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Uncertainty Analysis of Penicillin V

Production Using Monte Carlo Simulation

Arno Biwer,1 Steve Griffith,1,2 Charles Cooney1


1
Department of Chemical Engineering, Massachusetts Institute of Technology,
Massachusetts 02139; telephone: 617-253-3108; fax: 617-258-6876;
e-mail: ccooney@ mit.edu
2
Light Pharma, Cambridge, Massachusetts 02139
Received 8 July 2004; accepted 1 October 2004

Published online 28 February 2005 in Wiley InterScience (www.interscience.wiley.com). DOI: 10.1002/bit.20359

Abstract: Uncertainty and variability affect economic and success of a process design and the analysis of existing
environmental performance in the production of biotech- processes. Thus, a methodology is needed that combines
nology and pharmaceutical products. However, commer- standard process simulation software with uncertainty anal-
cial process simulation software typically provides analysis
that assumes deterministic rather than stochastic process ysis. In this article, we use a well-characterized process, the
parameters and thus is not capable of dealing with the production of penicillin, to illustrate how this goal might
complexities created by variance that arise in the decision- be accomplished.
making process. Using the production of penicillin V as a Penicillins produced by Penicillium chrysogenum are
case study, this article shows how uncertainty can be still among the most important antibiotics. Penicillins be-
quantified and evaluated. The first step is construction of
a process model, as well as analysis of its cost structure long to a family of hydrophobic h-lactams. Each contains
and environmental impact. The second step is identifica- a different acyl side chain attached by an amide link-
tion of uncertain variables and determination of their proba- age to the amino group of the penicillin nucleus, the
bility distributions based on available process and literature 6-aminopenicillanic acid. Penicillin G and penicillin V
data. Finally, Monte Carlo simulations are run to see how are the main commercial penicillins. Most of the pen-
these uncertainties propagate through the model and af-
fect key economic and environmental outcomes. Thus, the icillin V (phenoxymethylpenicillin) is converted to 6-
overall variation of these objective functions are quantified, aminopenicillanic acid (6-APA), which in turn is used
the technical, supply chain, and market parameters that to make amoxicillin and ampicillin (McCoy, 2000). In
contribute most to the existing variance are identified and addition, penicillin V is used directly as an antibiotic
the differences between economic and ecological eval- (f1,600 tons per year) (Van Nistelrooij et al., 1998)
uation are analyzed. In our case study analysis, we show
that final penicillin and biomass concentrations in the fer- and ranks among the 100 top prescribed drugs in the
menter have the highest contribution to variance for both United States (American Druggist, http://www.rxlist.com/
unit production cost and environmental impact. The pen- top200a.htm, May 2004).
icillin selling price dominates return on investment vari- h-Lactam antibiotics amount to about 60% of the
ance as well as the variance for other revenue-dependent worldwide antibiotics market; this was approximately
parameters. B 2004 Wiley Periodicals, Inc.
$5 billion per year in sales in 1999 (Demain and Elander,
Keywords: Monte Carlo simulation; uncertainty; vari-
ability; penicillin; economic assessment; environmental 1999). The global demand for h-lactams grows by around
assessment 2% annually, mainly because of rising demand in countries
such as China and India (Milmo, 2003). Lowe (2001)
estimates that the world production of penicillin was
INTRODUCTION
65,000 tons in 2001. As a result of large overcapacity
Commercial process simulation software usually provides in the market, penicillin prices have been under continu-
analysis that assumes deterministic process parameters. ous pressure for several years. Prices have fallen signifi-
The software does not consider existing variations of tech- cantly during the last several years from $20/billion units
nical, supply chain, and market parameters that can sig- (BU) during the mid-1990s to $12/BU in 1997 to $9/BU
nificantly alter operating decisions and batch-to-batch in 2000 (McCoy, 2000). As of 2003, the price of peni-
expectations. However, an understanding of these param- cillin G was approximately $11/BU, which is $17–18/kg
eters and their uncertainty is essential for the economic (Milmo, 2003).
Improvements in the penicillin production process result
primarily from genetic-based strain improvements, while
Correspondence to: C. Cooney
the process flowsheet has changed very little (Van
This article includes supplementary material available via the Internet at Nistelrooij et al., 1998). Although some improvement has
http://www.interscience.wiley.com/jpages/0006-3592/suppmat. been realized from refinement in operating conditions,

B 2004 Wiley Periodicals, Inc.


