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.

Ruin Theory with Excess of Loss Reinsurance and Reinstatements

The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical Cramer-Lundberg risk model, piecewise deterministic Markov processes are used to describe the free surplus process in this more general situation. It is shown that the finite-time ruin probability is both the solution of a partial integro-differential equation and the fixed point of a contractive integral operator. We exploit the latter representation to develop and implement a recursive algorithm for numerical approximation of the ruin probability that involves high-dimensional integration. Furthermore we study the behavior of the finite-time ruin probability under various levels of initial surplus and security loadings and compare the efficiency of the numerical algorithm with the computational alternative of stochastic simulation of the risk process. (C) 2011 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.

Influence of operator experience on performance of ultrasound-guided percutaneous liver biopsy.

The purpose was to evaluate the influence of radiologist's experience on the diagnostic yield and complications of a percutaneous liver biopsy (PLB) method. Six hundred patients underwent an ultrasound-guided PLB by an inexperienced operator in 25.2% of cases (experience of less than 15 percutaneous liver biopsies performed alone--group I) or by an experienced operator (experience of more than 150 percutaneous liver biopsies--group II). The two groups were well-matched with respect to sex, age, percentage with viral hepatitis without histological cirrhosis, number of needle passes, history of liver biopsy and pain before the biopsy. A histological diagnosis was available in 97.3% of cases without any significant difference between the two groups ( P=0.25). However, group II samples were significantly longer and contained more portal tracts ( P=0.01). Pain was mild immediately and 6 h after the biopsy, without significant difference between both groups. Eight vasovagal reactions (five in group II) and one arteriobiliary fistula (in group II) occurred. With the method of PLB used for this study, operator's experience did not influence either the final histological diagnosis or the degree of pain suffered.

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.

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.

Local optima networks of hard combinatorial landscapes

Combinatorial optimization involves finding an optimal solution in a finite set of options; many everyday life problems are of this kind. However, the number of options grows exponentially with the size of the problem, such that an exhaustive search for the best solution is practically infeasible beyond a certain problem size. When efficient algorithms are not available, a practical approach to obtain an approximate solution to the problem at hand, is to start with an educated guess and gradually refine it until we have a good-enough solution. Roughly speaking, this is how local search heuristics work. These stochastic algorithms navigate the problem search space by iteratively turning the current solution into new candidate solutions, guiding the search towards better solutions. The search performance, therefore, depends on structural aspects of the search space, which in turn depend on the move operator being used to modify solutions. A common way to characterize the search space of a problem is through the study of its fitness landscape, a mathematical object comprising the space of all possible solutions, their value with respect to the optimization objective, and a relationship of neighborhood defined by the move operator. The landscape metaphor is used to explain the search dynamics as a sort of potential function. The concept is indeed similar to that of potential energy surfaces in physical chemistry. Borrowing ideas from that field, we propose to extend to combinatorial landscapes the notion of the inherent network formed by energy minima in energy landscapes. In our case, energy minima are the local optima of the combinatorial problem, and we explore several definitions for the network edges. At first, we perform an exhaustive sampling of local optima basins of attraction, and define weighted transitions between basins by accounting for all the possible ways of crossing the basins frontier via one random move. Then, we reduce the computational burden by only counting the chances of escaping a given basin via random kick moves that start at the local optimum. Finally, we approximate network edges from the search trajectory of simple search heuristics, mining the frequency and inter-arrival time with which the heuristic visits local optima. Through these methodologies, we build a weighted directed graph that provides a synthetic view of the whole landscape, and that we can characterize using the tools of complex networks science. We argue that the network characterization can advance our understanding of the structural and dynamical properties of hard combinatorial landscapes. We apply our approach to prototypical problems such as the Quadratic Assignment Problem, the NK model of rugged landscapes, and the Permutation Flow-shop Scheduling Problem. We show that some network metrics can differentiate problem classes, correlate with problem non-linearity, and predict problem hardness as measured from the performances of trajectory-based local search heuristics.