有限位移理论线弹性力学二类和三类混合变量的变分原理及其应用

提出了有限位移理论线弹性力学二类混合变量和三类混合变量的变分原理.考虑已知边界条件的变化并应用有限位移理论的功的互等定理,在导出上述两类变分原理的过程中起到了关键作用和桥梁作用.首先,考虑已知位移边界条件的变化和应用功的互等定理,导出了二类混合变量的最小势能原理.用类似的方法,导出了二类混合变量的驻值余能原理.应用应变能密度和应力余能密度的关系式于上述两个变分原理,得到三类混合变量的变分原理.然后,给出了二类和三类混合变量的虚功原理和虚余功原理.同时,应用拉氏乘子法导出了广义变分原理.以一个算例说明了在某些情况下拉氏乘子法会失效,介绍了构成广义变分原理泛函的半逆法.最后,应用二类混合变量最小势能原理计算了一大挠度悬臂梁的弯曲.     

光测弹性理论中的耦联变分原理和广义耦联变分原理

在本文中,应用拉格朗日乘子法和高阶拉格朗日乘子法[1],我们系统地导出了光测弹性理论中的耦联势能原理,耦联余能原理和具有二类和三类变量的广义耦联势能原理和广义相联余能原理。     

有限位移理论线弹性动力学二类和三类混合变量的最小势作用量原理和驻值余作用量原理及其应用

两个新的概念,即势作用量的概念和余作用量的概念被引入弹性动力学变分原理中.根据势作用量的概念,最小作用量原理（即Hamilton原理）被改称为最小势作用量原理.根据余作用量的概念,首次提出了驻值余作用量原理.考虑边界条件的变化并应用有限位移理论的功的互等定理,导出了以位移和应力为变分变量的二类混合变量的最小势作用量原理及驻值余作用量原理.应用应变势能密度与应力余能密度的关系式于上述二类混合变量作用量原理,导出了以位移、应力和应变为变分变量的三类混合变量的相关作用量原理.最后,应用拉氏乘子法给出了广义势作用量原理及广义余作用量原理,并且应用大挠度梁二类混合变量最小势作用量原理计算了一悬臂梁的受迫振动.     

含多个任意参数的广义变分原理及换元乘子法

弹性力学变分原理的泛函变换可分为三种格式:Ⅰ、放松格式,Ⅱ、增广格式,Ⅲ、等价格式. 根据格式Ⅲ,提出含多个任意参数的广义变分原理及其泛函表示式,其中包括:以位移u为一类泛函变量的多参数广义变分原理;以位移u和应力σ为二类泛函变量的多参数广义变分原理;以位移u和应变ε为二类泛函变量的多参数广义变分原理;以位移u应变ε和应力σ为三类泛函变量的多参数广义变分原理.由这些原理可得出等价泛函一系列新形式,此外,通过参数的合理选择,可构造出一系列有限元模型. 本文还讨论了拉氏乘子法“失效”问题,指出“失效”现象产生的原因,提出乘子法“恢复有效”的作法——换元乘子法.     

饱和多孔介质耦合系统的变分原理

本文采用变积方法,建立了等温准静态下饱和多孔介质的六类变量的广义变分原理.在此基础上,通过引入约束条件得到各级变分原理,其中包括五类变量,四类变量,三类变量和二类变量的变分原理.除得到文献中已有的变分原理外,本文给出了许多新的变分原理,为建立饱和多孔介质的有限元模型提供了基础.     

弹性厚板的分区广义变分原理

本文提出弹性厚板分区广义变分原理,其要点如下:1.各分区可任意定为势能区或余能区.分区势能、分区余能、分区混合变分原理是它的三种特殊形式.2.每个分区中独立变分变量的个数可任意规定.每个分区可定为单类变量区、二类变量区或三类变量区.3.每个交界线上的位移和力的连接条件可以放宽.这个原理为非协调元的厚板有限元法提供理论基础.各种厚板有限元模型可看作这个原理的特殊应用.特别是弹性厚板分区混合变分原理的提出为分区混合有限元法应用于厚板问题打下了基础.     

凑合反推法和弹性理论中的多变量广义变分原理

详细介绍了如何应用凑合反推法(semi-inverse method)构造弹性理论中的两类独立变量的广义变分原理(包括熟知的Hellinger-Reissner变分原理,Hu-Washizu变分原理)及三类独立变量的广义变分原理(钱伟长广义变分原理) 。应用凑合反推法还可以清楚地看出各变量之间的约束关系,从而再一次证明了Hu-Washizu变分原理实际上是两类独立变量的广义变分原理。     

二类广义Vandermonde行列式的计算

给出了二类广义Vandermonde行列式计算的显式表示式.     

一般力学中三类变量的广义变分原理

应用对合变换,将两类变量的广义变分原理的驻值条件变换为三类变量的基本方程.按照广义力和广义位移之间的对应关系,将各基本方程乘上相应的虚量,代数相加,然后积分,进而建立了完整系统的三类变量的广义变分原理.应用这种凑合法,建立了非完整系统的三类变量的广义变分原理.作为例子,将一般力学中的三类变量的广义变分原理和两类变量的广义变分原理推广应用于弹性动力学中.最后,讨论了有关的问题.     

