A review of modern computational algorithms for Bayesian optimal design

Bayesian experimental design is a fast growing area of research with many real-world applications. As computational power has increased over the years, so has the development of simulation-based design methods, which involve a number of algorithms, such as Markov chain Monte Carlo, sequential Monte Carlo and approximate Bayes methods, facilitating more complex design problems to be solved. The Bayesian framework provides a unified approach for incorporating prior information and/or uncertainties regarding the statistical model with a utility function which describes the experimental aims. In this paper, we provide a general overview on the concepts involved in Bayesian experimental design, and focus on describing some of the more commonly used Bayesian utility functions and methods for their estimation, as well as a number of algorithms that are used to search over the design space to find the Bayesian optimal design. We also discuss other computational strategies for further research in Bayesian optimal design.

Making optimal and justifiable asset maintenance decisions

Maintenance decisions for large-scale asset systems are often beyond an asset manager's capacity to handle. The presence of a number of possibly conflicting decision criteria, the large number of possible maintenance policies, and the reality of budget constraints often produce complex problems, where the underlying trade-offs are not apparent to the asset manager. This paper presents the decision support tool "JOB" (Justification and Optimisation of Budgets), which has been designed to help asset managers of large systems assess, select, interpret and optimise the effects of their maintenance policies in the presence of limited budgets. This decision support capability is realized through an efficient, scalable backtracking- based algorithm for the optimisation of maintenance policies, while enabling the user to view a number of solutions near this optimum and explore tradeoffs with other decision criteria. To assist the asset manager in selecting between various policies, JOB also provides the capability of Multiple Criteria Decision Making. In this paper, the JOB tool is presented and its applicability for the maintenance of a complex power plant system.

Battery energy storage systems to improve power system frequency response

Battery energy storage systems (BESS) are becoming feasible to provide system frequency support due to recent developments in technologies and plummeting cost. Adequate response of these devices becomes critical as the penetration of the renewable energy sources increases in the power system. This paper proposes effective use of BESS to improve system frequency performance. The optimal capacity and the operation scheme of BESS for frequency regulation are obtained using two staged optimization process. Furthermore, the effectiveness of BESS for improving the system frequency response is verified using dynamic simulations.

Limitations of a laboratory scale model in predicting optimal pilot scale conditions for dilute acid pretreatment of sugarcane bagasse

Pilot and industrial scale dilute acid pretreatment data can be difficult to obtain due to the significant infrastructure investment required. Consequently, models of dilute acid pretreatment by necessity use laboratory scale data to determine kinetic parameters and make predictions about optimal pretreatment conditions at larger scales. In order for these recommendations to be meaningful, the ability of laboratory scale models to predict pilot and industrial scale yields must be investigated. A mathematical model of the dilute acid pretreatment of sugarcane bagasse has previously been developed by the authors. This model was able to successfully reproduce the experimental yields of xylose and short chain xylooligomers obtained at the laboratory scale. In this paper, the ability of the model to reproduce pilot scale yield and composition data is examined. It was found that in general the model over predicted the pilot scale reactor yields by a significant margin. Models that appear very promising at the laboratory scale may have limitations when predicting yields on a pilot or industrial scale. It is difficult to comment whether there are any consistent trends in optimal operating conditions between reactor scale and laboratory scale hydrolysis due to the limited reactor datasets available. Further investigation is needed to determine whether the model has some efficacy when the kinetic parameters are re-evaluated by parameter fitting to reactor scale data, however, this requires the compilation of larger datasets. Alternatively, laboratory scale mathematical models may have enhanced utility for predicting larger scale reactor performance if bulk mass transport and fluid flow considerations are incorporated into the fibre scale equations. This work reinforces the need for appropriate attention to be paid to pilot scale experimental development when moving from laboratory to pilot and industrial scales for new technologies.

Sectionalizing strategies for minimizing outage durations of critical loads in parallel power system restoration with bi-level programming

Fast restoration of critical loads and non-black-start generators can significantly reduce the economic losses caused by power system blackouts. In a parallel power system restoration scenario, the sectionalization of restoration subsystems plays a very important role in determining the pickup of critical loads before synchronization. Most existing research mainly focuses on the startup of non-black-start generators. The restoration of critical loads, especially the loads with cold load characteristics, has not yet been addressed in optimizing the subsystem divisions. As a result, sectionalized restoration subsystems cannot achieve the best coordination between the pickup of loads and the ramping of generators. In order to generate sectionalizing strategies considering the pickup of critical loads in parallel power system restoration scenarios, an optimization model considering power system constraints, the characteristics of the cold load pickup and the features of generator startup is proposed in this paper. A bi-level programming approach is employed to solve the proposed sectionalizing model. In the upper level the optimal sectionalizing problem for the restoration subsystems is addressed, while in the lower level the objective is to minimize the outage durations of critical loads. The proposed sectionalizing model has been validated by the New-England 39-bus system and the IEEE 118-bus system. Further comparisons with some existing methods are carried out as well.

