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131.
Franz Wirl 《Computational Management Science》2008,5(4):393-401
This note shows that the second derivative of the value function exists (across a stopping threshold, short “super contact”)
if reversibly stopping and entering involves no cost, called “switching”. This holds for discrete (real option) as well as
for continuous stochastic control problems and proves particularly suitable in real option set ups since it provides the lacking
boundary condition. However, super contact does not hold in dynamic games. A simple example documents the applicability of
this condition.
This paper was written during my visit of the University of Technology, Sydney (UTS) and I am grateful for the hospitality
of and the stimulus at the School of Finance and Economics, in particular to Carl Chiarella. I also acknowledge many helpful
discussions with Thomas Dangl on related issues, valuable suggestions from a referee and last but not least encouragement
by Josef Kallrath 相似文献
132.
G. Capdeville 《国际流体数值方法杂志》2009,61(1):57-105
We present a new finite‐volume method for calculating complex flows on non‐uniform meshes. This method is designed to be highly compact and to accurately capture all discontinuities that may arise within the solution of a nonlinear hyperbolic system. In the first step, we devise a fourth‐degree Hermite polynomial to interpolate the solution. The coefficients defining this polynomial are calculated by using a least‐square method. To introduce monotonicity conditions within the procedure, two constraints are added into the least‐square system. Those constraints are derived by locally matching the high‐order Hermite polynomial with a low‐order TVD polynomial. To emulate these constraints only in regions of discontinuities, data‐depending weights are defined; these weights are based upon normalized indicators of smoothness of the solution and are parameterized by an O(1) quantity. The reconstruction so generated is highly compact and is fifth‐order accurate when the solution is smooth; this reconstruction becomes first order in regions of discontinuities. In the second step, this reconstruction is inserted in an HLL approximate Riemann solver. This solver is designed to correctly capture all discontinuities that may arise into the solution. To this aim, we introduce the contribution of a possible contact discontinuity into the HLL Riemann solver. Thus, a spatially fifth‐order non‐oscillatory method is generated. This method evolves in time the solution and its first derivative. In a one‐dimensional context, a linear spectral analysis and extensive numerical experiments make it possible to assess the robustness and the advantages of the method in computing multi‐scale problems with embedded discontinuities. Copyright © 2008 John Wiley & Sons, Ltd. 相似文献
133.
Surface analysis of ripple pattern on PS and PEN induced with ring‐shaped mask due to KrF laser treatment 下载免费PDF全文
O. Neděla P. Slepička P. Sajdl M. Veselý V. Švorčík 《Surface and interface analysis : SIA》2017,49(1):25-33
The approach for ripple nanopattern construction on surface of two polymer substrates [polyethylene naphthalate (PEN) and polystyrene (PS)] exposed by a KrF pulse excimer UV laser through a contact lithographic mask with circular slit was proposed in this paper. Thin layer of gold was deposited on samples after the laser treatment. Changes in the morphology of the surface of both the shielded and exposed areas of the substrates, as well as the dimensions of the laser‐induced periodic surface structures, were determined (by atomic force microscopy, laser confocal microscopy and scanning electron microscopy), compared with observations and measurements made on samples treated directly (without a contact mask) under the same conditions. The morphology of the interface between the treated and untreated regions was also closely studied. Surface chemistry of treated samples was studied in detail by X‐ray Photoelectron Spectroscopy. The detailed study of surface chemistry of modified PEN and PS revealed a significant increase of oxygen concentration for laser treated PS and increase of carboxyl groups in case of PEN. The potential application of this research can be found in biotechnology, micro technology and several other fields. Copyright © 2016 John Wiley & Sons, Ltd. 相似文献
134.
135.
The analytical solution for the plane contact between nonconforming C1 profiles with a curvature discontinuity is obtained and discussed. The initial gap between the undeformed profiles was represented
by a double parabolic function having the curvature discontinuity within the contact region. On the basis of the analytical
solution, the complete analysis of pressure distribution was obtained. A raw technique to find an approximate solution is
presented and comparison to the analytic one provided. For the limit case of strong curvature ratio the asymptotic treatment
is discussed in terms of consistency with hypotheses claimed. 相似文献
136.
