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University of Palermo




                             S4 ENVISA Workshop 2009
                                 Palermo, 18-20 June 2009



          Robust algorithms for the solution of
           the inventory problem in Life Cycle
                   Impact Assessment

Maurizio Cellura                                      Marcello Pucci
Antonino Marvuglia
                                                      Institute for Studies on Intelligent
University of Palermo                                 Systems for Automation (I.S.S.I.A),           1
Dep. of Energy and Environmental Researches (DREAM)   National Research Council, Palermo (Italy)
Introduction                    S4 ENVISA WORKSHOP 2009
                                                                    A. Marvuglia, Palermo – 19/06/2009



Every product has a “life” (1. design/development of the product; 2. resource extraction;
3. production; 4. use/consumption; 5. end-of-life activities, like collection/sorting,
reuse, recycling, waste disposal).




All activities, or processes, in a product’s life result in environmental impacts due to
consumption of resources, emissions of substances into the natural environment, and
                                                                                  2
other environmental exchanges (e.g. radiation).
Introduction                      S4 ENVISA WORKSHOP 2009
                                                                             A. Marvuglia, Palermo – 19/06/2009



Life cycle assessment (LCA) is a methodological framework for estimating and assessing the
environmental impacts attributable to the life cycle of a product, such as climate change,
stratospheric ozone depletion, tropospheric ozone (smog) creation, eutrophication, acidification,
toxicological stress on human health and ecosystems, the depletion of resources, water use, land use,
noise and others.

LCA is traditionally divided into four distinct though
interdependent phases:
1. Goal and scope definition attempts to set the extent of the
inquiry as well as specify the methods used to conduct it in
later phases.
2. Life cycle inventory analysis defines and quantifies the flow
of material and energy into, through, and from a product
system.

3. Life cycle impact assessment converts inventory data into
environmental impacts using a two-step process of
classification and characterization.
4. Life cycle interpretation marks the point in an LCA when
one draws conclusions and formulates recommendations
based upon inventory and impact assessment data.


  Despite LCA is nowadays a universally accepted methodology, each of these
                                                                        3
              phases still contains some unresolved problems.
Introduction                               S4 ENVISA WORKSHOP 2009
                                                                                               A. Marvuglia, Palermo – 19/06/2009




PHASE                                                   PROBLEM
Goal and scope definition                               • Functional unit definition
                                                        • Boundary selection
                                                        • Social and economic impacts
                                                        • Alternative scenario considerations
Life cycle inventory analysis                           • Allocation
                                                        • Negligible contribution (“cutoff”) criteria
                                                        • Local technical uniqueness
Life cycle impact assessment                            • Impact category and methodology selection
                                                        • Spatial variation
                                                        • Local environmental uniqueness
                                                        • Dynamics of the environment
                                                        • Time horizons
Life cycle interpretation                               • Weighting and evaluation
                                                        • Uncertainty in the decision process
All                                                     • Data availability and quality

                                                                                                                     4
From: J. Reap et al., A survey of unresolved problems in life cycle assessment. Int J Life Cycle Assess (2008) 13:290–300
Introduction                      S4 ENVISA WORKSHOP 2009
                                                                       A. Marvuglia, Palermo – 19/06/2009




 Allocation refers to the procedure of appropriately allocating the environmental burdens
 of a multi-functional process amongst its functions or products.


                  Co-generation of                        Production                 Production
                 electricity and heat                    of electricity                of heat

     litre of fuel       −2                              λ1a × −2              λ1b × −2 
                                                                                          
kWh of electricity       10                                  10                     0     
      MJ of heat         18                                   0                18 
                   p1 =                            p1a =                  p1b = 
      Kg of CO2            1                                µ1a ×1                 µ1b × 1 
                                                                                          
      Kg of SO2          0.1     λ1a + λ1b = 1           µ2 a × 0.1            µ 2b × 0.1 
                                                                                          
                           0                                   0                     0     
litre of crude oil                µ1a + µ1b = 1
                                   λ2 a + λ2b = 1           ALLOCATION FACTORS

 Obviously, arbitrary allocations could lead to incorrect LCA results and less preferable
 decisions based on those results.                                                5
Introduction                    S4 ENVISA WORKSHOP 2009
                                                                    A. Marvuglia, Palermo – 19/06/2009



ISO 14044 recommends that, where allocation cannot be avoided, physical causality is to
be used as the basis for allocation where possible.
Physical properties used as a basis for allocation include mass, energy or exergy content.

If allocation based on physical, causal relationship is not feasible or does not provide a
full solution, ISO 14044 suggests that the exchanges between the products and functions
have to be partitioned “in a way which reflects other relationships between them. For
example, input and output data might be allocated between co-products in proportion to
the economic value of the products.”

Anyhow, it has to be remarked that, regardless the method used, allocation introduces
uncertainty and subjectivity elements into the computation and leads to biased solutions.




                                                                                         6
Mathematical background                 S4 ENVISA WORKSHOP 2009
                                                                     A. Marvuglia, Palermo – 19/06/2009



The matrix method for the solution of the so called inventory problem in LCA generally
determines the inventory vector or eco-profile related to a specific process by solving the
system of linear equations:

                                                                             economic
           economic (or
        technologic) matrix         A ⋅s = f                             functional unit
                                                   scale vector

More in general, taking into account also the environmental part of the system:

    A       fecn 
f =   ⋅s =                       s = A −1 ⋅ fecn                      fenv = B ⋅ s
    B       fenv 
From the mathematical point of view, the presence of multifunctional processes in the
investigated system makes the economic matrix rectangular and thus non invertible.
A possible strategy to deal with this problem without using allocation procedures is
based on the pseudo-inverse of the technology matrix.

The pseudo-inverse of a matrix   A ∈ ℜ m×n (with m>n) is defined as:
                                     A = ( A A) A
                                                    −1                                    7
                                        †      T         T
Mathematical background                S4 ENVISA WORKSHOP 2009
                                                                   A. Marvuglia, Palermo – 19/06/2009



Using the pseudo-inverse of the economic matrix A, it is possible to compute the scale
vector also when A is rectangular, through the expression:

                                        s = A† ⋅ f
However, it is necessary to assess in every case whether the obtained solution is
satisfactory.

To accomplish this assessment it is necessary to substitute the computed value of           s in
the original system, obtaining the so called discrepancy vector :
                                      f = A ⋅ ( A† ⋅ f )
                                      %

For the normal inverse A-1 we have:     A ⋅ ( A −1 ⋅ f ) − f = 0

While for the pseudo-inverse we have:    A ⋅ ( A† ⋅ f ) − f = f − f ≠ 0
                                                              %

If the Euclidean norm    %
                         f −f    is not too high (with respect to a fixed tolerance) the
solution obtained with the pseudo-inverse can be considered acceptable.                 8
Problem description                       S4 ENVISA WORKSHOP 2009
                                                                          A. Marvuglia, Palermo – 19/06/2009



One considers, for example, the system with the following inventory matrix:


                               Production of   Production of   Incineration of
                                 electricity       fuel             waste

  kWh of electricity                10             -500              -5
  l of fuel                         -1             100               0
                                                                                       ECONOMIC
                                                                                        MATRIX
  kg of organic waste                0               0             -1000
                                                                                               A
  kg of chemical waste               0               0              -200
  kg of CO2                          1              10              1000
                                                                                        ENVIRON.
  kg of SO2                         0.1              2               30
                                                                                         MATRIX
  kg of crude oil                    0              -50              0                         B
 and let the functional unit be the following vector:

                                        1000                 Production of 1000 kWh of
                                                                       electricity
                                             
                                           0 
                                     f =
                                         0 
                                                                                             9

                                         0 
Problem description                  S4 ENVISA WORKSHOP 2009
                                                                      A. Marvuglia, Palermo – 19/06/2009



In this case, using the pseudo-inverse of A, one obtains:
                                                                      1000 
                       200                                               
                                                                         0 
                      
             A† ⋅ f =  2 
                                                f = A ⋅ ( A† ⋅ f ) = 
                                                 %
                                                                       0 
                       0                                                 
                           
                                                                       0 
                                             %   (
As a consequence, the discrepancy vector d = f − f     )   is:

                                    0
                                     
                            % − f = 0
                          d=f                                    d 2 =0
                                    0
                                     
                                    0
Thus the pseudo-inverse gives in this case (for this particular choice of the functional
unit vector) an exact solution to the problem.
                                                                                          10
Problem description                     S4 ENVISA WORKSHOP 2009
                                                                         A. Marvuglia, Palermo – 19/06/2009




If we chose the following functional unit:


                                   0 
                                         
                                      0 
                             f1 = 
                                   0 
                                         
                                   −1000 
                                                     Disposal of 1000 kg of chemical
                                                                  waste



We obtain:
                                                                         0 
                 0.1923                                                    
                                                                          0 
                        
     A † ⋅ f1 =  0.0019                    f1 = A ⋅ ( A † ⋅ f1 ) = 
                                             %
                                                                      −192.31
                 0.1923                                                    
                                                                     −38.46 
                                                                     

                                                                                             11
Problem description                  S4 ENVISA WORKSHOP 2009
                                                                     A. Marvuglia, Palermo – 19/06/2009




The discrepancy vector is in this case equal to:

                          0 
                              
                           0                                    = 980.6
         d1 = f − f = 
              %                                         d1   2
                       −192.31
                              
                       961.54 


According to the goals of the study, this value could be considered too high and thus the
solution obtained through the pseudo-inverse should be in this case discarded.



