A new two-eigenfunctions theory, using the amplitude deflection and the generalized curvature as two fundamental eigenfunctions, is proposed for the free vibration solutions of a rectangular Mindlin plate. The three c...A new two-eigenfunctions theory, using the amplitude deflection and the generalized curvature as two fundamental eigenfunctions, is proposed for the free vibration solutions of a rectangular Mindlin plate. The three classical eigenvalue differential equations of a Mindlin plate are reformulated to arrive at two new eigenvalue differential equations for the proposed theory. The closed form eigensolutions, which are solved from the two differential equations by means of the method of separation of variables are identical with those via Kirchhoff plate theory for thin plate, and can be employed to predict frequencies for any combinations of simply supported and clamped edge conditions. The free edges can also be dealt with if the other pair of opposite edges are simply supported. Some of the solutions were not available before. The frequency parameters agree closely with the available ones through pb-2 Rayleigh-Ritz method for different aspect ratios and relative thickness of plate.展开更多
This article presents closed-form solutions for the frequency analysis of rectangular functionally graded material (FGM) thin plates subjected to initially in-plane loads and with an elastic foundation. Based on class...This article presents closed-form solutions for the frequency analysis of rectangular functionally graded material (FGM) thin plates subjected to initially in-plane loads and with an elastic foundation. Based on classical thin plate theory, the governing differential equations are derived using Hamilton's principle. A neutral surface is used to eliminate stretching-bending coupling in FGM plates on the basis of the assumption of constant Poisson's ratio. The resulting governing equation of FGM thin plates has the same form as homogeneous thin plates. The separation-of-variables method is adopted to obtain solutions for the free vibration problems of rectangular FGM thin plates with separable boundary conditions, including, for example, clamped plates. The obtained normal modes and frequencies are in elegant closed forms, and present formulations and solutions are validated by comparing present results with those in the literature and finite element method results obtained by the authors. A parameter study reveals the effects of the power law index n and aspect ratio a/b on frequencies.展开更多
In this paper, a new semi-analytical and semi-engineering method of the closed form solution of stress intensity factors (SIFs) of cracks emanating from a surface semi-spherical cavity in a finite body is derived us...In this paper, a new semi-analytical and semi-engineering method of the closed form solution of stress intensity factors (SIFs) of cracks emanating from a surface semi-spherical cavity in a finite body is derived using the energy release rate theory. A mode of crack opening displacements of a normal slice is established, and the normal slice relevant functions are introduced. The proposed method is both effective and accurate for the problem of three-dimensional cracks emanating from a surface cavity. A series of useful results of SIFs are obtained.展开更多
Based on the integral equation formulations and the moment method, a novel closed form solution for analyzing the mutual coupling effect between the cylindrical comformal rectangular microstrip patch antennas is pres...Based on the integral equation formulations and the moment method, a novel closed form solution for analyzing the mutual coupling effect between the cylindrical comformal rectangular microstrip patch antennas is presented. By using this algorithm, the elements of the impedance matrix and exciting vector are cast into closed forms, thus the computational efficiency is improved dramatically. Numerical results are presented to verify the validity and reliability of the algorithm.展开更多
This paper presents a closed form solution and numerical analysis for Es- helby's elliptic inclusion in an infinite plate. The complex variable method and the confor- real mapping technique are used. The continuity c...This paper presents a closed form solution and numerical analysis for Es- helby's elliptic inclusion in an infinite plate. The complex variable method and the confor- real mapping technique are used. The continuity conditions for the traction and displace- ment along the interface in the physical plane are reduced to the similar conditions along the unit circle of the mapping plane. The properties of the complex potentials defined in the finite elliptic region are analyzed. From the continuity conditions, one can separate and obtain the relevant complex potentials defined in the inclusion and the matrix. From the obtained complex potentials, the dependence of the real strains and stresses in the inclusion from the assumed eigenstrains is evaluated. In addition, the stress distribution on the interface along the matrix side is evaluated. The results are obtained in the paper for the first time.展开更多
