Preface |
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xix | |
Author |
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xxiii | |
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1 | (26) |
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1 | (2) |
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1 | (1) |
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2 | (1) |
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1.1.3 Analysis of Dynamical Systems |
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3 | (1) |
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1.2 Structure Of A MATLAB® Code |
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3 | (9) |
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1.2.1 Writing Our First MATLAB® Script |
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5 | (2) |
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7 | (2) |
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1.2.3 Using Array Operations in MATLAB® |
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9 | (1) |
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1.2.4 Loops and Execution Control |
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10 | (1) |
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11 | (1) |
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1.3 Approximations And Errors In Numerical Methods |
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12 | (8) |
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12 | (2) |
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14 | (1) |
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1.3.3 Taylor's Series and Truncation Error |
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15 | (3) |
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1.3.4 Trade-Off between Truncation and Round-Off Errors |
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18 | (2) |
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20 | (3) |
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1.4.1 Convergence and Stability |
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20 | (1) |
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1.4.2 Global Truncation Error |
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21 | (2) |
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23 | (4) |
Section I Dynamic Simulations and Linear Analysis |
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27 | (42) |
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27 | (3) |
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2.1.1 Solving a System of Linear Equations |
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27 | (1) |
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28 | (2) |
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30 | (11) |
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2.2.1 Definition and Properties |
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30 | (2) |
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2.2.2 Span, Linear Independence, and Subspaces |
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32 | (2) |
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2.2.3 Basis and Coordinate Transformation |
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34 | (1) |
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34 | (1) |
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2.2.4 Null (Kernel) and Image Spaces of a Matrix |
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35 | (6) |
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2.2.4.1 Matrix as Linear Operator |
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35 | (4) |
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2.2.4.2 Null and Image Spaces in MATLAB® |
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39 | (2) |
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2.3 Singular Value Decomposition |
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41 | (13) |
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2.3.1 Orthonormal Vectors |
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41 | (1) |
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2.3.2 Singular Value Decomposition |
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42 | (5) |
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47 | (4) |
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2.3.3.1 Singular Values, Rank, and Condition Number |
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47 | (1) |
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2.3.3.2 Sensitivity of Solutions to Linear Equations |
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47 | (4) |
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51 | (3) |
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2.4 Eigenvalues And Eigenvectors |
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54 | (11) |
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2.4.1 Orientation for This Section |
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54 | (1) |
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2.4.2 Brief Recap of Definitions |
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54 | (2) |
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2.4.3 Eigenvalue Decomposition |
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56 | (2) |
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58 | (11) |
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2.4.4.1 Similarity Transform |
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62 | (1) |
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2.4.4.2 Linear Differential Equations |
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63 | (1) |
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2.4.4.3 Linear Difference Equations |
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64 | (1) |
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65 | (2) |
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67 | (2) |
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Chapter 3 Ordinary Differential Equations: Explicit Methods |
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69 | (58) |
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69 | (13) |
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69 | (3) |
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3.1.2 Geometric Interpretation |
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72 | (2) |
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3.1.3 Euler's Explicit Method |
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74 | (2) |
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3.1.4 Euler's Implicit Method |
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76 | (2) |
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3.1.5 Stability and Step-Size |
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78 | (2) |
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3.1.5.1 Stability of Euler's Explicit Method |
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78 | (1) |
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3.1.5.2 Error and Stability of Euler's Implicit Method |
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79 | (1) |
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80 | (2) |
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81 | (1) |
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3.2 Second-Order Methods: A Journey Through The Woods |
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82 | (11) |
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82 | (1) |
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3.2.2 Runge-Kutta (RK-2) Methods |
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83 | (4) |
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3.2.2.1 Derivation for RK-2 Methods |
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83 | (1) |
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84 | (2) |
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3.2.2.3 Other RK-2 Methods |
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86 | (1) |
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3.2.3 Step-Size Halving: Error Estimate for RK-2 |
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87 | (2) |
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3.2.4 Richardson's Extrapolation |
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89 | (2) |
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3.2.5 Other Second-Order Methods (*) |
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91 | (2) |
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3.2.5.1 Trapezoidal Rule: An Implicit Second-Order Method |
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91 | (1) |
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3.2.5.2 Second-Order Adams-Bashforth Methods |
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92 | (1) |
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3.2.5.3 Predictor-Corrector Methods |
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92 | (1) |
