A single set of vertically aligned cracks embedded in a purely isotropic background may be con- sidered as a long-wavelength effective transversely iso- tropy （HTI） medium with a horizontal symmetry axis. The crack-...A single set of vertically aligned cracks embedded in a purely isotropic background may be con- sidered as a long-wavelength effective transversely iso- tropy （HTI） medium with a horizontal symmetry axis. The crack-induced HTI anisotropy can be characterized by the weakly anisotropic parameters introduced by Thomsen. The seismic scattering theory can be utilized for the inversion for the anisotropic parameters in weakly aniso- tropic and heterogeneous HTI media. Based on the seismic scattering theory, we first derived the linearized PP- and PS-wave reflection coefficients in terms of P- and S-wave impedances, density as well as three anisotropic parameters in HTI media. Then, we proposed a novel Bayesian Mar- kov chain Monte Carlo inversion method of PP- and PS- wave for six elastic and anisotropic parameters directly. Tests on synthetic azimuthal seismic data contaminated by random errors demonstrated that this method appears more accurate, anti-noise and stable owing to the usage of the constrained PS-wave compared with the standards inver- sion scheme taking only the PP-wave into account.展开更多
A method which adopts the combination of least squares support vector machine（LS-SVM） and Monte Carlo（MC） simulation is used to calculate the foundation settlement reliability.When using LS-SVM,choosing the traini...A method which adopts the combination of least squares support vector machine（LS-SVM） and Monte Carlo（MC） simulation is used to calculate the foundation settlement reliability.When using LS-SVM,choosing the training dataset and the values for LS-SVM parameters is the key.In a representative sense,the orthogonal experimental design with four factors and five levels is used to choose the inputs of the training dataset,and the outputs are calculated by using fast Lagrangian analysis continua（FLAC）.The decimal ant colony algorithm（DACA） is also used to determine the parameters.Calculation results show that the values of the two parameters,and δ2 have great effect on the performance of LS-SVM.After the training of LS-SVM,the inputs are sampled according to the probabilistic distribution,and the outputs are predicted with the trained LS-SVM,thus the reliability analysis can be performed by the MC method.A program compiled by Matlab is employed to calculate its reliability.Results show that the method of combining LS-SVM and MC simulation is applicable to the reliability analysis of soft foundation settlement.展开更多
Pricing the American put options requires solving an optimal stopping problem and therefore is a challenge for the setting up of simulation parameters.This paper uses least square Monte Carlo（LSMC） simulation to pri...Pricing the American put options requires solving an optimal stopping problem and therefore is a challenge for the setting up of simulation parameters.This paper uses least square Monte Carlo（LSMC） simulation to price the American put options and output the optimal simulation steps and number of Hermite basis functions.The results suggest：with different time cost and error tolerance,investors can choose the optimal simulation steps and number of basis function individually to price American put options numerically.Generally,with the pre-limitation in the section ＂least square Monte Carlo simulation＂,a number of basis equals 4,15 000 simulation steps for Hermite basis function appear to be sufficient for the method.展开更多
基金sponsorship of the National Natural Science Foundation of China (No.41674130)the National Basic Research Program of China (973 Program,Nos.2013CB228604,2014CB239201)+1 种基金the National Oil and Gas Major Projects of China (Nos.2016ZX05027004-001,2016ZX05002005-009)the Fundamental Research Funds for the Central Universities (15CX08002A) for their funding in this research
文摘A single set of vertically aligned cracks embedded in a purely isotropic background may be con- sidered as a long-wavelength effective transversely iso- tropy （HTI） medium with a horizontal symmetry axis. The crack-induced HTI anisotropy can be characterized by the weakly anisotropic parameters introduced by Thomsen. The seismic scattering theory can be utilized for the inversion for the anisotropic parameters in weakly aniso- tropic and heterogeneous HTI media. Based on the seismic scattering theory, we first derived the linearized PP- and PS-wave reflection coefficients in terms of P- and S-wave impedances, density as well as three anisotropic parameters in HTI media. Then, we proposed a novel Bayesian Mar- kov chain Monte Carlo inversion method of PP- and PS- wave for six elastic and anisotropic parameters directly. Tests on synthetic azimuthal seismic data contaminated by random errors demonstrated that this method appears more accurate, anti-noise and stable owing to the usage of the constrained PS-wave compared with the standards inver- sion scheme taking only the PP-wave into account.
文摘A method which adopts the combination of least squares support vector machine（LS-SVM） and Monte Carlo（MC） simulation is used to calculate the foundation settlement reliability.When using LS-SVM,choosing the training dataset and the values for LS-SVM parameters is the key.In a representative sense,the orthogonal experimental design with four factors and five levels is used to choose the inputs of the training dataset,and the outputs are calculated by using fast Lagrangian analysis continua（FLAC）.The decimal ant colony algorithm（DACA） is also used to determine the parameters.Calculation results show that the values of the two parameters,and δ2 have great effect on the performance of LS-SVM.After the training of LS-SVM,the inputs are sampled according to the probabilistic distribution,and the outputs are predicted with the trained LS-SVM,thus the reliability analysis can be performed by the MC method.A program compiled by Matlab is employed to calculate its reliability.Results show that the method of combining LS-SVM and MC simulation is applicable to the reliability analysis of soft foundation settlement.
文摘Pricing the American put options requires solving an optimal stopping problem and therefore is a challenge for the setting up of simulation parameters.This paper uses least square Monte Carlo（LSMC） simulation to price the American put options and output the optimal simulation steps and number of Hermite basis functions.The results suggest：with different time cost and error tolerance,investors can choose the optimal simulation steps and number of basis function individually to price American put options numerically.Generally,with the pre-limitation in the section ＂least square Monte Carlo simulation＂,a number of basis equals 4,15 000 simulation steps for Hermite basis function appear to be sufficient for the method.
