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SINGULAR CONTROL OF STOCHASTIC VOLTERRA INTEGRAL EQUATIONS

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Acta Mathematica Scientia 2022年第3期42卷 1003-1017页

作者： Nacira AGRAM Saloua LABED bernt Фksendal Samia YAKHLEF Department of Mathematics KTH Royal Institute of Technology 10044StockholmSweden University Mohamed Khider of Biskra Algeria Department of Mathematics University of OsloPO Box 1053 BlindernN–0316 OsloNorway

This paper deals with optimal combined singular and regular controls for stochastic Volterra integral equations,where the solution X^(u,ξ)(t)=X(t)is given X(t)=φ(t)+∫_(0)^(t) b(t,s,X(s),u(s))ds+∫_(0)^(t)σ(t,s,X(s),u(s))dB(s)+∫_(0)^(t)h(t,s)dξ(s).by Here d B(s)denotes the Brownian motion It?type differential,ξdenotes the singular control(singular in time t with respect to Lebesgue measure)and u denotes the regular control(absolutely continuous with respect to Lebesgue measure).Such systems may for example be used to model harvesting of populations with memory,where X(t)represents the population density at time t,and the singular control processξrepresents the harvesting effort *** total income from the harvesting is represented by J(u, ξ) = E[∫_(0)^(t) f_(0)(t,X(t), u(t))dt + ∫_(0)^(t)f_(1)(t,X(t))dξ(t) + g(X(T))] for the given functions f0,f1 and g,where T>0 is a constant denoting the terminal time of the *** that it is important to allow the controls to be singular,because in some cases the optimal controls are of this *** Hida-Malliavin calculus,we prove sufficient conditions and necessary conditions of optimality of *** a consequence,we obtain a new type of backward stochastic Volterra integral equations with singular ***,to illustrate our results,we apply them to discuss optimal harvesting problems with possibly density dependent prices.

关键词： Stochastic maximum principle stochastic Volterra integral equation singular control backward stochastic Volterra integral equation Hida-Malliavin calculus

Optimal control with delayed information flow of systems driven by G-Brownian motion

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Probability, Uncertainty and Quantitative Risk 2018年第1期3卷 229-252页

作者： Francesca Biagini Thilo Meyer-Brandis berntØksendal Krzysztof Paczka Department of Mathematics LMU MunichTheresienstraße 3980333 MunichGermany Department of Mathematics University of OsloP.O.Box 1053 BlindernN-0316 OsloNorway Department of Mathematics University of MunichTheresienstraße 3980333 MunichGermany

In this paper,we study strongly robust optimal control problems under volatility *** the G-framework,we adapt the stochastic maximum principle to find necessary and sufficient conditions for the existence of a strongl... 详细信息

关键词： G-Brownian motion optimal control problem stochastic maximum principle

Erratum to:A Donsker Delta Functional Approach to Optimal Insider Control and Applications to Finance

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Communications in Mathematics and Statistics 2015年第4期3卷 535-540页

Erratum to:***.(2015)3:365-421 DOI 10.1007/s40304-015-0065-y Unfortunately,in the original publication of the article some equations appeared *** corrected equations are given below:•In(1.1)it should be added that the... 详细信息

关键词： assumed Optimal equations

Coupling Effect of Riser on Integrated FPS in Deepwater Area

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China Ocean Engineering 2009年第4期23卷 613-622页

作者：韩志强 bernt J.Leira 李飒 Tianjin Branch China Classification Society Marine Technology Department Norwegian University of Science and Technology Civil Engineering Department Tianjin University

The main challenge in predicting global responses of floating vessels in deepwater and uhra-deepwater areas comes from the system＇s coupled effect, tn this paper, the coupled approach is used to analyze effects of riser on floating system in deepwater. The analysis results show that the coupling effects of risers will mainly affect the low frequency （LF） motions of the system. That is because risers will provide the system with a significant low frequency （LF） damping which will vary with the sea states. Under storm sea state, the excitation term from drag force will govern the response. While under the moderate conditions, the damping effect of risers is more significant. In the practical engineering, the combination effect should be considered by other ways when the risers are omitted from the model.

