带跳的耦合正倒向随机微分方程

本文对带跳的耦合正倒向随机微分方程引入了"桥"的概念,证明了如果两个带跳的耦合正倒向随机微分方程被桥连接着,那么它们有相同的唯一可解性.在此基础上,通过桥的构造,得到一些带跳的正倒向随机微分方程的唯一可解性.     

带吸收系数的正倒向随机微分方程的可解性

利用叠代估计方法研究带吸收系数的正倒向随机微分方程的可解性,在正向随机微分方程的扩散系数可以退化的情形下,证明了适应解的存在性和唯-性,也研究这类正倒向随机微分方程与偏微分方程的联系.     

非Lipschitz条件下的包含下微分算子的带跳倒向随机微分方程(英文)

本文在非Lipschitz系数下,考虑了一类多值的倒向随机微分方程.利用极大单调算子的Yosida估计和倒向随机微分方程在非Lipschitz条件下解的存在唯一性,获得了多值带跳的倒向随机微分方存在唯一解的结论.     

BSDE在跳框架下的风险敏感控制问题中的应用

本文研究了由带跳的随机微分方程驱动的风险敏感控制问题.利用测度变换和带跳的二次增长的倒向随机微分方程,证明了此问题最优控制的存在性,并通过相应倒向随机微分方程解的初值给出了此问题的值函数.     

正倒向随机微分方程理论基础及相关应用

本文从随机微分方程和倒向随机微分方程基本理论和应用背景谈起,结合随机最优控制理论和金融市场中的期权定价理论导出完全耦合的正倒向随机微分方程的形式.进而从该类方程的可解性这一角度出发,对已有的理论方法进行分析和探讨,引入一种非马尔科夫框架下保证解的存在唯一性的“统一框架”方法,给出比较定理、解的高维估计等重要性质,并联系相关偏微分方程系统给出其概率解释.对实际中应用广泛的线性正倒向随机微分方程引入了一种线性变换的方法作为“统一框架”方法的重要补充和完善,使得正倒向随机微分方程的应用更加广泛.     

正倒向随机微分方程理论及应用

正倒向随机微分方程源于随机控制和金融等问题的研究,反之,方程理论的研究成果在控制、金融等领域也有着重要的应用。基于正向和倒向随机微分方程的理论成果,正倒向随机微分方程的研究在短时间内取得了长足进步。本文将从方程可解性这一角度出发,对正倒向随机微分方程目前取得的成果进行系统的总结与探讨。     

第16卷B辑第3期（1995）目次和提要

第１６卷Ｂ辑第３期（１９９５）目次和提要正倒向随机微分方程的可解性和Ｈａｍｉｌｔｏｎ－Ｊ。ｏｏｂｉ—Ｂｅｌｌｍａｎ方程的零点集马进，雍炯敏本文研究一类正倒向随机含微分方程在任给时间区间上的可解性．作者设计了一个松弛随机控制们题，其中漂移项和扩散项均会...     

多维带跳倒向双重随机微分方程解的性质

本文研究一类多维带跳倒向双重随机微分方程, 给出了It\^{o}公式在带跳倒向双重随机积分情形下的推广形式, 同时运用推广形式的It\^{o}公式, 在Lipschitz条件下证明了方程解的存在性和唯一性.     

正倒向随机微分方程的适应解及其比较定理(英文)

研究了一类正倒向随机微分方程的适应解 ,其中正向方程不需要满足非退化条件 .我们证明了在某些单调条件下 ,正倒向随机微分方程存在唯一的适应解 ,并给出了该正倒向随机微分方程的比较定理 .     

