Conditioning Simulations of Gaussian Random Fields by Ordinary Kriging

Conditioning realizations of stationary Gaussian random fields to a set of data is traditionally based on simple kriging. In practice, this approach may be demanding as it does not account for the uncertainty in the spatial average of the random field. In this paper, an alternative model is presented, in which the Gaussian field is decomposed into a random mean, constant over space but variable over the realizations, and an independent residual. It is shown that, when the prior variance of the random mean is infinitely large (reflecting prior ignorance on the actual spatial average), the realizations of the Gaussian random field are made conditional by substituting ordinary kriging for simple kriging. The proposed approach can be extended to models with random drifts that are polynomials in the spatial coordinates, by using universal or intrinsic kriging for conditioning the realizations, and also to multivariate situations by using cokriging instead of kriging.     

Numerical method of moments for solute transport in a nonstationary flow field conditioned on hydraulic conductivity and head measurements

The unconditional stochastic studies on groundwater flow and solute transport in a nonstationary conductivity field show that the standard deviations of the hydraulic head and solute flux are very large in comparison with their mean values (Zhang et al. in Water Resour Res 36:2107–2120, 2000; Wu et al. in J Hydrol 275:208–228, 2003; Hu et al. in Adv Water Resour 26:513–531, 2003). In this study, we develop a numerical method of moments conditioning on measurements of hydraulic conductivity and head to reduce the variances of the head and the solute flux. A Lagrangian perturbation method is applied to develop the framework for solute transport in a nonstationary flow field. Since analytically derived moments equations are too complicated to solve analytically, a numerical finite difference method is implemented to obtain the solutions. Instead of using an unconditional conductivity field as an input to calculate groundwater velocity, we combine a geostatistical method and a method of moment for flow to conditionally simulate the distributions of head and velocity based on the measurements of hydraulic conductivity and head at some points. The developed theory is applied in several case studies to investigate the influences of the measurements of hydraulic conductivity and/or the hydraulic head on the variances of the predictive head and the solute flux in nonstationary flow fields. The study results show that the conditional calculation will significantly reduce the head variance. Since the hydraulic head measurement points are treated as the interior boundary (Dirichlet boundary) conditions, conditioning on both the hydraulic conductivity and the head measurements is much better than conditioning only on conductivity measurements for reduction of head variance. However, for solute flux, variance reduction by the conditional study is not so significant.     

A comparison of seven methods for the inverse modelling of groundwater flow. Application to the characterisation of well catchments

Inverse modelling is a key step in groundwater-related hydrological studies. Several inversion techniques were developed during the last decades, but hardly any comparison between them was presented. We compare seven modern inverse methods for groundwater flow: the Regularised Pilot Points Method (both the estimation, RPPM-CE, and the Monte Carlo (MC) simulation variants, RPPM-CS), the MC variant of the Representer Method (RM), the Sequential Self-Calibration Method (SSC), the Moment Equations Method (MEM), the Zonation Method (ZM) and a non-iterative Semi-Analytical Method (SAM). These methods are applied to a two-dimensional synthetic example, depicting steady-state groundwater flow around a pumping well. Their relative performance is assessed in terms of their ability to characterise the log-transmissivity and hydraulic head fields and to predict the extent of the well catchment, both for a mildly and a strongly heterogeneous transmissivity field. The main conclusions drawn from the comparison are: (1) MC-based methods (RPPM-CS, SSC and RM) yield very similar results, regardless the degree of heterogeneity and despite they use different parameterisation schemes and objective functions; (2) statistical moments of the target quantities provided by MEM and RPPM-CE are similar to those of MC-based methods; (3) ZM and SAM are negatively affected by strong heterogeneity; and (4) in general, observed differences between the performances of all methods are not very large. MC-based inverse methods need considerably more CPU time than the other tested approaches. An advantage of MC-based methods is that they allow computing the posterior probability distribution of the target quantities, which can be directly fed to probabilistic risk-assessment procedures.     

外资银行在中国的区位选择

金融业渐进式准入制度直接影响外资银行进入中国市场.伴随改革开放进程,外资银行最初聚集于经济特区和北京,进而扩散到上海、天津、大连和广州,以致于中西部城市,如重庆、成都和西安.外资银行的分行支行尤为聚集于珠三角、长三角和京津等经济发达地区,代表处则偏好聚集于北京和上海.条件逻辑模犁统计结果表明,外资银行所有权优势、内部化优势和中国城市的区位优势,尤其是制度优势和银行业规模经济优势共同影响外资银行分支机构在中国的区位选择.外资银行尤为偏好金融规模效应显著、对外资银行准入管制较少的贸易型城市,央行总部及其区域性分行所在城市也是外资银行偏好的区位.由于代表处与分行或支行的功能差异,两者的区位行为存在一定不同.     

