Models for deep bed filtration in the injection of seawater with solid inclusions depend on an empirical filtration function that represents the rate of particle retention. This function must be calculated indirectly from experimental measurements of other quantities. The practical petroleum engineering purpose is to predict injectivity loss in the porous rock around wells. In this work, we determine the filtration function from the effluent particle concentration history measured in laboratory tests knowing the inlet particle concentration. The recovery procedure is based on solving a functional equation derived from the model equations. Well-posedness of the numerical procedure is discussed. Numerical results are shown.

Recent research investigating the fear of crime has shown that when crime and behavior-specific measures of fear are utilized, the young are more likely than the elderly to be the most fearful. Research investigating the etiology of fear within adolescent populations, however, remains very limited. Using a sample of over 10,000 junior high and high school students from a supplement to the National Crime Victimization Survey, this paper examines the factors contributing to students’ fear of assault both at school and while going to and from school. Results indicate that recent victimization experiences, the presence of a violent subculture at the school (e.g., gang presence and attacks on teachers) and availability of drugs/alcohol were related to fear in both contexts. The predictability of fear from individual characteristics, however, was context specific. Contrary to findings from earlier research, it was found that young females were not more fearful than their male counterparts in all contexts. While they were more fearful of an attack while going to and from school, there were no differences in fear levels while at school between males and females after controlling for other environmental and experiential factors. Conclusions largely support the contention that fear is a rational calculation based on objective criteria. Moreover, results underscore the need for more specificity when operationalizing the context and content of fearfulness.

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The paper studies the concepts of hedging and arbitrage in a non probabilistic framework. It provides conditions for non probabilistic arbitrage based on the topological structure of the trajectory space and makes connections with the usual notion of arbitrage. Several examples illustrate the non probabilistic arbitrage as well perfect replication of options under continuous and discontinuous trajectories, the results can then be applied in probabilistic models path by path. The approach is related to recent financial models that go beyond semimartingales, we remark on some of these connections and provide applications of our results to some of these models.

This paper is concerned with the estimation of the volatility process in a stochastic volatility model of the following form: dX t = a t dt + σ t dW t , where X denotes the log-price and σ is a càdlàg semi-martingale. In the spirit of a series of recent works on the estimation of the cumulated volatility, we here focus on the instantaneous volatility for which we study estimators built as finite differences of the power variations of the log-price. We provide central limit theorems with an optimal rate depending on the local behavior of σ. In particular, these theorems yield some confidence intervals for σ t .

Abstract. Deep bed filtration of particle suspensions in porous media occurs during water injection into oil reservoirs, drilling fluid invasion of reservoir production zones, fines migration in oil fields, industrial filtering, bacteria, viruses or contaminants transport in groundwater, etc. The basic features of the process are particle capture by the porous medium and consequent permeability reduction.Models for deep bed filtration contain two quantities that represent rock and fluid properties: the filtration function, which is the fraction of particles captured per unit particle path length, and formation damage function, which is the ratio between reduced and initial permeabilities. These quantities cannot be measured directly in the laboratory or in the field; therefore, they must be calculated indirectly by solving inverse problems. The practical petroleum and environmental engineering purpose is to predict injectivity loss and particle penetration depth around wells. Reliable prediction requires precise knowledge of these two coefficients.In this work we determine these quantities from pressure drop and effluent concentration histories measured in one-dimensional laboratory experiments. The recovery method consists of optimizing deviation functionals in appropriate subdomains; if necessary, a Tikhonov regularization term is added to the functional. The filtration function is recovered by optimizing a non-linear functional with box constraints; this functional involves the effluent concentration history. The permeability reduction is recovered likewise, taking into account the filtration function already found, and the functional involves the pressure drop history. In both cases, the functionals are derived from least square formulations of the deviation between experimental data and quantities predicted by the model.

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In recent years, as social scientists questioned the intellectual boundaries set by customary perceptions of criminality, their discourse expanded to incorporate more than purely legalistic definitions of crime. In addition to conventional street crimes, some scholars began examining both interpersonal and collective actions and behaviors that were once considered to be outside the scope of commonly accepted definitions of criminality. For example, criminologists now study crime categorized as occupational (Albanese 1987; Cressey 1953; Green 1990; Hollinger and Clark 1983; Horning 1979; Nettler 1974; Tracy and Fox 1989), environmental (Block and Bernard 1988; Brady 1987; Stone 1987; Tallmer 1987), political (Barak 1994; Block 1989; Block and Chambliss 1981; Chambliss 1993; Quinney 1970; Schwendinger and Schwendinger 1970; Tunnell 1993; Turk 1969), and corporate (Clinard and Yeager 1980; Clinard et al. 1979; Coleman 1994; Reiman 1979; Sutherland 1949), using methodology and terminology once reserved for predatory street crime. This trend can be traced to the pioneering work of Thorsten Sellin (1938) and Edwin Sutherland (1940, 1949), who argued for broader, more inclusive definitions of criminality and less conventional approaches to the study of crime.