Modeling complex wells with the multi-scale finite-volume method

In this paper, an extension of the multi-scale finite-volume (MSFV) method is devised, which allows to Simulate flow and transport in reservoirs with complex well configurations. The new framework fits nicely into the data Structure of the original MSFV method,and has the important property that large patches covering the whole well are not required. For each well. an additional degree of freedom is introduced. While the treatment of pressure-constraint wells is trivial (the well-bore reference pressure is explicitly specified), additional equations have to be solved to obtain the unknown well-bore pressure of rate-constraint wells. Numerical Simulations of test cases with multiple complex wells demonstrate the ability of the new algorithm to capture the interference between the various wells and the reservoir accurately. (c) 2008 Elsevier Inc. All rights reserved.

Accurate and efficient simulation of multiphase flow in a heterogeneous reservoir by using error estimate and control in the multiscale finite-volume framework

The multiscale finite-volume (MSFV) method is designed to reduce the computational cost of elliptic and parabolic problems with highly heterogeneous anisotropic coefficients. The reduction is achieved by splitting the original global problem into a set of local problems (with approximate local boundary conditions) coupled by a coarse global problem. It has been shown recently that the numerical errors in MSFV results can be reduced systematically with an iterative procedure that provides a conservative velocity field after any iteration step. The iterative MSFV (i-MSFV) method can be obtained with an improved (smoothed) multiscale solution to enhance the localization conditions, with a Krylov subspace method [e.g., the generalized-minimal-residual (GMRES) algorithm] preconditioned by the MSFV system, or with a combination of both. In a multiphase-flow system, a balance between accuracy and computational efficiency should be achieved by finding a minimum number of i-MSFV iterations (on pressure), which is necessary to achieve the desired accuracy in the saturation solution. In this work, we extend the i-MSFV method to sequential implicit simulation of time-dependent problems. To control the error of the coupled saturation/pressure system, we analyze the transport error caused by an approximate velocity field. We then propose an error-control strategy on the basis of the residual of the pressure equation. At the beginning of simulation, the pressure solution is iterated until a specified accuracy is achieved. To minimize the number of iterations in a multiphase-flow problem, the solution at the previous timestep is used to improve the localization assumption at the current timestep. Additional iterations are used only when the residual becomes larger than a specified threshold value. Numerical results show that only a few iterations on average are necessary to improve the MSFV results significantly, even for very challenging problems. Therefore, the proposed adaptive strategy yields efficient and accurate simulation of multiphase flow in heterogeneous porous media.

A multilevel multiscale finite volume method

The Multiscale Finite Volume (MsFV) method has been developed to efficiently solve reservoir-scale problems while conserving fine-scale details. The method employs two grid levels: a fine grid and a coarse grid. The latter is used to calculate a coarse solution to the original problem, which is interpolated to the fine mesh. The coarse system is constructed from the fine-scale problem using restriction and prolongation operators that are obtained by introducing appropriate localization assumptions. Through a successive reconstruction step, the MsFV method is able to provide an approximate, but fully conservative fine-scale velocity field. For very large problems (e.g. one billion cell model), a two-level algorithm can remain computational expensive. Depending on the upscaling factor, the computational expense comes either from the costs associated with the solution of the coarse problem or from the construction of the local interpolators (basis functions). To ensure numerical efficiency in the former case, the MsFV concept can be reapplied to the coarse problem, leading to a new, coarser level of discretization. One challenge in the use of a multilevel MsFV technique is to find an efficient reconstruction step to obtain a conservative fine-scale velocity field. In this work, we introduce a three-level Multiscale Finite Volume method (MlMsFV) and give a detailed description of the reconstruction step. Complexity analyses of the original MsFV method and the new MlMsFV method are discussed, and their performances in terms of accuracy and efficiency are compared.

Importance of polyethylene thickness in total shoulder arthroplasty: a finite element analysis.

