Identification of time-varying system and energy-based optimization of adaptive control in seismically excited structure

The combination of structural health monitoring and vibration control is of great importance to provide components of smart structures.While synthetic algorithms have been proposed,adaptive control that is compatible with changing conditions still needs to be used,and time-varying systems are required to be simultaneously estimated with the application of adaptive control.In this research,the identification of structural time-varying dynamic characteristics and optimized simple adaptive control are integrated.First,reduced variations of physical parameters are estimated online using the multiple forgetting factor recursive least squares(MFRLS)method.Then,the energy from the structural vibration is simultaneously specified to optimize the control force with the identified parameters to be operational.Optimization is also performed based on the probability density function of the energy under the seismic excitation at any time.Finally,the optimal control force is obtained by the simple adaptive control(SAC)algorithm and energy coefficient.A numerical example and benchmark structure are employed to investigate the efficiency of the proposed approach.The simulation results revealed the effectiveness of the integrated online identification and optimal adaptive control in systems.

Optimal Insurance with Background Risk under the Ambiguity and Belief Heterogeneity Structure

In this paper, we discuss the optimal insurance in the presence of background risk while the insured is ambiguity averse and there exists belief heterogeneity between the insured and the insurer. We give the optimal insurance contract when maxing the insured’s expected utility of his/her remaining wealth under the smooth ambiguity model and the heterogeneous belief form satisfying the MHR condition. We calculate the insurance premium by using generalized Wang’s premium and also introduce a series of stochastic orders proposed by [1] to describe the relationships among the insurable risk, background risk and ambiguity parameter. We obtain the deductible insurance is the optimal insurance while they meet specific dependence structures.

Geostructures, dynamics and risk mitigation of high-altitude and long- runout rockslides

Long-runout rockslides at high altitude could cause disaster chain in river basins and destroy towns and major infrasturctures.This paper firstly explores the initiation mechanism of high-altitude and long-runout rockslides.Two types of sliding-prone geostructure models,i.e.the fault control type in orogenic belt and the fold control type in platform area,are proposed.Then,large-scale experimental apparatus and associated numerical simulations are conducted to understanding the chain-style dynamics of rockslide-debris avalanche-debris flow.The results reveal the fragmentation effects,the rheological behaviors and the boundary layer effect of long-runout avalanche-debris flow.The dynamic character-istics of quasi-static-transition-inertia state and solid-liquid coupling in rapid movement of rockslide-debris avalanche-debris flow are investigated.Finally,the risk mitigation strategy of the non-structure and structure for resilient energy dissipation are illustrated for initiation,transition and deposition zones.The structural prevention and mitigation methods have been successfully applied to the high-altitude and long-runout rockslides in Zhouqu and Maoxian of the Wenchuan earthquake zone,as well as the other major geohazards in Qinghai-Tibet Plateau and its adjacent areas.

Safety Risk Assessment of Overturning Construction of Towering Structure Based on Cloud Matter–Element Coupled Model

Rapid urbanization has led to a surge in the number of towering structures,and overturning is widely used because it can better accommodate the construction of shaped structures such as variable sections.The complexity of the construction process makes the construction risk have certain randomness,so this paper proposes a cloudbased coupled matter-element model to address the ambiguity and randomness in the safety risk assessment of overturning construction of towering structures.In the pretended model,the digital eigenvalues of the cloud model are used to replace the eigenvalues in the matter–element basic element,and calculate the cloud correlation of the risk assessment metrics through the correlation algorithm of the cloud model to build the computational model.Meanwhile,the improved hierarchical analysis method based on the cloud model is used to determine the weight of the index.The comprehensive evaluation scores of the evaluation event are then obtained through the weighted average method,and the safety risk level is determined accordingly.Through empirical analysis,(1)the improved hierarchical analysis method based on the cloud model can incorporate the data of multiple decisionmakers into the calculation formula to determine theweights,which makes the assessment resultsmore credible;(2)the evaluation results of the cloud-basedmatter-element coupledmodelmethod are basically consistent with those of the other two commonly used methods,and the confidence factor is less than 0.05,indicating that the cloudbased physical element coupled model method is reasonable and practical for towering structure overturning;(3)the cloud-based coupled element model method,which confirms the reliability of risk level by performing Spearman correlation on comprehensive assessment scores,can provide more comprehensive information of instances compared with other methods,and more comprehensively reflects the fuzzy uncertainty relationship between assessment indexes,which makes the assessment results more realistic,scientific and reliable.

