Due to advances in numerical modelling, it is possible to capture complex support-ground interaction intwo dimensions and three dimensions for mechanical analysis of complex tunnel support systems,although such analys...Due to advances in numerical modelling, it is possible to capture complex support-ground interaction intwo dimensions and three dimensions for mechanical analysis of complex tunnel support systems,although such analysis may still be too complex for routine design calculations. One such system is theforepole element, installed within the umbrella arch temporary support system for tunnels, whichwarrants such support measures. A review of engineering literature illustrates that a lack of designstandards exists regarding the use of forepole elements. Therefore, when designing such support, designersmust employ complex numerical models combined with engineering judgement. With referenceto past developments by others and new investigations conducted by the authors on the Driskos tunnelin Greece and the Istanbul metro, this paper illustrates how advanced numerical modelling tools canfacilitate understanding of the influences of design parameters associated with the use of forepole elements.In addition, this paper highlights the complexity of the ground-support interaction whensimulated with two-dimensional (2D) finite element software using a homogenous reinforced region,and three-dimensional (3D) finite difference software using structural elements. This paper further illustratessequential optimisation of two design parameters (spacing and overlap) using numericalmodelling. With regard to capturing system behaviour in the region between forepoles for the purpose ofdimensioning spacing, this paper employs three distinctive advanced numerical models: particle codes,continuous finite element models with joint set and Voronoi blocks. Finally, to capture the behaviour/failure ahead of the tunnel face (overlap parameter), 2D axisymmetric models are employed. Finally,conclusions of 2D and 3D numerical assessment on the Driskos tunnel are drawn. The data enriched casestudy is examined to determine an optimum design, based on the proposed optimisation of designparameters, of forepole elements related to the site-specific considerations. 2014 Institute of Rock and Soil Mechanics, Chinese Academy of Sciences. Production and hosting byElsevier B.V. All rights reserved.展开更多
This study focuses on the Indian gold futures market where primary participants hold sentimental value for the underlying asset and are globally ranked number two in terms of the largest private holdings in the physic...This study focuses on the Indian gold futures market where primary participants hold sentimental value for the underlying asset and are globally ranked number two in terms of the largest private holdings in the physical form.The trade of gold futures relates to seasons,festivity,and government policy.So,the paper will discuss seasonality and intervention in the analysis.Due to non-constant variance,we will also use the standard variance stabilization transformation method and the ARIMA/GARCH modelling method to compare the forecast performance on the gold futures prices.The results from the analysis show that while the standard variance transformation method may provide better point forecast values,the ARIMA/GARCH modelling method provides much shorter forecast intervals.The empirical results of this study which rationalise the effect of seasonality in the Indian bullion derivative market have not been reported in literature.展开更多
Even though a large number of large-scale arch dams with height larger than 200 m have been built in the world, the transient groundwater flow behaviors and the seepage control effects in the dam foundations under dif...Even though a large number of large-scale arch dams with height larger than 200 m have been built in the world, the transient groundwater flow behaviors and the seepage control effects in the dam foundations under difficult geological conditions are rarely reported. This paper presents a case study on the transient groundwater flow behaviors in the rock foundation of Jinping I double-curvature arch dam, the world's highest dam of this type to date that has been completed. Taking into account the geological settings at the site, an inverse modeling technique utilizing the time series measurements of both hydraulic head and discharge was adopted to back-calculate the permeability of the foundation rocks,which effectively improves the uniqueness and reliability of the inverse modeling results. The transient seepage flow in the dam foundation during the reservoir impounding was then modeled with a parabolic variational inequality(PVI) method. The distribution of pore water pressure, the amount of leakage, and the performance of the seepage control system in the dam foundation during the entire impounding process were finally illustrated with the numerical results.展开更多
