Combination of Conventional and Optimisation Techniques for Performance Prediction in Large Waterflood Projects

Imperial Users onl

Stabilising Model Predictive Control for Discrete-time Fractional-order Systems

In this paper we propose a model predictive control scheme for constrained fractional-order discrete-time systems. We prove that all constraints are satisfied at all time instants and we prescribe conditions for the origin to be an asymptotically stable equilibrium point of the controlled system. We employ a finite-dimensional approximation of the original infinite-dimensional dynamics for which the approximation error can become arbitrarily small. We use the approximate dynamics to design a tube-based model predictive controller which steers the system state to a neighbourhood of the origin of controlled size. We finally derive stability conditions for the MPC-controlled system which are computationally tractable and account for the infinite dimensional nature of the fractional-order system and the state and input constraints. The proposed control methodology guarantees asymptotic stability of the discrete-time fractional order system, satisfaction of the prescribed constraints and recursive feasibility

Characteristic Scales of Baryon Acoustic Oscillations from Perturbation Theory: Non-linearity and Redshift-Space Distortion Effects

An acoustic oscillation of the primeval photon-baryon fluid around the decoupling time imprints a characteristic scale in the galaxy distribution today, known as the baryon acoustic oscillation (BAO) scale. Several on-going and/or future galaxy surveys aim at detecting and precisely determining the BAO scale so as to trace the expansion history of the universe. We consider nonlinear and redshift-space distortion effects on the shifts of the BAO scale in $k$-space using perturbation theory. The resulting shifts are indeed sensitive to different choices of the definition of the BAO scale, which needs to be kept in mind in the data analysis. We present a toy model to explain the physical behavior of the shifts. We find that the BAO scale defined as in Percival et al. (2007) indeed shows very small shifts ($\lesssim$ 1%) relative to the prediction in {\it linear theory} in real space. The shifts can be predicted accurately for scales where the perturbation theory is reliable.Comment: 21 pages, 9 figures, references and supplementary sections added, accepted for publication in PAS

Non-linear Evolution of Baryon Acoustic Oscillations from Improved Perturbation Theory in Real and Redshift Spaces

We study the non-linear evolution of baryon acoustic oscillations in the matter power spectrum and correlation function from the improved perturbation theory (PT). Based on the framework of renormalized PT, we apply the {\it closure approximation} that truncates the infinite series of loop contributions at one-loop order, and obtain a closed set of integral equations for power spectrum and non-linear propagator. The resultant integral expressions keep important non-perturbative properties which can dramatically improve the prediction of non-linear power spectrum. Employing the Born approximation, we then derive the analytic expressions for non-linear power spectrum and the predictions are made for non-linear evolution of baryon acoustic oscillations in power spectrum and correlation function. A detailed comparison between improved PT results and N-body simulations shows that a percent-level agreement is achieved in a certain range in power spectrum and in a rather wider range in correlation function. Combining a model of non-linear redshift-space distortion, we also evaluate the power spectrum and correlation function in correlation function. In contrast to the results in real space, the agreement between N-body simulations and improved PT predictions tends to be worse, and a more elaborate modeling for redshift-space distortion needs to be developed. Nevertheless, with currently existing model, we find that the prediction of correlation function has a sufficient accuracy compared with the cosmic-variance errors for future galaxy surveys with volume of a few (Gpc/h)^3 at z>=0.5.Comment: 25 pages, 15 figures, accepted for publication in Phys.Rev.

Multigrid waveform relaxation for the time-fractional heat equation

In this work, we propose an efficient and robust multigrid method for solving the time-fractional heat equation. Due to the nonlocal property of fractional differential operators, numerical methods usually generate systems of equations for which the coefficient matrix is dense. Therefore, the design of efficient solvers for the numerical simulation of these problems is a difficult task. We develop a parallel-in-time multigrid algorithm based on the waveform relaxation approach, whose application to time-fractional problems seems very natural due to the fact that the fractional derivative at each spatial point depends on the values of the function at this point at all earlier times. Exploiting the Toeplitz-like structure of the coefficient matrix, the proposed multigrid waveform relaxation method has a computational cost of $O(N M \log(M))$ operations, where $M$ is the number of time steps and $N$ is the number of spatial grid points. A semi-algebraic mode analysis is also developed to theoretically confirm the good results obtained. Several numerical experiments, including examples with non-smooth solutions and a nonlinear problem with applications in porous media, are presented

Reaction Front in an A+B -> C Reaction-Subdiffusion Process

We study the reaction front for the process A+B -> C in which the reagents move subdiffusively. Our theoretical description is based on a fractional reaction-subdiffusion equation in which both the motion and the reaction terms are affected by the subdiffusive character of the process. We design numerical simulations to check our theoretical results, describing the simulations in some detail because the rules necessarily differ in important respects from those used in diffusive processes. Comparisons between theory and simulations are on the whole favorable, with the most difficult quantities to capture being those that involve very small numbers of particles. In particular, we analyze the total number of product particles, the width of the depletion zone, the production profile of product and its width, as well as the reactant concentrations at the center of the reaction zone, all as a function of time. We also analyze the shape of the product profile as a function of time, in particular its unusual behavior at the center of the reaction zone