Application of alternative digital rock physics methods in a real case study: a challenge between clean and cemented samples

High‐resolution three‐dimensional images are used in digital rock physics to numerically compute rock physical properties such as permeability and elastic moduli. These images are not widely available, and their preparation is both expensive and time consuming. All of these issues highlight the importance of alternative digital rock physics methods that are based on two‐dimensional images and use different approaches to compute effective properties of three‐dimensional samples. In addition, the scale of study in both standard and alternative digital rock physics is very small, which applications of its results are questionable at wells or reservoir scale. The aim of this study is to use two‐dimensional images and alternative digital rock physics techniques for computing seismic wave velocity and permeability, which are compared with well and laboratory data. For this purpose, data from one well in a reservoir located in the southwestern part of Iran are used. First, two clean (carbonate) and two cemented (limy sandstone) samples were collected from well cores at different depths. Then, two‐dimensional images by scanning electron microscope and conventional microscope were captured. In the next step, two alternative digital rock physics methods, namely, empirical relations and conditional reconstruction, have been employed to compute P‐wave velocity and permeability of a three‐dimensional medium. Results showed that, in clean (mono‐mineral) samples, velocity values were reasonably close to well data. However, permeability values are underestimated compared with laboratory data because laboratory data were obtained at ambient pressure, whereas alternative digital rock physics results are more representative of reservoir pressure conditions. Nevertheless, permeability–porosity trends are valid for both samples. In the case of cemented samples, a two‐scale procedure, along with a method for two‐scale computation and grain‐cement segmentation, is presented and developed. Results showed that P‐wave velocity is overestimated probably due to random sampling in this method. However, velocity–porosity trends are in agreement with well data. Moreover, permeability results obtained for cemented samples were also similar to those obtained for the clean samples.     

阻尼修正条件均值谱及其在时程分析地震波选择中的应用

目前时程分析选波常采用目标谱法,即选择反应谱与目标谱有较好匹配的地震波,条件均值谱(CMS)已成为目前国内外广受关注及认可的目标谱。通常的CMS是基于5%阻尼比建立的,当结构阻尼比并非5%时,则需要对CMS进行阻尼修正。本文旨在建立1种CMS阻尼修正方法和计算公式,以便于不同阻尼比结构抗震时程分析的选波工作。以美国SAC Steel Project计划提出的针对洛杉矶地区设计的9层抗弯钢框架为场地和结构实例,建立了3种地震危险性水平(50年超越概率50%、10%和2%)下2%阻尼比的CMS目标谱,并进行了时程分析地震波选择及结构反应的计算。研究表明:提出的CMS的阻尼修正方法可不受衰减关系影响,适用的阻尼比范围(0.5%~30%)及周期范围(0.01s^10s)均较广泛,可用于各种类型的结构的抗震分析。     

基于加权贝叶斯网络的海洋灾害评估与管理

在全球气候变化背景下,海洋灾害的群发性、难以预见性和灾害链效应日显突出,带来的损失逐年上升,开展海洋灾害评估对于海洋经济建设、资源开发和工程建设具有重要的现实意义。文章首先基于风险理论剖析了海洋灾害风险的不确定性特征,构建了灾害评估指标体系;然后基于贝叶斯网络模型,提出了处理不确定性灾害评估的风险贝叶斯网络,进而基于主客观定权,构建了加权贝叶斯网络评估模型;最后对我国沿海地区海洋灾害开展评估研究。实验表明,该评估模型实现了海洋灾害的风险评估,具有一定的科学性和可行性。     

Study on moist potential vorticity and symmetric instability during a heavy rain event occurred in the Jiang-Huai valleys

In the light of the theory on moist potential vorticity (MPV) investigation was undertaken of the 700 hPa vertical (horizontal) component MP1 (MPV2) for the heavy rain event occurring in Ju-ly 5-6,1991. Results show that the distribution features of the two components were closely related to the development of a mesoscale cyclone as a rainstorm-causing weather system in the lower troposphere in such a way that the ambient atmosphere of which MPV1>0 and MPV2<0 with |MPVl|≥|MPV2| favored the genesis of conditional symmetric instability (CSI) and that, as in-dicated by calculations, a CSI sector was really existent in the lower troposphere during the heavy rain happening and contributed greatly to its development.     

Worth of secondary data compared to piezometric data for the probabilistic assessment of radionuclide migration

A common approach for the performance assessment of radionuclide migration from a nuclear waste repository is by means of Monte-Carlo techniques. Multiple realizations of the parameters controlling radionuclide transport are generated and each one of these realizations is used in a numerical model to provide a transport prediction. The statistical analysis of all transport predictions is then used in performance assessment. In order to reduce the uncertainty on the predictions is necessary to incorporate as much information as possible in the generation of the parameter fields. In this regard, this paper focuses in the impact that conditioning the transmissivity fields to geophysical data and/or piezometric head data has on convective transport predictions in a two-dimensional heterogeneous formation. The Walker Lake data based is used to produce a heterogeneous log-transmissivity field with distinct non-Gaussian characteristics and a secondary variable that represents some geophysical attribute. In addition, the piezometric head field resulting from the steady-state solution of the groundwater flow equation is computed. These three reference fields are sampled to mimic a sampling campaign. Then, a series of Monte-Carlo exercises using different combinations of sampled data shows the relative worth of secondary data with respect to piezometric head data for transport predictions. The analysis shows that secondary data allows to reproduce the main spatial patterns of the reference transmissivity field and improves the mass transport predictions with respect to the case in which only transmissivity data is used. However, a few piezometric head measurements could be equally effective for the characterization of transport predictions.