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The KTN tackles many industrial problems through the use of Study Groups, supported by the Engineering and Physical Sciences Research Council and the participating companies. This page is a catalogue of problems that have been addressed in this way.
Full details of European Study Groups with Industry and the application procedure are available here.
Intercepted RF electromagnetic signals provide a good long-ranged source of information on the motions and activities of people, vehicles, installations and organisations. For those emissions that are detected, traditional tracking methods are used to associate the separate low level interceptions and average their characteristics to obtain tracks of the source location and characteristic patterns of the emissions. The Study Group was asked to provide a prediction of the number of underlying source platforms and the association between the emissions and platforms.
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Earthquake risk models used by the insurance industry for estimating
the damage caused by an event typically use the mean of the ground
motion intensity to predict the damage to a particular building. On
the other hand, the ground motion intensity can be modelled as a random variable. Literature related to ground-motion predictive equation
derivation includes, as a rule, the estimate of the standard deviation
associated with the distribution of the intensity. The Study Group was
asked to find a way to include the uncertainty associated with the prediction of the ground motion intensity contained in the standard deviation
into the damage calculation, in a way in which the computational effort
is not increased significantly
The Study Group proposed a way forward based on Bayes' theorem for
the marginal distribution of damage and found an analytical expression
for the damage distribution function. However, the expression is an integral that needs to be evaluated numerically and the Gaussian-Hermite
quadrature was proposed to carry out the calculations. The approach
seems plausible to be included in the existing models and the additional
computational load is estimated as to be marginal relating to the current
computational demands.
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Talk Talk Technology has an ongoing programme of Dynamic Line Management(DLM), aimed at improving the performance of ADSL broadband connections. Choosing the most appropriate configuration, or ‘profile’, for an individual line allows a balance to be reached between achieving a high line speed and a stable customer experience. Among the objectives of DLM are to determine the likely line speed of new connections and to identify lines that might benefit from an updated profile.
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Syngenta is one of the worlds leading agrochemical companies. In order to register agrochemicals in Europe it is necessary to have a detailed understanding of the processes in the
environment that break down agrochemicals. The existing framework for environmental assessment includes a consideration of soil water movement and microbial breakdown of products in soil and these processes are relatively understood and represented in models. However the breakdown of agrochemicals by the action of light incident on the soil surface by a process termed photolysis is not so well represented in models of environmental fate.
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It has been observed that hurricanes that are close in time often follow similar paths. If this can be shown to be statistically significant, it could have implications for how insurance premiums are calculated in areas of the US prone to hurricanes. We developed two independent path distance metrics and while one suggested that sequential storms within a given hurricane season are more likely to follow each other than any other pair of storms within that season, this conclusion was not supported by the other metric. Some considerations of how local and large scale air pressure gradients might affect hurricane paths were considered. A point vortex model in the presence of a steering flow field was developed and used to simulate the path of two time displaced vortices. In order for the vortices to follow each other they had to be relatively weak compared to the steering flow field. At realistic vortex strength, the trajectories became chaotic. In summary, our metrics provided conflicting evidence towards the notion of hurricane track memory. A large-scale steering flow field did not appear to provide sufficient explanation for hurricanes following each other, though this does not preclude hurricane track memory being due to localised physical changes following a large storm.
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A contaminant, which also contains a polymer is in the form of droplets on a solid surface. It is to be removed by the action of a decontaminant, which is applied in aqueous solution. The contaminant is only sparingly soluble in water, so the reaction mechanism is that it slowly dissolves in the aqueous solution and then is oxidized by the decontaminant. The polymer is insoluble in water, and so builds up near the interface, where its presence can impede the transport of contaminant. In these circumstances, Dstl wish to have mathematical models that give an understanding of the process, and can be used to choose the parameters to give adequate removal of the contaminant. Mathematical models of this have been developed and analysed, and show results in broad agreement with the effects seen in experiments.
