The transform likelihood ratio method for rare event simulation with heavy tails

We present a novel method, called the transform likelihood ratio (TLR) method, for estimation of rare event probabilities with heavy-tailed distributions. Via a simple transformation ( change of variables) technique the TLR method reduces the original rare event probability estimation with heavy tail distributions to an equivalent one with light tail distributions. Once this transformation has been established we estimate the rare event probability via importance sampling, using the classical exponential change of measure or the standard likelihood ratio change of measure. In the latter case the importance sampling distribution is chosen from the same parametric family as the transformed distribution. We estimate the optimal parameter vector of the importance sampling distribution using the cross-entropy method. We prove the polynomial complexity of the TLR method for certain heavy-tailed models and demonstrate numerically its high efficiency for various heavy-tailed models previously thought to be intractable. We also show that the TLR method can be viewed as a universal tool in the sense that not only it provides a unified view for heavy-tailed simulation but also can be efficiently used in simulation with light-tailed distributions. We present extensive simulation results which support the efficiency of the TLR method.

Classification and analysis of integrating frameworks in multiscale modelling

Chemical engineers are turning to multiscale modelling to extend traditional modelling approaches into new application areas and to achieve higher levels of detail and accuracy. There is, however, little advice available on the best strategy to use in constructing a multiscale model. This paper presents a starting point for the systematic analysis of multiscale models by defining several integrating frameworks for linking models at different scales. It briefly explores how the nature of the information flow between the models at the different scales is influenced by the choice of framework, and presents some restrictions on model-framework compatibility. The concepts are illustrated with reference to the modelling of a catalytic packed bed reactor. (C) 2004 Elsevier Ltd. All rights reserved.

Three-dimensional simulation of the rolling of a saturated fibro-porous media

This paper describes recent advances made in computational modelling of the sugar cane liquid extraction process. The saturated fibro-porous material is rolled between circumferentially grooved rolls, which enhance frictional grip and provide a low-resistance path for liquid flow during the extraction process. Previously reported two-dimensional (2D) computational models, account for the large deformation of the porous material by solving the fully coupled governing fibre stress and fluid-flow equations using finite element techniques. While the 2D simulations provide much insight into the overarching cause-effect relationships, predictions of mechanical quantities such as roll separating force and particularly torque as a function of roll speed and degree of compression are not satisfactory for industrial use. It is considered that the unsatisfactory response in roll torque prediction may be due to the stress levels that exist between the groove tips and roots which have been largely neglected in the geometrically simplified 2D model. This paper gives results for both two- and three-dimensional finite element models and highlights their strengths and weaknesses in predicting key milling parameters. (c) 2005 Elsevier B.V. All rights reserved.

Process systems modelling and applications in granulation: A review

Granulation is one of the fundamental operations in particulate processing and has a very ancient history and widespread use. Much fundamental particle science has occurred in the last two decades to help understand the underlying phenomena. Yet, until recently the development of granulation systems was mostly based on popular practice. The use of process systems approaches to the integrated understanding of these operations is providing improved insight into the complex nature of the processes. Improved mathematical representations, new solution techniques and the application of the models to industrial processes are yielding better designs, improved optimisation and tighter control of these systems. The parallel development of advanced instrumentation and the use of inferential approaches provide real-time access to system parameters necessary for improvements in operation. The use of advanced models to help develop real-time plant diagnostic systems provides further evidence of the utility of process system approaches to granulation processes. This paper highlights some of those aspects of granulation. (c) 2005 Elsevier Ltd. All rights reserved.

Modelling nucleation in wet granulation

Nucleation is the first stage in any granulation process where binder liquid first comes into contact with the powder. This paper investigates the nucleation process where binder liquid is added to a fine powder with a spray nozzle. The dimensionless spray flux approach of Hapgood et al. (Powder Technol. 141 (2004) 20) is extended to account for nonuniform spray patterns and allow for overlap of nuclei granules rather than spray drops. A dimensionless nuclei distribution function which describes the effects of the design and operating parameters of the nucleation process (binder spray characteristics, the nucleation area ratio between droplets and nuclei and the powder bed velocity) on the fractional surface area coverage of nuclei on a moving powder bed is developed. From this starting point, a Monte Carlo nucleation model that simulates full nuclei size distributions as a function of the design and operating parameters that were implemented in the dimensionless nuclei distribution function is developed. The nucleation model was then used to investigate the effects of the design and operating parameters on the formed nuclei size distributions and to correlate these effects to changes of the dimensionless nuclei distribution function. Model simulations also showed that it is possible to predict nuclei size distributions beyond the drop controlled nucleation regime in Hapgood's nucleation regime map. Qualitative comparison of model simulations and experimental nucleation data showed similar shapes of the nuclei size distributions. In its current form, the nucleation model can replace the nucleation term in one-dimensional population balance models describing wet granulation processes. Implementation of more sophisticated nucleation kinetics can make the model applicable to multi-dimensional population balance models.

