Chemical Engineering Communications

ISSN: 0098-6445 (Print) 1563-5201 (Online) Journal homepage: https://www.tandfonline.com/loi/gcec20

A Hybrid Method for Stochastic Performance

Modeling and Optimization of Chemical
Engineering Processes

Usman Abubakar , Srinivas Sriramula & Neill C. Renton

To cite this article: Usman Abubakar , Srinivas Sriramula & Neill C. Renton (2015)
A Hybrid Method for Stochastic Performance Modeling and Optimization of Chemical
Engineering Processes, Chemical Engineering Communications, 202:2, 217-231, DOI:
10.1080/00986445.2013.838159

To link to this article: https://doi.org/10.1080/00986445.2013.838159

Published online: 15 Sep 2014.

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Chemical Engineering Communications, 202:217–231, 2015
Copyright # Taylor & Francis Group, LLC
ISSN: 0098-6445 print/1563-5201 online
DOI: 10.1080/00986445.2013.838159

A Hybrid Method for Stochastic Performance Modeling

and Optimization of Chemical Engineering Processes
USMAN ABUBAKAR, SRINIVAS SRIRAMULA, and NEILL C. RENTON
School of Engineering, University of Aberdeen, Aberdeen, United Kingdom

As chemical engineers seek to improve plant safety, reliability, and financial performance, a wide range of uncertaintyladen deci-
sions need to be made. It is widely agreed that probabilistic approaches provide a rational framework to quantify such uncertainties
and can result in improved decision making and performance when compared with deterministic approaches. This article proposes
a novel method for design and performance analysis of chemical engineering processes under uncertainty. The framework combines
process simulation tools, response surface techniques, and numerical integration schemes applied in structural reliability problems
to determine the probability of a process achieving a performance function of interest. The approach can be used to model pro-
cesses in the presence or absence of performance function(s), with or without parameter interactions, at both design and oper-
ational phases. With this, process behavior can be quantified in terms of stochastic performance measures such as reliability
indices and the associated most probable process design=operating conditions, providing a simple way to analyze a wide range
of decisions. To validate the applicability of the proposed framework, three case study systems are considered: a plug flow reactor,
a heat exchanger, and finally a pump system. In each case, performance criteria based on the original physical model and the sur-
rogate model are set up. Reliability analysis is then carried out based on these two models and the results are assessed. The results
show that the proposed framework can be successfully applied in chemical engineering analysis with additional benefits over the
traditional deterministic methods.
Keywords: Optimization; Process modeling; Reliability analysis; Response surface methodology; Stochastic programming;
Uncertainty quantification

Introduction and Wozny, 2009; Ascough II et al., 2008; Badar et al.,

Uncertainties in process plant behavior continue to cause
considerable concern to chemical engineers involved in their
design, commissioning, and operation. In the presence of
uncertainties stemming from lack of information and=or
random physical variation, there is still a need to determine
optimum design factors, production=financial performance,
and overall system reliability, and ensure that the plant is
operating in a safe manner under a variety of operating
conditions (Lasserre and Roubellat, 1985; Pistikopoulos
and Grossmann, 1988; Pistikopoulos and Mazzuchi, 1990;
Szépvölgyi, Jr., et al., 1999; Vasquez and Whiting, 2004).
Traditional deterministic approaches are limited in their
ability to give the engineer insight to the behavior of com-
plex chemical engineering systems featuring high dimension-
ality, nonlinear performance functions, and random
behavior. Unfortunately such conditions are often present
in modern process engineering systems (Arellano-Garcia
Address correspondence to Srinivas Sriramula, Lloyd’s Register
Foundation (LRF) Centre for Safety & Reliability Engineering,
School of Engineering, University of Aberdeen, Aberdeen,
AB24 3UE, UK. E-mail: s.sriramula@abdn.ac.uk
Color versions of one or more of the figures in the article
can be found online at www.tandfonline.com/gcec.
1993; Cheng and Sandu, 2009; Diwekar and Rubin, 1991).
Using deterministic methods, low probability events (which
could be of high consequence) and random system behavior
may not be adequately accounted for by just imposing
design factors on a less informed empirical basis. As
a result, plant equipment and systems can be over- or
under-designed, with potentially serious financial, safety,
and environmental consequences. These issues continue to
emphasize the need for stochastic approaches for systems
design and performance analysis.
To address this, considerable effort has been committed
to the development of stochastic analysis techniques in a
range of engineering disciplines, particularly in the field of
structural engineering (Melchers, 1999; Zio, 2009). The
application of stochastic methods in chemical engineering
analysis has also received attention. A novel approach for
flexibility analysis for processes under uncertainty was
proposed by Pistikopoulos and Mazzuchi (1990). In this
approach, the process was assumed to be governed by a
linear model and the uncertain parameters were assigned
Gaussian distribution functions to compute the performance
index. Badar et al. (1993) investigated the performance of
a heat exchanger under uncertainty taking into account the
fact that the objective function could be nonlinear; this
work also treated some of the variables as non-Gaussian.
218
Grossmann et al. (1983) and You and Grossmann (2008)
presented an approach for planning and optimizing supply
chain design under uncertainty. In this work, probabilistic
models were used to predict stock levels, stock-outs, and
other demand uncertainties.
More recently, Moon et al. (2011) presented a framework
that could be used for integrating process design and control
under uncertainty. The study discussed a mathematical
approach for reducing the combinatorial complexity
encountered in integrating design and control under uncer-
tain parameters. Lu et al. (2010) applied a fuzzy modeling
approach to address similar problems. Sheen and Wang
(2011) also proposed an uncertainty quantification technique
that employs polynomial chaos expansions (PCEs); using the
H2=CO=C1
C4 kinetic model and ethylene combustion
data, uncertainties were quantified in the presence of some
constraints. The Advanced Process Engineering
CO-Simulator (APECS), developed by National Energy
Technology Laboratory (NETL) of the U.S. Department
of Energy and other R&D collaborators, is an innovative
software tool that combines steady-state process simulations
with computational fluid dynamics (CFD) and
reduced-order models for optimization of overall process
performance (Zitney, 2010). Using the process industry stan-
dard, CAPE-OPEN (CO), APECS provides stochastic
analysis opportunity. Subramanyan et al. (2011) demon-
strated the usefulness of this capability in the uncertainty
analysis of an advanced electricity and hydrogen generation
facility.
Some of the benefits and the need for stochastic methods
are demonstrated by the studies referenced above. However,
the studies also demonstrate that many challenges to the suc-
cessful application of stochastic methods remain and that
opportunities exist to make use of methods developed in
other fields of engineering. This article presents a novel
stochastic technique for designing and analyzing chemical
engineering systems that contain uncertain variables. The
proposed approach combines response surface modeling
(RSM) and structural reliability methods to model and
investigate the behavior of process systems under uncer-
tainty. The article shows how commercial RSM software
packages can be used in conjunction with chemical process
simulators and structural reliability analysis packages to
model uncertainty in chemical engineering systems. Three
case studies representing typical chemical engineering pro-
cesses are considered to validate the proposed approach.
Problem Formulation
Process design and performance analysis under uncertainty
involves two major tasks: formulation of functions that
describe performance and the adoption of solution techni-
ques to solve the constrained objective function(s). The
mathematical formulations and solution strategies differ
essentially in the set of assumptions adopted relating to sys-
tem boundary definition, type of system (steady or transi-
ent), parameter classification, operability ranges, parameter
uncertainty distribution, and variable dependence. The
U. Abubakar et al.
governing function(s) could be assumed to be linear,
nonlinear, and either continuous or discrete.
Grossmann et al. (1983) and Chacon-Mondragon and
Himmelblau (1988) presented a mathematical formulation
of uncertain chemical engineering systems along the follow-
ing lines. The set of parameters governing the performance
behavior of a chemical process is usually categorized into
state variables ðwÞ, equipment sizes=dimension specifications
ðdÞ, control variables ðcÞ, and vector of uncertain parameters
ðxÞ. For a time-invariant process under uncertainty, a
general mathematical formulation governing design and
performance for a single-objective programming can be
represented by (Edgar et al., 2001):