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There was a wide-ranging discussion of various different aspects of mathematical modelling within the financial sector with particular emphasis on those aspects that relate strongly
the current “credit crunch”. These discussions were prompted by the comments of the Guest Speaker Pat Hagan.
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In the oil and gas industry, an underreamer is a tool used to extend and enlarge the diameter of a previously-drilled bore. The problem proposed to the Study Group is to obtain appropriate mathematical models of underreamer dynamics, in forms that will lead to feasible computation. The modes of dynamics of interest are torsional, lateral and axial. This report describes some initial models, two of which are developed in more detail: one for the propagation of torsional waves along the drill string and their reflection from contact points with the well bore; and one for the dynamic coupling between the underreamer and the drill bit during drilling.
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EPRasheed wishes to be able to model and predict oil prices out to a time-horizon of 2050, taking into account a number of known factors. These include the finite supply of oil, growing and shifting demand, the viability of alternative energy sources (at different pricing levels) and the interactions of oil producers and oil consumers, as they respond to current pricing levels. The study group concluded that while ‘prediction’ of price in any meaningful sense was not viable, a model for scenario analysis could be realised. The model did not incorporate all of the factors of interest, but did model important time lags in the response of market players’ future behaviour to current oil prices. Consideration of the optimisation of supply through new capacity in the telecoms industry led to a generalisation of the standard Cournot-Nash equilibrium. This indicates how an output-constrained competitive market might operate. It enables identification of different pricing regimes determined by the level of competition and the resource limitations of particular supplier firms. Two models were developed sufficiently to enable simulation of various conditions and events. The first modelled oil price as a mean reverting Brownian motion process. Strategies and scenarios were included in the model and realistic simulations were produced. The second approach used stability analysis of an appropriate time-delayed differential equation. This enabled the identification of unstable conditions and the realisation of price oscillations which depended on the demand scenarios.
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An experienced driver will `feather’ the brakes so as to unwind the suspension compliance and stop the vehicle with only just enough torque in the brakes to hold the vehicle stationary on any gradient, or against the residual torque from an automatic transmission’s torque converter. An optimal stopping problem that minimises the total jerk was formulated and solved. This model was extended by including a linear relationship between the brake pressure and the acceleration of the car where the coefficients are estimated by linear regression. Finally, a Kalman filter estimates the state of the car using the tone wheel.
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At present, no decompression algorithm is able to predict safe decompression for all dive scenarios. In practice, empirical adjustments are made by experienced organisations or divers in order to improve decompression profiles for the range of depths and durations needed on any particular dive. Bubble formation and growth in the human body are the fundamental causes of decompression sickness, and it is believed that there is significant scope for incorporating better modelling of these
processes into the design of decompression algorithms. VR Technology is a leading supplier of technical dive computers. The company is interested in expanding upon an existing algorithm (the Variable Gradient Model - VGM), which is used to design ascent profiles/decompression schedules and thereby mitigate the risk of decompression sickness in divers. The Study Group took the approach of trying to extend the existing Haldane model to account more explicitly for the formation of bubbles. By extending the model to include bubble dynamics it was expected that some physical understanding could be gained for the existing modifications to some of the parameters. The modelling that occurred consisted of first looking at the Haldane model and then considering a single small isolated bubble in each of the compartments and interpreting the predictions of the model in terms of decompression profiles.
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Reliable Data Systems is developing a video-based odometry system that enables trains to measure velocities and distances travelled without the need for trackside infrastructure. A camera is fixed in the cab, taking images of the track immediately ahead, at rates in the range 25–50 frames per second. The images in successive frames are ‘unwarped’ to provide a plan view of the track and then matched, to produce an ‘optical flow’ that measures the distance travelled. The Study Group was asked to investigate ways of putting bounds on the accuracy of such a system, and to suggest any improvements that might be made. The work performed in the week followed three strands: (a) an understanding of how deviations from the camera’s calibrated position lead to errors in the train’s calculated position and velocity; (b) development of models for the train suspension, designed to place bounds on these deviations; and (c) the performance of the associated image processing algorithms.
