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Mathematics in Industry 26
The European Consortium for Mathematics in Industry

Peregrina Quintela . Patricia Barral

Dolores Gómez . Francisco J. Pena
Jerónimo Rodríguez . Pilar Salgado
Miguel E. Vázquez-Méndez Editors

Progress in
Industrial
Mathematics at
ECMI 2016
MATHEMATICS IN INDUSTRY 26
Editors
Hans Georg Bock
Frank de Hoog
Avner Friedman
Arvind Gupta
André Nachbin
Tohru Ozawa
William R. Pulleyblank
Torgeir Rusten
Fadil Santosa
Jin Keun Seo
Anna-Karin Tornberg

THE EUROPEAN CONSORTIUM

FOR MATHEMATICS IN INDUSTRY

SUBSERIES

Managing Editor
Michael Günther
Editors
Luis L. Bonilla
Otmar Scherzer
Wil Schilders
More information about this series at http://www.springer.com/series/4650
Peregrina Quintela • Patricia Barral •
Dolores Gómez • Francisco J. Pena •
Jerónimo Rodríguez • Pilar Salgado •
Miguel E. Vázquez-Méndez
Editors

Progress in Industrial
Mathematics at ECMI 2016

123
Editors
Peregrina Quintela Patricia Barral
Department of Applied Mathematics Department of Applied Mathematics
University of Santiago de Compostela University of Santiago de Compostela
Santiago de Compostela, Spain Santiago de Compostela, Spain

Dolores Gómez Francisco J. Pena

Department of Applied Mathematics Department of Applied Mathematics
University of Santiago de Compostela University of Santiago de Compostela
Santiago de Compostela, Spain Santiago de Compostela, Spain

Jerónimo Rodríguez Pilar Salgado

Department of Applied Mathematics Department of Applied Mathematics
University of Santiago de Compostela University of Santiago de Compostela
Santiago de Compostela, Spain Santiago de Compostela, Spain

Miguel E. Vázquez-Méndez
Department of Applied Mathematics
University of Santiago de Compostela
Lugo, Spain

ISSN 1612-3956 ISSN 2198-3283 (electronic)

Mathematics in Industry
The European Consortium for Mathematics in Industry
ISBN 978-3-319-63081-6 ISBN 978-3-319-63082-3 (eBook)
DOI 10.1007/978-3-319-63082-3

Library of Congress Control Number: 2017961824

Mathematics Subject Classification (2010): 15-xx, 34-xx, 35-xx, 37-xx, 39-xx, 41-xx, 47-xx, 49-xx,
60-xx, 62-xx, 65-xx, 68-xx, 70-xx, 74-xx, 76-xx, 78-xx, 80-xx, 90-xx, 91-xx, 92-xx, 93-xx, 97-xx

© Springer International Publishing AG 2017

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Preface

This volume contains the proceedings of the 19th European Conference on Mathe-
matics for Industry (ECMI 2016) held in Santiago de Compostela, Spain, from June
13 to June 17, 2016.
Under the auspices of the European Consortium for Mathematics in Industry
(ECMI), the European Conferences on Mathematics for Industry are organized
every 2 years with the aim to reinforce the interaction between academy and
industry, leading to innovation in both fields. These conferences also encourage
industrial sectors to propose challenging problems where mathematicians can
provide insight and new ideas. They are one of the main forums where significant
advances in industrial mathematics are presented, bringing together prominent
figures from business, science, and academia to promote the use of innovative
mathematics to industry.
ECMI 2016 was jointly organized by the Department of Applied Mathematics at
the Universidade de Santiago de Compostela (USC) and the Spanish Network for
Mathematics and Industry (math-in). The conference was a great success, attracting
more than 350 participants from about 40 countries, involving the 5 continents.
Although the majority came from Europe, representing 26 countries, there was
also an important representation from Australia, America (Canada, Mexico, and
the USA), Africa (Nigeria, Sudan, Tanzania, and Uganda), and Asia (China, India,
Israel, the Philippines, and Japan).
The ECMI 2016 scientific program consisted of 10 plenary talks by some of
the leading researchers in industrial mathematics, 39 minisymposia in specific areas
covering a wide variety of recent developments, and 19 sessions of contributed talks.
In short, a total of 306 presentations was distributed along 5 days, with 8 parallel
sessions per day. In these presentations, there were, directly or indirectly involved,
about 50 companies that, in one way or another, funded through collaborations
the research presented to meet their specific demands. Many success stories from
industry collaborations were presented. We would like to thank them all for their
support as it contributed to the success of this event and was crucial to allow
many young researchers to participate in ECMI 2016. In order to facilitate this

v
vi Preface

Group photo at the Gala dinner (forecourt of Hostal dos Reis Católicos)

academic-industry interaction, the European Consortium for Mathematics in Indus-

try in collaboration with the European Mathematical Society launched a European
one-stop shop, the European Service Network of Mathematics for Industry and
Innovation (EU-MATHS-IN), to provide an agile access to the most advanced
mathematical techniques to companies.
The conference program also paid special attention to establishing discussion
forums in various fields, such as mathematics in the H2020 program, master’s pro-
grams related to industrial mathematics, or study groups as a tool for dissemination
and promotion of mathematical technology.
In this 19th edition, a wide variety of applications were presented covering
problems in electronics (15%), energy and environment (14%), and mechanics and
mechatronics (12%), among the industrial sectors with the highest number of talks.
When classifying the talks according to the societal challenges, the EU Framework
Programme for Research and Innovation H2020 observed that 14% of them fell into
the Climate Action, Environment, Resource Efficiency and Raw Materials challenge
and 13% into Health, Demographic Change and Wellbeing, while 12% belonged to
Europe in a Changing World—Inclusive, Innovative and Reflective Societies. These
percentages clearly show that mathematics is a cross-cutting technology through all
industrial sectors and all societal challenges.
Special mention must be made to the dissemination event The Mathematical
Way to the Oscars which was held in the Auditorium of Abanca (Pazo de Ramirás)
and featured the participation of Professor Joseph M. Teran, from the University of
California, as invited speaker from academia, and two representatives from Spanish
companies familiar with the use of mathematical technology in movie production.
Preface vii