In those cases in which the pseudo-inverse is not able to provide an acceptable solution,
the use of least squares techniques could be very useful.


                                                                                         12
Problem solution                    S4 ENVISA WORKSHOP 2009
                                                                   A. Marvuglia, Palermo – 19/06/2009




Given the system of equations A⋅x = f
(where   A ∈ ℜ m×n        (m > n) and f ∈ ℜ m×1             )

There is no exact solution if   f ∉ range( A)

To solve this over-determined system we can use, for example, the Ordinary Least

Squares (OLS) technique, which means solving the system         A ⋅ sOLS = f + ∆f


                                                    ∆f = As-f
                                   f


                                               y=As
                  range(A)

                                                                                       13
 ∆f is the residual error vector corresponding to a perturbation in f .
Problem solution                  S4 ENVISA WORKSHOP 2009
                                                                 A. Marvuglia, Palermo – 19/06/2009




A different approach that yields a consistent estimator is the Total Least Squares
(TLS), which is a linear parameter estimation technique that has been devised to
compensate for data errors.

It is a natural generalization of the OLS approximation method when the data both in
A and f are perturbed.
The classical TLS problem looks for the minimal corrections ∆A and ∆f on the given
data A and f that make solvable the corrected system of equations:

                           ( A + ∆A ) sTLS = ( f + ∆f )
A particular case of TLS is the so called Data Least Squares (DLS) problem, in which
the error is assumed to lie only in the data matrix and thus the problem is converted
into the solution of the system:

                               ( A + ∆A ) s DLS = f
                                                                                     14
Problem solution                                   S4 ENVISA WORKSHOP 2009
                                                                                                   A. Marvuglia, Palermo – 19/06/2009



                                       Classical TLS problem formulation
OLS approach                                                                      TLS approach
•       Find a matrix F'                                                          •        Find a matrix                     Â
                                              Frobenius norm
        such that                                               m×n                        such that
        min           F − F′                     M ∈ℜ                                                  A − A F − F
                                                                                                            ˆ     ˆ
                                                                                         min
    F ′∈ range( A )                F
                                                           m     n                    F∈ range( A )
                                                                                      ˆ                                          F
                                                          ∑∑ m
                                                                              2
                                             M       =                 i, j
•       Solve the system                         F
                                                           i =1 j =1
                                                                                  •        Solve the system

        A ⋅ SOLS = F′                                                                                ˆ
                                                                                          Â ⋅ STLS = F
                                                                                                       ^
                                                                                                       a2
               f                  a2
                                                                                               f             ^ )      a2
                                                                                                             (A ^
                                                                                                        n ge     a1
                                                                                                      ra
                                                                                                        ^
                         range(A)                                                                       f
                                        a1                                                                       range(A)
                                                                                                                            a1
                         f'




                                                                                                                            15
           0                  a                                                            0                      a
Problem solution                       S4 ENVISA WORKSHOP 2009
                                                                              A. Marvuglia, Palermo – 19/06/2009



  Ordinary Least Squares                  Total Least Squares                 Data Least Squares
          (OLS)                                  (TLS)                              (DLS)

 f                                  f                                   f
 (fi)                              (fi)                                (fi)




arctan(s ) (ai)
        OLS           A           arctan(s ) (ai)
                                            TLS             A         arctan(s ) (ai)                   A
                                                                                 DLS



 The OLS, TLS and DLS regression problems can be solved in several ways.
 One way to find the solution is the minimization of a cost function:
                            
                            ( As − f ) ( As − f )
                                        T
                                                                (OLS problem)
                            
                             ( As − f ) ( As − f )
                                         T

                   E ( x) =                                    (TLS problem)
                                   1 + s Ts
                             ( As − f ) T ( As − f )                                             16
                                                               (DLS problem)
                                      sTs
Problem solution                    S4 ENVISA WORKSHOP 2009
                                                                         A. Marvuglia, Palermo – 19/06/2009




The approach here applied all these problems have been generalized by using a
parameterized formulation of an error function whose minimization yields the
corresponding solution. This error is given by the expression:

                                                            ξ = 0     OLS
                    1 ( A ⋅s - f ) ( A ⋅s - f )
                                        T
                                                            
           E ( s) =                                         ξ = 0.5   TLS
                    2 ( 1 − ξ ) + ξ sT s                    ξ = 1     DLS
                                                            

This approach comes from a work by G. Cirrincione, M. Cirrincione and S. Van Huffel
("The GeTLS EXIN Neuron for Linear Regression", 2000)


The above function can be regarded as the cost function of a linear neuron (the GeTLS
EXIN linear neuron) whose weight vector is s(t).
In particular is:
                                                                 (        )
                                                                              2
                         m
                                                           1 ai s - fi
         EGeTLS ( s ) = ∑ E     ( i)
                                       ( s)       E ( s) =
                                                    ( i)
                         i =1                              2 ( 1 − ξ ) + ξ sT s
                                                                                              17
where ai is the i-th row of A and f is the i-th element of f.
Problem solution                        S4 ENVISA WORKSHOP 2009
                                                                                     A. Marvuglia, Palermo – 19/06/2009




                                   (           )                 (         )
                                                                               2
Hence:              ( i)      ai s - fi ai                   a i s - fi ξ s
                dE
                    =                              −
                 ds   ( 1 − ξ ) + ξ s ( t ) s ( t )  ( 1 − ξ ) + ξ sT ( t ) s ( t )  2
                                      T
                                                                                    
The iterative algorithm (learning law) exploiting the gradient (steepest descent) is
given by:
                  s ( t + 1) = s ( t ) − α ( t ) γ ( t ) aT + ξα ( t ) γ 2 ( t )  s ( t )
                                                          i                      
                            sT ( t ) aT − fi
where:     γ ( k) =                   i
                                                        ;   α (t) = learning rate
                      ( 1 − ξ ) + ξ sT ( t ) s ( t )
The GeTLS EXIN neuron is a linear unit with:
• n inputs (vector ai);
• n weights (vector s);
• one output (scalar yi = sT ai );
                               (
• a training error (scalar ai s - fi      )   )

In the application showed in this work, the parameter ς is made variable according to
                                                                              18
a predefined scheduling (in general monotonically from 0 to 1).
Case study                                        S4 ENVISA WORKSHOP 2009
                                                                                                                    A. Marvuglia, Palermo – 19/06/2009




                      Illustrative case study: bricks production

  Rectangular technology matrix A ∈ℜ14×8

                          Production     Production   Production   Production                                      Supply     Production     Final
                                                                              Production       of Production of
                               of            of           of           of                                            of           of        demand
                                                                                oil-derivatives    natural gas
                           electricity      clay         sand       crude oil                                     biomass       bricks      vector f
1 MJ of electricity            1         -7.20E-03    -1.80E-02        0           -3.20E-02           0              0       -3.69E+02         0
1 MJ of heat               2.48E+00          0            0        -4.87E-02       -1.13E+00       -4.87E-02          0       -1.01E+03         0
1 kg of white clay             0             1            0            0               0               0              0       -1.37E+03         0
1 kg of red clay               0             1            0            0               0               0              0       -8.51E+02         0
1 kg of recycled inerts        0             0            0            0               0               0              0       6.90E+01          0
1 kg of sand                   0             0            1            0               0               0              0       -5.00E+02         0
1 kg of gravel                 0             0            1            0               0               0              0       -3.47E+02         0
1 kg of olive cake             0             0            0            0               0               0              1       -1.53E+02         0
1 kg of straw                  0             0            0            0               0               0              1       -1.92E+01         0
1 MJ of crude oil              0             0            0            1           -2.34E+00           0              0           0             0
1 MJ of diesel oil             0         -4.54E-03    -3.60E-02    -5.29E-03           1           -3.61E+01      -4.06E-01   -1.41E+03         0
1 MJ of fuel oil               0             0            0            0               1               0              0       -1.11E+03         0
1 MJ of natural gas        -4.27E+00         0            0            0               0               1              0       -5.52E+03         0
1 t of bricks                  0             0            0            0               0               0              0           1             1



                               Substitution                                                        Least
                                   and                                                            Squares
                                Allocation                                                       solutions
                                                                                                                                           19
Case study                                      S4 ENVISA WORKSHOP 2009
                                                                                                                A. Marvuglia, Palermo – 19/06/2009