一类非时齐非Lipschitz条件下带跳的倒向随机微分方程的适应解及比较定理

对系数f(t,y,z,k)满足非常一般的非时齐非Lipschitz条件,本文给出一类带跳的倒向随机微分方程局部和整体解的存在唯一性的证明,同时本文也研究了带跳的倒向随机微分方程的比较定理,从而把前人的相应结果推广到更一般情形．     

Rail-bridge coupling element of unequal lengths for analysing train-track-bridge interaction systems

This paper presents a rail-bridge coupling element of unequal lengths, in which the length of a bridge element is longer than that of a rail element, to investigate the dynamic problem of train-track-bridge interaction systems. The equation of motion in matrix form is given for a train-track-bridge interaction system with the proposed element. The first two numerical examples with two types of bridge models are chosen to illustrate the application of the proposed element. The results show that, for the same length of rail element, (1) the dynamic responses of train, track and bridge obtained by the proposed element are almost identical to those obtained by the rail-bridge coupling element of equal length, and (2) compared with the rail-bridge coupling element of equal length, the proposed element can help to save computer time. Furthermore, the influence of the length of rail element on the dynamic responses of rail is significant. However, the influence of the length of rail element on the dynamic responses of bridge is insignificant. Therefore, the proposed element with a shorter rail element and a longer bridge element may be adopted to study the dynamic responses of a train-track-bridge interaction system. The last numerical example is to investigate the effects of two types of track models on the dynamic responses of vehicle, rail and bridge. The results show that: (1) there are differences of the dynamic responses of vehicle, rail and bridge based on the single-layer and double-layer track models, (2) the maximum differences increase with the increase of the mass of sleeper, (3) the double-layer track model is more accurate.     

车桥系统的耦合振动

通过用正弦波形模拟桥面的不平和考虑移动车辆-桥梁间的相互作用,在Euler-Bernoulli梁理论的基础上建立了一种车桥系统的耦合振动模型．利用模态分析法和Runge-Kutta法对模型进行数值求解,获得了车桥系统耦合振动的动态响应和共振曲线．发现车桥耦合振动的共振曲线中存在两个共振区域,一个反映主共振而另一个反映次共振．讨论了桥面不平、桥梁振型和车辆间的相互作用对系统振动的影响．数值结果表明,这些参数对系统振动的影响很大,桥面不平和振型对车桥系统耦合振动的影响不能忽略,设计车速应该远离临界车速．     

Dynamic response of cable-stayed bridges to moving vehicles using the structural impedance method

The importance of dynamic interactions between cable-stayed bridges and heavy moving vehicles, such as trucks and locomotives, has been recognised by bridge engineers for a long time. A structural impedance algorithm is developed for analysing the dynamic response of cable-stayed bridges subjected to traversing vehicles. The bridge deck is modelled as an elastic plate, and the cables are idealised as springs for simplicity. The vehicles are modelled as a series of masses with suspension systems moving with different speeds and accelerations. A comprehensive computer program, CABLESIM, is developed for the static and dynamic analyses of a cable-stayed bridge. The accuracy of the numerical procedure and its computer implementation is verified with the available analytical and experimental results. A parametric study is conducted to investigate the effects of vehicle velocity, girder depth, different types of cable arrangements, and traffic load on the dynamic response of the deck. The numerical results are expected to be important in assessing the dynamics of cable-stayed bridge components and in determining the safety and allowable traffic conditions.     

Penalized Regressions: The Bridge versus the Lasso

Abstract

Bridge regression, a special family of penalized regressions of a penalty function Σ|β_j|^γ with γ ≤ 1, considered. A general approach to solve for the bridge estimator is developed. A new algorithm for the lasso (γ = 1) is obtained by studying the structure of the bridge estimators. The shrinkage parameter γ and the tuning parameter λ are selected via generalized cross-validation (GCV). Comparison between the bridge model (γ ≤ 1) and several other shrinkage models, namely the ordinary least squares regression (λ = 0), the lasso (γ = 1) and ridge regression (γ = 2), is made through a simulation study. It is shown that the bridge regression performs well compared to the lasso and ridge regression. These methods are demonstrated through an analysis of a prostate cancer data. Some computational advantages and limitations are discussed.     