Three special lectures are included in all ECMI conferences:

– The Alan Tayler Memorial Lecture was established to honor Alan Tayler who
was one of the founding members of ECMI. The 2016 Alan Tayler Memorial
Lecture, Mathematical Modelling of Lithium Ion Batteries, was delivered by S.
Jon Chapman, from the University of Oxford.
– The Anile-ECMI Prize for Mathematics in Industry was established to honor
Professor Angelo Marcello Anile (1948–2007) of Catania. The prize is dedicated
to young researchers with excellent PhD theses in industrial mathematics. The
2016 Anile-ECMI Prize for Mathematics in Industry was awarded to Francesc
Font, of the University of Limerick, who participated at ECMI 2016 with the
talk Influence of Substrate Melting on the Laser-Induced Dewetting of Nanothin
Films.
– The Hansjörg Wacker Memorial Prize was established in memory of ECMI
founding member Hansjörg Wacker (1939–1991). The prize is awarded for the
best mathematical dissertation at the master’s level on an industrial project
written by a student from an ECMI institution. The 2016 Hansjörg Wacker
Memorial Prize was awarded to Elisa Riccietti from the Università degli Studi
Firenze, who participated at ECMI 2016 with the talk Numerical Methods for
Optimization Problems: An Application to Energetic Districts.
A book of abstracts of ECMI 2016 gathering information about all the conference
talks was published by the University Press of Santiago de Compostela in its
collection Cursos e Congressos.
Continuing the tradition of the ECMI conferences, a new honorary member was
appointed. This honor was awarded to Alfredo Bermúdez de Castro, professor of
applied mathematics at the Universidade de Santiago de Compostela. Professor
Bermúdez is a pioneering mathematician who for the past 30 years has been
involved in developing new mathematical technologies tailored to solve industrial
problems in several fields such as solid mechanics, fluids, acoustics, electromag-
netism, and chemical kinetics; he is a reference of industrial mathematics in the
world.
ECMI 2016 proceedings compiles more detailed information on a good repre-
sentative sample of the conference program. This book of proceedings illustrates the
breakthrough of industrial mathematics in the world, how the challenges posed from
real industrial problems are an engine for advancing mathematical knowledge, and
the great versatility of mathematics to address them. The proceedings are classified
into four parts: plenary lectures, ECMI awards, minisymposia, and contributed talks.
In Part I, three of the plenary talks are included showing the application of
multidimensional semiparametric and predictive models to solve environmental
problems, how mathematical modeling can help to understand the way immune
system regulates the mechanisms to distinguish friends from foes upon inspection
of circulating antigens, or the application of the weighted least action principle to
design a specific beam shaping lens.
viii Preface

In Part II of these proceedings, a paper related to the 2016 Hansjörg Wacker

Memorial Prize is included.
In order to be as faithful as possible to the ECMI 2016 program, the papers
corresponding to minisymposia talks are classified in the same order of intervention
as in the program and are listed in Part III. A brief description of the objectives and
contents of the corresponding minisymposia is also included.
Finally, Part IV includes the proceedings of contributed talks sorted alphabeti-
cally by author.
ECMI 2016 received generous support from ECMI, the Universidade de Santiago
de Compostela, the Spanish Network for Mathematics and Industry, the Spanish
Ministry of Economy and Competitiveness, the US Naval Research Office, the
Thematic Network of Mathematics and Industry, the Technological Institute for
Industrial Mathematics (ITMATI), and the Galician Network of Industrial Mathe-
matics (Red TMATI) funded by the Xunta de Galicia. We also had the collaboration
of several institutions or companies such as GDI, Iberia, Renfe, Springer, Xacobeo
Galicia, and Santiago Turismo. We would like to thank them all for their support
as it contributed to the success of this event and was crucial to allow many young
researchers to participate in ECMI 2016.
We would like to address our warmest thanks to the invited speakers, T. Abboud
(France), S.J. Chapman (UK), L.J. Cummings (USA), L. Formaggia (Italy), W.
González (Spain), M.A. Herrero (Spain), B. Kaltenbacher (Austria), P.M. Pardalos
(USA), K. Rubinstein (USA), and J.M. Teran (USA), for coming to Santiago de
Compostela and contributing to the success of the conference with the high quality
of their presentations. We are also greatly indebted to the members of the Scientific
Committee (A. Bermúdez, D. Hömberg, S. O’Brien, A. Bátkai, A.K. Belyaev, A.L.
Bertozzi, L. Bonilla, E. Carrizosa, L. P. Cook, P. Joly, T. Kauranne, T. Myers, J.
Ockendon, A. Quarteroni, G. Russo, O. Scherzer, B. Wagner, and G. Wake) for their
efforts to select the excellent invited speakers of ECMI 2016. We wish to thank also
all participants, organizers of special sessions, chairs, and attendees of the different
sessions, for their contributions and attendance, without whom there would have
been no conference. Special thanks go to the contributors of this volume.
Finally, we would like to express our gratitude to Elisa Eiroa, manager of
the research group in mathematical engineering (mat+i); Fe Sampayo, technology
translator in math-in; Manuel Porto; secretary of the Department of Applied
Mathematics; and Carlos Grela, technical assistant of the mat+i group, for their
help in organizing this event. In this section of appreciation, we cannot forget the
important support given by the conference assistants, Begoña, Cristina, Ernesto,
Javier, Juan, Luis, Manuel, Marcos, and Pedro; all of them are students of the
master’s program in industrial mathematics and therefore representatives of the
future generation of ECMI people. Finally, we would like to thank the faculties
of biology and mathematics at the Universidade de Santiago de Compostela, which
provided the spaces for this conference.
We members of the Organizing Committee, and also editors of this volume,
were deeply involved in the preparation of ECMI 2016 and very much enjoyed this
Preface ix

experience especially in working with the numerous participants. We are happy to

complete our work by editing this volume and wish that you will find the ECMI
2016 proceedings interesting, stimulating, and a great experience.