In this paper, a new analytical-engineering method of closed form solution about stress intensity factors for three dimensional finite bodies with eccentric cracks is derived by means of energy release rate method. Th...In this paper, a new analytical-engineering method of closed form solution about stress intensity factors for three dimensional finite bodies with eccentric cracks is derived by means of energy release rate method. The results of stress intensity factors can be obtained. The results provided ir this method are in nice agreement with those of the famous alternating method by which only special cases can be solved.展开更多
Aim The general arbitrary cracked problem in an elastic plane was discussed. Methods For the purpose of acquiring the solution of the problem, a new formulation on the problem was proposed. Compared with the classic...Aim The general arbitrary cracked problem in an elastic plane was discussed. Methods For the purpose of acquiring the solution of the problem, a new formulation on the problem was proposed. Compared with the classical plane elastic crack model, only the known conditions were revised in the new formulation, which are greatly convenient to solve the problem, and no other new condition was given. Results and Conclusion The general exact analytic solution is given here based on the formulation though the problem is very complicated. Furthermore, the stress intensity factors K Ⅰ, K Ⅱ of the problem are also given.展开更多
Compared with the parallel mechanisms, the mobility analysis of the general multi-loop spatial mechanisms(GMSMs) is more difficult to obtain correct results. The reason is that its multi-loop is formed through sever...Compared with the parallel mechanisms, the mobility analysis of the general multi-loop spatial mechanisms(GMSMs) is more difficult to obtain correct results. The reason is that its multi-loop is formed through several times of closings and there also exists motion coupling even strong coupling, where the over-constraints are concealed. However, the mobility analysis for this kind of mechanisms has been paid few attentions. A new systemic methodology for analyzing mobility is proposed for GMSMs also based on the screw theory. The key issue for mobility analysis is to recognize the over-constraint. Firstly, three theorems are given and point out: the reason and site of over-constraint occurrence, calculating the number of over-constraints by the screw theory, and how to analyze the over-constraints for a single-loop mechanism as well. Then, three closing forms for GMSMs are proposed including rigid closure, movable closure and dynamic closure, and for the three different forms the different analysis methods are also given. Especially, for the most difficult issue of GMSMs with the multi-loop Closure in many times and the inevitable motion coupling, two important methods are proposed: "recognizing over-constraints by analyzing relative movement" and "recognizing over-constraints by virtual loop". The two methods are well used to solve the issue. Above-mentioned principles are not only systematic and effective but also unified. They provide a theoretical basis for the general multi-loop spatial mechanisms.展开更多
The propagation of waves in dispersive media,liquid flow containing gas bubbles,fluid flow in elastic tubes,oceans and gravity waves in a smaller domain,spatio-temporal rescaling of the nonlinear wave motion are delin...The propagation of waves in dispersive media,liquid flow containing gas bubbles,fluid flow in elastic tubes,oceans and gravity waves in a smaller domain,spatio-temporal rescaling of the nonlinear wave motion are delineated by the compound Korteweg-de Vries(KdV)-Burgers equation,the(2+1)-dimensional Maccari system and the generalized shallow water wave equation.In this work,we effectively derive abundant closed form wave solutions of these equations by using the double(G′/G,1/G)-expansion method.The obtained solutions include singular kink shaped soliton solutions,periodic solution,singular periodic solution,single soliton and other solutions as well.We show that the double(G′/G,1/G)-expansion method is an efficient and powerful method to examine nonlinear evolution equations(NLEEs)in mathematical physics and scientific application.展开更多
The closed form of solutions of Kac-van Moerbeke lattice and self-dual network equations are considered by proposing transformations based on Riccati equation, using symbolic computation. In contrast to the numerical ...The closed form of solutions of Kac-van Moerbeke lattice and self-dual network equations are considered by proposing transformations based on Riccati equation, using symbolic computation. In contrast to the numerical computation of travelling wave solutions for differential difference equations, our method obtains exact solutions which have physical relevance.展开更多
The investigation of closed form solutions for nonlinear evolution equations(NLEEs)is being an attractive subject in the different branches of mathematical and physical sciences.In this article,the enhanced(G'=G)-...The investigation of closed form solutions for nonlinear evolution equations(NLEEs)is being an attractive subject in the different branches of mathematical and physical sciences.In this article,the enhanced(G'=G)-expansion method has been applied to find the closed form solutions for NLEEs,such as the simplified MCH equation and third extended fifth order nonlinear equations which are very important in mathematical physics.Plentiful closed form solutions with arbitrary parameters are successfully obtained by this method which are expressed in terms of hyperbolic and trigonometric functions.It is shown that the obtained solutions are more general and fresh and can be helpful to analyze the NLEES in mathematical physics and engineering problems.展开更多
