Emulation of random output simulators

Computer models, or simulators, are widely used in a range of scientific fields to aid understanding of the processes involved and make predictions. Such simulators are often computationally demanding and are thus not amenable to statistical analysis. Emulators provide a statistical approximation, or surrogate, for the simulators accounting for the additional approximation uncertainty. This thesis develops a novel sequential screening method to reduce the set of simulator variables considered during emulation. This screening method is shown to require fewer simulator evaluations than existing approaches. Utilising the lower dimensional active variable set simplifies subsequent emulation analysis. For random output, or stochastic, simulators the output dispersion, and thus variance, is typically a function of the inputs. This work extends the emulator framework to account for such heteroscedasticity by constructing two new heteroscedastic Gaussian process representations and proposes an experimental design technique to optimally learn the model parameters. The design criterion is an extension of Fisher information to heteroscedastic variance models. Replicated observations are efficiently handled in both the design and model inference stages. Through a series of simulation experiments on both synthetic and real world simulators, the emulators inferred on optimal designs with replicated observations are shown to outperform equivalent models inferred on space-filling replicate-free designs in terms of both model parameter uncertainty and predictive variance.

Tool support for integrating extended enterprises

A current EPSRC project, product introduction process: a simulation in the extended enterprise (PIPSEE) is discussed. PIPSEE attempts to improve the execution of the product introduction process (PIP) within an extended enterprise in the aerospace sector. The modus operandi for accomplishing this has been to develop process understanding amongst a core team, spanning four different companies, through process modelling, review and improvement recommendation. In parallel, a web-based simulation capability is being used to conduct simulation experiments, and to disseminate findings by training others in the lessons that have been learned. It is intended that the use of the PIPSEE simulator should encourage radical thinking about the ‘fuzzy front end’ of the PIP. This presents a topical, exciting and challenging research problem.

Aspects of the design and operation of production control systems in manufacturing industry

Computerised production control developments have concentrated on Manufacturing Resources Planning (MRP II) systems. The literature suggests however, that despite the massive investment in hardware, software and management education, successful implementation of such systems in manufacturing industries has proved difficult. This thesis reviews the development of production planning and control systems, in particular, investigates the causes of failures in implementing MRP/MRP II systems in industrial environments and argues that the centralised and top-down planning structure, as well as the routine operational methodology of such systems, is inherently prone to failure. The thesis reviews the control benefits of cellular manufacturing systems but concludes that in more dynamic manufacturing environments, techniques such as Kanban are inappropriate. The basic shortcomings of MRP II systems are highlighted and a new enhanced operational methodology based on distributed planning and control principles is introduced. Distributed Manufacturing Resources Planning (DMRP), was developed as a capacity sensitive production planning and control solution for cellular manufacturing environments. The system utilises cell based, independently operated MRP II systems, integrated into a plant-wide control system through a Local Area Network. The potential benefits of adopting the system in industrial environments is discussed and the results of computer simulation experiments to compare the performance of the DMRP system against the conventional MRP II systems presented. DMRP methodology is shown to offer significant potential advantages which include ease of implementation, cost effectiveness, capacity sensitivity, shorter manufacturing lead times, lower working in progress levels and improved customer service.

Isotropic compression of mixtures of hard and soft spheres

The compaction behaviour of powders with soft and hard components is of particular interest to the paint processing industry. Unfortunately, at the present time, very little is known about the internal mechanisms within such systems and therefore suitable tests are required to help in the interpretative process. The TRUBAL, Distinct Element Method (D.E.M.) program was the method of investigation used in this study. Steel (hard) and rubber (soft) particles were used in the randomly-generated, binary assemblies because they provided a sharp contrast in physical properties. For reasons of simplicity, isotropic compression of two-dimensional assemblies was also initially considered. The assemblies were first subject to quasi-static compaction, in order to define their behaviour under equilibrium conditions. The stress-strain behaviour of the assemblies under such conditions was found to be adequately described by a second-order polynomial expansion. The structural evolution of the simulation assemblies was also similar to that observed for real powder systems. Further simulation tests were carried out to investigate the effects of particle size on the compaction behaviour of the two-dimensional, binary assemblies. Later work focused on the quasi-static compaction behaviour of three-dimensional assemblies, because they represented more realistic particle systems. The compaction behaviour of the assemblies during the simulation experiments was considered in terms of percolation theory concepts, as well as more familiar macroscopic and microstructural parameters. Percolation theory, which is based on ideas from statistical physics, has been found to be useful in the interpretation of the mechanical behaviour of simple, elastic lattices. However, from the evidence of this study, percolation theory is also able to offer a useful insight into the compaction behaviour of more realistic particle assemblies.

