Dynamic assessment of reinforced concrete beams repaired with externally bonded FRP sheets

This research deals with RC beams strengthened with FRP. An experimental research is presented which is aimed at evaluating the capability of an experimental modal analysis to assess the stiffness decrease due to damage, as well as the stiffness recovery due to strengthening. Ten beams were tested. All of them were subjected to loading cycles with increasing load levels in order to induce cracking of different severity in them. The beams were then retrofitted by externally bonded FRP sheets. Three types of composites were used. The number of layers was varied, too. Modal tests were carried out after each loading-unloading cycle. The modal frequencies and damping ratios were determined for the first four vibration modes. The results obtained indicate that an experimental modal analysis can give useful information on the severity of damage and the effectiveness of strengthening. Russian translation published in Mekhanika Kompozitnykh Materialov, Vol. 42, No. 1, pp. 3–20, January–February, 2006.     

Tensile Characterization of FRP Rods for Reinforced Concrete Structures

The application of FRP rods as an internal or external reinforcement in new or damaged concrete structures is based on the development of design equations that take into account the mechanical properties of FRP material systems.The measurement of mechanical characteristics of FRP requires a special anchoring and protocol, since it is well known that these characteristics depend on the direction and content of fibers. In this study, an effective tensile test method is described for the mechanical characterization of FRP rods. Twelve types of glass and carbon FRP specimens with different sizes and surface characteristics were tested to validate the procedure proposed. In all, 79 tensile tests were performed, and the results obtained are discussed in this paper. Recommendations are given for specimen preparation and test setup in order to facilitate the further investigation and standardization of the FRP rods used in civil engineering.     

A Multinomial Model for a Bond Market

In this paper, we generalize the classical binomial bond market model of Ho and Lee [2] to the multinomial model. We establish necessary and sufficient conditions for such a bond market model to be arbitrage-free and path independent. We study the bond option pricing and forward-rate equation in the trinomial case.Research is supported by the Lithuanian State Science and Studies Foundation, program Mathematical models of Lithuanian economy for forecasting of the macroeconomic processes (registration No C-03004).__________Translated from Lietuvos Matematikos Rinkinys, Vol. 44, No. 4, pp. 413–428, October–December, 2004.     

一类巨灾风险—地震灾害债券的设计

巨灾保险风险证券化是国际上分散巨灾风险的一项金融保险创新.对我国而言,发展巨灾保险风险证券化最适宜的证券品种是巨灾债券.收集1969~2004年我国地震直接经济损失在9900万元以上的损失数据,利用非寿险精算技术分析我国地震损失分布和次数,并在此基础上利用CAPM和债券定价原理计算地震灾害债券的收益率和价格,从而对地震灾害债券作了初步设计.     

Modeling of the Behavior of Concrete Tension Members Reinforced with FRP Rods

The paper is devoted to the analysis of cracking and deformability of concrete tension members reinforced with fiber-reinforced polymer (FRP) rods. A theoretical nonlinear model, derived from a cracking analysis founded on slip and bond stresses, is adopted for evaluating the crack width, crack spacing, and elongation of tension members. The procedure takes into account the local bond-slip law, experimentally determined by means of pullout tests, and allows us to evaluate the influence of tensile stiffening. The analysis is performed with considering all parameters influencing the behavior of tension members, such as the concrete strength, the kind of FRP rebars, the surface treatment of FRP rebars, and the concrete cover thickness. The theoretical predictions are compared with available experimental results, obtained on cylindrical concrete specimens reinforced with carbon FRP (CFRP) rods, and with predictions of the traditional models usually adopted for design purposes.     

钢筋混凝土旧工业厂房结构加固方案优选

当前人们选择旧工业厂房结构加固方案效率低下,且所考虑的因素较为片面,为了全面、高效地解决这一问题,通过综合考虑安全性、经济性、时间性、可行性和适用性等因素,以加固效果显著的工程案例为标准,以全面的18个参数为评价指标,构建了一种基于蛛网面积相似和形状相似的结构加固方案优选模型。该模型中首先运用熵权法确定18个指标权重,并将参数值归一化处理,随后运用Python计算蛛网结构相似度,检索出与目标范例最为相似的源范例。最后以结构加固效果显著的工程为例,验证了该模型能有效减少主观误差,具有较强的实用性,并以此模型优选出了某轧钢厂房结构加固方案。     

中国企业债信用风险度量的实证研究

我们基于KMV模型以及Delianedis and Geske(2001)模型,对05国航债进行了信用风险度量分析.根据中国国航在2007年7月23日的收盘价和近三年的财务数据我们对05国航债的信用利差进行了实证分析,并就实证结果提出了自己的观点:由于我国的企业债不是信用债券,而是由国有商业银行担保的债券,因此2007年7月23日05国航债的利差估计值与实际利差的差额547.34个基点应该由担保银行——中国农业银行的信用所消化.     

