15 resultados para Options (Finance) -- Mathematical models
em Chinese Academy of Sciences Institutional Repositories Grid Portal
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Based on the introduction of the traditional mathematical models of neurons in general-purpose neurocomputer, a novel all-purpose mathematical model-Double synaptic weight neuron (DSWN) is presented, which can simulate all kinds of neuron architectures, including Radial-Basis-Function (RBF) and Back-propagation (BP) models, etc. At the same time, this new model is realized using hardware and implemented in the new CASSANN-II neurocomputer that can be used to form various types of neural networks with multiple mathematical models of neurons. In this paper, the flexibility of the new model has also been described in constructing neural networks and based on the theory of Biomimetic pattern recognition (BPR) and high-dimensional space covering, a recognition system of omni directionally oriented rigid objects on the horizontal surface and a face recognition system had been implemented on CASSANN-H neurocomputer. The result showed DSWN neural network has great potential in pattern recognition.
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Based on the theory of the pumping well test, the transient injection well test was suggested in this paper. The design method and the scope of application are discussed in detail. The mathematical models are developed for the short-time and long-time transient injection test respectively. A double logarithm type curve matching method was introduced for analyzing the field transient injection test data. A set of methods for the transient injection test design, experiment performance and data analysis were established. Some field tests were analyzed, and the results show that the test model and method are suitable for the transient injection test and can be used to deal with the real engineering problems.
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Pulsed fluidization is of considerable interest in process engineering for improving fluidization quality. Quantitative understanding of the pulsed two-phase flow behaviors is very important for proper design and optimum operation of such contactors. The
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Tension Leg Platform (TLP) is a typical compliant offshore structure for oil exploitation in deep water. Most of the existing mathematical models for analyzing the dynamic response of TLP are based on explicit or implicit assumptions that displacements (translations and rotations) are small magnitude. Herein a theoretical method for analyzing the nonlinear dynamic behavior of TLP with finite displacement is developed, in which multifold nonlinearities are taken into account, i.e. finite displacement, coupling of the six degrees of freedom, instantaneous position, instantaneous wet surface, free surface effects and viscous drag force. Using this theoretical model, we perform the numerical analysis of dynamic response of a representative TLP. The comparison between the degenerative linear solution of the proposed nonlinear model and the published one shows good agreements. Furthermore, numerical results are presented which illustrate that nonlinearities exert a distinct influence on the dynamic responses of the TLP.
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Most of the existing mathematical models for analyzing the dynamic response of TLP are based on explicit or implicit assumptions that motions (translations and rotations) are small magnitude. However, when TLP works in severe adverse conditions, the a priori assumption on small displacements may be inadequate. In such situation, the motions should be regarded as finite magnitude. This paper will study stochastic nonlinear dynamic responses of TLP with finite displacements in random waves. The nonlinearities considered are: large amplitude motions, coupling the six degrees-of-freedom, instantaneous position, instantaneous wet surface, free surface effects and viscous drag force. The nonlinear dynamic responses are calculated by using numerical integration procedure in the time domain. After the time histories of the dynamic responses are obtained, we carry out cycle counting of the stress histories of the tethers with rain-flow counting method to get the stress range distribution.
