Motion stability of high-speed maglev systems in consideration of aerodynamic effects: a study of a single magnetic suspension system

In this study, the intrinsic mechanism of aerodynamic effects on the motion stability of a high-speed maglev system was investigated. The concept of a critical speed for maglev vehicles considering the aerodynamic effect is proposed. The study was carried out based on a single magnetic suspension system, which is convenient for proposing relevant concepts and obtaining explicit expressions. This study shows that the motion stability of the suspension system is closely related to the vehicle speed when aerodynamic effects are considered. With increases of the vehicle speed, the stability behavior of the system changes. At a certain vehicle speed,the stability of the system reaches a critical state, followed by instability. The speed corresponding to the critical state is the critical speed. Analysis reveals that when the system reaches the critical state, it takes two forms, with two critical speeds, and thus two expressions for the critical speed are obtained. The conditions of the existence of the critical speed were determined, and the effects of the control parameters and the lift coefficient on the critical speed were analyzed by numerical analysis. The results show that the first critical speed appears when the aerodynamic force is upward,and the second critical speed appears when the aerodynamic force is downward. Moreover, both critical speeds decrease with the increase of the lift coefficient.

Dynamic Analysis of High-Speed Boat Motion Simulator by a Novel 3-DoF Parallel Mechanism with Prismatic Actuators Based on Seakeeping Trial

In this study,we focused on a novel parallel mechanism for utilizing the motion simulator of a high-speed boat(HSB).First,we expressed the real behavior of the HSB based on a seakeeping trial.For this purpose,we recorded the motion parameters of the HSB by gyroscope and accelerometer sensors,while using a special data acquisition technique.Additionally,a Chebychev highpass filter was applied as a noise filter to the accelerometer sensor.Then,a novel 3 degrees of freedom(DoF)parallel mechanism(1T2R)with prismatic actuators is proposed and analyses were performed on its inverse kinematics,velocity,and acceleration.Finally,the inverse dynamic analysis is presented by the principle of virtual work,and the validation of the analytical equations was compared by the ADAMS simulation software package.Additionally,according to the recorded experimental data of the HSB,the feasibility of the proposed novel parallel mechanism motion simulator of the HSB,as well as the necessity of using of the washout filters,was explored.

ACCURATE DETECTION OF HIGH-SPEED MULTI-TARGET VIDEO SEQUENCES MOTION REGIONS BASED ON RECONSTRUCTED BACKGROUND DIFFERENCE

The paper first discusses shortcomings of classical adjacent-frame difference. Sec ondly, based on the image energy and high order statistic(HOS) theory, background reconstruction constraints are setup. Under the help of block-processing technology, background is reconstructed quickly. Finally, background difference is used to detect motion regions instead of adjacent frame difference. The DSP based platform tests indicate the background can be recovered losslessly in about one second, and moving regions are not influenced by moving target speeds. The algorithm has important usage both in theory and applications.

Effects of Deck Motion and Ship Airwake on Ski-Jump Takeoff Performance of Carrier-Based Aircraft

We first analyzed the force and motion of naval aircraft during launching process.Further,we investigated the ship deck with the form of a ramp and established deck motion model and ship airwake model.Finally,we conducted simulations at medium sea.Results showed that the effects of deck motion on takeoff varied with initial phases,and airwake could help reducing aircraft′s sinkage.We also found that the deck motion played a major role in the effects caused by the interaction of deck motion and ship airwake.

Pricing Study on Two Kinds of Power Options in Jump-Diffusion Models with Fractional Brownian Motion and Stochastic Rate

In this paper, under the assumption that the exchange rate follows the extended Vasicek model, the pricing of the reset option in FBM model is investigated. Some interesting themes such as closed-form formulas for the reset option with a single reset date and the phenomena of delta of the reset jumps existing in the reset option during the reset date are discussed. The closed-form formulae of pricing for two kinds of power options are derived in the end.

基于人工鱼群算法的篮球跳投轨迹实时跟踪

篮球运动轨迹跟踪方法由于轨迹特征提取效果差,导致跟踪误差高,提出一种基于人工鱼群算法的篮球跳投轨迹实时跟踪方法。提取三维坐标系下图像中篮球边缘轮廓信息,通过滤波函数消除篮球跳投图像噪声,基于人工鱼群算法提取图像中篮球跳投轨迹特征,寻找篮球运动轨迹的最优解集,改进篮球实时跟踪匹配路径,形成轨迹跟踪函数。实验结果可知,该方法的平均轨迹跟踪误差为18.28mm,与常规方法相比降低了6.22mm以上。因此,该跟踪方法的篮球轨迹跟踪精度更高,并且实时跟踪轨迹与真实轨迹更吻合。

