905 resultados para Seismic site response analysis
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We here reconstruct the past change of the East Asian monsoon since 20 Ma using samples from Ocean Drilling Program (ODP) Site 1146 in the northern South China Sea based On a multi-proxy approach including a monomineralic quartz isolation procedure, identification of clay minerals by X-ray Diffraction (XRD) and grain-size analysis of isolated terrigenous materials. Terrigenous supply to ODP Site 1146 was dominated by changes in the strength of multiple sources and transport processes. Grain-size data modeled by an end-member modeling algorithm indicate that eolian dust from the and Asian inland and fluvial input have contributed on average 20% and 80% of total terrigenous material to ODP Site 1146, respectively. Specifically, about 40-53% of the total (quartz+feldspar) and only 6-11% of the total clay is related to eolian supply at the study site. Detailed analysis of the sedimentary environment, and clay minerals combined with previous studies shows that smectite originates mainly from Luzon, kaolinite from the Pearl River and illite and chlorite from the Pearl River, Taiwan and/or the Yangtze River. The proportion and mass accumulation rate (MAR) of the coarsest end-member EM1 (interpreted as eolian dust), ratios of (illite+chlorite)/smectite, (quartz+feldspar)% and mean grain-size of terrigenous materials at ODP Site 1146 were adopted as proxies for East Asian monsoon evolution. The consistent variation of these independent proxies since 20 Ma shows three profound shifts in the intensity of East Asian winter monsoon relative to summer monsoon, as well as aridity of the Asian continent, occurred at similar to 15 Ma, similar to 8 Ma and the youngest at about 3 Ma. In comparison, the summer monsoon intensified contemporaneously with the winter monsoon at 3 Ma. The phased uplift of the Himalaya-Tibetan plateau may have played a significant role in strengthening the Asian monsoon at similar to 15 Ma, 8 Ma and 3 Ma. (C) 2007 Elsevier B.V. All rights reserved.
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The rugged surface topography determined the seismic data acquisition construction conditions and the seismic wave explosive and receiver quality in Qaidam Basin. This dissertation systematically researched the seismic acquisition, imaging process and the attribute analysis techniques of complicated oil and gas reservoir. The main research achievements and cognitions are as follows: 1. Through the stimulation effects research and analysis from the aspect of lithologic water-containing differences, it’s specific that stable hydrous sand layer can effectively enhance the stimulation effects combined with the corresponding field tests. The seismic data S/N ratio has been improved due to the combination explosive stimulation. Through the fold number and maximum offset analyses of target horizon, the complicated geometry has been optimized and the S/N ratio of seismic data has been improved, which made an important basis for improvement of 3D seismic data. 2. It has been proved that the first arrival refraction static correction method under the model constraint of fine surface survey is suitable to the Qaidam Basin of western areas by the real seismic data processing. Although the refraction horizon of near surface has some changes in a certain extent, it’s steady basically. The refraction horizon can be continuously traced in sections, so it’s qualified for the refraction static correction method on the whole. 3. The research is based on the curved-ray pre-stack time migration techniques of rough topography, and improved the imaging precision of complex areas. This techniques adopted the constant and variable velocity scanning mode and enhanced the velocity analysis precision. The 3D pre-stack time migration techniques reasonably solved the imaging and velocity multiple solutions problems of steep-dip faults and the intersections of horizontal layers. What’s more, fine velocity analysis and mute are very important to enhance the imaging precision of the seismic data in complicated Wunan areas. 4. The 3D seismic data edge-preserving processing methods have been realized due to the image process techniques. Because this method uses the large range filter, it can attenuate the noise maximally. The faults, break points, lithologic pinchout points and lithologic body of small scale such as river will not be influenced by blur because of the edge-preserving characterization of the method which is really an effective assistant technique of low S/N ratio seismic data attribute analysis. 5. The use of spectral decomposition technique can effectively identify the reservoirs. The special geology body which will not be identified (or without obvious characters) in the seismic profile may be found through the details changes of different frequencies in the amplitude profiles.