关键词： riser semi-submersible cow,piing deepmater

Extreme Value Estimation of Beaufort Sea Ice Dynamics Driven by Global Wind Effects

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China Ocean Engineering 2022年第4期36卷 532-541页

作者： Chana Sinsabvarodom Arvid Næss bernt J.Leira Wei Chai Department of Marine Technology Norwegian University of Science and TechnologyTrondheim 7491Norway Department of Mathematical Sciences Norwegian University of Science and TechnologyTrondheim 7491Norway School of Naval Architecture Ocean and Energy Power EngineeringWuhan University of TechnologyWuhan 430070China

The purpose of the present study is to investigate the extreme values of the ice drift speed,which are also considered in the light of the magnitude of the simultaneous wind *** relationship between wind speed and ice drift speed is *** long-term ice drift data is collected by using local subsurface measurements based on acoustic Doppler current profilers(ADCP)in the Beaufort Sea during the period of ***-looking sonars(ULS)are deployed in order to observe the ice thickness as well as to identify events that correspond to open water *** relationship between the ice drift speed and the wind speed is also *** is found that the magnitude of the average ice drift speed is approximately 2.5%of the wind speed during the winter *** of the extreme values of the ice drift speed is studied by application of the average conditional exceedance rate(ACER)*** is found that the extreme ice drift speed during the ice melt season(*** summer season)is approximately20%-30%higher than that during the ice growth season(*** winter season).The extreme ice drift speed can be effectively estimated based on the 2.5%wind ***,the extreme ice drift speed can be obtained based on the extreme values of 2.5%of the wind speed based on multiplying with an amplification factor which varies in the range from 1.7 to 2.0 during the growth season,corresponding to increasing return periods of 10,25,50 and 100years.

关键词： ice drift extreme wind speed extreme ice-drift speed

Improvement of Wired Drill Pipe Data Quality via Data Validation and Reconciliation

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International Journal of Automation and computing 2018年第5期15卷 625-636页

作者： Dan Sui Olha Sukhoboka bernt Sigve Aadn?y Petroleum Engineering Department University of Stavanger

Wired drill pipe（WDP）technology is one of the most promising data acquisition technologies in today s oil and gas *** the first time it allows sensors to be positioned along the drill string which enables collecting and transmitting valuable data not only from the bottom hole assembly（BHA）,but also along the entire length of the wellbore to the drill *** technology has received industry acceptance as a viable alternative to the typical logging while drilling（LWD）*** more and more WDP applications can be found in the challenging drilling environments around the world,leading to many innovations to the *** most of the data acquired from WDP can be noisy and in some circumstances of very poor *** factors contribute to the poor data *** common sources include mis-calibrated sensors,sensor drifting,errors during data transmission,or some abnormal conditions in the well,*** challenge of improving the data quality has attracted more and more focus from many researchers during the past *** paper has proposed a promising solution to address such challenge by making corrections of the raw WDP data and estimating unmeasurable parameters to reveal downhole *** advanced data processing method,data validation and reconciliation（DVR）has been employed,which makes use of the redundant data from multiple WDP sensors to filter/remove the noise from the measurements and ensures the coherence of all sensors and *** it has the ability to distinguish the accurate measurements from the inaccurate *** addition,the data with improved quality can be used for estimating some crucial parameters in the drilling process which are unmeasurable in the first place,hence provide better model calibrations for integrated well planning and realtime operations.

关键词： Data quality wired drill pipe (WDP) data validation and reconciliation (DVR) drilling models.