Productivity change using growth accounting and frontier-based approaches:evidence from a Monte Carlo analysis

This study presents some quantitative evidence from a number of simulation experiments on the accuracy of the productivitygrowth estimates derived from growthaccounting (GA) and frontier-based methods (namely data envelopment analysis-, corrected ordinary least squares-, and stochastic frontier analysis-based malmquist indices) under various conditions. These include the presence of technical inefficiency, measurement error, misspecification of the production function (for the GA and parametric approaches) and increased input and price volatility from one period to the next. The study finds that the frontier-based methods usually outperform GA, but the overall performance varies by experiment. Parametric approaches generally perform best when there is no functional form misspecification, but their accuracy greatly diminishes otherwise. The results also show that the deterministic approaches perform adequately even under conditions of (modest) measurement error and when measurement error becomes larger, the accuracy of all approaches (including stochastic approaches) deteriorates rapidly, to the point that their estimates could be considered unreliable for policy purposes.

Optimal design for correlated processes with input-dependent noise

Optimal design for parameter estimation in Gaussian process regression models with input-dependent noise is examined. The motivation stems from the area of computer experiments, where computationally demanding simulators are approximated using Gaussian process emulators to act as statistical surrogates. In the case of stochastic simulators, which produce a random output for a given set of model inputs, repeated evaluations are useful, supporting the use of replicate observations in the experimental design. The findings are also applicable to the wider context of experimental design for Gaussian process regression and kriging. Designs are proposed with the aim of minimising the variance of the Gaussian process parameter estimates. A heteroscedastic Gaussian process model is presented which allows for an experimental design technique based on an extension of Fisher information to heteroscedastic models. It is empirically shown that the error of the approximation of the parameter variance by the inverse of the Fisher information is reduced as the number of replicated points is increased. Through a series of simulation experiments on both synthetic data and a systems biology stochastic simulator, optimal designs with replicate observations are shown to outperform space-filling designs both with and without replicate observations. Guidance is provided on best practice for optimal experimental design for stochastic response models. © 2013 Elsevier Inc. All rights reserved.

Computer simulation of radio-frequency methane/hydrogen plasmas and their interaction with GaAs Surfaces

The following thesis describes the computer modelling of radio frequency capacitively coupled methane/hydrogen plasmas and the consequences for the reactive ion etching of (100) GaAs surfaces. In addition a range of etching experiments was undertaken over a matrix of pressure, power and methane concentration. The resulting surfaces were investigated using X-ray photoelectron spectroscopy and the results were discussed in terms of physical and chemical models of particle/surface interactions in addition to the predictions for energies, angles and relative fluxes to the substrate of the various plasma species. The model consisted of a Monte Carlo code which followed electrons and ions through the plasma and sheath potentials whilst taking account of collisions with background neutral gas molecules. The ionisation profile output from the electron module was used as input for the ionic module. Momentum scattering interactions of ions with gas molecules were investigated via different models and compared against results given by quantum mechanical code. The interactions were treated as central potential scattering events and the resulting neutral cascades were followed. The resulting predictions for ion energies at the cathode compared well to experimental ion energy distributions and this verified the particular form of the electrical potentials used and their applicability in the particular geometry plasma cell used in the etching experiments. The final code was used to investigate the effect of external plasma parameters on the mass distribution, energy and angles of all species impingent on the electrodes. Comparisons of electron energies in the plasma also agreed favourably with measurements made using a Langmuir electric probe. The surface analysis showed the surfaces all to be depleted in arsenic due to its preferential removal and the resultant Ga:As ratio in the surface was found to be directly linked to the etch rate. The etch rate was determined by the methane flux which was predicted by the code.

