A note on state-space representations of locally stationary wavelet time series

In this note we show that the locally stationary wavelet process can be decomposed into a sum of signals, each of which follows a moving average process with time-varying parameters. We then show that such moving average processes are equivalent to state space models with stochastic design components. Using a simple simulation step, we propose a heuristic method of estimating the above state space models and then we apply the methodology to foreign exchange rates data

Antiproton-deuteron annihilation at low energies

Recent experimental studies of the antiproton-deuteron system at low energies have shown that the imaginary part of the antiproton-deuteron scattering length is smaller than the antiproton-proton one. Two- and three-body systems with strong annihilation are investigated and a mechanism explaining this unexpected relation between the imaginary parts of the scattering lengths is proposed.Comment: 6 pages, 3 figures, to be published in The European Physical Journal

Improving reservoir conformance using gelled polymer systems

The general objectives are to (1) to identify and develop gelled polymer systems which have potential to improve reservoir conformance of fluid displacement processes, (2) to determine the performance of these systems in bulk and in porous media, and (3) to develop methods to predict the capability of these systems to recover oil from petroleum reservoirs. This work focuses on three types of gel systems - an aqueous polysaccharide (KUSPI) system that gels as a function of pH, the chromium-based system where polyacrylamide and xanthan are crosslinked by CR(III) and an organic crosslinked system. Development of the KUSPI system and evaluation and identification of a suitable organic crosslinked system will be done. The laboratory research is directed at the fundamental understanding of the physics and chemistry of the gelation process in bulk form and in porous media. This knowledge will be used to develop conceptual and mathematical models of the gelation process. Mathematical models will then be extended to predict the performance of gelled polymer treatments in oil reservoirs. Accomplishments for this period are presented for the following tasks: development and selection of gelled polymer systems, physical and chemical characterization of gel systems; and mathematical modeling of gel systems

Singular Liouville fields and spiky strings in \rr^{1,2} and SL(2,\rr)

The closed string dynamics in \rr^{1,2} and SL(2,\rr) is studied within the scheme of Pohlmeyer reduction. In both spaces two different classes of string surfaces are specified by the structure of the fundamental quadratic forms. The first class in \rr^{1,2} is associated with the standard lightcone gauge strings and the second class describes spiky strings and their conformal deformations on the Virasoro coadjoint orbits. These orbits correspond to singular Liouville fields with the monodromy matrixes $\pm I$. The first class in SL(2,\rr) is parameterized by the Liouville fields with vanishing chiral energy functional. Similarly to \rr^{1,2}, the second class in SL(2,\rr) describes spiky strings, related to the vacuum configurations of the SL(2,\rr)/U(1) coset model.Comment: 37 p. 6 fi

Probing Broad Absorption Line Quasar Outflows: X-ray Insights

Energetic outflows appear to occur in conjunction with active mass accretion onto supermassive black holes. These outflows are most readily observed in the approximately 10% of quasars with broad absorption lines, where the observer's line of sight passes through the wind. Until fairly recently, the paucity of X-ray data from these objects was notable, but now sensitive hard-band missions such as Chandra and XMM-Newton are routinely detecting broad absorption line quasars. The X-ray regime offers qualitatively new information for the understanding of these objects, and these new results must be taken into account in theoretical modeling of quasar winds.Comment: Submitted to Advances in Space Research for New X-ray Results from Clusters of Galaxies and Black Holes (Oct 2002; Houston, TX), eds. C. Done, E.M. Puchnarewicz, M.J. Ward. Requires cospar.sty (6 pgs, 5 figs

Improved oil recovery in Mississippian carbonate reservoirs of Kansas near term Class 2. Annual report, September 18, 1994--March 15, 1997

This annual report describes progress during the second year of the project entitled {open_quotes}Improved Oil Recovery in Mississippian Carbonate Reservoirs in Kansas{close_quotes}. This project funded under the Department of Energy`s Class 2 program targets improving the reservoir performance of mature oil fields located in shallow shelf carbonate reservoirs. The focus of this project is development and demonstration of cost-effective reservoir description and management technologies to extend the economic life of mature reservoirs in Kansas and the mid-continent. As part of the project, several tools and techniques for reservoir description and management were developed, modified and demonstrated. These include: (1) a new approach to subsurface visualization using electric logs ({open_quotes}Pseudoseismic{open_quotes}); (2) a low-cost easy-to-use spreadsheet log analysis software (PfEFFER); and (3) an extension of the BOAST-3 computer program for full field reservoir simulation. The world-wide-web was used to provide rapid and flexible dissemination of the project results through the Internet. Included in this report is a summary of significant project results at the demonstration site (Schaben Field, Ness County, Kansas). These results include an outline of the reservoir description based on available and newly acquired data and reservoir simulation results. Detailed information is available on-line through the Internet. Based on the reservoir simulation, three infill wells will be drilled to validate the reservoir description and demonstrate the effectiveness of the proposed reservoir management strategies. The demonstration phase of the project has just begun and will be presented in the next annual report

