Probability masses fitting in the analysis of manufacturing flow lines

A new alternative in the analysis of manufacturing systems with finite buffers is presented. We propose and study a new approach in order to build tractable phase-type distributions, which are required by state-of-the-art analytical models. Called "probability masses fitting" (PMF), the approach is quite simple: the probability masses on regular intervals are computed and aggregated on a single value in the corresponding interval, leading to a discrete distribution. PMF shows some interesting properties: it is bounding, monotonic and it conserves the shape of the distribution. After PMF, from the discrete phase-type distributions, state-of-the-art analytical models can be applied. Here, we choose the exactly model the evolution of the system by a Markov chain, and we focus on flow lines. The properties of the global modelling method can be discovered by extending the PMF properties, mainly leading to bounds on the throughput. Finally, the method is shown, by numerical experiments, to compute accurate estimations of the throughput and of various performance measures, reaching accuracy levels of a few tenths of percent.stochastic modelling, flow lines, probability masses fitting, discretization, bounds, performance measures, distributions.

Probabilistic load flow in systems with high wind power penetration

This paper proposes a method for solving a probabilistic load flows that takes into account the uncertainties of wind generation, but also of load and conventional systems. The method uses a combination of methods including cumulant, point estimate and convolution. Cornish Fisher expansion series are also used to find the CDF. The method is of especial application to estimate active power flows through lines

A distributed accelerated gradient algorithm for distributed model predictive control of a hydro power valley

A distributed model predictive control (DMPC) approach based on distributed optimization is applied to the power reference tracking problem of a hydro power valley (HPV) system. The applied optimization algorithm is based on accelerated gradient methods and achieves a convergence rate of O(1/k^2), where k is the iteration number. Major challenges in the control of the HPV include a nonlinear and large-scale model, nonsmoothness in the power-production functions, and a globally coupled cost function that prevents distributed schemes to be applied directly. We propose a linearization and approximation approach that accommodates the proposed the DMPC framework and provides very similar performance compared to a centralized solution in simulations. The provided numerical studies also suggest that for the sparsely interconnected system at hand, the distributed algorithm we propose is faster than a centralized state-of-the-art solver such as CPLEX

Data assimilation using bayesian filters and B-spline geological models

This paper proposes a new approach to problems of data assimilation, also known as history matching, of oilfield production data by adjustment of the location and sharpness of patterns of geological facies. Traditionally, this problem has been addressed using gradient based approaches with a level set parameterization of the geology. Gradient-based methods are robust, but computationally demanding with real-world reservoir problems and insufficient for reservoir management uncertainty assessment. Recently, the ensemble filter approach has been used to tackle this problem because of its high efficiency from the standpoint of implementation, computational cost, and performance. Incorporation of level set parameterization in this approach could further deal with the lack of differentiability with respect to facies type, but its practical implementation is based on some assumptions that are not easily satisfied in real problems. In this work, we propose to describe the geometry of the permeability field using B-spline curves. This transforms history matching of the discrete facies type to the estimation of continuous B-spline control points. As filtering scheme, we use the ensemble square-root filter (EnSRF). The efficacy of the EnSRF with the B-spline parameterization is investigated through three numerical experiments, in which the reservoir contains a curved channel, a disconnected channel or a 2-dimensional closed feature. It is found that the application of the proposed method to the problem of adjusting facies edges to match production data is relatively straightforward and provides statistical estimates of the distribution of geological facies and of the state of the reservoir

Evaluation of the changes in working limits in an automobile assembly line using simulation