The intervention matrix of the system at hand (used for the solutions obtained with the least
squares techniques) is:
                          21×8
        B ∈ℜ
                                           Production    Poduction   Production   Production    Production      Production   Supply   Production
                                               of           of           of           of             of        of   natural    of         of
                                           electricity     clay         sand       crude oil   oil-derivatives     gas      biomass     bricks
   Resources and raw materials
   MJ of Coal                               1.49E-03     5.16E-03    1.36E-02     7.46E-07       5.77E-02      7.46E-07    1.40E-03       0
   MJ of Lignite                            2.74E-04     6.46E-03    1.63E-02     1.77E-09       2.68E-04      1.77E-09    8.32E-04       0
   MJ of Hydropower                             0        3.82E-04    1.04E-03     9.58E-08       7.66E-03      9.58E-08    4.54E-04       0
   MJ of Geothermal Energy                      0        2.80E-08    1.17E-07     6.08E-15       1.05E-04      6.08E-15        0          0
   kg of Water                                  0        7.80E-03    2.40E-02     1.49E-02       7.26E-03      1.49E-02        0      1.03E+03
   kg of Ores (sand, gravel, etc.)          2.20E-05     2.00E+00    2.00E+00     3.51E-05       4.55E-04      3.51E-05        0      0.00E+00
   MJ of Crude Oil                          1.21E-02     1.82E-02    1.43E-01     1.02E+00       2.34E+00      1.02E+00    4.15E-01   1.27E+03
   kg of other Ores (iron, copper, etc.)    1.25E-04     7.37E-06    3.95E-05     5.60E-10       2.40E-04      5.60E-10        0      0.00E+00
   Emissions to air
   kg of CO2                                8.32E-02     2.52E-03    1.33E-02     4.17E-03       2.88E-02      4.17E-03   4.93E+00    6.02E+02
   kg of CO                                 1.63E-04     3.83E-06    2.79E-05     1.14E-05       3.34E-05      1.14E-05   2.70E-02    1.10E+00
   kg of CH4                                3.68E-04     2.97E-06    1.09E-05     7.13E-05       1.02E-04      7.13E-05   6.00E-03    1.18E+00
   kg of SO2                                2.96E-05     2.61E-06    1.64E-05     5.31E-06       2.69E-04      5.31E-06   7.43E-03    2.20E+00
   kg of NMVOC                              3.70E-05     4.20E-07    2.87E-06     1.93E-05       4.23E-05      1.93E-05   3.07E-02    1.13E+00
   Emissions to water
   kg of COD                                6.25E-07     2.00E-07    1.11E-06     1.57E-11       6.75E-06      1.57E-11   2.21E-04    2.38E-01
   kg of BOD                                4.36E-08     6.11E-09    3.51E-08     4.41E-13       1.89E-07      4.41E-13   6.75E-06    2.25E-01
   kg of P                                  3.27E-10     4.95E-11    3.91E-10     3.73E-18       9.84E-13      3.73E-18   0.00E+00    1.26E-03
   kg of N                                  3.11E-08     2.91E-09    2.29E-08     2.19E-16       1.08E-10      2.19E-16   1.61E-04    6.00E-03
   kg of AOX                                5.78E-11     3.69E-12    2.90E-11     4.64E-18       2.01E-12      4.64E-18   2.95E-07    1.43E-05
   Solid wastes
   kg of Ash                                   0         1.11E-04    2.83E-04     1.48E-08       2.56E-04      1.48E-08       0             0
   kg of Sludge                                0         2.46E-07    1.93E-06     5.30E-14       2.10E-05      5.30E-14       0             0
   kg of Nuclear Waste                         0         2.54E-09    6.49E-09     8.82E-17       7.70E-10      8.82E-17       0             0
                                                                                                                                       20
Case study                                                                    S4 ENVISA WORKSHOP 2009
                                                                                                                                                       A. Marvuglia, Palermo – 19/06/2009



            Flow chart of the case study on bricks production

                                                             Production of                                              c ru
                                                                                                                            de
                                                                                                                               o     il
                                                             oil-derivatives
        Production of
                                                                  oil
         natural gas                                     diesel                                  diesel oil
                                                                                                                                          Production of
                                                   ity                                                                                      crude oil
                                              tric
                                      ec
              s

                                    el
            ga
    t
hea




          al




                                                                                                                                    die
                     at
          tur




                                                                                                                                       se




                                                                                           die
                             na
                             na
                   he                                                                                                                       l oi
        na




                                                                                             es
                                                                                                                                                l




                                                                                              se
                               tur
                                u




                                                                                                   lo
                                                                   diesel oil
                                  a
                                  all g




                                                                                                         iil
 Production of
                                        as
                                         s


 electricity and
                          electr ic
      heat                              ity                                                                                                                          Supply of
                     elec
                             tric it
                                                                                                                                                                     biomass
                                    y                      Production of                                               Production of
          he          ele                                  red and white                                                 sand and
            at           ctr
                               ic i                             clay                                                      gravel                         w
                                   ty                                                                                                                  ra
                                                                                                                                                     st
                                                                                                                                                                     ke
                                                                                            white clay

                                                                                                                                                                   ca
                                                                                red clay



                                                                                                                                                             v   e
                                                                                                                    gravel                                oli
                                                                                                         fuel oil



                                                                                                                             sand

                                                                                           Production of
                                                                                              bricks
                                                                                                                                                                                 21
                                                                                           bricks
Case study                                              S4 ENVISA WORKSHOP 2009
                                                                                                                                    A. Marvuglia, Palermo – 19/06/2009



     Square technology matrix A′ ∈ℜ13×13 (physical allocation)
                      Production Production Production Production     Production Production Production     Production   Production Production     Supply             Production
                                                                                                                                                           Supply of
                          of         of         of         of             of         of         of             of           of          of          of                   of
                                                                                                                                                             straw
                      electricity   heat    white clay  red clay         sand      gravel    crude oil       fuel oil    diesel oil natural gas olive cake             bricks

1 MJ of electricity       1           0       -3.60E-03   -3.60E-03   -9.00E-03   -9.00E-03        0       -1.60E-02    -1.60E-02       0           0           0       -3.69E+02
1 MJ of heat              0       2.48E+00        0           0           0           0        -4.87E-02   -5.66E-01    -5.66E-01   -4.87E-02       0           0       -1.01E+03
1 kg of white clay        0           0           1           0           0           0            0           0            0           0           0           0       -1.37E+03
1 kg of red clay          0           0           0           1           0           0            0           0            0           0           0           0       -8.51E+02
1 kg of sand              0           0           0           0           1           0            0           0            0           0           0           0       -4.41E+02
1 kg of gravel            0           0           0           0           0           1            0           0            0           0           0           0       -3.47E+02
1 kg of olive cake        0           0           0           0           0           0            0           0            0           0           1           0       -1.53E+02
1 kg of straw             0           0           0           0           0           0            0           0            0           0           0           1       -1.92E+01
1 MJ of crude oil         0           0           0           0           0           0            1       -1.17E+00    -1.17E+00       0           0           0       0.00E+00
1 MJ of diesel oil        0           0       -2.27E-03   -2.27E-03   -1.80E-02   -1.80E-02    -5.29E-03       0            1       -3.61E+01   -3.25E-01   -8.12E-02   -1.41E+03
1 MJ of fuel oil          0           0           0           0           0           0            0           1            0           0           0           0       -1.11E+03
1 MJ of natural gas   -3.41E+00   -8.54E-01       0           0           0           0            0           0            0           1           0           0       -5.52E+03
1 t of bricks             0           0           0           0           0           0            0           0            0           0           0           0       1.00E+00
                    -9.52E+01 
                                            PROCESS                                         ALLOCATION
                    -7.14E+03 
                    1.37E+03                Prod. of electricity and heat                   0.8 for electricity and 0.2 for heat
                              
                    8.51E+02                Prod. of clay (white and red)                   0.5 for with clay and 0.5 for red clay
                    4.41E+02 
                                            Prod. of sand and gravel                        0.5 for sand and 0.5 for gravel
                    3.47E+02 
                                              Production of oil-derivatives                   Allocation following the energy criterion.
   x′ = ( A′ ) b =  -3.51E+04 
              −1

                                            Supply of biomass                               0.8 for olive cake and 0.2 for straw
                    1.11E+03 
                    -3.11E+04               Prod. of bricks and inerts                      Substitution method: inerts are considered as
                              
                    -8.97E+02                                                               equivalent to sand, but with an estimated correction
                                                                                            factor of 0.85 in order to account for the difference in
                    1.53E+02                                                                quality between the mass of inert materials and the
                    1.92E+01                                                                                                              22
                                                                                            mass of sand obtained from them.
                    1.00E+00 
Case study                                             S4 ENVISA WORKSHOP 2009
                                                                                                                              A. Marvuglia, Palermo – 19/06/2009



