Deterministic Procedure Research Articles

Empirically estimating error of integration by quasi-Monte Carlo method

The possibility of applying probability-theoretical methods to a deterministic procedure for estimating the error of evaluating multiple integrals by the quasi-Monte Carlo method is considered. The existing methods for estimating this error are nonconstructive.

A reduced-order model for Monte Carlo simulations of stochastic groundwater flow

We explore the ability of the greedy algorithm to serve as an effective tool for the construction of reduced-order models for the solution of fully saturated groundwater flow in the presence of randomly distributed transmissivities. The use of a reduced model is particularly appealing in the context of numerical Monte Carlo (MC) simulations that are typically performed, e.g., within environmental risk assessment protocols. In this context, model order reduction techniques enable one to construct a surrogate model to reduce the computational burden associated with the solution of the partial differential equation governing the evolution of the system. These techniques approximate the model solution with a linear combination of spatially distributed basis functions calculated from a small set of full model simulations. The number and the spatial behavior of these basis functions determine the computational efficiency of the reduced model and the accuracy of the approximated solution. The greedy algorithm provides a deterministic procedure to select the basis functions and build the reduced-order model. Starting from a single basis function, the algorithm enriches the set of basis functions until the largest error between the full and the reduced model solutions is lower than a predefined tolerance. The comparison between the standard MC and the reduced-order approach is performed through a two-dimensional steady-state groundwater flow scenario in the presence of a uniform (in the mean) hydraulic head gradient. The natural logarithm of the aquifer transmissivity is modeled as a second-order stationary Gaussian random field. The accuracy of the reduced basis model is assessed as a function of the correlation scale and variance of the log-transmissivity. We explore the performance of the reduced model in terms of the number of iterations of the greedy algorithm and selected metrics quantifying the discrepancy between the sample distributions of hydraulic heads computed with the full and the reduced model. Our results show that the reduced model is accurate and is highly efficient in the presence of a small variance and/or a large correlation length of the log-transmissivity field. The flow scenarios associated with large variances and small correlation lengths require an increased number of basis functions to accurately describe the collection of the MC solutions, thus reducing significantly the computational advantages associated with the reduced model.

Physically-based extreme flood frequency with stochastic storm transposition and paleoflood data on large watersheds

Summary Traditionally, deterministic flood procedures such as the Probable Maximum Flood have been used for critical infrastructure design. Some Federal agencies now use hydrologic risk analysis to assess potential impacts of extreme events on existing structures such as large dams. Extreme flood hazard estimates and distributions are needed for these efforts, with very low annual exceedance probabilities ( ⩽ 10 - 4 ) (return periods >10,000 years). An integrated data-modeling hydrologic hazard framework for physically-based extreme flood hazard estimation is presented. Key elements include: (1) a physically-based runoff model (TREX) coupled with a stochastic storm transposition technique; (2) hydrometeorological information from radar and an extreme storm catalog; and (3) streamflow and paleoflood data for independently testing and refining runoff model predictions at internal locations. This new approach requires full integration of collaborative work in hydrometeorology, flood hydrology and paleoflood hydrology. An application on the 12,000 km2 Arkansas River watershed in Colorado demonstrates that the size and location of extreme storms are critical factors in the analysis of basin-average rainfall frequency and flood peak distributions. Runoff model results are substantially improved by the availability and use of paleoflood nonexceedance data spanning the past 1000 years at critical watershed locations.

