Modeling of chemical engineering systems often necessitates using non-linear models. These models can range in complexity, from a simple analytical equation to a system of differential equations. Regardless of what type of model is being utilized, determining parameter estimates is essential in everyday chemical engineering practice. One promising approach to non-linear regression is a technique called Markov Chain Monte Carlo (MCMC).This method produces reliable parameter estimates and generates joint confidence regions (JCRs) with correct shape and correct probability content. Despite these advantages, its application in chemical engineering literature has been limited. Therefore, in this project, MCMC methods were applied to a variety of chemical engineering models. The objectives of this research is to (1) illustrate how to implement MCMC methods in complex non-linear models (2) show the advantages of using MCMC techniques over classical regression approaches and (3) provide practical guidelines on how to reduce the computational time. MCMC methods were first applied to the biological oxygen demand (BOD) problem. In this case study, an implementation procedure was outlined using specific examples from the BOD problem. The results from the study illustrated the importance of estimating the pure error variance as a parameter rather than fixing its value based on the mean square error. In addition, a comparison was carried out between the MCMC results and the results obtained from using classical regression approaches. The findings show that although similar point estimates are obtained, JCRs generated from approximation methods cannot model the parameter uncertainty adequately. Markov Chain Monte Carlo techniques were then applied in estimating reactivity ratios in the Mayo-Lewis model, Meyer-Lowry model, the direct numerical integration model and the triad fraction multiresponse model. The implementation steps for each of these models were discussed in detail and the results from this research were once again compared to previously used approximation methods. Once again, the conclusion drawn from this work showed that MCMC methods must be employed in order to obtain JCRs with the correct shape and correct probability content. MCMC methods were also applied in estimating kinetic parameter used in the solid oxide fuel cell study. More specifically, the kinetics of the water-gas shift reaction, which is used in generating hydrogen for the fuel cell, was studied. The results from this case study showed how the MCMC output can be analyzed in order to diagnose parameter observability and correlation. A significant portion of the model needed to be reduced due to these issues of observability and correlation. Point estimates and JCRs were then generated using the reduced model and diagnostic checks were carried out in order to ensure the model was able to capture the data adequately. A few select parameters in the Waterloo Polymer Simulator were estimated using the MCMC algorithm. Previous studies have shown that accurate parameter estimates and JCRs could not be obtained using classical regression approaches. However, when MCMC techniques were applied to the same problem, reliable parameter estimates and correct shape and correct probability content confidence regions were observed. This case study offers a strong argument as to why classical regression approaches should be replaced by MCMC techniques. Finally, a very brief overview of the computational times for each non-linear model used in this research was provided. In addition, a serial farming approach was proposed and a significant decrease in computational time was observed when this procedure was implemented.

The development of infectious disease models remains important to provide scientists with tools to better understand disease dynamics and develop more effective control strategies. In this work we focus on the estimation of seasonally varying transmission parameters in infectious disease models from real measles case data. We formulate both discrete-time and continuous-time models and discussed the benefits and shortcomings of both types of models. Additionally, this work demonstrates the flexibility inherent in large-scale nonlinear programming techniques and the ability of these techniques to efficiently estimate transmission parameters even in very large-scale problems. This computational efficiency and flexibility opens the door for investigating many alternative model formulations and encourages use of these techniques for estimation of larger, more complex models like those with age-dependent dynamics, more complex compartment models, and spatially distributed data. How- ever, the size of these problems can become excessively large even for these powerful estimation techniques, and parallel estimation strategies must be explored. Two parallel decomposition approaches are presented that exploited scenario based de- composition and decomposition in time. These approaches show promise for certain types of estimation problems.

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Diffuse liver disease is a growing problem and a major cause of death worldwide. In the final stages the treatment often involves liver resection or transplant and in deciding what course of action is to be taken it is crucial to have a correct assessment of the function of the liver. The current “gold standard” for this assessment is to take a liver biopsy which has a number of disadvantages. As an alternative, a method involving magnetic resonance imaging and mechanistic modeling of the liver has been developed at Linköping University. One of the obstacles for this method to overcome in order to reach clinical implementation is the speed of the parameter estimation. In this project the methodology of metamodeling is tested as a possible solution to this speed problem. Metamodeling involve making models of models using extensive model simulations and mathematical tools. With the use of regression methods, clustering algorithms, and optimization, different methods for parameter estimation have been evaluated. The results show that several, but not all, of the parameters could be accurately estimated using metamodeling and that metamodeling could be a highly useful tool when modeling biological systems. With further development, metamodeling could bring this non-invasive method for estimation of liver function a major step closer to application in the clinic.

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One of heavy oils upgrading processes is hydroconversion. As it is a complex process involving many chemical reactions, the mathematical model of hydroconversion process often has more kinetic parameters than can be estimated from the data. In this thesis, a model for hydroconversion processing of vacuum residue is proposed. It is proved that the model is structurally identifiable, but shown that it is inestimable and good parameter estimates may be impossible to obtain even if the model fit is good. As a proof to the model inestimability, it is shown that literature data can be fitted using a subset of only three (of seven) parameters. To improve parameter estimability, a method is proposed for designing additional experiments. The method is based on designing experiments that provide data that is complementary (in an appropriate sense) to existing data. The approach is illustrated using the hydroconversion model. For the hydroconversion model, using two additional experiments provides a good balance between parameter estimation and experimental effort. / Process Control

Graduation date: 1988

Thesis (Ph.D.)--Tufts University, 2003. / Adviser: Masoud Sanayei. Submitted to the Dept. of Civil Engineering. Includes bibliographical references. Access restricted to members of the Tufts University community. Also available via the World Wide Web;