高速扩展裂纹尖端的理想弹塑性场

在理想弹塑性材料中,高速扩展裂纹尖端的应力分量都只是θ的函数.利用这个条件以及定常运动方程、应力应变关系与屈服条件,我们得到反平面应变和平面应变两者的一般解.将这两个一般解分别用于扩展Ⅲ型裂纹和Ⅰ型裂纹,我们就求出了Ⅲ型裂纹和Ⅰ型裂纹的高速扩展尖端的理想弹塑性场和理想塑性场.     

高速扩展平面应力裂纹尖端的各向异性塑性场

在裂纹尖端的应力分量都只是θ的函数的条件下,利用定常运动方程,Hill各向异性屈服条件及应力应变关系,我们得到高速扩展平面应力裂纹尖端的各向异性塑性场的一般解.将这个一般解用于四种各向异性特殊情形,我们就导出这四种特殊情形的一般解.最后,本文给出X=Y=Z情形的高速扩展平面应力Ⅰ型裂纹尖端的各向异性塑性场.     

消振器的数学原理

在工程技术中往往采用消振器来消除自激振荡,使设备或机器不受损坏.本文给出了一个消振器的数学模式 我们讨论了如何适当选取方程组(*)的参数c₁,k₁,k₂,使其零解是全局渐近稳定的,得到了方程组(*)的零解全局渐近稳定的若干定理.     

圆筒在内外压力作用下的有限位移问题

本文用逐次逼近法求得这个边值问题的一次解和二次解,从而获致位移场,应变场和应力场的二级近似公式,我们的结果还表明:在变形后,(i)圆筒任一截面必位移至另一仍与筒轴垂直的平面上;(ii)应变分量E_RR(2)与E_ΦΦ(2)之和以及应力分量∑_RR(2)与∑_ΦΦ(2)之和在整个圆筒内均不保持恒定。后一效应是经典弹性理论里所没有的,它对∑_ZZ(2)的产生承担责任,此外,∑_ZZ(2)与(∑_RR(2)+∑_ΦΦ(2))之间呈现线性关系,其比例系数仅与圆筒的材料有关。     

高速扩展裂纹尖端的各向异性塑性场

在裂纹尖端的应力分量都只是θ的函数的条件下,利用定常运动方程,应力应变关系及Hill各向异性屈服条件,我们得到反平面应变和平面应变两者裂纹尖端的各向异性塑性场的一般解.将这些一般解用于具体裂纹,我们就求出了Ⅰ型和Ⅱ型裂纹的高速扩展尖端的各向异性塑性场,     

复合型脆断的应变能判据

本文提出一个十分简单的复合型脆断判据,即应变能判据。该判据可以表示成:(K_Ⅰ/K_Ⅰc)2+(K_Ⅱ/K_ⅡC)2+(K_Ⅲ/K_ⅢC)2=1,它与文献中的实验数据非常一致,是一个实用的判据。本文还提出一个经验判据:(K_Ⅰ/K_Ⅰc)m+(K_Ⅱ/K_ⅡC)n=1,1≤≤2。     

高速扩展裂纹尖端的各向异性塑性应力场

在理想弹塑性材料中,高速扩展裂纹尖端的应力分量都只是θ的函数.利用这个条件以及定常运动方程、应力应变关系与Hill各向异性屈服条件,我们得到反平面应变和平面应变两者的一般解.将这两个一般解分别用于扩展Ⅲ型裂纹和Ⅰ型裂纹,我们就求出了Ⅱ型裂纹和Ⅰ型裂纹的高速扩展尖端的各向异性塑性应力场.     

广义Pochhammer-Chree方程的显式精确孤波解

首先对广义Pochhammer-Chre方程(PC方程)u_tt-u_ttxx+ru_xxt-(a₁u+a₂u2+a₃u3)_xx=0(r≠0)(Ⅰ)的孤波解u(ξ)建立了公式∫_-∞+∞[u'(ξ)]2dξ=1/12rv(C₊-C_-)3[3a₃(C₊+C_-)+2a₂]。由此推知:广义PC方程(Ⅰ)不可能有钟状孤波解,只可能有扭状孤波解;而广义PC方程u_tt-u_ttxx-(a₁u+a₂u2+a₃u3)_xx=0(Ⅱ)可能既有钟状孤波解又有渐近值满足3a₃(C₊+C_-)+2a₂=0的扭状孤波解。进一步求出了广义PC方程(Ⅰ)的扭状孤波解,求出了广义PC方程(Ⅱ)的钟状孤波解和渐近值满足2a₃(C₊+C_-)+2a₂=0的扭状孤波解。最后给出了广义PC方程u_tt-u_ttxx-(a₁u+a₃u3+a₅u5)_xx=0(Ⅲ)的显式孤波解。     

