Sharif Digital Repository

Fractured carbonate reservoirs are mostly oil-wet to intermediate-wet. Due to the negative capillary pressure of the matrix poor spontaneous imbibition of reservoir brine occurs in such reservoirs, and water flooding leads into early break through due to the high conductivity of the fracture network. Some surfactants have the ability to change the wettability of rock matrix toward water-wet state by adsorbing onto the rock surface. The phenomenon can result in spontaneous imbibition improvement and thereby increasing water flooding efficiency and recovery from fractured carbonate reservoirs. In this thesis the effect of some surfactants on the wettability of Iranian carbonate reservoir rocks... 

Lateral spreading is the downstream movement of mild slopes or free fronts occurring due to soil liquefaction during a dynamic loading such as an earthquake. The magnitude of this movement can be from a few centimeters to tens of meters depending on parameters such as slope length, soil type, cyclic loading intensity, etc. Large displacements caused by this phenomenon can cause severe damage to some structures and infrastructures located in the direction of their movement. Numerous articles and reports of damage caused by the lateral spreading of soil have been presented during several earthquakes. Understanding this phenomenon and observing and testing its effective parameters can help... 

We study stochastically perturb the classical Lotka-Volterra model x ̇(t)=diag(x_1 (t),…,x_n (t))[b+Ax(t)] Into the stochastic differential equation dx(t)=diag(x_1 (t),…,x_n (t))[b+Ax(t)dt+σ(t)dw(t)]. The main aim is to study the asymptotic properties of the solution. We will show that if the noise is too large then the population may become extinct with probability one. We find out a sufficient condition for stochastic differential equation such that it has a unique global positive solution. Moreover, we will establish some new asymptotic properties for the moments as well as for the sample paths of the solution. In particular, we discuss ultimate boundedness and extinction in population... 

Brownian motion played a central role throughout the twentieth century in probability theory. The same statement is even truer in finance, with the introduction in 1900 by the French mathematician Louis Bachelier of an arithmetic Brownian motion (or a version of it) to represent stock price dynamics. This process was pragmatically transformed by Samuelson in 1965 into a geometric Brownian motion ensuring the positivity of stock prices. More recently, the elegant martingale property under an equivalent probability measure derived from the no-arbitrage assumption combined with Monroe's theorem on the representation of semi martingales has led to write asset prices as time-changed Brownian... 

n this article, we find necessary conditions for the existence of Ito Integral in a Banach space with respect to compensated Poisson random measure (cPrm). Ito integrals with values on M-type 2 Banach spaces F of the above form exist for all measurable, adapted functions f square integrable w.r.t. β ⊗ d t (f ∈ M2T;_(E/F)),with β being Lévy measure associated with cPrm, and have strong second moments. We show that, for general separable Banach spaces F, an inequality of the type resulting for M-type 2 Banach spaces with constant depending on cPrm is necessary and sufficient for the existence of Ito integral having second moment finite for all f ∈ M2 T;_(E/F). It is shown that M2 T;_(E/F) is...