BACKGROUND: Articular surfaces reconstruction is essential in total shoulder arthroplasty. Because of the limited glenoid bone support, thin glenoid component could improve anatomical reconstruction, but adverse mechanical effects might appear. METHODS: With a numerical musculoskeletal shoulder model, we analysed and compared three values of thickness of a typical all-polyethylene glenoid component: 2, 4 (reference) and 6mm. A loaded movement of abduction in the scapular plane was simulated. We evaluated the humeral head translation, the muscle moment arms, the joint force, the articular contact pattern, and the polyethylene and cement stress. Findings Decreasing polyethylene thickness from 6 to 2mm slightly increased humeral head translation and muscle moment arms. This induced a small decreased of the joint reaction force, but important increase of stress within the polyethylene and the cement mantel. Interpretation The reference thickness of 4mm seems a good compromise to avoid stress concentration and joint stuffing.

An operator formulation of the multiscale finite-volume method with correction function

The multiscale finite-volume (MSFV) method has been derived to efficiently solve large problems with spatially varying coefficients. The fine-scale problem is subdivided into local problems that can be solved separately and are coupled by a global problem. This algorithm, in consequence, shares some characteristics with two-level domain decomposition (DD) methods. However, the MSFV algorithm is different in that it incorporates a flux reconstruction step, which delivers a fine-scale mass conservative flux field without the need for iterating. This is achieved by the use of two overlapping coarse grids. The recently introduced correction function allows for a consistent handling of source terms, which makes the MSFV method a flexible algorithm that is applicable to a wide spectrum of problems. It is demonstrated that the MSFV operator, used to compute an approximate pressure solution, can be equivalently constructed by writing the Schur complement with a tangential approximation of a single-cell overlapping grid and incorporation of appropriate coarse-scale mass-balance equations.

