Ondaletas e movimento browniano fracionário: aplicação à caracterização de poços de petróleo

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

Fractais e percolação na recuperação de Petróleo

The complex behavior of a wide variety of phenomena that are of interest to physicists, chemists, and engineers has been quantitatively characterized by using the ideas of fractal and multifractal distributions, which correspond in a unique way to the geometrical shape and dynamical properties of the systems under study. In this thesis we present the Space of Fractals and the methods of Hausdorff-Besicovitch, box-counting and Scaling to calculate the fractal dimension of a set. In this Thesis we investigate also percolation phenomena in multifractal objects that are built in a simple way. The central object of our analysis is a multifractal object that we call Qmf . In these objects the multifractality comes directly from the geometric tiling. We identify some differences between percolation in the proposed multifractals and in a regular lattice. There are basically two sources of these differences. The first is related to the coordination number, c, which changes along the multifractal. The second comes from the way the weight of each cell in the multifractal affects the percolation cluster. We use many samples of finite size lattices and draw the histogram of percolating lattices against site occupation probability p. Depending on a parameter, ρ, characterizing the multifractal and the lattice size, L, the histogram can have two peaks. We observe that the probability of occupation at the percolation threshold, pc, for the multifractal is lower than that for the square lattice. We compute the fractal dimension of the percolating cluster and the critical exponent β. Despite the topological differences, we find that the percolation in a multifractal support is in the same universality class as standard percolation. The area and the number of neighbors of the blocks of Qmf show a non-trivial behavior. A general view of the object Qmf shows an anisotropy. The value of pc is a function of ρ which is related to its anisotropy. We investigate the relation between pc and the average number of neighbors of the blocks as well as the anisotropy of Qmf. In this Thesis we study likewise the distribution of shortest paths in percolation systems at the percolation threshold in two dimensions (2D). We study paths from one given point to multiple other points. In oil recovery terminology, the given single point can be mapped to an injection well (injector) and the multiple other points to production wells (producers). In the previously standard case of one injection well and one production well separated by Euclidean distance r, the distribution of shortest paths l, P(l|r), shows a power-law behavior with exponent gl = 2.14 in 2D. Here we analyze the situation of one injector and an array A of producers. Symmetric arrays of producers lead to one peak in the distribution P(l|A), the probability that the shortest path between the injector and any of the producers is l, while the asymmetric configurations lead to several peaks in the distribution. We analyze configurations in which the injector is outside and inside the set of producers. The peak in P(l|A) for the symmetric arrays decays faster than for the standard case. For very long paths all the studied arrays exhibit a power-law behavior with exponent g ∼= gl.

Estudo de sistemas complexos com interações de longo alcance : percolação, redes e tráfego

In this thesis we investigate physical problems which present a high degree of complexity using tools and models of Statistical Mechanics. We give a special attention to systems with long-range interactions, such as one-dimensional long-range bondpercolation, complex networks without metric and vehicular traffic. The flux in linear chain (percolation) with bond between first neighbor only happens if pc = 1, but when we consider long-range interactions , the situation is completely different, i.e., the transitions between the percolating phase and non-percolating phase happens for pc < 1. This kind of transition happens even when the system is diluted ( dilution of sites ). Some of these effects are investigated in this work, for example, the extensivity of the system, the relation between critical properties and the dilution, etc. In particular we show that the dilution does not change the universality of the system. In another work, we analyze the implications of using a power law quality distribution for vertices in the growth dynamics of a network studied by Bianconi and Barabási. It incorporates in the preferential attachment the different ability (fitness) of the nodes to compete for links. Finally, we study the vehicular traffic on road networks when it is submitted to an increasing flux of cars. In this way, we develop two models which enable the analysis of the total flux on each road as well as the flux leaving the system and the behavior of the total number of congested roads

Propriedades críticas do modelo z(4) em sistemas bi e tridimensionais

A real space renormalization group method is used to investigate the criticality (phase diagrams, critical expoentes and universality classes) of Z(4) model in two and three dimensions. The values of the interaction parameters are chosen in such a way as to cover the complete phase diagrams of the model, which presents the following phases: (i) Paramagnetic (P); (ii) Ferromagnetic (F); (iii) Antiferromagnetic (AF); (iv) Intermediate Ferromagnetic (IF) and Intermediate Antiferromagnetic (IAF). In the hierarquical lattices, generated by renormalization the phase diagrams are exact. It is also possible to obtain approximated results for square and simple cubic lattices. In the bidimensional case a self-dual lattice is used and the resulting phase diagram reproduces all the exact results known for the square lattice. The Migdal-Kadanoff transformation is applied to the three dimensional case and the additional phases previously suggested by Ditzian et al, are not found

