The Saint-Venant problem of plane bar under an axial force

I.PrefaceAsweknow,theSaint-Venanttheoryisawell-knownanduniversallyacceptedtheory.Butasoneofthegeneraltheoriesofelasticmechanics,itisnotprovedperfectely,althoughitistestedbyexperiments.Infact,onlyforthesimplestproblemofelasticity,itisnoteasytofindanalytics…     

滑带土动力学性质试验研究

为了研究地震高烈度区老滑坡的复活变形原因,本文对滑坡滑带土的动力学特性进行了系列研究。本次试验采用扰动土样,制样基本物理指标按滑带土的现场测试指标确定,在不固结不排水条件下,运用MTS810Teststar程控液压伺服土动三轴仪对单个样品逐级放大动应力的分级试验方法进行。侧向压力 (围压 )分别采用 100kPa、20 0kPa、300kPa三级,通过施加轴向振动荷载 (力 )模拟地震作用,振动波形为正弦波,频率为 1Hz,振幅随试样性质确定。研究结果表明,滑带土在动荷载作用下的动力学性质与其静荷载作用下的力学性质有着较大的差异,主要表现在滑带土的动应力与动应变关系的非线性、滞后性及变形积累特点,动弹性模量与动强度的显著降低以及动阻尼比的显著增大特性。这揭示了动力作用下的滑坡复活原因之一,同时为滑坡稳定性评价和动力作用下的变形机制模拟分析提供了基础资料,也为分析滑带土动力本构模型提供了基本内容。     

BEM for simulation of a 2D elastic body with randomly distributed circular inclusions

Based on our 2D BEM software THBEM2 which can be applied to the simulation of an elastic body with randomly distributed identical circular holes, a scheme of BEM for the simulation of elastic bodies with randomly distributed circular inclusions is proposed. The numerical examples given show that the boundary element method is more accurate and more effective than the finite element method for such a problem. The scheme presented can also be successfully used to estimate the effective elastic properties of composite materials. Project supported by the National Natural Science Foundation of China (No. 19772025).     

解弹性力学第二类边界积分方程的求积法与分裂外推

利用Sidi奇异求积公式,提出了解曲边多角形域上线性弹性力学第二类边界积分方程的求积法,即离散矩阵的每个元素的生成只需赋值不需计算任何奇异积分.通过估计离散矩阵的特征值和利用Anselone聚紧收敛理论,证明了近似解的收敛性;同时得到了误差的多参数渐近展开式;通过并行地解粗网格上的离散方程,利用分裂外推获得了高精度近似解和后验误差.     

光纤陀螺随机误差的滤波方案的探讨

范跃祖，宁文如，刘剑．光纤陀螺随机误差的滤波方案的探讨．数理统计与管理，１９９７，１６（４），２９～３２．光纤陀螺是新一代的光学陀螺仪，它的性能决定着惯性参照系统的精度。光纤陀螺的误差分为两大类。一类是有规律的，另一类是随机的。本文提出了两种新的用于光纤陀螺随机误差补偿的Ｋａｌｍａｎ滤波方案，考虑了两种随机模型：（Ⅰ）角速度变化为等随机的；（Ⅱ）角速度变化为等随机加速的。仿真结果表明，第二种方案对噪声起到了很好的抑制作用和滤波效果     

Gradient type noises II - Systems of stochastic partial differential equations

The present paper is the second and main part of a study of partial differential equations under the influence of noisy perturbations. Existence and uniqueness of function solutions in the mild sense are obtained for a class of deterministic linear and semilinear parabolic boundary initial value problems. If the noise data are random, the results may be seen as a pathwise approach to SPDE's. For typical examples, such as spatially one-dimensional stochastic heat equations with additive or multiplicative perturbations of fractional Brownian type, we recover and extend known results. In addition, we propose to consider partial noises of low order.     

Mean–variance portfolio and contribution selection in stochastic pension funding

In this paper we study the problem of simultaneous minimization of risks, and maximization of the terminal value of expected funds assets in a stochastic defined benefit aggregated pension plan. The risks considered are the solvency risk, measured as the variance of the terminal fund’s level, and the contribution risk, in the form of a running cost associated to deviations from the evolution of the stochastic normal cost. The problem is formulated as a bi-objective stochastic problem of mean–variance and it is solved with dynamic programming techniques. We find the efficient frontier and we show that the optimal portfolio depends linearly on the supplementary cost of the fund, plus an additional term due to the random evolution of benefits.     

概率约束下最优解的统计影响函数

本文把稳健统计的影响函数概念引入到了概率约束下的随机规划模型中．在一定条件下,得到了三个模型最优解的影响函数表达式．     

需求弹性在价格决策中的应用

将着眼点由总收益改变为总利润,对于需求弹性用于价格决策,利用微积分方法,分5种情况进行推导,得到的结论修正和补充了现行"经济数学"、"市场营销学"和"管理经济学"等教科书里讲的内容,并在此基础上进一步研究了最佳调价量问题.     

Stability analysis and classification of Runge–Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise

The problem of solving stochastic differential-algebraic equations (SDAEs) of index 1 with a scalar driving Wiener process is considered. Recently, the authors have proposed a class of stiffly accurate stochastic Runge–Kutta (SRK) methods that do not involve any pseudo-inverses or projectors for the numerical solution of the problem. Based on this class of approximation methods, classifications for the coefficients of stiffly accurate SRK methods attaining strong order 0.5 as well as strong order 1.0 are calculated. Further, the mean-square stability of the considered class of SRK methods is analyzed. As the main result, families of A-stable efficient order 0.5 and 1.0 stiffly accurate SRK methods with a minimal number of stages for SDEs as well as for SDAEs are presented.