Behavioural queueing : cellular automata and a laboratory experiment

Dans cette thèse, nous étudions les aspects comportementaux d'agents qui interagissent dans des systèmes de files d'attente à l'aide de modèles de simulation et de méthodologies expérimentales. Chaque période les clients doivent choisir un prestataire de servivce. L'objectif est d'analyser l'impact des décisions des clients et des prestataires sur la formation des files d'attente. Dans un premier cas nous considérons des clients ayant un certain degré d'aversion au risque. Sur la base de leur perception de l'attente moyenne et de la variabilité de cette attente, ils forment une estimation de la limite supérieure de l'attente chez chacun des prestataires. Chaque période, ils choisissent le prestataire pour lequel cette estimation est la plus basse. Nos résultats indiquent qu'il n'y a pas de relation monotone entre le degré d'aversion au risque et la performance globale. En effet, une population de clients ayant un degré d'aversion au risque intermédiaire encoure généralement une attente moyenne plus élevée qu'une population d'agents indifférents au risque ou très averses au risque. Ensuite, nous incorporons les décisions des prestataires en leur permettant d'ajuster leur capacité de service sur la base de leur perception de la fréquence moyenne d'arrivées. Les résultats montrent que le comportement des clients et les décisions des prestataires présentent une forte "dépendance au sentier". En outre, nous montrons que les décisions des prestataires font converger l'attente moyenne pondérée vers l'attente de référence du marché. Finalement, une expérience de laboratoire dans laquelle des sujets jouent le rôle de prestataire de service nous a permis de conclure que les délais d'installation et de démantèlement de capacité affectent de manière significative la performance et les décisions des sujets. En particulier, les décisions du prestataire, sont influencées par ses commandes en carnet, sa capacité de service actuellement disponible et les décisions d'ajustement de capacité qu'il a prises, mais pas encore implémentées. - Queuing is a fact of life that we witness daily. We all have had the experience of waiting in line for some reason and we also know that it is an annoying situation. As the adage says "time is money"; this is perhaps the best way of stating what queuing problems mean for customers. Human beings are not very tolerant, but they are even less so when having to wait in line for service. Banks, roads, post offices and restaurants are just some examples where people must wait for service. Studies of queuing phenomena have typically addressed the optimisation of performance measures (e.g. average waiting time, queue length and server utilisation rates) and the analysis of equilibrium solutions. The individual behaviour of the agents involved in queueing systems and their decision making process have received little attention. Although this work has been useful to improve the efficiency of many queueing systems, or to design new processes in social and physical systems, it has only provided us with a limited ability to explain the behaviour observed in many real queues. In this dissertation we differ from this traditional research by analysing how the agents involved in the system make decisions instead of focusing on optimising performance measures or analysing an equilibrium solution. This dissertation builds on and extends the framework proposed by van Ackere and Larsen (2004) and van Ackere et al. (2010). We focus on studying behavioural aspects in queueing systems and incorporate this still underdeveloped framework into the operations management field. In the first chapter of this thesis we provide a general introduction to the area, as well as an overview of the results. In Chapters 2 and 3, we use Cellular Automata (CA) to model service systems where captive interacting customers must decide each period which facility to join for service. They base this decision on their expectations of sojourn times. Each period, customers use new information (their most recent experience and that of their best performing neighbour) to form expectations of sojourn time at the different facilities. Customers update their expectations using an adaptive expectations process to combine their memory and their new information. We label "conservative" those customers who give more weight to their memory than to the xiv Summary new information. In contrast, when they give more weight to new information, we call them "reactive". In Chapter 2, we consider customers with different degree of risk-aversion who take into account uncertainty. They choose which facility to join based on an estimated upper-bound of the sojourn time which they compute using their perceptions of the average sojourn time and the level of uncertainty. We assume the same exogenous service capacity for all facilities, which remains constant throughout. We first analyse the collective behaviour generated by the customers' decisions. We show that the system achieves low weighted average sojourn times when the collective behaviour results in neighbourhoods of customers loyal to a facility and the customers are approximately equally split among all facilities. The lowest weighted average sojourn time is achieved when exactly the same number of customers patronises each facility, implying that they do not wish to switch facility. In this case, the system has achieved the Nash equilibrium. We show that there is a non-monotonic relationship between the degree of risk-aversion and system performance. Customers with an intermediate degree of riskaversion typically achieve higher sojourn times; in particular they rarely achieve the Nash equilibrium. Risk-neutral customers have the highest probability of achieving the Nash Equilibrium. Chapter 3 considers a service system similar to the previous one but with risk-neutral customers, and relaxes the assumption of exogenous service rates. In this sense, we model a queueing system with endogenous service rates by enabling managers to adjust the service capacity of the facilities. We assume that managers do so based on their perceptions of the arrival rates and use the same principle of adaptive expectations to model these perceptions. We consider service systems in which the managers' decisions take time to be implemented. Managers are characterised by a profile which is determined by the speed at which they update their perceptions, the speed at which they take decisions, and how coherent they are when accounting for their previous decisions still to be implemented when taking their next decision. We find that the managers' decisions exhibit a strong path-dependence: owing to the initial conditions of the model, the facilities of managers with identical profiles can evolve completely differently. In some cases the system becomes "locked-in" into a monopoly or duopoly situation. The competition between managers causes the weighted average sojourn time of the system to converge to the exogenous benchmark value which they use to estimate their desired capacity. Concerning the managers' profile, we found that the more conservative Summary xv a manager is regarding new information, the larger the market share his facility achieves. Additionally, the faster he takes decisions, the higher the probability that he achieves a monopoly position. In Chapter 4 we consider a one-server queueing system with non-captive customers. We carry out an experiment aimed at analysing the way human subjects, taking on the role of the manager, take decisions in a laboratory regarding the capacity of a service facility. We adapt the model proposed by van Ackere et al (2010). This model relaxes the assumption of a captive market and allows current customers to decide whether or not to use the facility. Additionally the facility also has potential customers who currently do not patronise it, but might consider doing so in the future. We identify three groups of subjects whose decisions cause similar behavioural patterns. These groups are labelled: gradual investors, lumpy investors, and random investor. Using an autocorrelation analysis of the subjects' decisions, we illustrate that these decisions are positively correlated to the decisions taken one period early. Subsequently we formulate a heuristic to model the decision rule considered by subjects in the laboratory. We found that this decision rule fits very well for those subjects who gradually adjust capacity, but it does not capture the behaviour of the subjects of the other two groups. In Chapter 5 we summarise the results and provide suggestions for further work. Our main contribution is the use of simulation and experimental methodologies to explain the collective behaviour generated by customers' and managers' decisions in queueing systems as well as the analysis of the individual behaviour of these agents. In this way, we differ from the typical literature related to queueing systems which focuses on optimising performance measures and the analysis of equilibrium solutions. Our work can be seen as a first step towards understanding the interaction between customer behaviour and the capacity adjustment process in queueing systems. This framework is still in its early stages and accordingly there is a large potential for further work that spans several research topics. Interesting extensions to this work include incorporating other characteristics of queueing systems which affect the customers' experience (e.g. balking, reneging and jockeying); providing customers and managers with additional information to take their decisions (e.g. service price, quality, customers' profile); analysing different decision rules and studying other characteristics which determine the profile of customers and managers.