The stability of shallow tunnels excavated in full face has been a major challenge to the scientific community for a long time. In recent years, new techniques based on the installation of a pre-reinforcement system a...The stability of shallow tunnels excavated in full face has been a major challenge to the scientific community for a long time. In recent years, new techniques based on the installation of a pre-reinforcement system ahead of the tunnel face were developed to control the deformations and surface settlements induced by the excavation and to ensure the sustainability of the tunnel in the long term. In this paper, a finite difference numerical simulation was conducted to study the behaviors and effects of two pre-reinforcement systems, i.e. the face bolting and the umbrella arch system installed in a section of southern Toulon tunnel in France. For this purpose, two approaches were taken and compared: a two-dimensional (2D) approach based on the convergence–confinement method, and a three-dimensional (3D) approach taking into account the complete modeling of the tunnel. A 2D numerical back-analysis was performed to identify the geomechanical parameters that offer satisfactory agreement with the measurement results. The limit of this method lies in the exact choice of the stress relaxation ratio λ. To overcome this uncertainty, a 3D model was developed, which permitted to study the influence of different pre-support systems on the reaction of ground mass. Both 2D and 3D numerical approaches have been fitted to measurements recorded in a section of the Toulon tunnel and the very satisfactory correspondence has allowed validating the simulations. The results show that the 3D numerical analysis with a full discretization of the inclusions seems unquestionably the most reliable approach.展开更多
The spatial and spatiotemporal autoregressive conditional heteroscedasticity(STARCH) models receive increasing attention. In this paper, we introduce a spatiotemporal autoregressive(STAR) model with STARCH errors, whi...The spatial and spatiotemporal autoregressive conditional heteroscedasticity(STARCH) models receive increasing attention. In this paper, we introduce a spatiotemporal autoregressive(STAR) model with STARCH errors, which can capture the spatiotemporal dependence in mean and variance simultaneously. The Bayesian estimation and model selection are considered for our model. By Monte Carlo simulations, it is shown that the Bayesian estimator performs better than the corresponding maximum-likelihood estimator, and the Bayesian model selection can select out the true model in most times. Finally, two empirical examples are given to illustrate the superiority of our models in fitting those data.展开更多
In the classical theory of self-tuning regulators, it always requires that the conditional variances of the systems noises are bounded. However, such a requirement may not be satisfied when modeling many practical sys...In the classical theory of self-tuning regulators, it always requires that the conditional variances of the systems noises are bounded. However, such a requirement may not be satisfied when modeling many practical systems, and one significant example is the well-known ARCH(autoregressive conditional heteroscedasticity) model in econometrics. The aim of this paper is to consider self-tuning regulators of linear stochastic systems with both unknown parameters and conditional heteroscedastic noises, where the adaptive controller will be designed based on both the weighted least-squares algorithm and the certainty equivalence principle. The authors will show that under some natural conditions on the system structure and the noises with unbounded conditional variances, the closed-loop adaptive control system will be globally stable and the tracking error will be asymptotically optimal.Thus, this paper provides a significant extension of the classical theory on self-tuning regulators with expanded applicability.展开更多
基金funded by the Natural Sciences and Engineering Research Council of Canadathe Department of National Defence (Canada) as well as graduate funding obtained at Queen’s University and the Royal Military College of Canada
文摘Due to advances in numerical modelling, it is possible to capture complex support-ground interaction intwo dimensions and three dimensions for mechanical analysis of complex tunnel support systems,although such analysis may still be too complex for routine design calculations. One such system is theforepole element, installed within the umbrella arch temporary support system for tunnels, whichwarrants such support measures. A review of engineering literature illustrates that a lack of designstandards exists regarding the use of forepole elements. Therefore, when designing such support, designersmust employ complex numerical models combined with engineering judgement. With referenceto past developments by others and new investigations conducted by the authors on the Driskos tunnelin Greece and the Istanbul metro, this paper illustrates how advanced numerical modelling tools canfacilitate understanding of the influences of design parameters associated with the use of forepole elements.In addition, this paper highlights the complexity of the ground-support interaction whensimulated with two-dimensional (2D) finite element software using a homogenous reinforced region,and three-dimensional (3D) finite difference software using structural elements. This paper further illustratessequential optimisation of two design parameters (spacing and overlap) using numericalmodelling. With regard to capturing system behaviour in the region between forepoles for the purpose ofdimensioning spacing, this paper employs three distinctive advanced numerical models: particle codes,continuous finite element models with joint set and Voronoi blocks. Finally, to capture the behaviour/failure ahead of the tunnel face (overlap parameter), 2D axisymmetric models are employed. Finally,conclusions of 2D and 3D numerical assessment on the Driskos tunnel are drawn. The data enriched casestudy is examined to determine an optimum design, based on the proposed optimisation of designparameters, of forepole elements related to the site-specific considerations. 2014 Institute of Rock and Soil Mechanics, Chinese Academy of Sciences. Production and hosting byElsevier B.V. All rights reserved.
基金supported by the Fulbright-Nehru Doctoral Research program(Award No.2447/DR/2019-2020).
