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Estadistica Fin PDF
Mathematics, Computers,
Operations Research, and Statistics
by Robert F. Sweeny , Applied Science Laboratories, Inc., State College, Pa.,
Robert S. Davis, Scientific Design Co., Inc., New York, N . Y.,
Leon Lapidus, Princeton University, Princeton, N . J., and
Sanford M. Roberts and
Edward Sax, Thompson-Ramo- Wooldridge Products Co., Beverly Hills,Calif.
T,, W’ORD MOST FREQUENTLY en- interest to the chemical engineer con- tion of nonlinear optimization tech-
countered in the literature last year tinues at a fast and unabated pace. Of niques, such as steepest descent (ascent)
was “optimization,” the systematic treat- importance in the work published dur- and piecewise linear least-square fits.
ment of variables to find the combination ing the year is the fact that the level of In essence, these methods involve a type
which yields the most product, the best sophistication of the topics involved of search procedure which is ideally
product, or the most money. This seems to be rising. Chemical engineers suited for use with digital computers.
trend is especially interesting because are now using mathematical techniques Chanmugan and others ( 3 A ) have in-
all the sections of this review are in- which only a few years ago were the vestigated the possibility of using a
volved. T h e very reason for existence province of the applied mathematician. cosine-type input for determining the
of optimization is the best operation of Determining the optimum perform- process characteristics and following this
a plant; thus it might properly be called ance of chemical and petroleum units with an optimization procedure. The
operations research. Yet some of the has interested a number of authors. proceedings of the recent symposium on
mathematics used qualify the subject Berg ( I A ) , Johnson (4A), and Stout optimization (7A) also contain a num-
as a subdivision of applied mathematics. (70A) were concerned with the de- ber of extremely interesting reports.
One of the most important techniques velopment of process equations which Of interest is the extensive use of matrix
used for optimization is EVOP (evolu- could be used for optimization and/or terminology in most of these references.
tionary operation), which is admittedly control. Proceeding a step further, sev- T h e use of dynamic programming as
a statistical tool. Finally, computers eral authors ( 2 4 5 A , 71A) have in- an optimization technique has received
are used in solving the lengthy equations vestigated the optimization of various considerable attention during this past
formulated by the mathematicians and systems using linear programming tech- year. I n effect this method replaces
statisticians. When computers are used niques. a multidimensional or multistage opti-
for this purpose in “on-line” plant serv- However, it is well known that the mization with a series of single-stage
ice, process control takes over. concept of linearity for the process optimizations. T h e computational sim-
T h e review has been divided into the equations and the constraints may be plifications afforded by this procedure are
four title subjects. The mathematics too restrictive for practical use. Rosen quite significant. T h e application to
section covers Jan. 1 to Dec. 1, 1960. ( 8 A ) , in a monumental study, has ex- the static behavior of chemical engineer-
Computers and statistics covers Decem- tended the linear programming approach ing processes has been detailed by Aris
ber 1959 through November 1960. so that nonlinear process equations may and others (7B-5B)in a series of super-
Operations research reviews the same be used. This work as well as other non- lative reports and by Roberts (9B).