Minimize f d; c; w; x



subject to: h d; c; w; x ¼ 0; g d; c; w; x  0 ð1Þ
where f() is the objective function, typically expressed in
monetary units, and h is the vector of design=performance
equations. The vector h could comprise mechanistic models
(obtainable from known principles such as mass, energy, and
equilibrium equations) and=or regression models (obtained
through response surface methodologies). The inequalities
vector, g, is often used to specify operating limits and pro-
duct quantity and quality, guided by, for instance, the cost
of raw materials, utilities, market forces, and need for
human, environmental, and equipment safety or certain
regulatory requirements. From Equation (1), it can be seen
that the vector of the state variables w is a subset of the other
decision variables at a given design d for any realizations of
x, suggesting that w can be expressed as an implicit function
of the control variables c as:


h d; c; w; x; ¼ 0 ) w ¼ wðd; c; xÞ ð2Þ
Resulting in a reduced inequality constraint:


g d; c; wðd; c; xÞ; x ¼ G ðd; c; xÞ  0 ð3Þ
Consequently, optimum design=performance realizations
are required (obtainable

 G ðd; c; xÞ  0) that minimize
from
the cost function f d; c; w; x . Each of the uncertain para-
meters ðxÞ is characterized by an associated range and a
given probability distribution. The resulting joint probability
distribution is then integrated across the design=perfor-
mance space subject to G ðd; c; xÞ  0, which is set up to opti-
mize the objective function. Numerical solution schemes can
be employed to obtain probabilistic performance measures
from the chemical process design=performance functions.
Some of the possible problems encountered in the course
of this kind of analysis are: complexity or absence of objec-
tive function in a closed form, interactions between process
variables, non-normal tendency of random variables,
difficulty in input mapping=sampling, and the need for
user-friendliness of the approach. These issues have received
A Hybrid Method for Modeling and Optimization
attention in the structural reliability research community
and will be of benefit to those in the chemical engineering
community seeking to use similar probabilistic methods. In
this article, we present a novel application of such schemes
applied widely in the field of structural reliability. The
first-order reliability method (FORM) has a number of
strengths that would benefit chemical engineering design
and analysis and will be highlighted in what follows.
Methodology
The approach proposed in this article is comprised of two
major components: response surface modeling (RSM) and
stochastic analysis. The detailed steps include efficient
response surface modeling using process simulation tools,
objective function development, solution of the objective
function using reliability techniques, and adjusting the con-
trol variables to achieve defined economic performance con-
strained by the need to ensure safety and reliability. Each is
described briefly in the following subsections.
Response Surface Modeling (RSM)
The aim of RSM is to establish a functional relationship
between the random inputs and the system response. After
defining the system to be modeled and the performance tar-
get to be achieved, the parameters are classified as either ran-
dom or deterministic using available plant data or
experience of their effect on the outcome of the design prob-
lem. The most probable sampling range for each of the
uncertain variables is then identified.
Next, to ensure efficient treatment of the uncertain input
variables, the sampling space is designed using one of the
experimental design schemes described in Myers and Mon-
tgomery (2002). There are a number of these design of
experiment (DoE) techniques. Central composite design
(CCD) schemes are used to fit second-order response func-
tions to data (Haldar and Mahadevan, 2000; Myers and
Montgomery, 2002). Popular examples of CCD schemes
are the Box-Wilson (BW) and Box-Behnken (BB) methods.
Choice of the experimental design method is governed by a
number of factors as discussed in Haldar and Mahadevan
(2000), Liu and Moses (1994), and Najm (2009). A number
of commercial software packages such as Design-Expert,
Matlab, and Statistica can be used to build the input
sampling; Design-Expert was used in this study.
The process response to the random input variables is
then determined. There are two potential ways for achieving
this: real experiments using existing plants or process simula-
tion software (for example, UniSim Design, Aspen HYSYS,
ProSimPlus, ChemCAD, COCO, gPROMS, or PRO=II).
The simulation tools are a familiar part of modern chemical
engineering and use encoded closed-form functions, i.e., the
mechanistic models obtained through mass=energy balances,
thermodynamic principles, and reaction kinetics to model
unit operations or processes along with their physical and
chemical properties. Even if available, physical models gov-
erning the performance behavior of an entire process or even
a unit operation could be very complex, featuring high
219
dimensional nonlinearity. To address this problem, the
results from response surface modeling are used to construct
a simpler surrogate model.
Different mathematical functions can be fitted to the
plant data or process simulation results to characterize their
performance, as discussed in Edgar et al. (2001). However,
for the purpose of reliability analysis, polynomial functions
are usually fitted because of their ability to account for both
linear and nonlinear effects as well as interactions between
variables (Haldar and Mahadevan, 2000). This usually
requires nonlinear multiple regression analysis.
If Y is an (N  1) vector of the responses, X is an (N  k)
matrix of the input treatments, a is a (k  1) vector of the
regression coefficients, and e is an (N  1) vector of the ran-
dom errors, it can be shown that (Barton and Meckesheimer,
2006; Myers and Montgomery, 2002):
Y ¼ Xa þ e ð4Þ
A common polynomial function linking the inputs and
response may then take the form:
XN XN
1 XN XN
yðxÞ ¼ a0 þ a x þ
i¼0 1 1 i¼1
a xx þ
j<1 ij i j
a x2 þ e
i¼0 ii i
ð5Þ
where xi is the vector of the random input variables, N is the
total number of random variables under consideration, a0,
ai, aij, and aii are the regression coefficients to be calculated,
and y(x) is the approximate objective function accounting
for the fit errors. One benefit of the approach proposed in
this article is that the surrogate model needs to be accurate
only at and around the region of high probability density,
which is the main area of interest in reliability analysis (Hal-
dar and Mahadevan, 2000; Rajashekhar and Ellingwood,
1993). The total number of regression coefficients (Cr) to
be determined depends on the number of selected variables
N (Haldar and Mahadevan, 2000):
ð N þ 1Þ ð N þ 2Þ
Cr ¼ ð6Þ
2
A number of commercial statistical software packages can
be used to carry out the nonlinear multiple regression
analysis (Matlab was used in this study).
Reliability Analysis
The aim of this reliability analysis is to determine the design
space and the corresponding region satisfying some pre-
scribed constraints, the most probable values of the
