结构可靠度计算中的描述性抽样法

本文提出描述性抽样方法的实质，即利用更少的时间抽取更多的服从要求概率分布的样本点，讨论了该方法的计算步骤和适用范围，并将描述性抽样方法与重要抽样方法结合起来计算多变量多模式的结构失效概率，比较了描述性抽样方法与一般抽样法的方差，算例结果表明描述性抽样方法具有较好的收敛性．     

结构的多机并行分析I——结构的并行有限元方法

本文详细分析和讨论了结构分析的并行有限元方法—并行预处理共轭梯度法(以下简称PPCG法)。着重讨论了基于自带存储器的多处理机系统的并行预处理算法问题,并由此提出了两种PPCG法:PPCG1和PPCG2法。这两种方法适用于以单道剖分(one-way dissection)的子结构法为基础的并行分析。由于这种剖分法产生的结构刚度矩阵具有箭头形状,可独立地消除各子结构的内部自由度,并且不会在刚度矩阵中产生新的非零元素,因此很适合具有较多处理机的并行机系统对复杂结构进行的并行分析。     

梁板壳的几何大变形--从近似的非线性理论到有限变形理论

对梁板壳的线性理论、近似几何非线性理论与有限变形理论作了比较,介绍了有限转动理论,指出了应用有限变形理论求解梁板壳的大变形问题的高效率、高精度的巨大优越性。     

绕旋转圆柱流动涡尾流结构和临界状态特性

采用作者提出的基于区域分解，有限差分法与涡法杂交的数值方法，结合高阶隐式差分格式，和以修正的不完全ＬＵ分解为预处理器的共轭梯度法作求解器，系统地研究了雷诺数Ｒｅ＝１０００，旋转速度比α∈（０．５，３．２５）范围内，绕旋转圆柱从突然起到充分发展，长时间内尾流旋涡结构和阻力，升力系数的变化规律，计算所得流动图案与实验流场显示符合很好。数值试验证帝了临界状态的存在，并首次给出了临界状态时的旋涡结构特性。     

Weight functions for interface cracks in dissimilar anisotropic materials

Bueckner‘s work conjugate integral customarily adopted for linear elastic materials is established for an interface crack in dissimilar anisotropic materials. The difficulties in separating Stroh‘s six complex arguments involved in the integral for the dissimilar materials are overcome and then the explicit function representations of the integral are given and studied in detail. It is found that the pseudo-orthogonal properties of the eigenfunction expansion form (EEF) for a crack presented previously in isotropic elastic cases, in isotopic bimaterial cases, and in orthotropic cases are also valid in the present dissimilar arbitrary anisotropic cases. The relation between Bueckner‘s work conjugate integral and the J-integral in these cases is obtained by introducing a complementary stressdisplacement state. Finally, some useful path-independent integrals and weight functions are proposed for calculating the crack tip parameters such as the stress intensity factors.     

三维电磁场辛有限元列式及电磁共振腔的计算

针对三维共振腔的电磁场分析,利用Maxwell方程的对偶方程体系形式,从其相应的对偶变量变分原理出发,导出了三维电磁场辛有限单元的详细列式。为了有限元列式的保辛,变分原理被积函数可导向对于对偶变量为对称的形式。变分原理的边界积分项对于相邻单元相互抵消。由于采用了对偶变量的插值函数,使得电磁场单元构造可以在层面上进行,从而避免了所谓的连续性问题。无物理意义的零本征解可采用奇异值分解加以排除。文末分别对矩形及圆柱形的共振腔做了数值计算并与解析解和棱边元计算结果进行对比,算例表明了列式及算法的有效性。     

A Coupling Framework for Multi-Domain Modelling and Multi-Physics Simulations

This paper describes a coupling framework for parallel execution of different solvers for multi-physics and multi-domain simulations with an arbitrary number of adjacent zones connected by different physical or overlapping interfaces. The coupling architecture is based on the execution of several instances of the same coupling code and relies on the use of smart edges (i.e., separate processes) dedicated to managing the exchange of information between two adjacent regions. The collection of solvers and coupling sessions forms a flexible and modular system, where the data exchange is handled by independent servers that are dedicated to a single interface connecting two solvers’ sessions. Accuracy and performance of the strategy is considered for turbomachinery applications involving Conjugate Heat Transfer (CHT) analysis and Sliding Plane (SP) interfaces.     

Pathwise superhedging for time-dependent barrier options on càdlàg paths—Finite or infinite tradeable European,One-Touch,lookback or forward starting options

We establish pathwise duality using simple predictable trading strategies for the robust hedging problem associated with a barrier option whose payoff depends on the terminal level and the infimum of a càdlàg strictly positive stock price process, given tradeable European options at all strikes at a single maturity. The result allows for a significant dimension reduction in the computation of the superhedging cost, via an alternate lower-dimensional formulation of the primal problem as a convex optimization problem, which is qualitatively similar to the duality which was formally sketched using linear programming arguments in Duembgen and Rogers [10] for the case where we only consider continuous sample paths. The proof exploits a simplification of a classical result by Rogers (1993) which characterizes the attainable joint laws for the supremum and the drawdown of a uniformly integrable martingale (not necessarily continuous), combined with classical convex duality results from Rockefellar (1974) using paired spaces with compatible locally convex topologies and the Hahn–Banach theorem. We later adapt this result to include additional tradeable One-Touch options using the Kertz and Rösler (1990) condition. We also compute the superhedging cost when in the more realistic situation where there is only finite tradeable European options; for this case we obtain the full duality in the sense of quantile hedging as in Soner (2015), where the superhedge works with probability $1?\epsilon$ where $\epsilon$ can be arbitrarily small), and we obtain an upper bound for the true pathwise superhedging cost. In Section 5, we extend our analysis to include time-dependent barrier options using martingale coupling arguments, where we now have tradeable European options at both maturities at all strikes and tradeable forward starting options at all strikes. This set up is designed to approximate the more realistic situation where we have a finite number of tradeable Europeans at both maturities plus a finite number of tradeable forward starting options.¹