To calculate the aerodynamics of flapping-wing micro air vehicle(MAV) with the high efficiency and the engineering-oriented accuracy,an improved unsteady vortex lattice method (UVLM) for MAV is proposed. The metho...To calculate the aerodynamics of flapping-wing micro air vehicle(MAV) with the high efficiency and the engineering-oriented accuracy,an improved unsteady vortex lattice method (UVLM) for MAV is proposed. The method considers the influence of instantaneous wing deforming in flapping,as well as the induced drag,additionally models the stretching and the dissipation of vortex rings,and can present the aerodynamics status on the wing surface. An implementation of the method is developed. Moreover,the results and the efficiency of the proposed method are verified by CFD methods. Considering the less time cost of UVLM,for application of UVLM in the MAV optimization,the influence of wake vortex ignoring time saving and precision is studied. Results show that saving in CPU time with wake vortex ignoring the appropriate distance is considerable while the precision is not significantly reduced. It indicates the potential value of UVLM in the optimization of MAV design.展开更多
The ash contents in coal particles were examined in the paper dependably on particle size and its density. So, the two-dimensional regressive function Z = Z(P, D) was the searched object, where Z is random variable ...The ash contents in coal particles were examined in the paper dependably on particle size and its density. So, the two-dimensional regressive function Z = Z(P, D) was the searched object, where Z is random variable describing ash contents, P---density and D---particle diameter. This dependence was determined based on experimental data concerning the coal of type 31. For this coal, the method of ordinary kriging was applied to calculate the values of random variable Z. This method required the proper selection of so-called variogram function, in which four forms were considered in this paper in purpose to select the best solution. The given results were then evaluated by the mean standard error value and compared with empirical data.展开更多
A numerical simulation for a model of wood drying process is considered. The model is given by a couple of nonlinear differential equations. One is a nonlinear parabolic equation and the other one is a nonlinear ordin...A numerical simulation for a model of wood drying process is considered. The model is given by a couple of nonlinear differential equations. One is a nonlinear parabolic equation and the other one is a nonlinear ordinary equation. A difference scheme is derived by the method of reduction of order. First, a new variable is introduced and the original problem is rewritten into a system of the first-order differential equations. Secondly, a difference scheme is constructed for the later problem. The solvability, stability and convergence of the difference scheme are proved by the energy method. The convergence order of the difference scheme is secondorder both in time and in space. A prior error estimate is put forward. The new variable is put aside to reduce the computational cost. A numerical example testifies the theoretical result.展开更多
The method for pricing the option in a market with interval number factors is proposed. The no-arbitrage principle in the interval number valued market and the rule to judge the reasonability of a price interval are g...The method for pricing the option in a market with interval number factors is proposed. The no-arbitrage principle in the interval number valued market and the rule to judge the reasonability of a price interval are given. Using the method, the price interval where the riskless interest and the volatility under B-S setting is given. The price interval from binomial tree model when the key factors u, d, R are all interval numbers is also discussed.展开更多
This paper proposes a dimension reduction technique on lattice model, an extension of the discrete CRR (1979) model, for option pricing. Applications are demonstrated on pricing some vulnerable options with the payo...This paper proposes a dimension reduction technique on lattice model, an extension of the discrete CRR (1979) model, for option pricing. Applications are demonstrated on pricing some vulnerable options with the payoff functions including two stochastic processes: the underlying stock price and the assets value of the option writer. Instead of building a bivariate tree structure for these correlated processes, a univariate binomial tree for the underlying stock price is only constructed. The proposed univariate binomial tree model is sufficient to undertake, though two underlying assets are involved.展开更多
Reserve estimation is a key to find the correct NPV in a mining project. The most important factor in reserve estimation is the metal price. Metal price fluctuations in recent years were exaggerated, and imposed a hig...Reserve estimation is a key to find the correct NPV in a mining project. The most important factor in reserve estimation is the metal price. Metal price fluctuations in recent years were exaggerated, and imposed a high degree of uncertainty to the reserve estimation, and in consequence to the whole mine planning procedure. Real option approach is an efficient method of decision making in the uncertain conditions. This approach has been used for evaluation of defined natural resources projects until now. This study considering the metal price uncertainty used real option approach to prepare a methodology for reserve estimation in open pit mines. This study was done on a copper cylindrical deposit, but the achieved methodology can be adjusted for all kinds of deposits. This methodology was comprehensively described through the examples in such a manner that can be used by the mine planners.展开更多