period. linear programming techniques has been In these, the optimum representation of
summarized most adequately by Wolfe various staged operations and of fixed
Mathematics (72A). bed reactors has been analyzed in de-
At the same time, Lapidus and others tail. Kalman and others (6A, 7B) and
T h e flow of publications whose con- ( 6 A ) and Rosenbrock (QA) have in- Merriam (8B) have also used this tech-
tent contains mathematics of direct vestigated the automatic implementa- nique for optimizing the behavior of
dynamic processes. The book of HoTvard illustrated the use of the transfer
(6B)considers the application to Mar- function concept for analyzing the re- Table 1. Mathematical Studies of
kov-type processes. sponse of large complex systems. General Interest
The past year has seen the develop- Many of the ideas embodied in the
ment in this country of the use of Lya- analysis of linear systems have been Subject
punov's second method for analyzing summarized by Williams (120) in a Momentum Transport
the stability of nonlinear dynamic sys- recent series of articles, and Gibson (30)
Flow of non-Newtonian fluids
tems. This method involves an ex- has discussed in detail the implications past surface
tensive use of matrix notation, the and mathematics of adaptive (learning) Study of climbing 6lm evaporator
properties of ordinary differential equa- type systems. Motion of sphere in infinite cylin-
tions, and attempts to find a scalar Previous work involved with character- der
Dispersion in flow through capil-
function which can be used to define izing axial dispersion caused by im- laries
stability limits. The classic study in the perfect mixing or radial gradients by Boundary layer theory to power-
field is that of Kalman and others (7C). an axial diffusivity has been extended law fluids
Levin and others tZC) have applied the during this year. As a general rule, the Dynamics of a Newtonian fluid
interface
Lyapunov method to chemical reactor mathematics involve the solution of Interfacial turbulence
stability. The tremendous interest in linear parabolic partial differential equa-
this subject was exhibited by a full-day tions; the specific equations depend on H e a t Transport
series of papers a t the September the particular process under study. H e a t transport i n gases with
Joint Automatic Control Conference at The method of solution is usually by chemical reaction
Massachusetts Institute of Technology. Laplace transform, but other methods, Radiative and conductive transfer
As further evidence of the importance such as separation of variables, are also i n packed bed
Analysis of rectangular fixed bed
and interest for chemical engineers as- used. In some cases the residence time reactor
sociated with the above mentioned curves (the commonly used name for the Transient heat transfer i n sta-
mathematic techniques is the fact that experimental technique) are analyzed tionary packed beds
the special lecture series for the Decem- by the moments of the residence time dis- Transport i n presence of phase
conversion
ber American Institute of Chemical tribution (7E). One-dimensional heat equation
Engineers meeting was devoted to Diffusion type models for the axial with variable parameters
fundamental ideas and applications for dispersion in homogeneous flow reactors Thermal radiation between par-
optimization techniques in design and or pipes with imperfect mixing havc bccn allel plates
control. Such topics as the optimization analyzed (2Ej 8E, I I E ) , and Hawthorn M a s s Transport
of nonlinear static and linear dynamic (IOE) considered the effect of a radial
processes using steepest ascent, linear Laminar boundary layer flows
temperature gradient. Axial dispersion with finite velocities
programming, and dynamic program- i n fixed and fluidized bed operation with Variable diffusivity in solids
ming were detailed, as well as the stability no reaction (3E-725 9 E ) , in chromato- Multicomponent diffusion
of nonlinear systems using Lyapunov's graphic beds ( I E ) ,and in slurried chem- Transfer from sphere to laminar
method. An extensive set of notes was fluid
ical reactors with heat sources (7223) have Diffusion within developing
prepared for this presentation. A re- been analyzed. boundary layer
cent issue of the Chemical Engineering Consideration of Sturm-Liouville type Vaporization of superheated drops
ProgTess Symfiosium Series (No. 31) con- systems continued during the past year. in liquids
tains a number of reports from meetings Simultaneous transport and
In general, the problem is one of solving chemical reaction
on optimization held a t n'ew York a linear boundary-value partial dif- Extractive reaction in CSTR
University and in Mexico City (4H). ferential equation, with the solution in- Vaporization in t h e hypersonic
A number of authors have concerned volving an infinite set of eigenvalues. laminar boundary layer
Entrainment a n d efficiency of
themselves with the mathematical analy- The solution is explicitly obtained by mixer-settlers