文摘This study focuses on the Indian gold futures market where primary participants hold sentimental value for the underlying asset and are globally ranked number two in terms of the largest private holdings in the physical form.The trade of gold futures relates to seasons,festivity,and government policy.So,the paper will discuss seasonality and intervention in the analysis.Due to non-constant variance,we will also use the standard variance stabilization transformation method and the ARIMA/GARCH modelling method to compare the forecast performance on the gold futures prices.The results from the analysis show that while the standard variance transformation method may provide better point forecast values,the ARIMA/GARCH modelling method provides much shorter forecast intervals.The empirical results of this study which rationalise the effect of seasonality in the Indian bullion derivative market have not been reported in literature.
基金financially supported through NSERC Discovery Grant(RGPIN/4994-2014)
文摘Even though a large number of large-scale arch dams with height larger than 200 m have been built in the world, the transient groundwater flow behaviors and the seepage control effects in the dam foundations under difficult geological conditions are rarely reported. This paper presents a case study on the transient groundwater flow behaviors in the rock foundation of Jinping I double-curvature arch dam, the world's highest dam of this type to date that has been completed. Taking into account the geological settings at the site, an inverse modeling technique utilizing the time series measurements of both hydraulic head and discharge was adopted to back-calculate the permeability of the foundation rocks,which effectively improves the uniqueness and reliability of the inverse modeling results. The transient seepage flow in the dam foundation during the reservoir impounding was then modeled with a parabolic variational inequality(PVI) method. The distribution of pore water pressure, the amount of leakage, and the performance of the seepage control system in the dam foundation during the entire impounding process were finally illustrated with the numerical results.
文摘The stability of shallow tunnels excavated in full face has been a major challenge to the scientific community for a long time. In recent years, new techniques based on the installation of a pre-reinforcement system ahead of the tunnel face were developed to control the deformations and surface settlements induced by the excavation and to ensure the sustainability of the tunnel in the long term. In this paper, a finite difference numerical simulation was conducted to study the behaviors and effects of two pre-reinforcement systems, i.e. the face bolting and the umbrella arch system installed in a section of southern Toulon tunnel in France. For this purpose, two approaches were taken and compared: a two-dimensional (2D) approach based on the convergence–confinement method, and a three-dimensional (3D) approach taking into account the complete modeling of the tunnel. A 2D numerical back-analysis was performed to identify the geomechanical parameters that offer satisfactory agreement with the measurement results. The limit of this method lies in the exact choice of the stress relaxation ratio λ. To overcome this uncertainty, a 3D model was developed, which permitted to study the influence of different pre-support systems on the reaction of ground mass. Both 2D and 3D numerical approaches have been fitted to measurements recorded in a section of the Toulon tunnel and the very satisfactory correspondence has allowed validating the simulations. The results show that the 3D numerical analysis with a full discretization of the inclusions seems unquestionably the most reliable approach.
基金supported by National Natural Science Foundation of China (No.12271206)Natural Science Foundation of Jilin Province (No.20210101143JC)Science and Technology Research Planning Project of Jilin Provincial Department of Education (No.JJKH20231122KJ)。
文摘The spatial and spatiotemporal autoregressive conditional heteroscedasticity(STARCH) models receive increasing attention. In this paper, we introduce a spatiotemporal autoregressive(STAR) model with STARCH errors, which can capture the spatiotemporal dependence in mean and variance simultaneously. The Bayesian estimation and model selection are considered for our model. By Monte Carlo simulations, it is shown that the Bayesian estimator performs better than the corresponding maximum-likelihood estimator, and the Bayesian model selection can select out the true model in most times. Finally, two empirical examples are given to illustrate the superiority of our models in fitting those data.
基金supported by the National Natural Science Foundation of China under Grant No.11688101。
文摘In the classical theory of self-tuning regulators, it always requires that the conditional variances of the systems noises are bounded. However, such a requirement may not be satisfied when modeling many practical systems, and one significant example is the well-known ARCH(autoregressive conditional heteroscedasticity) model in econometrics. The aim of this paper is to consider self-tuning regulators of linear stochastic systems with both unknown parameters and conditional heteroscedastic noises, where the adaptive controller will be designed based on both the weighted least-squares algorithm and the certainty equivalence principle. The authors will show that under some natural conditions on the system structure and the noises with unbounded conditional variances, the closed-loop adaptive control system will be globally stable and the tracking error will be asymptotically optimal.Thus, this paper provides a significant extension of the classical theory on self-tuning regulators with expanded applicability.