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After the half century exploration, previous scholar evaluating thought that there were poor Petro-Geological conditions in Chepaizi area of Zhungar basin. Recently, with the great discovery in the Well Pai2,the study on the subtle reservoir in Chepaizi area are gained great attentions by the scholars all over the world day by day. Chepaizi uplift is a inherited palaeohigh, and its structural traps are undeveloped. The sedimentary faces of Shawan Formation of Neogene have apron type of alluvial fan, alluvial plain, alluvial fan delta, salt lake, shore and shallow lake and so on. The sedimentary faces of Shawan Formation of Well Pai2 is alluvial fan delta and shore and shallow lake, the first part of Shawan Formation(N1s1) is the main target for exploration. Using the seismic forward, property analysis, spectral factorization, logging restrain inversion and so on, The spatial distribution of the sand reservoir and its hydrocarbon, predicted and 20 lithology traps in 5 substratums were carried out. The traps have a total areal of 107.13 Km2, and the geological reserves in it can reach 8703.7×104t. After comprehensive research on the trap,reservoir, cap and the condition of the hydrocarbon accumulation, it is considered that the elements of hydrocarbon in Chepaizi area are various. Because it can’t generate hydrocarbon, the oil and gas conducting and accumulation are the most important factors in this area, and the validity of the lithology traps in monoclinal is another important factor. Research indicates that the master control factor of the subtle reservoir in Chepaizi area is fault and sand. The sand of beach and sandbar provide the space for the hydrocarbon accumulation, the fault provides the migration channel for the hydrocarbon. Most faults have a characteristics of up seal and the down open, which not only can conduct hydrocarbon, but also can prevent hydrocarbon overtopping, therefore the effect trap is results of good match of fault and sand.
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Aiming at the character of Bohaii Sea area and the heterogeneity of fluvial facies reservoir, litho-geophysics experiments and integrated research of geophysical technologies are carried out. To deal with practical problems in oil fields of Bohai area, such as QHD32-6, Southern BZ25-1 and NP35-2 et al., technology of reservoir description based on seismic data and reservoir geophysical methods is built. In this dissertation, three points are emphasized: ①the integration of multidiscipline; ②the application of new methods and technologies; ③the integration of quiescent and dynamic data. At last, research of geology modeling and reservoir numerical simulation based on geophysical data are integrated. There are several innovative results and conclusion in this dissertation: (1)To deal with problems in shallow sea area where seismic data is the key data, a set of technologies for fine reservoir description based on seismic data in Bohai Sea area are built. All these technologies, including technologies of stratigraphic classification, sedimentary facies identification, structure fine characterization, reservoir description, fluid recognition and integration of geological modeling& reservoir numerical simulation, play an important role in the hydrocarbon exploration and development. In the research of lithology and hydrocarbon-bearing condition, petrophysical experiment is carried out. Outdoors inspection and experiment test data are integrated in seismic forward modeling& inversion research. Through the research, the seismic reflection rules of fluid in porosity are generated. Based on all the above research, seismic data is used to classify rock association, identify sedimentary facies belts and recognition hydrocarbon-bearing condition of reservoir. In this research, the geological meaning of geophysical information is more clear and the ambiguity of geophysical information is efficiently reduced, so the reliability in hydrocarbon forecasting is improved. The methods of multi-scales are developed in microfacies research aiming at the condition of shallow sea area in Bohai Sea: ① make the transformation from seismic information to sedimentary facies reality by discriminant analysis; ②in research of planar sedimentary facies, make microfacies research on seismic scale by technologies integration of seismic multi-attributes analysis& optimization, strata slicing and seismic waveform classification; ③descript the sedimentary facies distribution on scales below seismic resolution with the method of stochastic modeling. In the research of geological modeling and reservoir numerical simulation, the way of bilateral iteration between modeling and numerical simulation is carried out in the geological model correction. This process include several steps: ①make seismic forward modeling based on the reservoir numerical simulation results and geological models; ②get trend residual of forward modeling and real seismic data; ③make dynamic correction of the model according to the above trend residual. The modern integration technology of reservoir fine description research in Bohai Sea area, which is developed in this dissertation, is successfully used in (1)the reserve volume evaluation and development research in BZ25-1 oil field and (2)the tracing while drilling research in QHD32-6 oil field. These application researches show wide application potential in hydrocarbon exploration and development research in other oil fields.
