国际天然气价格驱动因素的结构性变化

页岩气开采技术的大规模应用增加了非常规天然气供应潜力,对国际天然气市场供需格局产生了较大冲击。本文利用带结构断点的协整检验、时变系数模型和条件误差修正模型等方法系统地研究了天然气价格与原油价格的动态关系,以及库存、天气和投机等短期因素对气价变化的影响。结果显示,国际天然气价格与原油价格间的协整关系在2005年飓风季与2008年金融危机期间发生了结构性变化,而且原油价格对天然气价格的影响强度呈现倒U型结构。此外,极端天气、突发性事件及投机等短期因素对气价存在显著的短期影响。不过,随着天然气供应出现过剩局面,天然气价格对这些短期因素的敏感性已大幅降低。     

海浪、地震对于轴对称海工建筑物的作用

当今海洋工程中广泛采用各种竖直轴对称结构,诸如贮油罐、采油平台等等。本文论述一种计算上述结构物与其周围的海洋相互作用的极其有效的计算方法,着重讨论如下几个问题的数值计算:1.作用在固定建筑物上的波浪荷载和爬高;2.作用在浮式建筑物上的附加质量、阻尼系数以及激荡力(扰动力);3.因地震荷载作用而产生的基面剪切力和转动力矩;4.浮式建筑物在波浪作用下的运动状态。本文所述方法是一种以轴对称格林函数为基础的边界单元法,并利用结构物本身的轴对称性提出了适用于小型计算机上进行快速有效计算的计算程序。最后,作者给出了不同荷载对于伸出水面的截圆锥式建筑物的作用的计算结果。     

Maritime crude oil transportation - A split pickup and split delivery problem

The maritime oil tanker routing and scheduling problem is known to the literature since before 1950. In the presented problem, oil tankers transport crude oil from supply points to demand locations around the globe. The objective is to find ship routes, load sizes, as well as port arrival and departure times, in a way that minimizes transportation costs. We introduce a path flow model where paths are ship routes. Continuous variables distribute the cargo between the different routes. Multiple products are transported by a heterogeneous fleet of tankers. Pickup and delivery requirements are not paired to cargos beforehand and arbitrary split of amounts is allowed. Small realistic test instances can be solved with route pre-generation for this model. The results indicate possible simplifications and stimulate further research.     

On rigorous upper bounds to a global optimum

In branch and bound algorithms in constrained global optimization, a sharp upper bound on the global optimum is important for the overall efficiency of the branch and bound process. Software to find local optimizers, using floating point arithmetic, often computes an approximately feasible point close to an actual global optimizer. Not mathematically rigorous algorithms can simply evaluate the objective at such points to obtain approximate upper bounds. However, such points may actually be slightly infeasible, and the corresponding objective values may be slightly smaller than the global optimum. A consequence is that actual optimizers are occasionally missed, while the algorithm returns an approximate optimum and corresponding approximate optimizer that is occasionally far away from an actual global optimizer. In mathematically rigorous algorithms, objective values are accepted as upper bounds only if the point of evaluation is proven to be feasible. Such computational proofs of feasibility have been weak points in mathematically rigorous algorithms. This paper first reviews previously proposed automatic proofs of feasibility, then proposes an alternative technique. The alternative technique is tried on a test set that caused trouble for previous techniques, and is also employed in a mathematically rigorous branch and bound algorithm on that test set.     

Assessing systems for offshore emergency evacuation

Emergency evacuation is a rare event in the offshore oil industry. Nonetheless, emergency procedures must be practiced routinely for the benefit of the work force and the emergency services. These practices typically take place in good weather conditions where there is little threat to those involved. However, in reality an emergency could occur in adverse weather conditions which can affect the capabilities of vessels and helicopters. This paper describes a study in which the data from various sources are synthesised in order to estimate the effectiveness of emergency evacuation and rescue systems in a stochastic environment. The study employed a discrete event simulation incorporating a model of the evacuation and rescue operations interfaced with a file of weather data. This approach provided a measure, the probability of completing the evacuation within N hours, for the comparison of alternative systems.     

中缅原油管道贯通对进口原油海上运输成本的影响分析

研究了中缅原油管道贯通对我国进口原油海上运输成本的影响.首先分析了我国的主要原油进口地、进口量和海上运输航线等信息,然后选择了三种不同型号油轮,并调查了其载重量、航速、日租金等数据.以不同型号油轮的运输航次及各条航线上的实际运输量为决策变量,总租金(总运输成本)最小化为目标函数,分别建立了中缅原油管道贯通前后我国进口原油海上运输问题的数学模型,并分别给出了求解方法.最后,根据实际统计数据进行计算,分别求出了中缅原油管道贯通前后我国原油海上运输的总成本,结果显示,中缅原油管道贯通后我国进口原油的海上运输成本将降低4.95%.     

