A Methodology for Fitting and Validating Metamodels in Simulation

This expository paper discusses the relationships among metamodels, simulation models, and problem entities. A metamodel or response surface is an approximation of the input/output function implied by the underlying simulation model. There are several types of metamodel: linear regression, splines, neural networks, etc. This paper distinguishes between fitting and validating a metamodel. Metamodels may have different goals: (i) understanding, (ii) prediction, (iii) optimization, and (iv) verification and validation. For this metamodeling, a process with thirteen steps is proposed. Classic design of experiments (DOE) is summarized, including standard measures of fit such as the R-square coefficient and cross-validation measures. This DOE is extended to sequential or stagewise DOE. Several validation criteria, measures, and estimators are discussed. Metamodels in general are covered, along with a procedure for developing linear regression (including polynomial) metamodels.

Textile Reinforced Concrete Part I: Process Model for Collaborative Research and Development

The goal of the collaborative research center (SFB 532) >Textile reinforced concrete (TRC): the basis for the development of a new material technology< installed in 1998 at the Aachen University is a complex assessment of mechanical, chemical, economical and productional aspects in an interdisciplinary environment. The research project involves 10 institutes performing parallel research in 17 projects. The coordination of such a research process requires effective software support for information sharing in form of data exchange, data analysis and data archival. Furthermore, the processes of experiment planning and design, modification of material compositions and design parameters and development of new material models in such an environment call for systematic coordination applying the concepts of operational research. Flexible organization of the data coming from several sources is a crucial premise for a transparent accumulation of knowledge and, thus, for a successful research in a long run. The technical information system (TRC-TIS) developed in the SFB 532 has been implemented as a database-powered web server with a transparent definition of the product and process model. It serves as an intranet server with access domains devoted to the involved research groups. At the same time, it allows the presentation of selected results just by granting a data object an access from the public area of the server via internet

Solving optimisation problems in metal forming using Finite Element simulation and metamodelling techniques

During the last decades, Finite Element (FEM) simulations\ud of metal forming processes have become important\ud tools for designing feasible production processes. In more\ud recent years, several authors recognised the potential of\ud coupling FEM simulations to mathematical optimisation\ud algorithms to design optimal metal forming processes instead\ud of only feasible ones.\ud Within the current project, an optimisation strategy is being\ud developed, which is capable of optimising metal forming\ud processes in general using time consuming nonlinear\ud FEM simulations. The expression “optimisation strategy”\ud is used to emphasise that the focus is not solely on solving\ud optimisation problems by an optimisation algorithm, but\ud the way these optimisation problems in metal forming are\ud modelled is also investigated. This modelling comprises\ud the quantification of objective functions and constraints\ud and the selection of design variables.\ud This paper, however, is concerned with the choice for\ud and the implementation of an optimisation algorithm for\ud solving optimisation problems in metal forming. Several\ud groups of optimisation algorithms can be encountered in\ud metal forming literature: classical iterative, genetic and\ud approximate optimisation algorithms are already applied\ud in the field. We propose a metamodel based optimisation\ud algorithm belonging to the latter group, since approximate\ud algorithms are relatively efficient in case of time consuming\ud function evaluations such as the nonlinear FEM calculations\ud we are considering. Additionally, approximate optimisation\ud algorithms strive for a global optimum and do\ud not need sensitivities, which are quite difficult to obtain\ud for FEM simulations. A final advantage of approximate\ud optimisation algorithms is the process knowledge, which\ud can be gained by visualising metamodels.\ud In this paper, we propose a sequential approximate optimisation\ud algorithm, which incorporates both Response\ud Surface Methodology (RSM) and Design and Analysis\ud of Computer Experiments (DACE) metamodelling techniques.\ud RSM is based on fitting lower order polynomials\ud by least squares regression, whereas DACE uses Kriging\ud interpolation functions as metamodels. Most authors in\ud the field of metal forming use RSM, although this metamodelling\ud technique was originally developed for physical\ud experiments that are known to have a stochastic na-\ud ¤Faculty of Engineering Technology (Applied Mechanics group),\ud University of Twente, P.O. Box 217, 7500 AE, Enschede, The Netherlands,\ud email: [email protected]\ud ture due to measurement noise present. This measurement\ud noise is absent in case of deterministic computer experiments\ud such as FEM simulations. Hence, an interpolation\ud model fitted by DACE is thought to be more applicable in\ud combination with metal forming simulations. Nevertheless,\ud the proposed algorithm utilises both RSM and DACE\ud metamodelling techniques.\ud As a Design Of Experiments (DOE) strategy, a combination\ud of a maximin spacefilling Latin Hypercubes Design\ud and a full factorial design was implemented, which takes\ud into account explicit constraints. Additionally, the algorithm\ud incorporates cross validation as a metamodel validation\ud technique and uses a Sequential Quadratic Programming\ud algorithm for metamodel optimisation. To overcome\ud the problem of ending up in a local optimum, the\ud SQP algorithm is initialised from every DOE point, which\ud is very time efficient since evaluating the metamodels can\ud be done within a fraction of a second. The proposed algorithm\ud allows for sequential improvement of the metamodels\ud to obtain a more accurate optimum.\ud As an example case, the optimisation algorithm was applied\ud to obtain the optimised internal pressure and axial\ud feeding load paths to minimise wall thickness variations\ud in a simple hydroformed product. The results are satisfactory,\ud which shows the good applicability of metamodelling\ud techniques to optimise metal forming processes using\ud time consuming FEM simulations

