Quadratic reflected BSDEs with unbounded obstacles

In this paper, we analyze a real-valued reflected backward stochastic differential equation (RBSDE) with an unbounded obstacle and an unbounded terminal condition when its generator f$f$ has quadratic growth in the z$z$-variable. In particular, we obtain existence, uniqueness, and stability results, and consider the optimal stopping for quadratic g$g$-evaluations. As an application of our results we analyze the obstacle problem for semi-linear parabolic PDEs in which the non-linearity appears as the square of the gradient. Finally, we prove a comparison theorem for these obstacle problems when the generator is concave in the z$z$-variable.     

Nonlinear finite element reliability analysis of Concrete-Faced Rockfill (CFR) dams under static effects

The response of concrete slab on Concrete-Faced Rockfill (CFR) dams is very important. This study investigates the reliability of the concrete slab on a CFR dam by the improved Rackwitz–Fiessler method under static loads. For this purpose, ANSYS finite element analysis software and FERUM reliability analysis program are combined with direct coupled method and response surface method. Reliability index and probability of failure of the concrete are computed in the all critical points of the concrete slab by dam height. This study is also expanded for the reliability of CFR dams including different concrete slab thickness. In addition to the linear behavior, geometrically and materially non-linear responses of the dam are considered in the finite element analysis which is performed with reliability analysis. The Drucker–Prager method and the multi linear kinematic hardening method are, respectively, used for concrete slab and for rockfill and foundation rock. Finite element model used in the analyses includes dam–reservoir–foundation interaction. Reservoir water is modeled by the Lagrangian approach. Welded and friction contact based on the Coulomb’s friction law are considered in the joints of the dam. One-dimensional two noded contact elements are used to define friction. The self-weight of the dam and the hydrostatic pressure of the reservoir water are considered in the numerical solutions. According to this study, hydrostatic pressure, nonlinear response of the rockfill and the decrease in the concrete slab thickness reduce the reliability of the concrete slab of the CFR dam. Besides, the CFR dam models including friction are safer than the models including welded contact in the joints.