Hydrocarbon field size distributions: a case study in mixed integer nonlinear programming

Of key importance to oil and gas companies is the size distribution of fields in the areas that they are drilling. Recent arguments suggest that there are many more fields yet to be discovered in mature provinces than had previously been thought because the underlying distribution is monotonic not peaked. According to this view the peaked nature of the distribution for discovered fields reflects not the underlying distribution but the effect of economic truncation. This paper contributes to the discussion by analysing up-to-date exploration and discovery data for two mature provinces using the discovery-process model, based on sampling without replacement and implicitly including economic truncation effects. The maximum likelihood estimation involved generates a high-dimensional mixed-integer nonlinear optimization problem. A highly efficient solution strategy is tested, exploiting the separable structure and handling the integer constraints by treating the problem as a masked allocation problem in dynamic programming.

Three parallel programming paradigms: Comparisons on an archetypal PDE computation

Three paradigms for distributed-memory parallel computation that free the application programmer from the details of message passing are compared for an archetypal structured scientific computation -- a nonlinear, structured-grid partial differential equation boundary value problem -- using the same algorithm on the same hardware. All of the paradigms -- parallel languages represented by the Portland Group's HPF, (semi-)automated serial-to-parallel source-to-source translation represented by CAP-Tools from the University of Greenwich, and parallel libraries represented by Argonne's PETSc -- are found to be easy to use for this problem class, and all are reasonably effective in exploiting concurrency after a short learning curve. The level of involvement required by the application programmer under any paradigm includes specification of the data partitioning, corresponding to a geometrically simple decomposition of the domain of the PDE. Programming in SPMD style for the PETSc library requires writing only the routines that discretize the PDE and its Jacobian, managing subdomain-to-processor mappings (affine global-to-local index mappings), and interfacing to library solver routines. Programming for HPF requires a complete sequential implementation of the same algorithm as a starting point, introduction of concurrency through subdomain blocking (a task similar to the index mapping), and modest experimentation with rewriting loops to elucidate to the compiler the latent concurrency. Programming with CAPTools involves feeding the same sequential implementation to the CAPTools interactive parallelization system, and guiding the source-to-source code transformation by responding to various queries about quantities knowable only at runtime. Results representative of "the state of the practice" for a scaled sequence of structured grid problems are given on three of the most important contemporary high-performance platforms: the IBM SP, the SGI Origin 2000, and the CRAYY T3E.

Stochastic monotonicity and duality for continuous time Markov chains with general q-Matrix

The key problems in discussing stochastic monotonicity and duality for continuous time Markov chains are to give the criteria for existence and uniqueness and to construct the associated monotone processes in terms of their infinitesimal q -matrices. In their recent paper, Chen and Zhang [6] discussed these problems under the condition that the given q-matrix Q is conservative. The aim of this paper is to generalize their results to a more general case, i.e., the given q-matrix Q is not necessarily conservative. New problems arise 'in removing the conservative assumption. The existence and uniqueness criteria for this general case are given in this paper. Another important problem, the construction of all stochastically monotone Q-processes, is also considered.

Three-phase computations of the continuous casting process

In this paper, the continuous casting process for steel slab production is modelled using a mult-physics approach. For this purpose, a Finite Volume (FV) numerical model was constructed in 3D, with the following characteristics: Time dependent, turbulent fluid flow and heat transfer in the molten steel and flux regions, solidification of the skin layer, under prescribed heat loss boundary conditions, particle tracking simulation of argon bubbles injected with the metal into the mould, full coupling between bubbles and liquid through buoyancy and interfacial forces using a novel gas accumulation technique, and a full transient simulation of flux-metal interface behaviour under the influence of gravity and fluid inertial forces and bubble plume buoyancy. The unstructure mesh FV code PHYSICA developed at Greenwich was used for carry out the simulations with physical process data and properties supplied by IRSID SA.

Uniqueness criteria for continuous-time Markov chains with general transition structures

We derive necessary and sufficient conditions for the existence of bounded or summable solutions to systems of linear equations associated with Markov chains. This substantially extends a famous result of G. E. H. Reuter, which provides a convenient means of checking various uniqueness criteria for birth-death processes. Our result allows chains with much more general transition structures to be accommodated. One application is to give a new proof of an important result of M. F. Chen concerning upwardly skip-free processes. We then use our generalization of Reuter's lemma to prove new results for downwardly skip-free chains, such as the Markov branching process and several of its many generalizations. This permits us to establish uniqueness criteria for several models, including the general birth, death, and catastrophe process, extended branching processes, and asymptotic birth-death processes, the latter being neither upwardly skip-free nor downwardly skip-free.

An improved approximation algorithm for the two-machine flow shop scheduling problem with an interstage transporter

We study the two-machine flow shop problem with an uncapacitated interstage transporter. The jobs have to be split into batches, and upon completion on the first machine, each batch has to be shipped to the second machine by a transporter. The best known heuristic for the problem is a –approximation algorithm that outputs a two-shipment schedule. We design a –approximation algorithm that finds schedules with at most three shipments, and this ratio cannot be improved, unless schedules with more shipments are created. This improvement is achieved due to a thorough analysis of schedules with two and three shipments by means of linear programming. We formulate problems of finding an optimal schedule with two or three shipments as integer linear programs and develop strongly polynomial algorithms that find solutions to their continuous relaxations with a small number of fractional variables

An approximation algorithm for the two-machine flow shop with a single transporter

We study the two-machine flow shop problem with an uncapacitated interstage transporter. The jobs have to be split into batches, and upon completion on the first machine, each batch has to be shipped to the second machine by a transporter. The best known heuristic for the problem is a –approximation algorithm that outputs a two-shipment schedule. We design a –approximation algorithm that finds schedules with at most three shipments, and this ratio cannot be improved, unless schedules with more shipments are created. This improvement is achieved due to a thorough analysis of schedules with two and three shipments by means of linear programming. We formulate problems of finding an optimal schedule with two or three shipments as integer linear programs and develop strongly polynomial algorithms that find solutions to their continuous relaxations with a small number of fractional variables.

Turbulence model performance in continuous casting simulations

This paper concerns the development and validation (using an oil/water system) of a finite volume computer model of the continuous casting process for steel flat products. The emphasis is on hydrodynamic aspects and in particular the dynamic behaviour of the metal/slag interface. Instability and wave action encourage the entrainment of inclusions into the melt affecting product quality. To track the interface between oil and water a new implicit algorithm was developed, called the Counter Diffusion Method. To prevent excessive damping, a time-filtered version of the k-e model, was found necessary, with appropriate density stratification terms representing interface turbulence damping.

Time-dependent modelling and experimental validation of the metal/flux interface in a continuous casting mould

A finite volume computer model of the continuous casting process for steel flat products has been developed. In this first stage, the model concentrates on the hydrodynamic aspects of the process and in particular the dynamic behavior of the metal/slag interface. The model was validated against experimental measurements obtained in a water model apparatus.