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3.2.5.4 Backward Differentiation Formulae |
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93 | (1) |
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3.3 Higher-Order Runge-Kutta Methods |
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93 | (10) |
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3.3.1 Explicit Runge-Kutta Methods: Generalization |
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93 | (4) |
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3.3.2 Error Estimation and Embedded RK Methods |
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97 | (4) |
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3.3.2.1 MATLAB® Solver ode 23 |
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100 | (1) |
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3.3.3 The Workhorse: Fourth-Order Runge-Kutta |
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101 | (4) |
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3.3.3.1 Classical RK-4 Method(s) |
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102 | (1) |
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3.3.3.2 Kutta's 3/8th Rule RK-4 Method |
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103 | (1) |
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3.4 MATLAB® ODE45 Solver: Options And Parameterization |
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103 | (2) |
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3.5 Case Studies And Examples |
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105 | (20) |
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106 | (5) |
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3.5.1.1 Simulation of PFR as ODE-IVP |
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106 | (2) |
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3.5.1.2 Numerical Integration for PFR Design |
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108 | (2) |
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3.5.1.3 Comparison of ODE-IVP with Integration |
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110 | (1) |
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3.5.2 Multiple Steady States: Nonisothermal CSTR |
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111 | (5) |
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3.5.2.1 Model and Problem Setup |
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111 | (2) |
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3.5.2.2 Simulation of Transient CSTR |
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113 | (2) |
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3.5.2.3 Step Change in Inlet Temperature |
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115 | (1) |
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3.5.3 Hybrid System: Two-Tank with Heater |
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116 | (4) |
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3.5.4 Chemostat: Preview into "Stiff" System |
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120 | (5) |
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125 | (1) |
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125 | (2) |
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Chapter 4 Partial Differential Equations in Time |
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127 | (52) |
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127 | (6) |
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4.1.1 Classification of PDEs |
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128 | (1) |
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4.1.2 Brief History of Second-Order PDEs |
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128 | (1) |
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4.1.3 Classification of Second-Order PDEs and Practical Implications |
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129 | (3) |
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129 | (1) |
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130 | (1) |
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4.1.3.3 First-Order Hyperbolic PDEs |
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131 | (1) |
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132 | (1) |
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4.1.4 Initial and Boundary Conditions |
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132 | (1) |
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4.2 A Brief Overview Of Numerical Methods |
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133 | (2) |
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133 | (1) |
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134 | (1) |
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4.2.3 Finite Volume Methods |
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134 | (1) |
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4.2.4 Finite Element Methods |
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135 | (1) |
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4.3 Hyperbolic PDE: Convective Systems |
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135 | (15) |
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4.3.1 Finite Differences in Space and Time |
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136 | (4) |
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4.3.1.1 Upwind Difference in Space |
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136 | (2) |
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4.3.1.2 Forward in Time Central in Space (FTCS) Differencing |
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138 | (1) |
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4.3.1.3 Lax-Friedrichs Scheme |
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139 | (1) |
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4.3.1.4 Higher-Order Methods |
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139 | (1) |
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4.3.2 Crank-Nicolson: Second-Order Implicit Method |
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140 | (1) |
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4.3.2.1 Preview of Numerical Solution |
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141 | (1) |
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4.3.3 Solution Using Method of Lines |
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141 | (8) |
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4.3.3.1 MoL with Central Difference in Space |
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142 | (3) |
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4.3.3.2 MoL with Upwind Difference in Space |
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145 | (4) |
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4.3.4 Numerical Diffusion |
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149 | (1) |
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4.4 Parabolic PDE: Diffusive Systems |
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150 | (7) |
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4.4.1 Finite Difference in Space and Time |
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152 | (1) |
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4.4.2 Crank-Nicolson Method |
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153 | (1) |
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4.4.3 Method of Lines Using MATLAB® ODE Solvers |
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154 | (3) |
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4.4.3.1 MoL with Central Difference in Space |
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154 | (3) |
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4.4.4 Methods to Improve Stability |
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157 | (1) |
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4.5 Case Studies And Examples |
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157 | (19) |
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4.5.1 Nonisothermal Plug Flow Reactor |
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157 | (7) |
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4.5.2 Packed Bed Reactor with Multiple Reactions |
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164 | (6) |
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4.5.3 Steady Graetz Problem: Parabolic PDE in Two Spatial Dimensions |
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170 | (11) |
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4.5.3.1 Heat Transfer in Fluid Flowing through a Tube |
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170 | (4) |
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4.5.3.2 Effect of Velocity Profile |
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174 | (1) |
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4.5.3.3 Calculation of Nusselt Number |
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174 | (2) |