Increased Oil Recovery From Mature Oil Fields Using Gelled Polymer Treatments

Gelled polymer treatments are applied to oil reservoirs to increase oil production and to reduce water production by altering the fluid movement within the reservoir. This report describes the results of a three-year research program aimed at reducing barriers to the widespread use of gelled polymer treatments by (1) developing methods to predict gel behavior during placement in matrix rock and fractures, (2) determining the persistence of permeability reduction after gel placement, and (3) developing methods to design production well treatments to control water production. The work focused on the gel system composed of polyacrylamide and chromium acetate. The molar mass of the polymer was about six million. Chromium(III) acetate reacted and formed crosslinks between polymer molecules. The crosslinked polymer molecules, or pre-gel aggregates, combine and grow to eventually form a 3-dimensional gel. A fundamental study to characterize the formation and growth of pre-gel aggregates was conducted. Two methods, flow field-flow fractionation (FFFF) and multi-angle laser light scattering (MALLS) were used. Studies using FFFF were inconclusive. Data taken using MALLS showed that at the gel time the average molar mass of gel aggregates increased by a factor of about three while the average size increase was approximately 50%. Increased acetate concentration in the gelant increases the gel time. The in situ performance of an added-acetate system was investigated to determine the applicability for in-depth treatments. Increased acetate concentrations delayed the development of increased flow resistance during gelant injection in short sandpacks. The development of increased flow resistance (in situ gelation) was extended from 2 to 34 days by increasing the acetate-to-chromium ratio from 38 to 153. In situ gelation occurred at a time that was approximately 22% of the bulk gelation time. When carbonate rocks are treated with gel, chromium retention in the rock may limit in-depth treatment. Chromium retention due to precipitation was investigated by flowing chromium acetate solutions through carbonate rock. Chromium precipitated faster in the rocks than in beaker experiments at similar conditions. A mathematical model previously developed fit the precipitation data reasonably well. The stability of gels when subjected to stress was investigated by experiments with gels placed in tubes and in laboratory-scale fractures. Rupture pressures for gels placed in small diameter tubes were correlated with the ratio of tube length to tube ID. In fractures, fluid leakoff from the fracture to adjacent matrix rock affected gel formation and gel stability in a positive way. Disproportionate permeability reduction (DPR) was studied in unconsolidated sandpacks and in Berea sandstone cores. A conceptual model was developed to explain the presence of DPR. The effect of a pressure gradient, imposed by injection of oil or brine, on the permeability of gel-treated cores was investigated. DPR increased significantly as the pressure gradient was decreased. The magnitude of the pressure gradient had a much larger effect on water permeability than on oil permeability

Geometrical structure of two-dimensional crystals with non-constant dislocation density

We outline mathematical methods which seem to be necessary in order to discuss crystal structures with non-constant dislocation density tensor(ddt) in some generality. It is known that, if the ddt is constant (in space), then material points can be identified with elements of a certain Lie group, with group operation determined in terms of the ddt - the dimension of the Lie group equals that of the ambient space in which the body resides, in that case. When the ddt is non-constant, there is also a relevant Lie group (given technical assumptions), but the dimension of the group is strictly greater than that of the ambient space. The group acts on the set of material points, and there is a non-trivial isotropy group associated with the group action. We introduce and discuss the requisite mathematical apparatus in the context of Davini's model of defective crystals, and focus on a particular case where the ddt is such that a three dimensional Lie group acts on a two dimensional crystal state - this allows us to construct corresponding discrete structures too

A probabilistic model for gene content evolution with duplication, loss, and horizontal transfer

We introduce a Markov model for the evolution of a gene family along a phylogeny. The model includes parameters for the rates of horizontal gene transfer, gene duplication, and gene loss, in addition to branch lengths in the phylogeny. The likelihood for the changes in the size of a gene family across different organisms can be calculated in O(N+hM^2) time and O(N+M^2) space, where N is the number of organisms, $h$ is the height of the phylogeny, and M is the sum of family sizes. We apply the model to the evolution of gene content in Preoteobacteria using the gene families in the COG (Clusters of Orthologous Groups) database

The Higgs mechanism as a cut-off effect

We compute the Coleman-Weinberg potential with a finite cut-off for pure SU(2) and SU(3) five-dimensional gauge theories compactified on an interval. We show that besides the expected Coulomb phase located at and in the vicinity of the free infrared stable or "trivial" fixed point, the theory possesses also a Higgs phase. We compare the results from the potential computation with lattice data from simulations.Comment: 22 pages, 5 figures; introduction improved, conclusions added, published in JHE