scholarly journals A two asset cash flow simulation model

1973 ◽  
Author(s):  
Richard C. Grinold ◽  
Robert M. Oliver
1981 ◽  
Vol 14 (2) ◽  
pp. 3565-3572
Author(s):  
M. Rajkov ◽  
S. Andrić

2012 ◽  
Vol 43 (1-2) ◽  
pp. 54-63 ◽  
Author(s):  
Baohong Lu ◽  
Huanghe Gu ◽  
Ziyin Xie ◽  
Jiufu Liu ◽  
Lejun Ma ◽  
...  

Stochastic simulation is widely applied for estimating the design flood of various hydrosystems. The design flood at a reservoir site should consider the impact of upstream reservoirs, along with any development of hydropower. This paper investigates and applies a stochastic simulation approach for determining the design flood of a complex cascade of reservoirs in the Longtan watershed, southern China. The magnitude of the design flood when the impact of the upstream reservoirs is considered is less than that without considering them. In particular, the stochastic simulation model takes into account both systematic and historical flood records. As the reliability of the frequency analysis increases with more representative samples, it is desirable to incorporate historical flood records, if available, into the stochastic simulation model. This study shows that the design values from the stochastic simulation method with historical flood records are higher than those without historical flood records. The paper demonstrates the advantages of adopting a stochastic flow simulation approach to address design-flood-related issues for a complex cascade reservoir system.


Author(s):  
Manuel Gomes Correia ◽  
Célio Maschio ◽  
Denis José Schiozer

Super-giant carbonate fields, such as Ghawar, in Saudi Arabia, and Lula, at the Brazilian pre-salt, show highly heterogeneous behavior that is linked to high permeability intervals in thin layers. This article applies Local Grid Refinements (LGR) integrated with upscaling procedures to improve the representation of highly laminated reservoirs in flow simulation by preserving the static properties and dynamic trends from geological model. This work was developed in five main steps: (1) define a conventional coarse grid, (2) define LGR in the conventional coarse grid according to super-k and well locations, (3) apply an upscaling procedure for all scenarios, (4) define LGR directly in the simulation model, without integrate geological trends in LGR and (5) compare the dynamic response for all cases. To check results and compare upscaling matches, was used the benchmark model UNISIM-II-R, a refined model based on a combination of Brazilian Pre-salt and Ghawar field information. The main results show that the upscaling of geological models for coarse grid with LGR in highly permeable thin layers provides a close dynamic representation of geological characterization compared to conventional coarse grid and LGR only near-wells. Pseudo-relative permeability curves should be considered for (a) conventional coarse grid or (b) LGR scenarios under dual-medium flow simulations as the upscaling of discrete fracture networks and dual-medium flow models presents several limitations. The conventional approach of LGR directly in simulation model, presents worse results than LGR integrated with upscaling procedures as the extrapolation of dynamic properties to the coarse block mismatch the dynamic behavior from geological characterization. This work suggests further improvements for results for upscaling procedures that mask the flow behavior in highly laminated reservoirs.


Author(s):  
Ezra Kenny ◽  
Hamed Hassanzadeh ◽  
Sankalp Khanna ◽  
Justin Boyle ◽  
Sandra Louise

Hospital overcrowding is a major problem for healthcare systems around the globe. In order to better estimate future demands and adequate resources for coping with such demands, statistical and computerised modelling can be applied. This can then allow healthcare administrators and decision makers to quantify the impacts of various “what-if” scenarios on hospital performance measures. This paper investigates the application of Discrete Event Simulation towards optimising Emergency Department resources while measuring overall length of stay and queuing time of emergency patients as a target performance measure. In particular, we explore strategies for generating historically informed synthetic data that helps the simulation model track patient flow through the target hospital over a future time frame. Using the developed simulation model, several resource configurations are tested using data from one of the busiest emergency departments in the state of Queensland as the baseline while quantifying the impacts of such changes on key patient flow metrics. It was found that adding a single bed (and associated resources) to the emergency department would result in a 23% decrease in average patient treatment delay.


1980 ◽  
Author(s):  
Z. WACHNIK ◽  
W. LIVINGSTON

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