Análise comparativa de diferentes configurações de poços no processo de combustão in-situ

With an increasing number of mature fields, heavy oil recovery has performed one of the great challenges of the oil industry. The Brazilian Northeast, for example, has numerous heavy oil reservoirs are explored with the use of thermal methods. Among the types of methods used for heavy oil, there is the method of in-situ combustion, a technique in which heat is produced within the container, unlike the injection of heated fluid when the heat is generated at the surface and transported to the reservoir. In this type of process, it is common to use vertical wells as injectors and producers. However, methods which use horizontal wells like oil producers are increasingly studied because of greater contact area between the formation and combustion front. Thus, the main objective of this work was to study the different configurations of wells (CIS THAITM and CAGD) in the process of in-situ combustion in oil recovery using a semi-synthetic tank with Brazilian Northeast features. The method "toe-to-heel air injection" (THAITM) is a process of enhanced oil recovery, which is the integration of in-situ combustion with technological advances in drilling horizontal wells. This method uses horizontal wells such as oil producers, keeping vertical injection wells for injecting air. The oil drain process by differential gravitational assisted with combustion (CAGD) is an integrated, in this configuration the horizontal injector well is drilled at the top formation with a horizontal production well in the lower section. The simulations were performed in a commercial program of thermal processes, called "STARS" (Steam, Thermal, and Advanced Processes Reservoir Simulator), the company CMG (Computer Modelling Group). An analysis of the air flow injection was performed and it was found that each method had a maximum injection to the base model, a show that through this air injection limit was reduced cumulative production of oil. Analyses of operating parameters were used: injection flow, configuration and completion of wells. In the sensitivity analysis we found that the air injection flow showed greater influence on THAI method, since the CIS method the completion of the wells was the most influential parameter and CAGD configuration wells showed the greatest influence in the recovered fraction. The economic results have shown that the best case obtained in CAGD method because, despite having higher initial cost showed the best financial return compared to the best cases the CIS and THAI.

Análise comparativa de diferentes configurações de poços no processo de combustão in-situ

With an increasing number of mature fields, heavy oil recovery has performed one of the great challenges of the oil industry. The Brazilian Northeast, for example, has numerous heavy oil reservoirs are explored with the use of thermal methods. Among the types of methods used for heavy oil, there is the method of in-situ combustion, a technique in which heat is produced within the container, unlike the injection of heated fluid when the heat is generated at the surface and transported to the reservoir. In this type of process, it is common to use vertical wells as injectors and producers. However, methods which use horizontal wells like oil producers are increasingly studied because of greater contact area between the formation and combustion front. Thus, the main objective of this work was to study the different configurations of wells (CIS THAITM and CAGD) in the process of in-situ combustion in oil recovery using a semi-synthetic tank with Brazilian Northeast features. The method "toe-to-heel air injection" (THAITM) is a process of enhanced oil recovery, which is the integration of in-situ combustion with technological advances in drilling horizontal wells. This method uses horizontal wells such as oil producers, keeping vertical injection wells for injecting air. The oil drain process by differential gravitational assisted with combustion (CAGD) is an integrated, in this configuration the horizontal injector well is drilled at the top formation with a horizontal production well in the lower section. The simulations were performed in a commercial program of thermal processes, called "STARS" (Steam, Thermal, and Advanced Processes Reservoir Simulator), the company CMG (Computer Modelling Group). An analysis of the air flow injection was performed and it was found that each method had a maximum injection to the base model, a show that through this air injection limit was reduced cumulative production of oil. Analyses of operating parameters were used: injection flow, configuration and completion of wells. In the sensitivity analysis we found that the air injection flow showed greater influence on THAI method, since the CIS method the completion of the wells was the most influential parameter and CAGD configuration wells showed the greatest influence in the recovered fraction. The economic results have shown that the best case obtained in CAGD method because, despite having higher initial cost showed the best financial return compared to the best cases the CIS and THAI.