The framework of digital signature based on qualified certificates and X. 509 architecture is known to have many security risks. Moreover, the fraud prevention mechanism is fragile and does not provide strong guarante...The framework of digital signature based on qualified certificates and X. 509 architecture is known to have many security risks. Moreover, the fraud prevention mechanism is fragile and does not provide strong guarantees that can be necessary for flow of legal documents. Mediated signatures have been proposed as a mechanism to effectively disable signature cards. In this paper we propose further mechanisms that can be applied on top of mediated RSA, compatible with the standard format, but providing security guarantees even in the case when RSA becomes broken or the keys are compromised. The solution is immune tokleptographic attacks as only deterministic algorithms are used on user's side.展开更多
This paper deals with options on assets, such as stocks or indexes, which pay cash dividends. Pricing methods which consider discrete dividends are usually computationally expensive and become infeasible when one cons...This paper deals with options on assets, such as stocks or indexes, which pay cash dividends. Pricing methods which consider discrete dividends are usually computationally expensive and become infeasible when one considers multiple dividends paid during the option lifetime. This is the case of long-term options and options on indexes. The first purpose of this paper is to assess efficient and accurate numerical procedures which yield consistent prices for both European and American options when the underlying asset pays discrete dividends. The authors then analyze some methodologies to extract information on implied volatilities and dividends from quoted option prices. Implied dividends can also be computed using a modified version of the well-known put-call parity relationship. This technique is straightforward, nevertheless, its use is limited to European options, and when dealing with equities, most traded options are of American type. As an alternative, the numerical inversion of pricing methods, such as efficient interpolated binomial method, can be used. This paper applies different procedures to obtain implied volatilities and dividends of listed stocks of the Italian derivatives market (IDEM).展开更多
One of the surface mining methods is open-pit mining,by which a pit is dug to extract ore or waste downwards from the earth’s surface.In the mining industry,one of the most significant difficulties is long-term produ...One of the surface mining methods is open-pit mining,by which a pit is dug to extract ore or waste downwards from the earth’s surface.In the mining industry,one of the most significant difficulties is long-term production scheduling(LTPS)of the open-pit mines.Deterministic and uncertainty-based approaches are identified as the main strategies,which have been widely used to cope with this problem.Within the last few years,many researchers have highly considered a new computational type,which is less costly,i.e.,meta-heuristic methods,so as to solve the mine design and production scheduling problem.Although the optimality of the final solution cannot be guaranteed,they are able to produce sufficiently good solutions with relatively less computational costs.In the present paper,two hybrid models between augmented Lagrangian relaxation(ALR)and a particle swarm optimization(PSO)and ALR and bat algorithm(BA)are suggested so that the LTPS problem is solved under the condition of grade uncertainty.It is suggested to carry out the ALR method on the LTPS problem to improve its performance and accelerate the convergence.Moreover,the Lagrangian coefficients are updated by using PSO and BA.The presented models have been compared with the outcomes of the ALR-genetic algorithm,the ALR-traditional sub-gradient method,and the conventional method without using the Lagrangian approach.The results indicated that the ALR is considered a more efficient approach which can solve a large-scale problem and make a valid solution.Hence,it is more effectual than the conventional method.Furthermore,the time and cost of computation are diminished by the proposed hybrid strategies.The CPU time using the ALR-BA method is about 7.4%higher than the ALR-PSO approach.展开更多
The algorithm for constructing conservation laws of Euler Lagvange type equations via Noether-type symmetry operators associated with partial Lagrangian has been presented. As applications, many new conservation laws ...The algorithm for constructing conservation laws of Euler Lagvange type equations via Noether-type symmetry operators associated with partial Lagrangian has been presented. As applications, many new conservation laws of some important systems of nonlinear partial differential equations have been obtained.展开更多
Overset or Chimera grid approach is one of methods to cope with complex geometries. A spline based overset grid assembling system has been developed. The system is based on structured grid approach and covers comprehe...Overset or Chimera grid approach is one of methods to cope with complex geometries. A spline based overset grid assembling system has been developed. The system is based on structured grid approach and covers comprehensive features for overset assembling, i.e., grid generation, grid modification, and computing Domain Connectivity Information (DCI) for overset interpolation. Ferguson spline curve is used to compute curves through grid points and cell centers for trimming grids and computing DCI robustly and accurately. Flow simulation around Kriso Container Ship (KCS) with jointed grids shows good continuity of flow field between the grids. The overset grid assembling is enhanced to unsteady problem as dynamic overset approach coupled with a solver which also has been developed in National Maritime Research Institute, Japan. Computed results for pitchup spheroid are compared with measured data and show good agreement in unsteady force acting on the spheroid. It is confirmed that the system has capability to simulate flow field around jointed grids and unsteady flow with dynamic overset assembling approach practically.展开更多