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176 | (1) |
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177 | (2) |
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Chapter 5 Section Wrap-Up: Simulation and Analysis |
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179 | (46) |
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5.1 Binary Distillation Column: Staged Ode Model |
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181 | (5) |
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181 | (2) |
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5.1.2 Model Equations and Simulation |
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183 | (2) |
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5.1.3 Effect of Parameters: Reflux Ratio and Relative Volatility |
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185 | (1) |
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5.2 Stability Analysis For Linear Systems |
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186 | (15) |
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5.2.1 Motivation: Linear Stability Analysis of a Chemostat |
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187 | (4) |
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5.2.1.1 Phase Portrait at the Steady State |
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190 | (1) |
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5.2.1.2 Trivial Steady State and Analysis |
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190 | (1) |
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5.2.2 Eigenvalues, Stability, and Dynamics |
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191 | (7) |
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5.2.2.1 Dynamics When Eigenvalues Are Real and Distinct |
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192 | (5) |
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197 | (1) |
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197 | (1) |
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5.2.3 Transient Growth in Stable Linear Systems |
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198 | (10) |
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5.2.3.1 Defining Normal and Nonnormal Matrices |
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198 | (1) |
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5.2.3.2 Analysis of Nonnormal Systems |
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199 | (2) |
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5.3 Combined Parabolic PDE With ODE-IVP: Polymer Curing |
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201 | (7) |
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5.4 Time-Varying Inlet Conditions And Process Disturbances |
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208 | (7) |
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5.4.1 Chemostat with Time-Varying Inlet Flowrate |
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208 | (4) |
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5.4.2 Zero-Order Hold Reconstruction in Digital Control |
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212 | (3) |
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5.5 Simulating System With Boundary Constraints |
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215 | (4) |
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5.5.1 PFR with Temperature Profile Specified |
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216 | (3) |
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219 | (1) |
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219 | (6) |
Section II Linear and Nonlinear Equations and Bifurcation |
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Chapter 6 Nonlinear Algebraic Equations |
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225 | (48) |
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225 | (2) |
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6.1.1 A Motivating Example: Equation of State |
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226 | (1) |
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6.2 Equations In Single Variable |
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227 | (14) |
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228 | (5) |
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6.2.2 Secant and Related Methods |
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233 | (3) |
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6.2.2.1 Regula-Falsi: Method of False Position |
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235 | (1) |
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235 | (1) |
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6.2.3 Fixed Point Iteration |
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236 | (2) |
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6.2.4 Newton-Raphson in Single Variable |
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238 | (2) |
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6.2.5 Comparison of Numerical Methods |
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240 | (1) |
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6.3 Newton-Raphson: Extensions And Multivariate |
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241 | (8) |
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6.3.1 Multivariate Newton-Raphson |
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241 | (4) |
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6.3.2 Modified Secant Method |
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245 | (2) |
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6.3.3 Line Search and Other Methods |
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247 | (2) |
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249 | (4) |
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6.4.1 Single Variable Solver: f zero |
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249 | (1) |
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6.4.2 Multiple Variable Solver: f solve |
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250 | (3) |
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6.5 Case Studies And Examples |
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253 | (15) |
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6.5.1 Recap: Equation of State |
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253 | (1) |
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6.5.2 Two-Phase Vapor-Liquid Equilibrium |
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253 | (4) |
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6.5.2.1 Bubble Temperature Calculation |
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254 | (1) |
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6.5.2.2 Dew Temperature Calculation |
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254 | (1) |
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6.5.2.3 Generating the T-x-y Diagram |
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255 | (2) |
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6.5.3 Steady State Multiplicity in CSTR |
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257 | (4) |
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261 | (1) |
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6.5.5 Integral Equations: Conversion from a PFR |
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262 | (11) |
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6.5.5.1 First-Order Kinetics |
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263 | (3) |
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266 | (2) |
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268 | (3) |
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271 | (2) |
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Chapter 7 Special Methods for Linear and Nonlinear Equations |
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273 | (40) |
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273 | (2) |
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7.1.1 Ordinary Differential Equation-Boundary Value Problems |
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274 | (1) |
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274 | (1) |
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7.1.3 Outlook of This Chapter |
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275 | (1) |
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7.2 Tridiagonal And Banded Systems |
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275 | (15) |
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7.2.1 What Is a Banded System? |
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275 | (1) |
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7.2.1.1 Tridiagonal Matrix |
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276 | (1) |
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7.2.2 Thomas Algorithm a.k.a TDMA |
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276 | (9) |
