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A non-probabilistic reliability topology optimization method based on aggregation function and matrix multiplication considering buckling response constraints
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作者 Lei WANG Yingge LIU +2 位作者 Juxi HU Weimin CHEN Bing HAN 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI CSCD 2024年第2期321-336,共16页
A non-probabilistic reliability topology optimization method is proposed based on the aggregation function and matrix multiplication.The expression of the geometric stiffness matrix is derived,the finite element linea... A non-probabilistic reliability topology optimization method is proposed based on the aggregation function and matrix multiplication.The expression of the geometric stiffness matrix is derived,the finite element linear buckling analysis is conducted,and the sensitivity solution of the linear buckling factor is achieved.For a specific problem in linear buckling topology optimization,a Heaviside projection function based on the exponential smooth growth is developed to eliminate the gray cells.The aggregation function method is used to consider the high-order eigenvalues,so as to obtain continuous sensitivity information and refined structural design.With cyclic matrix programming,a fast topology optimization method that can be used to efficiently obtain the unit assembly and sensitivity solution is conducted.To maximize the buckling load,under the constraint of the given buckling load,two types of topological optimization columns are constructed.The variable density method is used to achieve the topology optimization solution along with the moving asymptote optimization algorithm.The vertex method and the matching point method are used to carry out an uncertainty propagation analysis,and the non-probability reliability topology optimization method considering buckling responses is developed based on the transformation of non-probability reliability indices based on the characteristic distance.Finally,the differences in the structural topology optimization under different reliability degrees are illustrated by examples. 展开更多
关键词 BUCKLING topology optimization aggregation function uncertainty propagation analysis non-probabilistic reliability
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A Bayesian Updating Method for Non-Probabilistic Reliability Assessment of Structures with Performance Test Data 被引量:5
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作者 Jiaqi He Yangjun Luo 《Computer Modeling in Engineering & Sciences》 SCIE EI 2020年第11期777-800,共24页
For structures that only the predicted bounds of uncertainties are available,this study proposes a Bayesianmethod to logically evaluate the nonprobabilistic reliability of structures based on multi-ellipsoid convex mo... For structures that only the predicted bounds of uncertainties are available,this study proposes a Bayesianmethod to logically evaluate the nonprobabilistic reliability of structures based on multi-ellipsoid convex model and performance test data.According to the given interval ranges of uncertainties,we determine the initial characteristic parameters of a multi-ellipsoid convex set.Moreover,to update the plausibility of characteristic parameters,a Bayesian network for the information fusion of prior uncertainty knowledge and subsequent performance test data is constructed.Then,an updated multi-ellipsoid set with the maximum likelihood of the performance test data can be achieved.The credible non-probabilistic reliability index is calculated based on the Kriging-based surrogate model of the performance function.Several numerical examples are presented to validate the proposed Bayesian updating method. 展开更多
关键词 Convex model Bayesian method non-probabilistic reliability information fusion
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MODIFIED SCHEME BASED ON SEMI-ANALYTIC APPROACH FOR COMPUTING NON-PROBABILISTIC RELIABILITY INDEX 被引量:5
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作者 Xuyong Chen Chak-yin Tang +1 位作者 Chi-pong Tsui Jianping Fan 《Acta Mechanica Solida Sinica》 SCIE EI 2010年第2期115-123,共9页
A new computation scheme proposed to tackle commensurate problems is devel- oped by modifying the semi-analytic approach for minimizing computational complexity. Using the proposed scheme, the limit state equations, u... A new computation scheme proposed to tackle commensurate problems is devel- oped by modifying the semi-analytic approach for minimizing computational complexity. Using the proposed scheme, the limit state equations, usually referred to as the failure surface, are obtained from transformation of an interval variable to a normalized one. In order to minimize the computational cost, two algorithms for optimizing the calculation steps have been proposed. The monotonicity of the objective function can be determined from narrowing the scope of interval variables in normalized infinite space by incorporating the algorithms into the computational scheme. Two examples are used to illustrate the operation and computational efficiency of the approach. The results of these examples show that the proposed algorithms can greatly reduce the computation complexity without sacrificing the computational accuracy. The advantage of the proposed scheme can be even more efficient for analyzing sophistic structures. 展开更多
关键词 semi-analytic approach non-probabilistic reliability index interval variable state equation MONOTONICITY
