Efficient Computation of Electromagnetic Waves in Hydrocarbon Exploration Using the Improved Numerical Mode Matching (NMM) Method

In this study, we developed and improved the numerical mode matching (NMM) method which has previously been shown to be a fast and robust semi-analytical solver to investigate the propagation of electromagnetic (EM) waves in an isotropic layered medium. The applicable models, such as cylindrical waveguide, optical fiber, and borehole with earth geological formation, are generally modeled as an axisymmetric structure which is an orthogonal-plano-cylindrically layered (OPCL) medium consisting of materials stratified planarly and layered concentrically in the orthogonal directions.

In this report, several important improvements have been made to extend applications of this efficient solver to the anisotropic OCPL medium. The formulas for anisotropic media with three different diagonal elements in the cylindrical coordinate system are deduced to expand its application to more general materials. The perfectly matched layer (PML) is incorporated along the radial direction as an absorbing boundary condition (ABC) to make the NMM method more accurate and efficient for wave diffusion problems in unbounded media and applicable to scattering problems with lossless media. We manipulate the weak form of Maxwell's equations and impose the correct boundary conditions at the cylindrical axis to solve the singularity problem which is ignored by all previous researchers. The spectral element method (SEM) is introduced to more efficiently compute the eigenmodes of higher accuracy with less unknowns, achieving a faster mode matching procedure between different horizontal layers. We also prove the relationship of the field between opposite mode indices for different types of excitations, which can reduce the computational time by half. The formulas for computing EM fields excited by an electric or magnetic dipole located at any position with an arbitrary orientation are deduced. And the excitation are generalized to line and surface current sources which can extend the application of NMM to the simulations of controlled source electromagnetic techniques. Numerical simulations have demonstrated the efficiency and accuracy of this method.

Finally, the improved numerical mode matching (NMM) method is introduced to efficiently compute the electromagnetic response of the induction tool from orthogonal transverse hydraulic fractures in open or cased boreholes in hydrocarbon exploration. The hydraulic fracture is modeled as a slim circular disk which is symmetric with respect to the borehole axis and filled with electrically conductive or magnetic proppant. The NMM solver is first validated by comparing the normalized secondary field with experimental measurements and a commercial software. Then we analyze quantitatively the induction response sensitivity of the fracture with different parameters, such as length, conductivity and permeability of the filled proppant, to evaluate the effectiveness of the induction logging tool for fracture detection and mapping. Casings with different thicknesses, conductivities and permeabilities are modeled together with the fractures in boreholes to investigate their effects for fracture detection. It reveals that the normalized secondary field will not be weakened at low frequencies, ensuring the induction tool is still applicable for fracture detection, though the attenuation of electromagnetic field through the casing is significant. A hybrid approach combining the NMM method and BCGS-FFT solver based integral equation has been proposed to efficiently simulate the open or cased borehole with tilted fractures which is a non-axisymmetric model.

Advances in Dynamic Modeling and Computation for Count Data

A class of multi-process models is developed for collections of time indexed count data. Autocorrelation in counts is achieved with dynamic models for the natural parameter of the binomial distribution. In addition to modeling binomial time series, the framework includes dynamic models for multinomial and Poisson time series. Markov chain Monte Carlo (MCMC) and Po ́lya-Gamma data augmentation (Polson et al., 2013) are critical for fitting multi-process models of counts. To facilitate computation when the counts are high, a Gaussian approximation to the P ́olya- Gamma random variable is developed.

Three applied analyses are presented to explore the utility and versatility of the framework. The first analysis develops a model for complex dynamic behavior of themes in collections of text documents. Documents are modeled as a “bag of words”, and the multinomial distribution is used to characterize uncertainty in the vocabulary terms appearing in each document. State-space models for the natural parameters of the multinomial distribution induce autocorrelation in themes and their proportional representation in the corpus over time.

The second analysis develops a dynamic mixed membership model for Poisson counts. The model is applied to a collection of time series which record neuron level firing patterns in rhesus monkeys. The monkey is exposed to two sounds simultaneously, and Gaussian processes are used to smoothly model the time-varying rate at which the neuron’s firing pattern fluctuates between features associated with each sound in isolation.

