高含水期复杂断块油藏剩余油分布及挖潜

高含水期陆相复杂断块层状油藏剩余油分布复杂,油藏模拟难度大。马11复杂断块油藏在油藏精细描述基础上,利用动静态综合分析研究与密网格大规模数值模拟研究相结合,提高了剩余油研究精度和可信度;在此基础上,针对油藏剩余油分布特点并结合当前经济技术条件,部署实施了以调整井、调剖、堵水、油水井大修为主的剩余油挖潜方案,油藏含水上升率大幅度下降、采油速度上升、采收率提高了。     

Fixed T dynamic panel data estimators with multifactor errors

This article analyzes a growing group of fixed T dynamic panel data estimators with a multifactor error structure. We use a unified notational approach to describe these estimators and discuss their properties in terms of deviations from an underlying set of basic assumptions. Furthermore, we consider the extendability of these estimators to practical situations that may frequently arise, such as their ability to accommodate unbalanced panels and common observed factors. Using a large-scale simulation exercise, we consider scenarios that remain largely unexplored in the literature, albeit being of great empirical relevance. In particular, we examine (i) the effect of the presence of weakly exogenous covariates, (ii) the effect of changing the magnitude of the correlation between the factor loadings of the dependent variable and those of the covariates, (iii) the impact of the number of moment conditions on bias and size for GMM estimators, and finally (iv) the effect of sample size. We apply each of these estimators to a crime application using a panel data set of local government authorities in New South Wales, Australia; we find that the results bear substantially different policy implications relative to those potentially derived from standard dynamic panel GMM estimators. Thus, our study may serve as a useful guide to practitioners who wish to allow for multiplicative sources of unobserved heterogeneity in their model.     

Load-Oriented Order Release (LOOR) revisited: bringing it back to the state of the art

In the workload control literature, the Load-Oriented Order Release (LOOR) approach has been neglected since its robustness was questioned at the end of the 1990s. This paper revisits LOOR and evaluates whether its performance can be improved in two ways. First, an intermediate pull release mechanism is added to avoid starvation between periodic release events. This mechanism was recently shown to be effective at improving the performance of a state-of-the-art release method known as LUMS COR. Second, an integer linear programming model is used to manage the trade-off between the timing and load balancing functions of order release. The two refinements are assessed using simulations of different shop configurations, which allow us to evaluate robustness. Results demonstrate that the refinements contribute to improving the performance of LOOR such that it can even outperform LUMS COR. Perhaps counter-intuitively, putting more emphasis on load balancing than on the urgency of individual orders is shown to lead to a lower percentage of tardy orders. Overall, the improvements mean that concerns about LOOR’s robustness are no longer valid – it now appears suitable for a wide range of shops found in practice.     

四川盆地雷口坡组层序岩相古地理

针对四川盆地各矿区雷口坡组地层划分方案不统一，且受早印支运动的影响，雷口坡组顶部岩溶带地层垮塌破坏，造成地层内幕划分及岩相古地理恢复困难的难题，以层序地层学理论与方法为指导，重新厘定了盆地内雷口坡组的地层划分方案，以四级层序为作图单元进行层序岩相古地理重建。高精度的层序岩相古地理研究表明，雷口坡期四川盆地处于局限–蒸发海环境，在川西北一带靠近松潘—甘孜海槽一带发育有台地边缘，台地内部颗粒滩和台地边缘颗粒滩构成了雷口坡组的勘探主体。岩相古地理的演化表明，雷口坡组沉积时期盆地底形发生了东倾向西倾“跷跷板”式的转换，在层序I 早期仍保持了早三叠世西高东低的地形格局，至层序III 沉积期东倾趋势消失，层序IVV 沉积时期盆地内隆凹格局略具雏形。伴随着构造挤压运动的加剧，从层序VI 开始盆地底形隆凹格局分异加剧，形成巨厚膏盐盆，膏盐盆沉积中心在层序VIX 沉积时期具有明显西移的趋势。     

Size distortion of asymmetric unit root tests in the presence of level shifts

The finite-sample size properties of momentum-threshold autoregressive (MTAR) asymmetric unit root tests are examined in the presence of level shifts under the null hypothesis. The original MTAR test using a fixed threshold is found to exhibit severe size distortion when a break in level occurs early in the sample period, leading to an increased probability of an incorrect inference of asymmetric stationarity. For later breaks the test is also shown to suffer from undersizing. In contrast, the use of consistent-threshold estimation results in a test which is relatively robust to level shifts.     

Simulating random variables using moment-generating functions and the saddlepoint approximation

When we are given only a transform such as the moment-generating function of a distribution, it is rare that we can efficiently simulate random variables. Possible approaches such as the inverse transform using numerical inversion of the transform are computationally very expensive. However, the saddlepoint approximation is known to be exact for the Normal, Gamma, and inverse Gaussian distribution and remarkably accurate for a large number of others. We explore the efficient use of the saddlepoint approximation for simulating distributions and provide three examples of the accuracy of these simulations.     

Flexible simulation of competing risks data following prespecified subdistribution hazards

In recent years different approaches for the analysis of time-to-event data in the presence of competing risks, i.e. when subjects can fail from one of two or more mutually exclusive types of event, were introduced. Different approaches for the analysis of competing risks data, focusing either on cause-specific or subdistribution hazard rates, were presented in statistical literature. Many new approaches use complicated weighting techniques or resampling methods, not allowing an analytical evaluation of these methods. Simulation studies often replace analytical comparisons, since they can be performed more easily and allow investigation of non-standard scenarios. For adequate simulation studies the generation of appropriate random numbers is essential. We present an approach to generate competing risks data following flexible prespecified subdistribution hazards. Event times and types are simulated using possibly time-dependent cause-specific hazards, chosen in a way that the generated data will follow the desired subdistribution hazards or hazard ratios, respectively.     

超长钢板桩围堰合理内支撑施工方案

钢板桩围堰合理的内支撑施工方案对施工安全、工期长短、成本大小均有一定的影响。以阜阳至六安铁路颍河特大桥深水基础超长钢板桩围堰施工实践为例，通过建立钢板桩、内支撑和土层相互作用的三维整体有限元模型，根据封底混凝土施工时机的不同，选择4种施工方案，对超长钢板桩围堰内支撑施工方案进行了探讨。结果表明：封底混凝土施工越早，对围堰结构的整体安全越有利；实际采用的施工方案要根据桥址处工程地质条件，结合实际工程情况，经方案比选和分析论证以后确定。     

A new metamodel-based method for solving semi-expensive simulation optimization problems

In this article, a new algorithm for rather expensive simulation problems is presented, which consists of two phases. In the first phase, as a model-based algorithm, the simulation output is used directly in the optimization stage. In the second phase, the simulation model is replaced by a valid metamodel. In addition, a new optimization algorithm is presented. To evaluate the performance of the proposed algorithm, it is applied to the (s,S) inventory problem as well as to five test functions. Numerical results show that the proposed algorithm leads to better solutions with less computational time than the corresponding metamodel-based algorithm.     

Pricing arithmetic Asian option under a two-factor stochastic volatility model with jumps

This paper presents an efficient Monte Carlo simulation scheme based on the variance reduction methods to evaluate arithmetic average Asian options in the context of the double Heston's stochastic volatility model with jumps. This paper consists of two essential parts. The first part presents a new flexible stochastic volatility model, namely, the double Heston model with jumps. In the second part, by combining two variance reduction procedures via Monte Carlo simulation, we propose an efficient Monte Carlo simulation scheme for pricing arithmetic average Asian options under the double Heston model with jumps. Numerical results illustrate the efficiency of our method.