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Implementation of a particle-in-cell method for the energy solver in 3D spherical geodynamic modeling
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作者 Hao Dong ZeBin Cao +4 位作者 LiJun Liu YanChong Li SanZhong Li LiMing Dai XinYu Li 《Earth and Planetary Physics》 EI CAS CSCD 2024年第3期549-563,共15页
The thermal evolution of the Earth’s interior and its dynamic effects are the focus of Earth sciences.However,the commonly adopted grid-based temperature solver is usually prone to numerical oscillations,especially i... The thermal evolution of the Earth’s interior and its dynamic effects are the focus of Earth sciences.However,the commonly adopted grid-based temperature solver is usually prone to numerical oscillations,especially in the presence of sharp thermal gradients,such as when modeling subducting slabs and rising plumes.This phenomenon prohibits the correct representation of thermal evolution and may cause incorrect implications of geodynamic processes.After examining several approaches for removing these numerical oscillations,we show that the Lagrangian method provides an ideal way to solve this problem.In this study,we propose a particle-in-cell method as a strategy for improving the solution to the energy equation and demonstrate its effectiveness in both one-dimensional and three-dimensional thermal problems,as well as in a global spherical simulation with data assimilation.We have implemented this method in the open-source finite-element code CitcomS,which features a spherical coordinate system,distributed memory parallel computing,and data assimilation algorithms. 展开更多
关键词 numerical oscillation overshooting and undershooting particle-in-cell method three-dimensional spherical geodynamic modeling energy solver finite element method
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Noise-induced phase transition in the Vicsek model through eigen microstate methodology
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作者 Yongnan Jia Jiali Han Qing Li 《Chinese Physics B》 SCIE EI CAS CSCD 2024年第9期327-338,共12页
This paper presents a comprehensive framework for analyzing phase transitions in collective models such as theVicsek model under various noise types. The Vicsek model, focusing on understanding the collective behavior... This paper presents a comprehensive framework for analyzing phase transitions in collective models such as theVicsek model under various noise types. The Vicsek model, focusing on understanding the collective behaviors of socialanimals, is known due to its discontinuous phase transitions under vector noise. However, its behavior under scalar noiseremains less conclusive. Renowned for its efficacy in the analysis of complex systems under both equilibrium and nonequilibriumstates, the eigen microstate method is employed here for a quantitative examination of the phase transitions inthe Vicsek model under both vector and scalar noises. The study finds that the Vicsek model exhibits discontinuous phasetransitions regardless of noise type. Furthermore, the dichotomy method is utilized to identify the critical points for thesephase transitions. A significant finding is the observed increase in the critical point for discontinuous phase transitions withescalation of population density. 展开更多
关键词 Vicsek model phase transitions eigen microstate method noise
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Modularized and Parametric Modeling Technology for Finite Element Simulations of Underground Engineering under Complicated Geological Conditions
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作者 Jiaqi Wu Li Zhuo +4 位作者 Jianliang Pei Yao Li Hongqiang Xie Jiaming Wu Huaizhong Liu 《Computer Modeling in Engineering & Sciences》 SCIE EI 2024年第7期621-645,共25页
The surrounding geological conditions and supporting structures of underground engineering are often updated during construction,and these updates require repeated numerical modeling.To improve the numerical modeling ... The surrounding geological conditions and supporting structures of underground engineering are often updated during construction,and these updates require repeated numerical modeling.To improve the numerical modeling efficiency of underground engineering,a modularized and parametric modeling cloud server is developed by using Python codes.The basic framework of the cloud server is as follows:input the modeling parameters into the web platform,implement Rhino software and FLAC3D software to model and run simulations in the cloud server,and return the simulation results to the web platform.The modeling program can automatically generate instructions that can run the modeling process in