The stochastic alpha beta rho(SABR)model introduced by Hagan et al.(2002)is widely used in both fixed income and the foreign exchange(FX)markets.Continuously monitored barrier option contracts are among the most popul...The stochastic alpha beta rho(SABR)model introduced by Hagan et al.(2002)is widely used in both fixed income and the foreign exchange(FX)markets.Continuously monitored barrier option contracts are among the most popular derivative contracts in the FX markets.In this paper,we develop closed-form formulas to approximate various types of barrier option prices(down-and-out/in,up-and-out/in)under the SABR model.We first derive an approximate formula for the survival density.The barrier option price is the one-dimensional integral of its payoff function and the survival density,which can be easily implemented and quickly evaluated.The approximation error of the survival density is also analyzed.To the best of our knowledge,it is the first time that analytical(approximate)formulas for the survival density and the barrier option prices for the SABR model are derived.Numerical experiments demonstrate the validity and efficiency of these formulas.展开更多
Squeezed quantum vacua seems to violate the averaged null energy conditions (ANEC’s), because they have a negative energy density. When treated as a perfect fluid, rapidly rotating Casimir plates will create vorticit...Squeezed quantum vacua seems to violate the averaged null energy conditions (ANEC’s), because they have a negative energy density. When treated as a perfect fluid, rapidly rotating Casimir plates will create vorticity in the vacuum bounded by them. The geometry resulting from an arbitrarily extended Casimir plates along their axis of rotation is similar to van Stockum spacetime. We observe closed timelike curves (CTC’s) forming in the exterior of the system resulting from frame dragging. The exterior geometry of this system is similar to Kerr geometry, but because of violation of ANEC, the Cauchy horizon lies outside the system unlike Kerr blackholes, giving more emphasis on whether spacetime is multiply connected at the microscopic level.展开更多
This communication is devoted to analyze elastic deformation on electrically conducted viscoelastic fluid in the presence of viscous dissipation effects. Non-linear analysis is computed through exact solutions for vel...This communication is devoted to analyze elastic deformation on electrically conducted viscoelastic fluid in the presence of viscous dissipation effects. Non-linear analysis is computed through exact solutions for velocity,temperature and concentration profiles. Special emphasis is provided for elastic deformation in the presence of magnetohydrodynamics effects. Concentration profile is discussed significantly in the presence constructive and destructive chemical reaction. Results are displayed through graphs and discussed for physical parameters that are used in present analysis. Notable findings include that temperature and thermal boundary layer thickness is an increasing function of Prandtl number and a decreasing function of elastic deformation. In addition, heat transfer rate is enhanced by increasing the conjugate parameter(γ) which measures the strength of surface heating.展开更多
The time-dependent resilience of an in-service aging structure provides quantitative measure of the structural ability to prepare for,adapt to,withstand and recover from disruptive events.Resilience models have been p...The time-dependent resilience of an in-service aging structure provides quantitative measure of the structural ability to prepare for,adapt to,withstand and recover from disruptive events.Resilience models have been proposed in the literature to evaluate the resilience of aging structures subjected to discrete load processes,which are,however,not applicable to handle resilience problems considering continuous load processes.In this paper,a new method is developed to evaluate the time-dependent resilience of aging structures subjected to a continuous load process.The proposed method serves as the complement of the existing resilience models addressing discrete load processes,and takes into account the aging effects of the structural resistance/capacity and the nonstationarity in loads as a result of climate change.A structure suffers from a damage state upon the occurrence of an upcrossing of the load effect with respect to the resistance/capacity,leading to the reduction of the performance function,followed by a recovery process that restores the performance.The proposed method enables the time-dependent resilience to be evaluated via a closed form solution.It is also revealed that,the proposed resilience model takes an extended form of the existing formula for upcrossing-based time-dependent reliability,thus establishing a unified framework for the two quantities.The applicability of the proposed method is demonstrated through examining the time-dependent resilience of a residential building subjected to wind load.The effects of key factors on resilience,including the nonstationarity and correlation structure of the load process,as well as the resistance/capacity deterioration scenario,are investigated through an example.In particular,the structural resilience would be overestimated if ignoring the potential impacts of climate change,which is a relatively non-conservative evaluation.展开更多