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Based on geophysical and geological data in Jiyang depression, the paper has identified main unconformity surfaces (main movement surfaces) and tectonic sequences and established tectonic and strata framework for correlation between different sags. Based on different sorts of structural styles and characteristics of typical structures, the paper summarized characteristics and distribution of deep structures, discussed evolution sequence of structure, analyzed the relation between tectonic evolution and generation of petroleum. The major developments are as following: Six tectonic sequences could be divided from bottom to top in the deep zone of Jiyang depression. These tectonic sequences are Cambrian to Ordovician, Carboniferous to Permian, lower to middle Jurassic, upper Jurassic to lower Cretaceous, upper Cretaceous and Kongdian formation to the fourth member of Shahejie formation. The center of sedimentation and subsidence of tectonic sequences distinguished from each other in seismic profiles is controlled by tectonic movements. Six tectonic evolution stages could be summarized in the deep zone in Jiyang depression. Among these stages, Paleozoic stage is croton sedimentation basin; Indosinian stage, open folds of EW direction are controlled by compression of nearly SN direction in early Indosinian (early to middle Triassic) while fold thrust fault of EW – NWW direction and arch protruding to NNE direction are controlled by strong compression in late Indosinian (latter Triassic); early Yanshanian stage (early to middle Jurassic), in relatively weak movement after Indosinian compressional orogeny, fluviolacustrine is deposited in intermontane basins in the beginning of early Yanshanian and then extensively denudated in the main orogenic phase; middle Yanshanian (late Jurassic to early Cretaceous), strike-slipping basins are wide distribution with extension (negative reversion) of NW – SE direction; latter Yanshanian (late Cretaceous), fold and thrust of NE – NNE direction and positive reversion structure of late Jurassic to early Cretaceous strike-slipping basin are formed by strong compression of NW–SE direction; sedimentation stage of Kongdian formation to the fourth member of Shahejie formation of Cenozoic, half graben basins are formed by extension of SN direction early while uplift is resulted from compression of nearly EW direction latterly. Compression system, extension system and strike-slip system are formed in deep zone of Jiyang depression. According to identifying flower structure of seismic profiles and analysis of leveling layer slice of 3D seismic data and tectonic map of deep tectonic interface, strike-slip structures of deep zone in Jiyang depression are distinguished. In the middle of the Jiyang depression, strike-slip structures extend as SN direction, NNW direction in Huimin sag, but NNE in Zhandong area. Based on map of relict strata thickness, main faults activity and regional tectonic setting, dynamic mechanisms of deep structure are preliminary determination. The main reason is the difference of direction and character of the plate’s movement. Development and rework of multi-stage tectonic effects are benefit for favorable reservoir and structural trap. Based on tectonic development, accumulation conditions of deep sub-sags and exploration achievements in recent years, potential zones of oil-gas reservoir are put forward, such as Dongying sag and Bonan sag.
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The topic of this study is simulation in the two dimensional self-organized media. The study in complexity of the earth plays an important role in structures, sources and energy seismic detection. And it mainly focuses on vertical or horizontal heterogeneous, anisotropic and linear media. Based on 2D self-organized velocity model and four-order finite-difference method, we simulate different types self-organized media and the same type mode with various parameters such as horizontal relative length, vertical relative length, variations, and velocity background gradient. Also we analyze the seismograms with complexity methods with instant information including amplitude, energy and frequency. The results can be summarized as the fallows: (1) The waveforms fluctuate with the velocity variations; (2) Different type self-organized media bring different effects on the amplitudes, energy and waveforms; (3) Different parameters also produce various influences to seismograms. (4) The layer contains their self-organized features, from which we can investigate the quality of the earth.
