Uncertainty of flow in porous media

The problem posed to the Study Group was, in essence, how to estimate the probability distribution of f(x) from the probability distribution of x. Here x is a large vector and f is a complicated function which can be expensive to evaluate. For Schlumberger's applications f is a computer simulator of a hydrocarbon reservoir, and x is a description of the geology of the reservoir, which is uncertain

Validity of the expected Euler characteristic heuristic

We study the accuracy of the expected Euler characteristic approximation to the distribution of the maximum of a smooth, centered, unit variance Gaussian process f. Using a point process representation of the error, valid for arbitrary smooth processes, we show that the error is in general exponentially smaller than any of the terms in the approximation. We also give a lower bound on this exponential rate of decay in terms of the maximal variance of a family of Gaussian processes f^x, derived from the original process f.Comment: Published at http://dx.doi.org/10.1214/009117905000000099 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Localization and delocalization of random interfaces

The probabilistic study of effective interface models has been quite active in recent years, with a particular emphasis on the effect of various external potentials (wall, pinning potential, ...) leading to localization/delocalization transitions. I review some of the results that have been obtained. In particular, I discuss pinning by a local potential, entropic repulsion and the (pre)wetting transition, both for models with continuous and discrete heights.Comment: Published at http://dx.doi.org/10.1214/154957806000000050 in the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org

Conformal Anomaly and Critical Exponents of the XY-Ising Model

We use extensive Monte Carlo transfer matrix calculations on infinite strips of widths $L$ up to 30 lattice spacing and a finite-size scaling analysis to obtain critical exponents and conformal anomaly number $c$ for the two-dimensional $XY$-Ising model. This model is expected to describe the critical behavior of a class of systems with simultaneous $U(1)$ and $Z_2$ symmetries of which the fully frustrated $XY$ model is a special case. The effective values obtained for $c$ show a significant decrease with $L$ at different points along the line where the transition to the ordered phase takes place in a single transition. Extrapolations based on power-law corrections give values consistent with $c=3/2$ although larger values can not be ruled out. Critical exponents are obtained more accurately and are consistent with previous Monte Carlo simulations suggesting new critical behavior and with recent calculations for the frustrated $XY$ model.Comment: 33 pages, 13 latex figures, uses RevTeX 3.