Estudo dos métodos de solução da equação de Fokker-Planck linear e não linear

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Tomografia eletromagnética para caracterização de reservatórios de hidrocarbonetos

Na produção de petróleo é importante o monitoramento dos parâmetros do reservatório (permeabilidade, porosidade, saturação, pressão, etc) para o seu posterior gerenciamento. A variação dos parâmetros dinâmicos do reservatório induz variações na dinâmica do fluxo no reservatório, como por exemplo, perdas na pressão, dificultando o processo de extração do óleo. A injeção de fluidos aumenta a energia interna do reservatório e incrementa a pressão, estimulando o movimento do óleo em direção aos poços de extração. A tomografia eletromagnética poço-a-poço pode se tomar em uma técnica bastante eficaz no monitoramento dos processos de injeção, considerando-se o fato de ser altamente detectável a percolação de fluidos condutivos através das rochas. Esta tese apresenta o resultado de um algoritmo de tomografia eletromagnética bastante eficaz aplicado a dados sintéticos. O esquema de imageamento assume uma simetria cilíndrica em torno de uma fonte constituída por um dipolo magnético. Durante o processo de imageamento foram usados 21 transmissores e 21 receptores distribuídos em dois poços distanciados de 100 metros. O problema direto foi resolvido pelo método dos elementos finitos aplicado à equação de Helmhotz do campo elétrico secundário. O algoritmo resultante é válido para qualquer situação, não estando sujeito às restrições impostas aos algoritmos baseados nas aproximações de Born e Rytov. Por isso, pode ser aplicado eficientemente em qualquer situação, como em meios com contrastes de condutividade elétrica variando de 2 a 100, freqüências de 0.1 a 1000.0 kHz e heterogeneidades de qualquer dimensão. O problema inverso foi resolvido por intermédio do algoritmo de Marquardt estabilizado. A solução é obtida iterativamente. Os dados invertidos, com ruído Gaussiano aditivo, são as componentes em fase e em quadratura do campo magnético vertical. Sem o uso de vínculos o problema é totalmente instável, resultando em imagens completamente borradas. Duas categorias de vínculos foram usadas: vínculos relativos, do tipo suavidade, e vínculos absolutos. Os resultados obtidos mostram a eficiência desses dois tipos de vínculos através de imagens nítidas de alta resolução. Os tomogramas mostram que a resolução é melhor na direção vertical do que na horizontal e que é também função da freqüência. A posição e a atitude da heterogeneidade é bem recuperada. Ficou também demonstrado que a baixa resolução horizontal pode ser atenuada ou até mesmo eliminada por intermédio dos vínculos.

Análise comparativa de três métodos de inversão aplicados a dados gravimétricos e magnéticos em perfil

Tradicionalmente, o método dos mínimos quadrados tem sido empregado na inversão não linear de dados de campo potencial. No caso em que as observações dos campos gravimétrico ou magnético contém apenas ruído Gaussiano. O método dos mínimos quadrados não apresenta problemas. Entretanto, quando as observações são perturbadas por ruído não Gaussiano, ou mesmo por ruído não aleatório, como é o caso de muitos ruídos geológicos, o método dos mínimos quadrados torna-se bastante ineficiente, e métodos alternativos devem ser empregados a fim de produzir interpretações realísticas. Neste trabalho, uma comparação é feita entre os métodos dos mínimos quadrados, dos mínimos absolutos e do ajuste-M, aplicados à inversão não linear de dados de campo potencial. A comparação é efetuada usando-se dados teóricos, onde diversas situações geológicas são simuladas. Os resultados mostram que na presença de ruído geológico, caracterizado por pequeno corpo raso acima do corpo principal, ou por corpo grande, adjacente ao corpo principal, o ajuste-M apresenta desempenho muito superior ao dos mínimos quadrados e dos mínimos absolutos. Na presença de ruído Gaussiano, entretanto, o ajuste-M tem um desempenho inferior aos outros dois métodos. Como o ruído Gaussiano é um ruído branco, parte dele pode ser removido por um filtro passa baixa adequado, sem muita perda do sinal, o que não ocorre com o ruído geológico que contém componentes importantes de baixo número de onda. Desse modo o ajuste-M se torna uma ferramenta importante na interpretação de áreas geologicamente complexas, onde é comum a contaminação das anomalias por ruído geológico. Os três métodos em estudo são aplicados a uma anomalia magnética real causada por uma intrusão de diabásio em forma de dique, em sedimentos arenosos da formação Piauí na Bacia do Parnaíba. Os três métodos apresentaram resultados semelhantes indicando que tanto o nível de ruído Gaussiano como geológico são baixos nesta anomalia.

