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论资产价格波动、资本市场规模与宏观经济
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作者 何圣财 杨静 《漳州师范学院学报(哲学社会科学版)》 2011年第3期26-30,共5页
近20年来,世界范围内的金融危机频繁爆发,尤其是由美国次贷危机引发的全球金融危机,更是引发了人们对资产价格波动和资本市场发展的进一步思考。资产价格波动与宏观经济有何关系?资本市场规模对宏观经济有何影响?资本市场的适度规模是多... 近20年来,世界范围内的金融危机频繁爆发,尤其是由美国次贷危机引发的全球金融危机,更是引发了人们对资产价格波动和资本市场发展的进一步思考。资产价格波动与宏观经济有何关系?资本市场规模对宏观经济有何影响?资本市场的适度规模是多少?通过建立动态随机宏观经济模型,研究资产价格波动和资本市场规模对消费、经济波动的影响,使得对资产价格波动和资产市场规模方面的研究能更进一步。 展开更多
关键词 资产价格波动 资本市场规模 宏观经济 动态随机方程 经济波动
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Analysis Model of Dynamic Response on the Circular Caisson Breakwater Under Random Wave
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作者 严驰 钟晓红 +1 位作者 周锡礽 肖仕宝 《Transactions of Tianjin University》 EI CAS 2006年第2期125-131,共7页
The random wave load is applied to dynamic response analysis of circular caisson breakwater. The motion process of circular caisson breakwater is classified as rotation motion mode and rotation-and-sliding motion mode... The random wave load is applied to dynamic response analysis of circular caisson breakwater. The motion process of circular caisson breakwater is classified as rotation motion mode and rotation-and-sliding motion mode. The dynamic model system composed of damper-antislider to control the lateral sliding is introduced, and corresponding dynamic equations of two motion modes are established. The formulas to calculate added mass and new conversion relation of the unit rota- tional stiffness coefficient are put forward according to the characteristic of the circular caisson breakwater. An engineering case is calculated by a program compiled in Fortran language using proposed dynamic model and method. The validity of the model is calibrated. 展开更多
关键词 circular caisson BREAKWATER random wave dynamic response motion equation numerical simulation
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Analysis of some large-scale nonlinear stochastic dynamic systems with subspace-EPC method
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作者 ER GuoKang IU VaiPan 《Science China(Physics,Mechanics & Astronomy)》 SCIE EI CAS 2011年第9期1631-1637,共7页
The probabilistic solutions to some nonlinear stochastic dynamic (NSD) systems with various polynomial types of nonlinearities in displacements are analyzed with the subspace-exponential polynomial closure (subspace-E... The probabilistic solutions to some nonlinear stochastic dynamic (NSD) systems with various polynomial types of nonlinearities in displacements are analyzed with the subspace-exponential polynomial closure (subspace-EPC) method. The space of the state variables of the large-scale nonlinear stochastic dynamic system excited by Gaussian white noises is separated into two subspaces. Both sides of the Fokker-Planck-Kolmogorov (FPK) equation corresponding to the NSD system are then integrated over one of the subspaces. The FPK equation for the joint probability density function of the state variables in the other subspace is formulated. Therefore, the FPK equations in low dimensions are obtained from the original FPK equation in high dimensions and the FPK equations in low dimensions are solvable with the exponential polynomial closure method. Examples about multi-degree-offreedom NSD systems with various polynomial types of nonlinearities in displacements are given to show the effectiveness of the subspace-EPC method in these cases. 展开更多
关键词 nonlinear stochastic dynamic systems large-scale systems probability density function Fokker-Planck-Kolmogorov equation subspace-EPC
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