The third analysis presents a switching dynamic generalized linear model for the time-varying home run totals of professional baseball players. The model endows each player with an age specific latent natural ability class and a performance enhancing drug (PED) use indicator. As players age, they randomly transition through a sequence of ability classes in a manner consistent with traditional aging patterns. When the performance of the player significantly deviates from the expected aging pattern, he is identified as a player whose performance is consistent with PED use.

All three models provide a mechanism for sharing information across related series locally in time. The models are fit with variations on the P ́olya-Gamma Gibbs sampler, MCMC convergence diagnostics are developed, and reproducible inference is emphasized throughout the dissertation.

Math 412 - Topology with Applications

Highlights of Data Expedition: • Students explored daily observations of local climate data spanning the past 35 years. • Topological Data Analysis, or TDA for short, provides cutting-edge tools for studying the geometry of data in arbitrarily high dimensions. • Using TDA tools, students discovered intrinsic dynamical features of the data and learned how to quantify periodic phenomenon in a time-series. • Since nature invariably produces noisy data which rarely has exact periodicity, students also considered the theoretical basis of almost-periodicity and even invented and tested new mathematical definitions of almost-periodic functions. Summary The dataset we used for this data expedition comes from the Global Historical Climatology Network. “GHCN (Global Historical Climatology Network)-Daily is an integrated database of daily climate summaries from land surface stations across the globe.” Source: https://www.ncdc.noaa.gov/oa/climate/ghcn-daily/ We focused on the daily maximum and minimum temperatures from January 1, 1980 to April 1, 2015 collected from RDU International Airport. Through a guided series of exercises designed to be performed in Matlab, students explore these time-series, initially by direct visualization and basic statistical techniques. Then students are guided through a special sliding-window construction which transforms a time-series into a high-dimensional geometric curve. These high-dimensional curves can be visualized by projecting down to lower dimensions as in the figure below (Figure 1), however, our focus here was to use persistent homology to directly study the high-dimensional embedding. The shape of these curves has meaningful information but how one describes the “shape” of data depends on which scale the data is being considered. However, choosing the appropriate scale is rarely an obvious choice. Persistent homology overcomes this obstacle by allowing us to quantitatively study geometric features of the data across multiple-scales. Through this data expedition, students are introduced to numerically computing persistent homology using the rips collapse algorithm and interpreting the results. In the specific context of sliding-window constructions, 1-dimensional persistent homology can reveal the nature of periodic structure in the original data. I created a special technique to study how these high-dimensional sliding-window curves form loops in order to quantify the periodicity. Students are guided through this construction and learn how to visualize and interpret this information. Climate data is extremely complex (as anyone who has suffered from a bad weather prediction can attest) and numerous variables play a role in determining our daily weather and temperatures. This complexity coupled with imperfections of measuring devices results in very noisy data. This causes the annual seasonal periodicity to be far from exact. To this end, I have students explore existing theoretical notions of almost-periodicity and test it on the data. They find that some existing definitions are also inadequate in this context. Hence I challenged them to invent new mathematics by proposing and testing their own definition. These students rose to the challenge and suggested a number of creative definitions. While autocorrelation and spectral methods based on Fourier analysis are often used to explore periodicity, the construction here provides an alternative paradigm to quantify periodic structure in almost-periodic signals using tools from topological data analysis.

Robust Uncertainty Quantification and Scalable Computation for Computer Models with Massive Output

Uncertainty quantification (UQ) is both an old and new concept. The current novelty lies in the interactions and synthesis of mathematical models, computer experiments, statistics, field/real experiments, and probability theory, with a particular emphasize on the large-scale simulations by computer models. The challenges not only come from the complication of scientific questions, but also from the size of the information. It is the focus in this thesis to provide statistical models that are scalable to massive data produced in computer experiments and real experiments, through fast and robust statistical inference.

Chapter 2 provides a practical approach for simultaneously emulating/approximating massive number of functions, with the application on hazard quantification of Soufri\`{e}re Hills volcano in Montserrate island. Chapter 3 discusses another problem with massive data, in which the number of observations of a function is large. An exact algorithm that is linear in time is developed for the problem of interpolation of Methylation levels. Chapter 4 and Chapter 5 are both about the robust inference of the models. Chapter 4 provides a new criteria robustness parameter estimation criteria and several ways of inference have been shown to satisfy such criteria. Chapter 5 develops a new prior that satisfies some more criteria and is thus proposed to use in practice.