Santiago de Compostela and Lugo Peregrina Quintela

March 2017 Patricia Barral
Dolores Gómez
Francisco J. Pena
Jerónimo Rodríguez
Pilar Salgado
Miguel E. Vázquez-Méndez
Contents

Part I Plenary Lectures

Semiparametric Prediction Models for Variables Related with
Energy Production . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 3
Wenceslao González-Manteiga, Manuel Febrero-Bande,
and María Piñeiro-Lamas
Emergent Behaviour in T Cell Immune Response . . . . . . .. . . . . . . . . . . . . . . . . . . . 17
Clemente F. Arias and Miguel A. Herrero
Ray Mappings and the Weighted Least Action Principle.. . . . . . . . . . . . . . . . . . . 25
Jacob Rubinstein, Yifat Weinberg, and Gershon Wolansky

Part II Hansjörg Wacker Memorial Prize

Numerical Methods for Optimization Problems Arising
in Energetic Districts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 35
Elisa Riccietti, Stefania Bellavia, and Stefano Sello

Part III Minisymposia

Minisymposium: Advanced Numerical Methods for Hyperbolic
Problems . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 45
Giovanni Russo and Sebastiano Boscarino
High Order Extrapolation Techniques for WENO
Finite-Difference Schemes Applied to NACA Airfoil Profiles .. . . . . . . . . . . 47
Antonio Baeza, Pep Mulet, and David Zorío
The Influence of the Asymptotic Regime on the RS-IMEX . . . . . . . . . . . . . . 55
Klaus Kaiser and Jochen Schütz
Minisymposium: Aeroacoustics . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 67
Patrick Joly and Jean-François Mercier

xi
xii Contents

Simulation of Reflection and Transmission Properties

of Multiperforated Acoustic Liners . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 69
Adrien Semin, Anastasia Thöns-Zueva, and Kersten Schmidt
Minisymposium: Applied Mathematics in Stent Development . . . . . . . . . . . . . 77
Tuoi T.N. Vo and Sean McGinty
Mathematical Modelling of Drug Elution from Drug-Filled Stents . . . . . 79
Tuoi T.N. Vo, Amy M.M. Collins, and William T. Lee
Minisymposium: Charge Transport in Semiconductor Materials:
Emerging and Established Mathematical Topics . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 89
Patricio Farrell, Dirk Peschka, and Nella Rotundo
Comparison of Scharfetter-Gummel Flux Discretizations Under
Blakemore Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 91
Patricio Farrell, Thomas Koprucki, and Jürgen Fuhrmann
A PDE Model for Electrothermal Feedback in Organic
Semiconductor Devices .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 99
Matthias Liero, Axel Fischer, Jürgen Fuhrmann, Thomas Koprucki,
and Annegret Glitzky
Minisymposium: Computational Electromagnetism .. . . .. . . . . . . . . . . . . . . . . . . . 107
Ana Alonso Rodríguez and Ruben Specogna
FEMs on Composite Meshes for Plasma Equilibrium Simulations
in Tokamaks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 109
Holger Heumann, Francesca Rapetti, and Minh Duy Truong
Eddy Current Testing Models for the Analysis of Corrosion
Effects in Metal Plates .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 117
Valentina Koliskina, Andrei Kolyshkin, Rauno Gordon,
and Olev Märtens
Convergence of a Leap-Frog Discontinuous Galerkin Method
for Time-Domain Maxwell’s Equations in Anisotropic Materials.. . . . . . 125
Adérito Araújo, Sílvia Barbeiro, and Maryam Khaksar Ghalati
Topics in Magnetic Force Theory: Some Avatars of the
Helmholtz Formula .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 133
Alain Bossavit
Minisymposium: Computational Methods for Finance and Energy
Markets. . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 141
E. Jan W. ter Maten and Matthias Ehrhardt
Efficient Multiple Time-Step Simulation of the SABR Model . . . . . . . . . . . 145
Álvaro Leitao, Lech A. Grzelak, and Cornelis W. Oosterlee
Contents xiii

Uncertainty Quantification and Heston Model . . . . . . . .. . . . . . . . . . . . . . . . . . . . 153

María Suárez-Taboada, Jeroen A.S. Witteveen, Lech A. Grzelak,
and Cornelis W. Oosterlee
Reduced Models in Option Pricing . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 161
José P. Silva, E. Jan W. ter Maten, Michael Günther,
and Matthias Ehrhardt
Minisymposium: Differential Equation Models of Propagation
Processes . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 169
András Bátkai and Peter L. Simon
Variance of Infectious Periods and Reproduction Numbers
for Network Epidemics with Non-Markovian Recovery . . . . . . . . . . . . . . . . . 171
Gergely Röst, István Z. Kiss, and Zsolt Vizi
Minisymposium: Effective Solutions for Industry Using
Mathematical Technology .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 179
José Durany, Wenceslao González, Peregrina Quintela, Jacobo de Uña,
and Carlos Vázquez
Practical Industrial Mathematics: Between Industry and Academia .. . 183
Svenn Anton Halvorsen
Minisymposium: EU-MATHS-IN: Success Stories of Mathematical
Technologies in Societal Challenges and Industry . . . . . . . .. . . . . . . . . . . . . . . . . . . . 189
Peregrina Quintela and Antonino Sgalambro
Modeling Oxygen Consumption in Germinating Seeds . . . . . . . . . . . . . . . . . . 193
Neil Budko, Bert van Duijn, Sander Hille, and Fred Vermolen
Mathematical Modelling of a Wave-Energy Converter.. . . . . . . . . . . . . . . . . . 201
William Lee, Michael Castle, Patrick Walsh, Patrick Kelly,
and Cian Murtagh
Aerodynamic Web Forming: Pareto-Optimized Mass Distribution. . . . . 207
Nicole Marheineke, Sergey Antonov, Simone Gramsch,
and Raimund Wegener
Minisymposium: Finite Volume Schemes for Degenerate Problems . . . . . . . 215
Mazen Saad
Convergence of a Nonlinear Control Volume Finite Element
Scheme for Simulating Degenerate Breast Cancer Equations .. . . . . . . . . . 217
Françoise Foucher, Moustafa Ibrahim, and Mazen Saad
Minisymposium: Fluid Instabilities and Transport Phenomena
in Industrial Processes .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 225
Ricardo Barros
Mathematical Modelling of Waves in Guinness . . . . . . .. . . . . . . . . . . . . . . . . . . . 227
Simon Kaar, William Lee, and Stephen O’Brien
xiv Contents