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7.2.2.1 Heat Conduction Problem |
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277 | (4) |
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281 | (4) |
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7.2.3 ODE-BVP with Flux Specified at Boundary |
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285 | (3) |
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7.2.4 Extension to Banded Systems |
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288 | (1) |
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7.2.5 Elliptic PDEs in Two Dimensions |
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289 | (1) |
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290 | (6) |
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7.3.1 Gauss-Siedel Method |
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291 | (4) |
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7.3.2 Iterative Method with Under-Relaxation |
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295 | (1) |
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7.4 Nonlinear Banded Systems |
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296 | (8) |
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7.4.1 Nonlinear ODE-BVP Example |
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296 | (2) |
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7.4.1.1 Heat Conduction with Radiative Heat Loss |
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297 | (1) |
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7.4.2 Modified Successive Linearization-Based Approach |
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298 | (4) |
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7.4.3 Gauss-Siedel with Linearization of Source Term |
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302 | (2) |
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7.4.4 Using f solve with Sparse Systems |
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304 | (1) |
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304 | (7) |
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7.5.1 Heat Conduction with Convective or Radiative Losses |
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304 | (1) |
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7.5.2 Diffusion and Reaction in a Catalyst Pellet |
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305 | (8) |
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7.5.2.1 Linear System and Thiele Modulus |
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305 | (3) |
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7.5.2.2 Langmuir-Hinshelwood Kinetics in a Pellet |
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308 | (3) |
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311 | (1) |
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311 | (2) |
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Chapter 8 Implicit Methods: Differential and Differential Algebraic Systems |
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313 | (50) |
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313 | (4) |
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8.1.1 Stiff System of Equation |
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313 | (3) |
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8.1.1.1 Stiff ODE in Single Variable |
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315 | (1) |
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8.1.2 Implicit Methods for Distributed Parameter Systems |
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316 | (1) |
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8.1.3 Differential Algebraic Equations |
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316 | (1) |
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8.2 Multistep Methods For Differential Equations |
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317 | (10) |
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8.2.1 Implicit Adams-Moulton Methods |
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318 | (1) |
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8.2.2 Higher-Order Adams-Moulton Method |
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319 | (1) |
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8.2.3 Explicit Adams-Bashforth Method |
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320 | (2) |
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8.2.4 Backward Difference Formula |
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322 | (3) |
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8.2.5 Stability and MATLAB® Solvers |
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325 | (2) |
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8.2.5.1 Explicit Adams-Bashforth Methods |
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325 | (1) |
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8.2.5.2 Implicit Euler and Trapezoidal Methods |
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325 | (1) |
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8.2.5.3 Implicit Adams-Moulton Methods of Higher Order |
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325 | (1) |
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325 | (1) |
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8.2.5.5 MATLAB® Nonstiff Solvers |
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326 | (1) |
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8.2.5.6 MATLAB® Stiff Solvers |
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326 | (1) |
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8.3 Implicit Solutions For Differential Equations |
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327 | (10) |
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8.3.1 Trapezoidal Method for Stiff ODE |
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327 | (4) |
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8.3.1.1 Adaptive Step-Sizing |
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329 | (1) |
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8.3.1.2 Multivariable Example |
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330 | (1) |
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8.3.2 Crank-Nicolson Method for Hyperbolic PDEs |
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331 | (6) |
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8.3.2.1 Exploiting Sparse Structure for Efficient Simulation |
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337 | (1) |
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8.4 Differential Algebraic Equations |
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337 | (14) |
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8.4.1 An Introductory Example |
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338 | (2) |
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8.4.1.1 Direct Substitution |
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338 | (1) |
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8.4.1.2 Formulating and Solving a DAE |
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339 | (1) |
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8.4.2 Index of a DAE and More Examples |
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340 | (2) |
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8.4.2.1 Example 2: Pendulum in Cartesian Coordinate System |
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341 | (1) |
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8.4.2.2 Example 3: Heterogeneous Catalytic Reactor |
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341 | (1) |
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8.4.3 Solution Methodology: Overview |
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342 | (6) |
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8.4.3.1 Solving Algebraic Equation within ODE |
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343 | (2) |
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8.4.3.2 Combined Approach |
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345 | (3) |
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8.4.4 Solving Semiexplicit DAEs Using ode 15 s in MATLAB® |
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348 | (3) |
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8.5 Case Studies And Examples |
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351 | (8) |
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8.5.1 Heterogeneous Catalytic Reactor: Single Complex Reaction |
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351 | (2) |
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8.5.2 Flash Separation/Batch Distillation |
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353 | (6) |
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359 | (1) |
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360 | (3) |
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Chapter 9 Section Wrap-Up: Nonlinear Analysis |
