Optimal Filtering Algorithm for Stochastic 2-D FMM Ⅱ with Multiplicative Noise     

CHUDongsheng LIANGMeng SHIXin ZHANGLing 《中国海洋大学学报(英文版)》2004,3(1):106-110

1　Introduction　Inrecentyearstherehasbeengrowingresearchin terestinthetwo dimensional (2 D )systemtheory .The 2 Dsystemsmayfindapplicationsinareassuchasmarineseismicdataprocessingandimageprocessing .Althoughmoreandmorevaluableresultshavebeengained ,mos…  相似文献   

作用于平台桩腿的海冰屈曲破坏冰压力随机过程模型及其参数确定   总被引：2，自引：1，他引：2  

段忠东  欧进萍 《海洋工程》1996,(4)

冰对结构的作用过程是典型的随机过程。本文在冰压力过程为平稳过程的假设下，从渤海海冰对平台桩腿作用的大量实测冰压力数据中，选取了２１条冰屈曲破坏时的冰压力时程曲线，对它们进行谱分析后，得到了单点冰屈曲破坏的压力随机过程的谱密度，并确定了谱参数及其跟环境要素的关系，依据文献［１］中冰压力沿圆柱面的空间分布，建立了绕桩腿的冰压力随机场模型，并得到了作用于桩腿的总冰力随机过程及其谱密度。本文的研究成果为平台结构冰激随机振动和疲劳累积损伤分析提供了荷载基础  相似文献   

Determination of technical efficiency of fisheries by stochastic frontier models: a case on the Gulf of Cadiz (Spain)     

Garcia del Hoyo  Juan Jose; Castilla Espino  David; Jimenez Toribio  Ramon 《ICES Journal of Marine Science》2004,61(3):416-421

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随机Dirichlet问题解的调和展开     

邓波 《测绘科学》2008,33(3):29-30

针对重力学随机Dirichlet问题,通过适当地对边界检验函数的分解,并在随机边界样本空间中提取确定性部分的对偶基,本文将随机Dirichlet问题的一般解展开为一随机系数的调和级数形式。  相似文献   

Modelling Positional Uncertainty of Line Features by Accounting for Stochastic Deviations from Straight Line Segments   总被引：1，自引：0，他引：1  

Sytze de Bruin 《Transactions in GIS》2008,12(2):165-177

The assessment of positional uncertainty in line and area features is often based on uncertainty in the coordinates of their elementary vertices which are assumed to be connected by straight lines. Such an approach disregards uncertainty caused by sampling and approximation of a curvilinear feature by a sequence of straight line segments. In this article, a method is proposed that also allows for the latter type of uncertainty by modelling random rectangular deviations from the conventional straight line segments. Using the model on a dense network of sub‐vertices, the contribution of uncertainty due to approximation is emphasised; the sampling effect can be assessed by applying it on a small set of randomly inserted sub‐vertices. A case study demonstrates a feasible way of parameterisation based on assumptions of joint normal distributions for positional errors of the vertices and the rectangular deviations and a uniform distribution of missed sub‐vertices along line segments. Depending on the magnitudes of the different sources of uncertainty, not accounting for potential deviations from straight line segments may drastically underestimate the positional uncertainty of line features.  相似文献   

Reservoir description using dynamic parameterisation selection with a combined stochastic and gradient search     

Lars Kristian Nielsen  Sam Subbey  Mike Christie  Trond Mannseth 《Computational Geosciences》2006,10(3):321-342

There is a correspondence between flow in a reservoir and large scale permeability trends. This correspondence can be derived by constraining reservoir models using observed production data. One of the challenges in deriving the permeability distribution of a field using production data involves determination of the scale of resolution of the permeability. The Adaptive Multiscale Estimation (AME) seeks to overcome the problems related to choosing the resolution of the permeability field by a dynamic parameterisation selection. The standard AME uses a gradient algorithm in solving several optimisation problems with increasing permeability resolution. This paper presents a hybrid algorithm which combines a gradient search and a stochastic algorithm to improve the robustness of the dynamic parameterisation selection. At low dimension, we use the stochastic algorithm to generate several optimised models. We use information from all these produced models to find new optimal refinements, and start out new optimisations with several unequally suggested parameterisations. At higher dimensions we change to a gradient-type optimiser, where the initial solution is chosen from the ensemble of models suggested by the stochastic algorithm. The selection is based on a predefined criterion. We demonstrate the robustness of the hybrid algorithm on sample synthetic cases, which most of them were considered insolvable using the standard AME algorithm.  相似文献   