Aditivação de pastas geopoliméricas com tetraborato de sódio e látex não iônico para cimentação de Poços de Petróleo

The development of activities in the oil and gas sector has been promoting the search for materials more adequate to oilwell cementing operation. In the state of Rio Grande do Norte, the cement sheath integrity tend to fail during steam injection operation which is necessary to increase oil recovery in reservoir with heavy oil. Geopolymer is a material that can be used as alternative cement. It has been used in manufacturing of fireproof compounds, construction of structures and for controlling of toxic or radioactive waste. Latex is widely used in Portland cement slurries and its characteristic is the increase of compressive strength of cement slurries. Sodium Tetraborate is used in dental cement as a retarder. The addition of this additive aim to improve the geopolymeric slurries properties for oilwell cementing operation. The slurries studied are constituted of metakaolinite, potassium silicate, potassium hydroxide, non-ionic latex and sodium tetraborate. The properties evaluated were: viscosity, compressive strength, thickening time, density, fluid loss control, at ambient temperature (27 ºC) and at cement specification temperature. The tests were carried out in accordance to the practical recommendations of the norm API RP 10B. The slurries with sodium tetraborate did not change either their rheological properties or their mechanical properties or their density in relation the slurry with no additive. The increase of the concentration of sodium tetraborate increased the water loss at both temperatures studied. The best result obtained with the addition of sodium tetraborate was thickening time, which was tripled. The addition of latex in the slurries studied diminished their rheological properties and their density, however, at ambient temperature, it increased their compressive strength and it functioned as an accelerator. The increase of latex concentration increased the presence of water and then diminished the density of the slurries and increased the water loss. From the results obtained, it was concluded that sodium tetraborate and non-ionic latex are promising additives for geopolymer slurries to be used in oilwell cementing operation

Análise da recuperação em reservatório de gás com baixa permeabilidade (TIGHT GAS) através do fraturamento hidráulico

With the increasing of energetic consumption in the worldwile, conventional reservoirs, known by their easy exploration and exploitation, are not being enough to satisfy this demand, what has made necessary exploring unconventional reservoirs. This kind of exploration demands developing more advanced technologies to make possible to exploit those hydrocarbons. Tight gas is an example of this kind of unconventional reservoir. It refers to sandstone fields with low porosity, around 8%, and permeabilities between 0.1 and 0.0001 mD, which accumulates considerable amounts of natural gas. That natural gas can only be extracted by applying hydraulic fracturing, aiming at stimulating the reservoir, by creating a preferential way through the reservoir to the well, changing and making easier the flow of fluids, thus increasing the productivity of those reservoirs. Therefore, the objective of this thesis is analyzing the recovery factor of a reservoir by applying hydraulic fracturing. All the studies were performed through simulations using the IMEX software, by CMG (Computer Modelling Group), in it 2012.10 version

Modeling and Forecasting Implied Volatility: Implications for Trading, Pricing, and Risk Management