Recently Released Guidelines Supplement Petroleum Resources Management System

This article, written by Special Publications Editor Adam Wilson, contains highlights of paper SPE 162520, ’New Guidelines Document Assists With PRMS Applications,’ by W. John Lee, SPE, University of Houston; Satinder Purewal, SPE, Energy Equity Resources; and D. Ronald Harrell, SPE, Ryder Scott, prepared for the 2012 SPE Annual Technical Conference and Exhibition, San Antonio, Texas, USA, 8-10 October. The paper has not been peer reviewed. The Guidelines for Application of the Petroleum Resources Management System (AG) document was issued in November 2011 to accompany and support the Petroleum Resources Management System (PRMS). The AG updates the 2001 document Guidelines for the Evaluation of Petroleum Reserves and Resources. This document will assist reserves evaluators throughout the world in understanding PRMS and how it should be applied in financial, regulatory, and reporting activities. Two new chapters have been added to the AG, eight others have been updated, and a comprehensive glossary has been added. Introduction The AG was issued by SPE, along with the American Association of Petroleum Geologists (AAPG), the World Petroleum Council (WPC), the Society of Petroleum Evaluation Engineers (SPEE), and the Society of Exploration Geophysicists (SEG). It is available free to the public on the SPE website. SPE has a long history of developing common standards for petroleum-resource definitions to provide consistency, transparency, and reliability to benefit stakeholders involved in international finance, regulation, and reporting. In 1997, SPE and the WPC achieved a milestone in standardization when they approved the Petroleum Reserves Definitions. In 2000, SPE, WPC, and AAPG approved an updated version of the definitions, published as the Petroleum Resources Classification System and Definitions. In 2001, SPE issued Guidelines for the Evaluation of Petroleum Reserves and Resources, the predecessor of AG, to provide guidance for application of the 1997 and 2000 definitions. Then, in 2007, SPE, WPC, AAPG, and SPEE approved the PRMS. SEG subsequently endorsed PRMS. PRMS has rapidly become the global standard for resources definitions and classification. For example, the US Securities and Exchange Commission used PRMS as a guide for its updated rules, Modernization of Oil and Gas Reporting, published 31 December 2008. SPE and its sister organizations recognized that new guidelines were required to provide guidance for application of PRMS, replacing the 2001 guidelines. The 2001 guidelines were the starting point for AG, which has been updated by adding two new chapters and by modifying eight existing chapters. The two new chapters are Assessment of Petroleum Resources Using Deterministic Procedures (Chapter 4) Unconventional Resources Estimation (Chapter 8)

Factors Affecting the Reliability of Augered Cast-In-Place Piles in Granular Soils at the Serviceability Limit State (DFI 2013 Young Professor Paper Competition Winner)

Owing to an increasing demand to manage risk and maximize cost-effectiveness, preference for reliability-based design (RBD) over traditional deterministic design procedures has increased for deep f...

Performance of Resampling Methods Based on Decision Trees, Parametric and Nonparametric Bayesian Classifiers for Three Medical Datasets

Abstract The figures visualizing single and combined classifiers coming from decision trees group and Bayesian parametric and nonparametric discriminant functions show the importance of diversity of bagging or boosting combined models and confirm some theoretical outcomes suggested by other authors. For the three medical sets examined, decision trees, as well as linear and quadratic discriminant functions are useful for bagging and boosting. Classifiers, which do not show an increasing tendency for resubstitution errors in subsequent boosting deterministic procedures loops, are not useful for fusion, e.g. kernel discriminant function. For the success of resampling classifiers’ fusion, the compromise be- tween accuracy and diversity is needed. Diversity important in the success of boosting and bagging may be assessed by concordance of base classifiers with the learning vector.

Approximability of the vertex cover problem in power-law graphs

In this paper we construct an approximation algorithm for the Minimum Vertex Cover (Min-VC) problem with an expected approximation ratio of 2−ζ(β)−1−12β2βζ(β−1)ζ(β) for random power-law graphs in the P(α,β) model due to Aiello et al. Here ζ(β) is the Riemann zeta function of β. We obtain this result by combining the Nemhauser and Trotter approach for Min-VC with a new deterministic rounding procedure which achieves an approximation ratio of 32 on a subset of low degree vertices for which the expected contribution to the cost of the associated linear program is sufficiently large.

A multicriteria decision model for selecting a portfolio of oil and gas exploration projects

As well as exploratory activity being at the heart of and guiding the future of the oil industry, it is fundamental that there be a comprehensive analysis covering the various factors and nuances that arise in the selection of exploration projects. Moreover, it is essential that a decision model enables the decisionmaker's preferences to be addressed in a structured (and methodologically correct) way, and one which is easy to understand and to apply in a real-world. Therefore, this paper proposes a multicriteria decision model which underpins using a deterministic procedure for selecting a portfolio of oil and gas exploration projects and thereafter a reality-based application is set out, based on a decision making context within Petrobras.

Optimal Mix of Elective Surgical Procedures Under Stochastic Patient Length of Stay

We consider the problem of allocating daily hospital service capacity among several types of elective surgical procedures. Our focus is on the interaction between two major constraining hospital resources: operating room and bed capacity. In our model, each type of surgical procedure has an associated revenue, deterministic procedure duration and stochastic hospital length of stay. In our modeling of length of stay durations, we consider arbitrary distributions and derive a two-moment approximation for the daily numbers of occupied beds for a given portfolio of procedures. We demonstrate the complexity of the problem of optimizing daily portfolio of procedures in the presence of limited operating room and bed capacity and derive a complete characterization of the optimal portfolio for the case of two procedure types. For arbitrary number of procedure types, we use linearization of the bed constraint to propose a heuristic solution to the portfolio optimization problem, derive a bound for its performance, and illustrate its effectiveness using the data reported in the 2010 Nationwide Inpatient Sample.

