981 resultados para stochastic differentia equations
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Chinese Acad Sci, ISCAS Lab Internet Software Technologies
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A new approach is proposed to simulate splash erosion on local soil surfaces. Without the effect of wind and other raindrops, the impact of free-falling raindrops was considered as an independent event from the stochastic viewpoint. The erosivity of a single raindrop depending on its kinetic energy was computed by an empirical relationship in which the kinetic energy was expressed as a power function of the equivalent diameter of the raindrop. An empirical linear function combining the kinetic energy and soil shear strength was used to estimate the impacted amount of soil particles by a single raindrop. Considering an ideal local soil surface with size of I m x I m, the expected number of received free-failing raindrops with different diameters per unit time was described by the combination of the raindrop size distribution function and the terminal velocity of raindrops. The total splash amount was seen as the sum of the impact amount by all raindrops in the rainfall event. The total splash amount per unit time was subdivided into three different components, including net splash amount, single impact amount and re-detachment amount. The re-detachment amount was obtained by a spatial geometric probability derived using the Poisson function in which overlapped impacted areas were considered. The net splash amount was defined as the mass of soil particles collected outside the splash dish. It was estimated by another spatial geometric probability in which the average splashed distance related to the median grain size of soil and effects of other impacted soil particles and other free-falling raindrops were considered. Splash experiments in artificial rainfall were carried out to validate the availability and accuracy of the model. Our simulated results suggested that the net splash amount and re-detachment amount were small parts of the total splash amount. Their proportions were 0.15% and 2.6%, respectively. The comparison of simulated data with measured data showed that this model could be applied to simulate the soil-splash process successfully and needed information of the rainfall intensity and original soil properties including initial bulk intensity, water content, median grain size and some empirical constants related to the soil surface shear strength, the raindrop size distribution function and the average splashed distance. Copyright (c) 2007 John Wiley & Sons, Ltd.
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We uncovered the underlying energy landscape of the mitogen-activated protein kinases signal transduction cellular network by exploring the statistical natures of the Brownian dynamical trajectories. We introduce a dimensionless quantity: The robustness ratio of energy gap versus local roughness to measure the global topography of the underlying landscape. A high robustness ratio implies funneled landscape. The landscape is quite robust against environmental fluctuations and variants of the intrinsic chemical reaction rates.
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A series of narrow molecular weight distribution fractions of phenolphthalein polyarylether sulfone(PES-C) had been prepared, The <(M) over bar (w)> of these fractions were determined by conventional light scattering method. The [eta] and the Huggins slope constant k' in DMF, CHCl3 and 1,2-dichloroethane were also determined. The Huggins constants are greater than 0.5 in all of these solvents showing a special solubility behavior. The Mark-Houwink equations of PES-C in these solvents at 25 degrees C are [eta] = 2.79 x 10(-2) <(M) over bar (0.615)(w)> (DMF); [eta] = 3.96 x 10(-2) <(M) over bar (0.58)(w)> (CHCl3); [eta] = 7.40 x 10(-2) <(M) over bar (0.52)(w)> (CH2ClCH2Cl).
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Interfacial waves propagating along the interface between a three-dimensional two-fluid system with a rigid upper boundary and an uneven bottom are considered. There is a light fluid layer overlying a heavier one in the system, and a small density difference exists between the two layers. A set of higher-order Boussinesq-type equations in terms of the depth-averaged velocities accounting for stronger nonlinearity are derived. When the small parameter measuring frequency dispersion keeping up to lower-order and full nonlinearity are considered, the equations include the Choi and Camassa's results (1999). The enhanced equations in terms of the depth-averaged velocities are obtained by applying the enhancement technique introduced by Madsen et al. (1991) and Schaffer and Madsen (1995a). It is noted that the equations derived from the present study include, as special cases, those obtained by Madsen and Schaffer (1998). By comparison with the dispersion relation of the linear Stokes waves, we found that the dispersion relation is more improved than Choi and Camassa's (1999) results, and the applicable scope of water depth is deeper.
