A heterogeneous boundedly rational expectation model for housing market

This research aims to test the housing price dynamics when considering heterogeneous boundedly rational expectations such as naive expectation, adaptive expectation and biased belief. The housing market is investigated as an evolutionary system with heterogeneous and competing expectations. The results show that the dynamics of the expected housing price varies substantially when heterogeneous expectations are considered together with some other endogenous factors. Simulation results explain some stylized phenomena such as equilibrium or oscillation, convergence or divergence, and over-shooting or under-shooting. Furthermore, the results suggest that variation of the proportion of groups of agents is basically dependent on the selected strategies. It also indicates that control policies should be chosen carefully in consistence with a unique real estate market during a unique period since certain parameter portfolio may increase or suppress oscillation.     

The application and complexity analysis about a high-dimension discrete dynamical system based on heterogeneous triopoly game with multi-product

In production practice, firms usually produce multi-products rather than single products to obtain cost-saving advantages, cater for the diversity of consumer tastes and provide a barrier to entry. Based on nonlinear and economics theories, this paper establishes a discrete triopoly dynamical model which considers multi-product firms with heterogeneous expectations: naïve, adaptive and bounded rationality expectations. The discrete model is described by a 6-dimensional dynamical system. Thesis explores the path of the complexity of evolution and its intrinsic regularity, studies the influence of parameter change on the sensitivity level. The stable conditions of Cournot Nash equilibrium point are analyzed. The route to complex dynamics is investigated using 2-D and creative 3-D bifurcation diagrams by numerical experiment. The results show: the adaptive parameters can modify the stability of the market, but cannot lead to chaos independently; the bounded rationality parameters can arouse chaos for the whole market; larger differentiated degree of multi-product can suppress instability which is caused by adaptive and bounded rationality adjustment parameters. These results have significant theoretical and practical value to multi-product triopoly game with heterogeneous expectations in related markets.     

Dynamics and adaptive control of a Duopoly advertising model based on heterogeneous expectations

This paper discusses a duopoly advertising model based on heterogeneous expectations. Firstly, it points out the unstable region of Nash equilibrium and its influencing factors by analyzing the stability of the improved model. Secondly, it applies the adaptive control method to the chaos of the duopoly advertising model. The control aims are to bring this system into the instability equilibrium point by using minor disturbance of the control parameter. The result of theoretical study and numerical simulation illuminates that the method could successfully lead the chaos track to low cycle track. Moreover, scope of the convergent condition and control intensity are given.     

A Markov Chain Model for Effective Relative Permeabilities and Capillary Pressure

We present a new method for calculating the effective two-phase parameters of one-dimensional randomly heterogeneous porous media, which avoids the timeconsuming use of simulations on explicit realizations. The procedure is based on the steady state saturation distribution. The idea is to model the local variation of saturation and saturation dependent parameters as Markov chains, in such a way that the effective parameters are given by the asymptotic expectations of the chains. We derive the exact asymptotic moment equations and solve them numerically, based on their second order approximation. The method determines the effective parameters to a high degree of accuracy, even with large variations in rock properties. In particular, the capillary limit and viscous limit effective parameters are recovered exactly. The applicability of the effective parameters in the unsteady state case is studied by comparing the displacement production profiles in heterogeneous media and their homogenized counterpart.     

Influence of government regulation on the stability of dual-channel recycling model based on customer expectation

In this paper, the consumers choose different channels to take part in recycling based on the utility they get. A recovery master–slave game model based on customer utility expectations which includes online recyclers, offline recyclers and remanufacturers is established, and the game process which consists of two links which adopt heterogeneous decision-making methods is discussed. And further, a dynamic intervene method which the government subsidizes for maximizing social welfare is considered. This paper analyzes the source of system instability in each link and the impact of relevant parameters on system stability and profitability. The impact of government intervention on system stability is also studied. The results show that chaos occurs with the increase in the remanufacturer’s sensitivity. But with the government’s emphasis on environmental protection within a reasonable range, the chaos can be controlled and the system’s profits rise.     

Discrete fracture modeling of asphalt concrete

A heterogeneous fracture approach is presented for modeling asphalt concrete that is composed of solid inclusions and a viscous matrix, and is subjected to mode-I loading in the fracture test configuration. A heterogeneous fracture model, based on the discrete element method (DEM), is developed to investigate various fracture toughening mechanisms of asphalt materials using a high-resolution image processing technique. An energy-based bilinear cohesive zone model is used to model the crack initiation and propagation of materials, and is implemented as a user-defined model within the discrete element method. Experimental fracture tests are performed to investigate various fracture behavior of asphalt concrete and obtain material input parameters for numerical models. Also, bulk material properties are necessary for each material phase for heterogeneous numerical models; these properties are determined by uniaxial complex modulus tests and indirect tensile strength tests. The main objective of this study is to integrate the experimental tests and numerical models in order to better understand the fracture mechanisms of asphaltic heterogeneous materials. Experimental results and numerical simulations are compared at different test conditions with excellent agreement. The heterogeneous DEM fracture modeling approach has the potential capability to understand various crack mechanisms of quasi-brittle materials.     