Rhino based on the input modeling parameters.The main modules of the modeling program include modeling the 3D geological structures,the underground engineering structures,and the supporting structures as well as meshing the geometric models.In particular,various cross-sections of underground caverns are crafted as parametricmodules in themodeling program.Themodularized and parametric modeling program is used for a finite element simulation of the underground powerhouse of the Shuangjiangkou Hydropower Station.This complicatedmodel is rapidly generated for the simulation,and the simulation results are reasonable.Thus,this modularized and parametric modeling program is applicable for three-dimensional finite element simulations and analyses. 展开更多
关键词 Underground engineering modularized and parametric modeling finite element method complex geological structure cloud modeling
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Dynamic Modeling and Experimental Verification of an RPR Type Compliant Paralle Mechanism with Low Orders
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作者 Shuang Zhang Jingfang Liu +1 位作者 Huafeng Ding Yanbin Zhang 《Chinese Journal of Mechanical Engineering》 SCIE EI CAS CSCD 2024年第3期83-94,共12页
Efficiency of calculating a dynamic response is an important point of the compliant mechanism for posture adjustment.Dynamic modeling with low orders of a 2R1T compliant parallel mechanism is studied in the paper.The ... Efficiency of calculating a dynamic response is an important point of the compliant mechanism for posture adjustment.Dynamic modeling with low orders of a 2R1T compliant parallel mechanism is studied in the paper.The mechanism with two out-of-plane rotational and one lifting degrees of freedom(DoFs)plays an important role in posture adjustment.Based on elastic beam theory,the stiffness matrix and mass matrix of the beam element are established where the moment of inertia is considered.To improve solving efficiency,a dynamic model with low orders of the mechanism is established based on a modified modal synthesis method.Firstly,each branch of the RPR type mechanism is divided into a substructure.Subsequently,a set of hypothetical modes of each substructure is obtained based on the C-B method.Finally,dynamic equation of the whole mechanism is established by the substructure assembly.A dynamic experiment is conducted to verify the dynamic characteristics of the compliant mechanism. 展开更多
关键词 Compliant parallel mechanism Dynamic model Modal synthesis method Dynamic experiment
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Novel damage constitutive models and new quantitative identification method for stress thresholds of rocks under uniaxial compression
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作者 DU Kun YI Yang +3 位作者 LUO Xin-yao LIU Kai LI Peng WANG Shao-feng 《Journal of Central South University》 SCIE EI CAS CSCD 2024年第8期2658-2675,共18页
Four key stress thresholds exist in the compression process of rocks,i.e.,crack closure stress(σ_(cc)),crack initiation stress(σ_(ci)),crack damage stress(σ_(cd))and compressive strength(σ_(c)).The quantitative id... Four key stress thresholds exist in the compression process of rocks,i.e.,crack closure stress(σ_(cc)),crack initiation stress(σ_(ci)),crack damage stress(σ_(cd))and compressive strength(σ_(c)).The quantitative identifications of the first three stress thresholds are of great significance for characterizing the microcrack growth and damage evolution of rocks under compression.In this paper,a new method based on damage constitutive model is proposed to quantitatively measure the stress thresholds of rocks.Firstly,two different damage constitutive models were constructed based on acoustic emission(AE)counts and Weibull distribution function considering the compaction stages of the rock and the bearing capacity of the damage element.Then,the accumulative AE counts method(ACLM),AE count rate method(CRM)and constitutive model method(CMM)were introduced to determine the stress thresholds of rocks.Finally,the stress thresholds of 9 different rocks were identified by ACLM,CRM,and CMM.The results show that the theoretical stress−strain curves obtained from the two damage constitutive models are in good agreement with that of the experimental data,and the differences between the two damage constitutive models mainly come from the evolutionary differences of the damage variables.The results of the stress thresholds identified by the CMM are in good agreement with those identified by the AE methods,i.e.,ACLM and CRM.Therefore,the proposed CMM can be used to determine the stress thresholds of rocks. 展开更多
关键词 stress threshold acoustic emission damage constitutive model damage element quantitative method