Trait physiology and crop modelling as a framework to link phenotypic complexity to underlying genetic systems

New tools derived from advances in molecular biology have not been widely adopted in plant breeding for complex traits because of the inability to connect information at gene level to the phenotype in a manner that is useful for selection. In this study, we explored whether physiological dissection and integrative modelling of complex traits could link phenotype complexity to underlying genetic systems in a way that enhanced the power of molecular breeding strategies. A crop and breeding system simulation study on sorghum, which involved variation in 4 key adaptive traits-phenology, osmotic adjustment, transpiration efficiency, stay-green-and a broad range of production environments in north-eastern Australia, was used. The full matrix of simulated phenotypes, which consisted of 547 location-season combinations and 4235 genotypic expression states, was analysed for genetic and environmental effects. The analysis was conducted in stages assuming gradually increased understanding of gene-to-phenotype relationships, which would arise from physiological dissection and modelling. It was found that environmental characterisation and physiological knowledge helped to explain and unravel gene and environment context dependencies in the data. Based on the analyses of gene effects, a range of marker-assisted selection breeding strategies was simulated. It was shown that the inclusion of knowledge resulting from trait physiology and modelling generated an enhanced rate of yield advance over cycles of selection. This occurred because the knowledge associated with component trait physiology and extrapolation to the target population of environments by modelling removed confounding effects associated with environment and gene context dependencies for the markers used. Developing and implementing this gene-to-phenotype capability in crop improvement requires enhanced attention to phenotyping, ecophysiological modelling, and validation studies to test the stability of candidate genetic regions.

A simulation model of cereal-legume intercropping systems for semi-arid regions I. Model development

Cereal-legume intercropping plays an important role in subsistence food production in developing countries, especially in situations of limited water resources. Crop simulation can be used to assess risk for intercrop productivity over time and space. In this study, a simple model for intercropping was developed for cereal and legume growth and yield, under semi-arid conditions. The model is based on radiation interception and use, and incorporates a water stress factor. Total dry matter and yield are functions of photosynthetically active radiation (PAR), the fraction of radiation intercepted and radiation use efficiency (RUE). One of two PAR sub-models was used to estimate PAR from solar radiation; either PAR is 50% of solar radiation or the ratio of PAR to solar radiation (PAR/SR) is a function of the clearness index (K-T). The fraction of radiation intercepted was calculated either based on Beer's Law with crop extinction coefficients (K) from field experiments or from previous reports. RUE was calculated as a function of available soil water to a depth of 900 mm (ASW). Either the soil water balance method or the decay curve approach was used to determine ASW. Thus, two alternatives for each of three factors, i.e., PAR/SR, K and ASW, were considered, giving eight possible models (2 methods x 3 factors). The model calibration and validation were carried out with maize-bean intercropping systems using data collected in a semi-arid region (Bloemfontein, Free State, South Africa) during seven growing seasons (1996/1997-2002/2003). The combination of PAR estimated from the clearness index, a crop extinction coefficient from the field experiment and the decay curve model gave the most reasonable and acceptable result. The intercrop model developed in this study is simple, so this modelling approach can be employed to develop other cereal-legume intercrop models for semi-arid regions. (c) 2004 Elsevier B.V. All rights reserved.

Modelling, nitrogen dynamics in sugarcane systems: Recent advances and applications

Substantial amounts of nitrogen (N) fertiliser are necessary for commercial sugarcane production because of the large biomass produced by sugarcane crops. Since this fertiliser is a substantial input cost and has implications if N is lost to the environment, there are pressing needs to optimise the supply of N to the crops' requirements. The complexity of the N cycle and the strong influence of climate, through its moderation of N transformation processes in the soil and its impact on N uptake by crops, make simulation-based approaches to this N management problem attractive. In this paper we describe the processes to be captured in modelling soil and plant N dynamics in sugarcane systems, and review the capability for modelling these processes. We then illustrate insights gained into improved management of N through simulation-based studies for the issues of crop residue management, irrigation management and greenhouse gas emissions. We conclude by identifying processes not currently represented in the models used for simulating N cycling in sugarcane production systems, and illustrate ways in which these can be partially overcome in the short term. (c) 2005 Elsevier B.V. All rights reserved.