By taking advantage of three different computational analytical methods:the Lie symmetry analysis,the generalized Riccati equation mapping approach,and the modified Kudryashov approach,we construct multiple new analyt...By taking advantage of three different computational analytical methods:the Lie symmetry analysis,the generalized Riccati equation mapping approach,and the modified Kudryashov approach,we construct multiple new analytical soliton solutions to the nonlinear convection-diffusion-reaction equation(NCDR)with power-law nonlinearity and density-dependent diffusion.Lie symmetry analysis is one of the pow-erful techniques that reduce the higher-order partial differential equation into an ordinary differential equation by reduction of independent variables.By the Lie group technique,we obtain one-parameter in-variant transformations,determining equations and corresponding vectors for the considered convection-diffusion-reaction equation.By treating the parameters of the governing equation as constants,the ap-plied methods yield a variety of new closed-form solutions,including inverse function solutions,periodic solutions,exponential function solutions,dark solitons,singular solitons,combo bright-singular solitons,and the combine of bright-dark solitons and dark-bright solitons.Moreover,using the Bäcklund transfor-mation of the generalized Riccati equation and modified Kudryashov method,we can construct multiple solitons and other solutions of the considered equation.The obtained new solutions of this work demon-strate that the used approaches are powerful and effective in dealing with nonlinear equations,and that these solutions are required to explain many biological and physical phenomena.Comparing our obtained solutions of this paper with the ones obtained in the literature,we see that our solutions are new and not reported elsewhere.These newly formed soliton solutions will be more beneficial in the various dis-ciplines of ocean engineering,plasma physics,and nonlinear sciences.展开更多
Recently,many variational models involving high order derivatives have been widely used in image processing,because they can reduce staircase effects during noise elimination.However,it is very challenging to construc...Recently,many variational models involving high order derivatives have been widely used in image processing,because they can reduce staircase effects during noise elimination.However,it is very challenging to construct efficient algo-rithms to obtain the minimizers of original high order functionals.In this paper,we propose a new linearized augmented Lagrangian method for Euler’s elastica image denoising model.We detail the procedures of finding the saddle-points of the aug-mented Lagrangian functional.Instead of solving associated linear systems by FFTor linear iterative methods(e.g.,the Gauss-Seidel method),we adopt a linearized strat-egy to get an iteration sequence so as to reduce computational cost.In addition,we give some simple complexity analysis for the proposed method.Experimental results with comparison to the previous method are supplied to demonstrate the efficiency of the proposed method,and indicate that such a linearized augmented Lagrangian method is more suitable to deal with large-sized images.展开更多
Unused mechanical energies can be found in numerous ambient vibration sources in industry including rotating equipment,vehicles,aircraft,piping systems,fluid flow,and even external movement of the human body.A portion...Unused mechanical energies can be found in numerous ambient vibration sources in industry including rotating equipment,vehicles,aircraft,piping systems,fluid flow,and even external movement of the human body.A portion of the vibrational energy can be recovered using piezoelectric transduction and stored for subsequent smart system utilization for applications including powering wireless sensor devices for health condition monitoring of rotating machines and defence communication technology.The vibration environment in the considered application areas is varied and often changes over time and can have components in three perpendicular directions,simultaneously or singularly.This paper presents the development of analytical methods for modeling of self-powered cantilevered piezoelectric bimorph beams with tip mass under simultaneous longitudinal and transverse input base motions utilizing the weak and strong forms of Hamiltonian’s principle and space-and time-dependent eigenfunction series which were further formulated using orthonormalization.The reduced constitutive electromechanical equations of the cantilevered piezoelectric bimorph were subsequently analyzed using Laplace transforms and frequency analysis to give multi-mode frequency response functions(FRFs).The validation between theoretical and experimental results at the single mode of eigenfunction solutions reduced from multi-mode FRFs is also given.展开更多