these changes are often difficult to observe because vari- process. These indices, like the economic indicators, rep-
ance in the overall process masks small improvements in resent one of several possible indicators to describe the
production. As such, it takes many more experiments or environmental performance of a process. For the economic
production runs to statistically verify the impact of a par- evaluation, generally accepted indicators are used and their
ticular process change. In the present work, we assess how definitions can be found in appropriate textbooks (e.g.,
variance in strain and process parameters affects key eco- Peters et al., 2003).
nomic and environmental impact metrics. Because environ-
mental concerns have become increasingly important, we
include an environmental evaluation in our analysis. MODELING BASE CASE
Using a process model for penicillin V, Monte Carlo sim-
ulations are performed to investigate the effect of param-
Fermentation Model
eter uncertainty on overall process performance. Thereby,
we use a new approach that provides a general method- In commercial processes, penicillin V is produced as a
ology for combining process simulation software and fed-batch fermentation (Ohno et al., 2002). Regardless of
spreadsheet modeling to conduct high-leverage uncertainty whether a penicillin producer uses its own unique strain or
analysis. This offers a fundamental basis for decision one acquired from a common club, fermentation conditions
making in the design and analysis of bioprocesses. and downstream steps are established that are optimal for
the producer’s strain and fit within the context of a par-
ticular facility. However, most processes follow a similar
MATERIALS AND METHODS
structure and variance is introduced from operating con-
The process model for penicillin V production was built ditions. A typical medium is composed of glucose, corn
using the process simulator SuperPro Designer version 5.1 steep liquor, or another complex source (for other possi-
(Intelligen, Scotch Plain, NJ), which provides the material ble sources, see Lowe, 2001), mineral salts, and phenoxy-
balance and key economic parameters of the process. To acetic acid as a precursor for penicillin V (Demain and
perform the Monte Carlo simulations, key parts of the Elander, 1999; Van Nistelrooij et al., 1998; Perry et al.,
model were transferred to Microsoft Excel and analyzed 1997). P. chrysogenum has difficulty synthesizing the phe-
via Monte Carlo simulation, using Crystal Ball 2000 nolic side chain for penicillin and phenoxyacetic acid is
(Decisioneering, Denver, CO). Crystal Ball is an ‘‘Add-in’’ added continuously to the culture medium.
for MS Excel that enables the definition of the probabil- Penicillins are secondary metabolites, generally pro-
ity distributions of stochastic variables, generates random duced at low growth rates (Strohl, 1999). Penicillin synthe-
numbers based on these distributions, and stores the re- sis starts from three activated amino acids, involves several
sults of MS Excel calculations for each trial. Monte Carlo enzymes and isopenicillin N as a major intermediate
simulations with 100,000 trials take around 20 min (PC: (Strohl, 1999). More details about the penicillin synthesis
Pentium III processor, 512 MB RAM). Each run requires can be found in Paradkar et al. (1997) and Strohl (1997).
around 5 MB disc space. We note, however, that a good Key operating parameters requiring optimization are tem-
estimate of the sampling distribution of the mean for perature, pH, dissolved oxygen, and assimilable nitrogen,
primary forecast variables can often be achieved with the precursor, reducing sugars, and biomass concentrations
default Crystal Ball setting of 1,000 trials. (Van Nistelrooij et al., 1998).
All SuperPro model parts that are affected by the In the present study, we use a simplified fermentation
uncertain parameters were transferred to MS Excel. Since model to describe the dependence of final product and
most computations in SuperPro can also be done in spread- biomass concentrations on the cell yield and maintenance
sheet calculations, this transfer is possible, but it is the coefficient and the specific product formation rate and yield
most time consuming part and has a certain risk of tran- coefficient. The values for the model parameters (Table I)
scription errors. Therefore, it is currently necessary to vali- are derived from a combination of literature and process
date the constructed base case spreadsheet model against data. Two fermentation stages (growth and production
SuperPro results to ensure that all inputs are correct. phase) are assumed, although in some of today’s highly
Further work is necessary to develop a direct linkage be- productive fermentations, such a separation no longer exists
tween the simulation software and the Monte Carlo simu- (Lowe, 2001). The first (primary) phase lasts about 50 h,
lation tool. and during this time mainly biomass is produced in a batch
For the environmental assessment, a method developed culture. After the biomass formation slows down, penicillin
by Biwer and Heinzle (2004) is used. In this method, a V is produced in the secondary phase (106 h). During the
weighting factor is calculated for every input and output production phase, glucose is fed continuously.
component representing the environmental relevance of the
compound. These environmental factors (EF) are multi-
Process Model
plied by the amount of the compound in the mass balance
to obtain the environmental index (EI). The sum of all The production process model for penicillin V is based on
input, respectively, output components gives the EIs of the the available literature (Ohno et al., 2002; Perry et al.,

168 BIOTECHNOLOGY AND BIOENGINEERING, VOL. 90, NO. 2, APRIL 20, 2005
Table I. Parameter values of the fermentation model of penicillin V production.

Parameter Value Yield coefficients Value

texp (time of exponential growth) (h) 50 YX/pharmamedia (g/g) 2.14


tprod (time of production) (h) 106 YX/gluc. (g/g) 0.45
Xf (biomass concentration at texp) (g/L) 30 Ypen./gluc. (g/g) 0.81
Xnl (final biomass concentration) (g/L) 45 Ypen./phenoxyacetic acid (g/g) 2.00
Vin (initial volume) (L) 55,000 YX/O2 (g/g) 1.56
Vfinal (final volume) (L) 75,000 mgluc. (maintenance coefficient) 0.022
(g glu./g dcw h)
Pfinal (final product concentration) (g/L) 63.3 mO2 (maintenance coefficient) 0.023
(g/g dcw h)

1997; Lowe, 2001; Van Nistelrooij et al., 1998). Aspen 1997). We chose a facility with 11 fermenters, each with a
Batch Plus and Intelligen’s SuperPro Designer were the volume of 100 m3, optimizing the usage of the downstream
software packages considered for the implementation of the equipment. Penicillin V sodium salt is the final product.
process model. Although both packages are robust simu- The media components (pharmamedia, trace metals,
lation tools, SuperPro Designer was chosen based on the phenoxyacetate; S-102 to S-104) are blended in tank P-1
intuitive relationship between its process representation and sterilized in the continuous heat sterilizer P-4. The glu-
and the spreadsheet model that was constructed for cose solution is prepared in tank P-2. Medium and glucose
Monte Carlo analysis. solution are fed to the fermenter P-7 (glucose solution is
Figure 1 shows the process flow diagram created with fed continuously only during the production phase). The air
the software SuperPro Designer. Fermenters with a total (S-113) is compressed (P-5) and filter sterilized (P-6). The
capacity of 40–200 m3 are used for production (Ohno et al., exhaust air, containing mainly carbon dioxide, is filtered
2002; Lowe, 2001; Falbe and Regnitz, 1999; Perry et al., (P-8) to prevent release of by-products to the environment.

Figure 1. Process flow diagram of the penicillin V production model (SuperPro Designer, version 5.1).

