Error estimate and control in the MSFV method for multiphase flow in porous media

n this paper the iterative MSFV method is extended to include the sequential implicit simulation of time dependent problems involving the solution of a system of pressure-saturation equations. To control numerical errors in simulation results, an error estimate, based on the residual of the MSFV approximate pressure field, is introduced. In the initial time steps in simulation iterations are employed until a specified accuracy in pressure is achieved. This initial solution is then used to improve the localization assumption at later time steps. Additional iterations in pressure solution are employed only when the pressure residual becomes larger than a specified threshold value. Efficiency of the strategy and the error control criteria are numerically investigated. This paper also shows that it is possible to derive an a-priori estimate and control based on the allowed pressure-equation residual to guarantee the desired accuracy in saturation calculation.

Physically based walking simulation

Hem realitzat l’estudi de moviments humans i hem buscat la forma de poder crear aquests moviments en temps real sobre entorns digitals de forma que la feina que han de dur a terme els artistes i animadors sigui reduïda. Hem fet un estudi de les diferents tècniques d’animació de personatges que podem trobar actualment en l’industria de l’entreteniment així com les principals línies de recerca, estudiant detingudament la tècnica més utilitzada, la captura de moviments. La captura de moviments permet enregistrar els moviments d’una persona mitjançant sensors òptics, sensors magnètics i vídeo càmeres. Aquesta informació és emmagatzemada en arxius que després podran ser reproduïts per un personatge en temps real en una aplicació digital. Tot moviment enregistrat ha d’estar associat a un personatge, aquest és el procés de rigging, un dels punts que hem treballat ha estat la creació d’un sistema d’associació de l’esquelet amb la malla del personatge de forma semi-automàtica, reduint la feina de l’animador per a realitzar aquest procés. En les aplicacions en temps real com la realitat virtual, cada cop més s’està simulant l’entorn en el que viuen els personatges mitjançant les lleis de Newton, de forma que tot canvi en el moviment d’un cos ve donat per l’aplicació d’una força sobre aquest. La captura de moviments no escala bé amb aquests entorns degut a que no és capaç de crear noves animacions realistes a partir de l’enregistrada que depenguin de l’interacció amb l’entorn. L’objectiu final del nostre treball ha estat realitzar la creació d’animacions a partir de forces tal i com ho fem en la realitat en temps real. Per a això hem introduït un model muscular i un sistema de balanç sobre el personatge de forma que aquest pugui respondre a les interaccions amb l’entorn simulat mitjançant les lleis de Newton de manera realista.

Use of high-resolution geophysical data to characterize heterogeneous aquifers: influence of data integration method on hydrological predictions

The integration of geophysical data into the subsurface characterization problem has been shown in many cases to significantly improve hydrological knowledge by providing information at spatial scales and locations that is unattainable using conventional hydrological measurement techniques. The investigation of exactly how much benefit can be brought by geophysical data in terms of its effect on hydrological predictions, however, has received considerably less attention in the literature. Here, we examine the potential hydrological benefits brought by a recently introduced simulated annealing (SA) conditional stochastic simulation method designed for the assimilation of diverse hydrogeophysical data sets. We consider the specific case of integrating crosshole ground-penetrating radar (GPR) and borehole porosity log data to characterize the porosity distribution in saturated heterogeneous aquifers. In many cases, porosity is linked to hydraulic conductivity and thus to flow and transport behavior. To perform our evaluation, we first generate a number of synthetic porosity fields exhibiting varying degrees of spatial continuity and structural complexity. Next, we simulate the collection of crosshole GPR data between several boreholes in these fields, and the collection of porosity log data at the borehole locations. The inverted GPR data, together with the porosity logs, are then used to reconstruct the porosity field using the SA-based method, along with a number of other more elementary approaches. Assuming that the grid-cell-scale relationship between porosity and hydraulic conductivity is unique and known, the porosity realizations are then used in groundwater flow and contaminant transport simulations to assess the benefits and limitations of the different approaches.