The generalized exponential rational function(GERF)method is used in this work to obtain analytic wave solutions to the Kudryashov-Sinelshchikov(K S)equation.The K S equation depicts the occurrence of pressure waves i...The generalized exponential rational function(GERF)method is used in this work to obtain analytic wave solutions to the Kudryashov-Sinelshchikov(K S)equation.The K S equation depicts the occurrence of pressure waves in mixtures of liquid-gas bubbles while accounting for thermal expansion and viscosity.By applying the GERF method to the KS equation,we obtain analytic solutions in terms of trigonometric,hyperbolic,and exponential functions,among others.These solutions include solitary wave solutions,dark-bright soliton solutions,singular soliton solutions,singular bell-shaped solutions,traveling wave solutions,rational form solutions,and periodic wave solutions.We discuss the two-dimensional and three-dimensional graphics of some obtained solutions under the accurate range space by selecting appropriate values for the involved arbitrary parameters to make this research more praiseworthy.The obtained analytic wave solutions specify the GERF method’s dependability,capability,trustworthiness,and efficiency.展开更多
基金supported by the National Natural Science Foundation of China (10772014)
文摘A new two-eigenfunctions theory, using the amplitude deflection and the generalized curvature as two fundamental eigenfunctions, is proposed for the free vibration solutions of a rectangular Mindlin plate. The three classical eigenvalue differential equations of a Mindlin plate are reformulated to arrive at two new eigenvalue differential equations for the proposed theory. The closed form eigensolutions, which are solved from the two differential equations by means of the method of separation of variables are identical with those via Kirchhoff plate theory for thin plate, and can be employed to predict frequencies for any combinations of simply supported and clamped edge conditions. The free edges can also be dealt with if the other pair of opposite edges are simply supported. Some of the solutions were not available before. The frequency parameters agree closely with the available ones through pb-2 Rayleigh-Ritz method for different aspect ratios and relative thickness of plate.
基金supported by the National Natural Science Foundation of China (Grants 11172028, 1372021)Research Fund for the Doctoral Program of Higher Education of China (Grant 20131102110039)the Innovation Foundation of Beihang University for PhD graduates
文摘This article presents closed-form solutions for the frequency analysis of rectangular functionally graded material (FGM) thin plates subjected to initially in-plane loads and with an elastic foundation. Based on classical thin plate theory, the governing differential equations are derived using Hamilton's principle. A neutral surface is used to eliminate stretching-bending coupling in FGM plates on the basis of the assumption of constant Poisson's ratio. The resulting governing equation of FGM thin plates has the same form as homogeneous thin plates. The separation-of-variables method is adopted to obtain solutions for the free vibration problems of rectangular FGM thin plates with separable boundary conditions, including, for example, clamped plates. The obtained normal modes and frequencies are in elegant closed forms, and present formulations and solutions are validated by comparing present results with those in the literature and finite element method results obtained by the authors. A parameter study reveals the effects of the power law index n and aspect ratio a/b on frequencies.
文摘In this paper, a new semi-analytical and semi-engineering method of the closed form solution of stress intensity factors (SIFs) of cracks emanating from a surface semi-spherical cavity in a finite body is derived using the energy release rate theory. A mode of crack opening displacements of a normal slice is established, and the normal slice relevant functions are introduced. The proposed method is both effective and accurate for the problem of three-dimensional cracks emanating from a surface cavity. A series of useful results of SIFs are obtained.
文摘Based on the integral equation formulations and the moment method, a novel closed form solution for analyzing the mutual coupling effect between the cylindrical comformal rectangular microstrip patch antennas is presented. By using this algorithm, the elements of the impedance matrix and exciting vector are cast into closed forms, thus the computational efficiency is improved dramatically. Numerical results are presented to verify the validity and reliability of the algorithm.
文摘This paper presents a closed form solution and numerical analysis for Es- helby's elliptic inclusion in an infinite plate. The complex variable method and the confor- real mapping technique are used. The continuity conditions for the traction and displace- ment along the interface in the physical plane are reduced to the similar conditions along the unit circle of the mapping plane. The properties of the complex potentials defined in the finite elliptic region are analyzed. From the continuity conditions, one can separate and obtain the relevant complex potentials defined in the inclusion and the matrix. From the obtained complex potentials, the dependence of the real strains and stresses in the inclusion from the assumed eigenstrains is evaluated. In addition, the stress distribution on the interface along the matrix side is evaluated. The results are obtained in the paper for the first time.