sis of linear dynamic systems. In par- Laplace transform or another standard Spherical diffusion with nonlinear
ticular, a few have considered the re- procedure. Among the specific systems isotherm
sponse of such systems to random fluctua- of interest were the transfer of heat, Ion exchange system
tions on the process inputs ( I D ) and to mass, or momentum from a fluid flowing
Miscellaneous
the determination of the process dynamics between a fixed coordinate system
of continu.ous stirred tank reactors ( I F , 4F, 6F, 7 F ) , chernical reaction in Implicit algebraic functions for
rate constants
(CSTR) by correlation techniques (50). tubular flow reactors (ZF, 5 F ) >and fixed Analysis of fixed bed reaction
Another author (GD) has presented a bed operation ( 3 F ) . system
highly detailed analysis of the linear In addition to the mathematical refer- Generalized CSTR systems
prediction problem. In all cases, m a - ences already discussed, there also have Calculation procedure for batch
rectification
trix algebra and the concepts of random been a large number of reports covering
Gaussian concentration or temperature a wide variety of diflerent topics (Table Miscellaneous
distributions are employed. The recent I). Of particular interest is the book of Activity levels i n reactor-regen-
translation of the book by Solodovnikov Ralston and others (Z4G) which, while erator system
(IOD) is another example of this type digital computer oriented, presents a Matrix algebra, ordinary and
of analysis. mathematical analysis of certain topics partial differential equations,
The concept of a transleer function and/ regression, and nonlinear
\vhich are both informative and im- functions
or frequency response has also been portant. This book is recommended Mechanics of particle bounce
used by many authors to develop suit- highly to all readers of this revieiv.. Catalyst utilization with continu-
able models for linear dynamic chemical ous replacement
Moving boundary problem
engineering proccsses. This implies Numerical differentiation using
the use of the Laplace transform. The Computers least-square fit
CSTR has been considered ( 2 0 ; 4D, Transient response of distillation
9 D ) in this light and also the heat ex- Delivery of the large solid-state digital column
changer (70, I I D ) . Mesarovic ( 8 0 ) computers was started during the past
erations research five years after the and then used least square curve fitting on a Poisson process, the expression Ivas
programs were instituted was published techniques to evaluate the coefficients developed for mean polymerization
(12K), and a survey of OR techniques and exponents of the functional groups. rate.
in British industry appeared ( 7 3 K ) . This represents a great improvement Design of Experiments. A number
T h e long-range future of OR was dis- over the conventional method of “eye- of studies related to the design of experi-
cussed (7K, IOK)? and the problem oi balling” in a curve and coming u p with ments were concerned with evaluating
finding the optimum solution in OR a “law.” pilot plant processes efficiently or running
\vas considered (14K). A discussion of Kron’s animated poly- tests on commercial plants. As in the
I n contrast with 1959, fewer new books hedral model for multidimensional iiiodel past, G.E.P. Box and his associates have
apppared last year. .4n interesting col- making was given (,5iM). A clever tech- set the pace which others follow. I n
lection of lectures on operations research nique (7E)of developing the transient addition, they have developed the
and systems engineering appeared (3L). response of gas flow through a packed bed theoretical background. A review of
It is a good introductory Tvork and de- was discussed. By introducing a step Box’s contributions appeared (41V).
scribes such techniques as linear pro- function of helium concentration into One of the most interesting statistical
graming, systems engjneering, simu- the system, the investigators were able reports of the year, by Chanmugan and
lation techniques, theory of games, and to evaluate from the first and second Box ( 3 A ) , described a procedure for
information theory. No previous back- moments of the time distribution the bed automatic optimization of continuous
ground by the reader is assumed in the porosity and axial dispersion of the gas. processes by statistical techniques. For a
areas covered. The activity level of a catalyst in a response of the form:
An excellent discussion of large-stcp reactor-regenerator system was studied
gradient procedures in nonlinear pro- ( 8 M ) using theoretical residence time- ’M = Bo + 01 (x - xo! + 1/2P11 (x - .Y0)2
graming was published (5L), and a distribution functions: activation, and
monumental bibliography (TL), con- deactivation distribution functions. The and an imposed forcing function:
taining 41 95 references on operations
research u p to 1957, is an outstanding
approach is novel for chemical engineers
and deserves attention.