Stability Properties of a Bond Portfolio Management Problem

The bond portfolio management problem is formulated as a multiperiod two-stage or multistage stochastic program based on interest rate scenarios. These scenarios depend on the available market data, on the applied estimation and sampling techniques, etc., and are used to evaluate coefficients of the resulting large scale mathematical program. The aim of the contribution is to analyze stability and sensitivity of this program on small changes of the coefficients – the (scenario dependent) values of future interest rates and prices. We shall prove that under sensible assumptions, the scenario subproblems are stable linear programs and that also the optimal first-stage decisions and the optimal value of the considered stochastic program possess acceptable continuity properties.     

Cracking Analysis of FRP-Reinforced Concrete Flexural Members

The paper is dedicated to the cracking analysis of FRP (Fiber-Reinforced Polymer)-reinforced concrete elements. A general nonlinear calculation procedure, based on the slip and bond stresses, is described and adopted for the prediction of the crack width and crack spacing in FRP-reinforced concrete beams. An analytical expression of the bond-slip law is estimated using the corresponding experimental results available in the literature. A numerical investigation is carried out and the influence of the mechanical and geometrical parameters of the material (bond-slip law, reinforcement ratio, concrete strength, diameter of rebars, etc.) on the crack formation is investigated. Referring to glass-FRP-reinforced concrete beams, a comparison between the theoretical predictions and experimental results is made. The results obtained are presented and discussed.     

带有违约风险的可转换债券的简约型定价

本文考虑简约模型下带有违约风险的可转换债券的定价问题.假定市场中可转换债券的违约强度满足Vasicek模型,利用鞅方法获得了该模型下可转换债券的定价公式.此外,我们通过数值分析显示了模型参数变化对可转换债券价值影响的敏感性程度,结果也表明违约风险将降低可转换债券的价值.     

An analytical study on the bond behaviour between an externally bonded FRP and concrete in the case of continuous beams

One of the greatest challenges in structural engineering nowadays is the strengthening, upgrading, and retrofitting of existing structures. The use of fibre-reinforced polymers (FRPs) bonded to the tension face of a structural member is an attractive technique in this field of application. The strengthening of reinforced concrete structures by means of an externally bonded reinforcement (EBR) is achieved by gluing a FRP laminate to the concrete substrate. For an efficient utilization of the FRP EBR systems, an effective stress transfer is required between the FRP and concrete. The paper discusses the bond behaviour between a FRP and concrete in the case of flexural strengthening of continuous beams. With respect to this type of beams, only a few studies have been reported, though continuous members often occur in concrete constructions. The structural behaviour of statically indeterminate elements is typically characterized by redistributions of the internal forces. These distributions are related to the nonlinear deformations of the beams and has also a distinct influence on the bond behaviour between the FRP and concrete. Russian translation published in Mekhanika Kompozitnykh Materialov, Vol. 44, No. 3, pp. 389–402, May–June, 2008.     

Bond graph model-based system mode identification and mode-dependent fault thresholds for hybrid systems

Hybrid system models exploit the modelling abstraction that fast state transitions take place instantaneously so that they encompass discrete events and the continuous time behaviour for the while of a system mode. If a system is in a certain mode, e.g. two rigid bodies stick together, then residuals of analytical redundancy relations (ARRs) within certain small bounds indicate that the system is healthy. An unobserved mode change, however, invalidates the current model for the dynamic behaviour. As a result, ARR residuals may exceed current thresholds indicating faults in system components that have not happened. The paper shows that ARR residuals derived from a bond graph cannot only serve as fault indicators but may also be used for bond graph model-based system mode identification. ARR residuals are numerically computed in an off-line simulation by coupling a bond graph of the faulty system to a non-faulty system bond graph through residual sinks. In real-time simulation, the faulty system model is to be replaced by measurements from the real system. As parameter values are uncertain, it is important to determine adaptive ARR thresholds that, given uncertain parameters, allow to decide whether the dynamic behaviour in a current system mode is the one of the healthy system so that false alarms or overlooking of true faults can be avoided. The paper shows how incremental bond graphs can be used to determine adaptive mode-dependent ARR thresholds for switched linear time-invariant systems with uncertain parameters in order to support robust fault detection. Bond graph-based hybrid system mode identification as well as the determination of adaptive fault thresholds is illustrated by application to a power electronic system easy to survey. Some simulation results have been analytically validated.     

