Application of a revised cable theory to Rain-Wind-induced vibrations

Simultaneous occurrence of rain and wind can lead to vibrations with large amplitudes of inclined cables and hangers of arch bridges. These motion-induced vibrations are usually described with models based on the strip theory, or on the cable theory which is the best developed model [1]. The own solution concept derives complete nonlinear cable equations being mechanical equal to those known in literature but with a significant more simple structure by using longitudinal Green's strains and non-physical cable forces. The nonlinear effects of wind and rain forces are included. As an example of application a cable of the Erasmus bridge in Rotterdam (NL) will be analyzed. The own results are compared with the vibration amplitudes in the literature and with observations. (© 2009 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Toward a theory of nonlinear stochastic systems

The inequalities of Bihari, Langenhop, and Chebyshev are applied to a system of stochastic nonlinear differential equations. As a result, a one-parametric family of determinate estimates from above and below are obtained for the norm of the solution of the system. Each of these estimates is valid with a probability not less than some quantity depending upon the parameter of the family.Translated from Matematicheskii Zametki, Vol. 5, No. 5, pp. 607–614, May, 1969.The author expresses his appreciation to G. Ya. Lyubarski for his interest in the study and his valuable comments.     

Relativistic theory of gravity and a torsion field

The fundamentals of gravity theory are stated in a Minkowski space with an effective nonzero-torsion Riemann-Cartan space-time, which is more general than the Riemannian space. The theory presented thus includes a torsion field of the Einstein-Cartan type in the general concept of the relativistic theory of gravity. Expressions for the metric and canonical energy-momentum tensors of the gravitational field and nongravitational matter in the Minkowski space are found. Noncoordinate gauge transformations are introduced under which the variation of the density of the gravitational Lagrangian is a divergence expression. Translated from Teoreticheskaya i Matematischeskaya Fizika, Vol. 118, No. 1, pp. 126–132, January, 1999.     

Relativistic theory of gravity and a Brans-Dicke scalar field

The natural generalization of the relativistic theory of gravity (RTG) by incorporating a Brans-Dicke scalar field is discussed. The equation for a scalar-tensor gravitational field in Minkowski space and the expression for the total energy-momentum metric tensor of a gravitational field and nongravitational matter is derived from the variational principle with a gravitational Lagrangian quadratic in the first derivatives of the scalar and tensor gravitational potentials. The two-parameter spherically symmetrical static solution for vacuum equations with a zero mass tensor graviton was obtained. This solution has a true singular Schwarzschild surface. In the case of a nonzero mass graviton, an approximate nonsingular solution for the beginning of the universe was obtained. It is noted that in the frame of the scalar-tensor generalization of RTG, a nonsingular homogeneous isotropic cosmology can be represented, not only by cyclic models, but also by models with an infinitely expanding universe and a simultaneously decreasing gravitational scalar.Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 106, No. 2, pp. 325–332, February, 1996.     

On a class of stochastic differential equations arising from the stochastic approximation theory

The paper dealt with generalized stochastic approximation procedures of Robbins-Monro type. We consider these procedures as strong solutions of some stochastic differential equations with respect to semimartingales and investigate their almost sure convergence and mean square convergence     

Flows of stochastic dynamical systems: ergodic theory

We present a version of the Multiplicative Ergodic (Oseledec) Theorem for the flow of a nonlinear stochastic system definedon a smooth compact manifold. This theorem establishes the existence of a Lyapunov spectrum for the flow, which characterises the asymptotic behaviour of the derivative flow. Then we establish the existence of stable manifolds for the flow (on which trajectories cluster) associated with the Lyapunov spectrum. This work is a generalisation of that of Ruelle who deals with ordinary dynamical systems. Finally we give an example of a stochastic system for which the flow is calculated explicitly, and which illustrates the behaviour predicted by the abstract results.     

Non-periodic and chaotic vibrations in a flow induced system

A flow induced system, consisting of an elastically mounted body with a pendulum attached, is considered here. The stability of the semi-trivial solution, representing the vibration of the body with the non-oscillating pendulum, is investigated. The analytical investigation shows that at a certain flow velocity, higher than the critical one, the pendulum begins to oscillate due to autoparametric resonance. For a convenient tuning, the vibration of the system can be substantially reduced. The analysis of both semi-trivial and non-trivial solutions is complemented by numerical integration of the differential equations of motion. A mapping technique based on Poincaré section, suitable for investigating the non-periodic vibrations occuring at higher flow velocities, is proposed.     