Viscoelastic Cosserat Rod Model for Spinning Processes . . . . . . . . . . . . . . . . 235

Walter Arne, Nicole Marheineke, and Raimund Wegener
Minisymposium: Masters in Industrial Mathematics. Overview and
Analysis of Graduates and Business Collaborators . . . . . .. . . . . . . . . . . . . . . . . . . . 243
Elena Vázquez-Cendón, Carlos Vázquez, José Durany, Manuel Carretero,
and Fernando Varas
The Master Degree on Applied Mathematics to Engineering
and Finance, School of Engineering, Polytechnic of Porto . . . . . . . . . . . . . . . 245
Stella Abreu, José Matos, Manuel Cruz, Sandra Ramos,
and Jorge Santos
Minisymposium: Mathematical Modeling and Simulation
for Nanoelectronic Coupled Problems (nanoCOPS) . . . . .. . . . . . . . . . . . . . . . . . . . 253
Sebastian Schöps and Lihong Feng
Identification of Probabilistic Input Data for a Glue-Die-Package
Problem . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 255
Roland Pulch, Piotr Putek, Herbert De Gersem, and Renaud Gillon
Parametric Model Order Reduction for Electro-Thermal
Coupled Problems with Many Inputs . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 263
Nicodemus Banagaaya, Peter Benner, and Lihong Feng
Nanoelectronic Coupled Problem Solutions: Uncertainty
Quantification of RFIC Interference . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 271
Piotr Putek, Rick Janssen, Jan Niehof, E. Jan W. ter Maten,
Roland Pulch, Bratislav Tasić, and Michael Günther
Minisymposium: Mathematical Modeling of Charge Transport in
Graphene and Low Dimensional Structure . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 281
Antonino La Magna, Giovanni Mascali, and Vittorio Romano
Low-Field Electron Mobility in Silicon Nanowires . . .. . . . . . . . . . . . . . . . . . . . 283
Orazio Muscato, Tina Castiglione, and Armando Coco
On Some Extension of Energy-Drift-Diffusion Models: Gradient
Structure for Optoelectronic Models of Semiconductors.. . . . . . . . . . . . . . . . 291
Alexander Mielke, Dirk Peschka, Nella Rotundo, and Marita Thomas
Minisymposium: Mathematics in Nanotechnology .. . . . . .. . . . . . . . . . . . . . . . . . . . 299
Timothy G. Myers
A Model for Nanoparticle Melting with a Newton Cooling
Condition and Size-Dependent Latent Heat . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 301
Helena Ribera and Timothy G. Myers
The Stochastic Drift-Diffusion-Poisson System for Modeling
Nanowire and Nanopore Sensors . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 309
Leila Taghizadeh, Amirreza Khodadadian, and Clemens Heitzinger
Contents xv

A Mathematical Proof in Nanocatalysis: Better Homogenized

Results in the Diffusion of a Chemical Reactant Through
Critically Small Reactive Particles .. . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 319
Jesús Ildefonso Díaz and David Gómez-Castro
The Effect of Depth-Dependent Velocity on the Performance
of a Nanofluid-Based Direct Absorption Solar Collector .. . . . . . . . . . . . . . . . 327
Gary J. O’Keeffe, Sarah L. Mitchell, Tim G. Myers, and Vincent Cregan
Minisymposium: Maths for the Digital Factory . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 335
Dietmar Hömberg
Modelling, Simulation, and Optimization of Thermal
Deformations from Milling Processes . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 337
Alfred Schmidt, Carsten Niebuhr, Daniel Niederwestberg,
and Jost Vehmeyer
Minisymposium: MODCLIM: Erasmus+ Project.. . . . . . .. . . . . . . . . . . . . . . . . . . . 345
Matylda Jabłońska-Sabuka
Modeling Clinic for Industrial Mathematics: A Collaborative
Project Under Erasmus+ Program . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 347
Agnieszka Jurlewicz, Claudia Nunes, Giovanni Russo, Juan Rocha,
Matti Heilio, Matylda Jablonska-Sabuka, Nada Khoury, Poul Hjorth,
Susana Serna, and Thomas Goetz
Minisymposium: Moving Boundary Problems in Industrial
Applications .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 355
Brendan J. Florio
Nanoparticle Growth via the Precipitation Method . .. . . . . . . . . . . . . . . . . . . . 357
V. Cregan, T.G. Myers, S.L. Mitchell, H. Ribera,
and M.C. Schwarzwälder
Minisymposium: New Developments in Models of Traffic and Crowds . . . 365
Poul G. Hjorth and Mads Peter Sørensen
Numerical Simulation for Evaluating the Effect of Traffic
Restrictions on Urban Air Pollution .. . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 367
Néstor García-Chan, Lino J. Alvarez-Vázquez, Aurea Martínez,
and Miguel E. Vázquez-Méndez
A General Microscopic Traffic Model Yielding Dissipative Shocks . . . . . 375
Yuri Borissovich Gaididei, Jean-Guy Caputo, Peter Leth Christiansen,
Jens Juul Rasmussen, and Mads Peter Sørensen
Minisymposium: Nonlinear Diffusion Processes: Cross Diffusion,
Complex Diffusion and Related Topics . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 383
Adérito Araújo, Sílvia Barbeiro, Ángel Durán, and Eduardo Cuesta
xvi Contents

