Column-orthogonal strong orthogonal arrays of strength two plus and three minus

Biometrika ◽  
2019 ◽  
Vol 106 (4) ◽  
pp. 997-1004 ◽  
Author(s):  
Yongdao Zhou ◽  
Boxin Tang

Summary Strong orthogonal arrays have better space-filling properties than ordinary orthogonal arrays for computer experiments. We consider column-orthogonal strong orthogonal arrays of strength two plus and three minus, and present methods of constructing such designs. Several situations are examined, including those of four or higher levels and mixed levels. The methods are based on both regular and nonregular designs. The resulting designs inherit the good property of strong orthogonal arrays of strength two plus or three and have the additional property of column orthogonality. This type of design is a better choice for computer experiments.

Author(s):  
Xinwei Deng ◽  
Ying Hung ◽  
C. Devon Lin

Computer experiments refer to the study of complex systems using mathematical models and computer simulations. The use of computer experiments becomes popular for studying complex systems in science and engineering. The design and analysis of computer experiments have received broad attention in the past decades. In this chapter, we present several widely used statistical approaches for design and analysis of computer experiments, including space-filling designs and Gaussian process modeling. A special emphasis is given to recently developed design and modeling techniques for computer experiments with quantitative and qualitative factors.


Author(s):  
KAI-TAI FANG

In modern techniques and science one meets design problems for multi-factor experiments in a large experimental region where the underlying model is unknown. These problems needs space filling designs. The uniform experimental design seeks its design points to be uniformly scattered on the experimental domain and is one kind of space filling designs that can be used for computer experiments and also for industrial experiments when the underlying model is unknown. In this paper we shall introduce the theory and method of the uniform design and related data analysis and modelling methods. Applications of the uniform design to industry and other areas are discussed.


2013 ◽  
Vol 22 (3) ◽  
pp. 15-23
Author(s):  
Dong-Soon Yim ◽  
Jung-Hoon Kim ◽  
Bong-Whan Choi

Author(s):  
Rachel T. Johnson ◽  
Douglas C. Montgomery ◽  
Kathryn S. Kennedy

2007 ◽  
Vol 10 (06) ◽  
pp. 629-637 ◽  
Author(s):  
Subhash Kalla ◽  
Christopher David White

Summary Development studies examine geologic, engineering, and economic factors to formulate and optimize production plans. If there are many factors, these studies are prohibitively expensive unless simulation runs are chosen efficiently. Experimental design and response models improve study efficiency and have been widely applied in reservoir engineering. To approximate nonlinear oil and gas reservoir responses, designs must consider factors at more than two levels—not just high and low values. However, multilevel designs require many simulations, especially if many factors are being considered. Partial factorial and mixed designs are more efficient than full factorials, but multilevel partial factorial designs are difficult to formulate. Alternatively, orthogonal arrays (OAs) and nearly-orthogonal arrays (NOAs) provide the required design properties and can handle many factors. These designs span the factor space with fewer runs, can be manipulated easily, and are appropriate for computer experiments. The proposed methods were used to model a gas well with water coning. Eleven geologic factors were varied while optimizing three engineering factors. An NOA was specified with three levels for eight factors and four levels for the remaining six factors. The proposed design required 36 simulations compared to 26,873,856 runs for a full factorial design. Kriged response surfaces are compared to polynomial regression surfaces. Polynomial-response models are used to optimize completion length, tubinghead pressure, and tubing diameter for a partially penetrating well in a gas reservoir with uncertain properties. OAs, Hammersley sequences (HSs), and response models offer a flexible, efficient framework for reservoir simulation studies. Complexity of Reservoir Studies Reservoir studies require integration of geologic properties, drilling and production strategies, and economic parameters. Integration is complex because parameters such as permeability, gas price, and fluid saturations are uncertain. In exploration and production decisions, alternatives such as well placement, artificial lift, and capital investment must be evaluated. Development studies examine these alternatives, as well as geologic, engineering, and economic factors to formulate and optimize production plans (Narayanan et al. 2003). Reservoir studies may require many simulations to evaluate the many factor effects on reservoir performance measures, such as net present value (NPV) and breakthrough time. Despite the exponential growth of computer memory and speed, computing accurate sensitivities and optimizing production performance is still expensive, to the point that it may not be feasible to consider all alternative models. Thus, simulation runs should be chosen as efficiently as possible. Experimental design addresses this problem statistically, and along with response models, it has been applied in engineering science (White et al. 2001; Peng and Gupta 2004; Peake et al. 2005; Sacks et al. 1989a) toMinimize computational costs by choosing a small but statistically representative set of simulation runs for predicting responses (e.g., recovery)Decrease expected error compared with nonoptimal simulation designs (i.e., sets of sample points)Evaluate sensitivity of responses to varying factorsTranslate uncertainty in input factors to uncertainty in predicted performance (i.e., uncertainty analysis)Estimate value of information to focus resources on reducing uncertainty in factors that have the most significant effect on response uncertainty to help optimize engineering factors.


2010 ◽  
Vol 12 (4) ◽  
pp. 611-630 ◽  
Author(s):  
Bart G. M. Husslage ◽  
Gijs Rennen ◽  
Edwin R. van Dam ◽  
Dick den Hertog

2011 ◽  
Vol 148-149 ◽  
pp. 496-504
Author(s):  
Hong Wu ◽  
Wei Ping Wang ◽  
Feng Yang

Computer experiments are widely used for the design and development of products. Therefore, a new method for constructing optimal experimental design(SOEDM) is developed in this paper. There are two major developments involved in this work. One is on developing a multi- objective optimal criterion by combining correlation and space-filling criteria. The other is on developing an efficient global optimal search algorithm, named as improved enhanced stochastic evolutionary (IESE) algorithm. Several examples are presented to show: the optimal designs are good in terms of both the correlation and distance criteria, the new method can be used in other experimental designs besides Latin hypercube design the number of levels of each factor is equal to the number of the experimental schemes, and the new algorithm is fast.


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