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Seismic signal is a typical non-stationary signal, whose frequency is continuously changing with time and is determined by the bandwidth of seismic source and the absorption characteristic of the media underground. The most interesting target of seismic signal’s processing and explaining is to know about the local frequency’s abrupt changing with the time, since this kind of abrupt changing is indicating the changing of the physical attributes of the media underground. As to the seismic signal’s instantaneous attributes taken from time-frequency domain, the key target is to search a effective, non-negative and fast algorithm time-frequency distribution, and transform the seismic signal into this time-frequency domain to get its instantaneous power spectrum density, and then use the process of weighted adding and average etc. to get the instantaneous attributes of seismic signal. Time-frequency analysis as a powerful tool to deal with time variant non-stationary signal is becoming a hot researching spot of modern signal processing, and also is an important method to make seismic signal’s attributes analysis. This kind of method provides joint distribution message about time domain and frequency domain, and it clearly plots the correlation of signal’s frequency changing with the time. The spectrum decomposition technique makes seismic signal’s resolving rate reach its theoretical level, and by the method of all frequency scanning and imaging the three dimensional seismic data in frequency domain, it improves and promotes the resolving abilities of seismic signal vs. geological abnormal objects. Matching pursuits method is an important way to realize signal’s self-adaptive decomposition. Its main thought is that any signal can be expressed by a series of time-frequency atoms’ linear composition. By decomposition the signal within an over completed library, the time-frequency atoms which stand for the signal itself are selected neatly and self-adaptively according to the signal’s characteristics. This method has excellent sparse decomposition characteristics, and is widely used in signal de-noising, signal coding and pattern recognizing processing and is also adaptive to seismic signal’s decomposition and attributes analysis. This paper takes matching pursuits method as the key research object. As introducing the principle and implementation techniques of matching pursuits method systematically, it researches deeply the pivotal problems of atom type’s selection, the atom dictionary’s discrete, and the most matching atom’s searching algorithm, and at the same time, applying this matching pursuits method into seismic signal’s processing by picking-up correlative instantaneous messages from time-frequency analysis and spectrum decomposition to the seismic signal. Based on the research of the theory and its correlative model examination of the adaptively signal decomposition with matching pursuit method, this paper proposes a fast optimal matching time-frequency atom’s searching algorithm aimed at seismic signal’s decomposition by frequency-dominated pursuit method and this makes the MP method pertinence to seismic signal’s processing. Upon the research of optimal Gabor atom’s fast searching and matching algorithm, this paper proposes global optimal searching method using Simulated Annealing Algorithm, Genetic Algorithm and composed Simulated Annealing and Genetic Algorithm, so as to provide another way to implement fast matching pursuit method. At the same time, aimed at the characteristics of seismic signal, this paper proposes a fast matching atom’s searching algorithm by means of designating the max energy points of complex seismic signal, searching for the most optimal atom in the neighbor area of these points according to its instantaneous frequency and instantaneous phase, and this promotes the calculating efficiency of seismic signal’s matching pursuit algorithm. According to these methods proposed above, this paper implements them by programmed calculation, compares them with some open algorithm and proves this paper’s conclusions. It also testifies the active results of various methods by the processing of actual signals. The problems need to be solved further and the aftertime researching targets are as follows: continuously seeking for more efficient fast matching pursuit algorithm and expanding its application range, and also study the actual usage of matching pursuit method.