PRICING EUROPEAN OPTION IN A DOUBLE EXPONENTIAL JUMP-DIFFUSION MODEL WITH TWO MARKET STRUCTURE RISKS AND ITS COMPARISONS

Using Fourier inversion transform, P.D.E. and Feynman-Kac formula, the closedform solution for price on European call option is given in a double exponential jump-diffusion model with two different market structure risks that there exist CIR stochastic volatility of stock return and Vasicek or CIR stochastic interest rate in the market. In the end, the result of the model in the paper is compared with those in other models, including BS model with numerical experiment. These results show that the double exponential jump-diffusion model with CIR-market structure risks is suitable for modelling the real-market changes and very useful.

Adaptive Variable Structure Control of MIMO Nonlinear Systems with Time-varying Delays and Unknown Dead-zones

In this paper, adaptive variable structure neural control is presented for a class of uncertain multi-input multi-output （MIMO） nonlinear systems with state time-varying delays and unknown nonlinear dead-zones. The unknown time-varying delay uncer- tainties are compensated for using appropriate Lyapunov-Krasovskii functionals in the design. The approach removes the assumption of linear function outside the deadband without necessarily constructing a dead-zone inverse as an added contribution. By utilizing the integral-type Lyapunov function and introducing an adaptive compensation term for the upper bound of the residual and optimal approximation error as well as the dead-zone disturbance, the closed-loop control system is proved to be semi-globally uniformly ultimately bounded. In addition, a modified adaptive control algorithm is given in order to avoid the high-frequency chattering phenomenon. Simulation results demonstrate the effectiveness of the approach.

Risk Based Optimal Inspection and Repair Planning for Ship Structures Subjected to Corrosion Deterioration

A framework of risk based inspection and repair planning was presented to optimize for the ship structures subjected to corrosion deterioration. The planning problem was formulated as an optimization problem where the expected lifetime costs were minimized with a constraint on the minimum acceptable reliability index. The safety margins were established for the inspection events, the repair events and the failure events for ship structures. Moreover, the formulae were derived to calculate failure probabilities and repair probabilities. Based on them, a component subjected to corrosion is investigated for illustration of the process of selecting the optimal inspection and repair strategy. Furthermore, some sensitivity studies were provided. The results show that the optimal inspection instants should take place before the reliability index reaches the minimum acceptable reliability index. The optimal target failure probability is 10 -3 . In addition, a balance can be achieved between the risk cost and total expected inspection and repair costs by means of the risk-based optimal inspection and repair method, which is very effective in selecting the optimal inspection and repair strategy.

Supply-Side Structural Reform, Digital Economy and Corporate Default Risk

In recent years, a lot of corporate defaults have had an impact on the capital market. How to prevent corporate default risks has become an important topic of concern for the academic community, enterprises and the government. We took China’s A-share listed companies from 2012 to 2018 as a sample, and used the double difference method to analyze the impact of supply-side structural reforms on corporate default risks. We found that supply-side structural reforms have reduced the risk of corporate default, and the inhibitory effect has gradually increased. In the relationship between supply-side structural reforms and corporate default risks, corporate financing capabilities have played an intermediary role. Supply-side structural reforms can improve the company’s endogenous financing capabilities, thereby reducing the risk of corporate default. However, we also found that the mediating effect of a company’s exogenous financing capability is not significant. At the same time, the regression results show that the digital economy can play a regulatory role. It can not only actively regulate the relationship between supply-side structural reforms and corporate default risks, but also mediate the mediating effect of corporate endogenous financing capabilities. The results of this article provide some evidence for the synergy between supply-side structural reforms and the digital economy.