Modeling of the hemodynamic responses in block design fMRI studies

The hemodynamic response function (HRF) describes the local response of brain vasculature to functional activation. Accurate HRF modeling enables the investigation of cerebral blood flow regulation and improves our ability to interpret fMRI results. Block designs have been used extensively as fMRI paradigms because detection power is maximized; however, block designs are not optimal for HRF parameter estimation. Here we assessed the utility of block design fMRI data for HRF modeling. The trueness (relative deviation), precision (relative uncertainty), and identifiability (goodness-of-fit) of different HRF models were examined and test-retest reproducibility of HRF parameter estimates was assessed using computer simulations and fMRI data from 82 healthy young adult twins acquired on two occasions 3 to 4 months apart. The effects of systematically varying attributes of the block design paradigm were also examined. In our comparison of five HRF models, the model comprising the sum of two gamma functions with six free parameters had greatest parameter accuracy and identifiability. Hemodynamic response function height and time to peak were highly reproducible between studies and width was moderately reproducible but the reproducibility of onset time was low. This study established the feasibility and test-retest reliability of estimating HRF parameters using data from block design fMRI studies.

On the effect of Reynolds number for flow past three side-by-side square cylinders for unequal gap spacings

Flow patterns and aerodynamic characteristics behind three side-by-side square cylinders has been found depending upon the unequal gap spacing (g1 = s1/d and g2 = s2/d) between the three cylinders and the Reynolds number (Re) using the Lattice Boltzmann method. The effect of Reynolds numbers on the flow behind three cylinders are numerically studied for 75 ≤ Re ≤ 175 and chosen unequal gap spacings such as (g1, g2) = (1.5, 1), (3, 4) and (7, 6). We also investigate the effect of g2 while keeping g1 fixed for Re = 150. It is found that a Reynolds number have a strong effect on the flow at small unequal gap spacing (g1, g2) = (1.5, 1.0). It is also found that the secondary cylinder interaction frequency significantly contributes for unequal gap spacing for all chosen Reynolds numbers. It is observed that at intermediate unequal gap spacing (g1, g2) = (3, 4) the primary vortex shedding frequency plays a major role and the effect of secondary cylinder interaction frequencies almost disappear. Some vortices merge near the exit and as a result small modulation found in drag and lift coefficients. This means that with the increase in the Reynolds numbers and unequal gap spacing shows weakens wakes interaction between the cylinders. At large unequal gap spacing (g1, g2) = (7, 6) the flow is fully periodic and no small modulation found in drag and lift coefficients signals. It is found that the jet flows for unequal gap spacing strongly influenced the wake interaction by varying the Reynolds number. These unequal gap spacing separate wake patterns for different Reynolds numbers: flip-flopping, in-phase and anti-phase modulation synchronized, in-phase and anti-phase synchronized. It is also observed that in case of equal gap spacing between the cylinders the effect of gap spacing is stronger than the Reynolds number. On the other hand, in case of unequal gap spacing between the cylinders the wake patterns strongly depends on both unequal gap spacing and Reynolds number. The vorticity contour visualization, time history analysis of drag and lift coefficients, power spectrum analysis of lift coefficient and force statistics are systematically discussed for all chosen unequal gap spacings and Reynolds numbers to fully understand this valuable and practical problem.

Non-Newtonian mixed convection flow from a horizontal circular cylinder with uniform surface heat flux

Mixed convection laminar two-dimensional boundary-layer flow of non-Newtonian pseudo-plastic fluids is investigated from a horizontal circular cylinder with uniform surface heat flux using a modified power-law viscosity model, that contains no unrealistic limits of zero or infinite viscosity; consequently, no irremovable singularities are introduced into boundary-layer formulations for such fluids. The governing boundary layer equations are transformed into a non-dimensional form and the resulting nonlinear systems of partial differential equations are solved numerically applying marching order implicit finite difference method with double sweep technique. Numerical results are presented for the case of shear-thinning fluids in terms of the fluid temperature distributions, rate of heat transfer in terms of the local Nusselt number.