A benchmark of kriging-based infill criteria for noisy optimization

Responses of many real-world problems can only be evaluated perturbed by noise. In order to make an efficient optimization of these problems possible, intelligent optimization strategies successfully coping with noisy evaluations are required. In this article, a comprehensive review of existing kriging-based methods for the optimization of noisy functions is provided. In summary, ten methods for choosing the sequential samples are described using a unified formalism. They are compared on analytical benchmark problems, whereby the usual assumption of homoscedastic Gaussian noise made in the underlying models is meet. Different problem configurations (noise level, maximum number of observations, initial number of observations) and setups (covariance functions, budget, initial sample size) are considered. It is found that the choices of the initial sample size and the covariance function are not critical. The choice of the method, however, can result in significant differences in the performance. In particular, the three most intuitive criteria are found as poor alternatives. Although no criterion is found consistently more efficient than the others, two specialized methods appear more robust on average.

Statistical inference for the optimal approximating model

In the setting of high-dimensional linear models with Gaussian noise, we investigate the possibility of confidence statements connected to model selection. Although there exist numerous procedures for adaptive (point) estimation, the construction of adaptive confidence regions is severely limited (cf. Li in Ann Stat 17:1001–1008, 1989). The present paper sheds new light on this gap. We develop exact and adaptive confidence regions for the best approximating model in terms of risk. One of our constructions is based on a multiscale procedure and a particular coupling argument. Utilizing exponential inequalities for noncentral χ2-distributions, we show that the risk and quadratic loss of all models within our confidence region are uniformly bounded by the minimal risk times a factor close to one.

Observations on the propagation of internal tidal waves on the continental slope off Sierra Leone

During R/V Meteor-cruise no. 30 4 moorings with 17 current meters were placed on the continental slope of Sierra Leone at depths between 81 and 1058 meters. The observation period started on March 8, 1973, 16.55 hours GMT and lasted 19 days for moorings M30_068MOOR, M30_069MOOR, M30_070MOOR on the slope and 9 days for M30_067MOOR on the shelf. One current meter recorded at location M30_067MOOR for 22 days. Hydrographic data were collected at 32 stations by means of the "Kieler Multi-Meeressonde". Harmonic analysis is applied to the first 15 days of the time series to determine the M2 and S2 tides. By vertically averaging of the Fourier coefficients the field of motion is separated into its barotropic and its baroclinic component. The expected error generated by white Gaussian noise is estimated. To estimate the influence of the particular vertical distribution of the current meters, the barotropic M2 tide is calculated by ommitting and interchanging time series of different moorings. It is shown that only the data of moorings M30_069MOOR, M30_070MOOR and M30_067MOOR can be used. The results for the barotropic M2 tide agree well with the previous publications of other authors. On the slope at a depth of 1000 m there is a free barotropic wave under the influence of the Coriolis-force propagating along the slope with an amplitude of 3.4 cm S**-1. On the shelf, the maximum current is substantially greater (5.8 cm s**-1) and the direction of propagation is perpendicular to the slope. As for the continental slope a separation into different baroclinic modes using vertical eigenmodes is not reasonable, an interpretation of the total baroclinic wave field is tried by means of the method of characteristis. Assuming the continental slope to generate several linear waves, which superpose, baroclinic tidal ellipses are calculated. The scattering of the direction of the major axes M30_069MOOR is in contrast to M30_070MOOR, where they are bundled within an angle of 60°. This is presumably caused by the different character of the bottom topography in the vicinity of the two moorings. A detailed discussion of M30_069MOOR is renounced since the accuracy of the bathymetric chart is not sufficient to prove any relation between waves and topography. The bundeling of the major axes at M30_070MOOR can be explained by the longslope changes of the slope, which cause an energy transfer from the longslope barotropic component to the downslope baroclinic component. The maximum amplitude is found at a depth of 245 m where it is expected from the characteristics originating at the shelf edge. Because of the dominating barotropic tide high coherence is found between most of the current meters. To show the influence of the baroclinic tidal waves, the effect of the mean current is considered. There are two periods nearly opposite longshore mean current. For 128 hours during each of these periods, starting on March 11, 05.00, and March 21, 08.30, the coherences and energy spectra are calculated. The changes in the slope of the characteristics are found in agreement with the changes of energy and coherence. Because of the short periods of nearly constant mean current, some of the calculated differences of energy and coherence are not statistically significant. For the M2 tide a calculation of the ratios of vertically integrated total baroclinic energy and vertically integrated barotropic kinetic energy is carried out. Taking into account both components (along and perpendicular to the slope) the obtained values are 0.75 and 0.98 at the slope and 0.38 at the shelf. If each component is considered separately, the ratios are 0.39 and 1.16 parallel to the slope and 5.1 and 15.85 for the component perpendicular to it. Taking the energy transfer from the longslope component to the doenslope component into account, a simple model yields an energy-ratio of 2.6. Considering the limited application of the theory to the real conditions, the obtained are in agreement with the values calculated by Sandstroem.