Risk Assessment and Optimisation of Blast Mitigation Strategies for Design and Strengthening of Built Infrastructure

A probabilistic risk assessment procedure is developed which can predict risks of explosive blast damage to built infrastructure, and when combined with life-cycle cost analysis, the procedure can be used to optimise blast mitigation strategies. The paper focuses on window glazing since this is a load-capacity system which, when subjected to blast loading, has caused significant damage and injury to building occupants. Structural reliability techniques are used to derive blast reliability curves for annealed and toughened glazing subjected to explosive blast for a variety of threat scenarios. The probabilistic analyses include the uncertainties associated with blast modelling, glazing response and glazing failure criteria. Damage risks are calculated for an individual window and for windows in the facade of a multi-storey commercial building. The paper shows an illustrative example of how this information, when combined with risk-based decision-making criteria, can be used to optimise blast mitigation strategies.

Co-alignment between Environment Risk,Capital Structure,Growth and High-tech Firm Performance

To examine whether there is a co-alignment relationship between environment risk, capital structure, growth and high-tech firm performance, the environment risk was measured from the viewpoint of environment change, the long-term debt ratio was adopted as the measure of the capital structure, and the total asset growth and sales growth were chosen to measure the growth of high-tech firms. Regression analysis shows that there is a significant relationship between environment risk, growth and performance of hightech firms measured by the return on equity and cash flow, respectively.

A practical approach for seismic risk assessment of underground structures:A case study of Iranian subway tunnels

Active geological and young faulted zones have made Iran's territory one of the most seismological active areas in the world according to recent historical earthquakes.Some of the deadliest earthquakes such as Gilan 1990 and Kermanshah 2018 caused tens of thousands fatalities.If such violent earthquakes affect strategical structures of a country,indirect losses would be more concerning than direct losses.Nowadays there is no doubt about the vital role of tunnels and underground structures in urban areas.These facilities serve as nonstop functional structures for human transportation,water and sewage systems and underground pedestrian ways.Any external hazard subjected to underground spaces,such as earthquake could directly affect passenger's lives and significantly decrease whole system reliability of public transportation.Commonly two earthquake levels of intensities,Maximum Design Earthquake(MDE)and Operating Design Earthquake(ODE)were used in seismic design of underground structures.However,uncertain nature of earthquakes in terms of frequency content,duration of strong ground motion,and level of intensity indicate that only the two levels of earthquake(ODE and MDE)cannot cover the all range of possible seismic responses of structures during a probable earthquake.It is important to evaluate the behavior of tunnel under a wide range of earthquake intensities.For this purpose,a practical risk-based approach which is obtained using the total probability rule was used.This study illustrates a framework for evaluation seismic stability of tunnels.Urban railway tunnels of Tehran,Shiraz,Ahwaz,Mashhad,Isfahan and Tabriz were considered as study cases.Nominal value of seismic risk for three main damage states,including minor,moderate and major were calculated.

A Receiver Structure for Frequency-Flat Time-Varying Rayleigh Channels and Performance Analysis

This paper proposes a wavelet based receiver structure for frequency-flat time-varying Rayleigh channels, consisting of a receiver front-end followed by a Maximum A-Posteriori (MAP) detector. Discretization of the received continuous time signal using filter banks is an essential stage in the front-end part, where the Fast Haar Transform (FHT) is used to reduce complexity. Analysis of our receiver over slow-fading channels shows that it is optimal for certain modulation schemes. By comparison with literature, it is shown that over such channels our receiver can achieve optimal performance for Time-Orthogonal modulation. Computed and Monte-Carlo simulated performance results over fast time-varying Rayleigh fading channels show that with Minimum Shift Keying (MSK), our receiver using four basis functions (filters) lowers the error floor by more than one order of magnitude with respect to other techniques of comparable complexity. Orthogonal Frequency Shift Keying (FSK) can achieve the same performance as Time-Orthogonal modulation for the slow-fading case, but suffers some degradation over fast-fading channels where it exhibits an error floor. Compared to MSK, however, Orthogonal FSK provides better performance.