Rice morphogenesis and plant architecture: Measurement, specification and the reconstruction of structural development by 3D architectural modelling

Background and Aims The morphogenesis and architecture of a rice plant, Oryza sativa, are critical factors in the yield equation, but they are not well studied because of the lack of appropriate tools for 3D measurement. The architecture of rice plants is characterized by a large number of tillers and leaves. The aims of this study were to specify rice plant architecture and to find appropriate functions to represent the 3D growth across all growth stages. Methods A japonica type rice, 'Namaga', was grown in pots under outdoor conditions. A 3D digitizer was used to measure the rice plant structure at intervals from the young seedling stage to maturity. The L-system formalism was applied to create '3D virtual rice' plants, incorporating models of phenological development and leaf emergence period as a function of temperature and photoperiod, which were used to determine the timing of tiller emergence. Key Results The relationships between the nodal positions and leaf lengths, leaf angles and tiller angles were analysed and used to determine growth functions for the models. The '3D virtual rice' reproduces the structural development of isolated plants and provides a good estimation of the fillering process, and of the accumulation of leaves. Conclusions The results indicated that the '3D virtual rice' has a possibility to demonstrate the differences in the structure and development between cultivars and under different environmental conditions. Future work, necessary to reflect both cultivar and environmental effects on the model performance, and to link with physiological models, is proposed in the discussion.

Functional-structural plant modelling using a combination of architectural analysis, L-systems and a canonical model of function

This paper presents a new method for producing a functional-structural plant model that simulates response to different growth conditions, yet does not require detailed knowledge of underlying physiology. The example used to present this method is the modelling of the mountain birch tree. This new functional-structural modelling approach is based on linking an L-system representation of the dynamic structure of the plant with a canonical mathematical model of plant function. Growth indicated by the canonical model is allocated to the structural model according to probabilistic growth rules, such as rules for the placement and length of new shoots, which were derived from an analysis of architectural data. The main advantage of the approach is that it is relatively simple compared to the prevalent process-based functional-structural plant models and does not require a detailed understanding of underlying physiological processes, yet it is able to capture important aspects of plant function and adaptability, unlike simple empirical models. This approach, combining canonical modelling, architectural analysis and L-systems, thus fills the important role of providing an intermediate level of abstraction between the two extremes of deeply mechanistic process-based modelling and purely empirical modelling. We also investigated the relative importance of various aspects of this integrated modelling approach by analysing the sensitivity of the standard birch model to a number of variations in its parameters, functions and algorithms. The results show that using light as the sole factor determining the structural location of new growth gives satisfactory results. Including the influence of additional regulating factors made little difference to global characteristics of the emergent architecture. Changing the form of the probability functions and using alternative methods for choosing the sites of new growth also had little effect. (c) 2004 Elsevier B.V. All rights reserved.

Modelling of two-stage anaerobic digestion using the IWA Anaerobic Digestion Model No. 1 (ADM1)

The aim of the study presented was to implement a process model to simulate the dynamic behaviour of a pilot-scale process for anaerobic two-stage digestion of sewage sludge. The model implemented was initiated to support experimental investigations of the anaerobic two-stage digestion process. The model concept implemented in the simulation software package MATLAB(TM)/Simulink(R) is a derivative of the IWA Anaerobic Digestion Model No.1 (ADM1) that has been developed by the IWA task group for mathematical modelling of anaerobic processes. In the present study the original model concept has been adapted and applied to replicate a two-stage digestion process. Testing procedures, including balance checks and 'benchmarking' tests were carried out to verify the accuracy of the implementation. These combined measures ensured a faultless model implementation without numerical inconsistencies. Parameters for both, the thermophilic and the mesophilic process stage, have been estimated successfully using data from lab-scale experiments described in literature. Due to the high number of parameters in the structured model, it was necessary to develop a customised procedure that limited the range of parameters to be estimated. The accuracy of the optimised parameter sets has been assessed against experimental data from pilot-scale experiments. Under these conditions, the model predicted reasonably well the dynamic behaviour of a two-stage digestion process in pilot scale. (C) 2004 Elsevier Ltd. All rights reserved.

Matching conditional moments in PDF modelling of nonpremixed combustion

The rate of generation of fluctuations with respect to the scalar values conditioned on the mixture fraction, which significantly affects turbulent nonpremixed combustion processes, is examined. Simulation of the rate in a major mixing model is investigated and the derived equations can assist in selecting the model parameters so that the level of conditional fluctuations is better reproduced by the models. A more general formulation of the multiple mapping conditioning (MMC) model that distinguishes the reference and conditioning variables is suggested. This formulation can be viewed as a methodology of enforcing certain desired conditional properties onto conventional mixing models. Examples of constructing consistent MMC models with dissipation and velocity conditioning as well as of combining MMC with large eddy simulations (LES) are also provided. (c) 2005 The Combustion Institute. Published by Elsevier Inc. All rights reserved.