=1
(1)
where:
p : the order of the model;
i
a : coefficients of prediction
The identification of prediction coefficients is done on the basis of simulation results by the least
squares method. The model of simulation is constructed on the following hypotheses:
The density of probability of delays in the arrivals of LNG tankers organized in shuttles follows an
exponential law of the form:
( )
= e P (2)
For a service duration, which comprises the maneuverings, the deballasting, the loading and
customs formalities:
( )
= e G (3)
Where :
: mean rate of delays;
: mean rate of service;
and , the time.
By analogy with the oil domain
12
the choice of exponential distributions, which are the simplest to
manipulate mathematically is the most often confirmed by practice. For the spot arrivals, the adapted
model is that of completely random arrivals characterized by a Poisson process:
3
( )
( )
t
m
e
m
t
t H
!
(4)
Where :
: mean rate of spot arrivals
m : average number of LNG tankers
t : time
The parameters , and may be estimated by a statistical treatment of data during the
normal exploitation of the port.
After having admitted an initial state of the system, the use of the Monte Carlo method enables the
simulation of a chronology of LNG tankers arrivals and departures as well as the occupation period of
each loading platform. According to the real evolution of the spot expeditions the coefficients of
prediction will be corrected by the adaptive algorithm use or by Kalman filter. The vectorial form of this
algorithm is:
( ) ( ) ( ) ( ) 1 1 1 ' + + + = + k e k K k a k a (5)
( ) k a : vector of prediction coefficients at the modeling step k
( ) 1 + k K : the gain at the step ( ) 1 + k
( ) 1 + k e : the update error at the step ( ) 1 + k
2 Storage capacities modeling
The LNG storage at a terminal is characterized by a continuous supply. If receivings can be
assimilated to a determinist controllable process, the expeditions them, because of delays and spot
deliveries are most often random. The port can be considered as a complex operator then and the
expeditions from the storage park as an exit signal. It becomes possible then to turn into account the
theory of the random functions in view to better know the characteristics of the exit signal, its spectral
representation and mainly the judicious choice of the planning duration and the receivings volume.
Knowing the flow rate of each loading platform, the simulation model of the port may be transformed to
furnish a chronic of the exported LNG amounts. Then the result is a chronological series of the
amounts sent, that we will assimilate to an ergodic random process. The moments of different orders
are defined then by the relationships:
( ) ( )   ( )  
=
y y yy
M T y M y
T N
T R
1
(6)
( )
( )
y
yy
yy
D
T R
T = (7)
y
M : mean of the function ( ) y
y
D : variance
( ) T R
yy
: Autocorrelation function
The Autocorrelation function is not a random function. Its form enables to judge the nature of the
process, which may be harmonic or purely random. In the case of a harmonic process, the planning
duration is equivalent to the half period of the correlation function. In the case of a random process,
the correlation function weakens when the interval T increases. So one must content himself with
defining the interval for which the process may be considered as stationary in the wide sense. The
expeditions of LNG being random, a statistical analysis of the evolution of the simulated stocks state
enables to define (for a given risk factor) the safety stocks level and the necessary storage capacities,
so the possibility of new constructions of tanks. The evolution of the state of stocks may be described
by the relationship:
4
( ) ( ) ( ) ( )
q Q
e
ST ST + =
0
1
(8)
Where:
( )
0
Q : sequence of the gas pipelines flow rates chosen so that to minimize the energy costs;
( )
e
q : exit flow rate from the park, random function depending of LNG tankers arrivals and the
occupation of the loading platforms.
3 Reliability of LNG chain
An LNG chain is a complex system. The modeling of complex systems, from reliability standpoint or
other, is always delicate. The systemic approach, or system approach, consists to split up the global
system in subsystems. Every subsystem being itself susceptible to be decomposed to subsystems of
lower level. Of a general way, a subsystem will be defined as a set of elements (or of lower level
subsystems) in interaction. The element is considered as the basis of the subsystem in the way that it
can not be decomposed to subelements. This results in a hierarchical organization chart having a
more or less high number of levels according to the mannered detail degree in the modeling. For the
modeling of the reliability of an LNG chain, of the type of the Hassi RmelSkikda chain, we adopted a
hierarchical decomposition of five levels. The modeling proceeding is of bottomup type.
For systems of production where redundancies of subsystems are the most often numerous, the
failure of an element doesn't involve the total stop of the production but a decrease of performance
characterized by a matter flux lower than the nominal flow rate. The untimely nature of failures
involves by this fact a random fluctuation of the flow rate. These fluctuations can be then expressed as
probability values according to a statistical distribution law or assimilated to a random process of
discrete phase space. Every phase corresponds to a well definite failure state. In the two cases the
reliability coefficient, that characterizes the loss of performance owed to failures, can be quantified as
follows:
=
=
s
k
k k
R
Q
Q P
K
0
0
.
(9)
Where:
k
P , probability of the failure state k ;
k
Q , production flow rate associated to the failure state k ;
0
Q , design flow rate.
Probabilities of phases
k
P are determined by the use:
Of reliability indices of the basis elements, mainly the failure rate and the repair rate;
Of subsystems reliability diagrams;
Of basis models of the systems reliability;
Of the fundamental theorems of the probability theory.
The details of this important part of work are given in the second paper presented in this conference
3
.
4 Optimization of the LNG chain
Costs of startsup/stops of a liquefaction train are very high. The operating at partial load of a
liquefaction train is expressed by a decrease of the efficiency and the increase of the fuel
consumption. It can be expressed by the relationship:
( )
n
i i i
n
i
i
i i i i
q
q
q
b a q C =


.