Modeling and forecasting of implied volatility (IV) is important to both practitioners and academics, especially in trading, pricing, hedging, and risk management activities, all of which require an accurate volatility. However, it has become challenging since the 1987 stock market crash, as implied volatilities (IVs) recovered from stock index options present two patterns: volatility smirk(skew) and volatility term-structure, if the two are examined at the same time, presents a rich implied volatility surface (IVS). This implies that the assumptions behind the Black-Scholes (1973) model do not hold empirically, as asset prices are mostly influenced by many underlying risk factors. This thesis, consists of four essays, is modeling and forecasting implied volatility in the presence of options markets’ empirical regularities. The first essay is modeling the dynamics IVS, it extends the Dumas, Fleming and Whaley (DFW) (1998) framework; for instance, using moneyness in the implied forward price and OTM put-call options on the FTSE100 index, a nonlinear optimization is used to estimate different models and thereby produce rich, smooth IVSs. Here, the constant-volatility model fails to explain the variations in the rich IVS. Next, it is found that three factors can explain about 69-88% of the variance in the IVS. Of this, on average, 56% is explained by the level factor, 15% by the term-structure factor, and the additional 7% by the jump-fear factor. The second essay proposes a quantile regression model for modeling contemporaneous asymmetric return-volatility relationship, which is the generalization of Hibbert et al. (2008) model. The results show strong negative asymmetric return-volatility relationship at various quantiles of IV distributions, it is monotonically increasing when moving from the median quantile to the uppermost quantile (i.e., 95%); therefore, OLS underestimates this relationship at upper quantiles. Additionally, the asymmetric relationship is more pronounced with the smirk (skew) adjusted volatility index measure in comparison to the old volatility index measure. Nonetheless, the volatility indices are ranked in terms of asymmetric volatility as follows: VIX, VSTOXX, VDAX, and VXN. The third essay examines the information content of the new-VDAX volatility index to forecast daily Value-at-Risk (VaR) estimates and compares its VaR forecasts with the forecasts of the Filtered Historical Simulation and RiskMetrics. All daily VaR models are then backtested from 1992-2009 using unconditional, independence, conditional coverage, and quadratic-score tests. It is found that the VDAX subsumes almost all information required for the volatility of daily VaR forecasts for a portfolio of the DAX30 index; implied-VaR models outperform all other VaR models. The fourth essay models the risk factors driving the swaption IVs. It is found that three factors can explain 94-97% of the variation in each of the EUR, USD, and GBP swaption IVs. There are significant linkages across factors, and bi-directional causality is at work between the factors implied by EUR and USD swaption IVs. Furthermore, the factors implied by EUR and USD IVs respond to each others’ shocks; however, surprisingly, GBP does not affect them. Second, the string market model calibration results show it can efficiently reproduce (or forecast) the volatility surface for each of the swaptions markets.

Crack stability in edge-notched clamped beam specimens: modeling and experiments

Stability of a fracture toughness testing geometry is important to determine the crack trajectory and R-curve behavior of the specimen. Few configurations provide for inherent geometric stability, especially when the specimen being tested is brittle. We propose a new geometrical construction called the single edge notched clamped bend specimen (SENCB), a modified form of three point bending, yielding stable cracking under load control. It is shown to be particularly suitable for small-scale structures which cannot be made free-standing, (e.g., thin films, coatings). The SENCB is elastically clamped at the two ends to its parent material. A notch is inserted at the bottom center and loaded in bending, to fracture. Numerical simulations are carried out through extended finite element method to derive the geometrical factor f(a/W) and for different beam dimensions. Experimental corroborations of the FEM results are carried out on both micro-scale and macro-scale brittle specimens. A plot of vs a/W, is shown to rise initially and fall off, beyond a critical a/W ratio. The difference between conventional SENB and SENCB is highlighted in terms of and FEM simulated stress contours across the beam cross-section. The `s of bulk NiAl and Si determined experimentally are shown to match closely with literature values. Crack stability and R-curve effect is demonstrated in a PtNiAl bond coat sample and compared with predicted crack trajectories from the simulations. The stability of SENCB is shown for a critical range of a/W ratios, proving that it can be used to get controlled crack growth even in brittle samples under load control.

Effect of Rock Mass Structure and Block Size on the Slope Stability-Physical Modeling and Discrete Element Simulation

This paper studies the stability of jointed rock slopes by using our improved three-dimensional discrete element methods (DEM) and physical modeling. Results show that the DEM can simulate all failure modes of rock slopes with different joint configurations. The stress in each rock block is not homogeneous and blocks rotate in failure development. Failure modes depend on the configuration of joints. Toppling failure is observed for the slope with straight joints and sliding failure is observed for the slope with staged joints. The DEM results are also compared with those of limit equilibrium method (LEM). Without considering the joints in rock masses, the LEM predicts much higher factor of safety than physical modeling and DEM. The failure mode and factor of safety predicted by the DEM are in good agreement with laboratory tests for any jointed rock slope.