基于复合泊松过程战略石油储备天数的概率模型及其应用

为了明确国家或地区战略石油储备天数,在分析世界发生石油生产中断的历史数据的基础上,建立了战略石油储备天数的复合泊松过程的概率模型。把模型计算结果与国际能源机构确定的经合组织石油储备天数的标准及其实际石油储备数据进行对比分析,发现该模型具有相当的合理性,可以作为指导国家或地区进行战略石油储备的理论依据。     

A network solution to a general vehicle scheduling problem

Dantzig and Fulkerson and later Bellmore et al. have shown that certain vehicle (tanker) scheduling problems can be formulated as minimum cost flow problems on a network. In this paper, the results of Dantzig and Fulkerson are extended to the case where more than one type of vehicle can be used in the determination of an optimal fleet. (In tanker scheduling terminology; how many small, medium and large tankers would form an optical fleet.) It is seen how the problem can be formulated as a modified transportation problem where flow in some arcs is conditioned to there being flow on certain other arcs. These “conditional” transportation problems were solved directly as linear programs and showed the peculiarity of terminating all integer in spite of having a constraint matrix, which does not satisfy the well known sufficient conditions for urimodularity. We discuss the implementation of the model and its empirical results.     

PARTIAL VERSUS GENERAL STORAGE POLICY: COMMODITIES AND RESOURCES

This paper examines joint storage considerations when both commodities and resources can be stored, e.g., grain and water for irrigation. Results suggest that when separate agencies control public resource and commodity storage, suboptimal storage rules occur unless (i) each agency is sensitive to the policies of the other, (ii) commodity inventories are adjusted in response to prices, and (iii) resource inventories are adjusted in response to both commodity demand and resource supply conditions. For example, the common case where water storage depends on weather and reservoir conditions alone is not sufficiently general. The results imply that water management agencies that tend to be dominated by engineers and hydrological considerations need to incorporate economic considerations into decision processes.     

An oil outflow model for tanker collisions and groundings

In this paper we have developed an oil outflow model for collision and grounding accidents of tankers. The collision model explicitly links input variables such as tanker hull design (single or double), displacement and speed, striking vessel displacement and speed, and the interaction angle of both vessels to output variables: longitudinal and transversal damage extents of the tanker. Overlaying these damage extents on the tank vessel’s design yields an oil outflow volume totaling the capacity of the damaged tank compartments. A similar model is developed for grounding accidents. A total of 80,000 simulation accident scenarios described in the National Research Council SR259 report published in 2001 served as the joint data set of input and output variables used in this “linking” process. The oil outflow model herein was designed keeping computational efficiency in mind to allow for its integration with a maritime transportation system (MTS) simulation. We shall demonstrate the use of the oil outflow model as a final analysis layer to evaluate double-hull effectiveness in a geographic context of an MTS simulation model developed for the oil transportation routes traversing the environmentally sensitive San Juan Islands area in Washington State.     

Analysing production and environmental risks in arable farming systems: A mathematical approach

In response to a growing environmental concern in Dutch society, sustainable production systems in arable farming have been developed. Amongst other things, a reduction of the dependency on chemical inputs is attempted. This paper addresses the role of risk in the adoption by farmers of new systems by means of a model that determines differences in production risks between conventional and sustainable farming systems (CAFS and IAFS).Timing of activities – setting out a management track – is particularly important in sustainable arable farming systems. Resource requirements of crop husbandry activities mainly depend on weather conditions. To assess risks caused by weather conditions, the major aspects of crop husbandry in various crops have been modelled. Using tactics in crop husbandry (decision rules) and weather uncertainty as input, crop husbandry models (HMs) calculate management tracks that require resources. The value distributions of resource requirements of crop husbandry according to different farming systems is calculated in different HMs represented by stochastic dynamic directed networks. Hence, production risks of CAFS and IAFS can be compared.On a farm, all the aspects of crop husbandry in the various crops are to be taken into account. Given the weather conditions, tactics for all the aspects are combined in an LP model of the whole farm where they compete for limited resources. In the LP model, tactics are re-assessed by means of the HMS, using information of the LP solution. This iterative procedure enables production risks of CAFS and IAFS to be compared, considering fixed, allocatable resources for the whole farm firm.     

仓库容量有限条件下的随机存贮管理2

讨论了仓库容量有限条件下的随机存贮管理优化问题,认为时间是连续分布的.对于存贮一种商品的问题,根据订货点和自己仓库容量的关系分两种情况讨论,得到平均损失费与订货点、到货时间之间的关系式,利用实测数据拟合出到货时间的概率密度,建立了以平均损失费用的数学期望为目标函数的最优化模型,并使用MATLAB数学软件进行求解,得到三种商品的最优订货点分别为41,37和36.经过分析得知仓库容量与销售速率的比例、单位商品的损失费均对确定订货点都有重要影响.对于存贮多种商品的问题,根据到货时间的取值范围与两个时间临界点(销售完租借仓库中某种商品的时间和销售完所有该种商品的时间)之间的位置关系,将每种商品分为六种情况,m种商品组合起来,就有6()种不同情况,在此基础上,以m种商品的总体平均损失费用的数学期望作为目标函数,建立问题的最优化模型.针对题目中给出的三种商品的情形进行求解,得到最优订货点L*=4.807.最后,对销售速率随机的情形建立模型并进行了讨论.     