     Environmental intervention matrix after physical allocation
                                            Production                        Poduction        Poduction                    Production
 B′ ∈ white21×13
      ℜ of
     Poduction      Poduction                       ProductionProduction
                                   Production of                  Production of Production of Production of Production of Supply
                                                                           of         white of           red   Production        of     of Production of Production of Pr
                                                                                                                                           Supply of      Production
of                          red                          of of       heat oil                                of natural gas
                                                                                                                      sand                   crude oil of    fuel oil
                                of         sand
                                             electricity             crude      clayfuel oil     clay oil
                                                                                                  diesel                      olive cake
                                                                                                                              gravel          straw            bricks
      clay             clay                            gravel
Resources and raw materials
MJ of Coal
    2.58E-03          2.58E-03       6.82E-03 1.20E-03
                                                    6.82E-03 2.99E-04
                                                                   7.46E-07 2.58E-03
                                                                                 2.89E-02    2.58E-03
                                                                                                2.89E-02     6.82E-03
                                                                                                               7.46E-07     6.82E-03
                                                                                                                             1.12E-03       7.46E-07
                                                                                                                                           2.81E-04         2.89E-02
                                                                                                                                                             0
MJ of Lignite
    3.23E-03          3.23E-03       8.14E-03 2.19E-04
                                                    8.14E-03 5.47E-05
                                                                   1.77E-09 3.23E-03
                                                                                 1.34E-04    3.23E-03
                                                                                                1.34E-04     8.14E-03
                                                                                                               1.77E-09     8.14E-03
                                                                                                                             6.66E-04       1.77E-09
                                                                                                                                           1.66E-04         1.34E-04
                                                                                                                                                             0
MJ of Hydropower
    1.91E-04         1.91E-04        5.19E-04     0 5.19E-04     0 9.58E-08 1.91E-04
                                                                                 3.83E-03    1.91E-04
                                                                                                3.83E-03     5.19E-04
                                                                                                               9.58E-08     5.19E-04
                                                                                                                             3.63E-04       9.58E-08
                                                                                                                                           9.08E-05         3.83E-03
                                                                                                                                                             0
MJ of Geothermal Energy
    1.40E-08         1.40E-08        5.84E-08    0 5.84E-08      0 6.08E-15 1.40E-08
                                                                                 5.25E-05    1.40E-08
                                                                                                5.25E-05     5.84E-08
                                                                                                               6.08E-15     5.84E-08
                                                                                                                                 0          6.08E-15
                                                                                                                                               0            5.25E-05
                                                                                                                                                             0
kg of3.90E-03
      Water        3.90E-03          1.20E-02    0 1.20E-02      0 1.49E-02 3.90E-03
                                                                                 3.63E-03    3.90E-03
                                                                                                3.63E-03     1.20E-02
                                                                                                               1.49E-02     1.20E-02
                                                                                                                                 0         1.49E-02
                                                                                                                                              0            3.63E-03
                                                                                                                                                        1.03E+03
kg of1.00E+00 gravel, etc.)
      Ores (sand,  1.00E+00          1.00E+00 1.76E-05
                                                    1.00E+00 4.39E-06
                                                                   3.51E-05 1.00E+00
                                                                                 2.27E-04    1.00E+00
                                                                                                2.27E-04     1.00E+00
                                                                                                               3.51E-05     1.00E+00
                                                                                                                                 0         3.51E-05
                                                                                                                                              0            2.27E-04
                                                                                                                                                            0
MJ of Crude Oil
    9.09E-03         9.09E-03        7.14E-02 9.71E-03
                                                    7.14E-02 2.43E-03
                                                                   1.02E+00 9.09E-03
                                                                                 1.17E+00    9.09E-03
                                                                                                1.17E+00     7.14E-02
                                                                                                               1.02E+00     7.14E-02
                                                                                                                             3.32E-01       1.02E+00
                                                                                                                                           8.31E-02       1.17E+00
                                                                                                                                                        1.27E+03
kg of3.68E-06 (iron, copper, etc.)
      other Ores
Emissions to air
kg of1.26E-03
      CO2
                     3.68E-06


                      1.26E-03
                                     1.97E-05 1.00E-04


                                     6.65E-03 6.66E-02
                                                                  …
                                                    1.97E-05 2.50E-05
                                                                   5.60E-10 3.68E-06


                                                    6.65E-03 1.66E-02
                                                                                 1.20E-04


                                                                   4.17E-03 1.26E-03
                                                                                 1.44E-02
                                                                                             3.68E-06
                                                                                                1.20E-04


                                                                                             1.26E-03
                                                                                                1.44E-02
                                                                                                             1.97E-05
                                                                                                               5.60E-10


                                                                                                             6.65E-03
                                                                                                               4.17E-03
                                                                                                                            1.97E-05
                                                                                                                                 0


                                                                                                                            6.65E-03
                                                                                                                             3.94E+00
                                                                                                                                            5.60E-10
                                                                                                                                               0


                                                                                                                                            4.17E-03
                                                                                                                                           9.86E-01
                                                                                                                                                            0
                                                                                                                                                             …
                                                                                                                                                           1.20E-04


                                                                                                                                                           1.44E-02
                                                                                                                                                        6.02E+02
kg of1.91E-06
      CO              1.91E-06       1.40E-05 1.30E-04
                                                    1.40E-05 3.26E-05
                                                                   1.14E-05 1.91E-06
                                                                                 1.67E-05    1.91E-06
                                                                                                1.67E-05     1.40E-05
                                                                                                               1.14E-05     1.40E-05
                                                                                                                             2.16E-02       1.14E-05
                                                                                                                                           5.40E-03        1.67E-05
                                                                                                                                                        1.10E+00
kg of1.48E-06
      CH4             1.48E-06       5.44E-06 2.94E-04
                                                    5.44E-06 7.36E-05
                                                                   7.13E-05 1.48E-06
                                                                                 5.10E-05    1.48E-06
                                                                                                5.10E-05     5.44E-06
                                                                                                               7.13E-05     5.44E-06
                                                                                                                             4.80E-03       7.13E-05
                                                                                                                                           1.20E-03       5.10E-05
                                                                                                                                                        1.18E+00
kg of1.31E-06
      SO2             1.31E-06       8.21E-06 2.37E-05
                                                    8.21E-06 5.92E-06
                                                                   5.31E-06 1.31E-06
                                                                                 1.34E-04    1.31E-06
                                                                                                1.34E-04     8.21E-06
                                                                                                               5.31E-06     8.21E-06
                                                                                                                             5.94E-03       5.31E-06
                                                                                                                                           1.49E-03       1.34E-04
                                                                                                                                                        2.20E+00
kg of2.10E-07
      NMVOC           2.10E-07       1.43E-06 2.96E-05
                                                    1.43E-06 7.40E-06
                                                                   1.93E-05 2.10E-07
                                                                                 2.12E-05    2.10E-07
                                                                                                2.12E-05     1.43E-06
                                                                                                               1.93E-05     1.43E-06
                                                                                                                             2.46E-02       1.93E-05
                                                                                                                                           6.14E-03       2.12E-05
                                                                                                                                                        1.13E+00
Emissions to water
kg of9.98E-08
      COD             9.98E-08       5.57E-07 5.00E-07
                                                    5.57E-07 1.25E-07
                                                                   1.57E-11 9.98E-08
                                                                                 3.37E-06    9.98E-08
                                                                                                3.37E-06     5.57E-07
                                                                                                               1.57E-11     5.57E-07
                                                                                                                             1.77E-04       1.57E-11
                                                                                                                                           4.42E-05       3.37E-06
                                                                                                                                                        2.38E-01
kg of3.05E-09
      BOD             3.05E-09       1.76E-08 3.49E-08
                                                    1.76E-08 8.72E-09
                                                                   4.41E-13 3.05E-09
                                                                                 9.47E-08    3.05E-09
                                                                                                9.47E-08     1.76E-08
                                                                                                               4.41E-13     1.76E-08
                                                                                                                             5.40E-06       4.41E-13
                                                                                                                                           1.35E-06       9.47E-08
                                                                                                                                                        2.25E-01
kg of2.48E-11
      P               2.48E-11       1.95E-10 2.62E-10
                                                    1.95E-10 6.54E-11
                                                                   3.73E-18 2.48E-11
                                                                                 4.92E-13    2.48E-11
                                                                                                4.92E-13     1.95E-10
                                                                                                               3.73E-18     1.95E-10
                                                                                                                                 0          3.73E-18
                                                                                                                                               0          4.92E-13
                                                                                                                                                        1.26E-03
kg of1.45E-09
      N               1.45E-09       1.15E-08 2.49E-08
                                                    1.15E-08 6.22E-09
                                                                   2.19E-16 1.45E-09
                                                                                 5.40E-11    1.45E-09
                                                                                                5.40E-11     1.15E-08
                                                                                                               2.19E-16     1.15E-08
                                                                                                                             1.29E-04       2.19E-16
                                                                                                                                           3.22E-05       5.40E-11
                                                                                                                                                        6.00E-03
kg of1.84E-12
      AOX             1.84E-12       1.45E-11 4.62E-11
                                                    1.45E-11 1.16E-11
                                                                   4.64E-18 1.84E-12
                                                                                 1.00E-12    1.84E-12
                                                                                                1.00E-12     1.45E-11
                                                                                                               4.64E-18     1.45E-11
                                                                                                                             2.36E-07       4.64E-18
                                                                                                                                           5.90E-08       1.00E-12
                                                                                                                                                        1.43E-05
Solid wastes
kg of 5.6E-05
      Ash             5.6E-05        1.4E-04     0 1.4E-04      0 1.5E-08    5.6E-05
                                                                                 1.28E-04     5.6E-05
                                                                                                1.28E-04      1.4E-04
                                                                                                                1.5E-08      1.4E-04
                                                                                                                                 0          1.5E-08
                                                                                                                                              0             1.28E-04
                                                                                                                                                              0
kg of 1.2E-07
      Sludge                                     0 9.6E-07      0 5.3E-14    1.2E-07
                                                                                 1.05E-05     1.2E-07
                                                                                                1.05E-05      9.6E-07        9.6E-07        5.3E-14         1.05E-05
                      1.2E-07        9.6E-07                                                                    5.3E-14          0            0        23     0
kg of 1.3E-09 Waste
      Nuclear         1.3E-09        3.2E-09     0 3.2E-09      0 8.8E-17    1.3E-09
                                                                                 3.85E-10     1.3E-09
                                                                                                3.85E-10      3.2E-09
                                                                                                                8.8E-17      3.2E-09
                                                                                                                                 0          8.8E-17
                                                                                                                                              0             3.85E-10
                                                                                                                                                              0
Case study                                    S4 ENVISA WORKSHOP 2009
                                                                                                           A. Marvuglia, Palermo – 19/06/2009