x = xo + 6 x cos wt
Statistics
in fluidized b-ds affect the density
fluctuations of the bed (2M). Bounce
phenomena of particles wirh randomly
(a1 = g) n = xo
of octane number requirements for new (5B) Ark, R., Rudd, D. F . , Amundson,
several machines a t one processing stage N. R., Chem. Ena. Sci. 12, 88 (1960).
model automobiles was presented by is fed randomly to several machines of (6B).Howard, R.-.4.: “Dynamic Prograni-
Brinegar and Miller (3P). The method the succeeding stage. This report de- ming and Markov Processes.” Tech-
was shown to be more efficient than co- scribed procedures, based on modifica- nology Press of M.I.T.. Cambridge,
Mas;.; 1960.
ordinating the Research Council non- tions of range methods, for analysis (7B) Kalman, R. E.. Lapidus, L., Shapiro,
parametric method. of variance. The sufficient statistics E.. Chem. E n p . Propr. 56, 55 (February
Y I
The programming for electronic com- and interval estimates for the parameters 1960).
puters of Fisher’s exact method of com- of two parameter exponential distribu- (8B) Merriam, C. W., Inform. and Control
3, 32 (1960).
paring two percentiles was described tions were given for the case of censored (9B) Roberts. S. M., Chem. Fng. Progr.
( 6 P ) . A detailed study was made ( 2 P ) of data (SQ). .Symposium Ser. 5 6 , No. 31, 1 0 3 (1960).
the effect of routine application of re- Probability. Using probability theory
jection criteria to replicate determination and the theory of errors, Zemany and System Stability
of a single value. A special log normal others (3R)showed how precision in x-ray
distribution function, called the “nearly (1C) Kalman, R. E., Bertram, J. E., J .
emission spectrography can be predicted Basic Eng. 1, 371, 394 (1960).
log normal” function, was developed and controlled even when background is (2C) I,evin, J. J., Nohel, J. A., Arch.
for describing oil mixtures and polymers significant. T h e Society for Industrial Rational M p c h . and Anal. 5 , 194 (1960).
(5P). and Applied Mathematics is now pub-
Quality Control. T h e uses of control lishing a translation of the Russian jour- Linear System Analysis
charts in operating plants \\’ere discussed nal Theory of Probability and I t s Application. (1D) Acrivos, A , , Chem. Eng. Sci. 12, 279
by Aldredge (7Q) and Beazley (ZQ). One of the best studies on the applica- (1 960).
T h e application of statistics for estimat- tion of probability to an engineering (2D) Choletle, A., Blanchet, J., Cloutier,
ing plant costs was the subject of another problem appeared (7R). From probabi- L., Can. J . Cizem. Eng. 38, 1 (1960).
article (7Q). T h e over-all project cost (3D) Gibson, J. E., Control Eng. 7 , No. 8 ,
listic concepts the structure of paper is 1 1 3 ; No. 10, 109 (1960).
may be estimated within closer toler- evaluated in terms of the statistical ge- (4D) Gutoff, E. B., .4.I.Ch.E. Journal 6,
ance if a standard deviation is assigned ometry of an ideal two-dimensional filter 347 (1960).
to each part of the project, rather than network. Miller (2R) treated as a (5D) Homan, C. J . , Tierney, J. W.,
G e m . Eng. Sci. 12, I 5 3 (1960).
using a n over-all standard deviation. Markov chain the process of interplant (6D) Kalman, R. E., J . Basic E,nc. 1,
A sampling procedure was developed storage in continuous manufacturing. ‘ 35 (1960).
for estimating the magnitude of basic Books. A4 large number of books (77)) Masubuchi, M., Zbid., 1, 31 (1960).
weight variability within a reel of paper have appeared during the past year, (8D’, Mesarovic. H. D., J . Pranhlzn Inst.
(704). Jackson 19Q) extended his relating to various aspects of statistics ‘ 269, 274 (1960).