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Based on the Coulomb friction model, the frictional motion model of workpiece relating to the polishing pad was presented in annular polishing. By the dynamic analysis software, the model was simulated and analysed. The conclusions from the results were that the workpiece did not rotate steadily. When the angular velocity of ring and the direction were the same as that of the polishing pad, the angular velocity of workpiece hoicked at the beginning and at the later stage were the same as that of the polishing pad before contacting with the ring. The angular velocity of workpiece vibrated at the moment of contacting with the ring. After that the angular velocity of workpiece increased gradually and fluctuated at a given value, while the angular velocity of ring decreased gradually and also fluctuated at a given value. Since the contact between the workpiece and the ring was linear, their linear velocities and directions should be the same. But the angular velocity of workpiece was larger than that of the polishing pad on the condition that the radius of the workpiece was less than that of the ring. This did not agree with the pure translation principle and the workpiece surface could not be flat, either. Consequently, it needed to be controlled with the angular velocity of ring and the radii of the ring and the workpiece, besides friction to make the angular velocity of workpiece equal to that of the polishing pad for obtaining fine surface flatness of the workpiece. Copyright © 2007 Inderscience Enterprises Ltd.}
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In this paper, a novel mathematical model of neuron-Double Synaptic Weight Neuron (DSWN)(l) is presented. The DSWN can simulate many kinds of neuron architectures, including Radial-Basis-Function (RBF), Hyper Sausage and Hyper Ellipsoid models, etc. Moreover, this new model has been implemented in the new CASSANN-II neurocomputer that can be used to form various types of neural networks with multiple mathematical models of neurons. The flexibility of the DSWN has also been described in constructing neural networks. Based on the theory of Biomimetic Pattern Recognition (BPR) and high-dimensional space covering, a recognition system of omni directionally oriented rigid objects on the horizontal surface and a face recognition system had been implemented on CASSANN-II neurocomputer. In these two special cases, the result showed DSWN neural network had great potential in pattern recognition.
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为有效地预测和控制农业污染物对土壤及地下水资源的污染 ,需要建立相应的数学模型。在数学模型的应用中 ,模型参数的确定是关键。本文简要回顾了农业污染物在多孔介质迁移模型研究的进展 ,指出了各自的适用条件及存在的问题。
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为有效地刻画和求解军事装备系统的维修规划问题,建立了一个以维修费用和任务能力为目标的约束优化模型,提出了一种求解装备维修规划问题的多目标禁忌搜索算法。模型考虑了维修器材和工时两种费用指标,并在数质量评估的基础上通过二次回归方程来分层评估装备系统的任务能力指标。算法采用两阶段搜索策略,第一阶段从维修数量下限出发,以任务能力为演化目标进行搜索,直至找到一个可行解;第二阶段以任务能力/维修费用比为演化目标进行搜索,不断改善整个非支配解集。实验表明,算法能够求解型号≥500种,数量≥45000的大规模问题,模型和算法求解的质量也在实际应用中得到了验证。
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The anionic copolymerization process of styrene-buradiene (S/B) block copolymer in a closely intermeshing co-rotating twin screw extruder with butyl-lithium initiator was studied. According to the anionic copolymerization mechanism and the reactive extrusion characteristics, the mathematical models of monomer conversion, average molecular weight and fluid viscosity during the anionic copolymerization of S/B were constructed, and then the reactive extrusion process was simulated by means of the finite volume method and the uncoupled semi-implicit iterative algorithm. Finally, the influence of the feeding mixture composition on conversion was discussed. The simulated results were nearly in agreement with the experimental results.