The Crust-mantle Structure and Seismic Risk in Tangyin Graben and Its Adjacent Area

1-D and 2-D calculation and interpretation are carried out with the DSS data from the western section of Heze-Changzhi profile and the southern section of Zhengzhou-Jinan profile. 2-D velocity structure is determined in Tangyin graben and its adjacent area. The result shows that velocity structure of the crust and upper mantle is obviously different in vertical and lateral directions. Crustal thickness varies apparently in this area, and there are local low velocity blocks in the interior crust. The swelling M-discontinuity corresponds to Tangyin graben and Moho depth at the highest swelling position is 31 km. Toward the east, its depth gradually increases to 32 km in Xunxian swelling; toward the west, M-discontinuity becomes a steep zone at the piedmont uplift of Taihang Mountain and reaches 40 km at depth near Changzhi. Through analyzing the relationship between historical earthquakes and deep structure in North China, we infer that seismic risk exists in Tangyin graben and its adjacent area.

Time-varying impact of political risk on copper prices

Using the International Country Risk Guide(ICRG)index to represent countries’political risk,the time-varying effect of political risk on copper prices was examined based on the time-varying parameter structural vector autoregression with stochastic volatility(TVP-SVAR-SV)model.The empirical results show that the impact of political risk on copper prices is time-varying and has tended to increase gradually in recent years.There are significant country-level differences in the impact of political risk on copper prices.Political risk has a stronger and longer-lasting impact on copper prices in exporting countries.In terms of risk sources,external and internal conflicts contribute most to international copper price fluctuations in the sample period.The impact of political risk on copper prices reaches an extreme level during the international financial crisis,the European debt crisis,and the election of Donald Trump.

Identifi cation of model structure parameters via combination of AFMM and ARX from seismic response data

To identify the model structure parameters in shaking table tests from seismic response, especially from time- varying response records, this paper presents a new methodology by combining the online recursive Adaptive Forgetting through Multiple Models （AFMM） and offtine Auto-Regression with eXogenous variables （ARX） model. First, the AFMM is employed to detect whether the response of model structure is time-invariant or time-varying when subjected to strong motions. Second, if the response is time-invariant, the modal parameters are identified from the entire response record, such as the acceleration time-history using the ARX model. If the response is time-varying, the acceleration record is divided into three segments according to the accurate time-varying points detected by AFMM, and parameters are identified by only using the tail segment data, which is time-invariant and suited for analysis by the ARX model. Finally, the changes in dynamic properties due to various strong motions are obtained using the presented methodology. The feasibility and advantages of the method are demonstrated by identifying the modal parameters of a 12-story reinforced concrete （RC） frame structure in a shaking table test.

Effects of transgenic poplar clone 741 with insect resistance on structure and diversity of arthropod community

Arthropod community structure and diversity were investigated in transgenic insect-resistant hybrid poplar 741 field trial plots, which had five isogenic clones with two genes （Bt. toxin [Cry IAc] and arrowhead proteinase inhibitor [API]） in comparison to control plots. Transgenic poplar clones were investigated according to their insect resistance （high and medium resistant clones）, being systematically probed into varying levels with feeding tests before. Investigations were carded out during three years （2002, 2003 and 2005）. The results indicated that among the basal species, transgenic plants in general had lower amounts of phytophagous insects, and an increased quantity of neutral arthropods such as saprophytic and strolling species. Among the top and intermediate species in transgenic variants, the quantity of predatory natural enemies was increased, while the amount of parasitoid ones was slightly reduced. The arthropod community characteristic indices were analyzed from different aspects in the three variants. It was discovered that, not only the characteristic indices of the whole arthropod community, but also the characteristic indices of the sub-communities （such as natural enemy, pest and neutral arthropods） and the functional groups categorized by their feeding patterns, showed a higher diversity and evenness and a lower dominancy concentration indices in the high-resistant and medium-resistant plots compared with the control. Transgenic poplar 741 showed improved ecological effects both in partial and total aspects. It could be concluded that composition and structure of the arthropod community in plots with transgenic insect-resistant poplar were turned to be more reasonable and itsdiversity and stability was enhanced.