Cross-Diffusion in Reaction-Diffusion Models: Analysis,

Numerics, and Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 385
Anotida Madzvamuse, Raquel Barreira, and Alf Gerisch
On a Splitting-Differentiation Process Leading to Cross-Diffusion .. . . . 393
Gonzalo Galiano and Virginia Selgas
A Discrete Cross-Diffusion Model for Image Restoration.. . . . . . . . . . . . . . . 401
Adérito Araújo, Silvia Barbeiro, Eduardo Cuesta, and Ángel Durán
Consensus-Based Global Optimization .. . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 409
Claudia Totzeck
Minisymposium: Return of Experience from Study Groups .. . . . . . . . . . . . . . . 417
Georges-Henri Cottet and Agnieszka Jurlewicz
Packing and Shipping Cardboard Tubes. . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 421
Isabel Cristina Lopes and Manuel Bravo Cruz
Minisymposium: Simulation and Optimization of Water and Gas
Networks . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 429
Gerd Steinebach, Tim Jax, and Lisa Wagner
Stability-Preserving Interpolation Strategy for Parametric MOR
of Gas Pipeline-Networks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 431
Yi Lu, Nicole Marheineke, and Jan Mohring
A Structure-Preserving Model Order Reduction Approach
for Space-Discrete Gas Networks with Active Elements . . . . . . . . . . . . . . . . . 439
Björn Liljegren-Sailer and Nicole Marheineke
Generalized ROW-Type Methods for Simulating Water
Supply Networks .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 447
Tim Jax and Gerd Steinebach
Minisymposium: Spacetime Models of Gravity in Space Geolocation
and Acoustics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 455
Jose M. Gambi, Michael M. Tung, Emilio Defez, and Manuel Carretero
FDOA Determination of Velocities and Emission Frequencies
of Passive Radiotransmitters in Space . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 459
Jose M. Gambi, Michael M. Tung, Maria L. García del Pino,
and Javier Clares
Non-linear Post-Newtonian Equations for the Motion
of Designated Targets with Respect to Space Based APT Laser
Systems . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 467
Jose M. Gambi, Maria L. García del Pino,
and Maria C. Rodríguez-Teijeiro
Contents xvii

Post-Newtonian Corrections to the Newtonian Predictions

for the Motion of Designated Targets with Respect to Space
Based APT Laser Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 475
Jose M. Gambi, Maria L. García del Pino, Jürgen Gschwindl,
and Ewa B. Weinmüller
Acoustics in 2D Spaces of Constant Curvature .. . . . . . .. . . . . . . . . . . . . . . . . . . . 483
Michael M. Tung, José M. Gambi, and María L. García del Pino
Minisymposium: Stochastic PDEs and Uncertainty Quantification
with Applications in Engineering.. . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 491
Clemens Heitzinger and Hermann Matthies
Uncertainty Quantification for a Permanent Magnet
Synchronous Machine with Dynamic Rotor Eccentricity . . . . . . . . . . . . . . . . 493
Zeger Bontinck, Oliver Lass, Herbert De Gersem, and Sebastian Schöps
Minisymposium: The Treatment of Singularities and Defects
in Industrial Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 501
María Aguareles and Marco Antonio Fontelos
Computing Through Singularities in Potential Flow
with Applications to Electrohydrodynamic Problems . . . . . . . . . . . . . . . . . . . . 503
Maria Garzon, James A. Sethian, Len J. Gray, and August Johansson
Minisymposium: 8 Years of East African Technomathematics . . . . . . . . . . . . . 511
Matti Heiliö and Matylda Jabłońska-Sabuka
Building Applied Mathematics Knowledge Base in East Africa .. . . . . . . . 513
Matti Heiliö, Matylda Jabłońska-Sabuka, and Godwin Kakuba
Minisymposium: 10 Years of Portuguese Study Groups with Industry . . . . 521
Manuel Cruz, Pedro Freitas, and João Nuno Tavares
A Scheduling Application to a Molding Injection Machine:
A Challenge Addressed on the 109th European Study Group
with Industry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 525
Isabel Cristina Lopes, Sofia O. Lopes, Rui M.S. Pereira,
Senhorinha Teixeira, and A. Ismael F. Vaz

Part IV Contributed Talks

Numerical Simulation of a Li-Ion Cell Using
a Thermoelectrochemical Model Including Degradation .. . . . . . . . . . . . . . . . . . . 535
David Aller Giráldez, M. Teresa Cao-Rial, Pedro Fontán Muiños,
and Jerónimo Rodríguez
xviii Contents

Numerical Simulation of a Network of Li-Ion Cells Using

an Electrochemical Model. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 545
David Aller Giráldez, M. Teresa Cao-Rial, Manuel Cremades Buján,
Pedro Fontán Muiños, and Jerónimo Rodríguez
Symplectic Lanczos and Arnoldi Method for Solving Linear
Hamiltonian Systems: Preservation of Energy and Other Invariants . . . . . 553
Elena Celledoni and Lu Li
A Self-adapting LPS Solver for Laminar and Turbulent Fluids
in Industry and Hydrodynamic Flows .. . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 561
Tomás Chacón Rebollo, Enrique Delgado Ávila, Macarena Gómez
Mármol, and Samuele Rubino
Classification of Codimension-One Bifurcations in a Symmetric
Laser System. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 569
Juancho A. Collera
Approximating a Special Class of Linear Fourth-Order Ordinary
Differential Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 577
Emilio Defez, Michael M. Tung, J. Javier Ibáñez, and Jorge Sastre
Evaluation of Steel Buildings by Means of Non-destructive Testing
Methods . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 585
Markus Doktor, Christian Fox, Wolfgang Kurz, and Christina Thein
A Novel Multi-Scale Strategy for Multi-Parametric Optimization .. . . . . . . . 593
Rosa Donat, Sergio López-Ureña, and Marc Menec
Optimal Shape Design for Polymer Spin Packs. . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 601
Robert Feßler, Christian Leithäuser, and René Pinnau
A Fast Ray Tracing Method in Phase Space . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 609
Carmela Filosa, Jan ten Thije Boonkkamp, and Wilbert IJzerman
Homogenization of a Hyperbolic-Parabolic Problem with Three
Spatial Scales . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 617
Liselott Flodén, Anders Holmbom, Pernilla Jonasson,
Marianne Olsson Lindberg, Tatiana Lobkova, and Jens Persson
A Heuristic Method to Optimize High-Dimensional Expensive
Problems: Application to the Dynamic Optimization of a Waste
Water Treatment Plant . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 625
Alberto Garre, Pablo S. Fernandez, Julio R. Banga, and Jose A. Egea
Reduced Basis Method Applied to a Convective Instability Problem . . . . . . 633
Henar Herrero, Yvon Maday, and Francisco Pla
Contents xix