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为了确定装配系统中的缓冲区容量,在建立缓冲区状态数学模型的基础上,根据随机过程的原理,提出了缓冲区被充满概率和缓冲区容量之间的函数关系。以缓冲区被充满概率最小化为目标,确定合理的缓冲区容量。最后给出一种递进算法,通过回归方程计算缓冲区对装配工位生产率的影响,逐步求出由多个工位组成的整个装配系统各个工位之间的缓冲区容量。
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After systemic investigation of the techniques,route lines and mechanisms about the remaining oil,the dynamic migration and congregation behavior of the remaining oil are discussed on base of interaction between flowing and enriching of water and oil.After the micro-scope modeling of the fluid flow in porous media and the changes in petrol-physical properties of the flowing system, the characters of fluid fields and the dynamic distribution of oil are discussed, among which the preference-flowing is focused on. Based on the preference-flowing in porous media, the concept of the preference-flowing channels is developed. According to above, heterogeneous distribution of water and oil in the field and dynamic mechanism of remaining oil are all obvious. media can be divided into three kinds, directional, stochastic, arbitrary porous media. The main research results are as following: 1. Treating the characteristic parameters such as permeability, porosity and wettability as regional parameter, the fluid field with high water-cut has been established by geostatistical method, among which the difference of flowing pores and the changes of its petrol-physical properties during flooding are studied. 2. The flow process of water and oil are recurrent in physical simulation experiments, in which the mechanisms and phenomena are caught and analyzed. Fluid flow mechanics in porous media with preference-flowing channels have been studied. 3. The mutual coupling between water and oil is induced and the mathematical evolution equations including this interaction were built. . 4. Through coupling effect between flowing water and oil, the dynamic migration and congregation behavior of remaining oil depend upon this coupling. 5. Coupling between water and oil act as driving force and trapping force for the remaining oil. The coupling model of thesis has been verified by simplified the numerical model and compared results with Ng35 oil reservoir in Gudao oil field, it has important theoretical and application values for improving precision of remaining oil and production performance prediction, and is a new method for studying the mechanics of remaining oil in channeled porous media has been established. Key words:flow field,high water-cut,coupling,dominant flow in porous media,remaining oil
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The dynamic prediction of complex reservoir development is one of the important research contents of dynamic analysis of oil and gas development. With the increase development of time, the permeabilities and porosities of reservoirs and the permeability of block reservoir at its boundaries are dynamically changing. How to track the dynamic change of permeability and porosity and make certain the permeability of block reservoir at its boundary is an important practical problem. To study developing dynamic prediction of complex reservoir, the key problem of research of dynamic prediction of complex reservoir development is realizing inversion of permeability and porosity. To realize the inversion, first of all, the fast forward and inverse method of 3-dimension reservoir simulation must be studied. Although the inversion has been widely applied to exploration and logging, it has not been applied to3-dimension reservoir simulation. Therefore, the study of fast forward and inverse method of 3-dimension reservoir simulation is a cutting-edge problem, takes on important realistic signification and application value. In this dissertation, 2-dimension and 3-dimension fluid equations in porous media are discretized by finite difference, obtaining finite difference equations to meet the inner boundary conditions by Peaceman's equations, giving successive over relaxation iteration of 3-dimension fluid equations in porous media and the dimensional analysis. Several equation-solving methods are compared in common use, analyzing its convergence and convergence rate. The alternating direction implicit procedure of 2-dimension has been turned into successive over relaxation iteration of alternating direction implicit procedure of 3-dimension fluid equations in porous media, which possesses the virtues of fast computing speed, needing small memory of computer, good adaptability for heterogeneous media and fast convergence rate. The geological model of channel-sandy reservoir has been generated with the help of stochastic simulation technique, whose cross sections of channel-sandy reservoir are parabolic shapes. This method makes the hard data commendably meet, very suit for geological modeling of containing complex boundary surface reservoir. To verify reliability of the method, theoretical solution and numerical solution are compared by simplifying model of 3-dimension fluid equations in porous media, whose results show that the only difference of the two pressure curves is that the numerical solution is lower than theoretical at the