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In cold weather the water seals of gasholders need protection from freezing to avoid compromising the seal. These holders have a large reservoir of "tank water" at the base which is below ground. At present freeze-protection is achieved by external heating of the seal water which is in a slotted channel called a cup. Electrical heating or circulation of heated tank water to the cup are examples of systems presently used. The tank
water has a large thermal capacity and National Grid wishes to investigate whether circluation of the tank water without external heating could provide su±cient energy input to avoid freezing.Only tanks in
which the tank water is below ground are investigated in the report.
The soil temperature under the reservoir at depth of 10m and lower is
almost constant.
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When an investor is allocating assets between equities, bonds and property,
this allocation needs to provide a portfolio with an appropriate
risk/return trade-off: for instance, a pension scheme may prefer a robust
portfolio that holds its aggregate value in a number of different
situations. In order to do this, some estimate needs to be made of the
volatility or uncertainty in the property assets, in order to use that in
the same way as the volatilities of equities and bonds are used in the allocation.
However, property assets are only valued monthly or quarterly
(and are sold only rarely) whereas equities and bonds are priced continuously
and recorded daily. Currently many actuaries may assume that
the volatility of property assets is between those of equities and bonds,
but without quantifying it from real data. The Study Group was challenged to produce a model for estimating the volatility or uncertainty
in property asset values, for use in portfolio planning.
The Study Group examined contexts for the use of volatility estimates,
particularly in relation to solvency calculations as required by the Financial
Services Authority, fund trustees and corporate boards, and it
proposed a number of possible approaches.
This report summarises that work, and it suggests directions for further
investigation.
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Unilever is currently designing and testing recommendation algorithms that would make recommendations about products to online customers given the customer ID and the current content of their basket. Unilever collected a large amount of purchasing data that demonstrates that most of the items (around 80%) are purchased infrequently and account for 20% of the data while frequently purchased items account for 80% of the data. Therefore, the data is sparse, skewed and demonstrates a long
tail. Attempts to incorporate the data from the long tail, so far have proved difficult and current Unilever recommendation systems do not incorporate the information about infrequently purchased items. At the same time, these items are more indicative of customers' preferences and Unilever would like to make recommendations from/about these items, i.e. give a rank ordering of available products in real time. Study Group suggested to use the approach of bipartite networks to construct a similarity matrix that would allow the recommendation scores for different products to be computed.
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When mobile handsets are making a call, a measurement report is sent to the serving base station periodically which includes the signal strengths to the base station and the next six strongest signals of the surrounding base stations. Motorola asked the Study Group if it was possible to say whether we could use this information to infer if phone calls occur in clusters and if it was possible to determine the locations, size and other features of these clusters. The Study Group found clusters in 'signal space,' that is, handsets reporting similar signal strengths with
the same base stations and explored methods of locating these clusters geographically.
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The problem was to devise a simulation method for the wind speeds at
a set of sites, that has the correct autocorrelation, cross-correlation and
distributions. The report includes one way of doing this, using a mul-
tivariate auto-regressive system, and other comments and observations
that may lead to better ways of achieving the aim.
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An Atomic Force Microscope (AFM) can be used to plot force against separation when a sphere is pushed into a viscoelastic mucus layer on a soft plane substrate and then retracted. Unilever wish to have a mathematical model of the process that could be used to determine the viscoelastic properties of the mucus from the measurements.
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When an oil well is being drilled, rock cuttings are transported up to the surface by a flow of viscous non- Newtonian fluid. Current mathematical models of the flow and transport neglect the effects of drillstring rotation. Schlumberger wish to have a model that includes these effects. The Study Group identified many of the ingredients that need to go into building such a model.
