Numerical analyses in the design of umbrella arch systems

Due to advances in numerical modelling, it is possible to capture complex support-ground interaction intwo dimensions and three dimensions for mechanical analysis of complex tunnel support systems,although such analysis may still be too complex for routine design calculations. One such system is theforepole element, installed within the umbrella arch temporary support system for tunnels, whichwarrants such support measures. A review of engineering literature illustrates that a lack of designstandards exists regarding the use of forepole elements. Therefore, when designing such support, designersmust employ complex numerical models combined with engineering judgement. With referenceto past developments by others and new investigations conducted by the authors on the Driskos tunnelin Greece and the Istanbul metro, this paper illustrates how advanced numerical modelling tools canfacilitate understanding of the influences of design parameters associated with the use of forepole elements.In addition, this paper highlights the complexity of the ground-support interaction whensimulated with two-dimensional （2D） finite element software using a homogenous reinforced region,and three-dimensional （3D） finite difference software using structural elements. This paper further illustratessequential optimisation of two design parameters （spacing and overlap） using numericalmodelling. With regard to capturing system behaviour in the region between forepoles for the purpose ofdimensioning spacing, this paper employs three distinctive advanced numerical models： particle codes,continuous finite element models with joint set and Voronoi blocks. Finally, to capture the behaviour/failure ahead of the tunnel face （overlap parameter）, 2D axisymmetric models are employed. Finally,conclusions of 2D and 3D numerical assessment on the Driskos tunnel are drawn. The data enriched casestudy is examined to determine an optimum design, based on the proposed optimisation of designparameters, of forepole elements related to the site-specific considerations. 2014 Institute of Rock and Soil Mechanics, Chinese Academy of Sciences. Production and hosting byElsevier B.V. All rights reserved.

ARIMA With GARCH Family Modeling and Projection on Share Volume of DSE

A suitable statistical model has been explored for the investors as well as the researchers to resolve the future estimation of share volume by using daily stock volume data from Dhaka Stock Exchange （DSE）. The daily volume data from the June 1, 2004 to April 19, 2010 were retrieved from DSE website as a secondary data source. The Maximum Likelihood---Autoregressive Conditional Heteroskedasticity （ARCH） （Marquardt） method has been applied to construct the models for the stock volume data of DSE by using statistical package software E-Views of verson-5. First of all, an ＂Auto Regressive Integrated Moving Average （ARIMA） model＂ was fitted and observed that heteroscedastic volatilities were still present there. To eliminate this dilemma, ARCH class of volatility models has been used and finally the ARIMA with EGARCH model has been explored. Findings of this study have recognized that ARIMA with EGARCH model implies low mean square error, low mean absolute error, low bias proportion, and low variance proportion for share volume data with comparing to other models. Hence, the modelling concept established in this study would be a decisive study for the investors as well as the researchers.

Analytical model of vertical load acting on jacked pipe considering soil arching effect in cohesionless soil

For the project of pipe jacking in cohesionless soil,it is key to determine the vertical load on jacked pipe so as to predict the jacking force accurately.In this paper,a new parabolic soil arching model was proposed to calculate the vertical load on jacked pipe.This proposed analytical model was composed of parabolic soil arching zone,parabola-typed collapse zone and friction arch zone.Combined with existing literature,the key parameters(i.e.,height of parabolic soil arching,horizontal pressure coefficient and width and height of friction arch)were determined.In addition,considering that the trajectory of major stress is parabola,the formula of horizontal pressure coefficient was deduced in the friction arch.The parabolic soil arching zone is assumed as a three-hinged arch with reasonable arch axis,and the formula of load transfer was derived considering the transition effect of parabolic soil arching.The results of experiment,theoretical models and numerical model were adopted to verify the proposed analytical model.Finally,the influence of the key parameters on the vertical load on jacked pipe were also discussed in detail.This work provides a meaningful reference for evaluating the vertical load on jacked pipe for design of pipe jacking.