Parton energy loss in heavy-ion collisions via direct-photon and charged-particle azimuthal correlations

Charged-particle spectra associated with direct photon (gamma(dir)) and pi(0) are measured in p + p and Au + Au collisions at center-of-mass energy root(S)(NN) = 200 GeV with the STAR detector at the Relativistic Heavy Ion Collider. A shower-shape analysis is used to partially discriminate between gamma(dir) and pi(0). Assuming no associated charged particles in the gamma(dir) direction ( near side) and small contribution from fragmentation photons (gamma(frag)), the associated charged-particle yields opposite to gamma(dir) (away side) are extracted. In central Au + Au collisions, the charged-particle yields at midrapidity (vertical bar eta vertical bar < 1) and high transverse momentum (3 < (assoc)(PT) < 16 GeV/c) associated with gamma(dir) and pi(0) (vertical bar eta vertical bar < 0.9, 8 < (trig)(PT) < 16 GeV/c) are suppressed by a factor of 3-5 compared with p + p collisions. The observed suppression of the associated charged particles is similar for gamma(dir) and pi(0) and independent of the gamma(dir) energy within uncertainties. These measurements indicate that, in the kinematic range covered and within our current experimental uncertainties, the parton energy loss shows no sensitivity to the parton initial energy, path length, or color charge.

Modeling and optimization for separation of ionic solutes in pressurized flow capillary electrochromatography

By manipulation of applied pressure or voltage, pressurized flow capillary electrochromatography (P-CEC) permits unique control of selectivity for ionic solutes. A simple mathematical model has been developed to describe the quantitative relationship between the electrochromatographic retention factor (k(*)) of charged solutes and the applied voltage and pressure. The validity of the model was verified experimentally with hydrophilic interaction mode CEC (HI-CEC). On the basis of the model developed, it was found that the value of k(*) could be predicted accurately using only a limited number of data points from the initial experiments at different voltages or pressures. Correlation between the experimentally measured and calculated k(*) was excellent, with a correlation coefficient greater than 0.999. Optimization for the separation of peptides by P-CEC was also performed successfully on the basis of the proposed model.

Atomistic-continuum modeling of ultrafast laser-induced melting of silicon targets

In this work, we present an atomistic-continuum model for simulations of ultrafast laser-induced melting processes in semiconductors on the example of silicon. The kinetics of transient non-equilibrium phase transition mechanisms is addressed with MD method on the atomic level, whereas the laser light absorption, strong generated electron-phonon nonequilibrium, fast heat conduction, and photo-excited free carrier diffusion are accounted for with a continuum TTM-like model (called nTTM). First, we independently consider the applications of nTTM and MD for the description of silicon, and then construct the combined MD-nTTM model. Its development and thorough testing is followed by a comprehensive computational study of fast nonequilibrium processes induced in silicon by an ultrashort laser irradiation. The new model allowed to investigate the effect of laser-induced pressure and temperature of the lattice on the melting kinetics. Two competing melting mechanisms, heterogeneous and homogeneous, were identified in our big-scale simulations. Apart from the classical heterogeneous melting mechanism, the nucleation of the liquid phase homogeneously inside the material significantly contributes to the melting process. The simulations showed, that due to the open diamond structure of the crystal, the laser-generated internal compressive stresses reduce the crystal stability against the homogeneous melting. Consequently, the latter can take a massive character within several picoseconds upon the laser heating. Due to the large negative volume of melting of silicon, the material contracts upon the phase transition, relaxes the compressive stresses, and the subsequent melting proceeds heterogeneously until the excess of thermal energy is consumed. A series of simulations for a range of absorbed fluences allowed us to find the threshold fluence value at which homogeneous liquid nucleation starts contributing to the classical heterogeneous propagation of the solid-liquid interface. A series of simulations for a range of the material thicknesses showed that the sample width we chosen in our simulations (800 nm) corresponds to a thick sample. Additionally, in order to support the main conclusions, the results were verified for a different interatomic potential. Possible improvements of the model to account for nonthermal effects are discussed and certain restrictions on the suitable interatomic potentials are found. As a first step towards the inclusion of these effects into MD-nTTM, we performed nanometer-scale MD simulations with a new interatomic potential, designed to reproduce ab initio calculations at the laser-induced electronic temperature of 18946 K. The simulations demonstrated that, similarly to thermal melting, nonthermal phase transition occurs through nucleation. A series of simulations showed that higher (lower) initial pressure reinforces (hinders) the creation and the growth of nonthermal liquid nuclei. For the example of Si, the laser melting kinetics of semiconductors was found to be noticeably different from that of metals with a face-centered cubic crystal structure. The results of this study, therefore, have important implications for interpretation of experimental data on the kinetics of melting process of semiconductors.