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The aim of the Study Group contribution is to develop a mathematical model of skeletal muscle fuel utilisation, which will enable an investigation of the dynamics of skeletal muscle glucose and lipid handling in response to a meal, and the effect of insulin on these dynamics.
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Runway Visual Range (RVR) is the horizontal distance a pilot can see on the runway. Many airports have systems for estimating the RVR, based on standardised values. More advanced methods involve measuring light transmission on the runway and the ambient light level.
If RVR is underestimated, a pilot may be ordered land elsewhere even though landing would in fact have been safe.
By analysing data from Birmingham Airport, the Study Group was able to quantify, in terms of airport throughput, the benefit of using measured light intensities compared to the standardised values.
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For its products to be managed effectively, BAE Systems has implemented a novel management system to chart progression through the product lifecycle, thereby allowing early identification and resolution of problems. BAE Systems asked the Study Group to analyse data gleaned as if from this process to determine whether past performance is a guide to future progress. This included
understanding the impact of interdependencies and the effect of aggregation up to the product level.
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At low oil flow rates, a well becomes unstable and the formation of slug flow in pipelines is a manifestation of such instability. The front of a slug may be regarded as a propagating, continuously breaking wave, which continuously entrains gas. The Study Group was asked to explore alternative or new ways to treat the gas entrainment problem and to suggest models for the various phenomena.
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This problem deals with the scheduling of data packets for different users who share a common wireless channel of limited capacity and who have different service time requirements.
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A "Triad" is one of the three half-hour periods in the winter that have the highest national electricity demand. The charges levied on commercial users of electricity, for the whole of the winter, depend strongly on their consumption during Triad periods.
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Aircraft fuel tanks are generally within the wings. They are approximately rectangular but have detailed internal structure. A key aspect of aircraft safety is the ability to have accurate measurement of the amount of fuel in the tank.
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The Study Group showed how the problem faced by a defence organisation when it has to partition funding between the armed services and defence technology R&D can be formulated and solved as a problem in optimal control with delay.
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In oil extraction from the North Sea, one problem is the build up of wax in undersea pipelines. The Study Group showed that modelling the problem using kinetic undercooling and shear-induced diffusion gives results in broad agreement with experiments.
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The Study Group was asked by Dstl to investigate methods of 'aggregation' that can simulate a battle by aggregating units together, so that existing simulations can be accelerated.
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Consumer behaviour is influenced through global factors, such as
advertising and price setting, and local factors, via a network of social imitation. This Study Group problem explored how to detect the presence of social imitation networks in consumer transaction data and how to extend and validate agent-based models to include social imitation.
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In designing aircraft wings, the aerodynamic load is calculated from the pressure profile around the wing, for various different Mach numbers and angles of attack. Interpolation methods are needed to supplement wind tunnel and CFD data.
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Shimmy is an oscillation in aircraft landing gear that causes excessive wear on components and can cause accidents. Traditional analysis considers shimmy as a linear effect; this project moves towards a more realistic model.
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Many wireless network protocols lead to Markov chain models. The techniques of sparse linear algebra can be used to calculate performance measures and their sensitivity to protocol parameters. This Study Group project explored best practice in this area, with particular reference to the Bianchi model.
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The increasing prevalence of WLAN (wireless networks) introduces the potential of electronic information leakage from one company's territory in an office block, to others due to the long-ranged nature of such communications. BAE Systems have developed a system ('stealthy wallpaper') which can block a single frequency range from being transmitted through a treated wall or ceiling to the neighbour.
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A composite material consists of a rubber filled with gas-filled microspheres. In underwater applications it is compressed hydrostatically by a pressure that may be not insignificant compared with the shear modulus of the rubber, so large strains are produced around each spherical inclusion.
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Unilever asked the Study Group to focus on two problems. The first concerned dysregulated lipid metabolism which is a feature of many diseases including metabolic syndrome, obesity and coronary heart disease. The Study Group was asked to develop a model of the kinetics of lipoprotein metabolism between healthy and obese states incorporating the activities of key enzymes. The second concerned the use of comparative genomics in understanding and comparing metabolic networks in bacterium.