wellbore in the same space. It proves that using finite difference to solve fluid equations in porous media is reliable. As numerical examples of 3-dimension heterogeneous reservoir of the single-well and multi-well, the pressure distributions have been computed respectively, which show the pressure distributions there are clearly difference as difference of the permeabilities is greater than one order of magnitude, otherwise there are no clearly difference. As application, the pressure distribution of the channel-sandy reservoir have been computed, which indicates that the space distribution of pressure strongly relies on the direction of permeability, and is sensitive for space distributions of permeability. In this dissertation, the Peaceman's equations have been modified into solving vertical well problem and horizontal well problem simultaneously. In porous media, a 3D layer reservoir in which contain vertical wells and horizontal wells has been calculated with iteration. For channel-sandy reservoir in which there are also vertical wells and horizontal wells, a 3D transient heterogeneous fluid equation has been discretized. As an example, the space distribution of pressure has been calculated with iteration. The results of examples are accord with the fact, which shows the modification of Peaceman's equation is correct. The problem has been solved in the space where there are vertical and horizontal wells. In the dissertation, the nonuniform grid permeability integration equation upscaling method, the nonuniform grid 2D flow rate upscaling method and the nonuniform grid 3D flow rate upscaling method have been studied respectively. In those methods, they enhance computing speed greatly, but the computing speed of 3D flow rate upscaling method is faster than that of 2D flow rate upscaling method, and the precision of 3D flow rate upscaling method is better than that of 2D flow rate upscaling method. The results also show that the solutions of upscaling method are very approximating to that of fine grid blocks. In this paper, 4 methods of fast adaptive nonuniform grid upscaling method of 3D fluid equations in porous media have been put forward, and applied to calculate 3D heterogeneous reservoir and channel-sandy reservoir, whose computing results show that the solutions of nonuniform adaptive upscaling method of 3D heterogeneous fluid equations in porous media are very approximating to that of fine grid blocks in the regions the permeability or porosity being abnormity and very approximating to that of coarsen grid blocks in the other region, however, the computing speed of adaptive upscaling method is 100 times faster than that of fine grid block method. The formula of sensitivity coefficients are derived from initial boundary value problems of fluid equations in porous media by Green's reciprocity principle. The sensitivity coefficients of wellbore pressure to permeability parameters are given by Peaceman's equation and calculated by means of numerical calculation method of 3D transient anisotropic fluid equation in porous media and verified by direct method. The computing results are in excellent agreement with those obtained by the direct method, which shows feasibility of the method. In the dissertation, the calculating examples are also given for 3D reservoir, channel-sandy reservoir and 3D multi-well reservoir, whose numerical results indicate: around the well hole, the value of the sensitivity coefficients of permeability is very large, the value of the sensitivity coefficients of porosity is very large too, but the sensitivity coefficients of porosity is much less than the sensitivity coefficients of permeability, so that the effect of the sensitivity coefficients of permeability for inversion of reservoir parameters is much greater than that of the sensitivity coefficients of porosity. Because computing the sensitivity coefficients needs to call twice the program of reservoir simulation in one iteration, realizing inversion of reservoir parameters must be sustained by the fast forward method. Using the sensitivity coefficients of permeability and porosity, conditioned on observed valley erosion thickness in wells (hard data), the inversion of the permeabilities and porosities in the homogeneous reservoir, homogeneous reservoir only along the certain direction and block reservoir are implemented by Gauss-Newton method or conjugate gradient method respectively. The results of our examples are very approximating to the real data of permeability and porosity, but the convergence rate of conjugate gradient method is much faster than that of Gauss-Newton method.
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This project investigates the computational representation of differentiable manifolds, with the primary goal of solving partial differential equations using multiple coordinate systems on general n- dimensional spaces. In the process, this abstraction is used to perform accurate integrations of ordinary differential equations using multiple coordinate systems. In the case of linear partial differential equations, however, unexpected difficulties arise even with the simplest equations.