design=performance target, the corresponding values of the
input variables (design points, sensitivity of the target to
each of the random variables), chance of meeting=missing
the target, and the reliability=performance index. The results
can be used to adjust the proposed design variables as
appropriate to achieve the desired performance.
With the objective function developed, the performance
target (a threshold, limit state, or failure criteria) for the
process is then defined, guided by experience, deterministic
220
Fig. 1. Illustration of the performance space and the
Hasofer-Lind (H-L) reliability index b for a nonlinear safety
margin.
optimization results, available performance, failure or mar-
ket data, regulatory requirements such as the need to mini-
mize the production of a certain pollutant, or other
factors. A mathematical function, GðX Þ, usually termed
the limit state function (LSF), is then defined to split the
multidimensional state-space of the input variables into
regions representing ‘‘success’’ and ‘‘failure.’’ This surface
splits the domain as shown in Figure 1 (note that upper part
of Figure 1 could be the failure region depending on how the
LSF was defined). Considering a system under uncertainty,
we may for instance wish to determine the probability (Pf)
that the system assumes a value, [y(x)], equal to or less than
the threshold u. This can be expressed as:
Pf ¼ P½yðxÞ  u ¼ P½G ðX Þ ¼ yðxÞ
u  0 ¼ P½G ðX Þ  0
ð7Þ
Also, in terms of the joint density function, the failure
probability for the system may then be defined as
(Thoft-Christensen and Baker, 1982):
Z
: The transformation from physical to standard normal space
Pf ¼ GðX Þ0
fX ðxÞ  dx ð8Þ
where GðX Þ is the limit state function, X is the input vector
space, fX ðxÞ is the joint probability distribution function,
and u is the defined threshold, which could be a constant
or a function. In this way, failure is deemed to have occurred
whenever GðX Þ  0, and GðX Þ > 0 implies success or
non-failure. Note that, depending on the chosen threshold,
design configuration, and specifications, the limit state func-
tion can be defined to accommodate the concept of process
flexibility, also called flexibility index, resilience index, or
process flexibility measure (Grossmann et al., 1983; Lasserre
and Roubellat, 1985; Saboo et al., 1985).
U. Abubakar et al.
There are several techniques and algorithms for solving
Equation (8), including Monte Carlo simulation (MCS)
and its variants (such as directional simulation, importance
sampling, Latin hypercube sampling, Hammersley sampling,
and adaptive simulation) and first- and second-order
reliability methods (FORM=SORM) (Naess et al., 2012;
Thoft-Christensen and Baker, 1982). MCS is a well-known
technique, hence it will be only briefly highlighted here. On
the other hand, FORM analysis (Melchers, 1999), which is
relatively new, especially in chemical engineering applica-
tions, will be described in the next section. In order to esti-
mate the probability value using a simple MCS approach,
an indicator function or a counter I(x) is introduced to shift
the entire integration domain of Equation (8) to real space;
samples are then taken from the input vectors that are used
to solve the objective function. ‘‘1’’ is recorded whenever a
function response satisfies the prescribed constraint; other-
wise, ‘‘0’’ is recorded. Matlab scripts may be coded to extract
the responses. An estimate of the probability value is given
by the ratio of the sum of the successful responses to the
total number of responses. Note that the LSF is set up to
constrain the objective function in order to realize certain
design=performance targets. Extensive descriptions of MCS
methods, including illustrative case studies, are given else-
where (Labeau and Zio, 2002; Melchers, 1999; Naess et al.,
2012; Thoft-Christensen and Baker, 1982).
First-Order Reliability Method
The first-order reliability method (FORM) seeks to deter-
mine the probability of success or failure of the system being
analyzed by completing a numerical integration of Equation
(8). In doing this, it determines the most probable design=
performance point ðx Þ of the input variables and a sensi-
tivity index for each variable that highlights their relative
importance and contribution to the calculated probability
of failure. To avoid a number of problems linked to corre-
lation among the basic variables, the LSF is transformed
from physical (X
) space to standard normal (Z
) space,
which is a space of uncorrelated standard normal variables.
This transformation ensures that the point closest to the ori-
gin of the failure domain ðx Þ is where the highest prob-
ability density portion is located and this is where failure is
most likely to occur. Putting this into context, the process
design=performance target is most sensitive to this point.
ZN(0, 1) can be achieved using:
xi
lXi
zi ¼ ð9Þ
rXi
Non-Gaussian variables can also be normalized through
the normal tail transformation (Haukaas and Kiureghian,
2006a):
FXi ðxi Þ ¼ FZi ðzi Þ ¼ Uðzi Þ ð10Þ
where FX i ðÞ is the cumulative distribution function of the
non-normal basic variable Xi and U() is the standard normal
A Hybrid Method for Modeling and Optimization
distribution function, hence:
xi ¼ FX
1i ½Uðzi Þ
Similarly, with reference to the limit state surface, the cor-
responding coordinate of the point closest to the origin in
standard normal space is denoted by z . Geometrically, the
limit state surface can be visualized as an (n
1) dimensional
hyper-surface in the n
dimensional space of the basic vari-
ables X (Thoft-Christensen and Baker, 1982). In the case of
nonlinear surfaces, the safety margin equation is linearized
at the design point and replaced with a linear function
(Koutsourelakis et al., 2004; Liu and Der Kiureghian,
1991); usually, a Taylor series expansion is employed for this
purpose. Ignoring higher order terms, the linear function (a
hyper-plane for high dimensional systems) at the most prob-
able design point ðz Þ in the standard normal space (i.e., the
point with highest probability density) is given by:
G ðZ Þ  G ðz Þ þ rGðZi ÞT ðZi
zi Þ

where z is the point on the failure surface that is closest to
the origin. The length of the line segment between z and the
origin is denoted by b (as shown in Figure 1), termed the
Hasofer-Lind reliability index (Der Kiureghian et al., 2006;
Haukaas and Kiureghian, 2006b). So the problem has essen-
tially reduced to a constrained optimization problem, seek-
ing to minimize b along the surface G ðZÞ ¼ 0. It can be
shown that:

 
z ¼ arg min jjzjjjG ðZ Þ ¼ 0
where jjzjj is the norm of the vector z in the Euclidean space
representing the distance from the origin to the failure sur-
face in standard normal space. b can thus be expressed as:
rffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
XN
b¼ i¼1 i
z2 ; Subjected to GðZÞ ¼ 0
The probability of failure is given as:
Pf ffi Uð
bÞ
where U() is the standard normal cumulative distribution
function. Equation (15) gives an exact solution if the LSF
is linear. Expressing Equation (12) in terms of the direction
cosines (a) and the reliability index (b), it can be shown that
(Haukaas and Der Kiureghian, 2006a):
 