文摘In this paper, a new analytical-engineering method of closed form solution about stress intensity factors for three dimensional finite bodies with eccentric cracks is derived by means of energy release rate method. The results of stress intensity factors can be obtained. The results provided ir this method are in nice agreement with those of the famous alternating method by which only special cases can be solved.
文摘Aim The general arbitrary cracked problem in an elastic plane was discussed. Methods For the purpose of acquiring the solution of the problem, a new formulation on the problem was proposed. Compared with the classical plane elastic crack model, only the known conditions were revised in the new formulation, which are greatly convenient to solve the problem, and no other new condition was given. Results and Conclusion The general exact analytic solution is given here based on the formulation though the problem is very complicated. Furthermore, the stress intensity factors K Ⅰ, K Ⅱ of the problem are also given.
基金Supported by National Natural Science Foundation of China(Grant No.51005195)Natural Science Research Fund for Youth in Higher Education Institutions of Hebei Province,China(Grant No.QN2014175)
文摘Compared with the parallel mechanisms, the mobility analysis of the general multi-loop spatial mechanisms(GMSMs) is more difficult to obtain correct results. The reason is that its multi-loop is formed through several times of closings and there also exists motion coupling even strong coupling, where the over-constraints are concealed. However, the mobility analysis for this kind of mechanisms has been paid few attentions. A new systemic methodology for analyzing mobility is proposed for GMSMs also based on the screw theory. The key issue for mobility analysis is to recognize the over-constraint. Firstly, three theorems are given and point out: the reason and site of over-constraint occurrence, calculating the number of over-constraints by the screw theory, and how to analyze the over-constraints for a single-loop mechanism as well. Then, three closing forms for GMSMs are proposed including rigid closure, movable closure and dynamic closure, and for the three different forms the different analysis methods are also given. Especially, for the most difficult issue of GMSMs with the multi-loop Closure in many times and the inevitable motion coupling, two important methods are proposed: "recognizing over-constraints by analyzing relative movement" and "recognizing over-constraints by virtual loop". The two methods are well used to solve the issue. Above-mentioned principles are not only systematic and effective but also unified. They provide a theoretical basis for the general multi-loop spatial mechanisms.
文摘The propagation of waves in dispersive media,liquid flow containing gas bubbles,fluid flow in elastic tubes,oceans and gravity waves in a smaller domain,spatio-temporal rescaling of the nonlinear wave motion are delineated by the compound Korteweg-de Vries(KdV)-Burgers equation,the(2+1)-dimensional Maccari system and the generalized shallow water wave equation.In this work,we effectively derive abundant closed form wave solutions of these equations by using the double(G′/G,1/G)-expansion method.The obtained solutions include singular kink shaped soliton solutions,periodic solution,singular periodic solution,single soliton and other solutions as well.We show that the double(G′/G,1/G)-expansion method is an efficient and powerful method to examine nonlinear evolution equations(NLEEs)in mathematical physics and scientific application.
基金The project supported by "973" Project under Grant No.2004CB318000, the Doctor Start-up Foundation of Liaoning Province of China under Grant No. 20041066, and the Science Research Plan of Liaoning Education Bureau under Grant No. 2004F099
文摘The closed form of solutions of Kac-van Moerbeke lattice and self-dual network equations are considered by proposing transformations based on Riccati equation, using symbolic computation. In contrast to the numerical computation of travelling wave solutions for differential difference equations, our method obtains exact solutions which have physical relevance.
文摘The investigation of closed form solutions for nonlinear evolution equations(NLEEs)is being an attractive subject in the different branches of mathematical and physical sciences.In this article,the enhanced(G'=G)-expansion method has been applied to find the closed form solutions for NLEEs,such as the simplified MCH equation and third extended fifth order nonlinear equations which are very important in mathematical physics.Plentiful closed form solutions with arbitrary parameters are successfully obtained by this method which are expressed in terms of hyperbolic and trigonometric functions.It is shown that the obtained solutions are more general and fresh and can be helpful to analyze the NLEES in mathematical physics and engineering problems.
基金support of the China National Social Science Fund under Grant No.15BJL093Yanchu Liu is partially supported by the National Natural Science Foundation of China under Grant No.71501196,No.71231008,No.71721001+4 种基金the China National Social Science Fund under Grant No.17ZDA073the Natural Science Foundation of Guangdong Province of China under Grant No.2014A030312003the Innovative Research Team Project of Guangdong Province of China under Grant No.2016WCXTD001the Fundamental Research Funds for the Central Universities under Grant No.14wkpy63research grants from Lingnan(University)College and Advanced Research Institute of Finance at Sun Yat-sen University.