Estimation of the probability of congestion using Monte Carlo method in OPS networks

In networks with small buffers, such as optical packet switching based networks, the convolution approach is presented as one of the most accurate method used for the connection admission control. Admission control and resource management have been addressed in other works oriented to bursty traffic and ATM. This paper focuses on heterogeneous traffic in OPS based networks. Using heterogeneous traffic and bufferless networks the enhanced convolution approach is a good solution. However, both methods (CA and ECA) present a high computational cost for high number of connections. Two new mechanisms (UMCA and ISCA) based on Monte Carlo method are proposed to overcome this drawback. Simulation results show that our proposals achieve lower computational cost compared to enhanced convolution approach with an small stochastic error in the probability estimation

Inference about the number of contributors to a DNA mixture: Comparative analyses of a Bayesian network approach and the maximum allele count method.

In the forensic examination of DNA mixtures, the question of how to set the total number of contributors (N) presents a topic of ongoing interest. Part of the discussion gravitates around issues of bias, in particular when assessments of the number of contributors are not made prior to considering the genotypic configuration of potential donors. Further complication may stem from the observation that, in some cases, there may be numbers of contributors that are incompatible with the set of alleles seen in the profile of a mixed crime stain, given the genotype of a potential contributor. In such situations, procedures that take a single and fixed number contributors as their output can lead to inferential impasses. Assessing the number of contributors within a probabilistic framework can help avoiding such complication. Using elements of decision theory, this paper analyses two strategies for inference on the number of contributors. One procedure is deterministic and focuses on the minimum number of contributors required to 'explain' an observed set of alleles. The other procedure is probabilistic using Bayes' theorem and provides a probability distribution for a set of numbers of contributors, based on the set of observed alleles as well as their respective rates of occurrence. The discussion concentrates on mixed stains of varying quality (i.e., different numbers of loci for which genotyping information is available). A so-called qualitative interpretation is pursued since quantitative information such as peak area and height data are not taken into account. The competing procedures are compared using a standard scoring rule that penalizes the degree of divergence between a given agreed value for N, that is the number of contributors, and the actual value taken by N. Using only modest assumptions and a discussion with reference to a casework example, this paper reports on analyses using simulation techniques and graphical models (i.e., Bayesian networks) to point out that setting the number of contributors to a mixed crime stain in probabilistic terms is, for the conditions assumed in this study, preferable to a decision policy that uses categoric assumptions about N.

Implementation of zonal control algorithms in adaptive optical systems with sparse control matrices

Miralls deformables més i més grans, amb cada cop més actuadors estan sent utilitzats actualment en aplicacions d'òptica adaptativa. El control dels miralls amb centenars d'actuadors és un tema de gran interès, ja que les tècniques de control clàssiques basades en la seudoinversa de la matriu de control del sistema es tornen massa lentes quan es tracta de matrius de dimensions tan grans. En aquesta tesi doctoral es proposa un mètode per l'acceleració i la paral.lelitzacó dels algoritmes de control d'aquests miralls, a través de l'aplicació d'una tècnica de control basada en la reducció a zero del components més petits de la matriu de control (sparsification), seguida de l'optimització de l'ordenació dels accionadors de comandament atenent d'acord a la forma de la matriu, i finalment de la seva posterior divisió en petits blocs tridiagonals. Aquests blocs són molt més petits i més fàcils de fer servir en els càlculs, el que permet velocitats de càlcul molt superiors per l'eliminació dels components nuls en la matriu de control. A més, aquest enfocament permet la paral.lelització del càlcul, donant una com0onent de velocitat addicional al sistema. Fins i tot sense paral. lelització, s'ha obtingut un augment de gairebé un 40% de la velocitat de convergència dels miralls amb només 37 actuadors, mitjançant la tècnica proposada. Per validar això, s'ha implementat un muntatge experimental nou complet , que inclou un modulador de fase programable per a la generació de turbulència mitjançant pantalles de fase, i s'ha desenvolupat un model complert del bucle de control per investigar el rendiment de l'algorisme proposat. Els resultats, tant en la simulació com experimentalment, mostren l'equivalència total en els valors de desviació després de la compensació dels diferents tipus d'aberracions per als diferents algoritmes utilitzats, encara que el mètode proposat aquí permet una càrrega computacional molt menor. El procediment s'espera que sigui molt exitós quan s'aplica a miralls molt grans.