A Legendre spectral approximation based on the pressure stabilization method for non-periodic, unsteady Navier-Stokes equations is considered. The generalized stability and the convergence are proved strictly. The app...A Legendre spectral approximation based on the pressure stabilization method for non-periodic, unsteady Navier-Stokes equations is considered. The generalized stability and the convergence are proved strictly. The approximation results in this paper are also useful for other non-linear problems.展开更多
基金Supported by the Aviation Science Foundation of China (2007ZA56001)the National Natural Science Foundation of China(50865009)~~
文摘To calculate the aerodynamics of flapping-wing micro air vehicle(MAV) with the high efficiency and the engineering-oriented accuracy,an improved unsteady vortex lattice method (UVLM) for MAV is proposed. The method considers the influence of instantaneous wing deforming in flapping,as well as the induced drag,additionally models the stretching and the dissipation of vortex rings,and can present the aerodynamics status on the wing surface. An implementation of the method is developed. Moreover,the results and the efficiency of the proposed method are verified by CFD methods. Considering the less time cost of UVLM,for application of UVLM in the MAV optimization,the influence of wake vortex ignoring time saving and precision is studied. Results show that saving in CPU time with wake vortex ignoring the appropriate distance is considerable while the precision is not significantly reduced. It indicates the potential value of UVLM in the optimization of MAV design.
文摘The ash contents in coal particles were examined in the paper dependably on particle size and its density. So, the two-dimensional regressive function Z = Z(P, D) was the searched object, where Z is random variable describing ash contents, P---density and D---particle diameter. This dependence was determined based on experimental data concerning the coal of type 31. For this coal, the method of ordinary kriging was applied to calculate the values of random variable Z. This method required the proper selection of so-called variogram function, in which four forms were considered in this paper in purpose to select the best solution. The given results were then evaluated by the mean standard error value and compared with empirical data.
基金The National Natural Science Foundation of China (No10471023)
文摘A numerical simulation for a model of wood drying process is considered. The model is given by a couple of nonlinear differential equations. One is a nonlinear parabolic equation and the other one is a nonlinear ordinary equation. A difference scheme is derived by the method of reduction of order. First, a new variable is introduced and the original problem is rewritten into a system of the first-order differential equations. Secondly, a difference scheme is constructed for the later problem. The solvability, stability and convergence of the difference scheme are proved by the energy method. The convergence order of the difference scheme is secondorder both in time and in space. A prior error estimate is put forward. The new variable is put aside to reduce the computational cost. A numerical example testifies the theoretical result.
文摘The method for pricing the option in a market with interval number factors is proposed. The no-arbitrage principle in the interval number valued market and the rule to judge the reasonability of a price interval are given. Using the method, the price interval where the riskless interest and the volatility under B-S setting is given. The price interval from binomial tree model when the key factors u, d, R are all interval numbers is also discussed.
文摘This paper proposes a dimension reduction technique on lattice model, an extension of the discrete CRR (1979) model, for option pricing. Applications are demonstrated on pricing some vulnerable options with the payoff functions including two stochastic processes: the underlying stock price and the assets value of the option writer. Instead of building a bivariate tree structure for these correlated processes, a univariate binomial tree for the underlying stock price is only constructed. The proposed univariate binomial tree model is sufficient to undertake, though two underlying assets are involved.
文摘Reserve estimation is a key to find the correct NPV in a mining project. The most important factor in reserve estimation is the metal price. Metal price fluctuations in recent years were exaggerated, and imposed a high degree of uncertainty to the reserve estimation, and in consequence to the whole mine planning procedure. Real option approach is an efficient method of decision making in the uncertain conditions. This approach has been used for evaluation of defined natural resources projects until now. This study considering the metal price uncertainty used real option approach to prepare a methodology for reserve estimation in open pit mines. This study was done on a copper cylindrical deposit, but the achieved methodology can be adjusted for all kinds of deposits. This methodology was comprehensively described through the examples in such a manner that can be used by the mine planners.