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This paper explores automating the qualitative analysis of physical systems. It describes a program, called PLR, that takes parameterized ordinary differential equations as input and produces a qualitative description of the solutions for all initial values. PLR approximates intractable nonlinear systems with piecewise linear ones, analyzes the approximations, and draws conclusions about the original systems. It chooses approximations that are accurate enough to reproduce the essential properties of their nonlinear prototypes, yet simple enough to be analyzed completely and efficiently. It derives additional properties, such as boundedness or periodicity, by theoretical methods. I demonstrate PLR on several common nonlinear systems and on published examples from mechanical engineering.
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The vehicle navigation problem studied in Bell (2009) is revisited and a time-dependent reverse Hyperstar algorithm is presented. This minimises the expected time of arrival at the destination, and all intermediate nodes, where expectation is based on a pessimistic (or risk-averse) view of unknown link delays. This may also be regarded as a hyperpath version of the Chabini and Lan (2002) algorithm, which itself is a time-dependent A* algorithm. Links are assigned undelayed travel times and maximum delays, both of which are potentially functions of the time of arrival at the respective link. The driver seeks probabilities for link use that minimise his/her maximum exposure to delay on the approach to each node, leading to the determination of the pessimistic expected time of arrival. Since the context considered is vehicle navigation where the driver is not making repeated trips, the probability of link use may be interpreted as a measure of link attractiveness, so a link with a zero probability of use is unattractive while a link with a probability of use equal to one will have no attractive alternatives. A solution algorithm is presented and proven to solve the problem provided the node potentials are feasible and a FIFO condition applies for undelayed link travel times. The paper concludes with a numerical example.
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Plakhov, A.Y.; Cruz, P., (2004) 'A stochastic approximation algorithm with step size adaptation', Journal of Mathematical Science 120(1) pp.964-973 RAE2008
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A method for reconstruction of 3D polygonal models from multiple views is presented. The method uses sampling techniques to construct a texture-mapped semi-regular polygonal mesh of the object in question. Given a set of views and segmentation of the object in each view, constructive solid geometry is used to build a visual hull from silhouette prisms. The resulting polygonal mesh is simplified and subdivided to produce a semi-regular mesh. Regions of model fit inaccuracy are found by projecting the reference images onto the mesh from different views. The resulting error images for each view are used to compute a probability density function, and several points are sampled from it. Along the epipolar lines corresponding to these sampled points, photometric consistency is evaluated. The mesh surface is then pulled towards the regions of higher photometric consistency using free-form deformations. This sampling-based approach produces a photometrically consistent solution in much less time than possible with previous multi-view algorithms given arbitrary camera placement.
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An iterative method for reconstructing a 3D polygonal mesh and color texture map from multiple views of an object is presented. In each iteration, the method first estimates a texture map given the current shape estimate. The texture map and its associated residual error image are obtained via maximum a posteriori estimation and reprojection of the multiple views into texture space. Next, the surface shape is adjusted to minimize residual error in texture space. The surface is deformed towards a photometrically-consistent solution via a series of 1D epipolar searches at randomly selected surface points. The texture space formulation has improved computational complexity over standard image-based error approaches, and allows computation of the reprojection error and uncertainty for any point on the surface. Moreover, shape adjustments can be constrained such that the recovered model's silhouette matches those of the input images. Experiments with real world imagery demonstrate the validity of the approach.
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A novel method that combines shape-based object recognition and image segmentation is proposed for shape retrieval from images. Given a shape prior represented in a multi-scale curvature form, the proposed method identifies the target objects in images by grouping oversegmented image regions. The problem is formulated in a unified probabilistic framework and solved by a stochastic Markov Chain Monte Carlo (MCMC) mechanism. By this means, object segmentation and recognition are accomplished simultaneously. Within each sampling move during the simulation process,probabilistic region grouping operations are influenced by both the image information and the shape similarity constraint. The latter constraint is measured by a partial shape matching process. A generalized parallel algorithm by Barbu and Zhu,combined with a large sampling jump and other implementation improvements, greatly speeds up the overall stochastic process. The proposed method supports the segmentation and recognition of multiple occluded objects in images. Experimental results are provided for both synthetic and real images.