跳跃运动中不同护膝条件下膝关节半月板应力场的数值研究

目的 采用数值模拟方法,建立人体膝关节肌骨系统生物力学模型,并将人体动力学模型模拟跳跃运动时所获得的运动学和动力学信息作为模型驱动数据,进而分析不同热力耦合护膝条件下膝关节半月板的应力场分布特征。方法 基于受试者CT与MRI断层扫描图像,构建包括骨、关节软骨、半月板、韧带和膝关节外围软组织的较真实人体膝关节模型,依据跳跃运动全周期分析选择蓄力起跳、落地冲击两个半月板损伤风险较大的位姿步态进行模拟,分析4种不同热力耦合护膝条件下膝关节半月板的应力场特征,讨论半月板峰值应力及其应力集中区域的变化,探究半月板损伤以及佩戴护膝的防护功效和力学依据。结果 膝关节内侧半月板前角是应力集中的易受损区域;在热力场耦合护膝条件下,内侧半月板应力集中区域由其狭长且薄弱的前角转移至其较为宽厚的中部,且峰值应力显著降低;内、外侧半月板的峰值应力接近,表明两者共同承担外载,且半月板应力集中区域面积减小。结论 热力场耦合护膝对于膝关节半月板的损伤具有良好防护作用。数值模拟研究结果可以为热力多功能护膝的设计提供理论支撑和技术指导。

改进D^(*)算法的未知场景机器人运动规划

随着机器人技术不断发展,自主移动机器人的应用已拓展到复杂未知环境中。针对传统运动规划算法在复杂未知环境中存在搜索盲目、计算效率低、难获得安全轨迹等问题,本文提出了一种基于改进D^(*)算法的运动规划方法。其中,前端路径规划使用融合跳跃点搜索(JPS)思想的D^(*)算法,后端轨迹优化基于B样条构建二次规划问题。利用矩阵实验室(Matlab)与机器人操作系统(ROS)的仿真平台进行实验,结果表明,改进D^(*)算法在30×30的栅格地图中,相比传统D^(*)算法、FocussedD^(*)、有向D^(*)算法搜索耗时减少0.297、0.269、0.191s;动态障碍物存在时,可使移动机器人快速、安全运动至目标点。

分数跳-扩散过程下具有机制转换的欧式期权定价

考虑股票价格变动的非Markov性、波动率微笑现象以及突发事件的影响,在分数跳-扩散过程下建立具有机制转换的股票价格模型,以沪深300ETF期权为研究对象,采用蒙特卡洛模拟方法对欧式期权的保险精算价格进行数值模拟分析,结果表明分数跳-扩散过程下具有机制转换的股票价格模型更适应于实际金融市场.

Experimental investigation on single person's jumping load model

This paper presents a modified half-sine-squared load model of the jumping impulses for a single person. The model is based on a database of 22,921 experimentally measured single jumping load cycles from 100 test subjects. Threedimensional motion capture technology in conjunction with force plates was employed in the experiment to record jumping loads. The variation range and probability distribution of the controlling parameters for the load model such as the impact factor, jumping frequency and contact ratio, are discussed using the experimental data. Correlation relationships between the three parameters are investigated. The contact ratio and jumping frequency are identified as independent model parameters, and an empirical frequency-dependent function is derived for the impact factor. The feasibility of the proposed load model is established by comparing the simulated load curves with measured ones, and by comparing the acceleration responses of a single-degree-of-freedom system to the simulated and measured jumping loads. The results show that a realistic individual jumping load can be generated by the proposed method. This can then be used to assess the dynamic response of assembly structures.

Valuing Credit Default Swap under a double exponential jump diffusion model

This paper discusses the valuation of the Credit Default Swap based on a jump market, in which the asset price of a firm follows a double exponential jump diffusion process, the value of the debt is driven by a geometric Brownian motion, and the default barrier follows a continuous stochastic process. Using the Gaver-Stehfest algorithm and the non-arbitrage asset pricing theory, we give the default probability of the first passage time, and more, derive the price of the Credit Default Swap.

带有Jump干扰的SIRS随机传染病模型的性质（英文）

研究了带有Jump干扰的SIRS随机传染病模型.通过利用Lyapunov函数的方法,证明了当初始条件为正值时,模型有唯一的全局正解.并且调查了围绕着无病平衡点及地方病平衡点的解的渐近行为.

Critical Exercise Price for American Floating Strike Lookback Option in a Mixed Jump-Diffusion Model

This paper studies the critical exercise price of American floating strike lookback options under the mixed jump-diffusion model. By using It formula and Wick-It-Skorohod integral, a new market pricing model established under the environment of mixed jumpdiffusion fractional Brownian motion. The fundamental solutions of stochastic parabolic partial differential equations are estimated under the condition of Merton assumptions. The explicit integral representation of early exercise premium and the critical exercise price are also given, then the American floating strike lookback options factorization formula is obtained, the results is generalized the classical Black-Scholes market pricing model.