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A Comprehensive Model for Structural Non-Probabilistic Reliability and the Key Algorithms 被引量:2
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作者 Wencai Sun Zichun Yang 《Computer Modeling in Engineering & Sciences》 SCIE EI 2020年第4期309-332,共24页
It is very difficult to know the exact boundaries of the variable domain for problems with small sample size,and the traditional convex set model is no longer applicable.In view of this,a novel reliability model was p... It is very difficult to know the exact boundaries of the variable domain for problems with small sample size,and the traditional convex set model is no longer applicable.In view of this,a novel reliability model was proposed on the basis of the fuzzy convex set(FCS)model.This new reliability model can account for different relations between the structural failure region and variable domain.Key computational algorithms were studied in detail.First,the optimization strategy for robust reliability is improved.Second,Monte Carlo algorithms(i.e.,uniform sampling method)for hyper-ellipsoidal convex sets were studied in detail,and errors in previous reports were corrected.Finally,the Gauss-Legendre integral algorithm was used for calculation of the integral reliability index.Three numerical examples are presented here to illustrate the rationality and feasibility of the proposed model and its corresponding algorithms. 展开更多
关键词 Structural reliability non-probabilistic fuzzy convex set robust reliability volume ratio-based reliability Monte Carlo Gauss-Legendre integral formula
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Non-probabilistic fuzzy reliability analysis of pile foundation stability by interval theory 被引量:1
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作者 曹文贵 张永杰 赵明华 《Journal of Central South University of Technology》 EI 2007年第6期864-869,共6页
Randomness and fuzziness are among the attributes of the influential factors for stability assessment of pile foundation. According to these two characteristics, the triangular fuzzy number analysis approach was intro... Randomness and fuzziness are among the attributes of the influential factors for stability assessment of pile foundation. According to these two characteristics, the triangular fuzzy number analysis approach was introduced to determine the probability-distributed function of mechanical parameters. Then the functional function of reliability analysis was constructed based on the study of bearing mechanism of pile foundation, and the way to calculate interval values of the functional function was developed by using improved interval-truncation approach and operation rules of interval numbers. Afterwards, the non-probabilistic fuzzy reliability analysis method was applied to assessing the pile foundation, from which a method was presented for non- probabilistic fuzzy reliability analysis of pile foundation stability by interval theory. Finally, the probability distribution curve of non- probabilistic fuzzy reliability indexes of practical pile foundation was concluded. Its failure possibility is 0.91%, which shows that the pile foundation is stable and reliable. 展开更多
关键词 pile foundation FUZZINESS interval theory interval-truncation approach non-probabilistic fuzzy reliability analysis
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Structure buckling and non-probabilistic reliability analysis of supercavitating vehicles 被引量:1
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作者 安伟光 周凌 安海 《Journal of Harbin Institute of Technology(New Series)》 EI CAS 2009年第4期561-569,共9页
To perform structure buckling and reliability analysis on supercavitating vehicles with high velocity in the submarine,supercavitating vehicles were simplified as variable cross section beam firstly.Then structural bu... To perform structure buckling and reliability analysis on supercavitating vehicles with high velocity in the submarine,supercavitating vehicles were simplified as variable cross section beam firstly.Then structural buckling analysis of supercavitating vehicles with or without engine thrust was conducted,and the structural buckling safety margin equation of supercavitating vehicles was established.The indefinite information was described by interval set and the structure reliability analysis was performed by using non-probabilistic reliability method.Considering interval variables as random variables which satisfy uniform distribution,the Monte-Carlo method was used to calculate the non-probabilistic failure degree.Numerical examples of supercavitating vehicles were presented.Under different ratios of base diameter to cavitator diameter,the change tendency of non-probabilistic failure degree of structural buckling of supercavitating vehicles with or without engine thrust was studied along with the variety of speed. 展开更多
关键词 supercavitating vehicles critical buckling load non-probabilistic failure degree Monte-Carlomethod
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Emission Intensity in the Hydrogen Atom Calculated from a Non-Probabilistic Approach to the Electron Transitions 被引量:3
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作者 Stanisƚaw Olszewski 《Journal of Modern Physics》 2016年第8期827-851,共25页
Quantum aspects of the Joule-Lenz law for the transmission of energy allowed us to calculate the time rate of energy transitions between the quantum states of the hydrogen atom in a fully non-probabilistic way. The ca... Quantum aspects of the Joule-Lenz law for the transmission of energy allowed us to calculate the time rate of energy transitions between the quantum states of the hydrogen atom in a fully non-probabilistic way. The calculation has been extended to all transitions between p and s states having main quantum numbers not exceeding 6. An evident similarity between the intensity pattern obtained from the Joule-Lenz law and the corresponding quantum-mechanical transition pro-babilities has been shown. 展开更多
