The first passage time has many applications in fields like finance,econometrics,statistics,and biology.However,explicit formulas for the first passage density have only been obtained for a few cases.This paper derive...The first passage time has many applications in fields like finance,econometrics,statistics,and biology.However,explicit formulas for the first passage density have only been obtained for a few cases.This paper derives an explicit formula for the first passage density of Brownian motion with twosided piecewise continuous boundaries which may have some points of discontinuity.Approximations are used to obtain a simplified formula for estimating the first passage density.Moreover,the results are also generalized to the case of two-sided general nonlinear boundaries.Simulations can be easily carried out with Monte Carlo method and it is demonstrated for several typical two-sided boundaries that the proposed approximation method offers a highly accurate approximation of first passage density.展开更多
From the concept of four-dimensional space and under the four kinds of time limit conditions, some general theorems for elastodynamics are developed, such as the principle of possible work action, the virtual displace...From the concept of four-dimensional space and under the four kinds of time limit conditions, some general theorems for elastodynamics are developed, such as the principle of possible work action, the virtual displacement principle, the virtual stress-momentum principle, the reciprocal theorems and the related theorems of time terminal conditions derived from it. The variational principles of potential energy action and complementary energy action, the H-W principles, the H-R principles and the constitutive variational principles for elastodynamics are obtained. Hamilton's principle, Toupin's work and the formulations of Ref. [5], [17]-[24] may be regarded as some special cases of the general principles given in the paper. By considering three cases: piecewise space-time domain, piecewise space domain, piecewise time domain, the piecewise variational principles including the potential, the complementary and the mixed energy action fashions are given. Finally, the general formulation of piecewise variational principles is derived. If the time dimension is not considered, the formulations obtained in the paper will become the corresponding ones for elastostatics.展开更多
基于振型转换的思想,提出了一种求解分段线性边界条件,以及可将其他非线性边界条件转化为分段线性边界条件的连续体振动问题的方法———相对振型转换法(Relative Mode Transfer Method,RMTM),用该法研究了端点带双阻挡悬臂梁的非线性...基于振型转换的思想,提出了一种求解分段线性边界条件,以及可将其他非线性边界条件转化为分段线性边界条件的连续体振动问题的方法———相对振型转换法(Relative Mode Transfer Method,RMTM),用该法研究了端点带双阻挡悬臂梁的非线性振动。利用相对振型转换法处理了梁的接触振型与非接触振型的振动转换,与Moon于1983年所提方法进行了相互印证,通过时程图与幅频响应图,将两种方法得到的梁端点响应的结果进行对比,证实了相对振型转换法的正确性;并研究了一类边界条件梁的非线性振动,通过梁端点的幅值响应的分岔图,讨论了振型之间的耦合、模态阻尼及端点弹簧刚度对梁端点响应的影响。结果表明,弹簧刚度、阻尼、激励力等不同的参数组合可以导致梁的单周期运动、多周期运动以及混沌运动,得到了上述复杂非线性响应在激励力频域上存在的区域。展开更多
基金Supported by the Fundamental Research Funds for the Central Universities,the Research Funds of Renmin University of China(Grant No.22XNL016)。
文摘The first passage time has many applications in fields like finance,econometrics,statistics,and biology.However,explicit formulas for the first passage density have only been obtained for a few cases.This paper derives an explicit formula for the first passage density of Brownian motion with twosided piecewise continuous boundaries which may have some points of discontinuity.Approximations are used to obtain a simplified formula for estimating the first passage density.Moreover,the results are also generalized to the case of two-sided general nonlinear boundaries.Simulations can be easily carried out with Monte Carlo method and it is demonstrated for several typical two-sided boundaries that the proposed approximation method offers a highly accurate approximation of first passage density.
基金Doctorate Training Fund of National Education Commission of China
文摘From the concept of four-dimensional space and under the four kinds of time limit conditions, some general theorems for elastodynamics are developed, such as the principle of possible work action, the virtual displacement principle, the virtual stress-momentum principle, the reciprocal theorems and the related theorems of time terminal conditions derived from it. The variational principles of potential energy action and complementary energy action, the H-W principles, the H-R principles and the constitutive variational principles for elastodynamics are obtained. Hamilton's principle, Toupin's work and the formulations of Ref. [5], [17]-[24] may be regarded as some special cases of the general principles given in the paper. By considering three cases: piecewise space-time domain, piecewise space domain, piecewise time domain, the piecewise variational principles including the potential, the complementary and the mixed energy action fashions are given. Finally, the general formulation of piecewise variational principles is derived. If the time dimension is not considered, the formulations obtained in the paper will become the corresponding ones for elastostatics.
文摘基于振型转换的思想,提出了一种求解分段线性边界条件,以及可将其他非线性边界条件转化为分段线性边界条件的连续体振动问题的方法———相对振型转换法(Relative Mode Transfer Method,RMTM),用该法研究了端点带双阻挡悬臂梁的非线性振动。利用相对振型转换法处理了梁的接触振型与非接触振型的振动转换,与Moon于1983年所提方法进行了相互印证,通过时程图与幅频响应图,将两种方法得到的梁端点响应的结果进行对比,证实了相对振型转换法的正确性;并研究了一类边界条件梁的非线性振动,通过梁端点的幅值响应的分岔图,讨论了振型之间的耦合、模态阻尼及端点弹簧刚度对梁端点响应的影响。结果表明,弹簧刚度、阻尼、激励力等不同的参数组合可以导致梁的单周期运动、多周期运动以及混沌运动,得到了上述复杂非线性响应在激励力频域上存在的区域。