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363 | (46) |
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9.1 Nonlinear Analysis Of Chemostat: "Transcritical" Bifurcation |
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364 | (8) |
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9.1.1 Steady State Multiplicity and Stability |
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364 | (1) |
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9.1.2 Phase-Plane Analysis |
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365 | (1) |
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9.1.3 Bifurcation with Variation in Dilution Rate |
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366 | (2) |
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9.1.4 Transcritical Bifurcation |
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368 | (4) |
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9.2 Nonisothermal CSTR: "Turning-Point" Bifurcation |
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372 | (7) |
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9.2.1 Steady States: Graphical Approach |
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372 | (2) |
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9.2.2 Stability Analysis at Steady States |
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374 | (2) |
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9.2.3 Phase-Plane Analysis |
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376 | (1) |
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9.2.4 Turning-Point Bifurcation |
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377 | (2) |
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9.3 Limit Cycle Oscillations |
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379 | (8) |
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9.3.1 Oscillations in Linear Systems |
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379 | (2) |
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9.3.2 Limit Cycles: van der Pol Oscillator |
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381 | (2) |
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9.3.2.1 Relaxation vs. Harmonic Oscillations |
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382 | (1) |
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9.3.3 Oscillating Chemical Reactions |
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383 | (4) |
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9.4 Simulation Of Methanol Synthesis In Tubular Reactor |
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387 | (11) |
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9.4.1 Steady State PFR with Pressure Drop |
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388 | (6) |
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9.4.1.1 Reaction Kinetics |
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388 | (1) |
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9.4.1.2 Input Parameters and Initial Processing |
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389 | (2) |
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9.4.1.3 Steady State PFR Model |
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391 | (3) |
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394 | (4) |
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9.5 Trajectory Of A Cricket Ball |
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398 | (7) |
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9.5.1 Solving the ODE for Trajectory |
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399 | (1) |
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9.5.2 Location Where the Ball Hits the Ground |
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400 | (3) |
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403 | (2) |
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405 | (1) |
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405 | (4) |
Section III Modeling of Data |
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Chapter 10 Regression and Parameter Estimation |
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|
409 | (42) |
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409 | (4) |
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410 | (1) |
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411 | (2) |
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10.1.3 Some Other Considerations in Regression |
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413 | (1) |
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10.2 Linear Least Squares Regression |
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413 | (10) |
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10.2.1 Fitting a Straight Line |
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413 | (2) |
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10.2.2 General Matrix Approach |
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415 | (3) |
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418 | (5) |
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10.2.3.1 Maximum Likelihood Solution |
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418 | (1) |
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10.2.3.2 Error and Coefficient of Determination |
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419 | (4) |
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10.3 Regression In Multiple Variables |
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423 | (6) |
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10.3.1 General Multilinear Regression |
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423 | (1) |
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10.3.2 Polynomial Regression |
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424 | (4) |
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10.3.3 Singularity and SVD |
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428 | (1) |
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10.4 Nonlinear Estimation |
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429 | (8) |
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10.4.1 Functional Regression by Linearization |
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429 | (3) |
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10.4.2 MATLAB® Solver: Linear Regression |
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432 | (2) |
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10.4.3 Nonlinear Regression Using Optimization Toolbox |
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434 | (3) |
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10.5 Case Studies And Examples |
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437 | (11) |
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10.5.1 Specific Heat: Revisited |
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437 | (1) |
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10.5.2 Antoine's Equation for Vapor Pressure |
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438 | (3) |
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10.5.2.1 Linear Regression for Benzene |
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439 | (1) |
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10.5.2.2 Nonlinear Regression for Ethylbenzene |
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440 | (1) |
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10.5.3 Complex Langmuir-Hinshelwood Kinetic Model |
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441 | (4) |
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10.5.3.1 Case 1: Experiments Performed at Single Concentration of B |
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442 | (2) |
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10.5.3.2 Case 2: Experiments Performed at Different Initial Concentrations of B |
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444 | (1) |
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10.5.4 Reaction Rate: Differential Approach |
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445 | (3) |
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448 | (2) |
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448 | (1) |
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449 | (1) |
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|
450 | (1) |
Appendix A: MATLAB® Primer |
|
451 | (24) |
Appendix B: Numerical Differentiation |
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475 | (10) |
Appendix C: Gauss Elimination For Linear Equations |
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485 | (14) |
Appendix D: Interpolation |
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499 | (12) |
Appendix E: Numerical Integration |
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511 | (16) |
Bibliography |
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527 | (2) |
Index |
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529 | |