GðZ Þ  jjrGðz Þjj b
aT Zi
where ai are the sensitivity indices, i.e., the direction cosines
of b along the respective coordinates evaluated at z , and
give quantitative measures of the sensitivity of the system
performance at the design point to excitations in the basic
variables; this can be given as:
221
@G0
zi
rG ðZi Þ @Zi
ai ¼ ¼ ¼
sffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi

 T ð17Þ
b jjrG ðZi Þjj 2
ð11Þ @G 0
@Zi
Once the most probable design=operation point z is eval-
uated, other performance measures such as the reliability
index, probability of failure, and sensitivity indices can be
easily determined. Typical gradient search–based iterative
algorithms used to solve Equation (13) are: the Hasofer-Lind
(H-L) algorithm for Gaussian variables (this was later
extended to non-normal random variables by Rackwitz
and Fiessler, leading to the HLRF algorithm), improved
HLRF (iHLRF) algorithm, gradient projection method,
sequential quadratic programming, and Polak-He algorithm
(Der Kiureghian et al., 2006; Liu and Der Kiureghian, 1991).
The basic steps involved in FORM analysis based on the
iHLRF algorithm, implemented in this study, are briefly
described below; more details can be found in Melchers
(1999) and Thoft-Christensen and Baker (1982).
ð12Þ
Step 1: Based on the constructed objective function, a LSF
G ðX Þ is formulated and transformed to Z
space as
explained earlier; the transformed LSF is then set to zero,
thus, G ðZ Þ ¼ 0.
Step 2: The sensitivity indices, ai, with respect to each of the
basic variables are derived and evaluated using Equation
(17). A general structure for the scheme used in searching
the design point is given as:
Zmþ1 ¼ Zm þ Sm  D ð18Þ
ð13Þ
where m is the iteration counter, D is the search direction,
and Sm is the step size corresponding to the mth iteration.
The initial trial point is usually selected to be the mean
point on the limit state surface in physical space, which
corresponds to zero in the standard normal space. Both
ai and G ðZ Þ are 0
0 0
 evaluated at trial design point, z , to give
ð14Þ ai and G Z respectively.
Step 3: Based on iHLRF FORM algorithm, zi (given by
Equation (19)) is evaluated a number of times and in each
case the corresponding value of the LSF is computed until
convergence is achieved, i.e., until G ðZ Þ ¼ 0 or r.
ð15Þ

T
a0j z0j
Gðz0 Þ
zi ¼ a0i 
T ð19Þ
a0j
2
Step 4: The resulting coordinate, z , is used to calculate the
required minimum distance b; see Equation (14). Some of
ð16Þ the mathematical expressions given earlier can be
employed to compute other performance measures
depending on the level of details required. Note that
Equation (9) can be used to map the design point z back
to the physical space to gain x . The values can then be
used by the engineer to minimize the possibility of failure
of the design.
222
A number of software packages are available to undertake
FORM analysis, e.g.: FERUM 4.1 and OpenSees (both
available free), and commercial software such as PROBAN,
VaP, CalREL, and FeET. In this study, Finite Element
Reliability Using Matlab (FERUM) 4.1, developed by
Bourinet et al. (2009), was used to calculate the performance
measures. FERUM was initially developed to handle struc-
tural reliability problems (Der Kiureghian et al., 2006),
and it provides a wide range of operational options. Many
of these options can be implemented for chemical process
analyses depending on the problem formulation strategy
adopted.
The effort associated with FORM can be mitigated by
how the RSM is performed. RSM can reduce the complexity
of the response function by reducing the dimensionality of
the problem and promoting analysis efficiency, provided
the surrogate model is used within its intended limits. With
the introduction of linearization about the design point,
one of the major challenges has been addressed. Other prob-
lems include exhibition of more than one extremum (minima
or maxima) by chemical processes, pronounced curvature
around the design point, multidimensionality, and high cor-
relation effects between the variables. Combining RSM with
the reliability techniques helps to address these issues. In the
Fig. 2. A hybrid method for reliability-based performance modeling and optimization.
U. Abubakar et al.
RSM approach described earlier, it can be seen that only cer-
tain key parameters are considered initially (fostering dimen-
sional and correlation effects reduction), then the most
probable operability range is identified from literature,
experience, or other sources. An experimental design
strategy is then chosen to concentrate the sampling around
certain regions of interest in the operable range; this is very
important as it gives the analyst leverage to direct the analy-
sis to predetermined domains, saving computational time
that would otherwise be used in finding the global extrema.
The above description is visualized in the flowchart in
Figure 2.
With the sensitivity indices, reliability index, probability
of failure, and other statistics computed, the analyst can then
adjust the specifications of the parameters to achieve the
desired design=performance target.
Case Studies Performed
Three typical chemical engineering case studies were selected
to apply the proposed hybrid stochastic framework. The first
is plug flow reactor design and the second is heat exchanger
performance under uncertainty. Each of these two systems
has a known design=performance function (in explicit form)
A Hybrid Method for Modeling and Optimization 223

and is assumed to be governed by three random variables. In
each case, two LSFs are developed, one based on the original
physical model and the other based on the surrogate model.
Reliability analysis is then carried out based on the two
models and the results are compared. The third case study
features a simple pump system considered by Swaney and
Grossmann (1985) and demonstrates additional benefits of
the proposed framework.
Case Studies
The main aim of choosing the three case studies is to serve as
a means for highlighting the properties of the proposed
stochastic analysis technique. The problems considered are
simple and idealized to avoid complexity and show the
properties of the developed method. Uncertainties stemming
from the structure of the physical models are ignored in the
examples (i.e., process simulation results taken at face
value). The demonstrative systems were sensitive to slight
changes in the decimal places, so longer decimal places were
deliberately adopted for some of the parameters (as shown in
some of the tables and RSM-based functions). Each of the
case studies is described and the results gained from
the RSM-FORM method are set out in the following
subsections.
14 mol=h, Rk ¼
Plug Flow Reactor Design
1.5 h
1, and RXA ¼ 0:80
0:06Þ. The probability of
In a homogeneous gas process, phosphine is to be decom-
posed into phosphorus and hydrogen. The decomposition
is intended to take place in a plug flow reactor defined by
eight parameters namely, F: feed flow rate, (mol=h), k: reac-
tion rate (=h), CA0: initial concentration of the phosphine
(mol=m3), P: pressure (kPa), T: temperature (K), XA:
conversion, eA: expansion factor; and R: gas constant
(Pa  m3=mol  K). The problem was modified from Leven-
spiel (1999) where it was addressed as a deterministic case
with all the parameters assumed to be completely known
and fixed:
4PH3 ðgÞ ! P4 ðgÞ þ 6H2 ðgÞ ð20Þ
The reaction rate is given by:

