Elastic impedance inversion with high efficiency and high stability has become one of the main directions of seismic pre-stack inversion. The nonlinear elastic impedance inversion method based on a fast Markov chain M...Elastic impedance inversion with high efficiency and high stability has become one of the main directions of seismic pre-stack inversion. The nonlinear elastic impedance inversion method based on a fast Markov chain Monte Carlo （MCMC） method is proposed in this paper, combining conventional MCMC method based on global optimization with a preconditioned conjugate gradient （PCG） algorithm based on local optimization, so this method does not depend strongly on the initial model. It converges to the global optimum quickly and efficiently on the condition that effi- ciency and stability of inversion are both taken into consid- eration at the same time. The test data verify the feasibility and robustness of the method, and based on this method, we extract the effective pore-fluid bulk modulus, which is applied to reservoir fluid identification and detection, and consequently, a better result has been achieved.展开更多
The microstructures and their kinetics of normal grain growth are simulated using different Monte Carlo （MC） algorithms. Compared with the relative figures and the theoretical normal grain growth exponents of n =0.5...The microstructures and their kinetics of normal grain growth are simulated using different Monte Carlo （MC） algorithms. Compared with the relative figures and the theoretical normal grain growth exponents of n =0.5, the effects of some factors of MC algorithm, i.e. the lattice types, the methods of selecting lattice sites, and the neighbors selection for energy calculations, on the simulation results of grain growth are studied. Two methods of regression were compared, and the three-parameter nonlinear regression is much more suitable for fitting the grain growth kinetics. A better model with appropriate factors included triangular lattice, the attempted site randomly selected, and the first and second nearest neighbors for energy calculations is obtained.展开更多
Extended Kalman filter （EKF） is one of the most widely used methods for nonlinear system estimation. A new filtering algorithm, called particle filtering （PF） is introduced. PF can yield better performance than th...Extended Kalman filter （EKF） is one of the most widely used methods for nonlinear system estimation. A new filtering algorithm, called particle filtering （PF） is introduced. PF can yield better performance than that of EKF, because PF does not involve the linearization approximating to nonlinear systems, that is required by the EKF. PF has been shown to be a superior alternative to the EKF in a variety of applications. The base idea of PF is the approximation of relevant probabifity distributions using the concepts of sequential importance sampling and approximation of probability distributions using a set of discrete random samples with associated weights. PF methods still need to be improved in the aspects of accuracy and calculating speed.展开更多
The sample duplication method for the Monte Carlo simulation of large reaction-diffusion system is proposed in this paper. It is proved that the sample duplication method will effectively raise the efficiency and stat...The sample duplication method for the Monte Carlo simulation of large reaction-diffusion system is proposed in this paper. It is proved that the sample duplication method will effectively raise the efficiency and statistical precision of the simulation without changing the kinetic behaviour of the reaction-diffusion system and the critical condition for the bifurcation of the steady-states. The method has been applied to the simulation of spatial and time dissipative structure of Brusselator under the Dirichlet boundary condition. The results presented in this paper definitely show that the sample duplication method provides a very efficient way to sol-’e the master equation of large reaction-diffusion system. For the case of two-dimensional system, it is found that the computation time is reduced at least by a factor of two orders of magnitude compared to the algorithm reported in literature.展开更多
基金the sponsorship of the National Basic Research Program of China (973 Program,2013CB228604,2014CB239201)the National Oil and Gas Major Projects of China (2011ZX05014-001-010HZ,2011ZX05014-001-006-XY570) for their funding of this research
文摘Elastic impedance inversion with high efficiency and high stability has become one of the main directions of seismic pre-stack inversion. The nonlinear elastic impedance inversion method based on a fast Markov chain Monte Carlo （MCMC） method is proposed in this paper, combining conventional MCMC method based on global optimization with a preconditioned conjugate gradient （PCG） algorithm based on local optimization, so this method does not depend strongly on the initial model. It converges to the global optimum quickly and efficiently on the condition that effi- ciency and stability of inversion are both taken into consid- eration at the same time. The test data verify the feasibility and robustness of the method, and based on this method, we extract the effective pore-fluid bulk modulus, which is applied to reservoir fluid identification and detection, and consequently, a better result has been achieved.
文摘基于泰勒级数展开的近似函数法在求解非线性函数的中误差时需要进行复杂的导数计算,已有的Monte Carlo法虽然可以避免导数运算,但在模拟次数的选择上不具有客观性,且无法直接控制模拟结果。因此,将Stein两阶段法融入非线性函数的协方差传播理论中,并与Monte Carlo方法结合,设计了一套非线性函数协方差传播的Stein Monte Carlo算法流程。将该方法用于二维多项式函数和GNSS基线向量的协方差传播计算中,实验结果验证了其有效性,为非线性模型协方差传播的计算提供了一种新思路。
基金the International Science & Technology Cooperation Project of Shandong Province(2006)the Natural Science Foundation of Shandong Province(Y2007F06).
文摘The microstructures and their kinetics of normal grain growth are simulated using different Monte Carlo （MC） algorithms. Compared with the relative figures and the theoretical normal grain growth exponents of n =0.5, the effects of some factors of MC algorithm, i.e. the lattice types, the methods of selecting lattice sites, and the neighbors selection for energy calculations, on the simulation results of grain growth are studied. Two methods of regression were compared, and the three-parameter nonlinear regression is much more suitable for fitting the grain growth kinetics. A better model with appropriate factors included triangular lattice, the attempted site randomly selected, and the first and second nearest neighbors for energy calculations is obtained.
文摘Extended Kalman filter （EKF） is one of the most widely used methods for nonlinear system estimation. A new filtering algorithm, called particle filtering （PF） is introduced. PF can yield better performance than that of EKF, because PF does not involve the linearization approximating to nonlinear systems, that is required by the EKF. PF has been shown to be a superior alternative to the EKF in a variety of applications. The base idea of PF is the approximation of relevant probabifity distributions using the concepts of sequential importance sampling and approximation of probability distributions using a set of discrete random samples with associated weights. PF methods still need to be improved in the aspects of accuracy and calculating speed.
基金Project partly supported by the National Natural Science Foundation of China,Fok Ying Tung Education Foundation and FEYUT,SEDC,China.
文摘The sample duplication method for the Monte Carlo simulation of large reaction-diffusion system is proposed in this paper. It is proved that the sample duplication method will effectively raise the efficiency and statistical precision of the simulation without changing the kinetic behaviour of the reaction-diffusion system and the critical condition for the bifurcation of the steady-states. The method has been applied to the simulation of spatial and time dissipative structure of Brusselator under the Dirichlet boundary condition. The results presented in this paper definitely show that the sample duplication method provides a very efficient way to sol-’e the master equation of large reaction-diffusion system. For the case of two-dimensional system, it is found that the computation time is reduced at least by a factor of two orders of magnitude compared to the algorithm reported in literature.
