FPGA Acceleration of Monte Carlo-based Financial Simulation: Design Challenges and Lessons Learnt

The simulation of interest rate derivatives is a powerful tool to face the current market fluctuations. However, the complexity of the financial models and the way they are processed require exorbitant computation times, what is in clear conflict with the need of a processing time as short as possible to operate in the financial market. To shorten the computation time of financial derivatives the use of hardware accelerators becomes a must.

A simulation method to estimate closing forces in car-sealing rubber elements

The door-closing process can reinforce the impression of a solid, rock-proof, car body or of a rather cheap, flimsy vehicle. As there are no real prototypes during rubber profile bidding-out stages, engineers need to carry out non-linear numerical simulations that involve complex phenomena as well as static and dynamic loads for several profile candidates. This paper presents a structured virtual design tool based on FEM, including constitutive laws and incompressibility constraints allowing to predict more realistically the final closing forces and even to estimate sealing overpressure as an additional guarantee of noise insulation. Comparisons with results of physical tests are performed.

BioMet®Tools: from modeling and simulation to product design and development

BioMet®Tools is a set of software applications developed for the biometrical characterization of voice in different fields as voice quality evaluation in laryngology, speech therapy and rehabilitation, education of the singing voice, forensic voice analysis in court, emotional detection in voice, secure access to facilities and services, etc. Initially it was conceived as plain research code to estimate the glottal source from voice and obtain the biomechanical parameters of the vocal folds from the spectral density of the estimate. This code grew to what is now the Glottex®Engine package (G®E). Further demands from users in medical and forensic fields instantiated the development of different Graphic User Interfaces (GUI’s) to encapsulate user interaction with the G®E. This required the personalized design of different GUI’s handling the same G®E. In this way development costs and time could be saved. The development model is described in detail leading to commercial production and distribution. Study cases from its application to the field of laryngology and speech therapy are given and discussed.

Including hardware/software co-design in the ASSERT model driven engineering process.

Abstract. The ASSERT project de?ned new software engineering methods and tools for the development of critical embedded real-time systems in the space domain. The ASSERT model-driven engineering process was one of the achievements of the project and is based on the concept of property- preserving model transformations. The key element of this process is that non-functional properties of the software system must be preserved during model transformations. Properties preservation is carried out through model transformations compliant with the Ravenscar Pro?le and provides a formal basis to the process. In this way, the so-called Ravenscar Computational Model is central to the whole ASSERT process. This paper describes the work done in the HWSWCO study, whose main objective has been to address the integration of the Hardware/Software co-design phase in the ASSERT process. In order to do that, non-functional properties of the software system must also be preserved during hardware synthesis. Keywords : Ada 2005, Ravenscar pro?le, Hardware/Software co-design, real- time systems, high-integrity systems, ORK

Simulation of Temperatures and Stresses during Construction of a RCC Dam

Se describen las variaciones de temperaturas y de tensiones durante la construcción de presas de hormigón compactado. The curing of concrete is an exothermic process. The heat of hydration generated induces temperature increases in the concrete, which will disappear in the long term by heat conduction in the concrete mass and thermal exchanges with the environment. The problem is of particularly interest for large concrete masses, as is the case of dams, because the time involved in the heat diffusion process grows with the square of the dimensions and a hotter dam interior implies the possibility of cracking the exposed surfaces of the dam. The Cuira dam, currently being built in Venezuela using roller compacted concrete, is a 134 m high, arch-gravity dam. In support of the design, different strategies were analysed, including various combinations of cooling of the water and the aggregate in order to achieve acceptable results. The calculations were conducted with Abaqus, taking into account all the necessary mechanical and thermal characteristics, as well as the relevant non-linearities. The analyses led to the conclusion that no cooling was required, even taking into account the stress state imposed by an early and rapid filling of the reservoir.

Software tool for simulation of aircraft trajectories

New concepts in air navigation have been introduced recently. Among others, are the concepts of trajectory optimization, 4D trajectories, RBT (Reference Business Trajectory), TBO (trajectory based operations), CDA (Continuous Descent Approach) and ACDA (Advanced CDA), conflict resolution, arrival time (AMAN), introduction of new aircraft (UAVs, UASs) in air space, etc. Although some of these concepts are new, the future Air Traffic Management will maintain the four ATM key performance areas such as Safety, Capacity, Efficiency, and Environmental impact. So much, the performance of the ATM system is directly related to the accuracy with which the future evolution of the traffic can be predicted. In this sense, future air traffic management will require a variety of support tools to provide suitable help to users and engineers involved in the air space management. Most of these tools are based on an appropriate trajectory prediction module as main component. Therefore, the purposes of these tools are related with testing and evaluation of any air navigation concept before they become fully operative. The aim of this paper is to provide an overview to the design of a software tool useful to estimate aircraft trajectories adapted to air navigation concepts. Other usage of the tool, like controller design, vertical navigation assessment, procedures validation and hardware and software in the loop are available in the software tool. The paper will show the process followed to design the tool, the software modules needed to perform accurately and the process followed to validate the output data.