Estado situacional de los modelos basados en agentes y su impacto en la investigación organizacional

En un mundo hiperconectado, dinámico y cargado de incertidumbre como el actual, los métodos y modelos analíticos convencionales están mostrando sus limitaciones. Las organizaciones requieren, por tanto, herramientas útiles que empleen tecnología de información y modelos de simulación computacional como mecanismos para la toma de decisiones y la resolución de problemas. Una de las más recientes, potentes y prometedoras es el modelamiento y la simulación basados en agentes (MSBA). Muchas organizaciones, incluidas empresas consultoras, emplean esta técnica para comprender fenómenos, hacer evaluación de estrategias y resolver problemas de diversa índole. Pese a ello, no existe (hasta donde conocemos) un estado situacional acerca del MSBA y su aplicación a la investigación organizacional. Cabe anotar, además, que por su novedad no es un tema suficientemente difundido y trabajado en Latinoamérica. En consecuencia, este proyecto pretende elaborar un estado situacional sobre el MSBA y su impacto sobre la investigación organizacional.

Caracterización de la cultura organizacional y lineamientos de intervención para la implementación de procesos de cambio en las organizaciones. Caso empresa sector financiero

El presente Trabajo de Grado busca caracterizar la cultura organizacional de una empresa del sector Financiero en Colombia y realizar orientaciones de acciones para el cambio organizacional de acuerdo con la estrategia de perdurabilidad establecida por la Alta Dirección de dicha empresa. Para este fin, se realiza una cuidadosa revisión y actualización del estado del arte de los conceptos clave ¨Cultura Organizacional¨ y ¨Cambio Organizacional¨. Es de resaltar que para el primero de ellos, se toma como punto de partida el estado del arte sobre Cultura Organizacional realizado por el profesor Carlos Eduardo Méndez Álvarez y cuyo marco temporal abarca desde los orígenes del concepto en el siglo XIX hasta el año 2006. Asimismo, luego de una cuidadosa revisión de los Modelos de Cambio Organizacional existentes y de la realidad de la empresa objeto de estudio, se adopta el Modelo ADKAR que consta de cinco fases: Conciencia del Cambio, Deseo, Conocimiento, Capacidad – Habilidad y Refuerzo. Asimismo, a partir de la construcción de un fundamento teórico sólido y a través de la aplicación de la metodología para describir la Cultura Organizacional en Colombia MEDECO se busca una aproximación a la Cultura Organizacional de la empresa objeto de estudio con el fin de describir e identificar los rasgos predominantes de su cultura organizacional y entregar una propuesta final con los rasgos necesarios que alientan la consecución exitosa de los procesos de cambio.

Efficient 3D scene modeling and mosaicing

El modelat d'escenes és clau en un gran ventall d'aplicacions que van des de la generació mapes fins a la realitat augmentada. Aquesta tesis presenta una solució completa per a la creació de models 3D amb textura. En primer lloc es presenta un mètode de Structure from Motion seqüencial, a on el model 3D de l'entorn s'actualitza a mesura que s'adquireix nova informació visual. La proposta és més precisa i robusta que l'estat de l'art. També s'ha desenvolupat un mètode online, basat en visual bag-of-words, per a la detecció eficient de llaços. Essent una tècnica completament seqüencial i automàtica, permet la reducció de deriva, millorant la navegació i construcció de mapes. Per tal de construir mapes en àrees extenses, es proposa un algorisme de simplificació de models 3D, orientat a aplicacions online. L'eficiència de les propostes s'ha comparat amb altres mètodes utilitzant diversos conjunts de dades submarines i terrestres.