In situ stress condition in rock mass is influenced by both tectonic activity and geological environment such as faulting and shearing in the rock mass.This influence is of significance in the Himalayan region,where t...In situ stress condition in rock mass is influenced by both tectonic activity and geological environment such as faulting and shearing in the rock mass.This influence is of significance in the Himalayan region,where the tectonic movement is active,resulting in periodic dynamic earthquakes.Each large-scale earthquake causes both accumulation and sudden release of strain energy,instigating changes in the in situ stress environment in the rock mass.This paper first highlights the importance of the magnitude of the minimum principal stress in the design of unlined or shotcrete lined pressure tunnel as water conveyance system used for hydropower schemes.Then we evaluated the influence of local shear faults on the magnitude of the minimum principal stress along the shotcrete lined high pressure tunnel of Upper Tamakoshi Hydroelectric Project(UTHP)in Nepal.A detailed assessment of the in situ stress state is carried out using both measured data and three-dimensional(3D)numerical analyses with FLAC3D.Finally,analysis is carried out on the possible changes in the magnitude of the minimum principal stress in the rock mass caused by seismic movement(dynamic loading).A permanent change in the stress state at and nearby the area of shear zones along the tunnel alignment is found to be an eminent process.展开更多
Markowitz Portfolio theory under-estimates the risk associated with the return of a portfolio in case of high dimensional data. El Karoui mathematically proved this in [1] and suggested improved estimators for unbiase...Markowitz Portfolio theory under-estimates the risk associated with the return of a portfolio in case of high dimensional data. El Karoui mathematically proved this in [1] and suggested improved estimators for unbiased estimation of this risk under specific model assumptions. Norm constrained portfolios have recently been studied to keep the effective dimension low. In this paper we consider three sets of high dimensional data, the stock market prices for three countries, namely US, UK and India. We compare the Markowitz efficient frontier to those obtained by unbiasedness corrections and imposing norm-constraints in these real data scenarios. We also study the out-of-sample performance of the different procedures. We find that the 2-norm constrained portfolio has best overall performance.展开更多
针对二维DOA(direction of arrival)估计所需阵元数量较多且阵元利用率较低的问题,提出了一种低阵元冗余度的阵列模型,将最小冗余线阵的应用拓展到二维DOA估计领域,降低了阵列冗余度。同时,利用传播算子算法估计二维波达方向,该算法无...针对二维DOA(direction of arrival)估计所需阵元数量较多且阵元利用率较低的问题,提出了一种低阵元冗余度的阵列模型,将最小冗余线阵的应用拓展到二维DOA估计领域,降低了阵列冗余度。同时,利用传播算子算法估计二维波达方向,该算法无需谱峰搜索,且避免了大矩阵的特征分解,在解决计算量问题上有着巨大优势。最小冗余线阵的设置方式,用较少的阵元获得了较大的阵列有效孔径,从而弥补了传播算子算法在低信噪比条件下性能下降的缺点,具有了更好的低信噪比适应能力。该文从理论上论证了三平行最小冗余线阵设置的合理性,仿真实验证明了该方法的有效性。展开更多
文摘In situ stress condition in rock mass is influenced by both tectonic activity and geological environment such as faulting and shearing in the rock mass.This influence is of significance in the Himalayan region,where the tectonic movement is active,resulting in periodic dynamic earthquakes.Each large-scale earthquake causes both accumulation and sudden release of strain energy,instigating changes in the in situ stress environment in the rock mass.This paper first highlights the importance of the magnitude of the minimum principal stress in the design of unlined or shotcrete lined pressure tunnel as water conveyance system used for hydropower schemes.Then we evaluated the influence of local shear faults on the magnitude of the minimum principal stress along the shotcrete lined high pressure tunnel of Upper Tamakoshi Hydroelectric Project(UTHP)in Nepal.A detailed assessment of the in situ stress state is carried out using both measured data and three-dimensional(3D)numerical analyses with FLAC3D.Finally,analysis is carried out on the possible changes in the magnitude of the minimum principal stress in the rock mass caused by seismic movement(dynamic loading).A permanent change in the stress state at and nearby the area of shear zones along the tunnel alignment is found to be an eminent process.
文摘Markowitz Portfolio theory under-estimates the risk associated with the return of a portfolio in case of high dimensional data. El Karoui mathematically proved this in [1] and suggested improved estimators for unbiased estimation of this risk under specific model assumptions. Norm constrained portfolios have recently been studied to keep the effective dimension low. In this paper we consider three sets of high dimensional data, the stock market prices for three countries, namely US, UK and India. We compare the Markowitz efficient frontier to those obtained by unbiasedness corrections and imposing norm-constraints in these real data scenarios. We also study the out-of-sample performance of the different procedures. We find that the 2-norm constrained portfolio has best overall performance.
基金Supported by the priority academic Program development of Jiangsu Higher Education Institutions(Jiangsu financial education(2011)No.8)the key laboratory of agricultural equipment intelligent high technology research in Jiangsu(BM2009703)the Program for new century excellent talents in university(NCET-09-0731)
文摘针对二维DOA(direction of arrival)估计所需阵元数量较多且阵元利用率较低的问题,提出了一种低阵元冗余度的阵列模型,将最小冗余线阵的应用拓展到二维DOA估计领域,降低了阵列冗余度。同时,利用传播算子算法估计二维波达方向,该算法无需谱峰搜索,且避免了大矩阵的特征分解,在解决计算量问题上有着巨大优势。最小冗余线阵的设置方式,用较少的阵元获得了较大的阵列有效孔径,从而弥补了传播算子算法在低信噪比条件下性能下降的缺点,具有了更好的低信噪比适应能力。该文从理论上论证了三平行最小冗余线阵设置的合理性,仿真实验证明了该方法的有效性。