rA ¼ kCA ð22Þ
The flow rate of phosphine and its conversion were con-
sidered to be random. The reaction rate ‘‘constant’’ would
be expected to vary due to changes in the concentration of
phosphine along the length of the reactor, therefore it is
treated as a random variable. All three random variables
are assumed to follow a Gaussian distribution. This is con-
trary to the approach adopted in Levenspiel (1999) for solv-
ing this particular problem where the randomness in F, k,
and XA was not considered. The remaining variables are
assumed to be fixed, therefore handled as deterministic para-
meters. Operating details for the reactor are presented in
Table I.
Under the effect of uncertainty, we need to establish a
basis for an optimized design by propagating parametric
uncertainties, determining overall volume requirement and
the sensitivity of the reactor size to the uncertain para-
meters. Knowing the mean volume and the operability
ranges for each of the random parameters, we also wish
to assess the plausibility of the design at a reduced volume
(say 135 L instead of the mean 148L obtained through
deterministic calculations) by exploring the operability
ranges of the parameters (RF ¼ 40
10
system failure and the performance=reliability index need
to be determined.
Solution
Through a simple material balance, a functional relationship
between the volume and the design parameters can be
developed. First, the reactor is assumed to be idealized with
steady flow and negligible concentration gradient along the
radial directions. It is assumed that the concentration of
phosphine varies along the length of the reactor. Therefore,
to compute the volume of the reactor, there is a need to inte-
grate a mechanistic model across the tubular reactor. For
this particular case, it can be shown (Levenspiel, 1999) that
the volume is given by:

For brevity, the above equation is represented as: 

F 1
V¼ ð1 þ eA Þ ln
eA XA ð23Þ
4AðgÞ ! R4 ðgÞ þ 6S2 ðgÞ ð21Þ kCA0 1
XA

Table I. Design parameters for a plug flow reactor

Parameter Mean St. Dev Distribution

F, feed flow rate (mol=h) 40 14.00 Random (Gaussian)

k, reaction rate (=h) 10 1.50 Random (Gaussian)
XA, conversion 0.8 0.06 Random (Gaussian)
CA0, initial concentration (mol=m3) To be calculated 0.00 Deterministic
eA, expansion factor To be calculated 0.00 Deterministic
P, pressure (kPa) 460 0.00 Deterministic
T, temperature (K) 922 0.00 Deterministic
R, gas constant (Pa  m3=mol  K) 8.314 0.00 Deterministic
224 U. Abubakar et al.

Table II. Plug flow reactor performance GðX Þ ¼ V
0:135 ð27Þ

Reactor volume V (m3) Thus:

Input space from two functions 
F 1
Run F k XA Original RSM GOrig ¼ ð1 þ eA Þ ln
eA XA
0:135 ð28Þ
kCA0 1
XA
1 26.00 08.50 0.80 0.112999 0.113043
2 40.00 10.00 0.80 0.147768 0.147757 GRSM ¼ þ0:68440
3:42633F  10
3 þ 0:01409k
1:90234XA
3 40.00 10.00 0.80 0.147768 0.147757

3:77923Fk  10
4 þ 0:01380FXA
0:05646kXA
4 40.00 11.50 0.74 0.104486 0.105278
5 40.00 11.50 0.86 0.162069 0.162098
3:23041F 2  10
7 þ 1:53983k2  10
3
6 54.00 11.50 0.80 0.173466 0.173400
þ 1:54577XA2
0:13500 ð29Þ
7 40.00 10.00 0.80 0.147768 0.147757
8 40.00 08.50 0.74 0.141363 0.141312 The equation for GRSM can be simplified by removing small
9 54.00 10.00 0.74 0.162214 0.161454 corrective terms (such as 3.23041 F2  10
7) that do not
10 40.00 08.50 0.86 0.219270 0.218455
affect the overall result. However, such terms are retained
11 40.00 10.00 0.80 0.147768 0.147757
for demonstrative purposes in this article. Also, note
12 26.00 11.50 0.80 0.083521 0.082721
13 54.00 08.50 0.80 0.234690 0.235467
that satisfying the LSF, G ðX Þ  0, means success in this
14 40.00 10.00 0.80 0.147768 0.147757 case (not failure) since the target here is reactor size
15 26.00 10.00 0.86 0.121147 0.121885 minimization.
16 54.00 10.00 0.86 0.251613 0.251613 Monte Carlo Simulation (MCS) Results
17 26.00 10.00 0.74 0.078103 0.078080 Taking into account the uncertainty in some of the variables
and the requirement for some of the parameters to be
assumed constant, MCS was used to generate performance
The initial phosphine concentration is given as: space for the reactor. In this case, the variables are assumed
P 460000 to be Gaussian for illustrative purposes. Figure 3 depicts a
CA0 ¼ ¼ ¼ 60 mol=m3 ð24Þ possible design space for the reactor showing interactions
RT 8:34  922
between F, k, and XA, while other variables are fixed. Note
The expansion factor is: that the space is designed ensuring that each of the uncertain
variables Vi satisfy a prescribed requirement such as
eA ¼ ð7
4Þ=4 ¼ 0:75 ð25Þ ri Vimax  Vi  Vimax for ri < 1, and subject to certain prob-
ability density function. Note that normal tail transform-
Adopting the Box-Behnken DoE scheme, the operability ation (see Equations (10) and (11)) may be needed in the
ranges for the three random variables are used to construct case of non-Gaussian variables.
the sampling space shown in Table II. This scheme is Having satisfied the above constraints, we further need to
adopted because of its ability to emphasize central points determine part of the performance space that guarantees
and the neighboring region, which is where considerable achievement of the prescribed design target, GðX Þ  0, in
interest lies in this case. The surrogate model for Equation this case P½V
0:135  0, i.e., in the presence of uncertain
(23) can be obtained as: variables, we need to explore the possibility of designing the
reactor at a volume equal to or less than 0.135 m3. Figure 4
VRSM ¼ þ0:68440
3:42633F  10
3 þ 0:01409k
1:90234XA