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Emergent topological ordered phase for the Ising-XY model revealed by cluster-updating Monte Carlo method
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作者 马赫阳 张万舟 +2 位作者 田彦婷 丁成祥 邓友金 《Chinese Physics B》 SCIE EI CAS CSCD 2024年第4期386-400,共15页
The two-component cold atom systems with anisotropic hopping amplitudes can be phenomenologically described by a two-dimensional Ising-XY coupled model with spatial anisotropy.At low temperatures,theoretical predictio... The two-component cold atom systems with anisotropic hopping amplitudes can be phenomenologically described by a two-dimensional Ising-XY coupled model with spatial anisotropy.At low temperatures,theoretical predictions[Phys.Rev.A 72053604(2005)]and[arXiv:0706.1609]indicate the existence of a topological ordered phase characterized by Ising and XY disorder but with 2XY ordering.However,due to ergodic difficulties faced by Monte Carlo methods at low temperatures,this topological phase has not been numerically explored.We propose a linear cluster updating Monte Carlo method,which flips spins without rejection in the anisotropy limit but does not change the energy.Using this scheme and conventional Monte Carlo methods,we succeed in revealing the nature of topological phases with half-vortices and domain walls.In the constructed global phase diagram,Ising and XY-type transitions are very close to each other and differ significantly from the schematic phase diagram reported earlier.We also propose and explore a wide range of quantities,including magnetism,superfluidity,specific heat,susceptibility,and even percolation susceptibility,and obtain consistent and reliable results.Furthermore,we observed first-order transitions characterized by common intersection points in magnetizations for different system sizes,as opposed to the conventional phase transition where Binder cumulants of various sizes share common intersections.The critical exponents of different types of phase transitions are reasonably fitted.The results are useful to help cold atom experiments explore the half-vortex topological phase. 展开更多
关键词 topological phase transition Ising-XY model Monte Carlo method half vortex
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High-Order Decoupled and Bound Preserving Local Discontinuous Galerkin Methods for a Class of Chemotaxis Models
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作者 Wei Zheng Yan Xu 《Communications on Applied Mathematics and Computation》 EI 2024年第1期372-398,共27页
In this paper,we explore bound preserving and high-order accurate local discontinuous Galerkin(LDG)schemes to solve a class of chemotaxis models,including the classical Keller-Segel(KS)model and two other density-depe... In this paper,we explore bound preserving and high-order accurate local discontinuous Galerkin(LDG)schemes to solve a class of chemotaxis models,including the classical Keller-Segel(KS)model and two other density-dependent problems.We use the convex splitting method,the variant energy quadratization method,and the scalar auxiliary variable method coupled with the LDG method to construct first-order temporal accurate schemes based on the gradient flow structure of the models.These semi-implicit schemes are decoupled,energy stable,and can be extended to high accuracy schemes using the semi-implicit spectral deferred correction method.Many bound preserving DG discretizations are only worked on explicit time integration methods and are difficult to get high-order accuracy.To overcome these difficulties,we use the Lagrange multipliers to enforce the implicit or semi-implicit LDG schemes to satisfy the bound constraints at each time step.This bound preserving limiter results in the Karush-Kuhn-Tucker condition,which can be solved by an efficient active set semi-smooth Newton method.Various numerical experiments illustrate the high-order accuracy and the effect of bound preserving. 展开更多
关键词 Chemotaxis models Local discontinuous Galerkin(LDG)scheme Convex splitting method Variant energy quadratization method Scalar auxiliary variable method Spectral deferred correction method
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Evaluation of soil erosion vulnerability in Hubei Province of China using RUSLE model and combination weighting method
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作者 YANG Yanpan TIAN Pei +3 位作者 JIA Tinghui WANG Fei YANG Yang HUANG Jianwu 《Journal of Mountain Science》 SCIE CSCD 2024年第10期3318-3336,共19页
