有效预应力对大跨P.C.桥梁极限承载力的影响研究

采用三维实体退化虚拟层合单元理论探讨了有效预应力对大跨P.C.桥梁极限承载力的影响.针对不同的有效预应力水平,以一座典型的预应力混凝土连续刚构桥为例,采用三维精细化有限元模型,对其极限承载力进行了空间分析计算和讨论.分析表明,有效预应力对大跨P.C.桥梁极限承载力有较大影响,其中,纵向预应力筋有效预应力与竖向预应力筋有效预应力的比例是影响桥梁极限承载力的重要参数.大跨P.C.桥梁结构设计时应充分重视这一问题.     

基于被动敲击扫描式检测方法的工程桥梁损伤检测

损伤检测技术对于桥梁健康评估和管理至关重要。近年来,基于移动车辆的桥梁损伤检测方法因其简单易行的优点已引起广泛关注。其中,敲击扫描式检测方法通过在敏感频率上施加激励,可以大大提高车辆加速度对桥梁局部刚度变化的灵敏度,而且由于敏感频率远离环境噪声频段,可以保证足够高的信噪比。如果采用车轮激励这种被动方式来产生敲击力,还可以进一步简化检测车的硬件系统,便于现场实施。本文报导了采用被动式敲击扫描检测车对两座在役桥梁的现场试验结果。实测数据表明,该方法不但可以定量地给出桥梁主梁刚度变化率的定量评估指标,还可以发现支座脱空类损伤。这些发现验证了被动敲击扫描式检测方法的实用性,展示了它在桥梁快速损伤检测方面的工程应用价值。

     

桥随路降法治理桥头跳车

分析软土地基上路堤与桥梁的沉降差异及跳车的原因,采用桥随路降的治理方法,应用柱式升降桥墩来调控桥面高程,使桥面降落高度与路面沉降量一致,保持道路竖曲线顺畅,消除桥头跳车.     

Efficient Monte Carlo simulation for integral functionals of Brownian motion

In the paper, we develop a variance reduction technique for Monte Carlo simulations of integral functionals of a Brownian motion. The procedure is based on a new method of sampling the process, which combines the Brownian bridge construction with conditioning on integrals along paths of the process. The key element in our method is the identification of a low-dimensional vector of variables that reduces the dimension of the integration problem more effectively than the Brownian bridge. We illustrate the method by applying it in conjunction with low-discrepancy sequences to the problem of pricing Asian options.     

ARCH模型的多变点检验

研究自回归条件异方差(ARCH)模型的多变点检验问题.提出一种拟似然比检验统计量,并在原假设下给出统计量的极限分布.在假设检验过程中得到变点个数的一致估计.数值模拟与实例分析说明了方法的合理性.     

Chernoff's Theorem and Discrete Time Approximations of Brownian Motion on Manifolds

Let be a one-parameter family of positive integral operators on a locally compact space . For a possibly non-uniform partition of define a finite measure on the path space by using a) for the transition between any two consecutive partition times of distance and b) a suitable continuous interpolation scheme (e.g. Brownian bridges or geodesics). If necessary normalize the result to get a probability measure. We prove a version of Chernoff's theorem of semigroup theory and tightness results which yield convergence in law of such measures as the partition gets finer. In particular let be a closed smooth submanifold of a manifold . We prove convergence of Brownian motion on , conditioned to visit at all partition times, to a process on whose law has a density with respect to Brownian motion on which contains scalar, mean and sectional curvatures terms. Various approximation schemes for Brownian motion on are also given.      

Random walk loop soup

The Brownian loop soup introduced by Lawler and Werner (2004) is a Poissonian realization from a -finite measure on unrooted loops. This measure satisfies both conformal invariance and a restriction property. In this paper, we define a random walk loop soup and show that it converges to the Brownian loop soup. In fact, we give a strong approximation result making use of the strong approximation result of Komlós, Major, and Tusnády. To make the paper self-contained, we include a proof of the approximation result that we need.

     

Integration by Parts Formulae for Wiener Measures on a Path Space between two Curves

This paper is concerned with the integration by parts formulae for the pinned or the standard Wiener measures restricted on a space of paths staying between two curves. The boundary measures, concentrated on the set of paths touching one of the curves once, are specified. Our approach is based on the polygonal approximations. In particular, to establish the convergence of boundary terms, a uniform estimate is derived by means of comparison argument for a sequence of random walks conditioned to stay between two polygons. Applying the Brascamp–Lieb inequality, the stochastic integrals of Wiener type are constructed relative to the three-dimensional Bessel bridge or the Brownian meander. Supported in part by the JSPS Grant (B)(1)14340029