Mixtures of Distributions and Volatility

Using Monte Carlo methods we generate time series with the following features： a） series with distributions that are the mix of two normal distributions with different variances, b） series that satisfy volatility models, c） series that satisfy an AR（1） model but with contaminated errors that follow the same distribution as the mixes given in a） and d） series that follow the same distribution as the mixes given in a） but with conditional heterocedasticity. From the analysis we see that it is difficult to identify in practical situations the real generating process of the series. In fact, the processes that come from distribution mixes have many similar characteristics to the ones that satisfy the volatility scheme. We use the corresponding theoretical considerations and also the usual tools in the identifying process of any time series; that is, series graphs, histograms, the corresponding sampling distributions, correlograms and partial correlograms.

Investigating seasonality,policy intervention and forecasting in the Indian gold futures market:a comparison based on modeling non‑constant variance using two different methods

This study focuses on the Indian gold futures market where primary participants hold sentimental value for the underlying asset and are globally ranked number two in terms of the largest private holdings in the physical form.The trade of gold futures relates to seasons,festivity,and government policy.So,the paper will discuss seasonality and intervention in the analysis.Due to non-constant variance,we will also use the standard variance stabilization transformation method and the ARIMA/GARCH modelling method to compare the forecast performance on the gold futures prices.The results from the analysis show that while the standard variance transformation method may provide better point forecast values,the ARIMA/GARCH modelling method provides much shorter forecast intervals.The empirical results of this study which rationalise the effect of seasonality in the Indian bullion derivative market have not been reported in literature.

Direct shear tests on cemented paste backfill-rock wall and cemented paste backfill-backfill interfaces

Even though a large number of large-scale arch dams with height larger than 200 m have been built in the world, the transient groundwater flow behaviors and the seepage control effects in the dam foundations under difficult geological conditions are rarely reported. This paper presents a case study on the transient groundwater flow behaviors in the rock foundation of Jinping I double-curvature arch dam, the world＇s highest dam of this type to date that has been completed. Taking into account the geological settings at the site, an inverse modeling technique utilizing the time series measurements of both hydraulic head and discharge was adopted to back-calculate the permeability of the foundation rocks,which effectively improves the uniqueness and reliability of the inverse modeling results. The transient seepage flow in the dam foundation during the reservoir impounding was then modeled with a parabolic variational inequality（PVI） method. The distribution of pore water pressure, the amount of leakage, and the performance of the seepage control system in the dam foundation during the entire impounding process were finally illustrated with the numerical results.

Numerical simulation of land subsidence and verification of its character for an iron mine using sublevel caving

Combined with a digital bored photography system and in-situ statistics concerning the joints and fissures of both ore-body and surrounding rock,a 2D discrete model was constructed using UDEC.The stress field and displacement field changes of different sublevel stoping systems were also studied.Changes in the overlying rock strata settlement pattern has been analyzed and validated by in-situ monitoring data.The results show that:in the caving process,there exists an obvious delay and jump for the overlying rock strata displacement over time,and a stable arch can be formed in the process of caving,which leads to hidden goafs.Disturbed by the mining activity,a stress increase occurred in both the hanging wall and the foot wall,demonstrating a hump-shaped distribution pattern.From the comparison between simulation results and in-situ monitoring results,land subsidence shows a slow-development,suddenfailure,slow-development cycle pattern,which leads eventually to a stable state.This pattern validates the existence of balanced arch and hidden goafs.