文摘The stochastic alpha beta rho(SABR)model introduced by Hagan et al.(2002)is widely used in both fixed income and the foreign exchange(FX)markets.Continuously monitored barrier option contracts are among the most popular derivative contracts in the FX markets.In this paper,we develop closed-form formulas to approximate various types of barrier option prices(down-and-out/in,up-and-out/in)under the SABR model.We first derive an approximate formula for the survival density.The barrier option price is the one-dimensional integral of its payoff function and the survival density,which can be easily implemented and quickly evaluated.The approximation error of the survival density is also analyzed.To the best of our knowledge,it is the first time that analytical(approximate)formulas for the survival density and the barrier option prices for the SABR model are derived.Numerical experiments demonstrate the validity and efficiency of these formulas.
文摘Squeezed quantum vacua seems to violate the averaged null energy conditions (ANEC’s), because they have a negative energy density. When treated as a perfect fluid, rapidly rotating Casimir plates will create vorticity in the vacuum bounded by them. The geometry resulting from an arbitrarily extended Casimir plates along their axis of rotation is similar to van Stockum spacetime. We observe closed timelike curves (CTC’s) forming in the exterior of the system resulting from frame dragging. The exterior geometry of this system is similar to Kerr geometry, but because of violation of ANEC, the Cauchy horizon lies outside the system unlike Kerr blackholes, giving more emphasis on whether spacetime is multiply connected at the microscopic level.
文摘This communication is devoted to analyze elastic deformation on electrically conducted viscoelastic fluid in the presence of viscous dissipation effects. Non-linear analysis is computed through exact solutions for velocity,temperature and concentration profiles. Special emphasis is provided for elastic deformation in the presence of magnetohydrodynamics effects. Concentration profile is discussed significantly in the presence constructive and destructive chemical reaction. Results are displayed through graphs and discussed for physical parameters that are used in present analysis. Notable findings include that temperature and thermal boundary layer thickness is an increasing function of Prandtl number and a decreasing function of elastic deformation. In addition, heat transfer rate is enhanced by increasing the conjugate parameter(γ) which measures the strength of surface heating.
基金supported by the Australian Government through the Australian Research Council’s Discovery Early Career Researcher Award(DE240100207).
文摘The time-dependent resilience of an in-service aging structure provides quantitative measure of the structural ability to prepare for,adapt to,withstand and recover from disruptive events.Resilience models have been proposed in the literature to evaluate the resilience of aging structures subjected to discrete load processes,which are,however,not applicable to handle resilience problems considering continuous load processes.In this paper,a new method is developed to evaluate the time-dependent resilience of aging structures subjected to a continuous load process.The proposed method serves as the complement of the existing resilience models addressing discrete load processes,and takes into account the aging effects of the structural resistance/capacity and the nonstationarity in loads as a result of climate change.A structure suffers from a damage state upon the occurrence of an upcrossing of the load effect with respect to the resistance/capacity,leading to the reduction of the performance function,followed by a recovery process that restores the performance.The proposed method enables the time-dependent resilience to be evaluated via a closed form solution.It is also revealed that,the proposed resilience model takes an extended form of the existing formula for upcrossing-based time-dependent reliability,thus establishing a unified framework for the two quantities.The applicability of the proposed method is demonstrated through examining the time-dependent resilience of a residential building subjected to wind load.The effects of key factors on resilience,including the nonstationarity and correlation structure of the load process,as well as the resistance/capacity deterioration scenario,are investigated through an example.In particular,the structural resilience would be overestimated if ignoring the potential impacts of climate change,which is a relatively non-conservative evaluation.