Statistical modelling and power analysis for detecting trends in total suspended sediment loads

The export of sediments from coastal catchments can have detrimental impacts on estuaries and near shore reef ecosystems such as the Great Barrier Reef. Catchment management approaches aimed at reducing sediment loads require monitoring to evaluate their effectiveness in reducing loads over time. However, load estimation is not a trivial task due to the complex behaviour of constituents in natural streams, the variability of water flows and often a limited amount of data. Regression is commonly used for load estimation and provides a fundamental tool for trend estimation by standardising the other time specific covariates such as flow. This study investigates whether load estimates and resultant power to detect trends can be enhanced by (i) modelling the error structure so that temporal correlation can be better quantified, (ii) making use of predictive variables, and (iii) by identifying an efficient and feasible sampling strategy that may be used to reduce sampling error. To achieve this, we propose a new regression model that includes an innovative compounding errors model structure and uses two additional predictive variables (average discounted flow and turbidity). By combining this modelling approach with a new, regularly optimised, sampling strategy, which adds uniformity to the event sampling strategy, the predictive power was increased to 90%. Using the enhanced regression model proposed here, it was possible to detect a trend of 20% over 20 years. This result is in stark contrast to previous conclusions presented in the literature. (C) 2014 Elsevier B.V. All rights reserved.

Deriving optimal fishing effort for managing Australia's Moreton Bay multispecies trawl fishery with aggregated effort data

Deriving an estimate of optimal fishing effort or even an approximate estimate is very valuable for managing fisheries with multiple target species. The most challenging task associated with this is allocating effort to individual species when only the total effort is recorded. Spatial information on the distribution of each species within a fishery can be used to justify the allocations, but often such information is not available. To determine the long-term overall effort required to achieve maximum sustainable yield (MSY) and maximum economic yield (MEY), we consider three methods for allocating effort: (i) optimal allocation, which optimally allocates effort among target species; (ii) fixed proportions, which chooses proportions based on past catch data; and (iii) economic allocation, which splits effort based on the expected catch value of each species. Determining the overall fishing effort required to achieve these management objectives is a maximizing problem subject to constraints due to economic and social considerations. We illustrated the approaches using a case study of the Moreton Bay Prawn Trawl Fishery in Queensland (Australia). The results were consistent across the three methods. Importantly, our analysis demonstrated the optimal total effort was very sensitive to daily fishing costs-the effort ranged from 9500-11 500 to 6000-7000, 4000 and 2500 boat-days, using daily cost estimates of $0, $500, $750, and $950, respectively. The zero daily cost corresponds to the MSY, while a daily cost of $750 most closely represents the actual present fishing cost. Given the recent debate on which costs should be factored into the analyses for deriving MEY, our findings highlight the importance of including an appropriate cost function for practical management advice. The approaches developed here could be applied to other multispecies fisheries where only aggregated fishing effort data are recorded, as the literature on this type of modelling is sparse.

Probabilistic load flow for distribution systems with uncertain PV generation

Large integration of solar Photo Voltaic (PV) in distribution network has resulted in over-voltage problems. Several control techniques are developed to address over-voltage problem using Deterministic Load Flow (DLF). However, intermittent characteristics of PV generation require Probabilistic Load Flow (PLF) to introduce variability in analysis that is ignored in DLF. The traditional PLF techniques are not suitable for distribution systems and suffer from several drawbacks such as computational burden (Monte Carlo, Conventional convolution), sensitive accuracy with the complexity of system (point estimation method), requirement of necessary linearization (multi-linear simulation) and convergence problem (Gram–Charlier expansion, Cornish Fisher expansion). In this research, Latin Hypercube Sampling with Cholesky Decomposition (LHS-CD) is used to quantify the over-voltage issues with and without the voltage control algorithm in the distribution network with active generation. LHS technique is verified with a test network and real system from an Australian distribution network service provider. Accuracy and computational burden of simulated results are also compared with Monte Carlo simulations.

Computation of confined swirling flow using RNG and k-epsilon turbulence models

In this work we numerically model isothermal turbulent swirling flow in a cylindrical burner. Three versions of the RNG k-epsilon model are assessed against performance of the standard k-epsilon model. Sensitivity of numerical predictions to grid refinement, differing convective differencing schemes and choice of (unknown) inlet dissipation rate, were closely scrutinised to ensure accuracy. Particular attention is paid to modelling the inlet conditions to within the range of uncertainty of the experimental data, as model predictions proved to be significantly sensitive to relatively small changes in upstream flow conditions. We also examine the characteristics of the swirl--induced recirculation zone predicted by the models over an extended range of inlet conditions. Our main findings are: - (i) the standard k-epsilon model performed best compared with experiment; - (ii) no one inlet specification can simultaneously optimize the performance of the models considered; - (iii) the RNG models predict both single-cell and double-cell IRZ characteristics, the latter both with and without additional internal stagnation points. The first finding indicates that the examined RNG modifications to the standard k-e model do not result in an improved eddy viscosity based model for the prediction of swirl flows. The second finding suggests that tuning established models for optimal performance in swirl flows a priori is not straightforward. The third finding indicates that the RNG based models exhibit a greater variety of structural behaviour, despite being of the same level of complexity as the standard k-e model. The plausibility of the predicted IRZ features are discussed in terms of known vortex breakdown phenomena.