BIWER ET AL.: UNCERTAINTY ANALYSIS PENICILLIN PRODUCTION 169


In the agitated fermenter, biomass and penicillin V are pro- Table II presents the summary material balance for the
duced consuming the carbon sources, the precursor, and the base case process. Altogether, 7,880 kg/h raw materials
mineral salts. are needed, which is 30 kg per kg final product (kg/kg P).
After the fermentation, the fermenter content is fed to a The input includes a number of materials that are typical
harvest tank (P-9). for fermentation processes: a high amount of water, glu-
A typical downstream process is divided into the cose as carbon source, oxygen, media, and trace metals.
following unit processes: biomass removal, extraction, re- Specific to the penicillin production is the demand for
extraction, and crystallization, filtration and crystal washing phenoxyacetic acid. Furthermore, relevant amounts of the
and drying (Van Nistelrooij et al., 1998). The fermenta- solvents butyl acetate and acetone are needed for extrac-
tion broth flows to the rotary vacuum filter P-20, where tion, and a smaller amount of sodium acetate that forms
wash water (S-150) is used to recover product for the re- the final product with the penicillin is needed in the crys-
tained biomass. The retained fungal biomass is discharged tallization step.
(S-151). Besides the product, the fermentation output consists of
Before extraction, the cell-free broth is acidified to a large amounts of carbon dioxide and biomass. Further-
pH of f3 in P-22, using sulfuric acid (S-154) and cooled more, significant amounts of unused raw materials and
to minimize degradation during acid extraction. In the unrecovered product leave the process. This model assumes
centrifugal extraction step (P-23), the penicillin is trans- an 80% recycling of butyl acetate (see also Chang et al.,
ferred into the organic phase (butyl acetate, S-157). The 2002). Acetone (S-167, S-173) is also recycled (70%) (not
remaining aqueous solution is discharged and neutralized in shown in Fig. 1).
P-24 with sodium hydroxide (10% w/w, S-159). The The process consumes 41 GWh electrical power
penicillin is re-extracted (P-25) into acetone/water (S-162), (20 kWh/kg P); 4,400 tons steam (2.1 kg/kg P); 6.4 million
where sodium acetate is added (S-163). The sodium salt m3 chilled water (3.1 m3/kg P), and 3 million m3 cooling
of penicillin V then precipitates. The crystals (S-165) are water (1.4 m3/kg P). The compressor and the fermenter
separated and washed in the basket centrifugation (P-26) consume 90% of the electrical energy required. The ster-
and conveyed to the fluid bed dryer (P-31). The remaining ilization process (P-4) is the main consumer of steam,
washing solution is discharged (S-173). The solution sep- although some steam is also required for drying. Chilled
arated in the centrifuge (S-168) is lead to P-27, where water is used mainly in the fermenter and the steriliza-
most of the butyl acetate is split off in a recycling step tion step; additional cooling water is used in the com-
(not shown in detail). The rest is discharged and neu- pressor P-5. In the extraction step, freon is used as heat
tralized in P-28 (NaOH, 10% w/w; S-170). The butyl transfer agent. The energy demand for the recycling of
acetate is reused in the extraction. In P-29, fresh butyl the freon is added to the electricity demand. The results
acetate is added (S-156). In the dryer (P-31), the penicillin of the energy analysis are consistent with Ohno et al.
is dried with air (S-175) and the final product stored in (2002), who state the energy requirement per kg product
tank P-32.

Table II. Material balance of the model of the penicillin V production.*


EVALUATION BASE CASE
Component Input [kg/kg P] Output [kg/kg P]
A process simulation was run as a base case to establish
Acetic acid — 0.16
a reference point for both economic and environmental
Acetone 0.12 0.12
assessment. Biomass (dcw) — 0.86
Butyl acetate 0.28 0.28
Carbon dioxide — 5.31
Base Case Analysis Glucose 4.95 0.10
Oxygen 2.5 —
The average production rate from the facility is approx-
Penicillin V (loss) — 0.10
imately 263 kg penicillin V sodium salt per hour. This Penicillin V sodium salt — 1.00
results in an annual production of 2,090 tons with the as- Pharmamedia 0.46 0.06
sumption of 330 operating days. The initial fermenter Phenoxyacetic acid 0.58 0.01
volume is 55 m3 and 20 m3 are added as nutrient and Sodium acetate 0.23 0.01
Sulfuric acid 0.05 0.05
precursor feeds (36%). The volume added in the model is
Trace metals 0.67 0.09
within the range given by Lowe (2001). Annual production Sodium hydroxide 0.12 0.12
is 546 batches and it is assumed that 16 fail (3%). The Water 20.0 21.8
overall yield of the fermentation is 0.21 g penicillin/g Total 30.0 30.0
glucose. The yield across downstream recovery is 90%.
*The recycling of butyl acetate and acetone is already considered. From
The carbon balance shows that around 25% of the C-atoms the amount of air transported through the fermenter, only the amount of
are converted to penicillin, 17% to biomass, and 60% to oxygen consumed is compiled in (kg/kg P) = kg component per kg final
carbon dioxide. product; final product = penicillin V sodium salt; dcw = dry cell weight.