\

=
max
(10)
max i
q : nominal capacity of the train i
i
q : the production flow rate of the train i
i i
, and n : coefficients defined from the real consumption curves
5
The optimization criteria kept consists in minimizing costs of energy and costs of startsup/stops
(11)
C : cost of energy by unit of time in $
T : period of planning
n : number of trains
ij
a : binary variable
i
Cd : cost of a startup/stop of the train i
Constraints:
1  constraints on the production flow rate of the LNG units in link with risks of rupture of stock and of
overstock
( )
( )
( ) ( )
( )
T
t
t t
T
t
t
V V
q Q
V V
q
st st
e i
st st
e
1 1
0
+
+
for all i varying from 1 to T
2  constraints of flows balance
( ) t Q q a
i ij
n
j
ij 0
1
=
=
for all i varying from 1 to T
3  constraints of link
( )
2
1 1
1
1 1
1
i
T
i
n
j
ij j i i
T
i
n
j
n
ij i
Cd
a a T q C Z Min + =
= =
= =
+
T1
T2
T3
T4
T5
T6
+
st
V
st
V
) (t q
e
( ) t Q
0
1
q
2
q
3
q
4
q
5
q
6
q
p
Q
6
( ) ( ) s t q a t q
e
P
s
s e
=
=1
for all t varying from 1 to T
4  constraints on the tolerated operating range of trains
1 6 , 0
max
j
ij
q
q
for all j varying from 1 to n
( ) t Q
0
: daily flow rate of produced LNG
+
st
V : maximal storage capacity
st
V : minimal storage capacity
( ) i V
st
: state of stocks to the instant i
The model set this way brings is drawn to a nonlinear programming problem with mixed variables. Its
solving is obtained by an algorithm of generalized reduced gradient type associated to a procedure of
branch and bound type.
A failure on a gas chain is a random event, it can be foreseen only from a probabilistic standpoint. In
this context, the operator must be able to have at ones disposal tools enabling him to immediately
define the optimal configuration of the optimal parameters of the operation to establish taking into
account the failures. In this setting a model of optimization by the criteria of the minimum of energy
consumption has been developed.
Gas pipeline operates at relatively high pressure. The high operating costs of transmission pipelines
(compared to distribution) motivate the study of these ones. For a gas pipeline of an average
complexity, the fuel consumption of compressor stations represents approximately 510% of the gas
entering the pipeline. Because of the compressible nature of the gas, the optimization problem of a
gas pipeline operation whatever the criterion chosen comes out to a nonlinear programming problem.
The paper by Batey
5
represents one of the early attempts to develop a rational control policy. The
application of this simple principle gives very correct results when the flow rate wanted at the end of
line is close to the nominal one. However, for intermediate flow rates needing to by pass a given
number of compressor stations, the disadvantages of its application become obvious because of the
highly combinatorial nature of the problem.
Wong and Larson
13
determined the steadystate optimal operating conditions of a gun barrel gas
pipeline with compressors in series. Their technical solution was to use dynamic programming to find
the optimal suction and discharge pressures of a fixed number of compressor stations but they do not
give guidelines on how to accomplish such operation. The disadvantage of the dynamic programming
technique is that it can not accommodate many decision variables
6
, at time where, paradoxically, the
technology complexity tends to increase their number and expressed by not very satisfactory solutions
from practical standpoint and sometimes unfeasible.
The objective of the optimization in this case is to minimize the fuel amount which is consumed by the
gas turbine drivers
2,10
(12)
i
Pd : discharge pressure
i
Ps : suction pressure
LHV : low heating value
i
ST
: global efficiency of station i
(
(


.

\


.

\

=
=
N
i
p
i
i i
ST
Q
Ps
Pd
LHV
C
Z Min
i
1
0
1
1
7
p
Q : gas pipeline flow rate
i
C
0
: coefficient
N : number of compressor stations in the system
: ratio of specific heat
Operating constraints include constraints on stations and on individual turbo compressor units. At
station level constraints are imposed on suction and discharge pressures, maximum discharge
temperature and horsepower of coolers. Constraints imposed on individual turbo compressor are
sufficient to ensure a feasible operating profile at all times during the solution. Checks are made of
surge, stonewall lines and maximum horsepower for each turbo compressor.
The problem set this way is solved by a dynamic programming procedure. The dynamic programming
is dominated by the principle of optimality of Bellman according to which:
A policy is optimal if, at a stated stage, whatever the preceding decisions may have been, the
decisions still to be taken constitute an optimal policy when the result of the previous decisions is
included .
For the case of GK1 gas pipeline Hassi RmelSkikda feeding the liquefaction plant GL1K, enables to
reduce the fuel consumption of 11%.
Conclusion
The recent development of the spot transactions is the proof of the gas markets mutation. These
circumstantial sales, represented 5% of gas transactions in 2000. This number will have tendency to
increase according to a given number of specialists. This activity will represent a complementary
element of the Algerian gas strategy based on the long term. Sonatrach, one of the most active gas
operators, has already started to adapt its production tools to those new perspectives. Consequently
the LNG chains, characterized by a given rigidity must anticipate these evolutions and include new
forms of organization of their exploitation. It can be obtained by the maximization of the availability and
the minimization of production costs on the whole of the LNG chain.
We presented in this article the necessary modeling tools enabling:
the evaluation of the quality of response of an LNG chain facing those mutations;
the quantitative analysis and the improvement possibilities of an LNG chain availability by the
implementation of a systemic model of reliability.
the reduction of production costs by the optimization of the whole chain taking into account the
stochastic nature of expeditions that will result from the more and more important part of the short
term market. For this last point an approach associating dynamic programming and MINLP was
implemented.
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