Independent Loops Search in Flow Networks Aiming

for Well-Conditioned System of Equations. . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 641
Jukka-Pekka Humaloja, Simo Ali-Löytty, Timo Hämäläinen,
and Seppo Pohjolainen
Modeling and Optimization Applied to the Design of Fast
Hydrodynamic Focusing Microfluidic Mixer for Protein Folding . . . . . . . . . . 649
Benjamin Ivorra, María Crespo, Juana L. Redondo, Ángel M. Ramos,
Pilar M. Ortigosa, and Juan G. Santiago
A Second Order Fixed Domain Approach to a Shape Optimization
Problem . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 657
Henry Kasumba, Godwin Kakuba, and John Mango Magero
Semi-Discretized Stochastic Fiber Dynamics: Non-Linear Drag
Force . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 665
Felix Lindner, Holger Stroot, and Raimund Wegener
Simulating Heat and Mass Transfer with Limited Amount
of Sensor Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 673
Vanessa López
Prototype Model of Autonomous Offshore Drilling Complex .. . . . . . . . . . . . . . 681
Sergey Lupuleac, Evgeny Toropov, Andrey Shabalin, and Mikhail Kirillov
A Competitive Random Sequential Adsorption Model
for Immunoassay Activity .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 687
Dana Mackey, Eilis Kelly, and Robert Nooney
A Finite Volume Scheme for Darcy-Brinkman’s Model
of Two-Phase Flows in Porous Media . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 695
Houssein Nasser El Dine, Mazen Saad, and Raafat Talhouk
Optimization and Sensitivity Analysis of Trajectories
for Autonomous Small Celestial Body Operations . . . . . . .. . . . . . . . . . . . . . . . . . . . 705
Anne Schattel, Andreas Cobus, Mitja Echim, and Christof Büskens
A Finite Volume Method with Staggered Grid on Time-Dependent
Domains for Viscous Fiber Spinning . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 713
Stefan Schiessl, Nicole Marheineke, Walter Arne, and Raimund Wegener
A Variational Approach to the Homogenization of Double Phase
ph .x/-Curl Systems in Magnetism . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 721
Hélia Serrano
Modelling of Combustion and Diverse Blow-Up Regimes
in a Spherical Shell . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 729
Yuri N. Skiba and Denis M. Filatov
xx Contents

Parameterized Model Order Reduction by Superposition of Locally

Reduced Bases .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 737
Tino Soll and Roland Pulch
A Preliminary Statistical Evaluation of GPS Static Relative
Positioning . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 745
M. Filomena Teodoro and Fernando M. Gonçalves
Numerical Simulation of Flow Induced Vocal Folds Vibration by
Stabilized Finite Element Method . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 753
Jan Valášek, Petr Sváček, and Jaromír Horáček
Wiener Chaos Expansion for an Inextensible Kirchhoff Beam
Driven by Stochastic Forces .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 761
Alexander Vibe and Nicole Marheineke
A Methodology for Fasteners Placement to Reduce Gap Between
the Parts of a Wing .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 769
Nadezhda Zaitseva and Sergey Berezin

Index . . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 777
 Part I
Plenary Lectures
Semiparametric Prediction Models for
Variables Related with Energy
Production

Wenceslao González-Manteiga, Manuel Febrero-Bande,

and María Piñeiro-Lamas

Abstract In this paper a review of semiparametric models developed throughout

the years thanks to extensive collaboration between the Department of Statistics
and Operations Research of the University of Santiago de Compostela and a power
station located in As Pontes (A Coruña, Spain) property of Endesa Generation,
SA, is shown. In particular these models were used to predict the levels of sulfur
dioxide in the environment of this power station with half an hour in advance.
In this paper also a new multidimensional semiparametric model is considered.
This model is a generalization of the previous models and takes into account the
correlation structure of errors. Its behaviour is illustrated in the prediction of the
levels of two important pollution indicators in the environment of the power station:
sulfur dioxide and nitrogen oxides.

1 Introduction: An Environmental Problem

The coal-fired power station in As Pontes is one of the production centers owned by
Endesa Generation SA in the Iberian Peninsula. It is located in the town of As Pontes
de García Rodríguez, northeast of A Coruña province.
This power station was designed and built to make use of lignite from the
mine located in its vicinity. This solid fuel is characterized by its high moisture
and sulphur contents and its low calorific value. Throughout the years the plant
has undergone several transformation processes in their facilities with the aim of
reducing emissions of sulphur dioxide (SO2 ). The power station completed its last

W. González-Manteiga () • M. Febrero-Bande

Faculty of Mathematics, University of Santiago de Compostela, Rúa Lope Gomez de Marzoa, s/n,
Santiago de Compostela, Spain
e-mail: [email protected]; [email protected]
M. Piñeiro-Lamas
CIBER Epidemiología y Salud Pública, Complexo Hospitalario da Universidade de Santiago,
Santiago de Compostela, Spain
e-mail: [email protected]

© Springer International Publishing AG 2017 3

P. Quintela et al. (eds.), Progress in Industrial Mathematics at ECMI 2016,
Mathematics in Industry 26, DOI 10.1007/978-3-319-63082-3_1
4 W. González-Manteiga et al.

adaptation in 2008 to consume, as primary fuel, imported subbituminous coal,

characterized by its low sulphur and ash contents.
The location of the power plant close to natural sites of high ecological value,
such as the Natural Park As Fragas do Eume and existing legislation, mean that it
has existed since the beginning a great concern for its impact on the environment.
Therefore the station has a Supplementary Control System of Air Quality that allows
it to make changes in operating conditions in order to reduce emissions when
the weather conditions are adverse to the spread of the emitted smoke plume,
specifically containing SO2 , and there are significant episodes of impaired air
quality. Spanish law, by rules and regulations sets maximum concentrations that
can be achieved for these gases in a given period of time. In particular, for this plant
the only limit that might be exceeded at any time, is one that is established on the
1 h mean from the concentration of SO2 in the soil, the value of 350 g=m3.
Then the problem is to be able to predict using the information received
continuously at sampling stations and the past information, the future values for SO2
levels. Statistical forecast models are the key to get these predictions and suggest a
course of action to the plant operators.
In recent years changes in environmental legislation and in the power station
itself, and the construction of a new station combined cycle natural gas require the
design models to obtain the simultaneous prediction of two pollution indicators in
the environment. The fuels that are going to be used make that the main interest lies
in predicting the values of the nitrogen oxides (NOx ) simultaneously with the values
of SO2 .
All these changes have created a new problem: predicting 1 h mean concentra-
tions of sulphur dioxide and nitrogen oxides, measured in the environment of the two
facilities. Faced with this new approach, the statistical forecast models are again an
effective tool. Thus, a multidimensional prediction general model is designed (see
Sect. 3).