关键词 Time Intervals for the Electron Transitions in the Hydrogen Atom non-probabilistic Theory of Energy Emission in the Atom Comparison of the Emission Intensities with the Quantum-Mechanical Transition Probabilities
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Review: Recent Developments in the Non-Probabilistic Finite Element Analysis
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作者 Zhiping Qiu Yuning Zheng Lei Wang 《Journal of Harbin Institute of Technology(New Series)》 EI CAS 2017年第4期1-8,共8页
Generally, the finite element analysis of a structure is completed under deterministic inputs.However,uncertainties corresponding to geometrical dimensions,material properties, boundary conditions cannot be neglected ... Generally, the finite element analysis of a structure is completed under deterministic inputs.However,uncertainties corresponding to geometrical dimensions,material properties, boundary conditions cannot be neglected in engineering applications. The probabilistic methods are the most popular techniques to handle these uncertain parameters but subjective results could be obtained if insufficient information is unavailable. Non-probabilistic methods can be alternatively employed,which has led to the procedures for nonprobabilistic finite element analysis. Each non-probabilistic finite element analysis method consists of two individual parts,including the core algorithm and pre-processing procedure. In this context,three types of algorithms and two typical pre-processing procedures as well as their effectiveness are described in detail,based on which novel hybrid algorithms can be conceived for the specific problems and the future work in this research field can be fostered. 展开更多
关键词 non-probabilistic FINITE ELEMENT analysis PERTURBATION approach subinterval technique surrogate model
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Mooring Damage Identification of Floating Wind Turbine Using a Non-Probabilistic Approach Under Different Environmental Conditions
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作者 Pooya Hajinezhad Dehkharghani Mir Mohammad Ettefagh Reza Hassannejad 《Journal of Marine Science and Application》 CSCD 2021年第1期156-169,共14页
This paper discusses the damage identification in the mooring line system of a floating wind turbine(FWT)exposed to various environmental loads.The proposed method incorporates a non-probabilistic method into artifici... This paper discusses the damage identification in the mooring line system of a floating wind turbine(FWT)exposed to various environmental loads.The proposed method incorporates a non-probabilistic method into artificial neural networks(ANNs).The non-probabilistic method is used to overcome the problem of uncertainties.For this purpose,the interval analysis method is used to calculate the lower and upper bounds of ANNs input data.This data contains some of the natural frequencies utilized to train two different ANNs and predict the output data which is the interval bounds of mooring line stiffness.Additionally,in order to reduce computational time and more importantly,identify damage in various conditions,the proposed method is trained using constant loads(CL)case(deterministic loads,including constant wind speed and airy wave model)and is tested using random loads(RL)case(including Kaimal wind model and JONSWAP wave theory).The superiority of this method is assessed by applying the deterministic method for damage identification.The results demonstrate that the proposed non-probabilistic method identifies the location and severity of damage more accurately compared to a deterministic one.This superiority is getting more remarkable as the difference in uncertainty levels between training and testing data is increasing. 展开更多
关键词 Damage identification Floating wind turbine Artificial neural networks non-probabilistic method UNCERTAINTIES
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Application of non-probabilistic reliability on aerostat capsule
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作者 Zhu Zengqing Liu Guoliang 《High Technology Letters》 EI CAS 2018年第4期417-421,共5页
Aerostat capsule is small sample data,so designing reliability is very difficult to be obtained accurately by conventional probabilistic reliability method. Based on the interval non-probabilistic reliability theory,a... Aerostat capsule is small sample data,so designing reliability is very difficult to be obtained accurately by conventional probabilistic reliability method. Based on the interval non-probabilistic reliability theory,an instability mathematics model of envelope structure is studied,and the calculation formula of interval reliability index is put forward. Through the mechanical experiments of three capsule structures,the experimental results of the interval reliability are obtained. By comparing the theoretical and measured values,it is found that the theoretical reliability index is more conservative. Non-probabilistic reliability method can reflect the reliability degree of the capsule body under different loading conditions,which can provide some guidance for engineering application. 展开更多
关键词 non-probabilistic AEROSTAT reliability INDEX CAPSULE