3:77923Fk  10
4 þ 0:01380FXA
0:05646kXA

3:23041F 2  10
7 þ 1:53983k2  10
3
þ 1:54577XA2 ð26Þ

Note that only three out of the eight parameters appear

actively in the surrogate model. The remaining five
deterministic parameters have been embedded in the model
and are accounted for in the reactor responses, provided that
the system remains within the given boundary conditions.
Reliability Analysis (Using FERUM 4.1)
Next, LSFs are set up based on the two models to assess
their degree of agreement. The intention is to compute: Fig. 3. Overall design space for a plug flow reactor depicting
interactions between F  N(40, 14), k  N(10, 1.5) and
P½V  0:135 ¼ P½V
0:135  0 ¼ P½GðX Þ  0 XA  N(0.8, 0.6).
A Hybrid Method for Modeling and Optimization
b¼ 0.195
HL-index, b ¼ 0.191
Fig. 4. Feasible space for the design of a plug flow reactor
depicting interactions between F  N(40, 14), k  N(10, 1.5)
and XA  N(0.8, 0.6).
shows the space containing the set of design points that
satisfy the LSF; in other words, this is a feasible design
region for the plug flow reactor. Note that the space pre-
sented in Figure 4 is a subset of that shown in Figure 3.
The two spaces are further contrasted on the same axes for
brevity; combined plots for the two scenarios are shown in
Figure 5, showing the relative chance of achieving the
intended design objective; Table III shows the numerical
values of P½G ðX Þ  0 and b. A hundred thousand MCS
runs were generated, and variations with increasing simula-
tion runs were noted, see Figure 6. Sample results based
on the original reactor design model and the RSM-based
functions are shown in Table III. It may be seen that both
point values (as tabulated) and the graphical values featur-
ing about 10000 data points are in good agreement, indicat-
ing that P½G ðX Þ  0 ffi 0:42.
But we still need to answer some questions like: What is
the most probable design point? What is the sensitivity of
the reactor size to each of the basic variables? What is the
reliability=chance of a successful reactor operation?
Also, we may be constrained by the need to make sure that,
for instance: RF ¼ 40
14 mol=h, Rk ¼ 10
1.5 h
1, and laboratory-scale counter current shell and tube Armfield
XA  80%. Note that a design setting to ensure no less than
80% phosphine conversion is being sought, subject to the
other constraints. To answer these questions, a FORM
iterative algorithm was used; sample results are given in
Fig. 5. Feasible and infeasible design spaces as predicted by the original and RSM based functions for F  N(40, 14), k  N(10, 1.5)
and XA  N(0.8, 0.6).
225
Table III. Sample MCS results for the plug flow reactor
Results based on:
Original limit state function RSM (Surrogate Model)
HL-index,
P GX ðxÞ  0 ¼ 0:4226 P GX ðxÞ  0 ¼ 0:4243
Table IV. These results give the operating conditions to
achieve about 80% phosphine conversion given that the reac-
tor volume must be at most 135 lL. The result, however, sug-
gests that there is only about 40% chance of meeting this
performance target, which obviously suggests that the design
specifications need to be reconsidered, reliability needs to be
stepped up by exploring the prescribed boundary conditions,
and FORM analysis may also be used to iteratively adjust
the specifications in order to achieve higher probability of
success. For instance, the alpha values quantify the sensi-
tivity of the reactor size to the respective variables. The nega-
tive sign suggests that reducing the flow (F) and required
conversion (XA) decreases probability of failure. However,
phosphine conversion being essential in this case, reducing
flow rate may be a less expensive decision to take. On the
other hand, a positive alpha value associated with the rate
constant (k) suggests that the more such parameter is
increased the better the performance=design. Furthermore,
the magnitude of each of the indices can be used to rank
the variables, the bigger the absolute value of the index,
the bigger the impact of the corresponding variable; so in
this case, the system is most sensitive to F, then XA, and
finally k, These options are left to the decision maker to
explore further.
Investigating the Uncertainty in the Heat Duty of a Heat
Exchanger Based on Experimental Results
In the second case study, the performance of a
heat exchanger (Model HT 33) under uncertain input vari-
ables was investigated. The heat exchanger was used in con-
junction with a HT30X service unit. Using a PC, sensors,
and the associated software (the driver), operating
226 U. Abubakar et al.

Fig. 7. Random variation in the observed duty of a heat

Fig. 6. Variation of probability of successful reactor perfor- exchanger.
mance at volume, V  0.135 m3 with number of simulations.

conditions for the heat exchanger were sampled after every
10 s, resulting in a total of 330 experimental data sets. Based
on each sample set, the corresponding log mean temperature
difference (LMTD), overall heat transfer coefficient (U),
density (q), specific heat capacity (Cp), heat duty (Q), and
apparent heat transfer area (A) were calculated, taking into
account the effect of temperature changes in each case. By
way of illustration, Figure 7 is presented to depict the
observed random variation in the thermal duty of the heat
exchanger under review. As an excerpt from the experiments
performed, data relevant to this study are presented in
Table V.
Solution
As in the previous case, the input sampling space is con-
structed using the Box-Behnken method.
Reliability Analysis
Performance of the heat exchanger was observed to be
uncertain, which is to be expected since the input variables
are also random. The intention now is to determine the
chance that the heat exchanger assumes a heat duty greater
than 1000 J=s and the necessary performance specifications
to achieve that. The LSF in this case can be defined as:
P½Q  1000 ¼ P½1000
Q  0 ¼ P½G ðX Þ  0
G ðX Þ ¼ 1000
Q ð30Þ
Original function:
GOrig ¼ 1000
4182:53F DTq ð31Þ
Surrogate model:

GRSM ¼ 1000:00
939:542
2:72470F  107

1:43958DT  102
0:94126q þ 4:17599F DT  106
þ 2:72893F q  104 þ 0:14418qDT
0:05330F 2


8:77000DT 2  10
8 þ 2:61173q2  10
7 ð32Þ
where DT is the temperature change between the cold and
the hot streams. The corresponding space-containing perfor-
mance coordinates satisfying the constraint Q  1000 J=s are
given by the surface plots in Figure 8. The surfaces are
obtained based on both original and RSM-based functions
as in the previous case. Sample MCS results are given in
Table VI. The most probable performance point, sensitivity
of the heat duty to the basic variables, the reliability index,
and the probability of meeting the intended performance tar-
get are obtained using the FORM algorithm, and sample
results are presented in Table VII. As should be expected,
from the sensitivity indices, it can be seen that the

Table IV. Performance measures for plug flow reactor based on FORM analysis

FORM results based on:

Original limit state function RSM (surrogate model)

HL-index, b ¼ 0.202 HL-index,

b ¼ 0.19557
P GX ðxÞ  0 ¼ 0:4197 P GX ðxÞ  0 ¼ 0:4225

Parameter a Design value Parameter a Design value

F
0.81856 37.679 F
0.81471 37.7714

XA
0.47213 0.79425 XA
0.4771 0.7944
k 0.3272 10.0997 k 0.32954 10.0969
A Hybrid Method for Modeling and Optimization 227
Table V. Statistics from experiemtal data for the heat exchanger

Parameter Mean St. dev. Distribution

F, hot water flow rate (m3=s) 0.0000344729 0.0000010693 Random (Gaussian)

