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.

A reified temporal logic

This paper presents a reified temporal logic for representing and reasoning about temporal and non-temporal relationships between non-temporal assertions. A clear syntax and semantics for the logic is formally provided. Three types of predicates, temporal predicates, non-temporal predicates and meta-predicates, are introduced. Terms of the proposed language are partitioned into three types, temporal terms, non-temporal terms and propositional terms. Reified propositions consist of formulae with each predicate being either a temporal predicate or a meta-predicate. Meta-predicates may take both temporal terms and propositional terms together as arguments or take propositional terms alone. A standard formula of the classical first-order language with each predicate being a non-temporal predicate taking only non-temporal terms as arguments is reified as just a propositional term. A general time ontology has been provided which can be specialized to a variety of existing temporal systems. The new logic allows one to predicate and quantify over propositional terms while according a special status of time; for example, assertions such as ‘effects cannot precede their causes’ is ensured in the logic, and some problematic temporal aspects including the delay time between events and their effects can be conveniently expressed. Applications of the logic are presented including the characterization of the negation of properties and their contextual sentences, and the expression of temporal relations between actions and effects.

Guest Editorial. Special Issue: Temporal logic in engineering

Logic-based models are thriving within artificial intelligence. A great number of new logics have been defined, and their theory investigated. Epistemic logics introduce modal operators for knowledge or belief; deontic logics are about norms, and introduce operators of deontic necessity and possibility (i.e., obligation or prohibition). And then we have a much investigated class—temporal logics—to whose application to engineering this special issue is devoted. This kind of formalism deserves increased widespread recognition and application in engineering, a domain where other kinds of temporal models (e.g., Petri nets) are by now a fairly standard part of the modelling toolbox.

Comparison of finite element and finite volume methods application in geometrically nonlinear stress analysis

A novel three-dimensional finite volume (FV) procedure is described in detail for the analysis of geometrically nonlinear problems. The FV procedure is compared with the conventional finite element (FE) Galerkin approach. FV can be considered to be a particular case of the weighted residual method with a unit weighting function, where in the FE Galerkin method we use the shape function as weighting function. A Fortran code has been developed based on the finite volume cell vertex formulation. The formulation is tested on a number of geometrically nonlinear problems. In comparison with FE, the results reveal that FV can reach the FE results in a higher mesh density.

Nonlinear MHD stability of aluminium reduction cells

An industrial electrolysis cell used to produce primary aluminium is sensitive to waves at the interface of liquid aluminium and electrolyte. The interface waves are similar to stratified sea layers [1], but the penetrating electric current and the associated magnetic field are intricately involved in the oscillation process, and the observed wave frequencies are shifted from the purely hydrodynamic ones [2]. The interface stability problem is of great practical importance because the electrolytic aluminium production is a major electrical energy consumer, and it is related to environmental pollution rate. The stability analysis was started in [3] and a short summary of the main developments is given in [2]. Important aspects of the multiple mode interaction have been introduced in [4], and a widely used linear friction law first applied in [5]. In [6] a systematic perturbation expansion is developed for the fluid dynamics and electric current problems permitting reduction of the three-dimensional problem to a two dimensional one. The procedure is more generally known as “shallow water approximation” which can be extended for the case of weakly non-linear and dispersive waves. The Boussinesq formulation permits to generalise the problem for non-unidirectionally propagating waves accounting for side walls and for a two fluid layer interface [1]. Attempts to extend the electrolytic cell wave modelling to the weakly nonlinear case have started in [7] where the basic equations are derived, including the nonlinearity and linear dispersion terms. An alternative approach for the nonlinear numerical simulation for an electrolysis cell wave evolution is attempted in [8 and references there], yet, omitting the dispersion terms and without a proper account for the dissipation, the model can predict unstable waves growth only. The present paper contains a generalisation of the previous non linear wave equations [7] by accounting for the turbulent horizontal circulation flows in the two fluid layers. The inclusion of the turbulence model is essential in order to explain the small amplitude self-sustained oscillations of the liquid metal surface observed in real cells, known as “MHD noise”. The fluid dynamic model is coupled to the extended electromagnetic simulation including not only the fluid layers, but the whole bus bar circuit and the ferromagnetic effects [9].

