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Numerical Solution of the Pressure Equation for Fluid Flow in a Stochastic Medium

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Stochastic Analysis and Related Topics VI

Part of the book series: Progress in Probability ((PRPR,volume 42))

Abstract

When modelling pressure in oil reservoirs one can interpret the permeability in the medium as a random field. Such a model has been suggested by Holden et al. in [HLØUZ]. They consider the pressure equation

$$ {\nabla_x}\left( {k\left( {x,\omega } \right)\diamondsuit {\nabla_x}p\left( {x,\omega } \right)} \right) = - f\left( {f,\omega } \right)\;x \in D\;p\left( {x,\omega } \right) = g\left( {x,\omega } \right)\;x \in \partial D $$
(1.1)

where k(x, ω) is the permeability and D denotes the reservoir with xD. ω ∈ Ω is a probability space and the ◊ stands for a renormalization product of functions on this probability space called the Wick product. For the permeability, they use a lognormal random field, for which they are able to construct an explicit solution. Unfortunately, the solution for the stochastic pressure equation is singular and has to be understood in a distributional sense. This implies that it is difficult to study its stochastic properties.

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Benth, F.E., Gjerde, J. (1998). Numerical Solution of the Pressure Equation for Fluid Flow in a Stochastic Medium. In: Decreusefond, L., Øksendal, B., Gjerde, J., Üstünel, A.S. (eds) Stochastic Analysis and Related Topics VI. Progress in Probability, vol 42. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-2022-0_5

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  • DOI: https://doi.org/10.1007/978-1-4612-2022-0_5

  • Publisher Name: Birkhäuser, Boston, MA

  • Print ISBN: 978-1-4612-7385-1

  • Online ISBN: 978-1-4612-2022-0

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