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An improved interval model updating method via adaptive Kriging models
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作者 Sha WEI Yifeng CHEN +1 位作者 Hu DING Liqun CHEN 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI CSCD 2024年第3期497-514,共18页
Interval model updating(IMU)methods have been widely used in uncertain model updating due to their low requirements for sample data.However,the surrogate model in IMU methods mostly adopts the one-time construction me... Interval model updating(IMU)methods have been widely used in uncertain model updating due to their low requirements for sample data.However,the surrogate model in IMU methods mostly adopts the one-time construction method.This makes the accuracy of the surrogate model highly dependent on the experience of users and affects the accuracy of IMU methods.Therefore,an improved IMU method via the adaptive Kriging models is proposed.This method transforms the objective function of the IMU problem into two deterministic global optimization problems about the upper bound and the interval diameter through universal grey numbers.These optimization problems are addressed through the adaptive Kriging models and the particle swarm optimization(PSO)method to quantify the uncertain parameters,and the IMU is accomplished.During the construction of these adaptive Kriging models,the sample space is gridded according to sensitivity information.Local sampling is then performed in key subspaces based on the maximum mean square error(MMSE)criterion.The interval division coefficient and random sampling coefficient are adaptively adjusted without human interference until the model meets accuracy requirements.The effectiveness of the proposed method is demonstrated by a numerical example of a three-degree-of-freedom mass-spring system and an experimental example of a butted cylindrical shell.The results show that the updated results of the interval model are in good agreement with the experimental results. 展开更多
关键词 interval model updating(IMU) non-probabilistic uncertainty adaptive Kriging model surrogate model grey number
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Review:Recent Developments in Dynamic Load Identification for Aerospace Vehicles Considering Multi⁃source Uncertainties 被引量:8
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作者 WANG Lei LIU Yaru XU Hanying 《Transactions of Nanjing University of Aeronautics and Astronautics》 EI CSCD 2021年第2期271-287,共17页
The determination of the dynamic load is one of the indispensable technologies for structure design and health monitoring for aerospace vehicles.However,it is a significant challenge to measure the external excitation... The determination of the dynamic load is one of the indispensable technologies for structure design and health monitoring for aerospace vehicles.However,it is a significant challenge to measure the external excitation directly.By contrast,the technique of dynamic load identification based on the dynamic model and the response information is a feasible access to obtain the dynamic load indirectly.Furthermore,there are multi-source uncertainties which cannot be neglected for complex systems in the load identification process,especially for aerospace vehicles.In this paper,recent developments in the dynamic load identification field for aerospace vehicles considering multi-source uncertainties are reviewed,including the deterministic dynamic load identification and uncertain dynamic load identification.The inversion methods with different principles of concentrated and distributed loads,and the quantification and propagation analysis for multi-source uncertainties are discussed.Eventually,several possibilities remaining to be explored are illustrated in brief. 展开更多
关键词 dynamic load identification concentrated dynamic load distributed dynamic load stochastic load probabilistic uncertainties non-probabilistic uncertainties
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An interval effective independence method for optimal sensor placement based on non-probabilistic approach 被引量:6
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作者 YANG Chen LU ZiXing 《Science China(Technological Sciences)》 SCIE EI CAS CSCD 2017年第2期186-198,共13页
This paper presents an interval effective independence method for optimal sensor placement, which contains uncertain structural information. To overcome the lack of insufficient statistic description of uncertain para... This paper presents an interval effective independence method for optimal sensor placement, which contains uncertain structural information. To overcome the lack of insufficient statistic description of uncertain parameters, this paper treats uncertainties as non-probability intervals. Based on the iterative process of classical effective independence method, the proposed study considers the eliminating steps with uncertain cases. Therefore, this method with Fisher information matrix is extended to interval numbers, which could conform to actual engineering. As long as we know the bounds of uncertainties, the interval Fisher information matrix could be obtained conveniently by interval analysis technology. Moreover, due to the definition and calculation of the interval relationship, the possibilities of eliminating candidate sensors in each iterative process and the final layout of sensor placement are both presented in this paper. Finally, two numerical examples, including a five-storey shear structure and a truss structure are proposed respectively in this paper. Compared with Monte Carlo simulation, both of them can indicate the veracity of the interval effective independence method. 展开更多