 We also used a different kind of allocation (economic instead of mass allocation)
                         PRODUCT                     PRICE             PRODUCT                   PRICE

                         electricity (€/MJ)          0.034             gravel (€/kg)             0.011

                         heat (€/MJ)                 0.013             fuel oil (€/kg)           0.4

                         white clay (€/kg)           2.2               diesel oil (€/kg)         0.025

                         red clay (€/kg)             2                 olive cake (€/kg)         0.16

                         sand (€/kg)                 0.015             straw (€/kg)              0.065


  Square technology matrix A′′ ∈ℜ13×13 (economic allocation)
                      Production Production Production Production      Production Production Production    Production   Production Production
                          of         of         of         of              of         of         of            of           of          of
                      electricity   heat    white clay  red clay          sand      gravel    crude oil      fuel oil    diesel oil natural gas
1 MJ of electricity       1            0      -3.77E-03    -3.43E-03   -1.04E-02   -7.62E-03       0       -3.01E-02    -1.85E-03       0
1 MJ of heat              0        2.48E+00       0            0           0           0       -4.87E-02   -1.07E+00    -6.55E-02   -4.87E-02
1 kg of white clay        0            0          1            0           0           0           0           0            0           0
1 kg of red clay          0            0          0            1           0           0           0           0            0           0
1 kg of sand              0            0          0            0           1           0           0           0            0           0
1 kg of gravel            0            0          0            0           0           1           0           0            0           0
1 kg of olive cake        0            0          0            0           0           0           0           0            0           0
1 kg of straw             0            0          0            0           0           0           0           0            0           0
1 MJ of crude oil         0            0          0            0           0           0           1       -2.20E+00    -1.35E-01       0
1 MJ of diesel oil        0            0      -2.38E-03    -2.16E-03   -2.08E-02   -1.52E-02   -5.29E-03       0            1       -3.61E+01
1 MJ of fuel oil          0            0          0            0           0           0           0           1            0     24 0
1 MJ of natural gas   -2.21E+00   -2.06E+00       0            0           0           0           0           0            0           1
1 t of bricks             0            0          0            0           0           0           0           0            0           0
Robust algorithms for the solution of the inventory problem in Life Cycle Impact Assessment Maurizio Cellura, Antonino Marvuglia – University of Palermo (Italy) Marcello Pucci – Institute for Studies on Intelligent Systems for Automation (I.S.S.I.A),
Robust algorithms for the solution of the inventory problem in Life Cycle Impact Assessment Maurizio Cellura, Antonino Marvuglia – University of Palermo (Italy) Marcello Pucci – Institute for Studies on Intelligent Systems for Automation (I.S.S.I.A),
Robust algorithms for the solution of the inventory problem in Life Cycle Impact Assessment Maurizio Cellura, Antonino Marvuglia – University of Palermo (Italy) Marcello Pucci – Institute for Studies on Intelligent Systems for Automation (I.S.S.I.A),
Robust algorithms for the solution of the inventory problem in Life Cycle Impact Assessment Maurizio Cellura, Antonino Marvuglia – University of Palermo (Italy) Marcello Pucci – Institute for Studies on Intelligent Systems for Automation (I.S.S.I.A),
Robust algorithms for the solution of the inventory problem in Life Cycle Impact Assessment Maurizio Cellura, Antonino Marvuglia – University of Palermo (Italy) Marcello Pucci – Institute for Studies on Intelligent Systems for Automation (I.S.S.I.A),
Robust algorithms for the solution of the inventory problem in Life Cycle Impact Assessment Maurizio Cellura, Antonino Marvuglia – University of Palermo (Italy) Marcello Pucci – Institute for Studies on Intelligent Systems for Automation (I.S.S.I.A),
Robust algorithms for the solution of the inventory problem in Life Cycle Impact Assessment Maurizio Cellura, Antonino Marvuglia – University of Palermo (Italy) Marcello Pucci – Institute for Studies on Intelligent Systems for Automation (I.S.S.I.A),
Robust algorithms for the solution of the inventory problem in Life Cycle Impact Assessment Maurizio Cellura, Antonino Marvuglia – University of Palermo (Italy) Marcello Pucci – Institute for Studies on Intelligent Systems for Automation (I.S.S.I.A),
Robust algorithms for the solution of the inventory problem in Life Cycle Impact Assessment Maurizio Cellura, Antonino Marvuglia – University of Palermo (Italy) Marcello Pucci – Institute for Studies on Intelligent Systems for Automation (I.S.S.I.A),
Robust algorithms for the solution of the inventory problem in Life Cycle Impact Assessment Maurizio Cellura, Antonino Marvuglia – University of Palermo (Italy) Marcello Pucci – Institute for Studies on Intelligent Systems for Automation (I.S.S.I.A),
Robust algorithms for the solution of the inventory problem in Life Cycle Impact Assessment Maurizio Cellura, Antonino Marvuglia – University of Palermo (Italy) Marcello Pucci – Institute for Studies on Intelligent Systems for Automation (I.S.S.I.A),
Robust algorithms for the solution of the inventory problem in Life Cycle Impact Assessment Maurizio Cellura, Antonino Marvuglia – University of Palermo (Italy) Marcello Pucci – Institute for Studies on Intelligent Systems for Automation (I.S.S.I.A),
Robust algorithms for the solution of the inventory problem in Life Cycle Impact Assessment Maurizio Cellura, Antonino Marvuglia – University of Palermo (Italy) Marcello Pucci – Institute for Studies on Intelligent Systems for Automation (I.S.S.I.A),
Robust algorithms for the solution of the inventory problem in Life Cycle Impact Assessment Maurizio Cellura, Antonino Marvuglia – University of Palermo (Italy) Marcello Pucci – Institute for Studies on Intelligent Systems for Automation (I.S.S.I.A),

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Robust algorithms for the solution of the inventory problem in Life Cycle Impact Assessment Maurizio Cellura, Antonino Marvuglia – University of Palermo (Italy) Marcello Pucci – Institute for Studies on Intelligent Systems for Automation (I.S.S.I.A),