170 BIOTECHNOLOGY AND BIOENGINEERING, VOL. 90, NO. 2, APRIL 20, 2005
to be 108 MJ (30 kWh) electrical energy, 40 kg steam Based on an annual production of 2,090 tons, the unit
and 9 m3 cooling water. However, the demand of steam production costs in the model are $16.2/kg final prod-
is only 5% of that amount. In Ohno et al. (2002), most uct, which equals $10.3/BU. The selling price is set to be
of the steam is needed for batch sterilization. In our mod- $17.3/kg (Milmo, 2003). Hence, the annual revenue is
el, continuous sterilization is used, and it requires much $36 million. Since the cost of operations is $32 million per
less steam. year, this results in EBITDA of $4.0 million. Including
depreciation leads to negative EBIT of $350,000 and
the ROI is negative ( 0.5%). Note that the ROI number
Economic Assessment
assumes a 35% tax rate and no financial leverage for the
The base case model provides an estimate of the costs project (i.e., no interest payments).
involved in penicillin manufacture. Combined with the
current market price of penicillin, these estimates allow us
Environmental Assessment
to calculate a number of financial measures that indicate
the economic value of an investment in penicillin manu- Environmental aspects have become increasingly important
facture. Although in a rigorous capital budgeting process, in pharmaceutical production and should be considered
we would seek to determine the net present value of the together with the economic assessment (DeSimone and
estimated investment, we use the basic financial metrics of Popoff, 1997). The method used, which was recently
earnings before interest and taxes (EBIT), earnings before developed by Biwer and Heinzle (2004), aggregates the
interest, taxes, depreciation, and amortization (EBITDA), whole range of possible environmental impacts to two per-
and return on investment (ROI) in the analyses that follow. formance figures that enable an appropriate comparison
The justification for the use of these metrics is that our with the economic key figures and the examination of
primary objective is illustration of uncertainty analysis how uncertainty affects the environmental impact. They
rather than project valuation. are therefore more suitable for this purpose than complex
In the model, the total purchased equipment costs is methods such as the life cycle assessment.
$9.1 million. Based on data from Peters et al. (2003), it Wastewater is discharged mainly from the extraction
was assumed that the purchased equipment cost is 27.5% step (remaining broth after penicillin removal) and after the
of fixed capital investment (FCI) leading to a FCI of separation of the crystals in the basket centrifugation,
$44.1 million and a total capital investment (TCI) of where a mixture of butyl acetate, acetone, water and some
$51.4 million. The fermenters with $5.5 million dominate impurities are discharged. After a partial removal of the
the purchase costs. All other equipment costs less than butyl acetate (P-27) and acetone (not shown), both waste
$1 million; thus, the fermenters and related equipment dom- streams (S-171, S-173) are assumed to pass to a biological
inate the equipment costs, in agreement with the analysis wastewater treatment plant. Solid waste is produced in the
of Swartz (1979). biomass removal. The only relevant emission is the exhaust
The total operating costs are $33.8 million per year. The air of the fermenter, which includes a large amount of
raw material costs, mainly glucose, phenoxyacetic acid and carbon dioxide (S-117). We have not attempted to assess
butyl acetate (including recycling costs), have the biggest fugitive emissions from the process.
share (37%); this is consistent with results from Lowe Figure 2 shows the EI of the input and output
(2001). They are followed by equipment-dependent costs compounds. On the input side, the media components
(24%) (mainly depreciation and maintenance) and the labor
costs (14%). Utility costs (11%, mainly electricity) and
plant overhead cost (11%) also play an important role,
while laboratory/QC/QA, waste treatment, and consum-
ables (altogether 3%) have only a small impact. Seven
single operating cost parameters capture each by them-
selves more than 2% of the global operating costs. The
fermenter-related costs of glucose (6.3%), phenoxyacetic
acid (12.9%), and electricity for fermenter (2.0%) and
compressor (3.0%) constitute 25% of the total operating
costs. Furthermore, basic labor cost (11.5%), butyl acetate
(9.1%, including recycling cost), and chilled water demand
(3.1%) contribute considerably to the operating cost. Here
we note that the price of glucose and assumed hourly labor
rates play an important role. This explains why today most
penicillin producing plants are located in countries where
sugar and labor costs are low but are capable of supplying a Figure 2. Environmental indices (EI) of the input and output
stable source of energy given the high energy requirements components of the penicillin V production model. [IP/kg P] = index
of the process. points per kg final product.

BIWER ET AL.: UNCERTAINTY ANALYSIS PENICILLIN PRODUCTION 171


(mainly ammonium sulfate), the precursor phenoxyacetic pact on the objective functions is small and so Crystal
acid, butyl acetate (extraction), and acids and bases (used Ball’s correlation capability was not used in the Monte
for pH control of the extraction and neutralization of Carlo simulations.
waste streams) have the highest indices. Although glu-
cose and pharmamedia are used in large amounts, they
Technical Parameters
are not relevant in any of the input impact categories
(for further details, see Biwer and Heinzle, 2004). Hence, Technical parameters are all process parameters that affect
their environmental factor is EFIn = 0, and they do not the fermentation and the downstream steps on a batch-
appear in the evaluation of the input. The output EIs to-batch basis. In our analysis of technical parameter
are strongly dominated by the carbon dioxide produced variability, we take the perspective of product development
during the fermentation. Furthermore, the biomass, the and assume that the true mean of each parameter is
butyl acetate used in the extraction, acids + bases and unknown but described by a distribution. This allows us to
the acetic acid formed in the re-extraction step (P-25) have calculate economic parameters, such as ROI, for each
some impact. Monte Carlo trial in a meaningful way. We recognize,
The overall EI, which describes the environmental however, that the penicillin process is quite well charac-
performance of the process, for the input is EIIn = terized, so we could have performed technical parameter
0.45 Index Points/kg P (= IP/kg P), for the output EIOut = uncertainty analysis with regard to process capabilities,
0.72 IP/kg P. Thus, from an environmental point of which are defined by operating specifications, means, and
view, the output has a higher relevance than the input. In standard deviations.
addition to the material balance, the energy consumption In this work, variability is described for values that
also contributes significantly to the environmental impact determine the biomass and product formation. For all such
of a process (Castells et al., 1994). The supply of energy parameters (see Table III) we have assumed a normal
affects the input side by consuming fossil energy sources distribution and their mean values and coefficients of
and the output side by generating air pollution (e.g., carbon variation are derived from experimental data. Additionally,
dioxide, sulfur dioxide). minimum and, for some parameters, maximum values as
well, are defined, since in reality many distributions that
are normal within a few standard deviations of the mean
never assume values that are many standard deviations
OBJECTIVE FUNCTIONS, VARIABLES, AND
from the mean and so should not be sampled during
PROBABILITY DISTRIBUTIONS
simulation. The mean value of the final product concen-
One of the inherent problems in fermentation process de- tration is based on the work of Demain and Elander (1999)
velopment is the variability associated with both the biol- and Van Nistelrooij et al. (1998). Fermentation time and
ogy and the process itself. We set out to understand how initial and final broth volumes are assumed to be deter-
variance in key biological and process parameters would ministic. Fermentation conditions do vary, as represented in
impact the final result. Using the process model as the basis the MCS by the aeration rate and the power consumption of
for a Monte Carlo simulation (MCS), we can explore how the stirrer.
variance propagates through the entire process to impact In the base case, the overall yield of the separation and
both economic and environmental results. A crucial step in purification section is 90%. In the MCS, the variation in
this analysis is selecting the objective functions, the input overall recovery is achieved by varying the yield of indi-
variables, and their probability distributions. vidual steps (P-20, P-25, P-26, P-31) and the partition co-
Several output parameters are useful as economic efficient (KPen) of the extraction step (P-23). For these
objective functions. These include the unit production parameters, a set of probability distributions is assumed
costs (UPC); the EBIT; the EBITDA; and the ROI. Also that results in variability of the overall purification yield
relevant is the input and output EI of the process. In our equal to the variability usually observed in actual processes.
analysis, the investment cost and the plant overhead cost For the yield parameters, a normal distribution is assumed,
are kept constant to represent an existing facility. while for the partition coefficient, a uniform distribution is
From the process model, a number of technical, supply chosen (see Table III). Depending on minor variations of
chain, and market parameters routinely exhibit uncertain- pH value, the KPen varies between the two values defined.
ty. Table III summarizes these parameters and their prob- Under environmental and economic aspect the recycling of
ability distribution. The probability distributions shown butyl acetate and acetone is crucial. Mean values and stan-
there are derived from experimental data and are assumed dard deviations are defined based on yields and variability
to reflect the expected uncertainty in a process. For a more usually occurring in the recycling of organic solvent.
detailed discussion of these terms, see Vose (2003). For
simplification, all variables chosen are assumed inde-
Supply Chain and Market Parameters
pendent. This assumption is true for most parameters.
For those parameters, where a known correlation exists, The technical parameters are largely defined by the process
e.g., biomass concentration and agitator power, the im- and are under the control of the manufacturer (e.g., strain

