Decision-theoretic sensitivity analysis for reservoir development under uncertainty using multilevel quasi-Monte Carlo methods

At various stages of petroleum reservoir development, we encounter a large degree of geological uncertainty under which a rational decision has to be made. In order to identify which parameter or group of parameters significantly affects the output of a decision model, we investigate decision-theoretic sensitivity analysis and its computational issues in this paper. In particular, we employ the so-called expected value of partial perfect information (EVPPI) as a sensitivity index and apply multilevel Monte Carlo (MLMC) methods to efficient estimation of EVPPI. In a recent paper by Giles and Goda, an antithetic MLMC estimator for EVPPI is proposed and its variance analysis is conducted under some assumptions on a decision model. In this paper, for an improvement on the performance of the MLMC estimator, we incorporate randomized quasi-Monte Carlo methods within the inner sampling, which results in an multilevel quasi-Monte Carlo (MLQMC) estimator. We apply both the antithetic MLMC and MLQMC estimators to a simple waterflooding decision problem under uncertainty on absolute permeability and relative permeability curves. Through numerical experiments, we compare the performances of the MLMC and MLQMC estimators and confirm a significant advantage of the MLQMC estimator.     

MARCO POLO: near earth object sample return mission

MARCO POLO is a joint European–Japanese sample return mission to a Near-Earth Object. This Euro-Asian mission will go to a primitive Near-Earth Object (NEO), which we anticipate will contain primitive materials without any known meteorite analogue, scientifically characterize it at multiple scales, and bring samples back to Earth for detailed scientific investigation. Small bodies, as primitive leftover building blocks of the Solar System formation process, offer important clues to the chemical mixture from which the planets formed some 4.6 billion years ago. Current exobiological scenarios for the origin of Life invoke an exogenous delivery of organic matter to the early Earth: it has been proposed that primitive bodies could have brought these complex organic molecules capable of triggering the pre-biotic synthesis of biochemical compounds. Moreover, collisions of NEOs with the Earth pose a finite hazard to life. For all these reasons, the exploration of such objects is particularly interesting and urgent. The scientific objectives of MARCO POLO will therefore contribute to a better understanding of the origin and evolution of the Solar System, the Earth, and possibly Life itself. Moreover, MARCO POLO provides important information on the volatile-rich (e.g. water) nature of primitive NEOs, which may be particularly important for future space resource utilization as well as providing critical information for the security of Earth. MARCO POLO is a proposal offering several options, leading to great flexibility in the actual implementation. The baseline mission scenario is based on a launch with a Soyuz-type launcher and consists of a Mother Spacecraft (MSC) carrying a possible Lander named SIFNOS, small hoppers, sampling devices, a re-entry capsule and scientific payloads. The MSC leaves Earth orbit, cruises toward the target with ion engines, rendezvous with the target, conducts a global characterization of the target to select a sampling site, and delivers small hoppers (MINERVA type, JAXA) and SIFNOS. The latter, if added, will perform a soft landing, anchor to the target surface, and make various in situ measurements of surface/subsurface materials near the sampling site. Two surface samples will be collected by the MSC using “touch and go” manoeuvres. Two complementary sample collection devices will be used in this phase: one developed by ESA and another provided by JAXA, mounted on a retractable extension arm. After the completion of the sampling and ascent of the MSC, the arm will be retracted to transfer the sample containers into the MSC. The MSC will then make its journey back to Earth and release the re-entry capsule into the Earth’s atmosphere.     

AKARI—Infrared Satellite Mission—Present Status and Early Results

AKARI, formerly known as ASTRO-F, is a satellite mission dedicated to infrared astronomy for the first time in Japan. It has a 685-mm aperture telescope with two focal-plane instruments cooled by liquid helium (LHe) and mechanical coolers on board for observations in the 2–180 μm infrared spectral range. AKARI was launched on 2006 February 21 (UT) into a sun-synchronous polar orbit and started observations in May, 2006. It carried 179 liter LHe that lasted for 550 days and observations with LHe were carried out for more than 15 months. During the LHe holding period, AKARI made all-sky survey observations with six bands from 9 to 160 μm, which surpass the IRAS all-sky survey data in the sensitivity, spatial resolution, and spectral coverage. Together with the all-sky observation, AKARI also made pointing observations for about 10 min at a given position of the sky to execute deep imaging and spectroscopy from near- to far-infrared. Both focal-plane instruments work successfully on orbit and more than 90% of the sky was observed in the all-sky survey. After LHe exhaustion, near-infrared observations are planned to continue. This paper reports the in-orbit performance of AKARI and its early observational results so far obtained.     

