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．     

受限亚音速气流中倒置悬臂壁板静气弹稳定性的理论及实验研究

板壳结构在航空航天、高速列车、能量采集等诸多工程领域已经得到了广泛应用. 将悬臂壁板倒置于轴向气流中并在壁板周围流场中设置刚性壁面可有效地调控壁板的失稳速度, 是俘能器优化设计的重要措施之一. 但针对刚性壁面作用下亚音速气流中倒置悬臂壁板的失稳机制仍需要开展深入研究. 本文以受限亚音速气流中倒置的二维悬臂壁板为对象, 以理论分析及风洞实验为手段, 研究了单侧刚性壁面效应对倒置悬臂壁板静态失稳特性的影响规律. 在理论分析中, 首先应用镜像函数法来处理壁面约束条件, 基于算子理论研究获得了以Possio积分方程为表征的壁板气动力, 壁面效应实际表征为一包含移位Tricomi算子的复合算子; 然后将壁板失稳方程的求解问题转化为定区间上的函数逼近问题; 最后, 依据Wererstrass定理并利用最小二乘法求解该最优函数, 以获得系统的失稳临界参数. 在试验研究中依据压杆稳定原理设计了壁板静态失稳的测试方法并完成了风洞实验. 理论分析结果表明, 壁板会发生发散(静气动弹性)失稳, 临界动压随壁板与壁面间距的增加而增大并最终趋于稳定(无壁面情况); 通过理论与风洞实验结果的对比分析, 验证了本文气动力及理论分析的适用性及准确性. 针对倒置悬臂壁板结构的气动弹性失稳问题, 本文提出的方法不涉及系统方程的离散及特征值求解问题, 而是将其转化为了定区间上的函数逼近问题进行求解, 这为弹性结构静气动弹性失稳问题的研究提供了一个可行的新思路.      

三维位势问题的梯度边界积分方程的新解法

三维位势问题的边界元分析中,关于坐标变量的边界位势梯度的计算是一个困难的问题. 已有一些方法着手解决这个问题,然而,这些方法需要复杂的理论推导和大量的数值计算. 本文提出求解一般边界位势梯度边界积分方程的辅助边值问题法. 该方法构造了与原边界值问题具有相同解域的辅助边值问题,该辅助边值问题具有已知解,因此通过求解此辅助边值问题,可获得梯度边界积分方程对应的系统矩阵,然后将此系统矩阵应用于求解原边值问题,求解过程非常简单,只需求解一个线性系统即可获得原边值问题的解. 值得注意的是,在求解原边值问题时,不再需要重新计算系统矩阵,因此辅助边值问题法的效率并不很差. 辅助边值问题法避免了强奇异积分的计算,具有数学理论简单、程序设计容易、计算精度高等优点,为坐标变量梯度边界积分方程的求解提供了一个新的途径. 3个标准的数值算例验证了方法的有效性.