Adaptive algorithms for history matching and uncertainty quantification

Numerical reservoir simulation models are the basis for many decisions in regard to predicting, optimising, and improving production performance of oil and gas reservoirs. History matching is required to calibrate models to the dynamic behaviour of the reservoir, due to the existence of uncertainty in model parameters. Finally a set of history matched models are used for reservoir performance prediction and economic and risk assessment of different development scenarios. Various algorithms are employed to search and sample parameter space in history matching and uncertainty quantification problems. The algorithm choice and implementation, as done through a number of control parameters, have a significant impact on effectiveness and efficiency of the algorithm and thus, the quality of results and the speed of the process. This thesis is concerned with investigation, development, and implementation of improved and adaptive algorithms for reservoir history matching and uncertainty quantification problems. A set of evolutionary algorithms are considered and applied to history matching. The shared characteristic of applied algorithms is adaptation by balancing exploration and exploitation of the search space, which can lead to improved convergence and diversity. This includes the use of estimation of distribution algorithms, which implicitly adapt their search mechanism to the characteristics of the problem. Hybridising them with genetic algorithms, multiobjective sorting algorithms, and real-coded, multi-model and multivariate Gaussian-based models can help these algorithms to adapt even more and improve their performance. Finally diversity measures are used to develop an explicit, adaptive algorithm and control the algorithm’s performance, based on the structure of the problem. Uncertainty quantification in a Bayesian framework can be carried out by resampling of the search space using Markov chain Monte-Carlo sampling algorithms. Common critiques of these are low efficiency and their need for control parameter tuning. A Metropolis-Hastings sampling algorithm with an adaptive multivariate Gaussian proposal distribution and a K-nearest neighbour approximation has been developed and applied

Evolutionary-based sparse regression for the experimental identification of duffing oscillator

In this paper, an evolutionary-based sparse regression algorithm is proposed and applied onto experimental data collected from a Duffing oscillator setup and numerical simulation data. Our purpose is to identify the Coulomb friction terms as part of the ordinary differential equation of the system. Correct identification of this nonlinear system using sparse identification is hugely dependent on selecting the correct form of nonlinearity included in the function library. Consequently, in this work, the evolutionary-based sparse identification is replacing the need for user knowledge when constructing the library in sparse identification. Constructing the library based on the data-driven evolutionary approach is an effective way to extend the space of nonlinear functions, allowing for the sparse regression to be applied on an extensive space of functions. The results show that the method provides an effective algorithm for the purpose of unveiling the physical nature of the Duffing oscillator. In addition, the robustness of the identification algorithm is investigated for various levels of noise in simulation. The proposed method has possible applications to other nonlinear dynamic systems in mechatronics, robotics, and electronics

Improved Modified Symbiosis Organisms Search (IMSOS): A New and Adaptive Approach for Determining Model Parameters from Geoelectrical Data

Symbiotic Organisms Search (SOS) is a global optimization algorithm inspired by the natural synergy between the organisms in an ecosystem. The interactive behavior among organisms in nature simulated in SOS consists of mutualism, commensalism, and parasitism strategies to find the global optimum solution in the search space. The SOS algorithm does not require a tuning parameter, which is usually used to balance explorative and exploitative search by providing posterior sampling of the model parameters. This paper proposes an improvement of the Modified SOS (MSOS) algorithm, called IMSOS, to enhance exploitation along with exploration strategies via a modified parasitism vector. This improves the search efficiency in finding the global minimum of two multimodal testing functions. Furthermore, the algorithm is proposed for solving inversion problems in geophysics. The performance of IMSOS was tested on the inversion of synthetic and field data sets from self-potential (SP) and vertical electrical sounding (VES) measurements. The IMSOS results were comparable to those of other global optimization algorithms, including the Particle Swarm Optimization, the Differential Evolution and the Black Holes Algorithms. IMSOS accurately determined the model parameters and their uncertainties. It can be adapted and can potentially be used to solve the inversion of other geophysical data as well

Optimisation of Definition Structures & Parameter Values in Process Algebra Models Using Evolutionary Computation

