n阶变系数线性差分微分方程的解

利用Mikusi'nski算符域中变系数算符概念和相应的算符系数移动算符幂级数的概念和结果,获得初值条件下n阶变系数线性差分微分方程的解.     

Boussinesq方程行波解的存在性

利用平面动力系统方法的分支理论,研究了Boussinesq方程,通过对Boussinesq方程进行行波变换,得到了相应行波系统的首次积分和平衡点,给出了不同参数条件下的相图,证实了Boussinesq方程存在孤立波解和周期波解。     

股本稀释效应下的认股权证定价模型与数值方法

本文研究了在股本稀释效应下认股权证的定价问题.假设随机利率服从Vasicek模型,利用Δ-对冲方法建立了权证价格所满足的偏微分方程.然后,通过计价单位变换,将偏微分方程降维,求得了权证价格的显式解,并给出了一种较好的数值计算方法,可运用市场的可观测变量来计算权证价值.     

考虑时滞效应与均值-方差效用的非零和投资与再保险博弈

在考虑时滞效应的影响下研究了非零和随机微分投资与再保险博弈问题.以最大化终端绝对财富和相对财富的均值-方差效用为目标,构建了两个相互竞争的保险公司之间的非零和投资与再保险博弈模型,分别在经典风险模型和近似扩散风险模型下探讨了博弈的Nash均衡策略.借助随机控制理论以及相应的广义Hamilton-Jacobi-Bellm...     

Sommerfeld-type integrals for discrete diffraction problems

Three problems for a discrete analog of the Helmholtz equation are studied analytically using the plane wave decomposition and the Sommerfeld integral approach. They are: (1) the problem with a point source on an entire plane; (2) the problem of diffraction by a Dirichlet half-line; (3) the problem of diffraction by a Dirichlet right angle. It is shown that the total field can be represented as an integral of an algebraic function over a contour drawn on some manifold. The latter is a torus. As a result, explicit solutions are obtained in terms of recursive relations (for the Green’s function), algebraic functions (for the half-line problem), or elliptic functions (for the right angle problem).     

Jordan–Cattaneo waves: Analogues of compressible flow

We review work of Jordan on a hyperbolic variant of the Fisher–KPP equation, where a shock solution is found and the amplitude is calculated exactly. The Jordan procedure is extended to a hyperbolic variant of the Chafee–Infante equation. Extension of Jordan’s ideas to a model for traffic flow are also mentioned. We also examine a diffusive susceptible–infected (SI) model, and generalizations of diffusive Lotka–Volterra equations, including a Lotka–Volterra–Bass competition model with diffusion. For all cases we show how a Jordan–Cattaneo wave may be analysed and we indicate how to find the wavespeeds and the amplitudes. Finally we present details of a fully nonlinear analysis of acceleration waves in a Cattaneo–Christov poroacoustic model.     

Singularities and spectral asymptotics of a random nonlinear wave in a nondispersive system

In this paper, we study the propagation of high-intensity acoustic noise in free space and in waveguide systems. A mathematical model generalizing the Burgers equation is used. It describes the nonlinear wave evolution inside tubes of variable cross-section, as well as in ray tubes, if the geometric approximation for heterogeneous media is used. The generalized equation transforms to the common Burgers equation with a dissipative parameter, known as the “Reynolds–Goldberg number”. In our model, this number depends on the distance travelled by the wave. With a zero “viscous” dissipative term, the model reduces to the Riemann (or Hopf) equation. Its solution presents the field by an implicit function. The spectral form of this solution makes it possible to derive explicit expressions for both dynamic and statistical characteristics of intense waves. The use of a spectral approach allowed us to describe the high-intensity noise in media with zero and finite viscosity. Applicability conditions of these solutions are defined. Since the phase matching is fulfilled for any triplet of interacting spectral components, there is an avalanche-like increase in the number of harmonics and the formation of shocks. The relationship between these discontinuities and other singularities and the high-frequency asymptotic of intense noise is studied. The possibility is shown to enhance nonlinear effects in waveguide systems during the evolution of noise.     

变角度纤维复合材料层合斜板的颤振分析

假设纤维方向角沿层合板的长度方向线性变化,研究了变角度纤维复合材料层合斜板的颤振．通过坐标变换将斜板变换为正方形板,采用层合板表面连续变化的速度环量来模拟空气对其的作用,速度环量分布利用Cauchy积分公式计算．建立了系统的Lagrange方程并采用Ritz法得到了层合板的自振频率和颤振/不稳定性分离临界速度．通过数值算例验证了本文模型和方法的正确性和收敛性,分析了各个铺层内纤维方向角的变化对自振频率和颤振/不稳定性分离临界速度的影响．研究结果表明,通过纤维的变角度铺设,可有效地提高层合板的基频和颤振/不稳定性分离临界速度．经合理设计的变角度复合材料层合板具有抑制颤振的作用．     

Flume testing of passively adaptive composite tidal turbine blades under combined wave and current loading

The tidal energy industry is progressing rapidly, but there are still barriers to overcome to realise the commercial potential of this sector. Large magnitude and highly variable loads caused by waves acting on the turbine are of particular concern. Composite blades with in-built bend-twist elastic response may reduce these peak loads, by passively feathering with increasing thrust. This could decrease capital costs by lowering the design loads, and improve robustness through the mitigation of pitch mechanisms. In this study, the previous research is extended to examine the performance of bend-twist blades in combined wave–current flow, which will frequently be encountered in the field. A scaled 3 bladed turbine was tested in the flume at IFREMER with bend-twist composite blades and equivalent rigid blades, sequentially under current and co-directional wave–current cases. In agreement with previous research, when the turbine was operating in current alone at higher tip speed ratios the bend-twist blades reduced the mean thrust and power compared to the rigid blades. Under the specific wave–current condition tested the average loads were similar on both blade sets. Nevertheless, the bend-twist blades substantially reduced the magnitudes of the average thrust and torque fluctuations per wave cycle, by up to 10% and 14% respectively.     

Capturing the experimental behaviour of a point-absorber WEC by simplified numerical models

The paper presents a wave basin experiment of a direct-driven point-absorber wave energy converter moving in six degrees of freedom. The goal of the work is to study the dynamics and energy absorption of the wave energy converter, and to verify under which conditions numerical models restricted to heave can capture the behaviour of a point-absorber moving in six degrees of freedom. Several regular and irregular long-crested waves and different damping values of the power take-off system have been tested. We collected data in terms of power output, device motion in six degrees of freedom and wave elevation at different points of the wave basin. A single-body numerical model in the frequency domain and a two-body model in the time domain are used in the study. Motion instabilities due to parametric resonance observed during the experiments are discussed and analysis of the buoy motion in terms of the Mathieu instability is also presented. Our results show that the simplified models can reproduce the body dynamics of the studied converter as long as the transverse non-linear instabilities are not excited, which typically is the case in irregular waves. The performance of the more complex time domain model is able to reproduce both the buoy and PTO dynamics, while the simpler frequency domain model can only reproduce the PTO dynamics for specific cases. Finally, we show that the two-body dynamics of the studied wave energy converter affects the power absorption significantly, and that common assumptions in the numerical models, such as stiff mooring line or that the float moves only in heave, may lead to incorrect predictions for certain sea states.