83 resultados para Price sensitivity
em Chinese Academy of Sciences Institutional Repositories Grid Portal
Resumo:
The Load/Unload Response Ratio (LURR) method is proposed for short-to-intermediate-term earthquake prediction [Yin, X.C., Chen, X.Z., Song, Z.P., Yin, C., 1995. A New Approach to Earthquake Prediction — The Load/Unload Response Ratio (LURR) Theory, Pure Appl. Geophys., 145, 701–715]. This method is based on measuring the ratio between Benioff strains released during the time periods of loading and unloading, corresponding to the Coulomb Failure Stress change induced by Earth tides on optimally oriented faults. According to the method, the LURR time series usually climb to an anomalously high peak prior to occurrence of a large earthquake. Previous studies have indicated that the size of critical seismogenic region selected for LURR measurements has great influence on the evaluation of LURR. In this study, we replace the circular region usually adopted in LURR practice with an area within which the tectonic stress change would mostly affect the Coulomb stress on a potential seismogenic fault of a future event. The Coulomb stress change before a hypothetical earthquake is calculated based on a simple back-slip dislocation model of the event. This new algorithm, by combining the LURR method with our choice of identified area with increased Coulomb stress, is devised to improve the sensitivity of LURR to measure criticality of stress accumulation before a large earthquake. Retrospective tests of this algorithm on four large earthquakes occurred in California over the last two decades show remarkable enhancement of the LURR precursory anomalies. For some strong events of lesser magnitudes occurred in the same neighborhoods and during the same time periods, significant anomalies are found if circular areas are used, and are not found if increased Coulomb stress areas are used for LURR data selection. The unique feature of this algorithm may provide stronger constraints on forecasts of the size and location of future large events.
Resumo:
The paper presents an experimental study on critical sensitivity in rocks. Critical sensitivity means that the response of a system to external controlling variable may become significantly sensitive as the system approaches its catastrophic rupture point. It is found that the sensitivities measured by responses on three scales (sample scale, locally macroscopic scales and mesoscopic scale) display increase prior to catastrophic transition point. These experimental results do support the concept that critical sensitivity might be a common precursory feature of catastrophe. Furthermore, our previous theoretical model is extended to explore the fluctuations in critical sensitivity in the rock tests.
Sensitivity Analysis of Dimensionless Parameters for Physical Simulation of Water-Flooding Reservoir
Resumo:
A numerical approach to optimize dimensionless parameters of water-flooding porous media flows is proposed based on the analysis of the sensitivity factor defined as the variation ration of a target function with respect to the variation of dimensionless parameters. A complete set of scaling criteria for water-flooding reservoir of five-spot well pattern case is derived from the 3-D governing equations, involving the gravitational force, the capillary force and the compressibility of water, oil and rock. By using this approach, we have estimated the influences of each dimensionless parameter on experimental results and thus sorted out the dominant ones with larger sensitivity factors ranging from10-4to10-0 .
Resumo:
A trans-scopic sensitivity of macroscopic failure to slight differentiation in the meso-scopic structure of a system with nonlinear evolution is reported. A periodical chain following a non-local load-sharing evolution was applied as a propotype in failure study. The results demonstrate that there is a transition region composed of globally stable (GS) and evolution induced catastrophic (EIC) modes. That is different from a critical threshold as predicted by percolation and renormalization group theories. Moreover, the EIC mode shows a distinctive sample specific behaviour. For instance, some neighbouring initial states may evolve into completely different final states, though different initial states can evolve into the same final states. As an example, a marginal configuration of EIC mode, a quasi-Fibonacci skeleton, is constructed.
Resumo:
The Load-Unload Response Ratio (LURR) method is an intermediate-term earthquake prediction approach that has shown considerable promise. It involves calculating the ratio of a specified energy release measure during loading and unloading where loading and unloading periods are determined from the earth tide induced perturbations in the Coulomb Failure Stress on optimally oriented faults. In the lead-up to large earthquakes, high LURR values are frequently observed a few months or years prior to the event. These signals may have a similar origin to the observed accelerating seismic moment release (AMR) prior to many large earthquakes or may be due to critical sensitivity of the crust when a large earthquake is imminent. As a first step towards studying the underlying physical mechanism for the LURR observations, numerical studies are conducted using the particle based lattice solid model (LSM) to determine whether LURR observations can be reproduced. The model is initialized as a heterogeneous 2-D block made up of random-sized particles bonded by elastic-brittle links. The system is subjected to uniaxial compression from rigid driving plates on the upper and lower edges of the model. Experiments are conducted using both strain and stress control to load the plates. A sinusoidal stress perturbation is added to the gradual compressional loading to simulate loading and unloading cycles and LURR is calculated. The results reproduce signals similar to those observed in earthquake prediction practice with a high LURR value followed by a sudden drop prior to macroscopic failure of the sample. The results suggest that LURR provides a good predictor for catastrophic failure in elastic-brittle systems and motivate further research to study the underlying physical mechanisms and statistical properties of high LURR values. The results provide encouragement for earthquake prediction research and the use of advanced simulation models to probe the physics of earthquakes.