Process Algebras are a Formal Modelling methodology which are an effective tool for defining models of complex systems, particularly those involving multiple interacting processes. However, describing such a model using Process Algebras requires expertise from both the modeller and the domain expert. Finding the correct model to describe a system can be difficult. Further more, even with the correct model, parameter tuning to allow model outputs to match experimental data can also be both difficult and time consuming. Evolutionary Algorithms provide effective methods for finding solutions to optimisation problems with large and noisy search spaces. Evolutionary Algorithms have been proven to be well suited to investigating parameter fitting problems in order to match known data or desired behaviour. It is proposed that Process Algebras and Evolutionary Algorithms have complementary strengths for developing models of complex systems. Evolutionary Algorithms require a precise and accurate fitness function to score and rank solutions. Process Algebras can be incorporated into the fitness function to provide this mathematical score. Presented in this work is the Evolving Process Algebra (EPA) framework, designed for the application of Evolutionary Algorithms (specifically Genetic Algorithms and Genetic Programming optimisation techniques) to models described in Process Algebra (specifically PEPA and Bio-PEPA) with the aim of evolving fitter models. The EPA framework is demonstrated using multiple complex systems. For PEPA this includes the dining philosophers resource allocation problem, the repressilator genetic circuit, the G-protein cellular signal regulators and two epidemiological problems: HIV and the measles virus. For Bio-PEPA the problems include a biochemical reactant-product system, a generic genetic network, a variant of the G-protein system and three epidemiological problems derived from the measles virus. Also presented is the EPA Utility Assistant program; a lightweight graphical user interface. This is designed to open the full functionality and parallelisation of the EPA framework to beginner or naive users. In addition, the assistant program aids in collating and graphing after experiments are completed

Hybrid simulation-optimization methods: A taxonomy and discussion

The possibilities of combining simulation and optimization are vast and the appropriate design highly depends on the problem characteristics. Therefore, it is very important to have a good overview of the different approaches. The taxonomies and classifications proposed in the literature do not cover the complete range of methods and overlook some important criteria. We provide a taxonomy that aims at giving an overview of the full spectrum of current simulation-optimization approaches. Our study may guide researchers who want to use one of the existing methods, give insights into the cross-fertilization of the ideas applied in those methods and create a standard for a better communication in the scientific community. Future reviews can use the taxonomy here described to classify both general approaches and methods for specific application fields.The possibilities of combining simulation and optimization are vast and the appropriate design highly depends on the problem characteristics. Therefore, it is very important to have a good overview of the different approaches. The taxonomies and classifications proposed in the literature do not cover the complete range of methods and overlook some important criteria. We provide a taxonomy that aims at giving an overview of the full spectrum of current simulation-optimization approaches. Our study may guide researchers who want to use one of the existing methods, give insights into the cross-fertilization of the ideas applied in those methods and create a standard for a better communication in the scientific community. Future reviews can use the taxonomy here described to classify both general approaches and methods for specific application fields. (C) 2014 Elsevier B.V. All rights reserved

Parallel optimization algorithms for high performance computing : application to thermal systems