Soil erosion has been recognized as a critical environmental issue worldwide.While previous studies have primarily focused on watershed-scale soil erosion vulnerability from a natural factor perspective,there is a not... Soil erosion has been recognized as a critical environmental issue worldwide.While previous studies have primarily focused on watershed-scale soil erosion vulnerability from a natural factor perspective,there is a notable gap in understanding the intricate interplay between natural and socio-economic factors,especially in the context of spatial heterogeneity and nonlinear impacts of human-land interactions.To address this,our study evaluates the soil erosion vulnerability at a provincial scale,taking Hubei Province as a case study to explore the combined effects of natural and socio-economic factors.We developed an evaluation index system based on 15 indicators of soil erosion vulnerability:exposure,sensitivity,and adaptability.In addition,the combination weighting method was applied to determine index weights,and the spatial interaction was analyzed using spatial autocorrelation,geographical temporally weighted regression and geographical detector.The results showed an overall decreasing soil erosion intensity in Hubei Province during 2000 and 2020.The soil erosion vulnerability increased before 2000 and then.The areas with high soil erosion vulnerability were mainly confined in the central and southern regions of Hubei Province(Xiantao,Tianmen,Qianjiang and Ezhou)with obvious spatial aggregation that intensified over time.Natural factors(habitat quality index)had negative impacts on soil erosion vulnerability,whereas socio-economic factors(population density)showed substantial spatial variability in their influences.There was a positive correlation between soil erosion vulnerability and erosion intensity,with the correlation coefficients ranging from-0.41 and 0.93.The increase of slope was found to enhance the positive correlation between soil erosion vulnerability and intensity. 展开更多
关键词 Soil erosion vulnerability RUSLE model Combination weighting method Driving factors Spatial heterogeneity
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Modeling asymmetric fracture mechanics of Mg alloy wire in drawing process
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作者 Sunghoon Choi Jongwon Shin +1 位作者 Joung Sik Suh Dongchoul Kim 《Journal of Magnesium and Alloys》 SCIE EI CAS CSCD 2024年第5期2057-2069,共13页
In this study,a numerical analysis was conducted on the ductile fracture of a 2-mm diameter Mg-1Zn-0.5Mn-0.5Sr-0.1Ca alloy wire during drawing.The hexagonally close-packed crystal structure of Mg alloys causes asymmet... In this study,a numerical analysis was conducted on the ductile fracture of a 2-mm diameter Mg-1Zn-0.5Mn-0.5Sr-0.1Ca alloy wire during drawing.The hexagonally close-packed crystal structure of Mg alloys causes asymmetric fracture behavior,especially in the compression region.The aim of this study is to develop a comprehensive damage model for Mg alloy wire that accurately predicts ductile fracture,with a focus on the compression region.A novel experimental method was introduced to measure the ductile fracture of Mg alloy wires under different stress states.The wire drawing process was simulated using the Generalized Incremental Stress-State dependent damage(GISSMO)Model and the Semi-Analytical Model for Polymers(SAMP)model.The damage model's prediction and the experimental results were found to be in excellent agreement,especially in determining crack initiation.Computational analysis established a safe zone diagram for die angle and reduction ratio,and experimental validation confirmed the feasibility of this approach.The proposed damage model can provide a practical and reliable analysis for optimizing the drawing process of Mg alloy wire. 展开更多
关键词 Mg alloy Wire drawing Finite element method Damage model Safe zone diagram
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Numerical Analysis of Bacterial Meningitis Stochastic Delayed Epidemic Model through Computational Methods
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作者 Umar Shafique Mohamed Mahyoub Al-Shamiri +3 位作者 Ali Raza Emad Fadhal Muhammad Rafiq Nauman Ahmed 《Computer Modeling in Engineering & Sciences》 SCIE EI 2024年第10期311-329,共19页