The aim of the work presented in this paper consists of the development of a decision-making support system, based on discrete-event simulation models, of an automobile assembly line which was implemented within an Arena simulation environment and focused at a very specific class of production lines with a four closed-loop network configuration. This layout system reflects one of the most common configurations of automobile assembly and preassembly lines formed by conveyors. The sum of the number of pallets on the intermediate buffers, remains constant, except for the fourth closed-loop, which depends on the four-door car ratio (x) implemented between the door disassembly and assembly stations of the car body. Some governing equations of the four closed-loops are not compatible with the capacities of several intermediate buffers for certain values of variable x. This incompatibility shows how the assembly line cannot operate in practice for x0,97 in a stationary regime, due to the starvation phenomenon or the failure of supply to the machines on the production line. We have evaluated the impact of the pallet numbers circulating on the first closed-loop on the performance of the production line, translated into the number of cars produced/hour, in order to improve the availability of the entire manufacturing system for any value of x. Until the present date, these facts have not been presented in specialized literature. © 2012 American Institute of Physics

4D Seismic History Matching Incorporating Unsupervised Learning

The work discussed and presented in this paper focuses on the history matching of reservoirs by integrating 4D seismic data into the inversion process using machine learning techniques. A new integrated scheme for the reconstruction of petrophysical properties with a modified Ensemble Smoother with Multiple Data Assimilation (ES-MDA) in a synthetic reservoir is proposed. The permeability field inside the reservoir is parametrised with an unsupervised learning approach, namely K-means with Singular Value Decomposition (K-SVD). This is combined with the Orthogonal Matching Pursuit (OMP) technique which is very typical for sparsity promoting regularisation schemes. Moreover, seismic attributes, in particular, acoustic impedance, are parametrised with the Discrete Cosine Transform (DCT). This novel combination of techniques from machine learning, sparsity regularisation, seismic imaging and history matching aims to address the ill-posedness of the inversion of historical production data efficiently using ES-MDA. In the numerical experiments provided, I demonstrate that these sparse representations of the petrophysical properties and the seismic attributes enables to obtain better production data matches to the true production data and to quantify the propagating waterfront better compared to more traditional methods that do not use comparable parametrisation techniques

Direct numerical simulation of backward-facing step flow at Ret = 395 and expansion ratio 2

Backward-facing step (BFS) constitutes a canonical configuration to study wallbounded flows subject to massive expansions produced by abrupt changes in geometry. Recirculation flow regions are common in this type of flow, driving the separated flow to its downstream reattachment. Consequently, strong adverse pressure gradients arise through this process, feeding flow instabilities. Therefore, both phenomena are strongly correlated as the recirculation bubble shape defines how the flow is expanded, and how the pressure rises. In an incompressible flow, this shape depends on the Reynolds value and the expansion ratio. The influence of these two variables on the bubble length is widely studied, presenting an asymptotic behaviour when both parameters are beyond a certain threshold. This is the usual operating point of many practical applications, such as in aeronautical and environmental engineering. Several numerical and experimental studies have been carried out regarding this topic. The existing simulations considering cases beyond the above-mentioned threshold have only been achieved through turbulence modelling, whereas direct numerical simulations (DNS) have been performed only at low Reynolds numbers. Hence, despite the great importance of achieving this threshold, there is a lack of reliable numerical data to assess the accuracy of turbulence models. In this context, a DNS of an incompressible flow over a BFS is presented in this paper, considering a friction Reynolds number (Reτ) of 395 at the inflow and an expansion ratio 2. Finally, the elongation of the Kelvin–Helmholtz instabilities along the shear layer is also studied.Postprint (published version

Data-based mechanistic modelling, forecasting, and control.

This article briefly reviews the main aspects of the generic data based mechanistic (DBM) approach to modeling stochastic dynamic systems and shown how it is being applied to the analysis, forecasting, and control of environmental and agricultural systems. The advantages of this inductive approach to modeling lie in its wide range of applicability. It can be used to model linear, nonstationary, and nonlinear stochastic systems, and its exploitation of recursive estimation means that the modeling results are useful for both online and offline applications. To demonstrate the practical utility of the various methodological tools that underpin the DBM approach, the article also outlines several typical, practical examples in the area of environmental and agricultural systems analysis, where DBM models have formed the basis for simulation model reduction, control system design, and forecastin