A hierarchical approach to model parameter optimization for developmental systems.

In the context of Systems Biology, computer simulations of gene regulatory networks provide a powerful tool to validate hypotheses and to explore possible system behaviors. Nevertheless, modeling a system poses some challenges of its own: especially the step of model calibration is often difficult due to insufficient data. For example when considering developmental systems, mostly qualitative data describing the developmental trajectory is available while common calibration techniques rely on high-resolution quantitative data. Focusing on the calibration of differential equation models for developmental systems, this study investigates different approaches to utilize the available data to overcome these difficulties. More specifically, the fact that developmental processes are hierarchically organized is exploited to increase convergence rates of the calibration process as well as to save computation time. Using a gene regulatory network model for stem cell homeostasis in Arabidopsis thaliana the performance of the different investigated approaches is evaluated, documenting considerable gains provided by the proposed hierarchical approach.

Calculation of Franck-Condon factors including anharmonicity: simulation of the C2 H4+ X̃2B 3u←C2 H4X̃1 Ag band in the photoelectron spectrum of ethylene

Our new simple method for calculating accurate Franck-Condon factors including nondiagonal (i.e., mode-mode) anharmonic coupling is used to simulate the C2H4+X2B 3u←C2H4X̃1 Ag band in the photoelectron spectrum. An improved vibrational basis set truncation algorithm, which permits very efficient computations, is employed. Because the torsional mode is highly anharmonic it is separated from the other modes and treated exactly. All other modes are treated through the second-order perturbation theory. The perturbation-theory corrections are significant and lead to a good agreement with experiment, although the separability assumption for torsion causes the C2 D4 results to be not as good as those for C2 H4. A variational formulation to overcome this circumstance, and deal with large anharmonicities in general, is suggested

Simulation methods with extended stability for stiff biochemical kinetics

Background: With increasing computer power, simulating the dynamics of complex systems in chemistry and biology is becoming increasingly routine. The modelling of individual reactions in (bio)chemical systems involves a large number of random events that can be simulated by the stochastic simulation algorithm (SSA). The key quantity is the step size, or waiting time, τ, whose value inversely depends on the size of the propensities of the different channel reactions and which needs to be re-evaluated after every firing event. Such a discrete event simulation may be extremely expensive, in particular for stiff systems where τ can be very short due to the fast kinetics of some of the channel reactions. Several alternative methods have been put forward to increase the integration step size. The so-called τ-leap approach takes a larger step size by allowing all the reactions to fire, from a Poisson or Binomial distribution, within that step. Although the expected value for the different species in the reactive system is maintained with respect to more precise methods, the variance at steady state can suffer from large errors as τ grows. Results: In this paper we extend Poisson τ-leap methods to a general class of Runge-Kutta (RK) τ-leap methods. We show that with the proper selection of the coefficients, the variance of the extended τ-leap can be well-behaved, leading to significantly larger step sizes.Conclusions: The benefit of adapting the extended method to the use of RK frameworks is clear in terms of speed of calculation, as the number of evaluations of the Poisson distribution is still one set per time step, as in the original τ-leap method. The approach paves the way to explore new multiscale methods to simulate (bio)chemical systems.

A randomized concave programming method for choice network revenue management

Models incorporating more realistic models of customer behavior, as customers choosing froman offer set, have recently become popular in assortment optimization and revenue management.The dynamic program for these models is intractable and approximated by a deterministiclinear program called the CDLP which has an exponential number of columns. However, whenthe segment consideration sets overlap, the CDLP is difficult to solve. Column generationhas been proposed but finding an entering column has been shown to be NP-hard. In thispaper we propose a new approach called SDCP to solving CDLP based on segments and theirconsideration sets. SDCP is a relaxation of CDLP and hence forms a looser upper bound onthe dynamic program but coincides with CDLP for the case of non-overlapping segments. Ifthe number of elements in a consideration set for a segment is not very large (SDCP) can beapplied to any discrete-choice model of consumer behavior. We tighten the SDCP bound by(i) simulations, called the randomized concave programming (RCP) method, and (ii) by addingcuts to a recent compact formulation of the problem for a latent multinomial-choice model ofdemand (SBLP+). This latter approach turns out to be very effective, essentially obtainingCDLP value, and excellent revenue performance in simulations, even for overlapping segments.By formulating the problem as a separation problem, we give insight into why CDLP is easyfor the MNL with non-overlapping considerations sets and why generalizations of MNL posedifficulties. We perform numerical simulations to determine the revenue performance of all themethods on reference data sets in the literature.

