at the rhodium complex. The activation energy of the rate-determining step is 53 kJ mol−1 and is similar in both systems.

In many settings of empirical interest, time variation in the distribution parameters is important for capturing the dynamic behaviour of time series processes. Although the fitting of heavy tail distributions has become easier due to computational advances, the joint and explicit modelling of time-varying conditional skewness and kurtosis is a challenging task. We propose a class of parameter-driven time series models referred to as the generalized structural time series (GEST) model. The GEST model extends Gaussian structural time series models by a) allowing the distribution of the dependent variable to come from any parametric distribution, including highly skewed and kurtotic distributions (and mixed distributions) and b) expanding the systematic part of parameter-driven time series models to allow the joint and explicit modelling of all the distribution parameters as structural terms and (smoothed) functions of independent variables. The paper makes an applied contribution in the development of a fast local estimation algorithm for the evaluation of a penalised likelihood function to update the distribution parameters over time \textit{without} the need for evaluation of a high-dimensional integral based on simulation methods.

Les equipements electriques et electroniques, de plus en plus sophistiques et performants, sont egalement devenus de plus en plus vulnerables aux effets de la foudre. Dans ce contexte, le besoin de nouvelles recherches sur les phenomenes orageux et sur les dispositifs et methodes pour se proteger contre leurs effets nefastes est crucial. Cet article se propose de dresser un etat de l'art des connaissances dans le domaine de la protection contre la foudre. A cet effet, il examine l'evolution des methodes de protection des bâtiments et des reseaux en faisant reference a la fois aux approches empiriques, aux connaissances actuelles dans le domaine ainsi qu'aux normes en vigueur.

In many settings of empirical interest, time variation in the distribution parameters is important for capturing the dynamic behaviour of time series processes. Although the fitting of heavy tail distributions has become easier due to computational advances, the joint and explicit modelling of time-varying conditional skewness and kurtosis is a challenging task. We propose a class of parameter-driven time series models referred to as the generalized structural time series (GEST) model. The GEST model extends Gaussian structural time series models by a) allowing the distribution of the dependent variable to come from any parametric distribution, including highly skewed and kurtotic distributions (and mixed distributions) and b) expanding the systematic part of parameter-driven time series models to allow the joint and explicit modelling of all the distribution parameters as structural terms and (smoothed) functions of independent variables. The paper makes an applied contribution in the development of a fast local estimation algorithm for the evaluation of a penalised likelihood function to update the distribution parameters over timewithoutthe need for evaluation of a high-dimensional integral based on simulation methods.

A mathematical model for the hydrolysis reaction of p-nitro phenol laurate catalyzed by a lipase immobilized in a membrane was developed. In an earlier study this model reaction was found to show very different reaction rates when it was performed in aqueous micellar solution with free enzyme and with membrane immobilized enzyme. It was assumed that a local accumulation of substrate in the membrane is responsible for the observed rate enhancement. The conversion of p-nitro phenol ester within the membrane was modeled by considering a combination of the convective flow through poly(vinyl alcohol) membrane pores, concentration polarization of substrate containing micelles at the membrane surface and the kinetics of the reaction with free enzymes. It was demonstrated that the model offered a comprehensive understanding of the interaction of the involved phenomena. The modeling results are in good agreement with the experimental data from 10 runs with different enzyme and substrate concentrations. The substrate concentration at the membrane surface increased by up to a factor of 3 compared to the feed concentration. This effect explains the observed rate enhancement. Moreover, the model was used to determine the unknown parameters, i.e., the intrinsic retention and the mass transfer coefficient, by fitting the model to the experimental data. The model may also be used to calculate the optimum operating conditions and design parameters of such a reactor.

An enzymatic hydrolysis in a symmetric membrane, combining reaction and separation, has been studied. PVA hydrogel was chosen because of its hydrophilicity expecting to minimize membrane fouling and concentration polarization. The membrane pores containing covalently bound enzymes serve as catalyst support. The membrane immobilization of the enzyme and the filtration mode of operating the process were chosen in order to avoid product inhibition of the enzyme. The properties of crosslinked PVA hydrogel were investigated. The conversion of the hydrolysis of p-nitrophenyllaurate with two different loadings of Cr lipase was evaluated. The conversion of the reaction decreased with both increasing substrate flux and initial concentration. The kinetic parameters were obtained. Compared to the free lipase, the K m of the membrane bonded enzyme was lower and its R max approximately the same.

We extend a reduced form model for pricing mortgage-backed securities (MBS) pass through and provide a novel hedging tool for investors in this market. To calculate the price of an MBS traders use what is known as option-adjusted spread (OAS). The resulting OAS value represents the required basis points adjustment to reference curve discounting rates needed to match an observed market price. The OAS suffers from some drawbacks. For example, it remains constant until the maturity of the bond (thirty years in mortgage-backed securities), and does not incorporate interest rate volatility. We suggest instead what we call dynamic option adjusted spread (DOAS). The latter allows investors in the mortgage market to account for both prepayment risk and changes of the slope of the yield curve.

A huge geothermal aquifer is located in the northern Algerian Sahara, with brackish water free from toxic inorganic compounds and organic matter. Therefore, this water is appropriate for good quality potable water production after partial desalination. This paper deals with the basic desalination plant design considerations in the context of overall optimal aquifer exploitation. The main types of criteria for such optimization are economic and environmental. Implementing the concept of “blending” reservoir water (at appropriate proportion) with desalinated water, allows cost-effective and environmentally attractive resource exploitation; the latter would be achieved by reinjecting the retentate (after desalination) free from any chemicals that may degrade the reservoir water quality by accumulation over the years. Results are summarized of a typical case study based on low pressure reverse osmosis (RO) membrane desalination. Key RO membrane performance data from a pilot unit are employed in suppor...

The partition coefficients of different solutes as Itaconic acid (IA), dimethyl itaconate (DMI), diethyl itaconate (DEI) and dibuthyl itaconate (DBI) between water and micelles of Triton X-100 are determined by the two methods of separation namely Cross Flow Filtration and Dead-End Filtration by using a membrane that rejects the micelles and lets passing the molecules of solute. Partition coefficient of the solute between the aqueous phase and micelle aggregate was determined by titration and HPLC methods. The results obtained are discussed in our researcher's group and compared to others made with theoretical data reported from simulation. The effect of the different concentrations of solutes and transmembrane pressures have been investigated using a commercial membrane Nadir C005 (MWCO = 5 kDa).

A new class of univariate time series models is developed, the Generalized Structural (GEST) time series model. The GEST model extends Gaussian structural time series models by allowing the distribution of the dependent variable to come from any parametric distribution, including highly skew and=or kurtotic distributions. Furthermore, the GEST model expands the systematic part of time series models to allow the explicit modelling of any or all of the distribution parameters as structural terms and (smoothed) functions of independent variables. The proposed GEST model primarily addresses the difficulty in modelling time-varying skewness and kurtosis (beyond location and dispersion time series models). The originality of the thesis starts from Chapter 6 and in particular Chapter 7 and Chapter 8, with applications of the GEST model in Chapter 9. Chapters 2 and 3 contain the literature review of non-Gaussian time series models, Chapter 4 is a reproduction of Chapter 17 in Pawitan (2001), which contains an alternative method for estimating the hyperparameters instead of using the Kalman filter, and Chapter 5 is an application of Chapter 4 to smoothing Gaussian structural time series models.