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In cellular communications networks, cells use beacon frequencies to ensure the smooth operation of the network, for example in handling call handovers from one cell to another. These frequencies are assigned according to a frequency plan, which is updated from time to time, in response to evolving network requirements.
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In medical diagnostic tests, including pregnancy testing and tests
for typed red blood cells, it may be possible to detect low concentrations of the relevant analyte through an agglutination reaction in a capillary channel.
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Unilever asked the Study Group to construct models for consumer behaviour that might be useful in tools for brand management in markets for fast-moving consumer goods. Such models must take into account various psychological and sociological factors that describe respectively how consumers are influenced by what is on sale and who else is already buying. The outputs of the models should be predictions for the division of market share between competing products. Two phenomena of particular interest for assessing modelling options are the 'decoy effect' and 'lock-in'
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Vodafone proposes to offer road traffic information services to its mobile phone customers. In contrast to other such systems, Vodafone intends to generate traffic flow and velocity data by using the signalling information that is already generated by the standard operation of its mobile phone network. This report investigates the feasibility of this idea by analysing a data set provided by a pilot project on the autobahn network in Southern Germany.
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Many diabetics must measure their blood glucose levels regularly to maintain good health. In principle, one way of measuring
the glucose concentration in the human body would be by measuring optically the glucose content of the aqueous humor in the eye. Lein
Applied Diagnostics wish to assess whether this is feasible by a linear confocal scan with an LED source, or by supplementing such a system with other measurements.
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Thermal Ceramics manufacture high-temperature thermal insulation, much of which is made in the form of fibre. The manufacturing process results in a significant fraction of unfiberised material in the form of shot particles. The Study Group was asked to look at how melt transfers on to the spinning wheels, what kind of melt layer exists on the wheels, and how this layer breaks up. By using a mathematical model to understand the relative importance of various parameters, it is hoped to guide experimental trials and then the scale-up to production levels.
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The problem posed to the Study Group by Schlumberger was how to estimate the probability distribution of the results from a simulator of a hydrocarbon reservoir from the probability distribution of an uncertain description of the geology of the reservoir. The geology of the reservoir is a large vector and the simulator is a complicated function of this which is expensive to evaluate.
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Unilever asked the Study Group to construct models for microfluidic devices that can illuminate design principles and tools for future applications. Steady two-phase flow in a microfluidic device was examined using a network model. The generalisation of Kirchhoff's laws from electric-circuit theory to two-phase flow was demonstrated assuming no-slip between the phases. Missing equations at nodes were replaced by realistic physical assumptions based on how the phases divide at these junctions.
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National Air Traffic Services (NATS) are concerned with ensuring low probabilities of errors in determining aircraft positions. In general, error probabilities depend on the tails of some probability distributions for which there has been no theoretical model. NATS asked the Study Group to analyse data and assess whether the probability distributions that are currently used are good models for the errors.
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When channels with limited buffer space are shared by multiple bursty data sources then some fraction of submitted packets is lost when the buffer becomes full. Such systems may be designed with a variety of queueing disciplines and packet discard policies. The Study Group was asked to analyse the packet-loss process for
packet submission using either first-in-first-out or weighted fair queueing, and for packet discard using either drop-tail or random early discard policies.
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Ice cream is essentially a foam consisting of air bubbles in a mixture of fat, water and ice crystals. If manufacturing involves mixing the ingredients under high pressure then possible air loss as the pressure is released becomes an important issue.
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GPRS is a standard for data communications via GSM mobile phones. This work analyses quality of service for simultaneous transmission of voice and data.
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Comfort testing of footwear could benefit significantly from the use of an 'artificial foot', subjected to controlled environments for periods of up to several hours.