Dual-Porosity Coarse-Scale Modeling and Simulation of Highly Heterogeneous Geomodels

Accurate upscaling of highly heterogeneous subsurface reservoirs remains a challenge in the context of modeling of flow and transport. In this work, we address this challenge with emphasis on the representation of the displacement efficiency in coarse-scale modeling. We propose a dual-porosity upscaling approach to handle displacement calculations in high resolution and highly heterogeneous formations. In this approach, the pore space is arranged into two levels of porosity based on flow contribution, and a dual-porosity dual-permeability flow model is adapted for coarse-scale flow simulation. The approach uses fine-scale streamline information to transform a heterogeneous geomodel into a coarse dual-continuum model that preserves the global flow pathways adequately. The performance of the proposed technique is demonstrated for two heterogeneous reservoirs using both black oil (waterflooding) and compositional (gas injection) modeling approaches. We demonstrate that the coarse dual-porosity models predict the breakthrough times accurately and reproduce the post-breakthrough responses adequately. This is in contrast to conventional single-porosity upscaling techniques that overestimate breakthrough times and displacement efficiencies (sweep). By preserving large-scale heterogeneities, coarse dual-porosity models are demonstrated to be significantly less sensitive to the level of upscaling, when compared to conventional single-porosity upscaling. Accordingly, the proposed upscaling approach is a relevant and suitable technique for upscaling of highly heterogeneous geomodels.     

Thermomechanics of a heterogeneous fluctuating chain

In this paper we present a theory to efficiently calculate the thermo-mechanical properties of fluctuating heterogeneous rods and chains. The central problem is to evaluate the partition function and free energy of a general heterogeneous chain under the assumption that its energy can be expressed as a quadratic function in the kinematic variables that characterize the configurations of the chain. We analyze the effects of various types of boundary conditions on the fluctuations of the rods and chains and show that our results are in agreement with recent work on homogeneous rods. The results for the heterogeneous chains are verified through Monte Carlo simulations. Finally, we consider a special heterogeneous chain with only two bending moduli and use it as a model to interpret experiments on partially unfolded protein oligomers.     

基于人工神经网络的非均匀固相应力模型

最小多尺度理论EMMS已经被引入多相质点网格法MP-PIC中,建立了非均匀EMMS固相应力模型.但现有的非均匀固相应力模型计算中,中间步骤繁琐且花费时间长.采用人工拟合的方式能获得非均匀固相应力表达式,但需要人为确定拟合变量和拟合函数,且针对于非均匀固相应力这种高度非线性函数所得到的拟合精度不高、用于MP-PIC模拟的结果相比原EMMS固相应力模型结果存在偏差.针对上述问题,本文提出通过机器学习的方法,规避对固相体积分数的局部分布情况的表征,并提出和建立能考虑颗粒浓度详细分布的人工神经网络ANN固相应力模型.首先,基于局部颗粒浓度和颗粒非均匀分布指数建立了双变量的ANN固相应力模型;进一步将当前网格及其周边网格颗粒浓度组成的序列来详细表征颗粒浓度分布,并建立相应的ANN固相应力模型.然后,将两种模型与EMMS固相应力模型进行了对比并测试了网格分辨率和粗化率对模型的影响.研究表明:基于ANN固相应力模型的模拟结果对EMMS固相应力模型结果有较高的还原度,同时具有一定的网格分辨率无关性和粗化率无关性.     

Homogenization of the viscoelastic heterogeneous materials with multi-coated reinforcements: an internal variables formulation

In this work, a new homogenization method to estimate the effective behavior of viscoelastic heterogeneous materials with multi-coated reinforcements is presented. Unlike classical methods that are based on the Laplace transform, the present internal variables formulation operates directly in the time domain. Using the Green’s function techniques, the micromechanical approach is based on establishing a new integral equation adapted to scale transition methods. Using this integral equation, we apply a generalized self-consistent scheme to determine the local stress concentration equations and the effective behavior of multi-coated inclusion-reinforced materials. To assess the reliability of our model, some applications to the isotropic viscoelastic heterogeneous materials with homothetic spherical inclusions are given. The model is applied to the case of two-phase and three-phase materials, and the results are compared to exact solutions. Results for three-phase materials are presented regarding the influence of soft and stiff viscoelastic interphase on the effective behavior of heterogeneous materials.     