Statistical properties of population differentiation estimators under stepwise mutation in a finite island model.

Microsatellite loci mutate at an extremely high rate and are generally thought to evolve through a stepwise mutation model. Several differentiation statistics taking into account the particular mutation scheme of the microsatellite have been proposed. The most commonly used is R(ST) which is independent of the mutation rate under a generalized stepwise mutation model. F(ST) and R(ST) are commonly reported in the literature, but often differ widely. Here we compare their statistical performances using individual-based simulations of a finite island model. The simulations were run under different levels of gene flow, mutation rates, population number and sizes. In addition to the per locus statistical properties, we compare two ways of combining R(ST) over loci. Our simulations show that even under a strict stepwise mutation model, no statistic is best overall. All estimators suffer to different extents from large bias and variance. While R(ST) better reflects population differentiation in populations characterized by very low gene-exchange, F(ST) gives better estimates in cases of high levels of gene flow. The number of loci sampled (12, 24, or 96) has only a minor effect on the relative performance of the estimators under study. For all estimators there is a striking effect of the number of samples, with the differentiation estimates showing very odd distributions for two samples.

On the evolution of harming and recognition in finite panmictic and infinite structured populations.

Natural selection may favor two very different types of social behaviors that have costs in vital rates (fecundity and/or survival) to the actor: helping behaviors, which increase the vital rates of recipients, and harming behaviors, which reduce the vital rates of recipients. Although social evolutionary theory has mainly dealt with helping behaviors, competition for limited resources creates ecological conditions in which an actor may benefit from expressing behaviors that reduce the vital rates of neighbors. This may occur if the reduction in vital rates decreases the intensity of competition experienced by the actor or that experienced by its offspring. Here, we explore the joint evolution of neutral recognition markers and marker-based costly conditional harming whereby actors express harming, conditional on actor and recipient bearing different conspicuous markers. We do so for two complementary demographic scenarios: finite panmictic and infinite structured populations. We find that marker-based conditional harming can evolve under a large range of recombination rates and group sizes under both finite panmictic and infinite structured populations. A direct comparison with results for the evolution of marker-based conditional helping reveals that, if everything else is equal, marker-based conditional harming is often more likely to evolve than marker-based conditional helping.

A Playful Glance at Hierarchical Questions for Two-Way Alternating Automata

Two-way alternating automata were introduced by Vardi in order to study the satisfiability problem for the modal μ-calculus extended with backwards modalities. In this paper, we present a very simple proof by way of Wadge games of the strictness of the hierarchy of Motowski indices of two-way alternating automata over trees.

Influence of the implanted pulse generator as reference electrode in finite element model of monopolar deep brain stimulation.

Electrical deep brain stimulation (DBS) is an efficient method to treat movement disorders. Many models of DBS, based mostly on finite elements, have recently been proposed to better understand the interaction between the electrical stimulation and the brain tissues. In monopolar DBS, clinically widely used, the implanted pulse generator (IPG) is used as reference electrode (RE). In this paper, the influence of the RE model of monopolar DBS is investigated. For that purpose, a finite element model of the full electric loop including the head, the neck and the superior chest is used. Head, neck and superior chest are made of simple structures such as parallelepipeds and cylinders. The tissues surrounding the electrode are accurately modelled from data provided by the diffusion tensor magnetic resonance imaging (DT-MRI). Three different configurations of RE are compared with a commonly used model of reduced size. The electrical impedance seen by the DBS system and the potential distribution are computed for each model. Moreover, axons are modelled to compute the area of tissue activated by stimulation. Results show that these indicators are influenced by the surface and position of the RE. The use of a RE model corresponding to the implanted device rather than the usually simplified model leads to an increase of the system impedance (+48%) and a reduction of the area of activated tissue (-15%).