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Simulations of a teetered tail rotor, carried out by Westland Helicopters, have shown an instability at sufficiently high forward velocity and have also indicated a natural frequency at nearly three times the rotation frequency.
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The etching of semiconductors in a plasma chamber is a process that depends on the gas flow and pressure in the chamber and also the power of the external radio-frequency source applied.
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The biomimetic spinning of spider silk protein dope does not yet achieve the strength characteristics found in nature, leading to close examination of the design of biomimetic rigs.
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The preservation of rare and endangered species of birds requires finding efficient, and above all successful, methods of breeding them in captivity. One strategy adopted is to remove eggs from the mother, making her lay more eggs, and then incubating the removed eggs artificially. Artificial incubation machines must attempt to replicate the conditions of natural incubation as closely as possible.
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The Urban Light Transport (ULTra) project is concerned with the development of an on-demand transport system of driver-less taxis running on their own dedicated guideway network. The network consists of a number of stations together with a collection of one-way guideways linking them up. The Study Group was asked to develop a tool to assist in network design.
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RAPRA's vibrating needle curemeter is a commercial device which continuously monitors material cure. A deeper understanding of its operation can clarify the prospects of further utilization in evaluating rheological properties.
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Nan Gall is developing a densitometer for application down oil wells, based on an off-the-shelf transducer. The transducer is not specifically designed for such harsh environments and hence there are important issues such as the device's best mode of operation and the effects of the necessary pressure-rated housings.
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Among the proteins that have evolved over hundreds of millions of years, with important roles in defence against invading micro-organisms, are the pentraxins. The two major members of the family are known as CRP and SAP, and they evolve due to mutations in the underlying DNA.
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Cold rooms of varying sizes are used to chill and store food. The air from the cooling mechanism often takes the form of a turbulent jet which is obstructed by the shelving containing the food leading to a complex flow and heat transfer problem in a difficult (and time varying) geometry.
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Vehicle Research Corporation has proposed a mechanism for eliminating the sonic boom generated by supersonic flight. It involves a nozzle-shaped wing underside, together with an underwing planar jet of engine compressor air.
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Leaks from water supply pipes generate noise, which can be used to locate the position of the leak.
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Aircraft departure sequencing at major airports such a Heathrow is an important example of planning under uncertainty. The departure sequence must satisfy a set of hard constraints, concerned with the sizes and routes of successive departing aircraft, and should also be optimized with respect to a further set of soft constraints.
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There exist a large number of industrial applications which involve the extrusion of aerated composite materials through an orifice,
such as styrofoam, insulation and confectionery. Often such delicate structures change due to shear and pressure fields experienced on extrusion.
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In the normal operation of ink jet printheads, ink drops are extruded through a nozzle, producing plugs with the same diameter as the nozzle. However, Xaar has observed that under certain circumstances a smaller, faster drop is emitted from the centre of the nozzle.
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The Acordis acrylic fibres plant in Grimsby operates thirteen production lines, extruding four basic polymer types to make fibres. The Study Group was asked to design a tool to assist with production scheduling.
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QinetiQ's Real Time All Vehicle Simulator (RTAVS) is a multi-platform simulation environment used for a variety of applications, including the simulation of a military fast jet. In this application, a Head Up Display (HUD) provides the pilot with navigation and weapons system information.
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An active sensing system probes the environment by transmitting a signal and processing the output of a receiver, which generally contains echoes from reflectors and boundaries, and also noise. Usually the transmission is pulsed, but here a continuous signal is investigated.
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The question under consideration in this project was how to generate noise samples appropriate for reliably testing the quality of in-car speech recognition systems. Speech-driven applications are becoming more common in cars and it is important to be able to test how well such systems perform and to identify those aspects of the noise which may cause difficulties for the systems.
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In many service industries, companies offer a variety of customer packages, with differing levels of service and associated charges. From time to time, customers will upgrade to a more expensive package, or possibly downgrade or discontinue their contract altogether.
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