Macro and Micro Dynamics of City Size Distributions: The Case of Israel

We study the distribution of sizes in the Israeli system of cities, using a rank-size representation of population distributions from 1950 to 2005. Based on a multiplicative model of proportionate growth, we develop a quantitative comparison relating the change in the rank-size curves to the change in the real data of Israeli cities during this period. At the level of macro dynamics, there is good agreement between the model and the real data. At the micro level, however, the model is less successful as the mean variation of the cities’ rank during the period studied is much larger in the model than in the real data. To illustrate this difference, we use the rankclock representation

Quantitative evaluation of structural compartmentalization in the Heidrun field using time-lapse seismic data

In reservoir settings with structural compartmentalization, fault properties can constrain the fluid flow and pressure development, thus affecting decisions associated with the selection of the drainage strategy within reservoir management activities. Historically, we have relied on geological analysis to evaluate the fault seal, however this can be restricted by available well coverage which can introduce considerable uncertainty. More recently, time-lapse seismic has become useful in the assessment of the dynamic connectivity. Indeed, seismic changes are in general a combination of pressure and saturation changes which, for compartmentalized reservoirs, seem to be associated with the sealing behaviour of faults. Based on this observation, this thesis presents a new effort in which the spatial coverage of the time-lapse seismic data is used as an advantage to more fully resolve properties of the fault seal, particularly in areas with poor data control. To achieve this task, statistics of amplitude contrast and the spatial variability of the 4D seismic signatures are considered. Tests performed on modelled data have revealed that the proposed 4D seismic measurements can be calibrated at the wells in a sector with known geological characteristics via a quadratic polynomial expression that allows fault permeability to be derived. Uncertainties in the 4D seismic estimation have also been considered in a Bayesian framework, leading to the identification of error bounds for the estimates. Results on synthetic data are encouraging enough to investigate its applicability on the Heidrun field. In this real example, the Jurassic reservoirs are compartmentalized due to the presence of a set of faults for which their flow capacity strongly affects field depletion. Here, previous studies have attempted to characterize the fault seals, yet the sparse nature of well data has limited their evaluation, leaving uncertainties when adjusting fault properties in the reservoir simulation model. In this case, application of our approach has proven useful, as it has allowed the detailed characterization of major faults in this field. Predictions obtained with the 4D seismic appear consistent when compared to previous core observations made from fault-rocks studies. Also, the results have been used to update ii the flow simulation model by adjusting transmissibility factors between compartments, leading to a decrease of the mismatch between the simulated forecast and historical production data. Furthermore, uncertainty in the 4D seismic prediction has been considered when implementing an automatic history match workflow allowing further improvements. New insights into the implications of the dynamic fault behaviour in the time-lapse seismic response are also provided in this thesis. We make use of synthetic models in which faults represent the main constraint for fluid flow, to show that an adjustment of the relation between the reservoir capillary pressure and the capillary threshold pressure of the fault-rock can alter the variance of the time-lapse seismic signature. However, a similar behaviour can be obtained when strong variations in the transmissibility of the fault are present. As a consequence, we propose that this statistic might help to identify fault seal dependent controls on individual fluid phases when the transmissibilities are fairly similar along the fault segment. This is particularly useful in the Heidrun field where we have found it difficult to explain the water encroachment by only using the single-phase approximation offered by the fault transmissibility multipliers. Here, the variance of the 4D seismic signature is employed together with the fault permeability values to suggest that in some compartments, waterflooding might be affected by the presence of a specific fault with sealing capacity strongly dependent on the individual fluid phases. This helps to explain the observed fluid uncertainties. It is also recognized that more data might be required to gain greater insight into this issue; hence alternative hypotheses are not discarded

Fast American Basket Option Pricing on a multi-GPU Cluster

8 pagesInternational audienceThis article presents a multi-GPU adaptation of a specific Monte Carlo and classification based method for pricing American basket options, due to Picazo. The first part relates how to combine fine and coarse-grained parallelization to price American basket options. A dynamic strategy of kernel calibration is proposed. Doing so, our implementation on a reasonable size (18) GPU cluster achieves the pricing of a high dimensional (40) option in less than one hour against almost 8 as observed for runs we conducted in the past, using a 64-core cluster (composed of quad-core AMD Opteron 2356). In order to benefit from different GPU device types, we detail the dynamic strategy we have used to load balance GPU calculus which greatly improves the overall pricing time we obtained. An analysis of possible bottleneck effects demonstrates that there is a sequential bottleneck due to the training phase that relies upon the AdaBoost classification method, which prevents the implementation to be fully scalable, and so prevents to envision further decreasing pricing time down to handful of minutes. For this we propose to consider using Random Forests classification method: it is naturally dividable over a cluster, and available like AdaBoost as a black box from the popular Weka machine learning library. However our experimental tests will show that its use is costly

Método de cálculo estimativo de costes de construcción de rotondas

Se trata de obtener, a partir del estudio de las rotondas construidas por la Generalitat de Catalunya en los últimos ocho años, las variables que influyen significativamente en su coste y correlacionarlas, obteniendo un método que permita encontarr el coste estimativo de la construcción cuando solamente se disponen de los datos habituales a nivel de estudio previo. Aprovechamos la consulta de los proyectos para mostrar una estadística descriptiva de las rotondas catalanas

Scaling and universality in the micro-structure of urban space

We present a broad, phenomenological picture of the distribution of the length of open space linear segments, $l$, derived from maps of 36 cities in 14 different countries. By scaling the Zipf plot of $l$, we obtain two master curves for a sample of cities, which are not a function of city size. We show that a third class of cities is not easily classifiable into these two universality classes. The cumulative distribution of $l$ displays power-law tails with two distinct exponents, $\alpha_B=2$ and $\alpha_R=3$. We suggest a link between our data and the possibility of observing and modelling urban geometric structures using Levy processes.Comment: 11 pages, 3 figures; minor change