33,248 research outputs found
Model Reduction and Neural Networks for Parametric PDEs
We develop a general framework for data-driven approximation of input-output maps between infinite-dimensional spaces. The proposed approach is motivated by the recent successes of neural networks and deep learning, in combination with ideas from model reduction. This combination results in a neural network approximation which, in principle, is defined on infinite-dimensional spaces and, in practice, is robust to the dimension of finite-dimensional approximations of these spaces required for computation. For a class of input-output maps, and suitably chosen probability measures on the inputs, we prove convergence of the proposed approximation methodology. Numerically we demonstrate the effectiveness of the method on a class of parametric elliptic PDE problems, showing convergence and robustness of the approximation scheme with respect to the size of the discretization, and compare our method with existing algorithms from the literature
Applications of recurrent neural networks in batch reactors. Part I: NARMA modelling of the dynamic behaviour of the heat transfer fluid
This paper is focused on the development of nonlinear models, using artificial neural networks, able to provide appropriate predictions when acting as process simulators. The dynamic behaviour of the heat transfer fluid temperature in a jacketed chemical reactor has been selected as a case study. Different structures of NARMA (Non-linear ARMA) models have been studied. The experimental results have allowed to carry out a comparison between the different neural approaches and a first-principles model. The best neural results are obtained using a parallel model structure based on a recurrent neural network architecture, which guarantees better dynamic approximations than currently employed neural models. The results suggest that parallel models built up with recurrent networks can be seen as an alternative to phenomenological models for simulating the dynamic behaviour of the heating/cooling circuits which change from batch installation to installation.Publicad
Detection of an anomalous cluster in a network
We consider the problem of detecting whether or not, in a given sensor
network, there is a cluster of sensors which exhibit an "unusual behavior."
Formally, suppose we are given a set of nodes and attach a random variable to
each node. We observe a realization of this process and want to decide between
the following two hypotheses: under the null, the variables are i.i.d. standard
normal; under the alternative, there is a cluster of variables that are i.i.d.
normal with positive mean and unit variance, while the rest are i.i.d. standard
normal. We also address surveillance settings where each sensor in the network
collects information over time. The resulting model is similar, now with a time
series attached to each node. We again observe the process over time and want
to decide between the null, where all the variables are i.i.d. standard normal,
and the alternative, where there is an emerging cluster of i.i.d. normal
variables with positive mean and unit variance. The growth models used to
represent the emerging cluster are quite general and, in particular, include
cellular automata used in modeling epidemics. In both settings, we consider
classes of clusters that are quite general, for which we obtain a lower bound
on their respective minimax detection rate and show that some form of scan
statistic, by far the most popular method in practice, achieves that same rate
to within a logarithmic factor. Our results are not limited to the normal
location model, but generalize to any one-parameter exponential family when the
anomalous clusters are large enough.Comment: Published in at http://dx.doi.org/10.1214/10-AOS839 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
Inversion using a new low-dimensional representation of complex binary geological media based on a deep neural network
Efficient and high-fidelity prior sampling and inversion for complex
geological media is still a largely unsolved challenge. Here, we use a deep
neural network of the variational autoencoder type to construct a parametric
low-dimensional base model parameterization of complex binary geological media.
For inversion purposes, it has the attractive feature that random draws from an
uncorrelated standard normal distribution yield model realizations with spatial
characteristics that are in agreement with the training set. In comparison with
the most commonly used parametric representations in probabilistic inversion,
we find that our dimensionality reduction (DR) approach outperforms principle
component analysis (PCA), optimization-PCA (OPCA) and discrete cosine transform
(DCT) DR techniques for unconditional geostatistical simulation of a
channelized prior model. For the considered examples, important compression
ratios (200 - 500) are achieved. Given that the construction of our
parameterization requires a training set of several tens of thousands of prior
model realizations, our DR approach is more suited for probabilistic (or
deterministic) inversion than for unconditional (or point-conditioned)
geostatistical simulation. Probabilistic inversions of 2D steady-state and 3D
transient hydraulic tomography data are used to demonstrate the DR-based
inversion. For the 2D case study, the performance is superior compared to
current state-of-the-art multiple-point statistics inversion by sequential
geostatistical resampling (SGR). Inversion results for the 3D application are
also encouraging
Unified Concept of Bottleneck
The term `bottleneck` has been extensively used in operations management literature. Management paradigms like the Theory of Constraints focus on the identification and exploitation of bottlenecks. Yet, we show that the term has not been rigorously defined. We provide a classification of bottleneck definitions available in literature and discuss several myths associated with the concept of bottleneck. The apparent diversity of definitions raises the question whether it is possible to have a single bottleneck definition which has as much applicability in high variety job shops as in mass production environments. The key to the formulation of an unified concept of bottleneck lies in relating the concept of bottleneck to the concept of shadow price of resources. We propose an universally applicable bottleneck definition based on the concept of average shadow price. We discuss the procedure for determination of bottleneck values for diverse production environments. The Law of Diminishing Returns is shown to be a sufficient but not necessary condition for the equivalence of the average and the marginal shadow price. The equivalence of these two prices is proved for several environments. Bottleneck identification is the first step in resource acquisition decisions faced by managers. The definition of bottleneck presented in the paper has the potential to not only reduce ambiguity regarding the meaning of the term but also open a new window to the formulation and analysis of a rich set of problems faced by managers.
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