Global K-Means (GKM) Clustering Algorithm: A Survey

means clustering is a popular clustering algorithm but is having some problems as initial conditions and it will fuse in local minima. A method was proposed to overcome this problem known as Global K-Means clustering algorithm (GKM). This algorithm has excellent skill to reduce the computational load without significantly affecting the solution quality. We studied GKM and its variants and presents a survey with critical analysis. We also proposed a new concept of Faster Global K-means algorithms for Streamed Data sets (FGKM-SD). FGKM-SD improves the efficiency of clustering and will take low time & storage space. the randomly chosen sets. Every run should be initialized using the K final centroid locations from one of the run of 10 subsets. The K center location that we get from this run will be used to initialize the K-means algorithm for the complete data set. The Global K-Means algorithm (The GKM algorithm) (2) is the incremental approach of clustering. We can dynamically add one cluster center at a time using deterministic global search procedure from suitable initial positions. It is consists of N (Where N is the size of the dataset) executions of K- means algorithm. Experimental results of the algorithm show that GKM algorithm considerably out performs the K-means algorithms.

Probabilistic Formulation of the Cyclic Void Growth Model to Predict Ultralow Cycle Fatigue in Structural Steel

The previously developed cyclic void growth model (CVGM) has been demonstrated to accurately simulate ductile fracture initiation under monotonic and ultralow cycle fatigue loading for a variety of steel materials and geometric configurations. Prediction of ductile fracture initiation involves significant uncertainty, particularly where there is high variability in the material (e.g., welded connections) subjected to irregular cyclic loading. The reliability of the model predictions is improved through a probabilistic formulation based on maximum likelihood parameter estimation. The probabilistic formulation, which incorporates information from both the failure and nonfailure loading cycles, has the following features: (1) the calibration of model parameters provides the maximum likelihood of agreement for a given set of cyclic fracture observations, and (2) fracture predictions are provided in a probabilistic sense by generating a distribution of the expected instant of fracture. The benefit of the approach is twofold. First, it eliminates an inconsistency that is inherent in the deterministic calibration procedure, as proposed in the original development of the CVGM. Second, the degree of certainty of fracture predictions is quantified. In combination, these features significantly enhance the robustness of the framework within which the model is implemented. Although this paper applies this approach in the specific context of the CVGM, the method can be generalized to other models that share similar characteristics.

Verification of existing reinforced concrete bridges using the semi-probabilistic approach

At present existing bridges are mostly verified using simplified deterministic procedures. Application of the partial factors recommended for the design of construction works often yields conservative results and may lead to expensive repairs. More realistic verification of actual performance can be achieved using partial factors based on the semi-probabilistic approach in accordance with EN 1990 and ISO 2394. This method is easy to use and yet yields a well-balanced structural reliability. The present study intends to clarify applications of the semi-probabilistic approach in verifications of existing reinforced concrete bridges. Numerical examples supplement general procedures and illustrate how the design values and partial factors can be derived for different target reliability levels and remaining working lives.

Verifying liquefaction remediation beneath an earth dam using SPT and CPT based methods

This paper presents a case study of liquefaction potential assessment for the foundation of an earth dam in Tunisia. An emphasis was made on the exploration of geotechnical conditions and the interpretation of field tests (SPT and CPT) and the results were collected before and after soil densification using the vibrocompaction technique. The assessment of soil liquefaction triggering was made using deterministic and probabilistic simplified procedures. The results indicate that before vibrocompaction the studied area was prone to the liquefaction hazard. However, after vibrocompaction a significant improvement of the soil resistance reduced the liquefaction potential of the sandy foundation soil. The SPT resistance values increased on average from 12 to 25 blow counts/0.3m, and the CPT resistance increased on average from 8MPa to 14MPa. Before vibrocompaction, the factor of safety (FS) against liquefaction fell below 1.0, which means that the soil is susceptible for liquefaction. After vibrocompaction the values of FS exceed the unit which justified the liquefaction mitigation efforts in dam foundation.