Impact of elliptical boreholes on in situ stress estimation from leak-off test data

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Petroleum Science 2018年第4期15卷 794-800页

作者： Hong Xue Han Shunde Yin bernt Sigve Aadnoy Department of Petroleum Engineering University of Wyoming Petroleum Engineering Department University of Stavanger

We developed an inversion technique to determine in situ stresses for elliptical boreholes of arbitrary trajectory. In this approach, borehole geometry, drilling-induced fracture information, and other available leak-off test data were used to construct a mathematical model, which was in turn applied to finding the inverse of an overdetermined system of *** method has been demonstrated by a case study in the Appalachian Basin, USA. The calculated horizontal stresses are in reasonable agreement with the reported regional stress study of the area, although there are no field measurement data of the studied well for direct calibration. The results also indicate that 2% of axis difference in the elliptical borehole geometry can cause a 5% difference in minimum horizontal stress calculation and a 10% difference in maximum horizontal stress calculation.

关键词： Inversion Leak-off test data Elliptical borehole In situ stress

An analytical model to predict the volume of sand during drilling and production

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Journal of Rock Mechanics and Geotechnical Engineering 2016年第4期8卷 521-532页

作者： Raoof Gholami bernt Aadnoy Vamegh Rasouli Nikoo Fakhari Department of Petroleum Engineering Curtin University Department of Petroleum Engineering University of Stavanger Department of Petroleum Engineering University of North Dakota Department of Chemistry Shahrood University of Technology

Over the past few decades, many optical fiber sensing techniques have been developed. Among these available sensing methods, optical fiber Bragg grating（FBG） is probably the most popular one. With its unique capabilities, FBG-based geotechnical sensors can be used as a sensor array for distributive（profile） measurements, deployed under water（submersible）, for localized high resolution and/or differential measurements. The authors have developed a series of FBG-based transducers that include inclination, linear displacement and gauge/differential pore pressure sensors. Techniques that involve the field deployment of FBG inclination, extension and pore-pressure sensor arrays for automated slope stability and ground subsidence monitoring have been developed. The paper provides a background of FBG and the design concepts behind the FBG-based field monitoring sensors. Cases of field monitoring using the FBG sensor arrays are presented, and their practical implications are discussed.

关键词： Monitoring Ground stability Subsidence

Failure criterion effect on solid production prediction and selection of completion solution

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Journal of Rock Mechanics and Geotechnical Engineering 2017年第6期9卷 1123-1130页

作者： Dariush Javani bernt Aadnoy Mahdi Rastegarnia Siavash Nadimi Mohammad Ali Aghighi Bijan Maleki Department of Mining Engineering Imam Khomeini International UniversityQazvinIran Department of Petroleum Engineering University of StavangerStavangerNorway Department of Petrophysics Homai Well Services CompanyTehranIran Department of Chemical Engineering Energy and Geoscience InstituteThe University of UtahSalt Lake CityUT 84112USA Department of Mining Engineering University of TehranTehranIran

Production of fines together with reservoir fluid is called solid production. It varies from a few grams or less per ton of reservoir fluid posing only minor problems, to catastrophic amount possibly leading to erosion and complete filling of the borehole. This paper assesses solid production potential in a carbonate gas reservoir located in the south of Iran. Petrophysical logs obtained from the vertical well were employed to construct mechanical earth model. Then, two failure criteria, i.e. Mohre Coulomb and Mogi-Coulomb,were used to investigate the potential of solid production of the well in the initial and depleted conditions of the reservoir. Using these two criteria, we estimated critical collapse pressure and compared them to the reservoir pressure. Solid production occurs if collapse pressure is greater than pore pressure. Results indicate that the two failure criteria show different estimations of solid production potential of the studied reservoir. Mohre Coulomb failure criterion estimated solid production in both initial and depleted conditions, where Mogi-Coulomb criterion predicted no solid production in the initial condition of reservoir. Based on Mogi-Coulomb criterion, the well may not require completion solutions like perforated liner, until at least 60% of reservoir pressure was depleted which leads to decrease in operation cost and time.

关键词： Solid production Mechanical earth model Failure criterion Reservoir depletion Completion solution