Stochastic modelling of the reservoir lithological and petrophysical attributes. A case study of the Middle East carbonate reservoir

Dissertação para obtenção do Grau de Mestre em Engenharia Geológica (Georrecursos)

Stochastic Modelling Using Markov Chains

Department of Statistics, Cochin University of Science and Technology

Stochastic modelling of rainfall from satellite data

Satellite-based rainfall monitoring is widely used for climatological studies because of its full global coverage but it is also of great importance for operational purposes especially in areas such as Africa where there is a lack of ground-based rainfall data. Satellite rainfall estimates have enormous potential benefits as input to hydrological and agricultural models because of their real time availability, low cost and full spatial coverage. One issue that needs to be addressed is the uncertainty on these estimates. This is particularly important in assessing the likely errors on the output from non-linear models (rainfall-runoff or crop yield) which make use of the rainfall estimates, aggregated over an area, as input. Correct assessment of the uncertainty on the rainfall is non-trivial as it must take account of • the difference in spatial support of the satellite information and independent data used for calibration • uncertainties on the independent calibration data • the non-Gaussian distribution of rainfall amount • the spatial intermittency of rainfall • the spatial correlation of the rainfall field This paper describes a method for estimating the uncertainty on satellite-based rainfall values taking account of these factors. The method involves firstly a stochastic calibration which completely describes the probability of rainfall occurrence and the pdf of rainfall amount for a given satellite value, and secondly the generation of ensemble of rainfall fields based on the stochastic calibration but with the correct spatial correlation structure within each ensemble member. This is achieved by the use of geostatistical sequential simulation. The ensemble generated in this way may be used to estimate uncertainty at larger spatial scales. A case study of daily rainfall monitoring in the Gambia, west Africa for the purpose of crop yield forecasting is presented to illustrate the method.

Advances in the stochastic modelling of satellite-derived rainfall estimates using a sparse calibration dataset

As satellite technology develops, satellite rainfall estimates are likely to become ever more important in the world of food security. It is therefore vital to be able to identify the uncertainty of such estimates and for end users to be able to use this information in a meaningful way. This paper presents new developments in the methodology of simulating satellite rainfall ensembles from thermal infrared satellite data. Although the basic sequential simulation methodology has been developed in previous studies, it was not suitable for use in regions with more complex terrain and limited calibration data. Developments in this work include the creation of a multithreshold, multizone calibration procedure, plus investigations into the causes of an overestimation of low rainfall amounts and the best way to take into account clustered calibration data. A case study of the Ethiopian highlands has been used as an illustration.

Stochastic modelling considering ionospheric scintillation effects on GNSS relative and point positioning

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Stochastic modelling of the invasion process of nematodes in fly larvae

Stochastic models based on Markov birth processes are constructed to describe the process of invasion of a fly larva by entomopathogenic nematodes. Various forms for the birth (invasion) rates are proposed. These models are then fitted to data sets describing the observed numbers of nematodes that have invaded a fly larval after a fixed period of time. Non-linear birthrates are required to achieve good fits to these data, with their precise form leading to different patterns of invasion being identified for three populations of nematodes considered. One of these (Nemasys) showed the greatest propensity for invasion. This form of modelling may be useful more generally for analysing data that show variation which is different from that expected from a binomial distribution.

Stochastic modelling and simulations for solute transport in porous media

A stochastic model for solute transport in aquifers is studied based on the concepts of stochastic velocity and stochastic diffusivity. By applying finite difference techniques to the spatial variables of the stochastic governing equation, a system of stiff stochastic ordinary differential equations is obtained. Both the semi-implicit Euler method and the balanced implicit method are used for solving this stochastic system. Based on the Karhunen-Loeve expansion, stochastic processes in time and space are calculated by means of a spatial correlation matrix. Four types of spatial correlation matrices are presented based on the hydraulic properties of physical parameters. Simulations with two types of correlation matrices are presented.

Stochastic Inventory with/without Service Time, Reneging and Retrial of Customers

This thesis Entitled Stochastic modelling and analysis.This thesis is divided into six chapters including this introductory chapter. In second chapter, we consider an (s,S) inventory model with service, reneging of customers and finite shortage of items.In the third chapter, we consider an (s,S) inventoiy system with retrial of customers. Arrival of customers forms a Poisson process with rate. When the inventory level depletes to s due to demands, an order for replenishment is placed.In Chapter 4, we analyze and compare three (s,S) inventory systems with positive service time and retrial of customers. In all these systems, arrivals of customers form a Poisson process and service times are exponentially distributed. In chapter 5, we analyze and compare three production inventory systems with positive service time and retrial of customers. In all these systems, arrivals of customers form a Poisson process and service times are exponentially distributed.In chapter 6, we consider a PH /PH /l inventory model with reneging of customers and finite shortage of items.

Symmetry in biology: from genetic code to stochastic gene regulation

Mathematical models, as instruments for understanding the workings of nature, are a traditional tool of physics, but they also play an ever increasing role in biology - in the description of fundamental processes as well as that of complex systems. In this review, the authors discuss two examples of the application of group theoretical methods, which constitute the mathematical discipline for a quantitative description of the idea of symmetry, to genetics. The first one appears, in the form of a pseudo-orthogonal (Lorentz like) symmetry, in the stochastic modelling of what may be regarded as the simplest possible example of a genetic network and, hopefully, a building block for more complicated ones: a single self-interacting or externally regulated gene with only two possible states: ` on` and ` off`. The second is the algebraic approach to the evolution of the genetic code, according to which the current code results from a dynamical symmetry breaking process, starting out from an initial state of complete symmetry and ending in the presently observed final state of low symmetry. In both cases, symmetry plays a decisive role: in the first, it is a characteristic feature of the dynamics of the gene switch and its decay to equilibrium, whereas in the second, it provides the guidelines for the evolution of the coding rules.