Image analysis by moment invariants using a set of step-like basis functions

Moment invariants have been thoroughly studied and repeatedly proposed as one of the most powerful tools for 2D shape identification. In this paper a set of such descriptors is proposed, being the basis functions discontinuous in a finite number of points. The goal of using discontinuous functions is to avoid the Gibbs phenomenon, and therefore to yield a better approximation capability for discontinuous signals, as images. Moreover, the proposed set of moments allows the definition of rotation invariants, being this the other main design concern. Translation and scale invariance are achieved by means of standard image normalization. Tests are conducted to evaluate the behavior of these descriptors in noisy environments, where images are corrupted with Gaussian noise up to different SNR values. Results are compared to those obtained using Zernike moments, showing that the proposed descriptor has the same performance in image retrieval tasks in noisy environments, but demanding much less computational power for every stage in the query chain.

Elastografia em imagens de ultrassom utilizando elementos de contorno.

Este trabalho apresenta uma nova metodologia para elastografia virtual em imagens simuladas de ultrassom utilizando métodos numéricos e métodos de visão computacional. O objetivo é estimar o módulo de elasticidade de diferentes tecidos tendo como entrada duas imagens da mesma seção transversal obtidas em instantes de tempo e pressões aplicadas diferentes. Esta metodologia consiste em calcular um campo de deslocamento das imagens com um método de fluxo óptico e aplicar um método iterativo para estimar os módulos de elasticidade (análise inversa) utilizando métodos numéricos. Para o cálculo dos deslocamentos, duas formulações são utilizadas para fluxo óptico: Lucas-Kanade e Brox. A análise inversa é realizada utilizando duas técnicas numéricas distintas: o Método dos Elementos Finitos (MEF) e o Método dos Elementos de Contorno (MEC), sendo ambos implementados em Unidades de Processamento Gráfico de uso geral, GpGPUs ( \"General Purpose Graphics Units\" ). Considerando uma quantidade qualquer de materiais a serem determinados, para a implementação do Método dos Elementos de Contorno é empregada a técnica de sub-regiões para acoplar as matrizes de diferentes estruturas identificadas na imagem. O processo de otimização utilizado para determinar as constantes elásticas é realizado de forma semi-analítica utilizando cálculo por variáveis complexas. A metodologia é testada em três etapas distintas, com simulações sem ruído, simulações com adição de ruído branco gaussiano e phantoms matemáticos utilizando rastreamento de ruído speckle. Os resultados das simulações apontam o uso do MEF como mais preciso, porém computacionalmente mais caro, enquanto o MEC apresenta erros toleráveis e maior velocidade no tempo de processamento.

First-principles quantum dynamics in interacting Bose gases: I. The positive P representation

The performance of the positive P phase-space representation for exact many- body quantum dynamics is investigated. Gases of interacting bosons are considered, where the full quantum equations to simulate are of a Gross-Pitaevskii form with added Gaussian noise. This method gives tractable simulations of many-body systems because the number of variables scales linearly with the spatial lattice size. An expression for the useful simulation time is obtained, and checked in numerical simulations. The dynamics of first-, second- and third-order spatial correlations are calculated for a uniform interacting 1D Bose gas subjected to a change in scattering length. Propagation of correlations is seen. A comparison is made with other recent methods. The positive P method is particularly well suited to open systems as no conservation laws are hard-wired into the calculation. It also differs from most other recent approaches in that there is no truncation of any kind.

Noisy fitness evaluation in genetic algorithms and the dynamics of learning

A theoretical model is presented which describes selection in a genetic algorithm (GA) under a stochastic fitness measure and correctly accounts for finite population effects. Although this model describes a number of selection schemes, we only consider Boltzmann selection in detail here as results for this form of selection are particularly transparent when fitness is corrupted by additive Gaussian noise. Finite population effects are shown to be of fundamental importance in this case, as the noise has no effect in the infinite population limit. In the limit of weak selection we show how the effects of any Gaussian noise can be removed by increasing the population size appropriately. The theory is tested on two closely related problems: the one-max problem corrupted by Gaussian noise and generalization in a perceptron with binary weights. The averaged dynamics can be accurately modelled for both problems using a formalism which describes the dynamics of the GA using methods from statistical mechanics. The second problem is a simple example of a learning problem and by considering this problem we show how the accurate characterization of noise in the fitness evaluation may be relevant in machine learning. The training error (negative fitness) is the number of misclassified training examples in a batch and can be considered as a noisy version of the generalization error if an independent batch is used for each evaluation. The noise is due to the finite batch size and in the limit of large problem size and weak selection we show how the effect of this noise can be removed by increasing the population size. This allows the optimal batch size to be determined, which minimizes computation time as well as the total number of training examples required.