Optimization of nonconventional wells under uncertainty using statistical proxies     

Vincent Artus  Louis J. Durlofsky  Jérôme Onwunalu  Khalid Aziz 《Computational Geosciences》2006,10(4):389-404

The determination of the optimal type and placement of a nonconventional well in a heterogeneous reservoir represents a challenging optimization problem. This determination is significantly more complicated if uncertainty in the reservoir geology is included in the optimization. In this study, a genetic algorithm is applied to optimize the deployment of nonconventional wells. Geological uncertainty is accounted for by optimizing over multiple reservoir models (realizations) subject to a prescribed risk attitude. To reduce the excessive computational requirements of the base method, a new statistical proxy (which provides fast estimates of the objective function) based on cluster analysis is introduced into the optimization process. This proxy provides an estimate of the cumulative distribution function (CDF) of the scenario performance, which enables the quantification of proxy uncertainty. Knowledge of the proxy-based performance estimate in conjunction with the proxy CDF enables the systematic selection of the most appropriate scenarios for full simulation. Application of the overall method for the optimization of monobore and dual-lateral well placement demonstrates the performance of the hybrid optimization procedure. Specifically, it is shown that by simulating only 10% or 20% of the scenarios (as determined by application of the proxy), optimization results very close to those achieved by simulating all cases are obtained.  相似文献   

Evaluation of the Reduction in Uncertainty Obtained by Conditioning a 3D Stochastic Channel to Multiwell Pressure Data     

Fengjun Zhang  Albert C. Reynolds  Dean S. Oliver 《Mathematical Geology》2002,34(6):715-742

A stochastic channel embedded in a background facies is conditioned to data observed at wells. The background facies is a fixed rectangular box. The model parameters consist of geometric parameters that describe the shape, size, and location of the channel, and permeability and porosity in the channel and nonchannel facies. We extend methodology previously developed to condition a stochastic channel to well-test pressure data, and well observations of the channel thickness and the depth of the top of the channel. The main objective of this work is to characterize the reduction in uncertainty in channel model parameters and predicted reservoir performance that can be achieved by conditioning to well-test pressure data at one or more wells. Multiple conditional realizations of the geometric parameters and rock properties are generated to evaluate the uncertainty in model parameters. The ensemble of predictions of reservoir performance generated from the suite of realizations provides a Monte Carlo estimate of the uncertainty in future performance predictions. In addition, we provide some insight on how prior variances, data measurement errors, and sensitivity coefficients interact to determine the reduction in model parameters obtained by conditioning to pressure data and examine the value of active and observation well data in resolving model parameters.  相似文献   

Propriétés fractales de la fragmentation et processus stochastiques de fracturation : approche géométrique 3D à l'aide du modèle ObsifracFractal properties of fragmentation and stochastic fracturing processes: geometrical 3D approach by OBSIFRAC model     

Luc Empereur-Mot  Thierry Villemin 《Comptes Rendus Geoscience》2002,334(2):127-133

A numerical rock fragmentation model was elaborated, producing a 3D puzzle of convex polyhedra, geometrically described in a database. In the first scenario, a constant proportion of blocks are fragmented at each step of the process and leads to fractal distribution. In the second scenario, division affects one random block at each stage of the process, and produces a Weibull volume distribution law. Imposing a minimal distance between the fractures, the third scenario reveals a power law. The inhibition of new fractures in the neighbourhood of existing discontinuities could be responsible for fractal properties in rock mass fragmentation. To cite this article: L. Empereur-Mot, T. Villemin, C. R. Geoscience 334 (2002) 127–133.  相似文献   

Spatial variation of seismic motion induced by propagation of body waves     

D. Zendagui  M. K. Berrah 《Soil Dynamics and Earthquake Engineering》2002,22(9-12):805-811

Spatial variation of earthquake ground motion is an important phenomenon that cannot be ignored in the design and safety of strategic structures. Several models have been developed to describe this variation using statistical, mathematical or physical approaches. The latter approach is not specific to an event. A recent contribution, which uses such an approach and called complete stochastic deamplification approach (CSDA), was developed [1]. The aim of this paper is to analyze the spatial variation of earthquake motion induced by the propagation of body waves using the CSDA. Coherency functions are evaluated for the cases of SH–SV–P waves propagating through stratified soil. Results obtained show that the variation of the coherency function is not the same for vertical and horizontal components and that the motion is more coherent at depth than at the free surface. In fact, we found that the rate of decrease with frequency and distance is not the same if P–SV waves propagate through stratified soil.  相似文献