The Seismogenic Structure and Deformation Mechanism of the Lushan(MW 6.6) Earthquake, Sichuan, China

On April 20 th, 2013, an earthquake of magnitude MW 6.6 occurred at Lushan of Sichuan on the southern segment of the Longmenshan fault zone, with no typical coseismic surface rupture. This work plotted an isoseismal map of the earthquake after repositioning over 400 post–earthquake macro–damage survey points from peak ground acceleration（PGA） data recorded by the Sichuan Digital Strong Earthquake Network. This map indicates that the Lushan earthquake has a damage intensity of IX on the Liedu scale, and that the meizoseismal area displays an oblate ellipsoid shape, with its longitudinal axis in the NE direction. No obvious directivity was detected. Furthermore, the repositioning results of 3323 early aftershocks, seismic reflection profiles and focal mechanism solutions suggests that the major seismogenic structure of the earthquake was the Dayi Fault, which partly defines the eastern Mengshan Mountain. This earthquake resulted from the thrusting of the Dayi Fault, and caused shortening of the southern segment of the Longmenshan in the NW–SE direction. Coseismal rupture was also produced in the deep of the Xinkaidian Fault. Based on the above seismogenic model and the presentation of coseismic surface deformation, it is speculated that there is a risk of more major earthquakes occurring in this region.

Valuation of Credit Default Swap with Counterparty Default Risk by Structural Model

This paper provides a methodology for valuing a credit default swap (CDS) with considering a counterparty default risk. Using a structural framework, we study the correlation of the reference entity and the counterparty through the joint distribution of them. The default event discussed in our model is associated to whether the minimum value of the companies in stochastic processes has reached their thresholds (default barriers). The joint probability of minimums of correlated Brownian motions solves the backward Kolmogorov equation, which is a two dimensional partial differential equation. A closed pricing formula is obtained. Numerical methodology, parameter analysis and calculation examples are implemented.

An integrated risk sensing system for geo-structural safety

Over the last decades,geo-structures are experiencing a rapid development in China.The potential risks inherent in the huge amount of construction and asset operation projects in China were well managed in the major project,i.e.the project of Shanghai Yangtze tunnel in 2002.Since then,risk assessment of geostructures has been gradually developed from a qualitative manner to a quantitative manner.However,the current practices of risk management have been paid considerable attention to the assessment,but little on risk control.As a result,the responses to risks occurrences after a comprehensive assessment are basically too late.In this paper,a smart system for risk sensing incorporating the wireless sensor network(WSN) on-site visualization techniques and the resilience-based repair strategy was proposed.The merit of this system is the real-time monitoring for geo-structural performance and dynamic pre-warning for safety of on-site workers.The sectional convergence,joint opening,and seepage of segmental lining of shield tunnel were monitored by the micro-electro-mechanical systems(MEMS) based sensors.The light emitting diode(LED) coupling with the above WSN system was used to indicate different risk levels on site.By sensing the risks and telling the risks in real time,the geo-risks could be controlled and the safety of geo-structures could be assured to a certain degree.Finally,a resilience-based analysis model was proposed for designing the repair strategy by using the measured data from the WSN system.The application and efficiency of this system have been validated by two cases including Shanghai metro tunnel and underwater road tunnel.

A Nonlinear Control Model of Growth, Risk and Structural Change

Uncertainty is perceived as the means of removing the obstacles to growth through the activation of Knig- htian entrepreneurship. A dynamic stochastic model of continuous-time growth is proposed and empirically tested, including equilibrating and creative entrepreneurial activity. We find that uncertainty affects economic growth and the rate of return, and causes structural changes in portfolio shares for the two types of entrepreneurial events. Structural change depends mainly on the intertemporal rate of substitution, productiv-ity ratios, and finally intersectoral difference in return and risk.