Based on theWorld Health Organization(WHO),Meningitis is a severe infection of the meninges,the membranes covering the brain and spinal cord.It is a devastating disease and remains a significant public health challeng... Based on theWorld Health Organization(WHO),Meningitis is a severe infection of the meninges,the membranes covering the brain and spinal cord.It is a devastating disease and remains a significant public health challenge.This study investigates a bacterial meningitis model through deterministic and stochastic versions.Four-compartment population dynamics explain the concept,particularly the susceptible population,carrier,infected,and recovered.The model predicts the nonnegative equilibrium points and reproduction number,i.e.,the Meningitis-Free Equilibrium(MFE),and Meningitis-Existing Equilibrium(MEE).For the stochastic version of the existing deterministicmodel,the twomethodologies studied are transition probabilities and non-parametric perturbations.Also,positivity,boundedness,extinction,and disease persistence are studiedrigorouslywiththe helpofwell-known theorems.Standard and nonstandard techniques such as EulerMaruyama,stochastic Euler,stochastic Runge Kutta,and stochastic nonstandard finite difference in the sense of delay have been presented for computational analysis of the stochastic model.Unfortunately,standard methods fail to restore the biological properties of the model,so the stochastic nonstandard finite difference approximation is offered as an efficient,low-cost,and independent of time step size.In addition,the convergence,local,and global stability around the equilibria of the nonstandard computational method is studied by assuming the perturbation effect is zero.The simulations and comparison of the methods are presented to support the theoretical results and for the best visualization of results. 展开更多
关键词 Bacterial Meningitis disease stochastic delayed model stability analysis extinction and persistence computational methods
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An Efficient Reliability-Based Optimization Method Utilizing High-Dimensional Model Representation and Weight-Point Estimation Method
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作者 Xiaoyi Wang Xinyue Chang +2 位作者 Wenxuan Wang Zijie Qiao Feng Zhang 《Computer Modeling in Engineering & Sciences》 SCIE EI 2024年第5期1775-1796,共22页
The objective of reliability-based design optimization(RBDO)is to minimize the optimization objective while satisfying the corresponding reliability requirements.However,the nested loop characteristic reduces the effi... The objective of reliability-based design optimization(RBDO)is to minimize the optimization objective while satisfying the corresponding reliability requirements.However,the nested loop characteristic reduces the efficiency of RBDO algorithm,which hinders their application to high-dimensional engineering problems.To address these issues,this paper proposes an efficient decoupled RBDO method combining high dimensional model representation(HDMR)and the weight-point estimation method(WPEM).First,we decouple the RBDO model using HDMR and WPEM.Second,Lagrange interpolation is used to approximate a univariate function.Finally,based on the results of the first two steps,the original nested loop reliability optimization model is completely transformed into a deterministic design optimization model that can be solved by a series of mature constrained optimization methods without any additional calculations.Two numerical examples of a planar 10-bar structure and an aviation hydraulic piping system with 28 design variables are analyzed to illustrate the performance and practicability of the proposed method. 展开更多
关键词 Reliability-based design optimization high-dimensional model decomposition point estimation method Lagrange interpolation aviation hydraulic piping system
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A sub-grid scale model for Burgers turbulence based on the artificial neural network method
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作者 Xin Zhao Kaiyi Yin 《Theoretical & Applied Mechanics Letters》 CAS CSCD 2024年第3期162-165,共4页
The present study proposes a sub-grid scale model for the one-dimensional Burgers turbulence based on the neuralnetwork and deep learning method.The filtered data of the direct numerical simulation is used to establis... The present study proposes a sub-grid scale model for the one-dimensional Burgers turbulence based on the neuralnetwork and deep learning method.The filtered data of the direct numerical simulation is used to establish thetraining data set,the validation data set,and the test data set.The artificial neural network(ANN)methodand Back Propagation method are employed to train parameters in the ANN.The developed ANN is applied toconstruct the sub-grid scale model for the large eddy simulation of the Burgers turbulence in the one-dimensionalspace.The proposed model well predicts the time correlation and the space correlation of the Burgers turbulence. 展开更多
关键词 Artificial neural network Back propagation method Burgers turbulence Large eddy simulation Sub-grid scale model
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Production Capacity Prediction Method of Shale Oil Based on Machine Learning Combination Model