  • 1. University of Palermo S4 ENVISA Workshop 2009 Palermo, 18-20 June 2009 Robust algorithms for the solution of the inventory problem in Life Cycle Impact Assessment Maurizio Cellura Marcello Pucci Antonino Marvuglia Institute for Studies on Intelligent University of Palermo Systems for Automation (I.S.S.I.A), 1 Dep. of Energy and Environmental Researches (DREAM) National Research Council, Palermo (Italy)
  • 2. Introduction S4 ENVISA WORKSHOP 2009 A. Marvuglia, Palermo – 19/06/2009 Every product has a “life” (1. design/development of the product; 2. resource extraction; 3. production; 4. use/consumption; 5. end-of-life activities, like collection/sorting, reuse, recycling, waste disposal). All activities, or processes, in a product’s life result in environmental impacts due to consumption of resources, emissions of substances into the natural environment, and 2 other environmental exchanges (e.g. radiation).
  • 3. Introduction S4 ENVISA WORKSHOP 2009 A. Marvuglia, Palermo – 19/06/2009 Life cycle assessment (LCA) is a methodological framework for estimating and assessing the environmental impacts attributable to the life cycle of a product, such as climate change, stratospheric ozone depletion, tropospheric ozone (smog) creation, eutrophication, acidification, toxicological stress on human health and ecosystems, the depletion of resources, water use, land use, noise and others. LCA is traditionally divided into four distinct though interdependent phases: 1. Goal and scope definition attempts to set the extent of the inquiry as well as specify the methods used to conduct it in later phases. 2. Life cycle inventory analysis defines and quantifies the flow of material and energy into, through, and from a product system. 3. Life cycle impact assessment converts inventory data into environmental impacts using a two-step process of classification and characterization. 4. Life cycle interpretation marks the point in an LCA when one draws conclusions and formulates recommendations based upon inventory and impact assessment data. Despite LCA is nowadays a universally accepted methodology, each of these 3 phases still contains some unresolved problems.
  • 4. Introduction S4 ENVISA WORKSHOP 2009 A. Marvuglia, Palermo – 19/06/2009 PHASE PROBLEM Goal and scope definition • Functional unit definition • Boundary selection • Social and economic impacts • Alternative scenario considerations Life cycle inventory analysis • Allocation • Negligible contribution (“cutoff”) criteria • Local technical uniqueness Life cycle impact assessment • Impact category and methodology selection • Spatial variation • Local environmental uniqueness • Dynamics of the environment • Time horizons Life cycle interpretation • Weighting and evaluation • Uncertainty in the decision process All • Data availability and quality 4 From: J. Reap et al., A survey of unresolved problems in life cycle assessment. Int J Life Cycle Assess (2008) 13:290–300
  • 5. Introduction S4 ENVISA WORKSHOP 2009 A. Marvuglia, Palermo – 19/06/2009 Allocation refers to the procedure of appropriately allocating the environmental burdens of a multi-functional process amongst its functions or products. Co-generation of Production Production electricity and heat of electricity of heat litre of fuel  −2   λ1a × −2   λ1b × −2        kWh of electricity  10   10   0  MJ of heat  18   0   18  p1 =  p1a =  p1b =  Kg of CO2 1  µ1a ×1  µ1b × 1        Kg of SO2  0.1  λ1a + λ1b = 1  µ2 a × 0.1   µ 2b × 0.1        0   0   0  litre of crude oil  µ1a + µ1b = 1 λ2 a + λ2b = 1 ALLOCATION FACTORS Obviously, arbitrary allocations could lead to incorrect LCA results and less preferable decisions based on those results. 5
  • 6. Introduction S4 ENVISA WORKSHOP 2009 A. Marvuglia, Palermo – 19/06/2009 ISO 14044 recommends that, where allocation cannot be avoided, physical causality is to be used as the basis for allocation where possible. Physical properties used as a basis for allocation include mass, energy or exergy content. If allocation based on physical, causal relationship is not feasible or does not provide a full solution, ISO 14044 suggests that the exchanges between the products and functions have to be partitioned “in a way which reflects other relationships between them. For example, input and output data might be allocated between co-products in proportion to the economic value of the products.” Anyhow, it has to be remarked that, regardless the method used, allocation introduces uncertainty and subjectivity elements into the computation and leads to biased solutions. 6
  • 7. Mathematical background S4 ENVISA WORKSHOP 2009 A. Marvuglia, Palermo – 19/06/2009 The matrix method for the solution of the so called inventory problem in LCA generally determines the inventory vector or eco-profile related to a specific process by solving the system of linear equations: economic economic (or technologic) matrix A ⋅s = f functional unit scale vector More in general, taking into account also the environmental part of the system: A  fecn  f =   ⋅s =   s = A −1 ⋅ fecn fenv = B ⋅ s B  fenv  From the mathematical point of view, the presence of multifunctional processes in the investigated system makes the economic matrix rectangular and thus non invertible. A possible strategy to deal with this problem without using allocation procedures is based on the pseudo-inverse of the technology matrix. The pseudo-inverse of a matrix A ∈ ℜ m×n (with m>n) is defined as: A = ( A A) A −1 7 † T T
  • 8. Mathematical background S4 ENVISA WORKSHOP 2009 A. Marvuglia, Palermo – 19/06/2009 Using the pseudo-inverse of the economic matrix A, it is possible to compute the scale vector also when A is rectangular, through the expression: s = A† ⋅ f However, it is necessary to assess in every case whether the obtained solution is satisfactory. To accomplish this assessment it is necessary to substitute the computed value of s in the original system, obtaining the so called discrepancy vector : f = A ⋅ ( A† ⋅ f ) % For the normal inverse A-1 we have: A ⋅ ( A −1 ⋅ f ) − f = 0 While for the pseudo-inverse we have: A ⋅ ( A† ⋅ f ) − f = f − f ≠ 0 % If the Euclidean norm % f −f is not too high (with respect to a fixed tolerance) the solution obtained with the pseudo-inverse can be considered acceptable. 8
  • 9. Problem description S4 ENVISA WORKSHOP 2009 A. Marvuglia, Palermo – 19/06/2009 One considers, for example, the system with the following inventory matrix: Production of Production of Incineration of electricity fuel waste kWh of electricity 10 -500 -5 l of fuel -1 100 0 ECONOMIC MATRIX kg of organic waste 0 0 -1000 A kg of chemical waste 0 0 -200 kg of CO2 1 10 1000 ENVIRON. kg of SO2 0.1 2 30 MATRIX kg of crude oil 0 -50 0 B and let the functional unit be the following vector: 1000  Production of 1000 kWh of electricity   0  f =  0    9  0 
  • 10. Problem description S4 ENVISA WORKSHOP 2009 A. Marvuglia, Palermo – 19/06/2009 In this case, using the pseudo-inverse of A, one obtains: 1000   200    0   A† ⋅ f =  2   f = A ⋅ ( A† ⋅ f ) =  %  0   0       0  % ( As a consequence, the discrepancy vector d = f − f ) is: 0   % − f = 0 d=f d 2 =0 0   0 Thus the pseudo-inverse gives in this case (for this particular choice of the functional unit vector) an exact solution to the problem. 10
  • 11. Problem description S4 ENVISA WORKSHOP 2009 A. Marvuglia, Palermo – 19/06/2009 If we chose the following functional unit:  0    0  f1 =   0     −1000  Disposal of 1000 kg of chemical waste We obtain:  0   0.1923    0    A † ⋅ f1 =  0.0019  f1 = A ⋅ ( A † ⋅ f1 ) =  %  −192.31  0.1923      −38.46   11