Finite difference analysis of an advance core pre-reinforcement system for Toulon's south tube

The stability of shallow tunnels excavated in full face has been a major challenge to the scientific community for a long time. In recent years, new techniques based on the installation of a pre-reinforcement system ahead of the tunnel face were developed to control the deformations and surface settlements induced by the excavation and to ensure the sustainability of the tunnel in the long term. In this paper, a finite difference numerical simulation was conducted to study the behaviors and effects of two pre-reinforcement systems, i.e. the face bolting and the umbrella arch system installed in a section of southern Toulon tunnel in France. For this purpose, two approaches were taken and compared： a two-dimensional （2D） approach based on the convergence–confinement method, and a three-dimensional （3D） approach taking into account the complete modeling of the tunnel. A 2D numerical back-analysis was performed to identify the geomechanical parameters that offer satisfactory agreement with the measurement results. The limit of this method lies in the exact choice of the stress relaxation ratio λ. To overcome this uncertainty, a 3D model was developed, which permitted to study the influence of different pre-support systems on the reaction of ground mass. Both 2D and 3D numerical approaches have been fitted to measurements recorded in a section of the Toulon tunnel and the very satisfactory correspondence has allowed validating the simulations. The results show that the 3D numerical analysis with a full discretization of the inclusions seems unquestionably the most reliable approach.

The Most Significant Factors Influencing the Price of Gold： An Empirical Analysis of the US Market

Gold is always a precious metal for many hundred years. Semi flexible gold demand and supply chain determines international gold prices in the long term. USA is ranked the world’s largest gold producer. This study mainly aims to investigate the dynamic factors which affect the price of gold and determine the essential macro-economic variable that has the most important role during the process. This paper examines USA over 13 years applying a formal test for time series, which interrogate cointegration relationships, what is the affiliation between gold price and other factors, which are explained in detail below. The present study has used the monthly data from January, 2003 to June, 2016. Databases are provided by the Federal Reserve, the central bank of the United States, and United States Energy Information Administration. Data analysis was performed with software package EViews 8. Through the time series, an analysis has been carried out on Dow Jones Index, the US exchange rate, silver price, interest rate, oil price and inflation rate which are thought to influence the price of gold in the most significant way. The data analysis includes the determination of the conditional heteroscedastic model to estimate volatility. Therefore, the best fitting model to the data set, which is the exponential GARCH model, is preferred. In accordance with the results of the empirical analyses in the USA, the highest negative correlation is found between gold prices and US exchange rate. Secondly, a positive correlation is found among gold prices, silver prices, and oil prices. Another point which takes attention as a result of the study is that economic and political structural breaks weighed heavily, traders and hedgers from all over the world were able to drive prices up to incredible highs. The added valueof our study arises from the inclusion in the analysis of macro economic variables, which has proved to have crucial relevance for the price of gold in the context of the recent economic structure.

Bayesian Estimation and Model Selection for the Spatiotemporal Autoregressive Model with Autoregressive Conditional Heteroscedasticity Errors

The spatial and spatiotemporal autoregressive conditional heteroscedasticity(STARCH) models receive increasing attention. In this paper, we introduce a spatiotemporal autoregressive(STAR) model with STARCH errors, which can capture the spatiotemporal dependence in mean and variance simultaneously. The Bayesian estimation and model selection are considered for our model. By Monte Carlo simulations, it is shown that the Bayesian estimator performs better than the corresponding maximum-likelihood estimator, and the Bayesian model selection can select out the true model in most times. Finally, two empirical examples are given to illustrate the superiority of our models in fitting those data.

Convergence of Self-Tuning Regulators Under Conditional Heteroscedastic Noises with Unknown High-Frequency Gain

In the classical theory of self-tuning regulators, it always requires that the conditional variances of the systems noises are bounded. However, such a requirement may not be satisfied when modeling many practical systems, and one significant example is the well-known ARCH(autoregressive conditional heteroscedasticity) model in econometrics. The aim of this paper is to consider self-tuning regulators of linear stochastic systems with both unknown parameters and conditional heteroscedastic noises, where the adaptive controller will be designed based on both the weighted least-squares algorithm and the certainty equivalence principle. The authors will show that under some natural conditions on the system structure and the noises with unbounded conditional variances, the closed-loop adaptive control system will be globally stable and the tracking error will be asymptotically optimal.Thus, this paper provides a significant extension of the classical theory on self-tuning regulators with expanded applicability.