An effective and efficient approach for nonlinear seismic analysis of bridges

A simplified and practical approach for nonlinear seismic analysis of highway bridges is proposed. Efficiency and effectiveness of the proposed model is discussed in detail. The effects of soil-structure interaction, analysis methods, and bridge skews on bridge responses are also carefully examined. The results obtained from the simplified model are compared to those of refined models. The paper concludes with a number of real bridge examples and recommendations.     

非等距时序灰色预测模型及其在岩石锚碇承载力分析中的应用

在许多桥梁工程中,锚碇岩石边坡的承载力和稳定性对整个桥梁工程的稳定和正常运营起着至关重要的作用.利用推广的非等间距灰色预测理论模拟了虎门大桥锚碇隧洞拉拔力试验中拉拔力与相应山体位移间的关系,并用所得到的非等距灰色预测模型预测了山体位移,结果表明,非等间距灰色预测模型的预测精度令人满意.研究结果对桥梁工程安全施工和岩石工程预测预报有重要理论意义和工程价值.     

Duality properties of indicatrices of knots

The bridge index and superbridge index of a knot are important invariants in knot theory. We define the bridge map of a knot conformation, which is closely related to these two invariants, and interpret it in terms of the tangent indicatrix of the knot conformation. Using the concepts of dual and derivative curves of spherical curves as introduced by Arnold, we show that the graph of the bridge map is the union of the binormal indicatrix, its antipodal curve, and some number of great circles. Similarly, we define the inflection map of a knot conformation, interpret it in terms of the binormal indicatrix, and express its graph in terms of the tangent indicatrix. This duality relationship is also studied for another dual pair of curves, the normal and Darboux indicatrices of a knot conformation. The analogous concepts are defined and results are derived for stick knots.     

Forward-backward doubly stochastic differential equations and related stochastic partial differential equations

The notion of bridge is introduced for systems of coupled forward-backward doubly stochastic differential equations (FBDSDEs). It is proved that if two FBDSDEs are linked by a bridge, then they have the same unique solvability. Consequently, by constructing appropriate bridges, we obtain several classes of uniquely solvable FBDSDEs. Finally, the probabilistic interpretation for the solutions to a class of quasilinear stochastic partial differential equations (SPDEs) combined with algebra equations is given. One distinctive character of this result is that the forward component of the FBDSDEs is coupled with the backward variable.     

Simplified assessment of high-speed train induced bridge vibrations considering shear effects

A novel response spectrum methodology for rapid assessment of the dynamic peak acceleration response of simple railway bridges subjected to high-speed trains is presented. This methodology is based on non-dimensional characteristic bridge and train parameters, and on the shear beam theory. The effect of shear deformations should be considered, if the considered bridge is a truss structure. Depending on the train load model, response spectra are derived for each modal coordinate separately as a function of a non-dimensional speed parameter and the bridge length to wagon length ratio. An estimate of the peak response is found by statistical combination of the individual modal responses applying different rules. (© 2012 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

The interactive vibration behavior in a suspension bridge system under moving vehicle loads and vertical seismic excitations

In this paper, the vibration behavior of a suspension bridge due to moving vehicle loads with vertical support motions caused by earthquake is studied. The suspension bridge system is presented here by two coupled nonlinear cable–beam equations aiming to describe both the dynamic characteristics for the supporting cable and the roadbed, respectively. The dynamic effect of traffic vehicles are modeled as a row of equidistant moving forces, while the earthquake movement is simulated as the vertical oscillation of boundary supports. The governing integro-differential equations are transferred into a set of ordinary differential equations, which can be solved analytically in the present study. Furthermore, the world’s largest designed suspended bridge – Messina Bridge – is examined (central span of length 3.3 km) and the modified Kobe earthquake records is applied to the calculations in order to validate the present study and the proposed methodology. As a result, the deformation of the cable produces more oscillations than that of the beam since the material property of the cable is more flexible. It is shown that the interaction of both the moving loads and the seismic forces can substantially amplify the response of long-span suspension bridge system especially in the vicinity of the end supports.