Anchorage strength models for end-debonding predictions in RC beams strengthened with FRP composites

The increase in the flexural capacity of RC beams obtained by externally bonding FRP composites to their tension side is often limited by the premature and brittle debonding of the external reinforcement. An in-depth understanding of this complex failure mechanism, however, has not yet been achieved. With specific regard to end-debonding failure modes, extensive experimental observations reported in the literature highlight the important distinction, often neglected in strength models proposed by researchers, between the peel-off and rip-off end-debonding types of failure. The peel-off failure is generally characterized by a failure plane located within the first few millimetres of the concrete cover, whilst the rip-off failure penetrates deeper into the concrete cover and propagates along the tensile steel reinforcement. A new rip-off strength model is described in this paper. The model proposed is based on the Chen and Teng peel-off model and relies upon additional theoretical considerations. The influence of the amount of the internal tensile steel reinforcement and the effective anchorage length of FRP are considered and discussed. The validity of the new model is analyzed further through comparisons with test results, findings of a numerical investigation, and a parametric study. The new rip-off strength model is assessed against a database comprising results from 62 beams tested by various researchers and is shown to yield less conservative results. Russian translation published in Mekhanika Kompozitnykh Materialov, Vol. 44, No. 3, pp. 373–388, May–June, 2008.     

阳光转债的投资价值分析

本文通过对核准制下发行的第一只转债-阳光转债的投资价值的实证分析,简要介绍了可转换债券及其性质以及常见的投资价值分析的方法;并详细的讨论了影响可转债价格的其它因素.     

随机数学建模方法在钢筋与混凝土粘结强度分析中的应用

本文主要利用随机建模的方法推导了均速加载的速率对粘结承载力影响量化表达的基本形式 .运用随机过程中的 Markov过程的方法得到了加载速率对粘结承载力 (平均粘结强度 )影响的量化表述 ,并综合考虑了钢筋锈蚀率的影响 ,且结合实际试验确定了一些未知参数 ,在此基础上分析了混凝土强度变化可能的影响 .     

银行间债券市场流动性溢价问题研究

我国的债券市场是否存在流动性溢价?这一问题无论对理论还是实务都具有重要意义。本文使用聚类分析的方法,以2000年1月至2005年3月间银行间国债分笔交易数据为研究对象,从各种与流动性有关的指标寻找出了4种同向变动关系,并使用4种指标代表了这4种变动方向,随后检验了持有期为30日、60日、90日、180日和360日条件下债券收益与上述流动性指标的关系。发现价格影响系数在短期内显著并符号正确,意味着随着流动性增加,债券收益率下降。随着期限扩大为半年以上,无论是年报价笔数还是价格影响系数都表现出相反的符号,此时流动性越高的债券反而收益越高。这表明我们为本不具有流动性的资产支付了高额的价格,高流动性债券的价值则被低估。     

建筑工程中混凝土质量控制系统的应用

建设项目混凝土质量控制是一个庞大的系统工程.为提高施工阶段混凝土质量控制效果,详细地分析并分解了混凝土施工过程中可能遇到的各种影响质量的因素,采用VFp 6.0研制了对这些因素进行综合控制的软件.软件采用五个子系统,力求操作简便,结合生产实际,以适于领导者指挥生产总结提高和工程技术人员计算与控制之用.     

债券利率风险分析

本给出了广义久期模型，并证明了参数变化对久期影响的结论。这些分析有助于基金经理们对期限结构影响的认识，进而帮助他们进行投资组合的选择。     

Bond graph modelling of marine power systems

The main motivation for writing this article is to develop a model library for an All-Electric Ship that gives an opportunity to simulate both existing and new machinery systems without having to remodel the entire system each time. The model library should support the process of modelling and reuse, while also emphasizing openness to brace the modeller during the development and refinement phase. The bond graph approach is good when it comes to the physical modelling of systems and is a good tool for combining different energy domains to better help in understanding the system. In addition, a bond graph is a powerful method to find dependencies between various components. Using a causal analysis, any problems in the model, for example, algebraic constrains or dependent system variables, will be detected, and the necessary remodelling may be performed to handle such problems. The bond graph approach is therefore used when developing the component library. The component library consists of selected power producers such as diesel and gas engines, fuel cell and synchronous generator and power consumers such as asynchronous motor with a voltage source converter in addition to a generic load used for hotel and auxiliary loads. The library also consists of a ship model and propeller models.     

有跳-扩散违约风险的可转换债券的定价

本文研究在跳-扩散违约风险模型下可转换债券的定价问题,假定股票价格服从对数正态分布,利用Martingale Pricing方法推导出其定价公式.