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Long-term settlement prediction of high-speed railway bridge pile foundation 被引量:4
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作者 杨奇 冷伍明 +4 位作者 张升 聂如松 魏丽敏 赵春彦 刘维正 《Journal of Central South University》 SCIE EI CAS 2014年第6期2415-2424,共10页
The process and characteristics of loading on high-speed railway bridge pile foundation were firstly obtained by means of field research and analysis,and the corresponding loading function was presented.One-dimensiona... The process and characteristics of loading on high-speed railway bridge pile foundation were firstly obtained by means of field research and analysis,and the corresponding loading function was presented.One-dimensional consolidation equation of elastic multilayered soils was then established with single drainage or double drainages under multilevel loading.Moreover,the formulas for calculating effective stress and settlement were derived from the Laplace numerical inversion transform.The three-dimensional composite analysis method of bridge pile group was improved,where the actual load conditions of pile foundation could be simulated,and the consolidation characteristics of soil layers beneath pile were also taken into account.Eventually,a corresponding program named LTPGS was developed to improve the calculation efficiency.The comparison between long-term settlement obtained from the proposed method and the in-situ measurements of pile foundation was illustrated,and a close agreement is obtained.The error between computed and measured results is less than 1 mm,and it gradually reduces with time.It is shown that the proposed method can effectively simulate the long-term settlement of pile foundation and program LTPGS can provide a reliable estimation. 展开更多
关键词 bridge pile foundation long-term settlement CONSOLIDATION laplace numerical inversion transform multilevel loading multilayered soils
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Efficient Numerical Valuation of Continuous Installment Options
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作者 Anton Mezentsev Anton Pomelnikov Matthias Ehrhardt 《Advances in Applied Mathematics and Mechanics》 SCIE 2011年第2期141-164,共24页
In this work we investigate the novel Kryzhnyi method for the numerical inverse Laplace transformation and apply it to the pricing problem of continuous installment options.We compare the results with the one obtained... In this work we investigate the novel Kryzhnyi method for the numerical inverse Laplace transformation and apply it to the pricing problem of continuous installment options.We compare the results with the one obtained using other classical methods for the inverse Laplace transformation,like the Euler summation method or the Gaver-Stehfest method. 展开更多
关键词 Installment options Black-Scholes equation numerical inverse laplace transform Gaver-Stehfest method Euler summation method optimal stopping problem non-monotonic stopping boundary
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