Study on the Adsorption Behavior of Co(II), Pb(II) on Modified Sodium Trititanate Whisker and Its Application to Wastewater
The modification of sodium trititanate whisker surface was performed by means of impregnation procedure to fabricate the modified sodium trititanate whisker, which was characterized by scanning electron microscopy(SEM) and infrared spectroscopy(IR). Its adsorptive performance for Co(II), Pb(II) in a static system was investigated by inductively coupled plasma atomic emission spectrometry(ICP-AES). The main factors affecting adsorption and desorption of Co(II), Pb(II), the adsorptive capacity of Co(II), Pb(II) in optimal condition and adsorption isotherm and the influence of coexistent ions were examined. The comparative test for selectivity was done. The adsorptive rate for Co(II) and Pb(II) on 0.2500 g of modified sodium trititanate whisker at PH 5.0 was the best. Co(II), Pb(II) adsorbed on the modified sodium tretitanate whisker could be eluted with 10 mL of 3.0 mol/L HCl. The adsorptive performance of modified sodium trititanate whisker was better than that of unmodified sodium trititanate whisker. The sobent has been applied to the enrichment and separation of Co(II), Pb(II) in water sample to determine Co(II), Pb(II).
Novel modified pectin for heavy metal adsorption
Abstract Modified pectin cross-linked with adipic acid, was synthesized and used for heavy metal removal from wastewater. SEM and FTIR were used to investigate its structure and morphology. The modified pectin had a rough, porous phase covered with carboxy groups, resulting a high adsorption capacity. And at the room temperature, the saturated loading capacity for Pb 2+ , Cu 2+ and Zn 2+ reached 1.82 mmol/g, 1.794 mmol/g and 0.964 mmol/g, respectively. The results proved its potential application to remove of the heavy metal.
When to Cross the Spread? Trading in Two-Sided Limit Order Books
In this paper the problem of optimal trading in illiquid markets is addressed when the deviations from a given stochastic target function describing, for instance, external aggregate client flow are penalized. Using techniques of singular stochastic control, we extend the results of [F. Naujokat and N. Westray, Math. Financ. Econ., 4 (2011), pp. 299--335] to a two-sided limit order market with temporary market impact and resilience, where the bid ask spread is now also controlled. In addition to using market orders, the trader can also submit orders to a dark pool. We first show existence and uniqueness of an optimal control. In a second step, a suitable version of the stochastic maximum principle is derived which yields a characterization of the optimal trading strategy in terms of a nonstandard coupled forward-backward stochastic differential equation (FBSDE). We show that the optimal control can be characterized via buy, sell, and no-trade regions. The new feature is that we now get a nondegenerate no-...