(9D) Solheirn. 0. A , , Control Enq. 7 , No.
methods for quality control in two related ( 7s-225’). ‘-4,’ 197 (1960).
variables to the case of several related (10D) Solodovnikov, V. V., “Introduction
variables. Another report (.5Q) con- to the Statistical Dynamics of Auto-
tains descriptions of the mathematical Literature Cited matic Control Systems,” Dover Publica-
tions, New York, 1959.
and graphical procedures used in testing (11D) Thal-Larsen, H.; J . Basic B 7 g . 1,
the hypothesis that the underlying distri- Mathematics 489 (1960).
bution of life test data is exponential. (12D) Williams; T. J., Chem. Eng. 6 7 ,
T h e present sampling inspection plans Optimization (February-November 1960).
for attributes were reviewed (SQ), (1A) Berg, C., Cheni. Eng. Progr. 5 6 , 42
placing particular emphasis on their (August 1960). Axial Dispersion
( 2 4 Boyd, K. T., Computer J . 3 , 45 (1960).
underlying assumptions. Optimum sam- (3A) Clhanmugan. J . . Box. G. E. P.. ( I E ) .4crivos, 4., Chem. Eng. Scz. 13, 1
pling plans were derived which minimize ‘ Statistical Yechnique Research Group; ( 19 60) .
the average costs for any prior distribu- Princeton Univ.; Tech. Rept. h-0. 38, (2E) Bischoff, K. B., Ibzd., 12,. 63 (1960).
July 1960. (3E) Cairns, E. J., Praumitz.
\3E) Praumltz. J. ?VI.,
kl.,
tion. Tables and examples were pro- (4.4) Johnson, R. C., Chcm. Eng. Progr. A.I.Ci5.E. Joutnal 6 , 400 (1960).
vided. A method (77Q) was proposed Symposium Ser. 5 6 , No. 31, 70 (1960). (4E) Cairns, E. J . , Prausnitz, J. M., Chpni.
for acceptance sampling of batches of (5A) Kawaratini, T. K., Ullman, R. .J., Eng. ,Cci. 1 9 717
CA 12, 1i9~n)
20 (1960).
items, assumed independent of one Dantzig, G. B.: Operations Research 8, (5E) Carberry, J . .J., A.I.Ch.E. Journal 6,
24 (1960). 460 (1960).
another, using a random sample of (6A) Lapidus, L., Shapiro, E., others, (6E) Convrrse, A. O., Ibid., 6, 344 (1960).
size “r” and an acceptance number IBM Research Rept. RC-299, July 1960. (7E) DeMaria, F.. White, R. R., Ibzd.,
‘‘C?.” Granting that the prior dis- (7A) “Optimization Techniques in Chemi- ’ 6 ; 473 (1960).
tribution of the probability of a defective cal Engineering,” Proc. N. Y . U. Symp., (8E) Fleming, J. D., Johnson, J. l V . ,
May 1960, cosponsored by N.Y.U., Grubb, H. V.. Chem. Fng. Progr. 5 6 ,
item is a mixed binomial distribution Operations Research SOC. America, 69 (March 1960).
and using a simple cost criteria, a rapid A.1.Ch.E. New York Section. (9E) Giddings, J. C., .I. Chromatograph) 3 ,
technique was proposed for computing (8A) Rosen, J. B., J . Sac. lnd. A$@. Math. 443, 520; 4, 11 (1960).
r and C. 8, 18 (1960). (10E) Hawthorn, R. D., A.Z.Ch.E. Joitrnal
(9A) Rosenbrock, H. H., Computer J . 6 , 443 (1960).
In many industrial environments it 3 , 175 (1960). (11E) Lee, J. C., Cliein. Eng. Scz. 12, 191
is reasonable to assume that batches of (10A) Stout, T. M., Control W g . 7, No. (1960).
items produced sequentially will be 2, 93 (1960). (12E) Rudd, D. F., Ibzd., 12, 51 (1960).