A distributed algorithm for European options with nonlinear volatility

A distributed algorithm is developed to solve nonlinear Black-Scholes equations in the hedging of portfolios. The algorithm is based on an approximate inverse Laplace transform and is particularly suitable for problems that do not require detailed knowledge of each intermediate time steps.

On a parallel time-domain method for the nonlinear Black-Scholes equation

A parallel time-domain algorithm is described for the time-dependent nonlinear Black-Scholes equation, which may be used to build financial analysis tools to help traders making rapid and systematic evaluation of buy/sell contracts. The algorithm is particularly suitable for problems that do not require fine details at each intermediate time step, and hence the method applies well for the present problem.

A sound and complete reified temporal logic

There are mainly two known approaches to the representation of temporal information in Computer Science: modal logic approaches (including tense logics and hybrid temporal logics) and predicate logic approaches (including temporal argument methods and reified temporal logics). On one hand, while tense logics, hybrid temporal logics and temporal argument methods enjoy formal theoretical foundations, their expressiveness has been criticised as not power enough for representing general temporal knowledge; on the other hand, although current reified temporal logics provide greater expressive power, most of them lack of complete and sound axiomatic theories. In this paper, we propose a new reified temporal logic with a clear syntax and semantics in terms of a sound and complete axiomatic formalism which retains all the expressive power of the approach of temporal reification.

An algorithm for total variation inpainting based on nonlinear multi-grid methods

Image inpainting refers to restoring a damaged image with missing information. The total variation (TV) inpainting model is one such method that simultaneously fills in the regions with available information from their surroundings and eliminates noises. The method works well with small narrow inpainting domains. However there remains an urgent need to develop fast iterative solvers, as the underlying problem sizes are large. In addition one needs to tackle the imbalance of results between inpainting and denoising. When the inpainting regions are thick and large, the procedure of inpainting works quite slowly and usually requires a significant number of iterations and leads inevitably to oversmoothing in the outside of the inpainting domain. To overcome these difficulties, we propose a solution for TV inpainting method based on the nonlinear multi-grid algorithm.

Numerical solutions of certain nonlinear models in European options on a distributed computing environment

Financial modelling in the area of option pricing involves the understanding of the correlations between asset and movements of buy/sell in order to reduce risk in investment. Such activities depend on financial analysis tools being available to the trader with which he can make rapid and systematic evaluation of buy/sell contracts. In turn, analysis tools rely on fast numerical algorithms for the solution of financial mathematical models. There are many different financial activities apart from shares buy/sell activities. The main aim of this chapter is to discuss a distributed algorithm for the numerical solution of a European option. Both linear and non-linear cases are considered. The algorithm is based on the concept of the Laplace transform and its numerical inverse. The scalability of the algorithm is examined. Numerical tests are used to demonstrate the effectiveness of the algorithm for financial analysis. Time dependent functions for volatility and interest rates are also discussed. Applications of the algorithm to non-linear Black-Scholes equation where the volatility and the interest rate are functions of the option value are included. Some qualitative results of the convergence behaviour of the algorithm is examined. This chapter also examines the various computational issues of the Laplace transformation method in terms of distributed computing. The idea of using a two-level temporal mesh in order to achieve distributed computation along the temporal axis is introduced. Finally, the chapter ends with some conclusions.

Narrating the archive and archiving narrative: the electronic book and the logic of the index

The creation of my hypermedia work Index of Love, which narrates a love story as an archive of moments, images and objects recollected, also articulated for me the potential of the book as electronic text. The book has always existed as both narrative and archive. Tables of contents and indexes allow the book to function simultaneously as linear narrative and non-linear, searchable database. The book therefore has more in common with the so-called 'new media' of the 21st century than it does with the dominant 20th century media of film, video and audiotape, whose logic and mode of distribution are resolutely linear. My thesis is that the non-linear logic of new media brings to the fore an aspect of the book - the index - whose potential for the production of narrative is only just beginning to be explored. When a reader/user accesses an electronic work, such as a website, via its menu, they simultaneously experience it as narrative and archive. The narrative journey taken is created through the menu choices made. Within the electronic book, therefore, the index (or menu) has the potential to function as more than just an analytical or navigational tool. It has the potential to become a creative, structuring device. This opens up new possibilities for the book, particularly as, in its paper based form, the book indexes factual work, but not fiction. In the electronic book, however, the index offers as rich a potential for fictional narratives as it does for factual volumes. [ABSTRACT FROM AUTHOR]