2 One-Dimensional Predictive Models

2.1 Models Designed to Solve the Environmental Problem

Resulting from the collaboration over the past years between the Department of
Statistics and Operations Research at the University of Santiago de Compostela and
the Environment Section of the power station, the Inmission Statistical Forecasting
System (SIPEI, in Spanish) have been created employing statistical models to
provide predictions for the levels of SO2 with a half an hour horizon.
Due to data availability with minutal frequency in real-time and current legis-
lation, is considered the 1 h mean from both of the values of SO2 and NOx , for
predictions of future values of both pollutants. Thus two time series are constructed,
X1t and X2t , for which the subscript t represents a minutal instant, and each value
Semiparametric Prediction Models for Variables Related with Energy Production 5

will be an average of the actual values for the last hour:

59 59
1 X 1 X
X1t D SO2 .t  i/ and X2t D NOx .t  i/;
60 iD0 60 iD0

where SO2 .t/ and NOx .t/ represent the concentration of SO2 and NOx , respectively,
at time t, measured in g=m3 .
The series of 1 h SO2 means has a characteristic behaviour, highly influenced
by weather conditions and local topography. It takes values close to zero for long
periods of time, and it can suddenly and sharply increase (episodes) in bad weather
for the dispersion of the smoke plume. Nowadays, the serie of 1 h NOx has a
behaviour similar to that of SO2 , but on a smaller scale (see Fig. 1). The main
objective of the developed statistical models is to predict the episodes, so our interest
is centred on the values that occur less along the time series. Because of this, a kind
of memory called Historical Matrix was designed [13], which will be essential to
the behaviour of all developed models so far. This matrix is composed of a large
number of vectors based on .Xtl ; : : : ; Xt ; XtCk /: real data of bihourly SO2 or NOx
means, chosen so as to cover the full range of variable in question and make the role

SO2 and NOx real one hour mean

400

SO2
NOx
300
(mug/m3)
200
100
0

01:00 03:00 05:00 07:00 09:00 11:00

Fig. 1 Episode depicted in one of sampling stations

6 W. González-Manteiga et al.

of historical memory. To ensure that cover the entire range of the variable, the matrix
is divided into blocks according to the level of the response variable, XtCk . To update
the memory, in every instant, when a new observation is received, the historical
matrix is renewed in the following way: the class to which the new observation
belongs is found and then the oldest datum in such class leaves the matrix and the
new observation enters it. With a sample built this way, makes sure that always have
updated information on the full variation range of the interest variable, and over the
years this concept has been adapted to the different statistical techniques used.

2.1.1 The First Semiparametric Model

In the early years of development, the data transmission frequency to SIPEI was
pentaminutal, and also, the legislation in force at that time sets the limit values
for the 2 h mean of the SO2 . For this reason, the prediction models for SO2 levels
initially worked with series of bihourly means. The objective was to obtain the
prediction, with a half an hour horizon, for this time series. Therefore, each time
it receives a new observation, Xt , it has to predict the value at six times ahead, XtC6 .
A semiparametric approach was considered [8] which generalizes the Box–
Jenkins models as follows:

XtC D ' .Xt ; Xtl / C ZtC ; ; l 2 ZC

where Zt has an ARIMA structure independent of Xt [1].

In particular, at each time t the regression function '6 .Xt ; Xt1 / D
E.XtC6 =Xt ; Xt1 / is estimated with the Nadaraya–Watson kernel type estimator
using the information provided by the historical matrix. The second step is to
calculate the residual time series ZO t64 ; : : : ; ZO t relative to the last 6 h, where
ZO i D Xi  E.XO i =Xi6 ; Xi7 / for each i and fits an appropriate ARIMA model
for it. Finally we get the Box-Jenkins prediction of ZO tC6 . The final point prediction
O tC6 =Xt ; Xt1 / C ZO tC6 .
proposed is given by: E.X

2.1.2 Partially Linear Model

The information used by the previous semiparametric models to obtain the predic-
tions is the past of the time series; however it might be useful to introduce additional
information in order to improve these predictions. Specifically, meteorological and
emission variables have been used with, the so–called partially linear models [14]
to estimate 2 h mean values of SO2 with an hour in advance.
Data in the form of .Vt ; Zt ; Yt / is considered, where Vt is a vector of exogenous
variables, Zt D .Xt ; Xts / and Yt D XtC12 being Xt the series of bihourly SO2 means;
and is assumed that this series conform to the following partially linear model: Yt D
VKt ˇ C '.Zt / C t , where t is an error term of mean equals to zero.
Semiparametric Prediction Models for Variables Related with Energy Production 7

2.1.3 Neural Networks

The change in the interest series established by the European Council Directive
1999/30/CE, from 2 h means to 1 h means, causes the time series to be less smooth.
At the beginning was adapted the semiparametric model designed to work on the
new series of 1 h means. The results showed a considerable increase in terms of the
variability of the given predictions, regarding the results usually obtained for the
series of 2 h means.
In an attempt to improve the response given by the SIPEI, and in particular,
its point predictions with half an hour horizon, new predictors based on neural
networks models were developed [5].
The neural network has been designed to provide predictions, with half an hour
in advance, 1 h mean values of SO2 . It consists of an input layer, one hidden layer
and an output layer. The number of nodes in the output layer is determined by the
size of the response to be obtained from the network; in this case interested in a
prediction for XtC6 . As input to the network it has been taken the bidimensional
vector .Xt3 ; Xt / and the nodes in the hidden layer have been taken as the activation
function of a logistic function, and in the output layer the identity function. The
predictor given by the neural network has the following expression:

X
L
XO tC6 D o1 D !1jo fjh .jh C !j1h Xt3 C !j2h Xt /
jD1

with fjh .z/ D 1Ce1 z .

