In this work we present a novel level set technique for shape reconstruction in history matching for reservoirs with two or more kinds of rocks (the so-called lithofacies) using stochastic initializations. In the paper we discuss the use of sequential Gaussian simulation for the creation of geostatistical initial guesses which will then be applied to an earlier introduced level set based shape ...

Wick calculus in Gaussian analysis is investigated. It is shown that this calculus can be developed in a space of regular generalized functions. The results are applied to the discussion of solutions for Wick type stochastic (partial) diierential equations. In particular, the viscous Burgers equation with a stochastic source is studied. Its solution is shown to be a regular generalized process ...

This dissertation focuses on a widely used linear algebra kernel to solve linear systems, that is the LU decomposition. Usually, to perform such a computation one uses the Gaussian elimination with partial pivoting (GEPP). The backward stability of GEPP depends on a quantity which is referred to as the growth factor, it is known that in general GEPP leads to modest element growth in practice. H...

Consider an infinite random matrix H = (hij)0<i,j picked from the Gaussian Unitary Ensemble (GUE). Denote its main minors by Hi = (hrs)1≤r,s≤i and let the j:th largest eigenvalue of Hi be μ i j . We show that the configuration of all these eigenvalues (i, μ i j) form a determinantal point process on N × R. Furthermore we show that this process can be obtained as the scaling limit in random tili...

In this paper, we revisit the problem of finding the average capacity of the Gaussian feedback channel. First, we consider the problem of finding the average capacity of the analog colored Gaussian noise channel where the noise has an arbitrary spectral density. We introduce a new approach to the problem where we solve the problem over a finite number of transmissions and then consider the limi...

The Gaussian expansion has been developed since early 80s as a powerful analytical method, which enables nonperturbative studies of various systems using ‘perturbative’ calculations. Recently the method has been used to suggest that 4d space-time is generated dynamically in a matrix model formulation of superstring theory. Here we clarify the nature of the method by applying it to exactly solva...

In this paper, diierent strategies to exploit the sparse structure in the solution techniques for macroeconometric models with forward-looking variables are discussed. First, the stacked model is decomposed into recursive submodels without destroying its original block pattern. Next, we concentrate on how to eeciently solve the sparse linear system in the Newton algorithm. In this frame, a mult...