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为了实现水下机器人(UUV,Unmanned Underwater Vehicle)的高精度控制,深入研究了螺旋桨驱动UUV推进系统各个环节运行机理,并建立了它们各自的数学模型,包括PWM模块、直流永磁电机、螺旋桨、舵的数学模型。多功能仿真试验和湖试试验的系统响应曲线基本吻合,一方面表明本文建立的推进系统模型的正确性,另一方面体现了在多功能仿真平台上调试的控制策略和控制器参数具有很大的可信度。
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Micro-pore-throat, micro-fracture and low permeability are the most obvious characters of Xifeng ultra-low permeability reservoir, and threshold pressure gradient and medium deformation during the period of oilfield developing results non-linear seepage feature of the formation liquid flowing in the porous medium underground. It is impossible to solve some problems in the ultra-low permeability reservoir development by current Darcy filtration theory and development techniques. In the view of the characters of ultra-low permeability and powerful-diagenesis and fracture up-growth, the paper quantitatively characterizes of through-going scope for reservoir parameters together with some materials such as similarity field outcrop, rock core, drilling, well logging and production dynamic, which provides geological base for further development adjustment. Based on the displacement experiment of different kinds of seepage fluid and oil-water two phases, this paper proves the relationship between threshold pressure gradient and formation permeability in experiment and theory, which is power function and its index is about -1. The variation rule and the mechanism of oil-water two phases threshold pressure gradient are studied. At the same time, based on the experiment of medium deformation, the variation rule of formation physical property parameters and the deformation mechanism are researched, and the influential factors on the medium deformation are analyzed systematically. With elastic unsteady filtration theory, nonlinear mathematical models of the steady and unsteady flow of single phase as well as horizontal well flow and oil-water two phases flow are deduced with the influence of nonlinear factors including threshold pressure gradient and media deformation. The influences of nonlinear factors upon well deliverability and reservoir pressure distribution as well as the saturation variation pattern of oil-water front are analyzed. By means of the researches such as reasonable well pattern, reasonable well array ration, artificial fracture length optimization advisable water flood timing and feasibility of advanced water flooding, it is necessary to find out effective techniques in order to improve development result of this kind of reservoir. This research result develops and improves on low-velocity nonlinear seepage theory, and offers ways to study similar kind of reservoir; it is meaningful to the development of the ultra-low permeability oil and gas reservoir.
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This paper belong to national "973" technological project undertaken by Shengli Oilfield. Work area is composed of turbidite reservoir of S212 and delta reservoir of S283 of Sheng2 unit in Shengtuo Oilfield that has a 36 years water injection development history. Change of the macroscopic, microscopic and filterational parameters and its mechanism have been studied in the 4 water-cut stages i.e. the primary, moderate, high and supper-high stage by using multi-disciplinary theories and approaches, computer techniques and physical simulation comprehensively. Dynamic reservoir models to different water-cut stages have been established. The study of forming mechanism and distribution of residual oil revealed the main types and spatial distribution of residual oil in different water-cut stages and the distribution mode has also been built up. Macroscopic, microscopic and filterational parameters selecting principle, optimizing and selecting standard, matching standard and laws and related database of various dynamic parameters in different water-cut stages have been established, which laid good basis for revealing reservoir macroscopic, microscopic and filterational parameters' dynamic change and residual oil distribution. The study indicated that in general, the macroscopic, microscopic and filterational parameters will slowly increase and become better in both shallow turbidite and delta reservoirs with the increasing of water cut, but different reservoirs have their own characteristics and change laws. Parameters of I~2 unit, whose petrophysical properties are better, increase more quickly than 8~3, whose petrophysical properties are more unfavorable. The changes was relatively quickly in high water-cut stage, while relatively slowly from primary to moderate and from high to supper-high water-cut stage. This paper firstly put forward that reservoir macroscopic, microscopic and filterational parameters are controlled by dynamic geological function of reservoir fluid, which is considered the major reason of reservoir parameters' dynamic changes and residual oil formation and distribution during reservoir development. Physical simulation of filterational parameters verified that forming mechanism and distribution of residual oil in different water-cut stages are also controlled by dynamic geological function of reservoir fluid. The idea of fluid geological function during reservoir development developed the theory of development geology, and has important practical values. This paper firstly constructed dynamic geological and mathematical models and five modes of residual oil distribution in Shengtuo Oilfield, and achieved four-dimensional forecast of residual oil distribution in different watercut stages. Dynamic changes and mechanism of macroscopic, microscopic and fliterational parameters of reservoir and their change process have been revealed. Forecast of residual oil distribution has been achieved by computers. This paper established the related theories, approaches and techniques for residual oil study, characterization and in different water-cut stages, and realized dynamic forecast of residual oil. It gained remarkable economic benefit and social effect in guiding field development. These theories and techniques had important meaningfulness for residual oil prediction in the terrestrial faulted basins not only in Shengli Oilfield but also in the east of China. Furthermore, this study has developed the theory of development geology.