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The central uplift in the Huimin depression is famous for its large amounts of faults and small-scale fault-block area, and it is the famed typical complicated fault-block group oil & gas field in the whole world. After many years of rolling exploration and exploitation, many complex oil &gas field have been discovered in the central uplift, and won the splendent fruit. With the gradual deepening and development of the rolling exploitation, the exploration faces more and more difficulties. Therefore, it is important to reveal the forming mechanism and distributing rule of the complex fault-block reservoir, and to realize the forecast of the complex fault-block reservoir, sequentially, expedite the exploration step. This article applies the new multi-subject theory, method and technique such as structure geometry, kinematics, dynamics, structural stress field, fluid potential field, well logging record and constrained inversion of seismic records, coherence analysis, the seal mold and seal history of oil-bounded fault etc, and try to reveal the forming mechanism and distributing law of the complex fault-block reservoir, in result, implements the forecast of the fault-block reservoir and the remaining oil distributing. In order to do so, this article synthetically carries out structural estimate, reservoir estimate, fault sealing history estimate, oil-bearing properties estimate and residual. This article also synthetically researches, describes and forecast the complex fault-block in Huimin depression by use of the techniques, e.g. seismetic data post-stack processing technique, multi-component demarcating technique, elaborate description technique for the fault-block structure, technique of layer forecasting, fault sealing analysis technique, comprehensive estimate technique of fault-block, comprehensive analysis and estimate technique of remaining oil etc. The activities of the faults varies dramatically in the Huimin depression, and most of the second-class and the third-class faults are contemporaneous faults, which control the macroscopical distribution of the reservoir in the Huimin depression. The fourth-class faults cause the complication between the oil & gas among the fault-blocks. The multi-period strong activities of the Linyi fracture resulted in the vertical migration of large amount of oil & gas along with the faults. This is the main reason for the long vertical distribution properties near the Linyi fracture in the Huimin depression. The sealing ability of the fault is controlled by the property,size and direction of the main stress, the contact relationship of the both sides of the fault, the shale polluting factor, and the configuration relationship between the fault move period and the migration period of oil & gas. The article suggest four fault-sealing modes in the research zone for the first time, which establishes the foundation for the further forecast of the complex fault-block reservoir. Numerical simulation of the structural stress field reveals the distribution law and the evolvement progress of the three-period stress field from the end of the Dongying period to the Guantao period to nowadays. This article puts forward that the Linyi and Shanghe regions are the low value of the maximum main stress data. This is combined with the fault sealing history estimate, then multi-forming-reservoir in the central uplift is put forward. In the Shanghe oilfield, the article establishes six reservoir geological modes and three remaining oil distributing modes(the plane, the inside layer and the interlayer), then puts forward six increase production measure to enhance the remaining oil recovery ratio. Inducting the exploitation of oilfield, it wins notable economic effects and social effects.
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The foundation of reservoir model and residual oil prediction have been the core of reservoir detailed description for improved oil production and enhanced oil recovery. The traditional way of sandstone correlation based on the geometrical similarity of well-logs which emphasizes "based on the cycle and correlating from larger to smaller" has shown its theoretical limits when explaining the correlating and the scale, geometry, continuity, connectivity of sandstones and the law of the reservoir property. It has been an urgent and difficult subject to find new theory and methods to solve the reservoir correlation and property prediction. It's a new way to correlate strata and found framework of reservoir through the process-response analysis in the base-level cycles. And it is also possible to analyze the reservoir property in reservoir framework. Taking the reservoir of zonation 6-10 in S3~2 of Pucheng Oil Field in Henan Province as an example, we founded the detailed reservoir stratigraphic framework through base-level correlation. In the strata frame, sediment distribution and its development are discussed based on sediment volume partitioning and facies differentiation analysis. Reservoir heterogeneities and its relation to base-level are also discussed. The analysis of primary oil distribution shows the base-level controlled oil distribution in reservoir. In this paper, subjects as following are discussed in detail. Based on the analysis of sedimentary structure and sedimentary energy, the facies model was founded. Founding stratigraphy framework through base level analysis In the studying zone, one long term cycle, 6 middle term cycles and 27 short term cycles was identified and correlated. 3 Predicting the property of reservoir for improving oil development The base level controlled the property of sandbody. The short and very short term cycle controlled the pattern of heterogeneities in sandbody, and the middle and long term cycle controlled the area and inter-layer heterogeneities. On the lower location of the middle and long term base level, the sandbody is well developed, with a wide area and large thickness, while on the high location of base level, there is an opposite reservoir character. 4 The studying of reservoir development response and oil distribution making a solid base for development adjustment Primary oil distribution is controlled by base level location. It tells that the sandbody on the high base level location was poor developed for its difficulty to develop. While on the low location of the base level, the sandbody is well developed for its relative easy to develop and dominant role in the development, but high residual oil for its high original oil content.