The need of optimization is present in every field of engineering. Moreover, applications requiring a multidisciplinary approach in order to make a step forward are increasing. This leads to the need of solving complex optimization problems that exceed the capacity of human brain or intuition. A standard way of proceeding is to use evolutionary algorithms, among which genetic algorithms hold a prominent place. These are characterized by their robustness and versatility, as well as their high computational cost and low convergence speed. Many optimization packages are available under free software licenses and are representative of the current state of the art in optimization technology. However, the ability of optimization algorithms to adapt to massively parallel computers reaching satisfactory efficiency levels is still an open issue. Even packages suited for multilevel parallelism encounter difficulties when dealing with objective functions involving long and variable simulation times. This variability is common in Computational Fluid Dynamics and Heat Transfer (CFD & HT), nonlinear mechanics, etc. and is nowadays a dominant concern for large scale applications. Current research in improving the performance of evolutionary algorithms is mainly focused on developing new search algorithms. Nevertheless, there is a vast knowledge of sequential well-performing algorithmic suitable for being implemented in parallel computers. The gap to be covered is efficient parallelization. Moreover, advances in the research of both new search algorithms and efficient parallelization are additive, so that the enhancement of current state of the art optimization software can be accelerated if both fronts are tackled simultaneously. The motivation of this Doctoral Thesis is to make a step forward towards the successful integration of Optimization and High Performance Computing capabilities, which has the potential to boost technological development by providing better designs, shortening product development times and minimizing the required resources. After conducting a thorough state of the art study of the mathematical optimization techniques available to date, a generic mathematical optimization tool has been developed putting a special focus on the application of the library to the field of Computational Fluid Dynamics and Heat Transfer (CFD & HT). Then the main shortcomings of the standard parallelization strategies available for genetic algorithms and similar population-based optimization methods have been analyzed. Computational load imbalance has been identified to be the key point causing the degradation of the optimization algorithm¿s scalability (i.e. parallel efficiency) in case the average makespan of the batch of individuals is greater than the average time required by the optimizer for performing inter-processor communications. It occurs because processors are often unable to finish the evaluation of their queue of individuals simultaneously and need to be synchronized before the next batch of individuals is created. Consequently, the computational load imbalance is translated into idle time in some processors. Several load balancing algorithms have been proposed and exhaustively tested, being extendable to any other population-based optimization method that needs to synchronize all processors after the evaluation of each batch of individuals. Finally, a real-world engineering application that consists on optimizing the refrigeration system of a power electronic device has been presented as an illustrative example in which the use of the proposed load balancing algorithms is able to reduce the simulation time required by the optimization tool.El aumento de las aplicaciones que requieren de una aproximación multidisciplinar para poder avanzar se constata en todos los campos de la ingeniería, lo cual conlleva la necesidad de resolver problemas de optimización complejos que exceden la capacidad del cerebro humano o de la intuición. En estos casos es habitual el uso de algoritmos evolutivos, principalmente de los algoritmos genéticos, caracterizados por su robustez y versatilidad, así como por su gran coste computacional y baja velocidad de convergencia. La multitud de paquetes de optimización disponibles con licencias de software libre representan el estado del arte actual en tecnología de optimización. Sin embargo, la capacidad de adaptación de los algoritmos de optimización a ordenadores masivamente paralelos alcanzando niveles de eficiencia satisfactorios es todavía una tarea pendiente. Incluso los paquetes adaptados al paralelismo multinivel tienen dificultades para gestionar funciones objetivo que requieren de tiempos de simulación largos y variables. Esta variabilidad es común en la Dinámica de Fluidos Computacional y la Transferencia de Calor (CFD & HT), mecánica no lineal, etc. y es una de las principales preocupaciones en aplicaciones a gran escala a día de hoy. La investigación actual que tiene por objetivo la mejora del rendimiento de los algoritmos evolutivos está enfocada principalmente al desarrollo de nuevos algoritmos de búsqueda. Sin embargo, ya se conoce una gran variedad de algoritmos secuenciales apropiados para su implementación en ordenadores paralelos. La tarea pendiente es conseguir una paralelización eficiente. Además, los avances en la investigación de nuevos algoritmos de búsqueda y la paralelización son aditivos, por lo que el proceso de mejora del software de optimización actual se verá incrementada si se atacan ambos frentes simultáneamente. La motivación de esta Tesis Doctoral es avanzar hacia una integración completa de las capacidades de Optimización y Computación de Alto Rendimiento para así impulsar el desarrollo tecnológico proporcionando mejores diseños, acortando los tiempos de desarrollo del producto y minimizando los recursos necesarios. Tras un exhaustivo estudio del estado del arte de las técnicas de optimización matemática disponibles a día de hoy, se ha diseñado una librería de optimización orientada al campo de la Dinámica de Fluidos Computacional y la Transferencia de Calor (CFD & HT). A continuación se han analizado las principales limitaciones de las estrategias de paralelización disponibles para algoritmos genéticos y otros métodos de optimización basados en poblaciones. En el caso en que el tiempo de evaluación medio de la tanda de individuos sea mayor que el tiempo medio que necesita el optimizador para llevar a cabo comunicaciones entre procesadores, se ha detectado que la causa principal de la degradación de la escalabilidad o eficiencia paralela del algoritmo de optimización es el desequilibrio de la carga computacional. El motivo es que a menudo los procesadores no terminan de evaluar su cola de individuos simultáneamente y deben sincronizarse antes de que se cree la siguiente tanda de individuos. Por consiguiente, el desequilibrio de la carga computacional se convierte en tiempo de inactividad en algunos procesadores. Se han propuesto y testado exhaustivamente varios algoritmos de equilibrado de carga aplicables a cualquier método de optimización basado en una población que necesite sincronizar los procesadores tras cada tanda de evaluaciones. Finalmente, se ha presentado como ejemplo ilustrativo un caso real de ingeniería que consiste en optimizar el sistema de refrigeración de un dispositivo de electrónica de potencia. En él queda demostrado que el uso de los algoritmos de equilibrado de carga computacional propuestos es capaz de reducir el tiempo de simulación que necesita la herramienta de optimización

Organizational Structure and Process—An Analysis in Decision-Making

It is known that the performance of an organization is highly related to the process through which activities are organized. However, the dyadic relationship between organizational structure and process along with their influence on performance become complicated when faced with complex activities. We explore this relationship and its influence by following three lines of study. First of all, in a setting of product development, we introduce a process model for organizing concurrent activities. We show how to determine an optimal schedule. The results demonstrate the variation of design performance, i.e., lead-time, rework, and total workload, under a set of different overlapping strategies. Although depending on the setting of case incidences, there generally exists no dominant strategy over all the performance measures. As a result, managers should select the strategy based on preference over the measures. Secondly, we address the question of how should an organization be structured in a static as well as dynamic process variation. Organizational form will be changed along two dimensions, i.e., departmentalization and assignment, whereas process evolves in terms of complexity. In addition to improving the alignment of organizational structure with a static process, we emphasize and study strategic guidelines of restructuring in the presence of a dynamic environment. The last line of study is geared towards evaluating a group of organizations which differ in preference. In the form of decision process, team specialty, and communication structure, we show the comparative performance between two stylized decision processes, i.e., hierarchy and polyarchy, with or without communication between agents in an environment where each project must be determined by two features