Hamilton-Jacobi方程黏性解的连续性

考虑了在极小测度集M_c0唯一遍历时,Hamilton-Jacobi方程的黏性解u_c:M→R关于平均作用量c的连续性.证明了在相差一个常数的意义下,黏性解u_c（X）（■x∈M）关于c是连续的.     

含内聚裂纹弹性体的能量释放率与断裂能

根据内聚裂纹模型,含裂纹的弹性体在裂纹尖端附近存在一内聚区,内聚区断裂参数表达是其核心研究内容.该文假定弹性平板直线裂纹尖端存在一带状内聚区,并由一条虚拟线裂纹代替,其张开位移与内聚力存在确定的非线性函数关系.以Ⅰ型边裂纹为例,导出了满足虚拟裂纹条件的解析解;在此基础上给出了物理裂纹尖端扩展的能量释放率G_a、内聚裂纹尖端扩展的能量释放率G_b的计算公式;讨论了G_b,J积分和断裂能G_F之间的关系;从理论上证明了临界能量释放率G_bc就是断裂能G_F,G_bc可以作为含内聚区材料裂纹失稳扩展的断裂参数.提出的方法适用于所有含Ⅰ、Ⅱ、Ⅲ型内聚裂纹的弹性体.     

The compromise value for NTU-games

The compromise value is introduced as a single-valued solution concept for NTU-games. It is shown that the compromise value coincides with the -value for TU-games and with the Kalai-Smorodinsky solution for bargaining problems. In addition the axiomatic characterizations of both the two-person Kalai-Smorodinsky solution and the -value can be extended to the compromise value for large classes of NTU-games.We also present an alternative NTU-extension of the TU -value (called the NTU -value) which coincides with the Nash solution for two-person bargaining problems. The definition of the NTU -value is analogous to that of the Shapley NTU-value.     

Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients

We prove a general theorem that the -valued solution of an infinite horizon backward doubly stochastic differential equation, if exists, gives the stationary solution of the corresponding stochastic partial differential equation. We prove the existence and uniqueness of the -valued solutions for backward doubly stochastic differential equations on finite and infinite horizon with linear growth without assuming Lipschitz conditions, but under the monotonicity condition. Therefore the solution of finite horizon problem gives the solution of the initial value problem of the corresponding stochastic partial differential equations, and the solution of the infinite horizon problem gives the stationary solution of the SPDEs according to our general result.     

Padé–Jacobi Filtering for Spectral Approximations of Discontinuous Solutions

Spectral type methods for the discretization of partial differential equations rely on the approximation of the solution by polynomials of high degree. These methods are proven, both theoretically and numerically, to be of infinite order of accuracy. This infinite order is achieved if the solution is very regular. On the other hand, the Gibbs phenomenon prevents – a priori – the good convergence if the solution is discontinuous. Nevertheless, for systems of conservation laws, the spectral vanishing viscosity method leads to numerical solutions that are spectrally close to the projection of the exact solution on the set of polynomials. The idea is then to postprocess the numerical solution in order to extract pertinent physical information. The aim of this paper is to propose and analyse such a postprocessing method based on rational approximants that allows to circumvent the Gibbs phenomenon and can be used as an acceleration device for spectral numerical solution.     

Exploring the vacuum structure near identity-based solutions

We explore the vacuum structure in the bosonic open string field theory expanded near an identity-based solution parameterized by a (≥ ?1/2). Analyzing the expanded theory using the level-truncation approximation up to the level 20, we find that the theory has the tachyon vacuum solution for a ≥ ?1/2. We also find that at a = ?1/2, there exists an unstable vacuum solution in the expanded theory and the solution is expected to be the perturbative open string vacuum. These results reasonably support the hypothesis that the identity-based solution is a trivial pure gauge configuration for a > ?1/2, but it can be regarded as the tachyon vacuum solution at a = ?1/2.     