Micromechanics of a model heterogeneous material system under compressive loading

Compressive loading is often encountered in mining and mineral processes during the comminution of ore bearing minerals, or alternatively, in the wear-resistant materials used in the comminution circuit. A common thread joining many of the engineered materials used predominantly under compressive loading is the presence of a high modulus secondary phase, either fiber or particulate, embedded within a lower modulus matrix phase (i.e., a brittle heterogeneous material). To improve their toughness, an imperfect or a less-than-coherent interface is often strived for in the manufacture of many heterogeneous materials. To better understand the complex behavior of these materials, a model heterogeneous material system was developed by the U.S. Bureau of Mines and the Idaho National Engineering Laboratory. In this work, moiré interferometry was used to map the micromechanical displacements on the surface of the model system. Uniaxial and biaxial compressive loading was applied to a model system consisting of a PMMA (polymethylmethacrylate) plate having a precision ground steel rod as the cylindrical reinforcement. Moiré patterns revealed that two dominant phenomena occur along the interface: (1) frictional slip/stick and (2) a form of semi-cohesive bonding or mechanical locking. These observations were subsequently confirmed by nonlinear finite-element simulations of the model heterogeneous system. Experimental and numerical results show that the imperfect interface plays an important role in the micromechanical behavior of these model systems.     

Impact of Rock Heterogeneity on Interactions of Microbial-Enhanced Oil Recovery Processes

Residual oil saturation reduction and microbial plugging are two crucial factors in microbial-enhanced oil recovery (MEOR) processes. In our previous study, the residual saturation was defined as a nonlinear function of the trapping number, and an explicit relation between the residual oil saturation and the trapping number was incorporated into a fully coupled biological (B) and hydrological (H) finite element model. In this study, the BH model is extended to consider the impact of rock heterogeneity on microbial-enhanced oil recovery phenomena. Numerical simulations of core flooding experiments are performed to demonstrate the influences of different parameters controlling the onset of oil mobilization. X-ray CT core scans are used to construct numerical porosity-permeability distributions for input to the simulations. Results show clear fine-scale fingering processing, and that trapping phenomena have significant effects on residual oil saturation and oil recovery in heterogeneous porous media. Water contents and bacterial distributions for heterogeneous porous media are compared with those for homogenous porous media. The evolution of the trapping number distribution is directly simulated and visualized. It is shown that the oil recovery efficiency of EOR/MEOR will be lower in heterogeneous media than in homogeneous media, largely due to the difficulty in supplying surfactant to unswept low-permeability zones. However, MEOR also provides efficient plugging along high-permeability zones which acts to increase sweep efficiency in heterogeneous media. Thus, MEOR may potentially be more suited for highly heterogeneous media than conventional EOR.     

The numerical analysis of water and solute movement in scale heterogeneous profiles

A computer based numerical method is presented for the analysis of water and solute movement in unsaturated heterogeneous porous materials. Such a method is necessary since, for those field studies where solute movement is of concern, the soil profiles under consideration are invariably heterogeneous. The numerical analysis is based on a general one-dimensional finite difference soil water flow model which includes a numerical technique combining the concepts of scale heterogeneity with an interpolative soil water hysteresis model. An explicit finite difference solute movement subroutine is incorporated into the unsaturated flow model to describe the transport of nonreactive solutes. A velocity dependent longitudinal dispersion coefficient is used in the solution of the hydrodynamic dispersion equation. The resulting hysteretic scale heterogeneous solute movement model permits the study of solute dynamics during infiltrating and redistribution in realistically complex spatially varying soil profiles. Results are presented for the leaching of both coarse grading to fine and fine grading to coarse sand profiles. Both vertical and horizontal profiles are studied using either a constant flux or a constant concentration input boundary condition. The four cases studied demonstrate the versatility of the numerical method and emphasise the substantial differences in transport behavior that can arise between heterogeneous and homogeneous profiles.Now with BHP Petroleum Pty. Ltd., GPO Box 1911R, Melbourne, Vic. 3001, Australia.     

Backward and forward-looking expectations in a chaotic cobweb model

In this study we research the dynamics shown by a cobweb-type model with linear demand, non-invertible supply function and with forward-looking expectations associated to backward looking ones. The study of the dynamics exhibited by our model will show how the presence of forward-looking expectations represents a stabilising factor: As the weight attributed to the above mentioned foreseeing form increases, the system becomes less and less complex until it only generates orbits converging either to the fixed point or to a cycle-2. It is particularly interesting to analyse at the same time the role played by the two forms of expectations considered, both of which contribute to market stabilization.     