文摘The framework of digital signature based on qualified certificates and X. 509 architecture is known to have many security risks. Moreover, the fraud prevention mechanism is fragile and does not provide strong guarantees that can be necessary for flow of legal documents. Mediated signatures have been proposed as a mechanism to effectively disable signature cards. In this paper we propose further mechanisms that can be applied on top of mediated RSA, compatible with the standard format, but providing security guarantees even in the case when RSA becomes broken or the keys are compromised. The solution is immune tokleptographic attacks as only deterministic algorithms are used on user's side.
文摘This paper deals with options on assets, such as stocks or indexes, which pay cash dividends. Pricing methods which consider discrete dividends are usually computationally expensive and become infeasible when one considers multiple dividends paid during the option lifetime. This is the case of long-term options and options on indexes. The first purpose of this paper is to assess efficient and accurate numerical procedures which yield consistent prices for both European and American options when the underlying asset pays discrete dividends. The authors then analyze some methodologies to extract information on implied volatilities and dividends from quoted option prices. Implied dividends can also be computed using a modified version of the well-known put-call parity relationship. This technique is straightforward, nevertheless, its use is limited to European options, and when dealing with equities, most traded options are of American type. As an alternative, the numerical inversion of pricing methods, such as efficient interpolated binomial method, can be used. This paper applies different procedures to obtain implied volatilities and dividends of listed stocks of the Italian derivatives market (IDEM).
文摘One of the surface mining methods is open-pit mining,by which a pit is dug to extract ore or waste downwards from the earth’s surface.In the mining industry,one of the most significant difficulties is long-term production scheduling(LTPS)of the open-pit mines.Deterministic and uncertainty-based approaches are identified as the main strategies,which have been widely used to cope with this problem.Within the last few years,many researchers have highly considered a new computational type,which is less costly,i.e.,meta-heuristic methods,so as to solve the mine design and production scheduling problem.Although the optimality of the final solution cannot be guaranteed,they are able to produce sufficiently good solutions with relatively less computational costs.In the present paper,two hybrid models between augmented Lagrangian relaxation(ALR)and a particle swarm optimization(PSO)and ALR and bat algorithm(BA)are suggested so that the LTPS problem is solved under the condition of grade uncertainty.It is suggested to carry out the ALR method on the LTPS problem to improve its performance and accelerate the convergence.Moreover,the Lagrangian coefficients are updated by using PSO and BA.The presented models have been compared with the outcomes of the ALR-genetic algorithm,the ALR-traditional sub-gradient method,and the conventional method without using the Lagrangian approach.The results indicated that the ALR is considered a more efficient approach which can solve a large-scale problem and make a valid solution.Hence,it is more effectual than the conventional method.Furthermore,the time and cost of computation are diminished by the proposed hybrid strategies.The CPU time using the ALR-BA method is about 7.4%higher than the ALR-PSO approach.
基金supported by the State Key Basic Research Program of China under Grant No.2004CB318000
文摘The algorithm for constructing conservation laws of Euler Lagvange type equations via Noether-type symmetry operators associated with partial Lagrangian has been presented. As applications, many new conservation laws of some important systems of nonlinear partial differential equations have been obtained.
文摘Overset or Chimera grid approach is one of methods to cope with complex geometries. A spline based overset grid assembling system has been developed. The system is based on structured grid approach and covers comprehensive features for overset assembling, i.e., grid generation, grid modification, and computing Domain Connectivity Information (DCI) for overset interpolation. Ferguson spline curve is used to compute curves through grid points and cell centers for trimming grids and computing DCI robustly and accurately. Flow simulation around Kriso Container Ship (KCS) with jointed grids shows good continuity of flow field between the grids. The overset grid assembling is enhanced to unsteady problem as dynamic overset approach coupled with a solver which also has been developed in National Maritime Research Institute, Japan. Computed results for pitchup spheroid are compared with measured data and show good agreement in unsteady force acting on the spheroid. It is confirmed that the system has capability to simulate flow field around jointed grids and unsteady flow with dynamic overset assembling approach practically.
文摘A Legendre spectral approximation based on the pressure stabilization method for non-periodic, unsteady Navier-Stokes equations is considered. The generalized stability and the convergence are proved strictly. The approximation results in this paper are also useful for other non-linear problems.