Empirical formula to relate the auroral electrojet intensity with interplanetary parameters

An empirical formula has been constructed using the results of correlative analyses to determine in what form the AL index, as a measure of the intensity of the westward auroral electrojet, depends on interplanetary parameters. The formula thus obtained shows that AL is mainly determined by B_sV² where B_s is the southward component of the IMF and V is the solar wind velocity, and is modulated in a characteristic way by the combined effect of the east-west component of the IMF and the tilt angle of the Earth's dipole axis toward the Sun-Earth line. In contrast, effects of the solar wind density and the IMF variability were found to be insignificant.Implications of the empirical formula are discussed mainly in relation to the problem of the location in the dayside magnetosphere of the region where the reconnection process to initiate the substorm takes place.     

Vibration of a disordered chain: A model to investigate light absorption of amorphous grain

Vibration of a two-component disordered chain of 500 atoms is investigated. The mass ratio is 28:16. Squared frequency-spectra are obtained for several cases with different degrees of disorder. For a simple case eigenvectors are also calculated to show that there exists a local vibration mode at disorder. If there is an additional impurity atom in the chain, there appear localized vibration modes at the impurity atom above the optical branch and between the optical and the acoustical branches. Vibration of the chain with variable force constants, which are governed by a probability distribution, is studied as a model for a glassy substance.Invited contribution to the Proceedings of a Workshop onThermodynamics and Kinetics of Dust Formation in the Space Medium held at the Lunar and lanetary Institute, Houston, 6–8 September, 1978.     

Altitude variation of ultraviolet oxygen night airglow

Night airglow of oxygen 130.4 and 135.6 nm emissions was measured by a spectrophotometer aborad an S520 sounding rocket, launched at 19:50 JST (10:50 UT) on 14 February, 1982 from Kagoshima, Japan. The altitude variation of the emissions was obtained from 110 to 266 km at zenith angles of 35.5°±4°. The emission intensity around 260 km was about 160R and is roughly compatible with model calculations taking account of O⁺+e ^– radiative recombination as well as O⁺–O^– mutual neutralization. Some excess of about 50R, compared to the model calculation, was observed around 200 km. Possible explanations of the excess are: (i) remnant oxygen ions during the transition period from day to night and (ii) diffuse radiation from the background sky. Model calculations taking account of remnant oxygen ions were also performed by adding an excess electron density to the original density profile. However, it was found that an unreasonably large electron density is required around 200 km (5×10⁵ cm^–3) to produce the observed intensity. It is also probable that some contribution from the background sky is present in the observed intensity.     

Solubility of sulfur in some magmas at 1 atmosphere

In order to understand the distribution of sulfur in igneous rooks, we determined the solubility of sulfur in volcanic rock melts (tholeiite basalt, hawaiite and rhyodacite from Hawaii) at various gas compositions and at 1250° and 1300°C and 1 atm total pressure. The solubility of sulfur in the melt passes through a minimum with change in oxygen partial pressure, if other factors are held constant. For the basaltic liquid at 1200°C, most sulfur in the melt is as dissolved sulfide (S^?2) at oxygen partial pressures below 10^?8 atm and as dissolved sulfate at oxygen partial pressures above 10^?8 atm. Based on the present solubility data, 5 per cent is inferred for volcanic gas at 1 atm total pressure in equilibrium with subaerially extruded Hawaiian tholeiite basalt (Pele's hair with 180 ppm S) at 1200°C and 10^?8 atm P_O2.     

Effects of CO<Subscript>2</Subscript> on Marine Fish: Larvae and Adults

CO₂-enriched seawater was far more toxic to eggs and larvae of a marine fish, silver seabream, Pagrus major, than HCl-acidified seawater when tested at the same seawater pH. Data on the effects of acidified seawater can therefore not be used to estimate the toxicity of CO₂, as has been done in earlier studies. Ontogenetic changes in CO₂ tolerance of two marine bony fishes (Pag. major and Japanese sillago, Sillago japonica) showed a similar, characteristic pattern: the cleavage and juvenile stages were most susceptible, whereas the preflexion and flexion stages were much more tolerant to CO₂. Adult Japanese amberjack, Seriola quinqueradiata, and bastard halibut, Paralichthys olivaceus, died within 8 and 48 h, respectively, during exposure to seawater equilibrated with 5% CO₂. Only 20% of a cartilaginous fish, starspotted smooth-hound, Mustelus manazo, died at 7% CO₂ within 72 h. Arterial pH initially decreased but completely recovered within 1-24 h for Ser. quinqueradiata and Par. olivaceus at 1 and 3% CO₂, but the recovery was slower and complete only at 1% for M. manazo. During exposure to 5% CO₂, Par. olivaceus died after arterial pH had been completely restored. Exposure to 5% CO₂ rapidly depressed the cardiac output of Ser. quinqueradiata, while 1% CO₂ had no effect. Both levels of ambient CO₂ had no effect on blood O₂ levels. We tentatively conclude that cardiac failure is important in the mechanisms by which CO₂ kills fish. High CO₂ levels near injection points during CO₂ ocean sequestration are likely to have acute deleterious effects on both larvae and adults of marine fishes. This revised version was published online in July 2006 with corrections to the Cover Date.