172 BIOTECHNOLOGY AND BIOENGINEERING, VOL. 90, NO. 2, APRIL 20, 2005
Table III. Parameters used for Monte Carlo simulation and their variation and probability distribution chosen.*

Base case Probability


Parameter value Source distribution Variation data Source

1. Technical Parameters
Yield biomass on 0.45 Internal estimate, based Normal V = 17.5%; min: 0.2 Industry data
glucose (g/g) on fermentation data
Maintenance coefficient 22 Internal estimate, based Normal V = 17.5%; min: 10 Industry data
(mg glucose/g dcw h) on fermentation data
Precursor utilization 92 De Tilly et al., 1982 Normal V = 15.0; 70–100 (min, max) Industry data
efficiency (%)
Final biomass 45.0 Internal estimate, based Normal V = 17.5%; min: 25 Industry data
concentration (g/L) on fermentation data
Final product 63.6 Demain and Elander, Normal V = 10%; 20–100 (min, max) Industry data
concentration (g/L) 1999; Van Nistelrooij
et al., 1998
Aeration rate (vvm) 0.8 Perry et al., 1997; Normal V = 10%; 0.5–1.0 (min, max) Perry et al., 1997;
Lowe, 2001 internal estimate
Agitator power (kW/m3) 2.5 Perry et al., 1997; Normal V = 20%; 1.5–3.5 (min, max) Perry et al., 1997;
Lowe, 2001 internal estimate
Yield downstream recovery (%) 90 Lowe, 2001; Normal Calculated for single step yields
Van Nistelrooij
et al., 1998
Yield biomass removal (%) 97 Internal estimate Normal F2 (SD)
Kj extraction 60 McCabe et al., 2001 Uniform 60–80
Industry data
Yield crystallization (%) 97 Internal estimate Normal F2 (SD)
(overall yield)
Yield basket centrifuge (%) 99 Internal estimate Normal F1 (SD)
Yield fluid bed dryer (%) 99 Internal estimate Normal F1 (SD)
Yield butyl acetate 80 Internal estimate Normal F5 (SD) Internal estimate
recycling (%)
Yield acetone recycling (%) 70 Internal estimate Normal F5 (SD) Internal estimate
2. Supply chain parameters
Price glucose [$/kg] 0.216 USDA Foreign h a = 3.49; h = 1.2; USDA Foreign
Agricultural Service, scale = 29.1 (for a normal Agricultural Service, 2001a
2001a distribution: V = 25%)
Price phenoxyacetic 3.80 Internal estimate; Normal V = F10% Internal estimate
acid ($/kg) supplier data
Electricity cost ($/kWh) 0.0468 U.S. Energy Information Weibull Loc: 4.13; Scale: 0.61; U.S. Energy Information
Administration, 2004b; Shape: 1.96 Administration, 2004b
Peters et al., 2003 (for a normal distr.: V = 6%)
3. Market parameters
Selling price final 17.30 Milmo, 2003 Normal V = F10% Internal estimate
product ($/kg)

*SD, Standard deviation; V, coefficient of variance.


a
Foreign Agricultural Service. 2001. World and U.S. raw and defined sugar prices. Available at U.S. Department of Agriculture, Foreign Agricultural
Services: http://www.fas.usda.gov/htp/sugar/2000/November/prices.pdf.
b
U.S. Energy Information Administration. 2004. February 2004 Monthly Energy Review. Available at http://www.eia.doe.gov.

used, fermentation or purification conditions). Supply chain The energy costs are dominated by the costs for
and market parameters are not influenced by the process electricity. Mean value and probability distribution for this
conditions and display variance that affects the economics parameter are derived from monthly average prices for the
of the process over an extended period. United States from 1995 to 2003. (Weibull distribution,
The raw material costs account for a large part of the unit values see Table III).
production costs. They are dominated by the costs for The price for penicillin V and penicillin in general has
glucose and phenoxyacetic acid. Therefore, the prices of varied dramatically over the last few years as noted earlier.
these materials are considered in the MCS. The mean As the mean value, the current price stated by Milmo (2003)
glucose price was calculated from monthly average prices is used, and a coefficient of variation of 10% is assumed.
on the world market from 1996 to 2001. Using the ‘‘batch
fit’’ function of Crystal Ball, a h distribution was identified
Best-Case and Worst-Case Scenario
as the best fit (values see Table III). h distributions are
often used to describe empirical data. For phenoxyacetic Based on the parameters chosen, a best-case and a worst-
acid, an average price is chosen that is realistic for the case scenario are calculated. For those parameters where a
annual demand of 1,600 tons. standard deviation is defined, 2 times the standard devi-

