Multi-objective genetic programming approach for robust modeling of complex manufacturing processes having probabilistic uncertainty in experimental data

In this paper, a multi-objective uniform-diversity genetic programming (MUGP) algorithm deployed for robust Pareto modeling and prediction of complex nonlinear processes using some input-output data table. The uncertainties included in measured data are considered to obtain more robust models. The considered benchmarks are an explosive cutting and forming processes, in which the nonlinear behavior between the input and output of processes are detected using MUGP. For both case studies, a multi-objective modeling and prediction procedure firstly performed using deterministic data. Secondly, the same identification procedure carried out using probabilistic uncertainty in the experimental input-output data. The objective functions considered are namely, training error, prediction error and number of tree nodes (complexity of models) in the deterministic approach. Accordingly, the mean and standard deviation of training error and prediction error are considered in robust Pareto modeling and prediction of such processes. In this way, Pareto front of such modeling and prediction is first obtained for both explosive cutting and forming processes with deterministic data. Such Pareto front is then obtained using experimental input-output-data having probabilistic uncertainty in input parameters through a Monte Carlo simulation (MCS) approach. In addition, it has been shown that for both cases, the trade-off models obtained from deterministic data have significant biases when tested on data with probabilistic uncertainty. Finally, the obtained results of such multi-objective robust model identification show promising results in terms of compensating uncertainty in the experimental input-output-data.     

Statistical inference for doubly stochastic multichannel Poisson processes: A PCA approach

Efficient computational algorithms for making inferences about the intensity process of an observed doubly stochastic multichannel Poisson process are designed. The proposed solution is based on a numerical version of principal component analysis (PCA) of stochastic processes and hence it can be applied simply with knowledge of the first- and second-order moments of the intensity process of interest. The technique provided is valid for solving all types of estimation problems: filtering, prediction and smoothing.     

A multi-channel spatio-temporal Hammerstein modeling approach for nonlinear distributed parameter processes

Modeling of distributed parameter processes is a challenging problem because of their complex spatio-temporal nature, nonlinearities and uncertainties. In this study, a spatio-temporal Hammerstein modeling approach is proposed for nonlinear distributed parameter processes. Firstly, the static nonlinear and the distributed dynamical linear parts of the Hammerstein model are expanded onto a set of spatial and temporal basis functions. In order to reduce the parametric complexity, the Karhunen–Loève decomposition is used to find the dominant spatial bases with Laguerre polynomials selected as the temporal bases. Then, using the Galerkin method, the spatio-temporal modeling will be reduced to a traditional temporal modeling problem. Finally, the unknown parameters can be easily estimated using the least squares estimation and the singular value decomposition. In the presence of unmodeled dynamics, a multi-channel modeling framework is proposed to further improve the modeling performance. The convergence of the modeling can be guaranteed under certain conditions. The simulations are presented to show the effectiveness of this modeling method and its potential to a wide range of distributed processes.     

Hierarchical stochastic modeling and optimization for petroleum field development under geological uncertainty

Real-world simulation optimization (SO) problems entail complex system modeling and expensive stochastic simulation. Existing SO algorithms may not be applicable for such SO problems because they often evaluate a large number of solutions with many simulation calls. We propose an integrated solution method for practical SO problems based on a hierarchical stochastic modeling and optimization (HSMO) approach. This method models and optimizes the studied system at increasing levels of accuracy by hierarchical sampling with a selected set of principal parameters. We demonstrate the efficiency of HSMO using the example problem of Brugge oil field development under geological uncertainty.     

A differential inclusion approach for modeling and analysis of dynamical systems under uncertainty

In this paper we deal with the application of differential inclusions to modeling nonlinear dynamical systems under uncertainty in parameters. In this case, differential inclusions seem to be better suited to modeling practical situations under uncertainty and imprecision than formulations by means of fuzzy differential equations. We develop a practical algorithm to approximate the reachable sets of a class of nonlinear differential inclusion, which eludes the computational problems of a previous set-valued version of the Heun’s method. Our algorithm is based on a complete discretization (time and state space) of the differential inclusion and it suits hardware features, handling the memory used by the method in a controlled fashion during all iterations. As a case of study, we formulate a differential inclusion to model an epidemic outbreak of dengue fever under Cuban conditions. The model takes into account interaction of human and mosquito populations as well as vertical transmission in the mosquito population. It is studied from the theoretical point of view to apply the Practical Algorithm. Also, we estimate the temporal evolution of the different human and mosquito populations given by the model in the Dengue 3 epidemic in Havana 2001, through the computation of the reachable sets using the Practical Algorithm.     

A Monte Carlo approach for Galerkin radiosity

Galerkin radiosity solves the integral rendering equation by projecting the illumination functions into a set of higher-order basis functions. This paper presents a Monte Carlo approach for Galerkin radiosity to compute the coefficients of the basis functions. The new approach eliminates the problems with edge singularities between adjacent surfaces present in conventional Galerkin radiosity, the time complexity is reduced fromO(K ⁴) toO(K ²) for aK-order basis, and ideally specular energy transport can be simulated. As in conventional Galerkin radiosity, no meshing is required even for large or curved surfaces, thus reducing memory requirements, and no a posteriori Gouraud interpolation is necessary. The new algorithm is simple and can be parallelized on any parallel computer, including massively parallel systems.     