Agent-based modeling and simulation for the design of the future european Air Traffic Management system: the experience of CASSIOPEIA

The SESAR (Single European Sky ATM Research) program is an ambitious re-search and development initiative to design the future European air traffic man-agement (ATM) system. The study of the behavior of ATM systems using agent-based modeling and simulation tools can help the development of new methods to improve their performance. This paper presents an overview of existing agent-based approaches in air transportation (paying special attention to the challenges that exist for the design of future ATM systems) and, subsequently, describes a new agent-based approach that we proposed in the CASSIOPEIA project, which was developed according to the goals of the SESAR program. In our approach, we use agent models for different ATM stakeholders, and, in contrast to previous work, our solution models new collaborative decision processes for flow traffic management, it uses an intermediate level of abstraction (useful for simulations at larger scales), and was designed to be a practical tool (open and reusable) for the development of different ATM studies. It was successfully applied in three stud-ies related to the design of future ATM systems in Europe.

Design of a Two-Phase buck converter with fourth-order output filter for envelope amplifiers of limited bandwidth

The use of techniques such as envelope tracking (ET) and envelope elimination and restoration (EER) can improve the efficiency of radio frequency power amplifiers (RFPA). In both cases, high-bandwidth DC/DC converters called envelope amplifiers (EA) are used to modulate the supply voltage of the RFPA. This paper addresses the analysis and design of a modified two-phase Buck converter optimized to operate as EA. The effects of multiphase operation on the tracking capabilities are analyzed. The use of a fourth-order output filter is proposed to increase the attenuation of the harmonics generated by the PWM operation, thus allowing a reduction of the ratio between the switching frequency and the converter bandwidth. The design of the output filter is addressed considering envelope tracking accuracy and distortion caused by the side bands arising from the nonlinear modulation process. Finally, the proposed analysis and design methods are supported by simulation results, as well as demonstrated by experiments obtained using two 100-W, 10-MHz, two-phase Buck EAs capable of accurately tracking a 1.5-MHz bandwidth OFDM signal.

Simulation and geometrical design of multi-section tapered semiconductor optical amplifiers at 1.57 µm

Fully integrated semiconductor master-oscillator power-amplifiers (MOPA) with a tapered power amplifier are attractive sources for applications requiring high brightness. The geometrical design of the tapered amplifier is crucial to achieve the required power and beam quality. In this work we investigate by numerical simulation the role of the geometrical design in the beam quality and in the maximum achievable power. The simulations were performed with a Quasi-3D model which solves the complete steady-state semiconductor and thermal equations combined with a beam propagation method. The results indicate that large devices with wide taper angles produce higher power with better beam quality than smaller area designs, but at expenses of a higher injection current and lower conversion efficiency.

A Reliable Open-Source System Architecture for the Fast Designing and Prototyping of Autonomous Multi-UAV Systems: Simulation and Experimentation

During the process of design and development of an autonomous Multi-UAV System, two main problems appear. The first one is the difficulty of designing all the modules and behaviors of the aerial multi-robot system. The second one is the difficulty of having an autonomous prototype of the system for the developers that allows to test the performance of each module even in an early stage of the project. These two problems motivate this paper. A multipurpose system architecture for autonomous multi-UAV platforms is presented. This versatile system architecture can be used by the system designers as a template when developing their own systems. The proposed system architecture is general enough to be used in a wide range of applications, as demonstrated in the paper. This system architecture aims to be a reference for all designers. Additionally, to allow for the fast prototyping of autonomous multi-aerial systems, an Open Source framework based on the previously defined system architecture is introduced. It allows developers to have a flight proven multi-aerial system ready to use, so that they can test their algorithms even in an early stage of the project. The implementation of this framework, introduced in the paper with the name of “CVG Quadrotor Swarm”, which has also the advantages of being modular and compatible with different aerial platforms, can be found at https://​github.​com/​Vision4UAV/​cvg_​quadrotor_​swarm with a consistent catalog of available modules. The good performance of this framework is demonstrated in the paper by choosing a basic instance of it and carrying out simulation and experimental tests whose results are summarized and discussed in this paper.