Critical velocities for flow induced vibrations of a U-shaped belt

Two excitation mechanisms for flow induced vibrations of a U-shaped belt are described. Firstly, the belt can be excited by vortices forming in the cavity of the U. This mechanism is relevant at low reduced (dimensionless) flow velocities. Secondly, an excitation through the so called motion induced vortices can occur at larger reduced velocities. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On the theory of the flexural vibrations of a rotating viscoelastic cantilever

A new solution is worked out for the problem of the flexural vibrations of a viscoelastic cantilever. The method is based on the use of Laplace contour integrals for integration in a complex domain. The dependence of the solutions of the problem on the parameters introduced is investigated. Asymptotic expansions of the integrals at large and small values of the argument are constructed for numerical calculations. Solutions in the form of polynomials are found for particular values of the elastic vibration frequencies and the properties of these solutions are established.Institute of Mechanics, Academy of Sciences of the Ukrainian SSR, Kiev. Translated from Mekhanika Polimerov, No. 2, pp. 305–311, March–April, 1973.     

Avoidance of friction induced vibrations on seals

In many fields of technical and non–technical applications occur friction induced vibrations. If undesired, which applies to most of these oscillations, different methods exist for their avoidance or at least reduction. A recently investigated method, the systematic treatment of contacting surfaces by different techniques is shown in this work with the example of a pneumatic seal. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A stochastic theory of pension dynamics

Based on a semi-Markov reward process, a stochastic theory of pension dynamics is developed to characterize the ultimate benefits (and costs) to be derived by a group of similar workers from their career membership in pension plans. This characterization is in terms of a number of basic functions representing the expected value and variability of benefits and costs. Analytical and numerical investigation of these functions provide useful insights into the effects of plan types, vesting rules, coverage, and portability.     

The Kurzweil-Henstock theory of stochastic integration

The Kurzweil-Henstock approach has been successful in giving an alternative definition to the classical It? integral, and a simpler and more direct proof of the It? Formula. The main advantage of this approach lies in its explicitness in defining the integral, thereby reducing the technicalities of the classical stochastic calculus. In this note, we give a unified theory of stochastic integration using the Kurzweil-Henstock approach, using the more general martingale as the integrator. We derive Henstock’s Lemmas, absolute continuity property of the primitive process, integrability of stochastic processes and convergence theorems for the Kurzweil-Henstock stochastic integrals. These properties are well-known in the classical (non-stochastic) integration theory but have not been explicitly derived in the classical stochastic integration.     

Infinitesimal methods in control theory: Deterministic and stochastic

In Part I, methods of nonstandard analysis are applied to deterministic control theory, extending earlier work of the author. Results established include compactness of relaxed controls, continuity of solution and cost as functions of the controls, and existence of optimal controls. In Part II, the methods are extended to obtain similar results for partially observed stochastic control. Systems considered take the form:where the feedback control u depends on information from a digital read-out of the observation process y. The noise in the state equation is controlled along with the drift. Similar methods are applied to a Markov system in the final section.     

Statistical calculation of the strength of a circular plate subject to vibrations in a stochastic transverse transient field

A method for statistical calculation of the strength of a circular plate is introduced. A correlation function is constructed for the design stress at the danger point, whose location is determined from its extremum condition. Correlation functions for the design stresses and time-dependent amplitudes are constructed and used to determine the principal parameters of the statistical and dynamic strength of a plate in a statistical calculation. Zaporozhe State University. Translated from Teoreticheskaya i Prikladnaya Mekhanika, No. 29, pp. 126–131, 1999.     

Wave propagation in advected acoustics within a non-uniform medium under the effect of gravity

We investigate linear wave propagation in non-uniform medium under the influence of gravity. Unlike the case of constant properties medium here the linearized Euler equations do not admit a plane-wave solution. Instead, we find a “pseudo-plane-wave”. Also, there is no dispersion relation in the usual sense. We derive explicit analytic solutions (both for acoustic and vorticity waves) which, in turn, provide some insights into wave propagation in the non-uniform case.     

An application of comonotonicity theory in a stochastic life annuity framework

A life annuity contract is an insurance instrument which pays pre-scheduled living benefits conditional on the survival of the annuitant. In order to manage the risk borne by annuity providers, one needs to take into account all sources of uncertainty that affect the value of future obligations under the contract. In this paper, we define the concept of annuity rate as the conditional expected present value random variable of future payments of the annuity, given the future dynamics of its risk factors. The annuity rate deals with the non-diversifiable systematic risk contained in the life annuity contract, and it involves mortality risk as well as investment risk. While it is plausible to assume that there is no correlation between the two risks, each affects the annuity rate through a combination of dependent random variables. In order to understand the probabilistic profile of the annuity rate, we apply comonotonicity theory to approximate its quantile function. We also derive accurate upper and lower bounds for prediction intervals for annuity rates. We use the Lee-Carter model for mortality risk and the Vasicek model for the term structure of interest rates with an annually renewable fixed-income investment policy. Different investment strategies can be handled using this framework.