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Cross well seismic technique is a new type of geophysical method, which observes the seismic wave of the geologic body by placing both the source and receiver in the wells. By applying this method, it averted the absorption to high-frequency component of seismic signal caused by low weathering layers, thus, an extremely high-resolution seismic signal can be acquired. And extremely fine image of cross well formations, structure, and reservoir can be achieved as well. An integrated research is conducted to the high-frequency S-wave and P-wave data and some other data to determine the small faults, small structure and resolving the issues concerning the thin bed and reservoir's connectivity, fluid distribution, steam injection and fracture. This method connects the high-resolution surface seismic, logging and reservoir engineering. In this paper, based on the E & P situation in the oilfield and the theory of geophysical exploration, a research is conducted on cross well seismic technology in general and its important issues in cross well seismic technology in particular. A technological series of integrated field acquisition, data processing and interpretation and its integrated application research were developed and this new method can be applied to oilfield development and optimizing oilfield development scheme. The contents and results in this paper are as listed follows: An overview was given on the status quo and development of the cross well seismic method and problems concerning the cross well seismic technology and the difference in cross well seismic technology between China and international levels; And an analysis and comparison are given on foreign-made field data acquisition systems for cross-well seismic and pointed out the pros and cons of the field systems manufactured by these two foreign companies and this is highly valuable to import foreign-made cross well seismic field acquisition system for China. After analyses were conducted to the geometry design and field data for the cross well seismic method, a common wave field time-depth curve equation was derived and three types of pipe waves were discovered for the first time. Then, a research was conducted on the mechanism for its generation. Based on the wave field separation theory for cross well seismic method, we believe that different type of wave fields in different gather domain has different attributes characteristics, multiple methods (for instance, F-K filtering and median filtering) were applied in eliminating and suppressing the cross well disturbances and successfully separated the upgoing and downgoing waves and a satisfactory result has been achieved. In the area of wave field numerical simulation for cross well seismic method, a analysis was conducted on conventional ray tracing method and its shortcomings and proposed a minimum travel time ray tracing method based on Feraiat theory in this paper. This method is not only has high-speed calculation, but also with no rays enter into "dead end" or "blinded spot" after numerous iterations and it is become more adequate for complex velocity model. This is first time that the travel time interpolation has been brought into consideration, a dynamic ray tracing method with shortest possible path has been developed for the first arrivals of any complex mediums, such as transmission, diffraction and refraction, etc and eliminated the limitation for only traveling from one node to another node and increases the calculation accuracy for minimum travel time and ray tracing path and derives solution and corresponding edge conditions to the fourth-order differential sonic wave equation. The final step is to calculate cross well seismic synthetics for given source and receivers from multiple geological bodies. Thus, real cross-well seismic wave field can be recognized through scientific means and provides important foundation to guide the cross well seismic field geometry designing. A velocity tomographic inversion of the least square conjugated gradient method was developed for cross well seismic velocity tomopgraphic inversion and a modification has been made to object function of the old high frequency ray tracing method and put forward a thin bed oriented model for finite frequency velocity tomographic inversion method. As the theory model and results demonstrates that the method is simple and effective and is very important in seismic ray tomographic imaging for the complex geological body. Based on the characteristics of the cross well seismic algorithm, a processing flow for cross well seismic data processing has been built and optimized and applied to the production, a good section of velocity tomopgrphic inversion and cross well reflection imaging has been acquired. The cross well seismic data is acquired from the depth domain and how to interprets the depth domain data and retrieve the attributes is a brand new subject. After research was conducted on synthetics and trace integration from depth domain for the cross well seismic data interpretation, first of all, a research was conducted on logging constraint wave impedance of cross well seismic data and initially set up cross well seismic data interpretation flows. After it applied and interpreted to the cross well seismic data and a good geological results has been achieved in velocity tomographic inversion and reflection depth imaging and a lot of difficult problems for oilfield development has been resolved. This powerful, new method is good for oilfield development scheme optimization and increasing EOR. Based on conventional reservoir geological model building from logging data, a new method is also discussed on constraining the accuracy of reservoir geological model by applying the high resolution cross well seismic data and it has applied to Fan 124 project and a good results has been achieved which it presents a bight future for the cross well seismic technology.