Spread spectrum magnetic resonance imaging.

We propose a novel compressed sensing technique to accelerate the magnetic resonance imaging (MRI) acquisition process. The method, coined spread spectrum MRI or simply s(2)MRI, consists of premodulating the signal of interest by a linear chirp before random k-space under-sampling, and then reconstructing the signal with nonlinear algorithms that promote sparsity. The effectiveness of the procedure is theoretically underpinned by the optimization of the coherence between the sparsity and sensing bases. The proposed technique is thoroughly studied by means of numerical simulations, as well as phantom and in vivo experiments on a 7T scanner. Our results suggest that s(2)MRI performs better than state-of-the-art variable density k-space under-sampling approaches.

Nonlinear models and small sample performance of the generalized method of moments

In this paper I explore the issue of nonlinearity (both in the datageneration process and in the functional form that establishes therelationship between the parameters and the data) regarding the poorperformance of the Generalized Method of Moments (GMM) in small samples.To this purpose I build a sequence of models starting with a simple linearmodel and enlarging it progressively until I approximate a standard (nonlinear)neoclassical growth model. I then use simulation techniques to find the smallsample distribution of the GMM estimators in each of the models.

Optimization of multiclass queueing networks with changeover times via the achievable region approach: Part I, the single-station case

We address the performance optimization problem in a single-stationmulticlass queueing network with changeover times by means of theachievable region approach. This approach seeks to obtainperformance bounds and scheduling policies from the solution of amathematical program over a relaxation of the system's performanceregion. Relaxed formulations (including linear, convex, nonconvexand positive semidefinite constraints) of this region are developedby formulating equilibrium relations satisfied by the system, withthe help of Palm calculus. Our contributions include: (1) newconstraints formulating equilibrium relations on server dynamics;(2) a flow conservation interpretation of the constraintspreviously derived by the potential function method; (3) newpositive semidefinite constraints; (4) new work decomposition lawsfor single-station multiclass queueing networks, which yield newconvex constraints; (5) a unified buffer occupancy method ofperformance analysis obtained from the constraints; (6) heuristicscheduling policies from the solution of the relaxations.

PENELOPE-2008: A Code System for Monte Carlo Simulation of Electron and Photon Transport

The computer code system PENELOPE (version 2008) performs Monte Carlo simulation of coupledelectron-photon transport in arbitrary materials for a wide energy range, from a few hundred eV toabout 1 GeV. Photon transport is simulated by means of the standard, detailed simulation scheme.Electron and positron histories are generated on the basis of a mixed procedure, which combinesdetailed simulation of hard events with condensed simulation of soft interactions. A geometry packagecalled PENGEOM permits the generation of random electron-photon showers in material systemsconsisting of homogeneous bodies limited by quadric surfaces, i.e., planes, spheres, cylinders, etc. Thisreport is intended not only to serve as a manual of the PENELOPE code system, but also to provide theuser with the necessary information to understand the details of the Monte Carlo algorithm.

Direct simulation of interface dynamics: linking capillary pressure, interfacial area and surface energy

We perform direct numerical simulations of drainage by solving Navier- Stokes equations in the pore space and employing the Volume Of Fluid (VOF) method to track the evolution of the fluid-fluid interface. After demonstrating that the method is able to deal with large viscosity contrasts and to model the transition from stable flow to viscous fingering, we focus on the definition of macroscopic capillary pressure. When the fluids are at rest, the difference between inlet and outlet pressures and the difference between the intrinsic phase average pressure coincide with the capillary pressure. However, when the fluids are in motion these quantities are dominated by viscous forces. In this case, only a definition based on the variation of the interfacial energy provides an accurate measure of the macroscopic capillary pressure and allows separating the viscous from the capillary pressure components.