不同围压作用下非均匀岩石水压致裂过程的数值模拟

从岩石细观非均匀性的特点出发，提出一个描述非均匀材料渗流和破裂相互作用的数值模型。在这个数值模型中，单元的力学、水力学性质根据统计分布而变化，以体现材料的随机不均质性，材料在开裂破坏过程中流体压力传递通过单元渗流，损伤耦合迭代来实现。算例表明，该模型能较好地模拟出岩石类材料在水力压裂作用下，微结构非均匀分布和不同围压比对破裂模式、失稳压力的影响，非均匀性导致试件的开裂压力、失稳压力明显不同，裂纹扩展路径不规则发展，模拟结果和实验结果较为一致。     

Mathematical modeling of two problems of wave dynamics in heterogeneous media

Two problems of heterogeneous media mechanics are investigated in the paper. The first one, concerned with the shock wave/dust layer interaction, is solved within the framework of the equilibrium model of heterogeneous media mechanics. The second problem deals with the simulation of a Riemann problem for a stratified layer of solid particles.This paper is based on work that was presented at the 20th International Colloquium on the Dynamics of Explosions and Reactive Systems, Montreal, Canada, July 31–August 5, 2005     

A numerical study on the deformation and fracture modes of steel projectiles during Taylor bar impact tests

A heterogeneous material model based on macro-mechanical observations is proposed for simulation of fracture in steel projectiles during impact. A previous experimental study on the deformation and fracture of steel projectiles during Taylor bar impact tests resulted in a variety of failure modes. The accompanying material investigation showed that the materials used in the impact tests were heterogeneous on scales ranging from microstructure as investigated with SEM to variation in fracture strains from tensile tests. A normal distribution is employed to achieve a heterogeneous numerical model with respect to the fracture properties. The proposed material model is calibrated based on the tensile tests, and then used to independently simulate the Taylor bar impact tests. A preliminary investigation showed that the simulations are sensitive to assumptions regarding the anvil behaviour and friction properties. A flexible anvil and a yield-limited friction law are shown to be necessary to correctly reproduce the experimental behaviour. The proposed model is then shown to be capable of correctly reproducing all fracture modes but one, and also predict critical impact velocities for projectile fracture with reasonable accuracy. Fragmentation at velocities above the critical velocity is not well reproduced due to excessive element erosion. Measures to make the element erosion process more physical are proposed and discussed with their respective drawbacks. The use of a simple fracture criterion in combination with an element erosion technique accentuates the effect of distributing the fracture parameter.     

Third heat‐transfer crisis with stepwise heat supply

The paper reports experimental results on heattransfer crises with stepwise heat supply to a heater, in which the metastable liquid decomposes in the form of vaporization fronts. Data on the dynamics of heattransfer crises under saturation and underheating conditions are given. It is shown that below the vapor formed during propagation of vaporization fronts, a liquid microlayer is absent.     

大延伸非均匀介质中地震波全弹性散射理论II-弹性波多次散射理论

推出大延伸非均匀连续介质的弹性波能量传输表达式,并以此为基础建立并发展了相应的弹性动力学能量传递理论.构造了一个基于非均匀薄层或非均匀相屏单次散射迭代法的多次散射模型.该模型既适用于弱散射,也适用于强散驰 既适用于普通散射,也适用于转换散射;尽管高频情况下只考虑普通散射及前向散射.应用该模型计算了弹性多次散射的能通量,处理了散射衰减问题。数值实验的结果表明,短周期地震图上的尾波主要来源于S波散射。     

Virtual improvement of ice cream properties by computational homogenization of microstructures

Optimal shape design of microstructured materials has recently attracted a great deal of attention in materials science. The shape and the topology of the microstructure have a significant impact on the macroscopic properties. This paper presents different computational models of random microstructures, to virtually improve the physical properties of ice cream. Several sensory properties of this heterogeneous material issued from food industry are directly controlled by the elastic and thermal conducting ones. The material effective elastic and thermal conducting properties are obtained through direct large scale numerical simulations. The different formulations address the problem of finding the shape of the representative microstructural element for random heterogeneous media that increase the elastic moduli and thermal conductivity compared to existing products. The computational models are established using finite element method and images of virtual microstructures. In this paper we propose a new model of microstructures. This model is constructed with hexagonal prismatic rods and plates with volume fractions around 0.7 for the hard phase represented by hexagons of ice. A comparison between three two-phase elastic heterogeneous microstructures models is drawn. This illustrates the concept of design of microstructures using computational homogenization tools.