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Saprolite is the residual soil resulted from completely weathered or highly weathered granite and with corestones of parent rock. It is widely distributed in Hong Kong. Slope instability usually happens in this layer of residual soil and thus it is very important to study the engineering geological properties of Saprolite. Due to the relic granitic texture, the deformation and strength characteristics of Saprolite are very different from normal residual soils. In order to investigate the effects of the special microstructure on soil deformation and strength, a series of physical, chemical and mechanical tests were conducted on Saprolite at Kowloon, Hong Kong. The tests include chemical analysis, particle size analysis, mineral composition analysis, mercury injection, consolidation test, direct shear test, triaxial shear test, optical analysis, SEM & TEM analysis, and triaxial shear tests under real-time CT monitoring.Based on the testing results, intensity and degree of weathering were classified, factors affecting and controlling the deformation and strength of Saprolite were identified, and the interaction between those factors were analyzed.The major parameters describing soil microstructure were introduced mainly based on optical thin section analysis results. These parameters are of importance and physical meaning to describe particle shape, particle size distribution (PSD), and for numerical modeling of soil microstructure. A few parameters to depict particle geometry were proposed or improved. These parameters can be used to regenerate the particle shape and its distribution. Fractal dimension of particle shape was proposed to describe irregularity of particle shapes and capacity of space filling quantitatively. And the effect of fractal dimension of particle shape on soil strength was analyzed. At the same time, structural coefficient - a combined parameter which can quantify the overall microstructure of rock or soil was introduced to study Saprolite and the results are very positive. The study emphasized on the fractal characteristics of PSD and pore structure by applying fractal theory and method. With the results from thin section analysis and mercury injection, it was shown that at least two fractal dimensions Dfl(DB) and Df2 (Dw), exist for both PSD and pore structure. The reasons and physical meanings behind multi-fractal dimensions were analyzed. The fractal dimensions were used to calculate the formation depth and weathering rate of granite at Kowloon. As practical applications, correlations and mathematical models for fractal dimensions and engineering properties of soil were established. The correlation between fractal dimensions and mechanical properties of soil shows that the internal friction angle is mainly governed by Dfl 9 corresponding to coarse grain components, while the cohesion depends on Df2 , corresponding to fine grain components. The correlations between the fractal dimension, friction angle and cohesion are positive linear.Fractal models of PSD and pore size distribution were derived theoretically. Fragmentation mechanism of grains was also analyzed from the viewpoint of fractal. A simple function was derived to define the theoretical relationship between the water characteristic curve (WCC) and fractal dimension, based on a number of classical WCC models. This relationship provides a new analytical tool and research method for hydraulic properties in porous media and solute transportation. It also endues fractal dimensions with new physical meanings and facilitates applications of fractal dimensions in water retention characteristics, ground water movement, and environmental engineering.Based on the conclusions from the fractal characteristics of Saprolite, size effect on strength was expressed by fractal dimension. This function is in complete agreement with classical Weibull model and a simple function was derived to represent the relationship between them.In this thesis, the phenomenon of multi-fractal dimensions was theoretically analyzed and verified with WCC and saprolite PSD results, it was then concluded that multi-fractal can describe the characteristics of one object more accurately, compared to single fractal dimension. The multi-fractal of saprolite reflects its structural heterogeneity and changeable stress environment during the evolution history.
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The objective of this paper is to analyze the characteristics of protein permeability in alainate-polylysine-alginate (APA) and alginate-chitosan-alginate (ACA) microcapsules by mathematical models based on the balance of chemical potential. The comparison between calculated results and experimental data shows that the models can describe the process of protein diffusion from microcapsule and protein release into microcapsule successfully. The influences of membrane composition on the permeability of ACA microcapsule have been investigated and analyzed. The effect of resistance on the mass transfer is further analyzed theoretically with the aid of mathematical modeling. (c) 2005 Elsevier B.V. All rights reserved.