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Structural Health Monitoring (SHM) is an integral part of infrastructure maintenance and management systems due to socio-economic, safety and security reasons. The behaviour of a structure under vibration depends on structure characteristics. The change of structure characteristics may suggest the change in system behaviour due to the presence of damage(s) within. Therefore the consistent, output signal guided, and system dependable markers would be convenient tool for the online monitoring, the maintenance, rehabilitation strategies, and optimized decision making policies as required by the engineers, owners, managers, and the users from both safety and serviceability aspects. SHM has a very significant advantage over traditional investigations where tangible and intangible costs of a very high degree are often incurred due to the disruption of service. Additionally, SHM through bridge-vehicle interaction opens up opportunities for continuous tracking of the condition of the structure. Research in this area is still in initial stage and is extremely promising. This PhD focuses on using bridge-vehicle interaction response for SHM of damaged or deteriorating bridges to monitor or assess them under operating conditions. In the present study, a number of damage detection markers have been investigated and proposed in order to identify the existence, location, and the extent of an open crack in the structure. The theoretical and experimental investigation has been conducted on Single Degree of Freedom linear system, simply supported beams. The novel Delay Vector Variance (DVV) methodology has been employed for characterization of structural behaviour by time-domain response analysis. Also, the analysis of responses of actual bridges using DVV method has been for the first time employed for this kind of investigation.
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Due to its efficiency and simplicity, the finite-difference time-domain method is becoming a popular choice for solving wideband, transient problems in various fields of acoustics. So far, the issue of extracting a binaural response from finite difference simulations has only been discussed in the context of embedding a listener geometry in the grid. In this paper, we propose and study a method for binaural response rendering based on a spatial decomposition of the sound field. The finite difference grid is locally sampled using a volumetric array of receivers, from which a plane wave density function is computed and integrated with free-field head related transfer functions, in the spherical harmonics domain. The volumetric array is studied in terms of numerical robustness and spatial aliasing. Analytic formulas that predict the performance of the array are developed, facilitating spatial resolution analysis and numerical binaural response analysis for a number of finite difference schemes. Particular emphasis is placed on the effects of numerical dispersion on array processing and on the resulting binaural responses. Our method is compared to a binaural simulation based on the image method. Results indicate good spatial and temporal agreement between the two methods.
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Dissertação mest., Biologia Marinha, Universidade do Algarve, 2009
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We assess the predictive ability of three VPIN metrics on the basis of two highly volatile market events of China, and examine the association between VPIN and toxic-induced volatility through conditional probability analysis and multiple regression. We examine the dynamic relationship on VPIN and high-frequency liquidity using Vector Auto-Regression models, Granger Causality tests, and impulse response analysis. Our results suggest that Bulk Volume VPIN has the best risk-warning effect among major VPIN metrics. VPIN has a positive association with market volatility induced by toxic information flow. Most importantly, we document a positive feedback effect between VPIN and high-frequency liquidity, where a negative liquidity shock boosts up VPIN, which, in turn, leads to further liquidity drain. Our study provides empirical evidence that reflects an intrinsic game between informed traders and market makers when facing toxic information in the high-frequency trading world.
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This paper studies the persistent effects of monetary shocks on output. Previous empirical literature documents this persistence, but standard general equilibrium models with sticky prices fail to generate output responses beyond the duration of nominal contracts. This paper constructs and estimates a general equilibrium model with price rigidities, habit formation, and costly capital adjustment. The model is estimated via Maximum Likelihood using US data on output, the real money stock, and the nominal interest rate. Econometric results suggest that habit formation and adjustment costs to capital play an important role in explaining the output effects of monetary policy. In particular, impulse response analysis indicates that the model generates persistent, hump-shaped output responses to monetary shocks.