DT, temperature change ( C) 6.5250000000 1.0680000000 Random (Gaussian)
q, water density, (kg=m3) 998.45000000 0.4240000000 Random (Gaussian)
CP, heat capacity, (J=kg C) 4182.5300000 0.0000000000 Deterministic

Fig. 8. Feasible performance space for the heat exchanger as obtained from original and RSM based function for F  N(3.447  10
5,
1.069  10
6), DT  N(6.525, 1.068) and q  N(998.450, 0.4242).

temperature effect dominates, followed by flow rate; changes expected deviations of þ200 and
550 kPa. Thus, the lower
in density appear to be relatively insignificant in the and upper bounds are 250 and 1000 kPa respectively. The
temperature range being considered in this example. exit pressure must be equal to or less than 1000 kPa. The
nominal value of the flow rate M is 10 kg=s with deviation
of þ2 and
5 kg=s, and the lower and upper bounds are 5
Performance of a Pump under Uncertainty
and 12 kg=s respectively. Given the uncertainty in some of
In the final case study, the proposed framework is applied to the parameters, the associated most probable design point,
solve an optimization problem considered by Swaney and reliability index, and sensitivity of the pump performance
Grossmann (1985). The authors presented an approach for are determined, assuming that the variables are Gaussian.
optimizing the operation of a pump, paying attention to per- The corresponding boundary conditions are:
formance target achievement and cost minimization, but did
not factor in the need for operational reliability. Also, in M2
some cases, the performance function for a system may Pv ¼ P1 þ qH

kM 1:84 D
5:16  P2
qCv
not be available or could be present but in an implicit form.
On the other hand, the decision maker also needs an MH
approach that gives a wide range of performance measures, W
0:5
as discussed earlier.
We apply the approach presented in this article to solve rCvMAX  Cv  CvMAX
the problem and answer some of the questions raised above.
The pump system is described in Figure 9. The exit pressure 250  P2  1000 ð33Þ
of a pump system P2, has a nominal value of 800 kPa with
where Cv is the valve coefficient, D is the pipe diameter in m,
H is the pump head (kJ=kg), and W is the driver power in
Table VI. Sample MCS result for the heat exchanger kW.
Results based on: Relevant Pump Performance Data
Pump efficiency g ¼ 0.50; liquid density q ¼ 1000 kg=m3;
Original limit state function RSM (surrogate model) control valve range r ¼ 0.05; pressure drop constant


0:86
HL-index, b ¼ 0.394245 HL-index, b ¼ 0.397769 kp ¼ 9.101  10
6 (kPa) kg (m)5.16; inlet pressure
s
P½GX ðxÞ  0 ¼ 0:3476 P½GX ðxÞ  0 ¼ 0:3478
P1 ¼ 100 kPa; outlet pressure control tolerance Ep ¼ 20 kPa;
228 U. Abubakar et al.

Table VII. Performance measures for the heat exchanger based on FORM analysis

Results based on:

Original limit state function RSM (surrogate model)

HL-index, b ¼ 0.38677 HL-index, b ¼ 0.38676

P½GX ðxÞ  0 ¼ 0:349464 P½GX ðxÞ  0 ¼ 0:349465

Parameter a Design value Parameter a Design value

F 0.19686 3.4554  10
5 F 0.19686 3.45543  10
5

DT 0.98043 6.92998 DT 0.98043 6.92997
q 0.00270 9.9845  102 q 0.00270 9.9845  102

Note that in this approach, all the uncertain parameters

(W, H, Cv, and M) have been integrated into the objective
function. Only H, Cv, and M are physically present in the
original objective function.

Fig. 9. Pump and piping system. Exposing the Pump to Parameter Uncertainty
In practice, process variables don’t remain at constant
values; small random fluctuations or larger process upset
conditions cause changes. In order to reflect reality, the
annualized cost Ca ¼ ca1D þ ca2W0.86 þ ca3 MHg ; constants: parameters are assumed to display some deviation from
Ca1 ¼ 5.6  105$=m; Ca2 ¼ 482.84 $=kW0.86; ca3 ¼ 500 $=kW. the optimum design specification values. For the purposes
From the data given, it can be shown that: of this case study, these deviations are assumed to be small
to ensure that the system is operating very close to the three
M2 trial operating conditions denoted by X 1 ; X 2 , and X 3 ,
GORiG ¼ 100 þ 1000H

ð9:101M 1:84  10
6 Þ
1000Cv shown in Tables VIII and IX. Each of the variables W, H,
 ð0:0762
5:16 Þ
1000 and M were assumed to have a standard deviation of

0.05 units and Cv being very small,
0.03 units, and D is
assumed to be constant.
First, it is assumed that the response function is not avail-
At these levels of variance around each of the three oper-
able: three sets of deterministic design specifications are pre-
ating conditions, the sample results, shown in Table IX, sug-
sented in Table VIII. Based on the given data, the input
gest that performance reliability needs to be improved.
space is designed using the Box-Behnken algorithm, and
However, note that the performance constraint G ðX Þ  0
the responses are obtained from the mechanistic model
has always been satisfied in each case. The proposed
(alternatively, this can be obtained through real experi-
approach was used to further analyze the pump system to
ments). The data were regressed to obtain the following
identify better operating conditionS and associated
function:
reliability level. For illustrative purposes, three additional
operating conditions (X 4 ; X 5 , and X 6 ) were selected, as
GRSM ¼ 21083:2
266:842W
24044:2H þ 1907:53Cv shown in Table X. Note that the performance specifications

974:542M
1:38016WH  10
10 and reliability values for the six cases are different, as
expected.
þ 2:53090WCv  10
13
1:61272WM  10
12
The approach gives the same results as presented in
þ 8:24646HCv  10
12
5:69547HM  10
11 Swaney and Grossmann (1985) (greyed part of Table X)
þ 382:948Cv M þ 4:64154W 2 þ 9658:40H 2 with additional performance measures such as operational
reliability and sensitivity indices. Note that both valve coef-

682:883Cv2
21:8501M 2
1000:00 ð34Þ ficient (Cv) and flow rate (M) are control variables in the
analysis. From the sensitivity indices, it can be seen that
the system is most sensitive to Cv, and, fortunately, the econ-
Table VIII. Pump performance statistics omic function is not a function of Cv, which presents good
opportunity for optimization of the pump system. This also
Specification W H Cv M suggests that disparity in the Cv values between solution
approaches is inconsequential as far as the economic optimi-
1 23.75 1.187 5.039000 5 zation is concerned; of course this implies idealization,
2 31.20 1.300 0.005770 8.5
aimed at simplifying the problem. Hence, this advantage
3 33.74 1.406 0.002969 12
was taken by adjusting the Cv specifications (the new values
A Hybrid Method for Modeling and Optimization 229
Table IX. Sample design points (X 1 ; X 2 ; and X 3 ) and the associated reliability indices