Resumo:
Large earthquakes can be viewed as catastrophic ruptures in the earth’s crust. There are two common features prior to the catastrophe transition in heterogeneous media. One is damage localization and the other is critical sensitivity; both of which are related to a cascade of damage coalescence. In this paper, in an attempt to reveal the physics underlying the catastrophe transition, analytic analysis based on mean-field approximation of a heterogeneous medium as well as numerical simulations using a network model are presented. Both the emergence of damage localization and the sensitivity of energy release are examined to explore the inherent statistical precursors prior to the eventual catastrophic rupture. Emergence of damage localization, as predicted by the mean-field analysis, is consistent with observations of the evolution of damage patterns. It is confirmed that precursors can be extracted from the time-series of energy release according to its sensitivity to increasing crustal stress. As a major result, present research indicates that the catastrophe transition and the critical point hypothesis (CPH) of earthquakes are interrelated. The results suggest there may be two cross-checking precursors of large earthquakes: damage localization and critical sensitivity.
Resumo:
Rupture in the heterogeneous crust appears to be a catastrophe transition. Catastrophic rupture sensitively depends on the details of heterogeneity and stress transfer on multiple scales. These are difficult to identify and deal with. As a result, the threshold of earthquake-like rupture presents uncertainty. This may be the root of the difficulty of earthquake prediction. Based on a coupled pattern mapping model, we represent critical sensitivity and trans-scale fluctuations associated with catastrophic rupture. Critical sensitivity means that a system may become significantly sensitive near catastrophe transition. Trans-scale fluctuations mean that the level of stress fluctuations increases strongly and the spatial scale of stress and damage fluctuations evolves from the mesoscopic heterogeneity scale to the macroscopic scale as the catastrophe regime is approached. The underlying mechanism behind critical sensitivity and trans-scale fluctuations is the coupling effect between heterogeneity and dynamical nonlinearity. Such features may provide clues for prediction of catastrophic rupture, like material failure and great earthquakes. Critical sensitivity may be the physical mechanism underlying a promising earthquake forecasting method, the load-unload response ratio (LURR).
Resumo:
A set of scaling criteria of a polymer flooding reservoir is derived from the governing equations, which involve gravity and capillary force, compressibility of water, oil, and rock, non-Newtonian behavior of the polymer solution, absorption, dispersion, and diffusion, etc. A numerical approach to quantify the dominance degree of each dimensionless parameter is proposed. With this approach, the sensitivity factor of each dimensionless parameter is evaluated. The results show that in polymer flooding, the order of the sensitivity factor ranges from 10(-5) to 10(0) and the dominant dimensionless parameters are generally the ratio of the oil permeability under the condition of the irreducible water saturation to water permeability under the condition of residual oil saturation, density, and viscosity ratios between water and oil, the reduced initial oleic phase saturation and the shear rate exponent of the polymer solution. It is also revealed that the dominant dimensionless parameters may be different from case to case. The effect of some physical variables, such as oil viscosity, injection rate, and permeability, on the dominance degree of the dimensionless parameters is analyzed and the dominant ones are determined for different cases.
Resumo:
We present a slice-sampling method and study the ensemble evolution of a large finite nonlinear system in order to model materials failure. There is a transitional region of failure probability. Its size effect is expressed by a slowly decaying scaling law. In a meso-macroscopic range (similar to 10(5)) in realistic failure, the diversity cannot be ignored. Sensitivity to mesoscopic details governs the phenomena. (C) 1997 Published by Elsevier Science B.V.
Resumo:
The similarity criterion for water flooding reservoir flows is concerned with in the present paper. When finding out all the dimensionless variables governing this kind of flow, their physical meanings are subsequently elucidated. Then, a numerical approach of sensitivity analysis is adopted to quantify their corresponding dominance degree among the similarity parameters. In this way, we may finally identify major scaling law in different parameter range and demonstrate the respective effects of viscosity, permeability and injection rate.
Resumo:
The similarity criterion for water flooding reservoir flows is concerned with in the present paper. When finding out all the dimensionless variables governing this kind of flow, their physical meanings are subsequently elucidated. Then, a numerical approach of sensitivity analysis is adopted to quantify their corresponding dominance degree among the similarity parameters. In this way, we may finally identify major scaling law in different parameter range and demonstrate the respective effects of viscosity, permeability and injection rate.
Resumo:
'Notch-sensitive regions' have been observed during a series of experimental investigations into the dynamic plastic behaviour and failure of thin-walled metallic radially notched circular rings with are-shaped supports subjected to concentrated impact loads. The experimental results show that the exterior notches at some regions have no effect on the deformation of the rings, but do have effect at the remaining regions. The notch-sensitive region is theoretically determined by using the equivalent structures technique; fairly good agreement has been reached between the simple theory and the experimental results. Both dimensional and theoretical analyses prove that whether a plastic hinge formed or not at the notched section does not depend on the mean radius of the ring and the input kinetic energy. It depends on the weak coefficient of the notched section and the angle of the support. Generally speaking, there are mainly three failure modes for a notched circular ring with are-shaped support under impact loading: Mode I, large inelastic deformation when the notch is outside the sensitive region, in this case the ring deforms as a normal one; Mode II, large inelastic deformation only at some part of the ring and tearing occurred at the notched sections; Mode III, large inelastic deformation and total rupture occurred at the notched sections. It is believed that the present study could assist the understanding of the dynamic behaviour and failure of other kinds of nonstraight components with macroscopic imperfections under impulsive loading.
Resumo:
A numerical optimisation approach to identify dominant dimensionless variables in porous media flows by sensitivity analysis is proposed. We have validated the approach at first by examining a simple oil reservoir theoretically and numerically as well. A more complex water-flooding reservoir is examined based on sensitivity analysis of oil recovery to the similarity parameters, thus demonstrating the feasibility of the proposed approach to identify dominant similarity parameters for water-oil two-phase flows.