  • 12. Problem description S4 ENVISA WORKSHOP 2009 A. Marvuglia, Palermo – 19/06/2009 The discrepancy vector is in this case equal to:  0    0  = 980.6 d1 = f − f =  % d1 2  −192.31    961.54  According to the goals of the study, this value could be considered too high and thus the solution obtained through the pseudo-inverse should be in this case discarded. In those cases in which the pseudo-inverse is not able to provide an acceptable solution, the use of least squares techniques could be very useful. 12
  • 13. Problem solution S4 ENVISA WORKSHOP 2009 A. Marvuglia, Palermo – 19/06/2009 Given the system of equations A⋅x = f (where A ∈ ℜ m×n (m > n) and f ∈ ℜ m×1 ) There is no exact solution if f ∉ range( A) To solve this over-determined system we can use, for example, the Ordinary Least Squares (OLS) technique, which means solving the system A ⋅ sOLS = f + ∆f ∆f = As-f f y=As range(A) 13 ∆f is the residual error vector corresponding to a perturbation in f .
  • 14. Problem solution S4 ENVISA WORKSHOP 2009 A. Marvuglia, Palermo – 19/06/2009 A different approach that yields a consistent estimator is the Total Least Squares (TLS), which is a linear parameter estimation technique that has been devised to compensate for data errors. It is a natural generalization of the OLS approximation method when the data both in A and f are perturbed. The classical TLS problem looks for the minimal corrections ∆A and ∆f on the given data A and f that make solvable the corrected system of equations: ( A + ∆A ) sTLS = ( f + ∆f ) A particular case of TLS is the so called Data Least Squares (DLS) problem, in which the error is assumed to lie only in the data matrix and thus the problem is converted into the solution of the system: ( A + ∆A ) s DLS = f 14
  • 15. Problem solution S4 ENVISA WORKSHOP 2009 A. Marvuglia, Palermo – 19/06/2009 Classical TLS problem formulation OLS approach TLS approach • Find a matrix F' • Find a matrix  Frobenius norm such that m×n such that min F − F′ M ∈ℜ A − A F − F ˆ ˆ min F ′∈ range( A ) F m n F∈ range( A ) ˆ   F ∑∑ m 2 M = i, j • Solve the system F i =1 j =1 • Solve the system A ⋅ SOLS = F′ ˆ  ⋅ STLS = F ^ a2 f a2 f ^ ) a2 (A ^ n ge a1 ra ^ range(A) f a1 range(A) a1 f' 15 0 a 0 a
  • 16. Problem solution S4 ENVISA WORKSHOP 2009 A. Marvuglia, Palermo – 19/06/2009 Ordinary Least Squares Total Least Squares Data Least Squares (OLS) (TLS) (DLS) f f f (fi) (fi) (fi) arctan(s ) (ai) OLS A arctan(s ) (ai) TLS A arctan(s ) (ai) A DLS The OLS, TLS and DLS regression problems can be solved in several ways. One way to find the solution is the minimization of a cost function:  ( As − f ) ( As − f ) T (OLS problem)   ( As − f ) ( As − f ) T E ( x) =  (TLS problem)  1 + s Ts  ( As − f ) T ( As − f ) 16  (DLS problem)  sTs
  • 17. Problem solution S4 ENVISA WORKSHOP 2009 A. Marvuglia, Palermo – 19/06/2009 The approach here applied all these problems have been generalized by using a parameterized formulation of an error function whose minimization yields the corresponding solution. This error is given by the expression: ξ = 0 OLS 1 ( A ⋅s - f ) ( A ⋅s - f ) T  E ( s) = ξ = 0.5 TLS 2 ( 1 − ξ ) + ξ sT s ξ = 1 DLS  This approach comes from a work by G. Cirrincione, M. Cirrincione and S. Van Huffel ("The GeTLS EXIN Neuron for Linear Regression", 2000) The above function can be regarded as the cost function of a linear neuron (the GeTLS EXIN linear neuron) whose weight vector is s(t). In particular is: ( ) 2 m 1 ai s - fi EGeTLS ( s ) = ∑ E ( i) ( s) E ( s) = ( i) i =1 2 ( 1 − ξ ) + ξ sT s 17 where ai is the i-th row of A and f is the i-th element of f.
  • 18. Problem solution S4 ENVISA WORKSHOP 2009 A. Marvuglia, Palermo – 19/06/2009 ( ) ( ) 2 Hence: ( i) ai s - fi ai a i s - fi ξ s dE = − ds ( 1 − ξ ) + ξ s ( t ) s ( t )  ( 1 − ξ ) + ξ sT ( t ) s ( t )  2 T   The iterative algorithm (learning law) exploiting the gradient (steepest descent) is given by: s ( t + 1) = s ( t ) − α ( t ) γ ( t ) aT + ξα ( t ) γ 2 ( t )  s ( t ) i   sT ( t ) aT − fi where: γ ( k) = i ; α (t) = learning rate ( 1 − ξ ) + ξ sT ( t ) s ( t ) The GeTLS EXIN neuron is a linear unit with: • n inputs (vector ai); • n weights (vector s); • one output (scalar yi = sT ai ); ( • a training error (scalar ai s - fi ) ) In the application showed in this work, the parameter ς is made variable according to 18 a predefined scheduling (in general monotonically from 0 to 1).
  • 19. Case study S4 ENVISA WORKSHOP 2009 A. Marvuglia, Palermo – 19/06/2009 Illustrative case study: bricks production Rectangular technology matrix A ∈ℜ14×8 Production Production Production Production Supply Production Final Production of Production of of of of of of of demand oil-derivatives natural gas electricity clay sand crude oil biomass bricks vector f 1 MJ of electricity 1 -7.20E-03 -1.80E-02 0 -3.20E-02 0 0 -3.69E+02 0 1 MJ of heat 2.48E+00 0 0 -4.87E-02 -1.13E+00 -4.87E-02 0 -1.01E+03 0 1 kg of white clay 0 1 0 0 0 0 0 -1.37E+03 0 1 kg of red clay 0 1 0 0 0 0 0 -8.51E+02 0 1 kg of recycled inerts 0 0 0 0 0 0 0 6.90E+01 0 1 kg of sand 0 0 1 0 0 0 0 -5.00E+02 0 1 kg of gravel 0 0 1 0 0 0 0 -3.47E+02 0 1 kg of olive cake 0 0 0 0 0 0 1 -1.53E+02 0 1 kg of straw 0 0 0 0 0 0 1 -1.92E+01 0 1 MJ of crude oil 0 0 0 1 -2.34E+00 0 0 0 0 1 MJ of diesel oil 0 -4.54E-03 -3.60E-02 -5.29E-03 1 -3.61E+01 -4.06E-01 -1.41E+03 0 1 MJ of fuel oil 0 0 0 0 1 0 0 -1.11E+03 0 1 MJ of natural gas -4.27E+00 0 0 0 0 1 0 -5.52E+03 0 1 t of bricks 0 0 0 0 0 0 0 1 1 Substitution Least and Squares Allocation solutions 19
  • 20. Case study S4 ENVISA WORKSHOP 2009 A. Marvuglia, Palermo – 19/06/2009 The intervention matrix of the system at hand (used for the solutions obtained with the least squares techniques) is: 21×8 B ∈ℜ Production Poduction Production Production Production Production Supply Production of of of of of of natural of of electricity clay sand crude oil oil-derivatives gas biomass bricks Resources and raw materials MJ of Coal 1.49E-03 5.16E-03 1.36E-02 7.46E-07 5.77E-02 7.46E-07 1.40E-03 0 MJ of Lignite 2.74E-04 6.46E-03 1.63E-02 1.77E-09 2.68E-04 1.77E-09 8.32E-04 0 MJ of Hydropower 0 3.82E-04 1.04E-03 9.58E-08 7.66E-03 9.58E-08 4.54E-04 0 MJ of Geothermal Energy 0 2.80E-08 1.17E-07 6.08E-15 1.05E-04 6.08E-15 0 0 kg of Water 0 7.80E-03 2.40E-02 1.49E-02 7.26E-03 1.49E-02 0 1.03E+03 kg of Ores (sand, gravel, etc.) 2.20E-05 2.00E+00 2.00E+00 3.51E-05 4.55E-04 3.51E-05 0 0.00E+00 MJ of Crude Oil 1.21E-02 1.82E-02 1.43E-01 1.02E+00 2.34E+00 1.02E+00 4.15E-01 1.27E+03 kg of other Ores (iron, copper, etc.) 1.25E-04 7.37E-06 3.95E-05 5.60E-10 2.40E-04 5.60E-10 0 0.00E+00 Emissions to air kg of CO2 8.32E-02 2.52E-03 1.33E-02 4.17E-03 2.88E-02 4.17E-03 4.93E+00 6.02E+02 kg of CO 1.63E-04 3.83E-06 2.79E-05 1.14E-05 3.34E-05 1.14E-05 2.70E-02 1.10E+00 kg of CH4 3.68E-04 2.97E-06 1.09E-05 7.13E-05 1.02E-04 7.13E-05 6.00E-03 1.18E+00 kg of SO2 2.96E-05 2.61E-06 1.64E-05 5.31E-06 2.69E-04 5.31E-06 7.43E-03 2.20E+00 kg of NMVOC 3.70E-05 4.20E-07 2.87E-06 1.93E-05 4.23E-05 1.93E-05 3.07E-02 1.13E+00 Emissions to water kg of COD 6.25E-07 2.00E-07 1.11E-06 1.57E-11 6.75E-06 1.57E-11 2.21E-04 2.38E-01 kg of BOD 4.36E-08 6.11E-09 3.51E-08 4.41E-13 1.89E-07 4.41E-13 6.75E-06 2.25E-01 kg of P 3.27E-10 4.95E-11 3.91E-10 3.73E-18 9.84E-13 3.73E-18 0.00E+00 1.26E-03 kg of N 3.11E-08 2.91E-09 2.29E-08 2.19E-16 1.08E-10 2.19E-16 1.61E-04 6.00E-03 kg of AOX 5.78E-11 3.69E-12 2.90E-11 4.64E-18 2.01E-12 4.64E-18 2.95E-07 1.43E-05 Solid wastes kg of Ash 0 1.11E-04 2.83E-04 1.48E-08 2.56E-04 1.48E-08 0 0 kg of Sludge 0 2.46E-07 1.93E-06 5.30E-14 2.10E-05 5.30E-14 0 0 kg of Nuclear Waste 0 2.54E-09 6.49E-09 8.82E-17 7.70E-10 8.82E-17 0 0 20
  • 21. Case study S4 ENVISA WORKSHOP 2009 A. Marvuglia, Palermo – 19/06/2009 Flow chart of the case study on bricks production Production of c ru de o il oil-derivatives Production of oil natural gas diesel diesel oil Production of ity crude oil tric ec s el ga t hea al die at tur se die na na he l oi na es l se tur u lo diesel oil a all g iil Production of as s electricity and electr ic heat ity Supply of elec tric it biomass y Production of Production of he ele red and white sand and at ctr ic i clay gravel w ty ra st ke white clay ca red clay v e gravel oli fuel oil sand Production of bricks 21 bricks