BIWER ET AL.: UNCERTAINTY ANALYSIS PENICILLIN PRODUCTION 173


ation is used to increase and respectively decrease the Unit Production Cost
base case value. When the values are higher than the
Figure 3 shows as an example of the probability distribu-
highest possible value, the highest possible value is used
tion of the UPC on a batch-to-batch basis for the MCS-TP.
(e.g., recovery yield basket centrifuge: 100%). When a
All UPC distribution curves are more or less normally
certain range is defined for a parameter, the maximum and
distributed. Since the supply chain variables have distribu-
minimum values set the worst-case and best-case values.
tions balanced around their mean (mean = base case)
For instance, the lowest and highest prices in the real data
values, the mean value of the MCS-SC/MP is equal to the
for glucose and electricity are used.
UPC of the base case. The mean values of the MCS-TP,
Table IV shows the values of the objective functions for
MCS-TPW, and MCS-Pen are significantly higher than the
the three cases. These values define, based on variation
base UPC. For several technical parameters, a minimum or
known today, the range over which the objective function
maximum value is defined resulting in an unbalanced
will vary in the future. However, they do not give any
distribution, e.g., the downstream yield and the precursor
information about the probability distribution of the values
utilization efficiency are truncated at 100%. The average
within this range.
of these parameters in the MCS is therefore less then
their base case values. This leads to a higher mean UPC
in the MCS. Since the supply chain parameters do not
RESULTS AND DISCUSSION: have such an effect, the MCS-AP also shows a higher mean
MONTE CARLO SIMULATIONS UPC of $16.7/kg.
As expected, all values lie within the range defined by the
To enable the Monte Carlo simulations, the process model
worst/best case scenarios. The supply chain parameters
has to be transferred from SuperPro Designer to MS Excel.
cover a much smaller range of values than the technical
The software Crystal Ball 2000 is used as the random
parameters. The same tendency is shown by the standard
number generator to perform the MCS. For a large number
deviation. The MCS-TP has a standard deviation of
of trials (or iterations), random numbers are generated
$1.6/kg, equal to a coefficient of variation (V) of 9.5%.
for the set of uncertain input parameters based on the
The coefficient of variation of the MCS-S/MP is more than
probability distribution for these parameters (see Table III).
four times lower with V = 2%. Thus, the variance of the
The entire model is recalculated for each trial, and the
MCS-AP is dominated by the technical parameters and its
resulting values of the objective functions are saved.
coefficient of variation (10%) is almost identical to the
In the first MCS, only the technical parameters are varied
value of the MCS-TP. In the MCS-AP, the UPC is less than
(MCS-TP), followed by a variation of the supply chain and
$18.8/kg with a probability of 90% and less than $17.4/kg
market parameters (MCS-S/MP). In the next step, Monte
with a probability of 70%.
Carlo simulations are done for all parameters defined in
Figure 4 shows the parameters that drive the variance
Table III (MCS-AP). In these simulations, the final peni-
of the UPC. The final penicillin concentration dominates
cillin concentration of the fermentation is identified as
the variation in MCS-TP. The concentration defines the
the dominant technical parameter (see following sections).
amount of final product per batch and thus the percentage
To examine the influence of final penicillin concentra-
of raw materials converted to biomass and carbon dioxide.
tion and other technical parameters on objective func-
Furthermore, the relative amount (and cost) of butyl acetate
tions, additional MCS are run, one simulation varying the
necessary in the extraction stage decreases as product
technical parameters without the final penicillin concen-
concentration increases (as long as the solvent/broth ratio
tration (MCS-TPW) and another only varying the final
remains unchanged). The second driver is the final biomass
penicillin concentration (MCS-Pen). For all parameter
sets, 100,000 trials are run to ensure a low mean standard
error for all objective functions (<1%). A detailed docu-
mentation of the MCS results is given in the online sup-
plementary material.

Table IV. Objective functions in the base case, worst-case, and best-
case scenario.

Objective function Worst case Base case Best case

UPC ($/kg) 28.0 16.0 10.5


EBITDA ($ million) –18 4.0 31
EBIT ($ million) –22 –0.35 26
ROI (%) –32 –0.5 39
EI input (IP/kg P) 0.69 0.45 0.32
EI output (IP/kg P) 1.65 0.72 0.36 Figure 3. Probability distribution of the unit production costs (UPC) in
the MCS-TP, defined in Table III (100,000 trials, 100 groups in the graph).

174 BIOTECHNOLOGY AND BIOENGINEERING, VOL. 90, NO. 2, APRIL 20, 2005
and has a coefficient of variation of only 2%. As one might
expect, the MCS-AP displays the broadest variation. The
MCS-Pen, which includes substantial variation contributed
by penicillin concentration, is only slightly smaller; the
MCS-TPW distribution lies between those of MCS-S/MP
and MCS-Pen.