Large deflection analysis of floating roofs subjected to earthquake ground motions

Storage tanks with floating roofs have suffered severe damages during past earthquakes. To evaluate the seismic response of the cylindrical liquid storage tanks with floating roofs Hamilton’s variational principle is used. This study investigates the seismic response of the tanks accounting for nonlinearity due to large deflection of the deck plate. The ground motions include the long-period far-field record of Tokachi-oki, the near-source record of Kobe and far-field record of El Centro. It is found that accounting for large deflections in some cases could slightly magnify the roof deflection. However, usually the suppressing effect of the large deflection is more pronounced. Moreover, the frequency range in which large deflections have a suppressing effect is where ground motions are rich in the frequency content. These results are applicable for all of the ground motions considered in the analysis.     

A new row ordering strategy for frontal solvers

The frontal method is a variant of Gaussian elimination that has been widely used since the mid 1970s. In the innermost loop of the computation the method exploits dense linear algebra kernels, which are straightforward to vectorize and parallelize. This makes the method attractive for modern computer architectures. However, unless the matrix can be ordered so that the front is never very large, frontal methods can require many more floating‐point operations for factorization than other approaches. We are interested in matrices that have a highly asymmetric structure. We use the idea of a row graph of an unsymmetric matrix combined with a variant of Sloan's profile reduction algorithm to reorder the rows. We also look at applying the spectral method to the row graph. Numerical experiments performed on a range of practical problems illustrate that our proposed MSRO and hybrid MSRO row ordering algorithms yield substantial reductions in the front sizes and, when used with a frontal solver, significantly enhance its performance both in terms of the factorization time and storage requirements. Copyright © 1999 John Wiley & Sons, Ltd.     

Modelling the confinement of spilled oil with floating booms

An effective mechanical method of confining the oil spills in an open ocean is to use barriers such as floating booms. However, the confined oil may leak beneath a boom if either the towing speed of the boom or the amount of oil is too large. In this paper a simple mathematical model based on the potential theory is presented for the two-layer (oil and water) flow near a vertical barrier. A set of non-linear integral equations is formulated and solved numerically. For the indirect approach we adopted to solve the non-linear integral equations, the water velocity at the water–oil upstream contact point becomes a determining parameter of the final results. It is shown that the oil leakage under the barrier is impossible if the contact point is a stagnation one. For other non-stagnation cases, we were able to compute flows up to critical Froude numbers beyond which the oil will leak underneath the barrier.     

基于物理经验模型约束的机器学习方法在页岩油产量预测中的应用

页岩油气产量预测是确定其开发经济性的重要手段,目前的产量预测研究很少能在物理模型与数据挖掘方法之间达到统一.针对页岩油气的产量分析,本研究深入结合误差反向传递（BP）神经网络和长短期记忆（LSTM）神经网络的数学方法优势,综合考虑工程经验模型的约束,改善了模型预测精度,经过实例数据训练后可较好地预测油田产量,并研究了页岩储层深度、总有机碳含量（TOC）、脆性度等油田参数对产量预测的影响规律.这项工作可以为页岩油气规模化开发提供可靠的产量预测和经济评价.     

Probabilistic simulation of offshore collisions

Collisions between tankers and offshore structures may result in serious problems such as oil pollution. It is therefore of interest to estimate the probability of a collision. This is done here by means of a simulation model using the GASP IV simulation program. The new method is based on a statistical prediction of the ship's path after some kind of critical failure affecting the manoeuvrability of the tanker has taken place.     

Optimization of the Daily Production Rates for an Offshore Oilfield

This paper presents a model to assist in setting the daily production rates for an offshore oilfield to achieve a quarterly production target. The produced crude oil is frequently accompanied by the production of gas, which has much lower value. Since there are environmental limits to the amount of gas that can be flared to waste, problems on gas-processing can very quickly limit oil output. With the commencement of natural decline in many oilfields in the North Sea, the loss of crude output as a result of gas constraints cannot be compensated in the same planning period. This makes the ultimate output, and hence the reward, more sensitive to the problems associated with gas-processing. The model uses a stochastic dynamic programming algorithm to maximize the financial reward. Gas-related limiting factors and the oil and gas plant downtime are considered. The user is allowed to interrogate the model and interact with it when major unforeseen restrictions are imposed on gas capacities. The output includes the optimal production rate and probability and cost of not achieving the target.