Integration of different models in the design of chemical processes: Application to the design of a power plant

With advances in the synthesis and design of chemical processes there is an increasing need for more complex mathematical models with which to screen the alternatives that constitute accurate and reliable process models. Despite the wide availability of sophisticated tools for simulation, optimization and synthesis of chemical processes, the user is frequently interested in using the ‘best available model’. However, in practice, these models are usually little more than a black box with a rigid input–output structure. In this paper we propose to tackle all these models using generalized disjunctive programming to capture the numerical characteristics of each model (in equation form, modular, noisy, etc.) and to deal with each of them according to their individual characteristics. The result is a hybrid modular–equation based approach that allows synthesizing complex processes using different models in a robust and reliable way. The capabilities of the proposed approach are discussed with a case study: the design of a utility system power plant that has been decomposed into its constitutive elements, each treated differently numerically. And finally, numerical results and conclusions are presented.

Rigorous Design of Complex Distillation Columns Using Process Simulators and the Particle Swarm Optimization Algorithm

We present a derivative-free optimization algorithm coupled with a chemical process simulator for the optimal design of individual and complex distillation processes using a rigorous tray-by-tray model. The proposed approach serves as an alternative tool to the various models based on nonlinear programming (NLP) or mixed-integer nonlinear programming (MINLP) . This is accomplished by combining the advantages of using a commercial process simulator (Aspen Hysys), including especially suited numerical methods developed for the convergence of distillation columns, with the benefits of the particle swarm optimization (PSO) metaheuristic algorithm, which does not require gradient information and has the ability to escape from local optima. Our method inherits the superstructure developed in Yeomans, H.; Grossmann, I. E.Optimal design of complex distillation columns using rigorous tray-by-tray disjunctive programming models. Ind. Eng. Chem. Res.2000, 39 (11), 4326–4335, in which the nonexisting trays are considered as simple bypasses of liquid and vapor flows. The implemented tool provides the optimal configuration of distillation column systems, which includes continuous and discrete variables, through the minimization of the total annual cost (TAC). The robustness and flexibility of the method is proven through the successful design and synthesis of three distillation systems of increasing complexity.

Simultaneous environmental and economic process synthesis of Isobutane Alkylation

This multidisciplinary study concerns the optimal design of processes with a view to both maximizing profit and minimizing environmental impacts. This can be achieved by a combination of traditional chemical process design methods, measurements of environmental impacts and advanced mathematical optimization techniques. More to the point, this paper presents a hybrid simulation-multiobjective optimization approach that at once optimizes the production cost and minimizes the associated environmental impacts of isobutane alkylation. This approach has also made it possible to obtain the flowsheet configurations and process variables that are needed to manufacture isooctane in a way that satisfies the above-stated double aim. The problem is formulated as a Generalized Disjunctive Programming problem and solved using state-of-the-art logic-based algorithms. It is shown, starting from existing alternatives for the process, that it is possible to systematically generate a superstructure that includes alternatives not previously considered. The optimal solution, in the form a Pareto curve, includes different structural alternatives from which the most suitable design can be selected. To evaluate the environmental impact, Life Cycle Assessment based on two different indicators is employed: Ecoindicator 99 and Global Warming Potential.

Isobutane Alkylation Process Synthesis by means of Hybrid Simulation-Multiobjective Optimization

Multiobjective Generalized Disjunctive Programming (MO-GDP) optimization has been used for the synthesis of an important industrial process, isobutane alkylation. The two objective functions to be simultaneously optimized are the environmental impact, determined by means of LCA (Life Cycle Assessment), and the economic potential of the process. The main reason for including the minimization of the environmental impact in the optimization process is the widespread environmental concern by the general public. For the resolution of the problem we employed a hybrid simulation- optimization methodology, i.e., the superstructure of the process was developed directly in a chemical process simulator connected to a state of the art optimizer. The model was formulated as a GDP and solved using a logic algorithm that avoids the reformulation as MINLP -Mixed Integer Non Linear Programming-. Our research gave us Pareto curves compounded by three different configurations where the LCA has been assessed by two different parameters: global warming potential and ecoindicator-99.

X lberoamerican Conference on Phase Equilibria and Fluid Properties for Process Design (EQUIFASE): June 28-July 1, 2015 - Alicante (Spain): Book of Abstracts

The general purpose of the EQUIFASE Conference is to promote the Scientific and Technologic exchange between people from both the academic and the industrial environment in the field of Phase Equilibria and Thermodynamic Properties for the Design of Chemical Processes. Topics: Measurement of Thermodynamic Properties. Phase Equilibria and Chemical Equilibria. Theory and Modelling. Alternative Solvents. Supercritical Fluids. Ionic Liquids. Energy. Gas and oil. Petrochemicals. Environment and sustainability. Biomolecules and Biotechnology. Product and Process Design. Databases and Software. Education.