The weights f!j1h ; !j2h ; !1jo I j D 1; : : : ; Lg and the trends fjh I j D 1; : : : ; Lg are
determined during the training process, as well as the final L number of hidden layer
nodes, that is chosen like the value which neural network provides better results,
after having trained networks with identical architecture and different values of L.
To design the training set of the neural network it have been considered historical
matrices, formerly introduced, suitably adapted.
Figure 2 shows the forecasts given half an hour before by the neural network with
50 nodes in its hidden layer for an episode depicted in one of the measuring stations.
The good behavior of the forecast (dotted line) can easily be seen. The procedures
based on neural networks accurately predict the real 1 h mean SO2 air quality values
(solid line). These models were optimized later with boosting learning techniques
[4].

2.1.4 Functional Data Model

The 1 h mean values of SO2 can be treated as observations of a stochastic process

in continuous time. The interest is, as it was discussed above, to predict a half-hour
horizon, so that each of the curves is an interpolated data on half an hour. In this case
curves were obtained by considering six pentaminutal consecutive observations,
8 W. González-Manteiga et al.

SO2 real one hour mean

400
Neural Networ k
300
(mug/m3)

200
100
0

08:00 10:00 12:00 14:00 16:00 18:00

Fig. 2 Episode depicted in one of sampling stations. Prediction given by the neural network [5]

with sampling points for each functional data. Therefore, we use random variables
with values in Hilbert space H D L2 .Œ0; 6/ with the form Xt .u/ D x.6t C u/.
The following statistical model is considered Xt D .Xt1 / C t , where t is a
Hilbertian strong white noise and  W H ! H is the operator to estimate. For the
estimation of , a functional kernel estimator has been used in the autoregressive of
order-one Hilbertian framework. Furthermore, it has been conveniently adapted the
concept of historical matrix to the case where the data are curves [6].

2.1.5 Other Approaches Designed to Predict Probabilities

The models described, so far, provide point predictions of SO2 , but other techniques
have also been developed in order to predict probabilities. The aim of these
alternative models is to estimate the probability that the series of bihourly SO2
measures exceeds a certain level r with an hour anticipation, namely in our case,
we predict P .Zt / D P .XtC12 > rjZt / being Zt D .Xt ; Xt  Xt3 /. To do it additive
models with an unknown link function [15] have been used.
It has also been considered more complex generalized additive models (GAM)
with second-order interaction terms [16]. They have shown that the GAM with
interactions detects the onset of episodes earlier than it does GAM on its own.
Semiparametric Prediction Models for Variables Related with Energy Production 9

2.2 Alternative One-Dimensional Models: Additive Models

In the statistical literature there is a wide range of one-dimensional models which

can be used to predict the levels of SO2 . We will focus on the techniques we will
use in the next section to construct our multidimensional model: additive models for
continuous response.
There have been a number of proposals for fitting the additive models. Friedman
and Stuetzle [7] introduced a backfitting algorithm and [2] studied its properties.
Mammen et al. [12] proposed the so called smooth backfitting by employing
projection arguments. Let f.Yt ; Zt /gTtD1 be a random sample of a strictly stationary
time series, with Yt one-dimensional and Zt q-dimensional following the model:

Yt D m.Zt / C t t 2 Z (1)

where ft g is a white noise process and EŒt jZt  D 0.

Typically is assumed that the function m is additive with component functions
mj , for j D 0; : : : ; q, thus

Yt D m0 C m1 .Z1t / C : : : C mq .Zqt / C t (2)

A generalized kernel nonparametric estimation can be given using smooth

backfitting for the functions m1 ; : : : ; mq (see again the above mentioned papers).

3 Multidimensional Semiparametric Prediction

The new goal is to incorporate the prediction of NOx with half an hour in advance, as
well as to continue getting the predictions of SO2 , as has already been commented.
The idea is to generalize the one-dimensional semiparametric approach proposed by
García-Jurado et al. [8] taking into account the structure of correlation between the
vectorial series that is intended to predict.

3.1 The Model

In general, the following vectorial model is considered

Yt D '.Zt / C t ; t 2 Z (3)
10 W. González-Manteiga et al.

 
where Yt D .Y1t ; : : : ; Yrt /, Zt D Z1t ; : : : ; Zqt and t D .1t ; : : : ; rt /, where t has a
VAR(p) structure of the form

X
p
t D ˚i ti C t for all t 2 Z;
iD1

independent of Zt , where the ˚i are fixed (r  r) coefficients matrices and t is a

r-dimensional white noise process, i.e. E.t / D 0, E.t t0 / D ˙ and E.t s0 / D 0
for l ¤ s.
Our main objective is to predict the vector Yt using a sample of size T,  instants
ahead. The prediction YO t of Yt is defined by

YP t D 'O .Zt / C PtC (4)

where 'O is a nonparametric estimate of ' and PtC the prediction given,  instants
ahead, for the residual series constructed as Ot D Yt  'O .Zt /.

3.2 Estimations

We suppose that the model 3 is verified. The first step is to make a nonparametric
estimation of ' independently for each of the r components of Yt : '.Zt / D
.' 1 .Zt /; : : : ; ' r .Zt //. Furthermore, we assume that the functions ' k are additive with
component functions ' k;j , for k D 1; : : : ; r and j D 0; : : : ; q, thus

' k .Zt / D ' k;0 C ' k;1 .Z1t / C : : : C ' k;q .Zqt /; k D 1; : : : ; r: (5)

Therefore, we estimate r additive models with q covariates using the smooth

backfitting techniques which have been cited in the previous section (see also, [10]
for more details).

3.3 Other Considerations: The Phenomenon of Cointegration

Sometimes the vectorial processes can be cointegrated, so one has to take into
account the structure of correlation between the series. The notion of cointegration
has been one of the most important concepts in time series since [9] and [3] that
formally developed it. The issue has broad applications in the analysis of economic
data as well as several publications in the economic literature.
Let Yt D .Y1t ; : : : ; Yrt /0 be a vector of r time series integrated of order 1 (I.1/). Yt
is said to be cointegrated if a linear combination of them exists that it is stationary
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