弹性杆与结构接触冲击的冲击力计算研究 总被引:2,自引:0,他引:2
本文提出了一种将杆与结构的接触冲击问题简化为集中力与集中阻尼的常规结构动力学问题的计算模型。对于大型结构,可采用一种特殊的人工边界,只需对人工边界域内的结构用有限元法进行计算。这种人工边界是齐次的,可根据冲击影响区的大小人为地确定 相似文献
137.
封隔器卡瓦接触应力研究 总被引:4,自引:0,他引:4
封隔器上的卡瓦锚定后起到支撑封隔器、锁定胶皮筒的作用,其性能好坏直接影响到油井的产量和生产安全。卡瓦与套管间的咬合力分布决定了封隔器在使用中的成败。咬合力的分布是否合理,将直接关系到套管的损伤程度及卡瓦的寿命。文中同时应用有限元法和三维光弹性技术对封隔器卡瓦进行了接触应力分析,介绍了实验模型的建立和实验步骤以及计算模型的建立和边界条件的考虑,比较了数值计算与三维光弹实验的结果,分析了造成误差的原因。实验应力分析结果为有限元计算模型的建立及边界条件的确定提供了重要的实验保证。研究工作获得了一些重要的结果,为封隔器卡瓦的优化设计提供了相关的参数。 相似文献
138.
Computerized Developments in Design,Generation, Simulation of Meshing,and Stress Analysis of Gear Drives 总被引:4,自引:0,他引:4
Faydor?L.?Litvin Daniele?Vecchiato Eugene?Gurovich Alfonso?FuentesEmail author Ignacio?Gonzalez-Perez Kenichi?Hayasaka Kenji?Yukishima 《Meccanica》2005,40(3):291-323
The paper represents new computerized developments in design, generation, simulation of meshing, and stress analysis of gear drives. The main contents of the paper are: (i) application of a predesigned parabolic function of transmission errors for reduction of noise, (ii) computerized simulation of noise caused by transmission errors, (iii) modification of the basic algorithm of tooth contact analysis, and (iv) application of approaches developed for enhanced design and simulation of meshing of the following gear drives: (a) spiral bevel gear drives, (b) face-gear drives (including an approach for grinding), and (c) modified helical gear drives. The developed theory is illustrated with numerical examples. 相似文献
139.
研究了弹流反常温度场的形成机理及影响因素,指出入口温升是压缩功发热和逆流剪切热所致,而出口局部低温是负压缩功吸热的结果,出口温度的再次微幅上升则是压缩功消失后剪切热作用的结果.研究结果表明,入口温升随载荷的增加而增大,随卷吸速度的增加显著升高而几乎与滑滚比无关;在高速小滑滚比工况下,接触区的最高温度有可能出现在入口位置;入口温升增加了材料在工作中经受高温的次数,对其接触疲劳寿命有不利影响;在保证润滑性能的前提下,适当减少供油量可以减小逆流,从而降低入口温升。 相似文献
140.
基于振动监测的静载荷滑动轴承接触摩擦故障诊断实验研究 总被引:4,自引:1,他引:4
采用静载荷滑动轴承试验台模拟轴颈-轴承从液体润滑状态逐步向干摩擦状态过渡时的接触摩擦故障的发生和发展过程,进而利用振动信号诊断滑动轴承的接触摩擦故障;通过对特征参数进行归一化处理得到无量纲特征参数,进而通过无量纲特征参数的适当数学组合得到无量纲诊断准则,并探讨了无量纲诊断准则的适用性.结果表明:利用所得到的无量纲诊断准则进行轴颈-轴承接触摩擦故障诊断时无须建立用于模式识别的标准模,可实现快捷方便的故障诊断;无量纲诊断准则对工况不敏感,而对故障更敏感,适用于可变工况下滑动轴承的故障诊断,且诊断成本较低. 相似文献