Measurement of the Dynamic Characteristics of Soft Soils Using the Kolsky Method

A modified Kolsky method for dynamic tests of soft soils in an elastic holder is analyzed. It is shown the axial and radial stresses in the sample are uniform. The rational geometry of the holder is determined. Friction is found to have an effect on the dynamic strain diagram obtained. It is suggested that this effect can be reduced by lubricating the inner surface of the holder.     

Phase Interaction in a Vapor-Liquid Medium in Transient Flow Regimes

A mathematical model and a numerical method are developed for studying nonlinear wave processes in two-phase liquids with gas or vapor bubbles under conditions of impact interaction with deformable media. On the basis of the proposed approach to the numerical modeling of the dynamics of the transient processes in the two-phase vapor-liquid and deformable media, the basic features of the phase behavior, the phase transitions, and the interphase heat and mass transfer, typical of liquids containing vapor bubbles, are analyzed. The results of solving problems of the dynamics of different vapor-liquid media are presented.__________Translated from Izvestiya Rossiiskoi Academii Nauk, Mekhanika Zhidkosti i Gaza, No. 3, 2005, pp. 88–102.Original Russian Text Copyright © 2005 by Petushkov.     

Short-term microdamage of a physically nonlinear particulate material under a combination of normal and tangential loads

The structural theory of short-term damage is generalized to the case where the undamaged components of a particulate composite deform nonlinearly under loads that induce a compound stress state. The basis for this generalization is the stochastic elasticity equations for a particulate composite with porous components whose skeletons deform nonlinearly. Damage in a microvolume of the material is assumed to occur in accordance with the Huber-Mises failure criterion. Balance equations for damaged microvolume are derived for the physically nonlinear materials of the components. Together with the macrostress-macrostrain relationship for a particulate composite with porous nonlinear components, they constitute a closed-form system of equations. This system describes the coupled processes of physically nonlinear deformation and microdamage. Algorithms for calculating the microdamage-macrostrain relationship and plotting stress-strain curves are proposed. Such curves are plotted for the case where the composite is subjected to a combination of normal and tangential loads, and microdamages occur in the linearly hardened matrix and do not in the linearly elastic inclusions. The stress-strain curves are examined depending on the volume fraction of inclusions and presence of tangential stresses __________ Translated from Prikladnaya Mekhanika, Vol. 42, No. 12, pp. 48–57, December, 2006.     

Non-linear stochastic response of a shallow cable

The paper considers the stochastic response of geometrical non-linear shallow cables. Large rain-wind induced cable oscillations with non-linear interactions have been observed in many large cable stayed bridges during the last decades. The response of the cable is investigated for a reduced two-degrees-of-freedom system with one modal coordinate for the in-plane displacement and one for the out-of-plane displacement. At first harmonic varying chord elongation at excitation frequencies close to the corresponding eigenfrequencies of the cable is considered in order to identify stable modes of vibration. Depending on the initial conditions the system may enter one of two states of vibration in the static equilibrium plane with the out-of-plane displacement equal to zero, or a whirling state with the out-of-plane displacement different from zero. Possible solutions are found both analytically and numerically. Next, the chord elongation is modelled as a narrow-banded Gaussian stochastic process, and it is shown that all the indicated harmonic solutions now become instable with probability one. Instead, the cable jumps randomly back and forth between the two in-plane and the whirling mode of vibration. A theory for determining the probability of occupying either of these modes at a certain time is derived based on a homogeneous, continuous time three states Markov chain model. It is shown that the transitional probability rates can be determined by first-passage crossing rates of the envelope process of the chord wise component of the support point motion relative to a safe domain determined from the harmonic analysis of the problem.     