Convex Separable Minimization Subject to Bounded Variables

A minimization problem with convex and separable objective function subject to a separable convex inequality constraint and bounded variables is considered. A necessary and sufficient condition is proved for a feasible solution to be an optimal solution to this problem. Convex minimization problems subject to linear equality/linear inequality constraint, and bounds on the variables are also considered. A necessary and sufficient condition and a sufficient condition, respectively, are proved for a feasible solution to be an optimal solution to these two problems. Algorithms of polynomial complexity for solving the three problems are suggested and their convergence is proved. Some important forms of convex functions and computational results are given in the Appendix.     

Generalized solutions to partial differential equations of evolution type

This paper deals with a new solution concept for partial differential equations in algebras of generalized functions. Introducing regularized derivatives for generalized functions, we show that the Cauchy problem is wellposed backward and forward in time for every system of linear partial differential equations of evolution type in this sense. We obtain existence and uniqueness of generalized solutions in situations where there is no distributional solution or where even smooth solutions are nonunique. In the case of symmetric hyperbolic systems, the generalized solution has the classical weak solution as macroscopic aspect. Two extensions to nonlinear systems are given: global solutions to quasilinear evolution equations with bounded nonlinearities and local solutions to quasilinear symmetric hyperbolic systems.     

Error bounds for nondegenerate monotone linear complementarity problems

Error bounds and upper Lipschitz continuity results are given for monotone linear complementarity problems with a nondegenerate solution. The existence of a nondegenerate solution considerably simplifies the error bounds compared with problems for which all solutions are degenerate. Thus when a point satisfies the linear inequalities of a nondegenerate complementarity problem, the residual that bounds the distance from a solution point consists of the complementarity condition alone, whereas for degenerate problems this residual cannot bound the distance to a solution without adding the square root of the complementarity condition to it. This and other simplified results are a consequence of the polyhedral characterization of the solution set as the intersection of the feasible region {zMz + q 0, z 0} with a single linear affine inequality constraint.This material is based on research supported by National Science Foundation Grants CCR-8723091 and DCR-8521228 and Air Force Office of Scientific Research Grant AFOSR-86-0172.     

A Newton Method for Linear Programming

A fast Newton method is proposed for solving linear programs with a very large (10⁶) number of constraints and a moderate (10²) number of variables. Such linear programs occur in data mining and machine learning. The proposed method is based on the apparently overlooked fact that the dual of an asymptotic exterior penalty formulation of a linear program provides an exact least 2-norm solution to the dual of the linear program for finite values of the penalty parameter but not for the primal linear program. Solving the dual problem for a finite value of the penalty parameter yields an exact least 2-norm solution to the dual, but not a primal solution unless the parameter approaches zero. However, the exact least 2-norm solution to the dual problem can be used to generate an accurate primal solution if mn and the primal solution is unique. Utilizing these facts, a fast globally convergent finitely terminating Newton method is proposed. A simple prototype of the method is given in eleven lines of MATLAB code. Encouraging computational results are presented such as the solution of a linear program with two million constraints that could not be solved by CPLEX 6.5 on the same machine.     

Evolution of the Perturbation of a Circle in the Stokes–Leibenson Problem for the Hele-Shaw Flow

Among the initial contours of the Sobolev class H ¹ close to a circle, we distinguish the set of those for which the Stokes–Leibenson problem in the case of a source has a solution, moreover, this solution is unique. The contour corresponding to this solution is defined for all t > 0 and tends to a circle as t .     

A one-phase algorithm for semi-infinite linear programming

We present an algorithm for solving a large class of semi-infinite linear programming problems. This algorithm has several advantages: it handles feasibility and optimality together; it has very weak restrictions on the constraints; it allows cuts that are not near the most violated cut; and it solves the primal and the dual problems simultaneously. We prove the convergence of this algorithm in two steps. First, we show that the algorithm can find an-optimal solution after finitely many iterations. Then, we use this result to show that it can find an optimal solution in the limit. We also estimate how good an-optimal solution is compared to an optimal solution and give an upper bound on the total number of iterations needed for finding an-optimal solution under some assumptions. This algorithm is generalized to solve a class of nonlinear semi-infinite programming problems. Applications to convex programming are discussed.