关键词 optimal sensor placement interval effective independence method non-probabilistic approach interval Fisher information matrix interval possibility
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Efficient Computational Method for the Non-Probabilistic Reliability of Linear Structural Systems 被引量:5
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作者 Ruixing Wang Xiao jun Wang +1 位作者 Lei Wang Xianjia Chen 《Acta Mechanica Solida Sinica》 SCIE EI CSCD 2016年第3期284-299,共16页
The non-probabilistic reliability in higher dimensional situations cannot be calcu- lated efficiently using traditional methods, which either require a large amount of calculation or cause significant error. In this s... The non-probabilistic reliability in higher dimensional situations cannot be calcu- lated efficiently using traditional methods, which either require a large amount of calculation or cause significant error. In this study, an efficient computational method is proposed for the cal- culation of non-probabilistic reliability based on the volume ratio theory, specificMly for linear structural systems. The common expression for non-probabilistic reliability is obtained through formula derivation with the amount of computation considerably reduced. The compatibility be- tween non-probabilistic and probabilistic safety measures is demonstrated through the Monte Carlo simulation. The high efficiency of the presented method is verified by several numerical examples. 展开更多
关键词 non-probabilistic reliability linear structural system formula derivation compatibility high efficiency
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An Efficient Strategy for Non-probabilistic Reliability-Based Multi-material Topology Optimization with Evidence Theory 被引量:2
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作者 Qinghai Zhao Hongxin Zhang +3 位作者 Tiezhu Zhang Qingsong Hua Lin Yuan Wenyue Wang 《Acta Mechanica Solida Sinica》 SCIE EI CSCD 2019年第6期803-821,共19页
It is essential to consider the effects of incomplete measurement,inaccurate information and inadequate cognition on structural topology optimization.For the multi-material structural topology optimization with non-pr... It is essential to consider the effects of incomplete measurement,inaccurate information and inadequate cognition on structural topology optimization.For the multi-material structural topology optimization with non-probability uncertainty,the multi-material interpolation model is represented by the ordered rational approximation of mat erial properties(ordered RAMP).Combined with structural compliance minimization,the multi-material topology optimization with reliability constraints is established.The corresponding non-probability uncertainties are described by the evidence theory,and the uniformity processing method is introduced to convert the evidence variables into random variables.The first-order reliability method is employed to search the most probable point under the reliability index constraint,and then the random variables are equivalent to the deterministic variables according to the geometric meaning of the reliability index and sensitivity information.Therefore,the non-probabilistic reliability-based multi-material topology optimization is transformed into the conventional deterministic optimization format,followed by the ordered RAMP method to solve the optimization problem.Finally,through numerical examples of 2D and 3D structures,the feasibility and effectiveness of the proposed method are verified to consider the geometrical dimensions and external loading uncertainties. 展开更多
关键词 Multi-material Topology optimization non-probabilistic RELIABILITY Evidence theory
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Combination of structural reliability and interval analysis 被引量:7
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作者 Zhiping Qiu Di Yang Isaac Elishakoff 《Acta Mechanica Sinica》 SCIE EI CAS CSCD 2008年第1期61-67,共7页
In engineering applications, probabilistic reliability theory appears to be presently the most important method, however, in many cases precise probabilistic reliability theory cannot be considered as adequate and cre... In engineering applications, probabilistic reliability theory appears to be presently the most important method, however, in many cases precise probabilistic reliability theory cannot be considered as adequate and credible model of the real state of actual affairs. In this paper, we developed a hybrid of probabilistic and non-probabilistic reliability theory, which describes the structural uncertain parameters as interval variables when statistical data are found insufficient. By using the interval analysis, a new method for calculating the interval of the structural reliability as well as the reliability index is introduced in this paper, and the traditional probabilistic theory is incorporated with the interval analysis. Moreover, the new method preserves the useful part of the traditional probabilistic reliability theory, but removes the restriction of its strict requirement on data acquisition. Example is presented to demonstrate the feasibility and validity of the proposed theory. 展开更多
关键词 non-probabilistic Reliability Interval analysis Parameter estimation
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Non-Probabilistic Reliability Research on Multi-Variable Hydraulic Turbine Blade Model 被引量:1
