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... 

The aim of this thesis is to examine different perspectives on stochastic integrals of fractional Brownian motion. We examine two main perspectives. In the first perspective, we present Mallivan idea in general and in the second idea Riemannian calculus perspective in briefly.In first, we explain basic idea in Mallivan calculus for example Hida spaces, operator δ and we try as ordinary Brownian motion, in this work follow the same trend. The next step, as conventional stochastic integrals Martingle Dob inequality, we introduce torques to find an upper bound for this integral.In Mallivan perspective, we are looking for a formula to maintain Ito formula in a certain space.In the following... 

Theoretical investigation of stochastic delay differential equation driven by fractional Brownian motion is important issue because of its application in the modeling. In this thesis, after defining of the stochastic integral with respect to fractional Brownian motion and describing the delay differential equation, we prove existence and
uniqueness of solution of stochastic delay differential equation driven by fractional Brownian motion with Hurst parameter H>1/2 and we show that the solution has finite moments from each order. Moreover we show when the delay goes to zero, thesolutions to these equations converge, almost surely and in Lp, to the solution for the equation without delay.... 

We obtain a large deviation principle describing the small time asymptotics of the solution of a stochastic evolution equation with multiplicative noise. Our assumptions are a condition on the linear drift operator that is satisfied by generators of analytic semigroups and Lipschitz continuity of the nonlinear coefficient functions. Methods originally used by Peszat.
For the small noise asymptotics problem are adapted to solve the small time asymptotics problem. The results obtained in this way improve on some results of Zhang  

The six-vertex model is one of the lattice models of two dimensional statistical physics. In this model, like other models in statistical physics, the probability of occurrence of any configuration is proportional to the product of some local weights.The partition function of the model is the sum of products of local weights over all of the allowable configurations. The partition function has important physical interpretations and computing it is regarded as the first step toward the understanding of the model. In this thesis, we give a survey on different methods of calculating the partition functions. The important point is the generality of these methods such as employing Yang-Baxter... 

n this thesis we have investigated stochastic evolution equations by variational method. For these equations, explicit and implicit numerical schemes are presented. We have performed these numerical schemes for stochastic heat equation. We have investigated 2-D Navier-Stokes equation too  

In this study, we synthesized ZSM-5 and doped ZSM-5 applying cations such as Zn(II) and Fe(II). Furthermore, we synthesized [Zn,Fe]-ZSM-5 using similar method for the first time. The final products were characterised by X-ray diffraction (XRD) and Fourier transform infrared (FT-IR) spectroscopy. On the other hand, the hierarchical mesoporous Zn-ZSM-5 zeolite catalyst was prepared by alkali treatment by NaOH and Zn impregnation, and its application in the conversion of methanol to gasoline (MTG) process was studied. The modified zeolite samples after modification were also characterized by FT-IR and XRD methods. Zn impregnated mesoporous catalyst Zn-Alk-Z5 exhibited dramatic improvements in... 

In this thesis, we consider an implicit approximation scheme for the stochastic heat equation with additive and multiplicative space-time white noise. we use the spectral Galerkin method in space combined with the linear implicit Euler method in time to simulate weak approximation error