文摘By taking advantage of three different computational analytical methods:the Lie symmetry analysis,the generalized Riccati equation mapping approach,and the modified Kudryashov approach,we construct multiple new analytical soliton solutions to the nonlinear convection-diffusion-reaction equation(NCDR)with power-law nonlinearity and density-dependent diffusion.Lie symmetry analysis is one of the pow-erful techniques that reduce the higher-order partial differential equation into an ordinary differential equation by reduction of independent variables.By the Lie group technique,we obtain one-parameter in-variant transformations,determining equations and corresponding vectors for the considered convection-diffusion-reaction equation.By treating the parameters of the governing equation as constants,the ap-plied methods yield a variety of new closed-form solutions,including inverse function solutions,periodic solutions,exponential function solutions,dark solitons,singular solitons,combo bright-singular solitons,and the combine of bright-dark solitons and dark-bright solitons.Moreover,using the Bäcklund transfor-mation of the generalized Riccati equation and modified Kudryashov method,we can construct multiple solitons and other solutions of the considered equation.The obtained new solutions of this work demon-strate that the used approaches are powerful and effective in dealing with nonlinear equations,and that these solutions are required to explain many biological and physical phenomena.Comparing our obtained solutions of this paper with the ones obtained in the literature,we see that our solutions are new and not reported elsewhere.These newly formed soliton solutions will be more beneficial in the various dis-ciplines of ocean engineering,plasma physics,and nonlinear sciences.
基金supported by the NNSF of China grants 11526110,11271069,61362036 and 61461032,the 863 Program of China grant 2015AA01A302the Open Research Fund of Jiangxi Province Key Laboratory of Water Information Cooperative Sensing and Intelligent Processing(2016WICSIP013)the Youth Foundation of Nanchang Institute of Technology(2014KJ021).
文摘Recently,many variational models involving high order derivatives have been widely used in image processing,because they can reduce staircase effects during noise elimination.However,it is very challenging to construct efficient algo-rithms to obtain the minimizers of original high order functionals.In this paper,we propose a new linearized augmented Lagrangian method for Euler’s elastica image denoising model.We detail the procedures of finding the saddle-points of the aug-mented Lagrangian functional.Instead of solving associated linear systems by FFTor linear iterative methods(e.g.,the Gauss-Seidel method),we adopt a linearized strat-egy to get an iteration sequence so as to reduce computational cost.In addition,we give some simple complexity analysis for the proposed method.Experimental results with comparison to the previous method are supplied to demonstrate the efficiency of the proposed method,and indicate that such a linearized augmented Lagrangian method is more suitable to deal with large-sized images.
文摘Unused mechanical energies can be found in numerous ambient vibration sources in industry including rotating equipment,vehicles,aircraft,piping systems,fluid flow,and even external movement of the human body.A portion of the vibrational energy can be recovered using piezoelectric transduction and stored for subsequent smart system utilization for applications including powering wireless sensor devices for health condition monitoring of rotating machines and defence communication technology.The vibration environment in the considered application areas is varied and often changes over time and can have components in three perpendicular directions,simultaneously or singularly.This paper presents the development of analytical methods for modeling of self-powered cantilevered piezoelectric bimorph beams with tip mass under simultaneous longitudinal and transverse input base motions utilizing the weak and strong forms of Hamiltonian’s principle and space-and time-dependent eigenfunction series which were further formulated using orthonormalization.The reduced constitutive electromechanical equations of the cantilevered piezoelectric bimorph were subsequently analyzed using Laplace transforms and frequency analysis to give multi-mode frequency response functions(FRFs).The validation between theoretical and experimental results at the single mode of eigenfunction solutions reduced from multi-mode FRFs is also given.
基金the project scheme MATRICS(MTR/2020/000531)the Science and Engineering Research Board,SERB-DST,India is funding this research.
文摘The generalized exponential rational function(GERF)method is used in this work to obtain analytic wave solutions to the Kudryashov-Sinelshchikov(K S)equation.The K S equation depicts the occurrence of pressure waves in mixtures of liquid-gas bubbles while accounting for thermal expansion and viscosity.By applying the GERF method to the KS equation,we obtain analytic solutions in terms of trigonometric,hyperbolic,and exponential functions,among others.These solutions include solitary wave solutions,dark-bright soliton solutions,singular soliton solutions,singular bell-shaped solutions,traveling wave solutions,rational form solutions,and periodic wave solutions.We discuss the two-dimensional and three-dimensional graphics of some obtained solutions under the accurate range space by selecting appropriate values for the involved arbitrary parameters to make this research more praiseworthy.The obtained analytic wave solutions specify the GERF method’s dependability,capability,trustworthiness,and efficiency.