Density Modeling
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Water ◽  
2021 ◽  
Vol 13 (22) ◽  
pp. 3292
Weixing Guo

Variable density flow (VDF) modeling is a valuable tool for assessing the potential impacts of global climate change and sea level rise on coastal aquifers. When using any of these modeling tools, a quantitative relationship is needed to compute the fluid density from salt concentration. A full understanding of the relationship between fluid density and solute concentration and the correct implementation of the equation of state are critical for variable density modeling. The works of Baxter and his colleagues in the early 20th century showed that fluid density could be linearly correlated to salt concentrations. A constant density slope of 0.7 is often assumed and applied. The assumption is reasonable when the salinity is less than 100‰. The density slope can also be defined from chloride concentration data with the assumption of a constant ratio (55%) between chloride and total dissolved solids (TDS). Field data from central Florida indicate that the chloride/TDS ratio can be as low as 5%. Therefore, TDS is the preferred water quality data for fluid density determination in variable density modeling. Other issues with density slope are also discussed, and some commonly used values of density slope are provided in this technical note.

Risks ◽  
2021 ◽  
Vol 9 (11) ◽  
pp. 196
Stephan Höcht ◽  
Dilip B. Madan ◽  
Wim Schoutens ◽  
Eva Verschueren

It is generally said that out-of-the-money call options are expensive and one can ask the question from which moneyness level this is the case. Expensive actually means that the price one pays for the option is more than the discounted average payoff one receives. If so, the option bears a negative risk premium. The objective of this paper is to investigate the zero-risk premium moneyness level of a European call option, i.e., the strike where expectations on the option’s payoff in both the P- and Q-world are equal. To fully exploit the insights of the option market we deploy the Tilted Bilateral Gamma pricing model to jointly estimate the physical and pricing measure from option prices. We illustrate the proposed pricing strategy on the option surface of stock indices, assessing the stability and position of the zero-risk premium strike of a European call option. With small fluctuations around a slightly in-the-money level, on average, the zero-risk premium strike appears to follow a rather stable pattern over time.

Geophysics ◽  
2021 ◽  
pp. 1-54
Jie Liu ◽  
Jianzhong Zhang

Gravity inversion, as a static potential field inversion, has inherent ambiguity with low vertical resolution. In order to reduce the nonuniqueness of inversion, it is necessary to impose the apriori constraints derived by other geophysical inversion, drilling or geological modeling. Based on the a priori normalized gradients derived from seismic imaging or reference models, a structure-guided gravity inversion method with a few known point constraints is developed for mapping density with multiple layers. The cubic B-spline interpolation is used to parameterize the forward modeling calculation of the gravity response to smooth density fields. A recently proposed summative gradient is used to maximize the structural similarity between the a priori and inverted models. We first demonstrate the methodology, followed by a synthetic fault model example to confirm its validity. Monte Carlo tests and uncertainty tests further illustrate the stability and practicality of the method. This method is easy to implement, and consequently produces an interpretable density model with geological consistency. Finally, we apply this method to the density modeling of the Chezhen Depression in the Bohai Bay Basin. Our work determines the distribution of deep Lower Paleozoic carbonate rocks and Archean buried hills with high-density characteristics. Our results are consistent with the existing formation mechanism of the “upper source-lower reservoir” type oil-gas targets.

I. M. Khasanov ◽  
L. A. Muravyev ◽  

The global databases of gravity anomalies, currently available to researchers, provide a new informative tool for constructing density models of the deep structure of the earth's crust for individual regions. Currently, there are six models of gravitational anomalies, presented as a series of spherical harmonics up to 2190 degrees, which corresponds to about 10 km on the earth's surface. Different methods of processing terrestrial, marine, aerial, and satellite gravimetric data, available to their authors, determine the differences between these models, both on a global scale and within specific regions. We have performed a comparison of the EGM2008, GECO, EIGEN-6C4, and WGM2012 models with the Gravimag database on the Magadan Oblast territory. The comparison showed that free air anomalies for the EGM2008, GECO, EIGEN-6C4, and WGM2012 models in the selected area almost coincide. Bouguer anomalies of the WGM2012 model can be used in regional density modeling for adjacent regions where there are no conventional ground gravity data; however, within Magadan Oblast the Gravimag database has the best data quality.

Kazue Takahashi ◽  
Richard E. Denton

The technique to estimate the mass density in the magnetosphere using the physical properties of observed magnetohydrodynamic waves is known as magnetoseismology. This technique is important in magnetospheric research given the difficulty of determining the density using particle experiments. This paper presents a review of magnetoseismic studies based on satellite observations of standing Alfvén waves. The data sources for the studies include AMPTE/CCE, CRRES, GOES, Geotail, THEMIS, Van Allen Probes, and Arase. We describe data analysis and density modeling techniques, major results, and remaining issues in magnetoseismic research.

Petr Henyš ◽  
Miroslav Vořechovský ◽  
Michal Kuchaǐ ◽  
Axel Heinemann ◽  
Jiří Kopal ◽  

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