Análise sísmica usando transformada de Curvelet

Oil prospecting is one of most complex and important features of oil industry Direct prospecting methods like drilling well logs are very expensive, in consequence indirect methods are preferred. Among the indirect prospecting techniques the seismic imaging is a relevant method. Seismic method is based on artificial seismic waves that are generated, go through the geologic medium suffering diffraction and reflexion and return to the surface where they are recorded and analyzed to construct seismograms. However, the seismogram contains not only actual geologic information, but also noise, and one of the main components of the noise is the ground roll. Noise attenuation is essential for a good geologic interpretation of the seismogram. It is common to study seismograms by using time-frequency transformations that map the seismic signal into a frequency space where it is easier to remove or attenuate noise. After that, data is reconstructed in the original space in such a way that geologic structures are shown in more detail. In addition, the curvelet transform is a new and effective spectral transformation that have been used in the analysis of complex data. In this work, we employ the curvelet transform to represent geologic data using basis functions that are directional in space. This particular basis can represent more effectively two dimensional objects with contours and lines. The curvelet analysis maps real space into frequencies scales and angular sectors in such way that we can distinguish in detail the sub-spaces where is the noise and remove the coefficients corresponding to the undesired data. In this work we develop and apply the denoising analysis to remove the ground roll of seismograms. We apply this technique to a artificial seismogram and to a real one. In both cases we obtain a good noise attenuation

Propagação de danos no modelo de ising em redes de bravais e em fractais

In this work we have studied, by Monte Carlo computer simulation, several properties that characterize the damage spreading in the Ising model, defined in Bravais lattices (the square and the triangular lattices) and in the Sierpinski Gasket. First, we investigated the antiferromagnetic model in the triangular lattice with uniform magnetic field, by Glauber dynamics; The chaotic-frozen critical frontier that we obtained coincides , within error bars, with the paramegnetic-ferromagnetic frontier of the static transition. Using heat-bath dynamics, we have studied the ferromagnetic model in the Sierpinski Gasket: We have shown that there are two times that characterize the relaxation of the damage: One of them satisfy the generalized scaling theory proposed by Henley (critical exponent z~A/T for low temperatures). On the other hand, the other time does not obey any of the known scaling theories. Finally, we have used methods of time series analysis to study in Glauber dynamics, the damage in the ferromagnetic Ising model on a square lattice. We have obtained a Hurst exponent with value 0.5 in high temperatures and that grows to 1, close to the temperature TD, that separates the chaotic and the frozen phases

Estudo de propriedades críticas em sistemas complexos: método de procura automática em sistemas tipo Ising e percolação de longo alcance

The new technique for automatic search of the order parameters and critical properties is applied to several well-know physical systems, testing the efficiency of such a procedure, in order to apply it for complex systems in general. The automatic-search method is combined with Monte Carlo simulations, which makes use of a given dynamical rule for the time evolution of the system. In the problems inves¬tigated, the Metropolis and Glauber dynamics produced essentially equivalent results. We present a brief introduction to critical phenomena and phase transitions. We describe the automatic-search method and discuss some previous works, where the method has been applied successfully. We apply the method for the ferromagnetic fsing model, computing the critical fron¬tiers and the magnetization exponent (3 for several geometric lattices. We also apply the method for the site-diluted ferromagnetic Ising model on a square lattice, computing its critical frontier, as well as the magnetization exponent f3 and the susceptibility exponent 7. We verify that the universality class of the system remains unchanged when the site dilution is introduced. We study the problem of long-range bond percolation in a diluted linear chain and discuss the non-extensivity questions inherent to long-range-interaction systems. Finally we present our conclusions and possible extensions of this work

Competição entre caminhantes aleatórios

Conselho Nacional de Desenvolvimento Científico e Tecnológico

Espectro das ondas de spin lineares e não-lineares em multicamadas magnéticas anisotrópicas

Conselho Nacional de Desenvolvimento Científico e Tecnológico

Representações espectrais de sistemas complexos: aplicações à síntese de superfícies brownianas fracionárias anisotrópicas, filtragem de sinais e identificação de correlações

In this thesis, we study the application of spectral representations to the solution of problems in seismic exploration, the synthesis of fractal surfaces and the identification of correlations between one-dimensional signals. We apply a new approach, called Wavelet Coherency, to the study of stratigraphic correlation in well log signals, as an attempt to identify layers from the same geological formation, showing that the representation in wavelet space, with introduction of scale domain, can facilitate the process of comparing patterns in geophysical signals. We have introduced a new model for the generation of anisotropic fractional brownian surfaces based on curvelet transform, a new multiscale tool which can be seen as a generalization of the wavelet transform to include the direction component in multidimensional spaces. We have tested our model with a modified version of the Directional Average Method (DAM) to evaluate the anisotropy of fractional brownian surfaces. We also used the directional behavior of the curvelets to attack an important problem in seismic exploration: the atenuation of the ground roll, present in seismograms as a result of surface Rayleigh waves. The techniques employed are effective, leading to sparse representation of the signals, and, consequently, to good resolutions

Estudos de modelos Estocásticos: processo de contato, séries aleatórias e processos difusivos