Motion visualization and estimation for flapping wing systems

Studies of fluid-structure interactions associated with flexible structures such as flapping wings require the capture and quantification of large motions of bodies that may be opaque. As a case study, motion capture of a free flying Manduca sexta, also known as hawkmoth, is considered by using three synchronized high-speed cameras. A solid finite element (FE) representation is used as a reference body and successive snapshots in time of the displacement fields are reconstructed via an optimization procedure. One of the original aspects of this work is the formulation of an objective function and the use of shadow matching and strain-energy regularization. With this objective function, the authors penalize the projection differences between silhouettes of the captured images and the FE representation of the deformed body. The process and procedures undertaken to go from high-speed videography to motion estimation are discussed, and snapshots of representative results are presented. Finally, the captured free-flight motion is also characterized and quantified.

THE JOINT DISTRIBUTIONS OF SOME ACTUARIAL DIAGNOSTICS FOR THE JUMP-DIFFUSION RISK PROCESS

In this article, the joint distributions of several actuarial diagnostics which are important to insurers＇ running for the jump-diffusion risk process are examined. They include the ruin time, the time of the surplus process leaving zero ultimately （simply, the ultimately leaving-time）, the surplus immediately prior to ruin, the supreme profits before ruin, the supreme profits and deficit until it leaves zero ultimately and so on. The explicit expressions for their distributions are obtained mainly by the various properties of Levy process, such as the homogeneous strong Markov property and the spatial homogeneity property etc, moveover, the many properties for Brownian motion.

Structural jump-diffusion model for pricing collateralized debt obligations tranches

This paper considers the pricing problem of collateralized debt obligations tranches under a structural jump-diffusion model, where the asset value of each reference entity is generated by a geometric Brownian motion and jump with an asymmetric double exponential distribution. Conditioned on the common factor of individual entity, this paper gets the conditional distribution, and further obtains the loss distribution of the whole reference portfolio. Based on the semi-analytic approach, the fair spreads of collateralized debt obligations tranches, i.e., the prices of collateralized debt obligations tranches, are derived.

Integro-Differential Equations for a Jump-Diffusion Risk Process with Dependence between Claim Sizes and Claim Intervals

The classical Poisson risk model in ruin theory assumed that the interarrival times between two successive claims are mutually independent, and the claim sizes and claim intervals are also mutually independent. In this paper, we modify the classical Poisson risk model to describe the surplus process of an insurance portfolio. We consider a jump-diffusion risk process compounded by a geometric Brownian motion, and assume that the claim sizes and claim intervals are dependent. Using the properties of conditional expectation, we establish integro-differential equations for the Gerber-Shiu function and the ultimate ruin probability.

混合次分数布朗运动跳扩散环境下可转债定价研究

【目的】为了体现可转债标的资产长记忆性和跳跃性的特点,解决资产收益率增量的不平稳性,提出混合次分数布朗运动跳扩散环境下可转债定价模型。【方法】首先令可转债标的资产的价格变化符合混合次分数布朗运动跳扩散环境;然后利用随机分析理论和随机偏微分方程方法,推导出混合次分数布朗运动跳扩散环境下可转债定价模型,并进一步给出定价模型的参数估计方式;最后运用遗传算法估计参数,选取国内可转债市场的实际数据进行实证分析,结合不同定价模型做对比分析。【结果】本模型对实际价格的拟合效果比传统的布莱克-斯科尔斯模型均方误差平均减少0.34%;通过对遗传算法得到的参数进行定价的拟合效果,比使用历史数据得到的参数进行定价的拟合效果,均方误差平均减少约0.31%。【结论】本模型能在实际市场上为可转债的首日及每日定价决策提供较可靠的理论依据。

混合次分数布朗跳-扩散模型下亚式幂型期权的定价

文章研究了混合次分数跳扩散模型下亚式幂型期权的定价问题。与传统的布朗运动驱动的期权定价模型相比,混合次分数跳扩散模型更好地刻画了金融时间序列的长记忆性、非平稳性和突发事件的影响。本文利用保险精算方法给出了具有固定执行价格的几何平均亚式幂型期权定价公式,并给出了一些特殊情形下的亚式期权定价公式。最后,给出了一个数值仿真例子说明定理的结论。

基于不完全线齿轮传动的仿蝗虫跳跃机构设计

以跳跃性能优异的蝗虫为仿生对象,设计一种新型仿生跳跃机构。针对蝗虫采用的间歇式跳跃机制以及蝗虫后腿结构简单高效的特点,新型机构通过不完全线齿轮传动提供间歇运动,以跳跃执行部分模拟蝗虫后腿跳跃结构,并以弹簧作为储能机构。对跳跃机构进行垂直方向的跳跃运动仿真,并分析跳跃机构中弹簧的弹性系数大小对跳跃能力的影响,结果表明该跳跃机构的设计具有较好的可行性,并有尺寸小、跳跃能力强的特点。