A Galerkin finite element method for time-fractional stochastic heat equation

In this study, a Galerkin finite element method is presented for time-fractional stochastic heat equation driven by multiplicative noise, which arises from the consideration of heat transport in porous media with thermal memory with random effects. The spatial and temporal regularity properties of mild solution to the given problem under certain sufficient conditions are obtained. Numerical techniques are developed by the standard Galerkin finite element method in spatial direction, and Gorenflo–Mainardi–Moretti–Paradisi scheme is applied in temporal direction. The convergence error estimates for both semi-discrete and fully discrete schemes are established. Finally, numerical example is provided to verify the theoretical results.     

A stochastic cross‐efficiency data envelopment analysis approach for supplier selection under uncertainty

This paper addresses one of the key objectives of the supply chain strategic design phase, that is, the optimal selection of suppliers. A methodology for supplier selection under uncertainty is proposed, integrating the cross‐efficiency data envelopment analysis (DEA) and Monte Carlo approach. The combination of these two techniques allows overcoming the deterministic feature of the classical cross‐efficiency DEA approach. Moreover, we define an indicator of the robustness of the determined supplier ranking. The technique is able to manage the supplier selection problem considering nondeterministic input and output data. It allows the evaluation of suppliers under uncertainty, a particularly significant circumstance for the assessment of potential suppliers. The novel approach helps buyers in choosing the right partners under uncertainty and ranking suppliers upon a multiple sourcing strategy, even when considering complex evaluations with a high number of suppliers and many input and output criteria.     

A spatio-temporal Volterra modeling approach for a class of distributed industrial processes

It is difficult to model a distributed parameter system (DPS) due to the infinite-dimensional time/space nature and unknown nonlinear uncertainties. A low-dimensional and simple nonlinear model is often required for practical applications. In this paper, a spatio-temporal Volterra model is proposed with a series of spatio-temporal kernels for modeling unknown nonlinear DPS. To estimate these kernels, they are expanded onto spatial and temporal bases with unknown coefficients. To reduce the model dimension and parametric complexity in the spatial domain, the Karhunen–Loève (KL) method is used to find the dominant spatial bases. To reduce the parametric complexity in the temporal domain, the Laguerre polynomials are selected as temporal bases. Next, using the Galerkin method, this spatio-temporal modeling becomes a linear regression problem. Then unknown parameters can be easily estimated using the least-squares method in the temporal domain. After the time/space synthesis, the spatio-temporal Volterra model can be constructed. The convergence of parameter estimation can be guaranteed under certain conditions. This model has a low-dimensional and simple nonlinear structure, which is useful for the prediction and control of the DPS. The simulation and experiment demonstrate the effectiveness of the proposed modeling method.     

Bayesian approach to neural-network modeling with input uncertainty

It is generally assumed when using Bayesian inference methods for neural networks that the input data contains no noise or corruption. For real-world (errors in variable) problems this is clearly an unsafe assumption. This paper presents a Bayesian neural-network framework which allows for input noise provided that some model of the noise process exists. In the limit where the noise process is small and symmetric it is shown, using the Laplace approximation, that this method gives an additional term to the usual Bayesian error bar which depends on the variance of the input noise process. Further, by treating the true (noiseless) input as a hidden variable and sampling this jointly with the network weights using a Markov chain Monte Carlo method, it is demonstrated that it is possible to infer the regression over the noiseless input.     

一种新的B2B电子商务过程建模方法

针对当前B2B电子商务标准和跨组织的工作流过程建模语言存在的过程描述能力比较差的问题,提出了一种新的B2B电子商务过程建模方法。该方法基于ebXML的业务过程规范模型(BPSS)并将它扩充和一般化,从而有效地实现了B2B电子商务过程模型的建立。     

Modeling wildfire propagation with the stochastic shortest path: A fast simulation approach

Wildfires have significant environmental and economic effects. Since containment of wildfires involves deciding under tight time constraints, there is an increasing need for accurate yet computationally efficient wildfire prediction models. We consider the problem of finding the fire traversal time across a landscape considering wind speed as an unpredictable phenomenon. The landscape is represented as a graph network and fire propagation time is modeled as the Stochastic Shortest Path problem. Monte-Carlo simulation is utilized to determine the fire travel-time distribution. A network size reduction methodology is introduced to quicken the simulation time by eliminating the unimportant parts of the network. This methodology is implemented in Java to simulate the wildfire propagation on a study area located in Massachusetts. This method shows the capability of substantially reducing the simulation time without affecting prediction accuracy, enabling the algorithm to serve as a fast and reliable tool for fire prediction.     