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

Processos difusivos generalizados

We investigate several diffusion equations which extend the usual one by considering the presence of nonlinear terms or a memory effect on the diffusive term. We also considered a spatial time dependent diffusion coefficient. For these equations we have obtained a new classes of solutions and studied the connection of them with the anomalous diffusion process. We start by considering a nonlinear diffusion equation with a spatial time dependent diffusion coefficient. The solutions obtained for this case generalize the usual one and can be expressed in terms of the q-exponential and q-logarithm functions present in the generalized thermostatistics context (Tsallis formalism). After, a nonlinear external force is considered. For this case the solutions can be also expressed in terms of the q-exponential and q-logarithm functions. However, by a suitable choice of the nonlinear external force, we may have an exponential behavior, suggesting a connection with standard thermostatistics. This fact reveals that these solutions may present an anomalous relaxation process and then, reach an equilibrium state of the kind Boltzmann- Gibbs. Next, we investigate a nonmarkovian linear diffusion equation that presents a kernel leading to the anomalous diffusive process. Particularly, our first choice leads to both a the usual behavior and anomalous behavior obtained through a fractionalderivative equation. The results obtained, within this context, correspond to a change in the waiting-time distribution for jumps in the formalism of random walks. These modifications had direct influence in the solutions, that turned out to be expressed in terms of the Mittag-Leffler or H of Fox functions. In this way, the second moment associated to these distributions led to an anomalous spread of the distribution, in contrast to the usual situation where one finds a linear increase with time

Contribuições ao estudo das redes complexas: modelo de qualidade

In this work we analyse the implications of using a power law distribution of vertice's quality in the growth dynamics of a network studied by Bianconi anel Barabási. In particular, we start studying the random networks which characterize or are related to some real situations, for instance the tide movement. In this context of complex networks, we investigate several real networks, as well as we define some important concepts in the network studies. Furthermore, we present the first scale-free network model, which was proposed by Barabási et al., and a modified model studied by Bianconi and Barabási, where now the preferential attachment incorporates the different ability (fitness) of the nodes to compete for links. At the end, our results, discussions and conclusions are presented

Não-extensividade em percolação por ligações de longo - alcance

A linear chain do not present phase transition at any finite temperature in a one dimensional system considering only first neighbors interaction. An example is the Ising ferromagnet in which his critical temperature lies at zero degree. Analogously, in percolation like disordered geometrical systems, the critical point is given by the critical probability equals to one. However, this situation can be drastically changed if we consider long-range bonds, replacing the probability distribution by a function like . In this kind of distribution the limit α → ∞ corresponds to the usual first neighbor bond case. In the other hand α = 0 corresponds to the well know "molecular field" situation. In this thesis we studied the behavior of Pc as a function of a to the bond percolation specially in d = 1. Our goal was to check a conjecture proposed by Tsallis in the context of his Generalized Statistics (a generalization to the Boltzmann-Gibbs statistics). By this conjecture, the scaling laws that depend with the size of the system N, vary in fact with the quantitie

Força muscular respiratória, qualidade de vida e modulação autonômica da frequência cardíaca na distrofia miotônica

Background: The myotonic dystrophy (MD) is a multisystem neuromuscular disease that can affect the respiratory muscles and heart function, and cause impairment in quality of life. Objectives: Investigate the changes in respiratory muscle strength, health-related quality of life (HRQoL) and autonomic modulation heart rate (HR) in patients with MD. Methods: Twenty-three patients performed assessment of pulmonary function, sniff nasal inspiratory pressure (SNIP), the maximal inspiratory (MIP) and expiratory (MEP) pressure, and of HRQoL (SF-36 questionnaire). Of these patients, 17 underwent assessment of heart rate variability (HRV) at rest, in the supine and seated positions. Results: The values of respiratory muscle strength were 64, 70 and 80% of predicted for MEP, MIP, and SNIP, respectively. Significant differences were found in the SF-36 domains of physical functioning (58.7 ± 31,4 vs. 84.5 ± 23, p<0.01) and physical problems (43.4 ± 35.2 vs. 81.2 ± 34, p<0.001) when patients were compared with the reference values. Single linear regression analysis demonstrated that MIP explains 29% of the variance in physical functioning, 18% of physical problems and 20% of vitality. The HRV showed that from supine position to seated, HF decreased (0.43 x 0.30), and LF (0.57 x 0.70) and the LF/HF ratio (1.28 x 2.22) increased (p< 0.05). Compared to healthy persons, LF was lower in both male patients (2.68 x 2.99) and women (2.31 x 2.79) (p< 0.05). LF / HF ratio and LF were higher in men (5.52 x 1.5 and 0.8 x 0.6, p <0.05) and AF in women (0.43 x 0.21) (p< 0.05). There was positive correlation between the time of diagnosis and LF / HF ratio (r = 0.7, p <0.01). Conclusions: The expiratory muscle strength was reduced. The HRQoL was more impaired on the physical aspects and partly influenced by changes in inspiratory muscle strength. The HRV showed that may be sympathetic dysfunction in autonomic modulation of HR, although with normal adjustment of autonomic modulation during the change of posture. The parasympathetic modulation is higher in female patients and sympathetic tends to increase in patients with longer diagnosis