A Sedimentological Approach to Upscaling

Optimised upscaling in reservoir simulations requires the construction of realistic petrophysical properties that are representative of the heterogeneity in the sedimentary deposits. Reservoir heterogeneities are controlled by the arrangement of various hierarchies of sedimentary facies and their internal bounding surfaces. The conventional sedimentological approach to reservoir upscaling involves subdivision and ranking of various hierarchies of architectural units and associated bounding surfaces of the reservoir sequence according to their geological significance. This global upscaling approach produces realistic scaled up models that retain both the structural and non-structural heterogeneities of the original sedimentological models. Analyses of sedimentary sequences from various depositional environments indicate that the fractional Levy model can adequately describe the heterogeneity and scaling characteristics of individual genetic sediment sequences in the clastic sedimentary system without further subdividing and ranking of the heterogeneous sequences. The heterogeneous nature of each sedimentary system can be quantified by the Levy index parameter, whereas the maximum upscaling magnitude (or upscaling index) for a particular sequence can be determined from the Levy width parameter plot. Depositional modelling mimics the sedimentary processes in a range of scales and honours hierarchies of sedimentary facies and their bounding surfaces. It can be used effectively for upgridding and upscaling in accordance with the stratigraphic framework and sedimentological models. Both the fractional Levy model and the depositional modelling provide quantitative alternatives to the conventional global sedimentological upscaling approach.     

由Levy过程驱动的倒向随机微分方程在随机单调条件下解的存在唯一性

本文讨论了如下的由Levy过程驱动的倒向随机微分方程适应解的存在唯一性■其中W_s是一Wiener过程,H_s为由Levy过程构成Teugels鞅.我们通过构造函数逼近序列的方法证明了,在漂移系数f关于Y满足随机单调,f关于Z和U满足随机Lipschitz条件下,方程存在唯一适应解.     

利用连续渗流理论构造股市指标波动模型及其讨论

本文引用连续渗流理论构造了股票市场指数波动模型,得到其特征函数收敛于Levy过程这一结论.并且在模型中也体现出了市场波动的"宽尾"现象.     

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Brownian motion and normal distribution have been widely used in Cox-Ingersoll-Ross interest rate framework to model the instantaneous interest rate dynamics. However, empirical studies have also shown that the return distribution of interest rate has a higher peak and two fatter tails than those of the normal distribution. Meanwhile, when the rare catastrophic shocks occur or the regime shifts in the economy and finance, the money market may have jumps. In this paper, we will consider a class of reflected Cox-Ingersoll-Ross interest rate models with noise. Furthermore, we shall continue to supply the Laplace transform of the stationary distribution about this reflected diffusion process with jumps.     

Self-quenched dynamics

We introduce a model for the slow relaxation of an energy landscape caused by its local interaction with a random walker whose motion is dictated by the landscape itself. By choosing relevant measures of time and potential this self-quenched dynamics can be mapped on to the “True” Self-Avoiding Walk model. This correspondence reveals that the average distance of the walker at time t from its starting point is , where for one dimension and 1/2 for all higher dimensions. Furthermore, the evolution of the landscape is similar to that in growth models with extremal dynamics. Received 8 August 2000     

A Cautionary note on modeling with fractional Lévy flights

Temporal scaling and infinite variance are two stylized features often seen together in times series of complex systems. We find that because of their infinite moments samples from fractional Lévy flights produce bi-linear scaling functions which may be incorrectly attributed as evidence of multifractality. We argue that it is unnecessary to consider truncated fractional Lévy flights which are inherently problematic.     

行星重力的后牛顿近似对卫星作用的估计

将行星重力的广义相对论后牛顿近似应用于木星系统和撞击木星的彗星Shoe maker Levy 9,计算了木星重力的后牛顿改正和它的卫星的进动效应,并与地球月球系统作比较,进行分析和讨论 关键词： 重力的后牛顿近似 木星及其卫星 彗星Shoe maker-Levy 9 广义相对论     

Spectral line shapes modeling in turbulent plasmas

In this work we investigate the influence of low frequency turbulence on Doppler spectral line shapes in magnetized plasmas. Low frequency refers here to fluctuations whose typical time scale is much larger than those characterizing the atomic processes, such as radiative decay, collisions and charge exchange. This ordering is in particular relevant for drift wave turbulence, ubiquitous in edge plasmas of fusion devices. Turbulent fluctuations are found to affect line shapes through both the spatial and time averages introduced by the measurement process. The profile is expressed in terms of the fluid fields describing the plasma. Assuming the spectrometer acquisition time to be much larger than the turbulent time scale, an ordering generally fulfilled in experiments, allows to develop a statistical formalism. We proceed by successively investigating the effects of density, fluid velocity and temperature fluctuations on the Doppler profile of a spectral line emitted by a charge exchange population of neutrals. Line shapes, and especially line wings are found to be affected by ion temperature or fluid velocity fluctuations, and can in some cases exhibit a power-law behavior. These effects are shown to be measurable with existing techniques, and their interpretation in each particular case would rely on already existing tools. From a fundamental point of view, this study gives some insights in the appearance of non-Boltzmann statistics, such as Lévy statistics, when dealing with averaged experimental data.     

Voltage distribution in growing conducting networks

We investigate by random-walk simulations and a mean-field theory how growth by biased addition of nodes affects flow of the current through the emergent conducting graph, representing a digital circuit. In the interior of a large network the voltage varies with the addition time s < t of the node as V(s) ∼ ln(s)/s ^θ when constant current enters the network at last added node t and leaves at the root of the graph which is grounded. The topological closeness of the conduction path and shortest path through a node suggests that the charged random walk determines these global graph properties by using only local search algorithms. The results agree with mean-field theory on tree structures, while the numerical method is applicable to graphs of any complexity. Received 26 August 2002 Published online 29 November 2002     

Lévy processes in semisimple Lie groups and stability of stochastic flows

We study the asymptotic stability of stochastic flows on compact spaces induced by Levy processes in semisimple Lie groups. It is shown that the Lyapunov exponents can be determined naturally in terms of root structure of the Lie group and there is an open subset whose complement has a positive codimension such that, after a random rotation, each of its connected components is shrunk to a single moving point exponentially under the flow.