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作者 Qin Qian Mingjing Lu +3 位作者 Anhai Zhong Feng Yang Wenjun He Min Li 《Energy Engineering》 EI 2024年第8期2167-2190,共24页
The production capacity of shale oil reservoirs after hydraulic fracturing is influenced by a complex interplay involving geological characteristics,engineering quality,and well conditions.These relationships,nonlinea... The production capacity of shale oil reservoirs after hydraulic fracturing is influenced by a complex interplay involving geological characteristics,engineering quality,and well conditions.These relationships,nonlinear in nature,pose challenges for accurate description through physical models.While field data provides insights into real-world effects,its limited volume and quality restrict its utility.Complementing this,numerical simulation models offer effective support.To harness the strengths of both data-driven and model-driven approaches,this study established a shale oil production capacity prediction model based on a machine learning combination model.Leveraging fracturing development data from 236 wells in the field,a data-driven method employing the random forest algorithm is implemented to identify the main controlling factors for different types of shale oil reservoirs.Through the combination model integrating support vector machine(SVM)algorithm and back propagation neural network(BPNN),a model-driven shale oil production capacity prediction model is developed,capable of swiftly responding to shale oil development performance under varying geological,fluid,and well conditions.The results of numerical experiments show that the proposed method demonstrates a notable enhancement in R2 by 22.5%and 5.8%compared to singular machine learning models like SVM and BPNN,showcasing its superior precision in predicting shale oil production capacity across diverse datasets. 展开更多
关键词 Shale oil production capacity data-driven model model-driven method machine learning
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Updated Lagrangian Particle Hydrodynamics (ULPH)Modeling of Natural Convection Problems
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作者 Junsong Xiong Zhen Wang +3 位作者 Shaofan Li Xin Lai Lisheng Liu Xiang Liu 《Computer Modeling in Engineering & Sciences》 SCIE EI 2024年第10期151-169,共19页
Natural convection is a heat transfer mechanism driven by temperature or density differences,leading to fluid motion without external influence.It occurs in various natural and engineering phenomena,influencing heat t... Natural convection is a heat transfer mechanism driven by temperature or density differences,leading to fluid motion without external influence.It occurs in various natural and engineering phenomena,influencing heat transfer,climate,and fluid mixing in industrial processes.This work aims to use the Updated Lagrangian Particle Hydrodynamics(ULPH)theory to address natural convection problems.The Navier-Stokes equation is discretized using second-order nonlocal differential operators,allowing a direct solution of the Laplace operator for temperature in the energy equation.Various numerical simulations,including cases such as natural convection in square cavities and two concentric cylinders,were conducted to validate the reliability of the model.The results demonstrate that the proposed model exhibits excellent accuracy and performance,providing a promising and effective numerical approach for natural convection problems. 展开更多
关键词 Updated Lagrangian particle hydrodynamics(ULPH) natural convection meshless methods higher order Laplacian model
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Modeling footing resting on anisotropic sand using material point method 被引量:1
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作者 Liu Gao Dong Liao Pin-Qiang Mo 《Journal of Rock Mechanics and Geotechnical Engineering》 SCIE CSCD 2023年第12期3271-3290,共20页
Sand typically exhibits anisotropic internal structure which may significantly influence its mechanical behavior. The material point method (MPM) can eliminate mesh distortion and thus is suitable for investigating ge... Sand typically exhibits anisotropic internal structure which may significantly influence its mechanical behavior. The material point method (MPM) can eliminate mesh distortion and thus is suitable for investigating geotechnical problems with large deformation. In this study, an advanced anisotropic critical state theory (ACST)-based soil model is implemented in MPM to study the response of strip footing resting on anisotropic sand. The capability of the model is verified by simulating several element tests and strip footing tests with different soil densities and fabric bedding plane orientations. For the footing problem with a vertical load, as the fabric bedding plane orientation increases, the bearing capacity decreases and its corresponding settlement increases. The failure pattern becomes asymmetrical when the bedding plane orientation or the loading direction is inclined. A comparison between the simulation results predicted by the anisotropic and isotropic models is made, which demonstrates that neglecting the fabric anisotropy may lead to the overestimation of the bearing capacity. 展开更多