  • 22. Case study S4 ENVISA WORKSHOP 2009 A. Marvuglia, Palermo – 19/06/2009 Square technology matrix A′ ∈ℜ13×13 (physical allocation) Production Production Production Production Production Production Production Production Production Production Supply Production Supply of of of of of of of of of of of of of straw electricity heat white clay red clay sand gravel crude oil fuel oil diesel oil natural gas olive cake bricks 1 MJ of electricity 1 0 -3.60E-03 -3.60E-03 -9.00E-03 -9.00E-03 0 -1.60E-02 -1.60E-02 0 0 0 -3.69E+02 1 MJ of heat 0 2.48E+00 0 0 0 0 -4.87E-02 -5.66E-01 -5.66E-01 -4.87E-02 0 0 -1.01E+03 1 kg of white clay 0 0 1 0 0 0 0 0 0 0 0 0 -1.37E+03 1 kg of red clay 0 0 0 1 0 0 0 0 0 0 0 0 -8.51E+02 1 kg of sand 0 0 0 0 1 0 0 0 0 0 0 0 -4.41E+02 1 kg of gravel 0 0 0 0 0 1 0 0 0 0 0 0 -3.47E+02 1 kg of olive cake 0 0 0 0 0 0 0 0 0 0 1 0 -1.53E+02 1 kg of straw 0 0 0 0 0 0 0 0 0 0 0 1 -1.92E+01 1 MJ of crude oil 0 0 0 0 0 0 1 -1.17E+00 -1.17E+00 0 0 0 0.00E+00 1 MJ of diesel oil 0 0 -2.27E-03 -2.27E-03 -1.80E-02 -1.80E-02 -5.29E-03 0 1 -3.61E+01 -3.25E-01 -8.12E-02 -1.41E+03 1 MJ of fuel oil 0 0 0 0 0 0 0 1 0 0 0 0 -1.11E+03 1 MJ of natural gas -3.41E+00 -8.54E-01 0 0 0 0 0 0 0 1 0 0 -5.52E+03 1 t of bricks 0 0 0 0 0 0 0 0 0 0 0 0 1.00E+00  -9.52E+01    PROCESS ALLOCATION  -7.14E+03   1.37E+03  Prod. of electricity and heat 0.8 for electricity and 0.2 for heat    8.51E+02  Prod. of clay (white and red) 0.5 for with clay and 0.5 for red clay  4.41E+02    Prod. of sand and gravel 0.5 for sand and 0.5 for gravel  3.47E+02  Production of oil-derivatives Allocation following the energy criterion. x′ = ( A′ ) b =  -3.51E+04  −1   Supply of biomass 0.8 for olive cake and 0.2 for straw  1.11E+03   -3.11E+04  Prod. of bricks and inerts Substitution method: inerts are considered as    -8.97E+02  equivalent to sand, but with an estimated correction   factor of 0.85 in order to account for the difference in  1.53E+02  quality between the mass of inert materials and the  1.92E+01  22   mass of sand obtained from them.  1.00E+00 
  • 23. Case study S4 ENVISA WORKSHOP 2009 A. Marvuglia, Palermo – 19/06/2009 Environmental intervention matrix after physical allocation Production Poduction Poduction Production B′ ∈ white21×13 ℜ of Poduction Poduction ProductionProduction Production of Production of Production of Production of Production of Supply of white of red Production of of Production of Production of Pr Supply of Production of red of of heat oil of natural gas sand crude oil of fuel oil of sand electricity crude clayfuel oil clay oil diesel olive cake gravel straw bricks clay clay gravel Resources and raw materials MJ of Coal 2.58E-03 2.58E-03 6.82E-03 1.20E-03 6.82E-03 2.99E-04 7.46E-07 2.58E-03 2.89E-02 2.58E-03 2.89E-02 6.82E-03 7.46E-07 6.82E-03 1.12E-03 7.46E-07 2.81E-04 2.89E-02 0 MJ of Lignite 3.23E-03 3.23E-03 8.14E-03 2.19E-04 8.14E-03 5.47E-05 1.77E-09 3.23E-03 1.34E-04 3.23E-03 1.34E-04 8.14E-03 1.77E-09 8.14E-03 6.66E-04 1.77E-09 1.66E-04 1.34E-04 0 MJ of Hydropower 1.91E-04 1.91E-04 5.19E-04 0 5.19E-04 0 9.58E-08 1.91E-04 3.83E-03 1.91E-04 3.83E-03 5.19E-04 9.58E-08 5.19E-04 3.63E-04 9.58E-08 9.08E-05 3.83E-03 0 MJ of Geothermal Energy 1.40E-08 1.40E-08 5.84E-08 0 5.84E-08 0 6.08E-15 1.40E-08 5.25E-05 1.40E-08 5.25E-05 5.84E-08 6.08E-15 5.84E-08 0 6.08E-15 0 5.25E-05 0 kg of3.90E-03 Water 3.90E-03 1.20E-02 0 1.20E-02 0 1.49E-02 3.90E-03 3.63E-03 3.90E-03 3.63E-03 1.20E-02 1.49E-02 1.20E-02 0 1.49E-02 0 3.63E-03 1.03E+03 kg of1.00E+00 gravel, etc.) Ores (sand, 1.00E+00 1.00E+00 1.76E-05 1.00E+00 4.39E-06 3.51E-05 1.00E+00 2.27E-04 1.00E+00 2.27E-04 1.00E+00 3.51E-05 1.00E+00 0 3.51E-05 0 2.27E-04 0 MJ of Crude Oil 9.09E-03 9.09E-03 7.14E-02 9.71E-03 7.14E-02 2.43E-03 1.02E+00 9.09E-03 1.17E+00 9.09E-03 1.17E+00 7.14E-02 1.02E+00 7.14E-02 3.32E-01 1.02E+00 8.31E-02 1.17E+00 1.27E+03 kg of3.68E-06 (iron, copper, etc.) other Ores Emissions to air kg of1.26E-03 CO2 3.68E-06 1.26E-03 1.97E-05 1.00E-04 6.65E-03 6.66E-02 … 1.97E-05 2.50E-05 5.60E-10 3.68E-06 6.65E-03 1.66E-02 1.20E-04 4.17E-03 1.26E-03 1.44E-02 3.68E-06 1.20E-04 1.26E-03 1.44E-02 1.97E-05 5.60E-10 6.65E-03 4.17E-03 1.97E-05 0 6.65E-03 3.94E+00 5.60E-10 0 4.17E-03 9.86E-01 0 … 1.20E-04 1.44E-02 6.02E+02 kg of1.91E-06 CO 1.91E-06 1.40E-05 1.30E-04 1.40E-05 3.26E-05 1.14E-05 1.91E-06 1.67E-05 1.91E-06 1.67E-05 1.40E-05 1.14E-05 1.40E-05 2.16E-02 1.14E-05 5.40E-03 1.67E-05 1.10E+00 kg of1.48E-06 CH4 1.48E-06 5.44E-06 2.94E-04 5.44E-06 7.36E-05 7.13E-05 1.48E-06 5.10E-05 1.48E-06 5.10E-05 5.44E-06 7.13E-05 5.44E-06 4.80E-03 7.13E-05 1.20E-03 5.10E-05 1.18E+00 kg of1.31E-06 SO2 1.31E-06 8.21E-06 2.37E-05 8.21E-06 5.92E-06 5.31E-06 1.31E-06 1.34E-04 1.31E-06 1.34E-04 8.21E-06 5.31E-06 8.21E-06 5.94E-03 5.31E-06 1.49E-03 1.34E-04 2.20E+00 kg of2.10E-07 NMVOC 2.10E-07 1.43E-06 2.96E-05 1.43E-06 7.40E-06 1.93E-05 2.10E-07 2.12E-05 2.10E-07 2.12E-05 1.43E-06 1.93E-05 1.43E-06 2.46E-02 1.93E-05 6.14E-03 2.12E-05 1.13E+00 Emissions to water kg of9.98E-08 COD 9.98E-08 5.57E-07 5.00E-07 5.57E-07 1.25E-07 1.57E-11 9.98E-08 3.37E-06 9.98E-08 3.37E-06 5.57E-07 1.57E-11 5.57E-07 1.77E-04 1.57E-11 4.42E-05 3.37E-06 2.38E-01 kg of3.05E-09 BOD 3.05E-09 1.76E-08 3.49E-08 1.76E-08 8.72E-09 4.41E-13 3.05E-09 9.47E-08 3.05E-09 9.47E-08 1.76E-08 4.41E-13 1.76E-08 5.40E-06 4.41E-13 1.35E-06 9.47E-08 2.25E-01 kg of2.48E-11 P 2.48E-11 1.95E-10 2.62E-10 1.95E-10 6.54E-11 3.73E-18 2.48E-11 4.92E-13 2.48E-11 4.92E-13 1.95E-10 3.73E-18 1.95E-10 0 3.73E-18 0 4.92E-13 1.26E-03 kg of1.45E-09 N 1.45E-09 1.15E-08 2.49E-08 1.15E-08 6.22E-09 2.19E-16 1.45E-09 5.40E-11 1.45E-09 5.40E-11 1.15E-08 2.19E-16 1.15E-08 1.29E-04 2.19E-16 3.22E-05 5.40E-11 6.00E-03 kg of1.84E-12 AOX 1.84E-12 1.45E-11 4.62E-11 1.45E-11 1.16E-11 4.64E-18 1.84E-12 1.00E-12 1.84E-12 1.00E-12 1.45E-11 4.64E-18 1.45E-11 2.36E-07 4.64E-18 5.90E-08 1.00E-12 1.43E-05 Solid wastes kg of 5.6E-05 Ash 5.6E-05 1.4E-04 0 1.4E-04 0 1.5E-08 5.6E-05 1.28E-04 5.6E-05 1.28E-04 1.4E-04 1.5E-08 1.4E-04 0 1.5E-08 0 1.28E-04 0 kg of 1.2E-07 Sludge 0 9.6E-07 0 5.3E-14 1.2E-07 1.05E-05 1.2E-07 1.05E-05 9.6E-07 9.6E-07 5.3E-14 1.05E-05 1.2E-07 9.6E-07 5.3E-14 0 0 23 0 kg of 1.3E-09 Waste Nuclear 1.3E-09 3.2E-09 0 3.2E-09 0 8.8E-17 1.3E-09 3.85E-10 1.3E-09 3.85E-10 3.2E-09 8.8E-17 3.2E-09 0 8.8E-17 0 3.85E-10 0
  • 24. Case study S4 ENVISA WORKSHOP 2009 A. Marvuglia, Palermo – 19/06/2009 We also used a different kind of allocation (economic instead of mass allocation) PRODUCT PRICE PRODUCT PRICE electricity (€/MJ) 0.034 gravel (€/kg) 0.011 heat (€/MJ) 0.013 fuel oil (€/kg) 0.4 white clay (€/kg) 2.2 diesel oil (€/kg) 0.025 red clay (€/kg) 2 olive cake (€/kg) 0.16 sand (€/kg) 0.015 straw (€/kg) 0.065 Square technology matrix A′′ ∈ℜ13×13 (economic allocation) Production Production Production Production Production Production Production Production Production Production of of of of of of of of of of electricity heat white clay red clay sand gravel crude oil fuel oil diesel oil natural gas 1 MJ of electricity 1 0 -3.77E-03 -3.43E-03 -1.04E-02 -7.62E-03 0 -3.01E-02 -1.85E-03 0 1 MJ of heat 0 2.48E+00 0 0 0 0 -4.87E-02 -1.07E+00 -6.55E-02 -4.87E-02 1 kg of white clay 0 0 1 0 0 0 0 0 0 0 1 kg of red clay 0 0 0 1 0 0 0 0 0 0 1 kg of sand 0 0 0 0 1 0 0 0 0 0 1 kg of gravel 0 0 0 0 0 1 0 0 0 0 1 kg of olive cake 0 0 0 0 0 0 0 0 0 0 1 kg of straw 0 0 0 0 0 0 0 0 0 0 1 MJ of crude oil 0 0 0 0 0 0 1 -2.20E+00 -1.35E-01 0 1 MJ of diesel oil 0 0 -2.38E-03 -2.16E-03 -2.08E-02 -1.52E-02 -5.29E-03 0 1 -3.61E+01 1 MJ of fuel oil 0 0 0 0 0 0 0 1 0 24 0 1 MJ of natural gas -2.21E+00 -2.06E+00 0 0 0 0 0 0 0 1 1 t of bricks 0 0 0 0 0 0 0 0 0 0