Simulation of power station protection equipment

Computer programs have been developed to enable the coordination of fuses and overcurrent relays for radial power systems under estimated fault current conditions. The grading curves for these protection devices can be produced on a graphics terminal and a hard copy can be obtained. Additional programs have also been developed which could be used to assess the validity of relay settings (obtained under the above conditions) when the transient effect is included. Modelling of a current transformer is included because transformer saturation may occur if the fault current is high, and hence the secondary current is distorted. Experiments were carried out to confirm that distorted currents will affect the relay operating time, and it is shown that if the relay current contains only a small percentage of harmonic distortion, the relay operating time is increased. System equations were arranged to enable the model to predict fault currents with a generator transformer incorporated in the system, and also to include the effect of circuit breaker opening, arcing resistance, and earthing resistance. A fictitious field winding was included to enable more accurate prediction of fault currents when the system is operating at both lagging and leading power factors prior to the occurrence of the fault.

Experimental investigation and CFD simulation of insulation debris transport phenomena in water flow

The investigation of insulation debris generation, transport and sedimentation becomes important with regard to reactor safety research for PWR and BWR, when considering the long-term behavior of emergency core cooling systems during all types of loss of coolant accidents (LOCA). The insulation debris released near the break during a LOCA incident consists of a mixture of disparate particle population that varies with size, shape, consistency and other properties. Some fractions of the released insulation debris can be transported into the reactor sump, where it may perturb/impinge on the emergency core cooling systems. Open questions of generic interest are the sedimentation of the insulation debris in a water pool, its possible re-suspension and transport in the sump water flow and the particle load on strainers and corresponding pressure drop. A joint research project on such questions is being performed in cooperation between the University of Applied Sciences Zittau/Görlitz and the Forschungszentrum Dresden-Rossendorf. The project deals with the experimental investigation of particle transport phenomena in coolant flow and the development of CFD models for its description. While the experiments are performed at the University at Zittau/Görlitz, the theoretical modeling efforts are concentrated at Forschungszentrum Dresden-Rossendorf. In the presentation the basic concepts for CFD modeling are described and feasibility studies including the conceptual design of the experiments are presented.

Experimental investigation and CFD simulation of the behaviour of mineral wool in the reactor sump

The investigation of insulation debris generation, transport and sedimentation becomes important with regard to reactor safety research for PWR and BWR, when considering the long-term behavior of emergency core cooling systems during all types of loss of coolant accidents (LOCA). The insulation debris released near the break during a LOCA incident consists of a mixture of disparate particle population that varies with size, shape, consistency and other properties. Some fractions of the released insulation debris can be transported into the reactor sump, where it may perturb/impinge on the emergency core cooling systems. Open questions of generic interest are the sedimentation of the insulation debris in a water pool, its possible re-suspension and transport in the sump water flow and the particle load on strainers and corresponding pressure drop. A joint research project on such questions is being performed in cooperation between the University of Applied Sciences Zittau/Gorlitz and the Forschungszentrum Dresden-Rossendorf. The project deals with the experimental investigation of particle transport phenomena in coolant flow and the development of CFD models for its description. While the experiments are performed at the University at Zittau/Gorlitz, the theoretical modeling efforts are concentrated at Forschungszentrum Dresden-Rossendorf. In the current paper the basic concepts for CFD modeling are described and feasibility studies including the conceptual design of the experiments are presented. Copyright © 2008 by ASME.