关键词 Material point method(MPM) FOOTING Constitutive model ANISOTROPY Inclined loading
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Big Model Strategy for Bridge Structural Health Monitoring Based on Data-Driven, Adaptive Method and Convolutional Neural Network (CNN) Group
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作者 Yadong Xu Weixing Hong +3 位作者 Mohammad Noori Wael A.Altabey Ahmed Silik Nabeel S.D.Farhan 《Structural Durability & Health Monitoring》 EI 2024年第6期763-783,共21页
This study introduces an innovative“Big Model”strategy to enhance Bridge Structural Health Monitoring(SHM)using a Convolutional Neural Network(CNN),time-frequency analysis,and fine element analysis.Leveraging ensemb... This study introduces an innovative“Big Model”strategy to enhance Bridge Structural Health Monitoring(SHM)using a Convolutional Neural Network(CNN),time-frequency analysis,and fine element analysis.Leveraging ensemble methods,collaborative learning,and distributed computing,the approach effectively manages the complexity and scale of large-scale bridge data.The CNN employs transfer learning,fine-tuning,and continuous monitoring to optimize models for adaptive and accurate structural health assessments,focusing on extracting meaningful features through time-frequency analysis.By integrating Finite Element Analysis,time-frequency analysis,and CNNs,the strategy provides a comprehensive understanding of bridge health.Utilizing diverse sensor data,sophisticated feature extraction,and advanced CNN architecture,the model is optimized through rigorous preprocessing and hyperparameter tuning.This approach significantly enhances the ability to make accurate predictions,monitor structural health,and support proactive maintenance practices,thereby ensuring the safety and longevity of critical infrastructure. 展开更多
关键词 Structural Health Monitoring(SHM) BRIDGES big model Convolutional Neural Network(CNN) Finite Element method(FEM)
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Application of Elzaki Transform Method to Market Volatility Using the Black-Scholes Model
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作者 Henrietta Ify Ojarikre Ideh Rapheal Ebimene James Mamadu 《Journal of Applied Mathematics and Physics》 2024年第3期819-828,共10页
Black-Scholes Model (B-SM) simulates the dynamics of financial market and contains instruments such as options and puts which are major indices requiring solution. B-SM is known to estimate the correct prices of Europ... Black-Scholes Model (B-SM) simulates the dynamics of financial market and contains instruments such as options and puts which are major indices requiring solution. B-SM is known to estimate the correct prices of European Stock options and establish the theoretical foundation for Option pricing. Therefore, this paper evaluates the Black-Schole model in simulating the European call in a cash flow in the dependent drift and focuses on obtaining analytic and then approximate solution for the model. The work also examines Fokker Planck Equation (FPE) and extracts the link between FPE and B-SM for non equilibrium systems. The B-SM is then solved via the Elzaki transform method (ETM). The computational procedures were obtained using MAPLE 18 with the solution provided in the form of convergent series. 展开更多
关键词 Elzaki Transform method European Call Black-Scholes model Fokker-Planck Equation Market Volatility
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Comparative Study of Probabilistic and Least-Squares Methods for Developing Predictive Models
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作者 Boribo Kikunda Philippe Thierry Nsabimana +2 位作者 Jules Raymond Kala Jeremie Ndikumagenge Longin Ndayisaba 《Open Journal of Applied Sciences》 2024年第7期1775-1787,共13页
This article explores the comparison between the probability method and the least squares method in the design of linear predictive models. It points out that these two approaches have distinct theoretical foundations... This article explores the comparison between the probability method and the least squares method in the design of linear predictive models. It points out that these two approaches have distinct theoretical foundations and can lead to varied or similar results in terms of precision and performance under certain assumptions. The article underlines the importance of comparing these two approaches to choose the one best suited to the context, available data and modeling objectives. 展开更多