ROI, EBITDA, and EBIT


To look at the ROI, EBIT, and EBITDA of a process
retrospectively, only the mean values of the process
parameters are relevant, since batch-to-batch variations
should center on the mean in the long run. However, if one
wants to predict future performance when process param-
eters with uncertain means propagate through the process,
the variation of the process variables influences long-term
economic objective functions.
In the MCS-S/MP and the MCS-Pen, all input variables
have symmetrical distributions. Hence, these MCS show
the same mean ROI as the base case ROI. For the same
reason discussed earlier, in the section UPC, the other MCS
have a lower mean ROI of 1.5%. For all five parameter
sets, the distribution curves of the ROI are symmetrical
(skewness c0) and show the peakedness of a normal
distribution (kurtosis c3.0). Including all input variables,
the values of MCS-AP vary between a minimum of ROI =
28% and a maximum of ROI = +29%. Thus, they cover a
range of 57%. As expected, the other MCS show a smaller
range width. In contrast, the worst/best case scenario ranges
from 32% to +39% and has a range width of 71%. Thus,
both lie outside the feasible range for the base case and so
Figure 4. Contribution of the parameters to the variance of the unit pro- actually have a zero probability of occurrence. This shows
duction costs in the MCS-TP (a), MCS-S/MP (b), and MCS-AP (c). Only the limited value of worst/best case scenarios, if their actual
parameters with more than 1% contribution to the variance are shown. probabilities are not taken into account.
While the UPC is only defined by the process costs, the
ROI is also affected by the revenues. Therefore, the selling
concentration. Higher biomass concentration increases the price of the final product plays a crucial role for the ROI
diversion of C-atoms to cell growth and respiration (i.e., and causes 50% of the variation in the MCS-AP, while the
CO2) and increases the raw materials requirements to pro- penicillin concentration contributes only 35%. Addition-
duce a specific amount of penicillin. Besides these factors, ally, the biomass concentration, the crystallization yield,
the different recovery yields in the downstream process play
an important role since they determine the amount of final
product that is ultimately recovered. Finally, the precursor
utilization efficiency affects the phenoxyacetic acid demand.
In the MCS-S/MP, the variance is mostly caused by the
variation of the glucose and phenoxyacetic acid prices.
With the probability distribution used in the MCS, the im-
pact of the electricity cost is small.
The sensitivity chart explains why the additional MCS-
TPW and MCS-Pen simulations were performed. The high
impact of the final penicillin concentration is reaffirmed
in the MCS-Pen. The penicillin concentration alone causes
a variation of V = 8.5%, while all other technical param-
eters (MCS-TPW) result in a coefficient of variation of
Figure 5. Probability distribution of the unit production costs in MCS-
V = 5%. AP, MCS-TPW, MCS-Pen, and MCS-S/MP (100,000 trials, 100 groups in
Figure 5 compares the different probability distributions each graph). The curve of MCS-TP is very similar to the curve of MCS-AP
for the UPC. The MCS-S/MP shows the smallest variation (not shown). The area under curves is always the same.

BIWER ET AL.: UNCERTAINTY ANALYSIS PENICILLIN PRODUCTION 175


the yield of the biomass removal, and the prices for glucose
and phenoxyacetic acid contribute to a certain extent.
Compared with the UPC, the additional impact of the
selling price to the ROI changes the standard deviations and
the probability distributions of the different parameter
sets (see Fig. 6). The MCS-TPW is not affected by the two
most sensitive parameters (penicillin concentration, selling
prices) and therefore has the smallest standard deviation
(2.3%). The MCS-AP includes both penicillin concentra-
tion and selling prices and thus exhibits the largest standard
deviation (6.5%). The other curves lie in between these two Figure 7. Probability distribution of the environmental index input
(V = 8%) and Output (V = 15%) in the MCS-TP as defined in Table III
extremes. Here, the MCS-S/MP with the most sensible (100,000 trials, 100 groups in each graph). The area under the curves is the
penicillin selling price has a larger variance (SD = 5.2%) same. [IP/kg P] = index points/kg final product.
than the MCS-TP with the second most sensible parameter
(SD = 4.8%). As expected, the MCS-Pen lies between the
MCS-TP, which it dominates, and the MCS-TPW.
Environmental Index Input and Output
The EBIT and the EBITDA are influenced by the input
variables in the same way as the ROI. For the MCS-AP the The variation of the EIs is determined only by the technical
mean EBITDA is $3.3 million, with a standard deviation of parameters. Hence, the results of the MCS-TP and MCS-AP
$4.8 million. Thus, the EBITDA is not positive for all are identical. Figure 7 shows the probability distribution of
possible scenarios. It is positive with a probability of 75% the EI input and the EI output. It is clearly shown that even
and above $2 million with a probability of 60%. In the considering the existing uncertainty the EI input is sig-
MCS-AP the mean EBIT is $1 million. This means that nificantly lower than the EI output. This means the output
when depreciation and today’s selling price are accounted components are environmentally more relevant than the
for, the process is not capable of realizing a profit on input components. The mean values are for all parameter
average. Besides the existing overcapacity in the market, sets only slightly higher than in the base case. The EI varies
this explains why new penicillin production facilities have between 0.34 and 0.68 IP/kg P, the EI output between
not been built in recent years. However, with an existing 0.42 and 1.55 IP/kg P. Thus, in contrast to the ROI, they
and already completely depreciated plant, profitability can show almost exactly the same range as the worst/best-case
be achieved. scenarios. The specific amount of carbon dioxide, environ-
For those indicators that are affected by market con- mentally the most relevant output component, varies more
ditions (ROI, EBIT, EBITDA), the selling price drives the than the specific amount of phenoxyacetic acid, the most
uncertainty and this allows us to understand the difficult relevant input component.
situation faced by many penicillin manufacturer faced Figure 8b shows the contribution of the technical param-
with a volatile penicillin market. Beside the selling price, eters to the variance of the EI input (MCS-AP). The media,
the most relevant parameter for the uncertainty of the butyl acetate, acetone, and phenoxyacetic acid have the
economic indicators is the penicillin concentration. Hence, highest EFs and input EIs, and this influences the variance.
key to process control is the ability to achieve a high The final biomass concentration has the highest impact.
penicillin concentration quickly and reproducibility. This is It determines the amount of media that must be added to the
one of the most promising means of cost reduction and fermenter. In contrast to the UPC, the penicillin concen-
improved profitability. tration is only the second relevant factor. It defines the total
amount of final product and the specific consumption of
raw materials and solvents. Furthermore, the butyl acetate
recycling rate, and to a smaller extent the acetone recycling,
contribute to the variation by defining the amount of butyl
acetate, respectively acetone in the waste. However, they do
not contribute significantly to the economic uncertainty.
Similar to the UPC, the precursor (phenoxyacetic acid)
utilization efficiency and the recovery yields (amount of
final product) contribute substantially to the EI variance.
Figure 8a shows the contribution of the parameters to
the variance of the EI output. Carbon dioxide, biomass, and
butyl acetate have the highest output EIs, which again in-
fluences the EI variance. The final biomass concentra-
Figure 6. Probability distributions of the return on investment (ROI) for
tion defines the amount of biomass in the waste and by
the five different sets of parameters (100,000 trials, 100 groups in each association the amount of CO2 formed. The maintenance
graph). The area under the curves is always the same. coefficient for glucose and the yield coefficient of bio-

176 BIOTECHNOLOGY AND BIOENGINEERING, VOL. 90, NO. 2, APRIL 20, 2005
These results show that the relevant parameters and how
strongly they contribute to the uncertainty differ to some
extent between the economic and environmental indica-
tors. However, the direction of change is the same for all
relevant parameters. The contributions of the variables to
the overall uncertainty indicate the sensitivity of the pro-
cess to these variables. Thus, there are parameters that can
be changed to improve the economic performance without
affecting the environmental performance. While for other
parameters, an economic improvement leads directly to an
environmental improvement. This represents an economic
and environmental (eco-efficiency) win-win scenario that is
contrary to the use of end-of-pipe technologies for en-
vironmental pollution control that lead to additional costs.