一类广义非线性反应扩散方程奇摄动问题激波解（英文）

本文研究一类广义非线性反应扩散方程奇摄动初始边值问题.首先,构造非线性问题的外部解.其次,利用局部坐标系和伸长变量得到激波层和边界层校正项.最后,利用不动点理论研究了非线性反应扩散方程初始边值问题广义解的渐近性态.     

Extensions of Wilks' integral equations and distributions of test statistics

Summary Wilks [26] introduced two integral equations in connection with distribution problems in statistics. He called them Type A and Type B equations. Tretter and Walster ([22], [24]) solved the Type B equation and obtained the null and non-null distributions of the likelihood ratio criterion for testing linear hypotheses in the multinormal case. In this article we present several types of solutions of these equations along with new equations called Types C, D, E and F with their solutions. These include the integral equations satisfied by the density of a random variable which is (a) product of independent real gamma variates; (b) products of independent real beta variates; (c) ratio of products of independent beta and gamma variates; (d) arbitrary powers of products of gamma and beta variates; (e) arbitrary powers of products and ratios of beta and gamma variates, and more general cases.     

A class of bivariate exponential distributions

We introduce a class of absolutely continuous bivariate exponential distributions, generated from quadratic forms of standard multivariate normal variates.This class is quite flexible and tractable, since it is regulated by two parameters only, derived from the matrices of the quadratic forms: the correlation and the correlation of the squares of marginal components. A simple representation of the whole class is given in terms of 4-dimensional matrices. Integral forms allow evaluating the distribution function and the density function in most of the cases.The class is introduced as a subclass of bivariate distributions with chi-square marginals; bounds for the dimension of the generating normal variable are underlined in the general case.Finally, we sketch the extension to the multivariate case.     

General linear methods with external stages of different orders

The approach introduced recently by Albrecht to derive order conditions for Runge-Kutta formulas based on the theory of A-methods is also very powerful for the general linear methods. In this paper, using Albrecht's approach, we formulate the general theory of order conditions for a class of general linear methods where the components of the propagating vector of approximations to the solution have different orders. Using this theory we derive a class of diagonally implicit multistage integration methods (DIMSIMs) for which the global order is equal to the local order. We also derive a class of general linear methods with two nodal approximations of different orders which facilitate local error estimation. Our theory also applies to the class of two-step Runge-Kutta introduced recently by Jackiewicz and Tracogna.The work of the first author was supported by the National Science Foundation under grant NSF DMS-9208048. The work of the second author was supported by the Italian Consiglio Nazionale delle Richerche.     

Relations between two sets of variates: The bits of information provided by each variate in each set

Canonical correlation theory is extended so that each variate in each of the two observed sets of variates is assigned a unique information-theoretic measure of its contribution to the total amount of information that either set provides about the other.     

Reduced-rank regression for the multivariate linear model

The problem of estimating the regression coefficient matrix having known (reduced) rank for the multivariate linear model when both sets of variates are jointly stochastic is discussed. We show that this problem is related to the problem of deciding how many principal components or pairs of canonical variates to use in any practical situation. Under the assumption of joint normality of the two sets of variates, we give the asymptotic (large-sample) distributions of the various estimated reduced-rank regression coefficient matrices that are of interest. Approximate confidence bounds on the elements of these matrices are then suggested using either the appropriate asymptotic expressions or the jackknife technique.     

Some implications of the union-intersection principle for tests of sphericity

The sphericity hypothesis may be expressed as an intersection of simpler hypotheses on the invariant subspaces of the variance matrix. Applying the union-intersection principle to dissections of this type establishes a link between tests of independence and tests of sphericity. We use some recent results of Bloomfield and Watson [2] and Knott [4] to derive a class of union-intersection tests for sphericity from likelihood ratio tests of independence of two sets of variates. As well, we show that the ordinary likelihood ratio test for sphericity has a natural union-intersection interpretation.     

A simple proof of the generalized Craig–Sakamoto theorem

The Craig–Sakamoto theorem establishes the independence of two quadratic forms in normal variates. In this article, we provide a simple proof of a generalized Craig–Sakamoto theorem.     

Weyl asymptotics of bisingular operators and Dirichlet divisor problem

We consider a class of pseudodifferential operators, with crossed vector valued symbols, defined on the product of two closed manifolds. We study the asymptotic expansion of the counting function of positive selfadjoint operators in this class. Using a general Theorem of Aramaki, we can determine the first term of the asymptotic expansion of the counting function and, in a special case, we are able to find the second term. We give also some examples, emphasizing connections with problems of analytic number theory, in particular with Dirichlet divisor function.     

Characterizations of natural exponential families with power variance functions by zero regression properties

Summary Series of new characterizations by zero regression properties are derived for the distributions in the class of natural exponential families with power variance functions. Such a class of distributions has been introduced in Bar-Lev and Enis (1986) in the context of an investigation of reproductible exponential families. This class is broad and includes the following families: normal, Poisson-type, gamma, all families generated by stable distributions with characteristic exponent an element of the unit interval (among these are the inverse Gaussian, Modified Bessel-type, and Whittaker-type distributions), and families of compound Poisson distributions generated by gamma variates. The characterizations by zero regression properties are obtained in a unified approach and are based on certain relations which hold among the cumulants of the distributions in this class. Some remarks are made indicating how the techniques used here can be extended to obtain characterizations of general exponential families.The work of this author was performed while he was a visitor in the Department of Statistics, State University of New York at Buffalo