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作者 庞煜 张翔 +1 位作者 黄洪钟 赖喜德 《Journal of Shanghai Jiaotong university(Science)》 EI 2016年第5期584-587,共4页
Based on the interval mathematics and possibility theory, the variables existing in hydraulic turbine blade are described. Considering the multi-failure mode in turbine blade, multi-variable model is established to me... Based on the interval mathematics and possibility theory, the variables existing in hydraulic turbine blade are described. Considering the multi-failure mode in turbine blade, multi-variable model is established to meet the actual situation. Thus, non-probabilistic reliability index is presented by comparing with the output range and the given range. 展开更多
关键词 fuzzy variable interval variable multi-variable model non-probabilistic reliability possibility distribution
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Fatigue reliability based on residual strength model with hybrid uncertain parameters 被引量:2
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作者 Jun Wang Zhi-Ping Qiu 《Acta Mechanica Sinica》 SCIE EI CAS CSCD 2012年第1期112-117,共6页
The aim of this paper is to evaluate the fatigue reliability with hybrid uncertain parameters based on a residual strength model. By solving the non-probabilistic setbased reliability problem and analyzing the reliabi... The aim of this paper is to evaluate the fatigue reliability with hybrid uncertain parameters based on a residual strength model. By solving the non-probabilistic setbased reliability problem and analyzing the reliability with randomness, the fatigue reliability with hybrid parameters can be obtained. The presented hybrid model can adequately consider all uncertainties affecting the fatigue reliability with hybrid uncertain parameters. A comparison among the presented hybrid model, non-probabilistic set-theoretic model and the conventional random model is made through two typical numerical examples. The results show that the presented hybrid model, which can ensure structural security, is effective and practical. 展开更多
关键词 Fatigue reliability Residual strength Ran- dom model non-probabilistic set-theoretic model Hybrid model
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Theoretical analysis of non-probabilistic reliability based on interval model 被引量:2
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作者 Xu-Yong Chen Jian-Ping Fan Xiao-Ya Bian 《Acta Mechanica Solida Sinica》 SCIE EI CSCD 2017年第6期638-646,共9页
The aim of this paper is to propose a theoretical approach for performing the nonprobabilistic reliability analysis of structure.Due to a great deal of uncertainties and limited measured data in engineering practice,t... The aim of this paper is to propose a theoretical approach for performing the nonprobabilistic reliability analysis of structure.Due to a great deal of uncertainties and limited measured data in engineering practice,the structural uncertain parameters were described as interval variables.The theoretical analysis model was developed by starting from the 2-D plane and 3-D space.In order to avoid the loss of probable failure points,the 2-D plane and 3-D space were respectively divided into two parts and three parts for further analysis.The study pointed out that the probable failure points only existed among extreme points and root points of the limit state function.Furthermore,the low-dimensional analytical scheme was extended to the high-dimensional case.Using the proposed approach,it is easy to find the most probable failure point and to acquire the reliability index through simple comparison directly.A number of equations used for calculating the extreme points and root points were also evaluated.This result was useful to avoid the loss of probable failure points and meaningful for optimizing searches in the research field.Finally,two kinds of examples were presented and compared with the existing computation.The good agreements show that the proposed theoretical analysis approach in the paper is correct.The efforts were conducted to improve the optimization method,to indicate the search direction and path,and to avoid only searching the local optimal solution which would result in missed probable failure points. 展开更多
关键词 non-probabilistic Reliability Interval model Theoretical analysis Probable failure point
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NO-ARBITRAGE SYMMETRIES
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作者 Iván DEGANO Sebastián FERRANDO Alfredo GONZáLEZ 《Acta Mathematica Scientia》 SCIE CSCD 2022年第4期1373-1402,共30页
The no-arbitrage property is widely accepted to be a centerpiece of modern financial mathematics and could be considered to be a financial law applicable to a large class of(idealized) markets.This paper addresses the... The no-arbitrage property is widely accepted to be a centerpiece of modern financial mathematics and could be considered to be a financial law applicable to a large class of(idealized) markets.This paper addresses the following basic question:can one characterize the class of transformations that leave the law of no-arbitrage invariant?We provide a geometric formalization of this question in a non probabilistic setting of discrete time-the so-called trajectorial models.The paper then characterizes,in a local sense,the no-arbitrage symmetries and illustrates their meaning with a detailed example.Our context makes the result available to the stochastic setting as a special case. 展开更多
关键词 No arbitrage symmetry convexity preserving maps non-probabilistic markets
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