Relational dual tableau decision procedures and their applications to modal and intuitionistic logics

We study a class DL of certain decidable relational logics of binary relations with a single relational constant and restricted composition. The logics in DL are defined in terms of semantic restrictions on the models. The main contribution of the present article is the construction of relational dual tableau decision procedures for the logics in DL. The systems are constructed in the framework of the original methodology of relational proof systems, determined only by axioms and inference rules, without any external techniques. All necessary bookkeeping is contained in the proof tree itself and used according to the explicit rules. All the systems are deterministic, producing exactly one proof tree for every formula. Furthermore, we show how the systems for logics in DL can be used as deterministic decision procedures for some modal and intuitionistic logics.

An extended version of the SERPENT-2 code to investigate fuel burn-up and core material evolution of the Molten Salt Fast Reactor

In this work, the Monte Carlo burn-up code SERPENT-2 has been extended and employed to study the material isotopic evolution of the Molten Salt Fast Reactor (MSFR).This promising GEN-IV nuclear reactor concept features peculiar characteristics such as the on-line fuel reprocessing, which prevents the use of commonly available burn-up codes. Besides, the presence of circulating nuclear fuel and radioactive streams from the core to the reprocessing plant requires a precise knowledge of the fuel isotopic composition during the plant operation.The developed extension of SERPENT-2 directly takes into account the effects of on-line fuel reprocessing on burn-up calculations and features a reactivity control algorithm. It is here assessed against a dedicated version of the deterministic ERANOS-based EQL3D procedure (PSI-Switzerland) and adopted to analyze the MSFR fuel salt isotopic evolution.Particular attention is devoted to study the effects of reprocessing time constants and efficiencies on the conversion ratio and the molar concentration of elements relevant for solubility issues (e.g., trivalent actinides and lanthanides). Quantities of interest for fuel handling and safety issues are investigated, including decay heat and activities of hazardous isotopes (neutron and high energy gamma emitters) in the core and in the reprocessing stream. The radiotoxicity generation is also analyzed for the MSFR nominal conditions.The production of helium and the depletion in tungsten content due to nuclear reactions are calculated for the nickel-based alloy selected as reactor structural material of the MSFR. These preliminary evaluations can be helpful in studying the radiation damage of both the primary salt container and the axial reflectors.

Capacity, fragility and damage in reinforced concrete buildings: a probabilistic approach

The main goals of this article are to analyze the use of simplified deterministic nonlinear static procedures for assessing the seismic response of buildings and to evaluate the influence that the uncertainties in the mechanical properties of the materials and in the features of the seismic actions have in the uncertainties of the structural response. A reinforced concrete building is used as a guiding case study. In the calculation of the expected spectral displacement, deterministic nonlinear static methods are simple and straightforward. For not severe earthquakes these approaches lead to somewhat conservative but adequate results when compared to more sophisticated procedures involving nonlinear dynamic analyses. Concerning the probabilistic assessment, the strength properties of the materials, concrete and steel, and the seismic action are considered as random variables. The Monte Carlo method is then used to analyze the structural response of the building. The obtained results show that significant uncertainties are expected; uncertainties in the structural response increase with the severity of the seismic actions. The major influence in the randomness of the structural response comes from the randomness of the seismic action. A useful example for selected earthquake scenarios is used to illustrate the applicability of the probabilistic approach for assessing expected damage and risk. An important conclusion of this work is the need of broaching the fragility of the buildings and expected damage assessment issues from a probabilistic perspective.

Technology Focus: EOR Operations (June 2013)

Technology Focus Enhanced oil recovery (EOR) operations are designed to follow deterministic and detailed procedures, with planned actions for the people executing them and expected reactions from the system (reservoir) to which operations are being applied. However, a number of hurdles need to be overcome to reach a successful action/reaction, problem-free status in EOR operations. One challenge is that success depends on insightful subsurface knowledge. Nevertheless, as is well-known to people in the oil industry, information about key reservoir properties is scarce and limited to point measurements inside the wells and nondestructive remote data at much lower resolution. Thus, there is great uncertainty in the process of describing the reservoir, and EOR operations must be planned, developed, and managed in this uncertain environment. To reduce uncertainty, the strategy should be to focus at first on a robust EOR screening and design process, gathering as much reservoir data as possible. In the second stage, technically sound pilot studies can increase knowledge and reduce operating risk. Time and resources spent on those two topics have provided oil operators with improved EOR-management techniques, despite the underlying reservoir uncertainties, with fewer surprises and less stress and ambiguity. Like a gold-medal team in a synchronized swimming event, despite participants being outside their natural and well-known environments, training and teamwork are responsible for a unique, precise, and quite deterministic result. The papers featured this month will give you only a few examples of the vast amount of high-quality material that was published last year and will illustrate how EOR operations, though challenging, can be tackled on the basis of technological advances in data acquisition and careful analysis and interpretation of reservoir data during screening and pilot-study phases. I hope you will enjoy the reading and will search for additional papers in the OnePetro online library. Recommended additional reading at OnePetro: www.onepetro.org. SPE 164048 Novel Scale Remediation for Steam-Assisted-Gravity-Drainage Operations by Timothy Cheung, Shell Canada, et al. SPE 155123 Industrial Experience in Seawater Desulfination by Pierre Pedenaud, Total, et al. SPE 157996 Optimizing Water-Injection Rates for a Waterflooding Field by Feilong Liu, Chevron Energy Technology Company, et al. SPE 159620 A New Approach To Deliver Highly Concentrated Surfactants for Chemical Enhanced Oil Recovery by Julian Barnes, Shell Global Solutions