Optimal Land-Use Decisions in the Presence of Carbon Payments and Fertilizer Subsidies: An Indonesian Case Study

The Clean Development Mechanism of the Kyoto Protocol provides the opportunity for smallholders to receive financial rewards for adopting tree-based systems that are sustainable. In this paper a meta-model is developed to simulate interactions between trees, crops and soils under a range of management regimes for a smallholding in Sumatra. The model is used within a dynamic-programming algorithm to determine optimal tree/crop areas, tree-rotation lengths, firewood-harvest and fertilizer application rates for a landholder faced with deteriorating land quality and opportunities to receive carbon credits and fertiliser subsidies. It is found th at profit maximising management strategies depend on initial soil quality. For example, incentives to participate in carbon projects only exist when the soil is degraded because the opportunity cost of the forgone crop production is low. Also, when soil-carbon stocks are low only trees should be grown and residues added to the soil to increase carbon stocks until a threshold level is reached, when it becomes optimal to switch to a steady-state system of crops with fertiliser. In this case, tree rotation lengths depend on carbon and fertiliser prices; where increases in these prices decrease the opportunity cost of growing trees and allow for longer rotations. If, however, the initial soil-carbon stock is high, the profit-maximising strategy is to grow only crops and use fertiliser, which initially depletes the soil of carbon until a steady state is reached and maintained.Land Economics/Use,

A metamodel based optimisation algorithm for metal forming processes

Cost saving and product improvement have always been important goals in the metal\ud forming industry. To achieve these goals, metal forming processes need to be optimised. During\ud the last decades, simulation software based on the Finite Element Method (FEM) has significantly\ud contributed to designing feasible processes more easily. More recently, the possibility of\ud coupling FEM to mathematical optimisation algorithms is offering a very promising opportunity\ud to design optimal metal forming processes instead of only feasible ones. However, which\ud optimisation algorithm to use is still not clear.\ud In this paper, an optimisation algorithm based on metamodelling techniques is proposed\ud for optimising metal forming processes. The algorithm incorporates nonlinear FEM simulations\ud which can be very time consuming to execute. As an illustration of its capabilities, the\ud proposed algorithm is applied to optimise the internal pressure and axial feeding load paths\ud of a hydroforming process. The product formed by the optimised process outperforms products\ud produced by other, arbitrarily selected load paths. These results indicate the high potential of\ud the proposed algorithm for optimising metal forming processes using time consuming FEM\ud simulations

Inverse meta-modelling to estimate soil available water capacity at high spatial resolution across a farm

Geo-referenced information on crop production that is both spatially- and temporally-dense would be useful for management in precision agriculture (PA). Crop yield monitors provide spatially but not temporally dense information. Crop growth simulation modelling can provide temporal density, but traditionally fail on the spatial issue. The research described was motivated by the challenge of satisfying both the spatial and temporal data needs of PA. The methods presented depart from current crop modelling within PA by introducing meta-modelling in combination with inverse modelling to estimate site-specific soil properties. The soil properties are used to predict spatially- and temporally-dense crop yields. An inverse meta-model was derived from the agricultural production simulator (APSIM) using neural networks to estimate soil available water capacity (AWC) from available yield data. Maps of AWC with a resolution of 10 m were produced across a dryland grain farm in Australia. For certain years and fields, the estimates were useful for yield prediction with APSIM and multiple regression, whereas for others the results were disappointing. The estimates contain ‘implicit information’ about climate interactions with soil, crop and landscape that needs to be identified. Improvement of the meta-model with more AWC scenarios, more years of yield data, inclusion of additional variables and accounting for uncertainty are discussed. We concluded that it is worthwhile to pursue this approach as an efficient way of extracting soil physical information that exists within crop yield maps to create spatially- and temporally-dense dataset

Adaptive independent Metropolis--Hastings

We propose an adaptive independent Metropolis--Hastings algorithm with the ability to learn from all previous proposals in the chain except the current location. It is an extension of the independent Metropolis--Hastings algorithm. Convergence is proved provided a strong Doeblin condition is satisfied, which essentially requires that all the proposal functions have uniformly heavier tails than the stationary distribution. The proof also holds if proposals depending on the current state are used intermittently, provided the information from these iterations is not used for adaption. The algorithm gives samples from the exact distribution within a finite number of iterations with probability arbitrarily close to 1. The algorithm is particularly useful when a large number of samples from the same distribution is necessary, like in Bayesian estimation, and in CPU intensive applications like, for example, in inverse problems and optimization.Comment: Published in at http://dx.doi.org/10.1214/08-AAP545 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Predicting amount of saleable products using neural network metamodels of casthouses

This study aims at developing abstract metamodels for approximating highly nonlinear relationships within a metal casting plant. Metal casting product quality nonlinearly depends on many controllable and uncontrollable factors. For improving the productivity of the system, it is vital for operation planners to predict in advance the amount of high quality products. Neural networks metamodels are developed and applied in this study for predicting the amount of saleable products. Training of metamodels is done using the Levenberg-Marquardt and Bayesian learning methods. Statistical measures are calculated for the developed metamodels over a grid of neural network structures. Demonstrated results indicate that Bayesian-based neural network metamodels outperform the Levenberg-Marquardt-based metamodels in terms of both prediction accuracy and robustness to the metamodel complexity. In contrast, the latter metamodels are computationally less expensive and generate the results more quickly