A continuum analysis of charge induced ferroelectric domain wall motions

A continuum model is presented for the motion of a domain wall in a plane 90°-domain configuration subjected to an isolated extrinsic charge near the surface of a ferroelectric single crystal. Local pinning is postulated for the kinetic law. Before the appearance of the extrinsic charge, all polarization surface charges are taken to be neutralized by environmental charges. The domain wall motion after the appearance of the extrinsic charge is assumed to proceed sufficiently fast without any significant conductive currents on the surface or in the interior of the crystal such that new surface and interface polarization charges remain unscreened and contribute to the ferroelectric anisotropy energy. A non-admissible divergence of the electric field and consequently of the local thermodynamic driving force and of the domain wall velocity appears in the model if the domain wall charged by interface polarization charges intersects the crystal surface charged by surface polarization charges under an arbitrary angle. The physically possible domain wall angle is identified using the condition of a non-divergent driving force. The ferroelectric anisotropy energy and an intrinsic surface energy of the domain wall, however, do not provide stability of the domain wall trajectory against an unlimited increase of its curvature at the surface. The problem has been solved conceptually by proper account of the domain wall bending energy. Numerical and dimensional analysis explain also why domain walls driven by extrinsic charges remain almost straight in soft ferroelectrics.     

Pullback attractors for a class of extremal solutions of the 3D Navier-Stokes system

In this paper we construct a dynamical process (in general, multivalued) generated by the set of solutions of an optimal control problem for the three-dimensional Navier-Stokes system. We prove the existence of a pullback attractor for such multivalued process. Also, we establish the existence of a uniform global attractor containing the pullback attractor. Moreover, under the unproved assumption that strong globally defined solutions of the three-dimensional Navier-Stokes system exist, which guaranties the existence of a global attractor for the corresponding multivalued semiflow, we show that the pullback attractor of the process coincides with the global attractor of the semiflow.     

A stochastic Ramsey theorem

We establish a stochastic extension of Ramsey's theorem. Any Markov chain generates a filtration relative to which one may define a notion of stopping times. A stochastic colouring is any k-valued (k<∞) colour function defined on all pairs consisting of a bounded stopping time and a finite partial history of the chain truncated before this stopping time. For any bounded stopping time θ and any infinite history ω of the Markov chain, let ω|θ denote the finite partial history up to and including the time θ(ω). Given k=2, for every ?>0, we prove that there is an increasing sequence θ₁<θ₂<? of bounded stopping times having the property that, with probability greater than 1−?, the history ω is such that the values assigned to all pairs (ω|θi,θj), with i<j, are the same. Just as with the classical Ramsey theorem, we also obtain an analogous finitary stochastic Ramsey theorem. Furthermore, with appropriate finiteness assumptions, the time one must wait for the last stopping time (in the finitary case) is uniformly bounded, independently of the probability transitions. We generalise the results to any finite number k of colours.     

Optimal control and dependence modeling of insurance portfolios with Lévy dynamics

In this paper we are interested in optimizing proportional reinsurance and investment policies in a multidimensional Lévy-driven insurance model. The criterion is that of maximizing exponential utility. Solving the classical Hamilton-Jacobi-Bellman equation yields that the optimal retention level keeps a constant amount of claims regardless of time and the company’s wealth level.A special feature of our construction is to allow for dependencies of the risk reserves in different business lines. Dependence is modeled via an Archimedean Lévy copula. We derive a sufficient and necessary condition for an Archimedean Lévy generator to create a multidimensional positive Lévy copula in arbitrary dimension.Based on these results we identify structure conditions for the generator and the Lévy measure of an Archimedean Lévy copula under which an insurance company reinsures a larger fraction of claims from one business line than from another.     

On approximation of smoothing probabilities for hidden Markov models

We consider the smoothing probabilities of hidden Markov model (HMM). We show that under fairly general conditions for HMM, the exponential forgetting still holds, and the smoothing probabilities can be well approximated with the ones of double-sided HMM. This makes it possible to use ergodic theorems. As an application we consider the pointwise maximum a posteriori segmentation, and show that the corresponding risks converge.