关键词 Predictive models Least Squares Bayesian Estimation methods
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A Study of EM Algorithm as an Imputation Method: A Model-Based Simulation Study with Application to a Synthetic Compositional Data
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作者 Yisa Adeniyi Abolade Yichuan Zhao 《Open Journal of Modelling and Simulation》 2024年第2期33-42,共10页
Compositional data, such as relative information, is a crucial aspect of machine learning and other related fields. It is typically recorded as closed data or sums to a constant, like 100%. The statistical linear mode... Compositional data, such as relative information, is a crucial aspect of machine learning and other related fields. It is typically recorded as closed data or sums to a constant, like 100%. The statistical linear model is the most used technique for identifying hidden relationships between underlying random variables of interest. However, data quality is a significant challenge in machine learning, especially when missing data is present. The linear regression model is a commonly used statistical modeling technique used in various applications to find relationships between variables of interest. When estimating linear regression parameters which are useful for things like future prediction and partial effects analysis of independent variables, maximum likelihood estimation (MLE) is the method of choice. However, many datasets contain missing observations, which can lead to costly and time-consuming data recovery. To address this issue, the expectation-maximization (EM) algorithm has been suggested as a solution for situations including missing data. The EM algorithm repeatedly finds the best estimates of parameters in statistical models that depend on variables or data that have not been observed. This is called maximum likelihood or maximum a posteriori (MAP). Using the present estimate as input, the expectation (E) step constructs a log-likelihood function. Finding the parameters that maximize the anticipated log-likelihood, as determined in the E step, is the job of the maximization (M) phase. This study looked at how well the EM algorithm worked on a made-up compositional dataset with missing observations. It used both the robust least square version and ordinary least square regression techniques. The efficacy of the EM algorithm was compared with two alternative imputation techniques, k-Nearest Neighbor (k-NN) and mean imputation (), in terms of Aitchison distances and covariance. 展开更多
关键词 Compositional Data Linear Regression model Least Square method Robust Least Square method Synthetic Data Aitchison Distance Maximum Likelihood Estimation Expectation-Maximization Algorithm k-Nearest Neighbor and Mean imputation
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Research and Practice of the Blended Teaching Model of BOPPPS Teaching Method Under the Background of Digital Education: Taking Operations Research Course as an Example
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作者 Yan Wu 《Journal of Contemporary Educational Research》 2024年第6期155-160,共6页
The rapid development of digital education provides new opportunities and challenges for teaching model innovation.This study aims to explore the application of the BOPPPS(Bridge-in,Objective,Pre-assessment,Participat... The rapid development of digital education provides new opportunities and challenges for teaching model innovation.This study aims to explore the application of the BOPPPS(Bridge-in,Objective,Pre-assessment,Participatory learning,Post-assessment,Summary)teaching method in the development of a blended teaching model for the Operations Research course under the background of digital education.In response to the characteristics of the course and the needs of the student group,the teaching design is reconstructed with a student-centered approach,increasing practical teaching links,improving the assessment and evaluation system,and effectively implementing it in conjunction with digital educational technology.This teaching model has shown significant effectiveness in the context of digital education,providing valuable experience and insights for the innovation of the Operations Research course. 展开更多
关键词 Digital education BOPPPS teaching method Blended teaching model Operations research
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