A new sparse grid based method for uncertainty propagation

Current methods for uncertainty propagation suffer from their limitations in providing accurate and efficient solutions to high-dimension problems with interactions of random variables. The sparse grid technique, originally invented for numerical integration and interpolation, is extended to uncertainty propagation in this work to overcome the difficulty. The concept of Sparse Grid Numerical Integration (SGNI) is extended for estimating the first two moments of performance in robust design, while the Sparse Grid Interpolation (SGI) is employed to determine failure probability by interpolating the limit-state function at the Most Probable Point (MPP) in reliability analysis. The proposed methods are demonstrated by high-dimension mathematical examples with notable variate interactions and one multidisciplinary rocket design problem. Results show that the use of sparse grid methods works better than popular counterparts. Furthermore, the automatic sampling, special interpolation process, and dimension-adaptivity feature make SGI more flexible and efficient than using the uniform sample based metamodeling techniques.     

Mathematical modeling of processes in the ionosphere concerned with radiowave propagation

Models of the D, E, and F-regions of the ionosphere, the mesosphere, and the lower thermosphere are considered, together with the model of electromagnetic wave propagation in the Earth’s ionosphere. It is shown that the calculated parameters of the ionospheric plasma can be used in the radio-wave propagation range. The results of the calculation of the ionosphere’s parameters are compared with the experimental data.     

Wavelets Galerkin method for solving stochastic heat equation

In this paper, a new computational method based on the second kind Chebyshev wavelets (SKCWs) together with the Galerkin method is proposed for solving a class of stochastic heat equation. For this purpose, a new stochastic operational matrix for the SKCWs is derived. A collocation method based on block pulse functions is employed to derive a general procedure for forming this matrix. The SKCWs and their operational matrices of integration and stochastic Itô-integration are used to transform the under consideration problem into the corresponding linear system of algebraic equations which can be simply solved to achieve the solution of the problem. The proposed method is very convenient for solving such problems, since the initial and boundary conditions are taken into account automatically. Moreover, the efficiency of the proposed method is shown for some concrete examples. The results reveal that the proposed method is very accurate and efficient.     

Workflow modeling for virtual processes: an order-preserving process-view approach

Conducting workflow management allows virtual enterprises to collaboratively manage business processes. Given the diverse requirements of the participants involved in a business process, providing various participants with adequate process information is critical to effective workflow management. This work describes a novel process-view, i.e., an abstracted process which is derived from a base process to provide process abstraction, for modeling a virtual workflow process. The proposed process-view model enhances the conventional activity-based process models by providing different participants with various views of a process. Moreover, this work presents a novel order-preserving approach to derive a process-view from a base process. The approach proposed herein can preserve the original ordering of activities in the base process. Additionally, a formal model is presented to define an order-preserving process-view. Finally, an algorithm is proposed for automatically generating an order-preserving process-view. The proposed approach increases the flexibility and functionality of workflow management systems.     

A wave propagation approach for reduced dynamic modeling of distillation columns: Optimization and control

Reduced models enable real-time optimization of large-scale processes. We propose a reduced model of distillation columns based on multicomponent nonlinear wave propagation (Kienle 2000). We use a nonlinear wave equation in dynamic mass and energy balances. We thus combine the ideas of compartment modeling and wave propagation. In contrast to existing reduced column models based on nonlinear wave propagation, our model deploys a hydraulic correlation. This enables the column holdup to change as load varies. The model parameters can be estimated solely based on steady-state data. The new transient wave propagation model can be used as a controller model for flexible process operation including load changes. To demonstrate this, we implement full-order and reduced dynamic models of an air separation process and multi-component distillation column in Modelica. We use the open-source framework DyOS for the dynamic optimizations and an Extended Kalman Filter for state estimation. We apply the reduced model in-silico in open-loop forward simulations as well as in several open- and closed-loop optimization and control case studies, and analyze the resulting computational speed-up compared to using full-order stage-by-stage column models. The first case study deals with tracking control of a single air separation distillation column, whereas the second one addresses economic model predictive control of an entire air separation process. The reduced model is able to adequately capture the transient column behavior. Compared to the full-order model, the reduced model achieves highly accurate profiles for the manipulated variables, while the optimizations with the reduced model are significantly faster, achieving more than 95% CPU time reduction in the closed-loop simulation and more than 96% in the open-loop optimizations. This enables the real-time capability of the reduced model in process optimization and control.     

Simultaneous design and control of processes under uncertainty: A robust modelling approach

This paper presents a new methodology to integrate process design and control. The key idea in this method is to represent the system’s closed-loop nonlinear behaviour as a linear state space model complemented with uncertain model parameters. Then, robust control tools are applied to calculate bounds on the process stability, the process feasibility and the worst-case scenario. The new methodology was applied to the simultaneous design and control of a mixing tank process. The resulting design avoids the solution of computationally intensive dynamic optimizations since the integration of design and control problem is reduced to a nonlinear constrained optimization problem.     

Functional series modeling approach to identification ofnonstationary stochastic systems

The problem of identification of a nonstationary stochastic system is considered, and an estimation method based on the functional series modeling (FSM) of the system parameter trajectory is proposed for its solution. It is shown that the parameter-matching properties of FSM estimators can be described in terms of the appropriately defined (time-varying) impulse and frequency responses. It is suggested and verified by means of computer simulation that the averaged frequency characteristics associated with FSM estimators can yield useful information about their parameter-matching abilities