Sensitivity Analysis for Final Penicillin Concentration


The final penicillin concentration is the most important
technical parameter in the model. Therefore, it is inter-
esting to see how the objective function changes when
either the mean or the coefficient of variation of the peni-
cillin concentration changes.
In general, it can be expected that the higher the coef-
ficient of variation of penicillin concentration, the higher is
the variation of the objective function since each draw of the
MCS will assess a different long-run mean concentration.
Figure 10a shows the probability distribution of the UPC at
different coefficients of variation of the penicillin concen-
Figure 8. Contribution of the technical parameters to the variance of (a) tration. The strong impact of this variable on the UPC
the environmental index input (EI input), and (b) the environmental index
output (EI output) in the MCS-AP (as defined in Table III).

mass on glucose also affect the amount of carbon dioxide.


Both parameters have no significant impact on the eco-
nomic uncertainty.
The reduced impact of the final penicillin concentration
compared with the economic objective function is clearly
shown in Figure 9 by a smaller variance of the MCS-Pen
curve. The MCS-TPW is wider and lies nearer to the MCS-
AP distribution curve.

Figure 9. Probability distribution of the environmental index output


in the MCS-AP, MCS-TPW, and the MCS-Pen (100,000 trials, 100 groups Figure 10. Probability distribution of the unit production costs (UPC) (a)
in each graph). The variation of each parameter is defined in Table III. and the EI input (b) at different coefficients of variance of the final
[IP/kg P] = index points/kg final product. penicillin concentration (100,000 trials).

BIWER ET AL.: UNCERTAINTY ANALYSIS PENICILLIN PRODUCTION 177


results in significant change of the curve shape and a higher
standard deviation. Figure 10b shows the EI Input for the
same sets of different coefficients of variation. Here, the
variation of the penicillin concentration also leads to a
broader variance of the EI input. However, the effect is
much smaller than for the UPC, based on the smaller impact
of the penicillin concentration shown in Figure 8.
The differences described are illustrated by the relation
of the coefficients of variation of the objective functions to
an increasing coefficient of variation of the penicillin
concentration (VPen). The values at VPen = 0% are identical Figure 12. Earnings before interest, taxes, depreciation, and amortiza-
to an MCS of all parameters without the penicillin con- tion (EBITDA) at different penicillin concentrations and graphical
centration. From these base lines, the coefficients of the derivation of the standard deviation of the penicillin concentration for
objective function increase with increasing VPen. The which EBITDA = 0.
coefficient of the EI input increases relatively slowly and
stays clearly smaller than the coefficient of the penicillin
concentration. The EI output starts at a higher coefficient similar. The parameters that drive the uncertainty remain
(broader variance in MCS-TPW). It also increases rela- the same. Thus, the results derived are applicable to all
tively slowly and runs from VPen = 15% upward in parallel penicillin processes independent from the penicillin con-
with the increasing VPen. The UPC increases more quickly centration that is reached.
and reaches at about 8% the value of VPen. For the range Figure 12 shows EBITDA as a function of different
VPen = 8–20% the coefficient of the UPC is more or less penicillin concentration. The penicillin concentration for
identical to the coefficient of the penicillin concentration. which EBITDA = 0 can be graphically identified (56 g/L); a
At lower values, the other input variables contribute to the positive EBITDA is reached at higher concentrations. A
variation of the UPC to a greater extent. These results MCS was run with the identified concentration. From the
illustrate the fact that an exact definition of the probability resulting EBITDA standard deviation at this concentration,
distribution of the main uncertainty drivers is crucial to the standard deviation for the penicillin concentration
obtaining realistic results. EBITDA = 0 can also be derived graphically (see Fig. 12).
Final penicillin concentration was varied between 40 g/L The obtained standard deviation is 9.5 g/L, documenting
and 70 g/L with a constant coefficient of variation to further a relative high uncertainty. The variation of the mean
explore the impact of uncertain long-run strain performance penicillin concentration shows its importance for the eco-
that is confined to specific ranges. Figure 11 shows the nomic success of the process when assessed from a devel-
change of the UPC probability distribution. The mean opment perspective.
moves to the right with decreasing penicillin concentration.
The constant coefficient of variation of the penicillin
CONCLUSIONS
concentration propagates through the model resulting in a
more or less constant coefficient for UPC. Since the UPC The development of the base model and the use of Monte
increases with decreasing penicillin concentration, the Carlo simulations have led to a better understanding of
standard deviation must also increase and leads to the penicillin V production and the impact of both technical
broader shape of the distribution curves that is observed. and market variance. As such, the most relevant stochastic
The distributions of the other objective functions look variables are identified and proposed as parameters that are
critical to an efficient process control strategy, as well as
starting points for potential process improvements.
From a computational perspective, this work demon-
strates a general methodology for decision analysis that
allows one to understand the impact of uncertainty on
key process metrics. This is of significant value, since it
allows decision makers to more clearly understand process
and economic risks. The construction of a spreadsheet
model that allows for such stochastic analysis is fairly
straightforward, since most bioprocess material and energy
balances have analytical solutions that are amenable to
spreadsheet formulation, and the results of such formula-
tions are readily verified using a simulation tool such as
Figure 11. Probability distribution of the unit production costs (UPC)
SuperPro Designer.
at different final penicillin concentrations (100,000 trials, 100 groups in Final penicillin and biomass concentrations in the fer-
each graph). menter have the highest contribution to the uncertainty

178 BIOTECHNOLOGY AND BIOENGINEERING, VOL. 90, NO. 2, APRIL 20, 2005
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