A generative probabilistic oriented wavelet model for texture segmentation

This Letter addresses image segmentation via a generative model approach. A Bayesian network (BNT) in the space of dyadic wavelet transform coefficients is introduced to model texture images. The model is similar to a Hidden Markov model (HMM), but with non-stationary transitive conditional probability distributions. It is composed of discrete hidden variables and observable Gaussian outputs for wavelet coefficients. In particular, the Gabor wavelet transform is considered. The introduced model is compared with the simplest joint Gaussian probabilistic model for Gabor wavelet coefficients for several textures from the Brodatz album [1]. The comparison is based on cross-validation and includes probabilistic model ensembles instead of single models. In addition, the robustness of the models to cope with additive Gaussian noise is investigated. We further study the feasibility of the introduced generative model for image segmentation in the novelty detection framework [2]. Two examples are considered: (i) sea surface pollution detection from intensity images and (ii) image segmentation of the still images with varying illumination across the scene.

Typical performance of low-density parity-check codes over general symmetric channels

Typical performance of low-density parity-check (LDPC) codes over a general binary-input output-symmetric memoryless channel is investigated using methods of statistical mechanics. The binary-input additive-white-Gaussian-noise channel and the binary-input Laplace channel are considered as specific channel noise models.

Structured codebooks for SCS watermarking

Digital watermarking aims at embedding information in digital data. The watermark is usually required to be imperceptible, unremovable and to have a high information content. Unfortunately, these three requirements are contradicting. For example, having a more robust watermark makes it either more perceptible or/and less informative. For Gaussian data and additive white Gaussian noise, an optimal but also impractical scheme has already be devised. Since then, many practical schemes have tried to approach the theoretical limits. This paper investigate improvements to current state-of-the-art embedding schemes.

Depth propagation and surface construction in 3-D vision

In stereo vision, regions with ambiguous or unspecified disparity can acquire perceived depth from unambiguous regions. This has been called stereo capture, depth interpolation or surface completion. We studied some striking induced depth effects suggesting that depth interpolation and surface completion are distinct stages of visual processing. An inducing texture (2-D Gaussian noise) had sinusoidal modulation of disparity, creating a smooth horizontal corrugation. The central region of this surface was replaced by various test patterns whose perceived corrugation was measured. When the test image was horizontal 1-D noise, shown to one eye or to both eyes without disparity, it appeared corrugated in much the same way as the disparity-modulated (DM) flanking regions. But when the test image was 2-D noise, or vertical 1-D noise, little or no depth was induced. This suggests that horizontal orientation was a key factor. For a horizontal sine-wave luminance grating, strong depth was induced, but for a square-wave grating, depth was induced only when its edges were aligned with the peaks and troughs of the DM flanking surface. These and related results suggest that disparity (or local depth) propagates along horizontal 1-D features, and then a 3-D surface is constructed from the depth samples acquired. The shape of the constructed surface can be different from the inducer, and so surface construction appears to operate on the results of a more local depth propagation process.

Area summation in human vision at and above detection threshold

The initial image-processing stages of visual cortex are well suited to a local (patchwise) analysis of the viewed scene. But the world's structures extend over space as textures and surfaces, suggesting the need for spatial integration. Most models of contrast vision fall shy of this process because (i) the weak area summation at detection threshold is attributed to probability summation (PS) and (ii) there is little or no advantage of area well above threshold. Both of these views are challenged here. First, it is shown that results at threshold are consistent with linear summation of contrast following retinal inhomogeneity, spatial filtering, nonlinear contrast transduction and multiple sources of additive Gaussian noise. We suggest that the suprathreshold loss of the area advantage in previous studies is due to a concomitant increase in suppression from the pedestal. To overcome this confound, a novel stimulus class is designed where: (i) the observer operates on a constant retinal area, (ii) the target area is controlled within this summation field, and (iii) the pedestal is fixed in size. Using this arrangement, substantial summation is found along the entire masking function, including the region of facilitation. Our analysis shows that PS and uncertainty cannot account for the results, and that suprathreshold summation of contrast extends over at least seven target cycles of grating. © 2007 The Royal Society.