An effective inversion strategy for fractal–multifractal encoding of a storm in Boston

Summary Hydrologic data sets such as precipitation records typically feature complex geometries that are difficult to represent as a whole using classical stochastic methods. In recent years, we have developed variants of a deterministic procedure, the fractal–multifractal (FM) method, whose patterns share not only key statistical properties of natural records but also the fine details and textures present on individual data sets. This work presents our latest efforts at encoding a celebrated rainfall data set from Boston and shows how a modified particle swarm optimization (PSO) procedure yields compelling solutions to the inverse problem for such a set. As our FM fits differ from the actual data set by less than 2% in maximum cumulative deviations and yield compression ratios ranging from 76:1 to 228:1, our models can be considered, for all practical purposes, faithful and parsimonious deterministic representations of the storm.

Reconstruction of White Matter Tracts via Repeated Deterministic Streamline Tracking – Initial Experience

Diffusion Tensor Imaging (DTI) and fiber tractography are established methods to reconstruct major white matter tracts in the human brain in-vivo. Particularly in the context of neurosurgical procedures, reliable information about the course of fiber bundles is important to minimize postoperative deficits while maximizing the tumor resection volume. Since routinely used deterministic streamline tractography approaches often underestimate the spatial extent of white matter tracts, a novel approach to improve fiber segmentation is presented here, considering clinical time constraints. Therefore, fiber tracking visualization is enhanced with statistical information from multiple tracking applications to determine uncertainty in reconstruction based on clinical DTI data. After initial deterministic fiber tracking and centerline calculation, new seed regions are generated along the result’s midline. Tracking is applied to all new seed regions afterwards, varying in number and applied offset. The number of fibers passing each voxel is computed to model different levels of fiber bundle membership. Experimental results using an artificial data set of an anatomical software phantom are presented, using the Dice Similarity Coefficient (DSC) as a measure of segmentation quality. Different parameter combinations were classified to be superior to others providing significantly improved results with DSCs of 81.02%±4.12%, 81.32%±4.22% and 80.99%±3.81% for different levels of added noise in comparison to the deterministic fiber tracking procedure using the two-ROI approach with average DSCs of 65.08%±5.31%, 64.73%±6.02% and 65.91%±6.42%. Whole brain tractography based on the seed volume generated by the calculated seeds delivers average DSCs of 67.12%±0.86%, 75.10%±0.28% and 72.91%±0.15%, original whole brain tractography delivers DSCs of 67.16%, 75.03% and 75.54%, using initial ROIs as combined include regions, which is clearly improved by the repeated fiber tractography method.

A combined deterministic and probabilistic procedure for safety assessment of beyond design basis accidents in nuclear power plant: Application to ECCS performance assessment for design basis LOCA redefinition

The concept and assessment approach of nuclear safety in nuclear power plants (NPPs) have been evolved with the technological progress and the lessons learned from the major events. Recently, studies on the integrated approach of deterministic and probabilistic method have been done. In this study, a combined deterministic and probabilistic procedure (CDPP) is proposed for safety assessment of the beyond design basis accidents (BDBAs). In the CDPP, the conditional exceedance probability obtained by the best estimate plus uncertainty method acts as go-between deterministic and probabilistic safety assessments, resulting in more reliable values of core damage frequency and conditional core damage probability. To verify applicability of the methodology, performance of the APR-1400 emergency core cooling system is assessed against large break loss of coolant accident (LOCA), under the premise that LOCAs for any breaks larger than transition break size would be regarded as BDBA. In addition, discussions are made for analysis results for allowable NPP changes of emergency diesel generator start time extension and power uprating. It is concluded that the proposed CDPP is applicable to safety assessment of BDBAs in NPPs without significant erosion of the safety margin.