X 1 X 2 X 3

HL-index, b ¼ 0.0118 HL-index, b ¼
0.0129 HL-index, b ¼
0.00983

P½GX ðxÞ  0 ¼ 0:495 P½GX ðxÞ  0 ¼ 0:505 P½GX ðxÞ  0 ¼ 0:504

Parameter a Design value Parameter a Design value Parameter a Design value

Cv 0.699 4.210 Cv
0.691 2.434 Cv
0.431 2.929

H 0.669 1.187 H
0.674 1.300 H
0.896 1.406
M
0.253 5.000 M 0.259 8.500 M 0.108 12.000
W 0.028 23.750 W
0.014 31.200 W
0.013 33.740

Table X. Economic vs. reliability based performance optimization

Variable

Design specification W (kW) H (kJ=kg) Cv M (kg=s) Reliability

X 1 23.750 1.187 5.039000 (4.210000) 5.000 0.495

X 2 31.200 1.300 0.005770 (2.434000) 8.500 0.505
X 3 33.740 1.406 0.002969 (2.929000) 12.000 0.504
X 4 25.000 1.514 1.700 6.996 0.763
X 5 23.499 1.634 1.370 6.985 0.999
X 6 23.998 1.498 1.983 7.977 1.000

are parenthesized in Table X) resulting in more optimum
design points without significant impact on the overall capi-
tal investment, since the annualized cost of operating the
pump is not a function of Cv, as mentioned earlier. Also,
note that each of the operating conditions in Table X satis-
fies the prescribed conditions given in Equation (1). The
decision maker is therefore left with three major
performance measures on which decision can be based:
performance target achievement, (GOrig  0), operational
reliability, and cost efficiency; sample decision options
(X 4 ; X 5 , and X 6 ) are presented in Table X.
Further Discussions
From the problem formulation and the solution strategies
described, it can be seen that the term H-L reliability index
(b), in this context, is a probabilistic measure of the ability
of a process to operate in a variety of conditions while meet-
ing the intended performance target. In a way, this index
gauges the robustness, resilience, or flexibility of the facility
in the face of random basic variables. The problem was for-
mulated (as discussed in the first section) and solved (see the
second section) in such a way that the magnitude of the
reliability index increases as the probability of failure
decreases. Note that what is good or bad probability value
is entirely dependent on the initial definition of ‘‘failure,’’
which could be subjective. This is a very important decision
an analyst has to make and affects the resulting performance
measures significantly. In addition, the approach characterizes
a process facility with respect to the design=performance
point ðx Þ as obtained from FORM analysis. The index
can be stepped up (or down, depending on cost-benefit
analysis) by adjusting the specification of one or more of
the basic variables based on the sensitivity indices.
This method can be used to investigate processes with
simple, complex, or no mechanistic model at all at both
the design and operational stages. To develop the response
function, both the input-space and responses need to be
known; while an efficient experimental design provides the
input sampling space, the responses can be generated in
two major ways: from an existing explicit full-fidelity model
or a real experiment, giving some flexibility to the user.
Use of an efficient experimental design (strategized sam-
pling) technique such as CCD makes it possible to empha-
size specific regions of interest within the operability range
of the variables, allowing for previous experience on the sys-
tem behavior to be incorporated into the analysis, and sav-
ing considerable effort that would otherwise be used in
random sampling. Functions other than polynomials can
be used if necessary. But polynomial functions appear to
be particularly good for reliability analysis due to their sim-
plicity and ability to account for nonlinear effects and inter-
actions between variables. It is also interesting to note that
commonly found software packages (some from open
sources) can be combined to apply the proposed method.
Also, even though the examples discussed earlier are gov-
erned by Gaussian random variables, in a similar way, the
framework can be easily used to handle non-Gaussian vari-
ables, as indicated by Equation (11); see Melchers (1999) and
Thoft-Christensen and Baker (1982) for more details.
230 U. Abubakar et al.

Finally, in using this framework it is important to pay CA0 initial concentration of phosphine
special attention to parameter characterization in terms of Cv valve coefficient
uncertainty range and distribution. It is also important to Cp specific heat capacity
note that the focus of the described approach is on d specifications equipment sizes=dimension
time-invariant processes. For transient processes, a time D pipe diameter
dimension needs to be added to the problem formulation. F feed flow rate of phosphine
GOrig original objective function
Conclusions GRSM surrogate objective function
G ðX Þ limit state function
This article presents an approach for optimizing the design H pump head
and performance of process systems under uncertainty. k reaction rate
Structural reliability techniques are combined with response kp pressure drop constant
surface methodology as well as process simulation to solve m iteration counter
constrained stochastic optimization problems. The frame- M nominal value of the pump flow rate
work provides a simple method of generating a wide range N(l, r) normal distribution with mean l and standard
of probabilistic decision indices that can support chemical deviation r
engineers as they seek to improve plant safety, reliability, P pressure
and financial performance. The use of DoE in constructing P1=P2 inlet=out pressure
response function saves considerable effort that would Pf probability value
otherwise be used in random sampling, often with dispro- Q heat duty
portional gain. It also allows the user to emphasize certain r control valve range
regions of interest within the parameter range; this way, Sm step size
experience on the parameters can also be incorporated into U overall heat transfer coefficient
the response function. Sample application case studies repre- W driver power
senting typical chemical engineering processes were con- x=X uncertain parameters
sidered to validate the proposed framework. The results XA conversion of phosphine
obtained support the usage of this framework in investigat- z most probable design=operating point
ing the performance of chemical processes under uncer-
tainty. Unlike traditional deterministic methods, stochastic Greek letters
modeling approaches, such as the framework proposed in ai sensitivity index for ith variable
this article, ensure deeper understanding of process perfor- b reliability index
mance behavior under uncertainty. Constrained by the need D search direction
to minimize cost and ensure safety and reliability, and DT temperature change
guided by the magnitude and directions (
) of the obtained e vector of the random errors
sensitivity indices, it is possible to optimize chemical engin- eA expansion factor
eering processes by implementing the proposed approach. Ep outlet pressure control tolerance
To achieve that, MCS and FORM analysis along with q density
RSM may be used to determine various stochastic perfor- g pump efficiency
mance measures, including the most probable design= (w) state variables
operation specifications, under given boundary conditions. u performance criteria=threshold

Funding
The authors wish to gratefully acknowledge the financial
support granted by Petroleum Technology Development
Fund (PTDF), Nigeria. Sriramula’s work within the Lloyd’s
Register Foundation Centre for Safety and Reliability
Engineering at the University of Aberdeen is supported by
Lloyd’s Register Foundation (LRF). LRF, a UK registered
charity and sole shareholder of Lloyd’s Register Group Ltd.,
invests in science, engineering, and technology for public
benefit, worldwide. The authors would also like to thank
the anonymous reviewers for their constructive comments.
Nomenclature
A apparent heat transfer area
c control variables
Ca annualized cost
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