Opinion leaders' role in innovation diffusion:a simulation study

This study investigates the critical role that opinion leaders (or influentials) play in the adoption process of new products. Recent existing reseach evidence indicates a limited effect of opinion leaders on diffusion processes, yet these studies take into account merely the network position of opinion leaders without addressing their influential power. Empirical findings of our study show that opinion leaders, in addition to having a more central network position, possess more accurate knowledge about a product and tend to be less susceptible to norms and more innovative. Experiments that address these attributes, using an agent-based model, demonstrate that opinion leaders increase the speed of the information stream and the adoption process itself. Furthermore, they increase the maximum adoption percentage. These results indicate that targeting opinion leaders remains a valuable marketing strategy.

Agent-based simulation of lock-in dynamics in a duopoly

Lock-in is observed in real world markets of experience goods; experience goods are goods whose characteristics are difficult to determine in advance, but ascertained upon consumption. We create an agent-based simulation of consumers choosing between two experience goods available in a virtual market. We model consumers in a grid representing the spatial network of the consumers. Utilising simple assumptions, including identical distributions of product experience and consumers having a degree of follower tendency, we explore the dynamics of the model through simulations. We conduct simulations to create a lock-in before testing several hypotheses upon how to break an existing lock-in; these include the effect of advertising and free give-away. Our experiments show that the key to successfully breaking a lock-in required the creation of regions in a consumer population. Regions arise due to the degree of local conformity between agents within the regions, which spread throughout the population when a mildly superior competitor was available. These regions may be likened to a niche in a market, which gains in popularity to transition into the mainstream.

Gas-liquid simulation of an airlift bubble column reactor

The simulation of two-phase flow for an experimental airlift reactor (32-l volume) using commercially available software from Fluent Incorporated is presented here (http://www.fluent.co.uk). Data from the simulation is compared with the experimental data obtained by the tracking of a magnetic particle and analysis of the pressure drop to determine the gas hold-up. Comparisons between vertical velocity and gas hold-up were made for a series of experiments where the superficial gas velocity in the riser was adjusted between 0.01 and 0.075 m s-1. © 2003 Elsevier B.V. All rights reserved.

Experiments for CFD-modelling of cooling water and Insulation debris two-phase flow phenomena during loss of coolant accidents

The knowledge of insulation debris generation and transport gains in importance regarding reactor safety research for PWR and BWR. The insulation debris released near the break consists of a mixture of very different fibres and particles concerning size, shape, consistence and other properties. Some fraction of the released insulation debris will be transported into the reactor sump where it may affect emergency core cooling. Experiments are performed to blast original samples of mineral wool insulation material by steam under original thermal-hydraulic break conditions of BWR. The gained fragments are used as initial specimen for further experiments at acrylic glass test facilities. The quasi ID-sinking behaviour of the insulation fragments are investigated in a water column by optical high speed video techniques and methods of image processing. Drag properties are derived from the measured sinking velocities of the fibres and observed geometric parameters for an adequate CFD modelling. In the test rig "Ring line-II" the influence of the insulation material on the head loss is investigated for debris loaded strainers. Correlations from the filter bed theory are adapted with experimental results and are used to model the flow resistance depending on particle load, filter bed porosity and parameters of the coolant flow. This concept also enables the simulation of a particular blocked strainer with CFDcodes. During the ongoing work further results of separate effect and integral experiments and the application and validation of the CFD-models for integral test facilities and original containment sump conditions are expected.

Bi-directional double auction for financial market simulation

Typical Double Auction (DA) models assume that trading agents are one-way traders. With this limitation, they cannot directly reflect the fact individual traders in financial markets (the most popular application of double auction) choose their trading directions dynamically. To address this issue, we introduce the Bi-directional Double Auction (BDA) market which is populated by two-way traders. Based on experiments under both static and dynamic settings, we find that the allocative efficiency of a static continuous BDA market comes from rational selection of trading directions and is negatively related to the intelligence of trading strategies. Moreover, we introduce Kernel trading strategy designed based on probability density estimation for general DA market. Our experiments show it outperforms some intelligent DA market trading strategies. Copyright © 2013, International Foundation for Autonomous Agents and Multiagent Systems (www.ifaamas.org). All rights reserved.