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Thesis

Stochastic partial differential equations applied to hydrocarbon reservoir modelling

Abstract:

This thesis describe the generation of random fields using elliptic stochastic partial differential equations driven by Gaussian white noise. The intended application is that of sampling from a prior probability density in the solution of an inverse problem.

In the first part of thesis, we will study two specific examples of isotropic models, namely the stochastic Helmholtz equation and stochastic biharmonic equation. We will address the analytical properties of a particular solution...

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Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Research group:
Oxford Centre for Industrial and Applied Mathematics
Oxford college:
St Anne's College
Role:
Author

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Division:
MPLS
Department:
Mathematical Institute
Role:
Supervisor
Division:
MPLS
Department:
Mathematical Institute
Role:
Supervisor
Publication date:
2010
Type of award:
MSc
Level of award:
Masters
Awarding institution:
University of Oxford

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