An inverse method for characterization of dynamic response of 2D structures under stochastic conditions

The reliable estimation of the wavenumber space(k-space)of the plates remains a longterm concern for acoustic modeling and structural dynamic behavior characterization.Most current analyses of wavenumber identification methods are based on the deterministic hypothesis.To this end,an inverse method is proposed for identifying wave propagation characteristics of twodimensional structures under stochastic conditions,such as wavenumber space,dispersion curves,and band gaps.The proposed method is developed based on an algebraic identification scheme in the polar coordinate system framework,thus named Algebraic K-Space Identification(AKSI)technique.Additionally,a model order estimation strategy and a wavenumber filter are proposed to ensure that AKSI is successfully applied.The main benefit of AKSI is that it is a reliable and fast method under four stochastic conditions:(A)High level of signal noise;(B)Small perturbation caused by uncertainties in measurement points’coordinates;(C)Non-periodic sampling;(D)Unknown structural periodicity.To validate the proposed method,we numerically benchmark AKSI and three other inverse methods to extract dispersion curves on three plates under stochastic conditions.One experiment is then performed on an isotropic steel plate.These investigations demonstrate that AKSI is a good in-situ k-space estimator under stochastic conditions.

Studies on structural safety in stochastically excited Duffing oscillator with double potential wells

The effects of the Gaussian white noise excitation on structural safety due to erosion of safe basin in Duffing oscillator with double potential wells are studied in the present paper. By employing the well-developed stochastic Melnikov condition and Monte-Carlo method, various eroded basins are simulated in deterministic and stochastic cases of the system, and the ratio of safe initial points （RSIP） is presented in some given limited domain defined by the system＇s Hamiltonian for various parameters or first-passage times. It is shown that structural safety control becomes more difficult when the noise excitation is imposed on the system, and the fractal basin boundary may also appear when the system is excited by Gaussian white noise only. From the RSIP results in given limited domain, sudden discontinuous descents in RSIP curves may occur when the system is excited by harmonic or stochastic forces, which are different from the customary continuous ones in view of the firstpassage problems. In addition, it is interesting to find that RSIP values can even increase with increasing driving amplitude of the external harmonic excitation when the Gaussian white noise is also present in the system.

General Mean-Field BDSDEs with Continuous and Stochastic Linear Growth Coefficients

In this paper,the authors study a class of general mean-field BDSDEs whose coefficients satisfy some stochastic conditions.Specifically,the authors prove the existence and uniqueness theorem of solution under stochastic Lipschitz condition and obtain the related comparison theorem.Besides,the authors further relax the conditions and deduce the existence theorem of solutions under stochastic linear growth and continuous conditions,and the authors also prove the associated comparison theorem.Finally,an asset pricing problem is discussed,which demonstrates the application of the general meanfield BDSDEs in finance.

Optimal paths planning in dynamic transportation networks with random link travel times

A theoretical study was conducted on finding optimal paths in transportation networks where link travel times were stochastic and time-dependent(STD). The methodology of relative robust optimization was applied as measures for comparing time-varying, random path travel times for a priori optimization. In accordance with the situation in real world, a stochastic consistent condition was provided for the STD networks and under this condition, a mathematical proof was given that the STD robust optimal path problem can be simplified into a minimum problem in specific time-dependent networks. A label setting algorithm was designed and tested to find travelers' robust optimal path in a sampled STD network with computation complexity of O(n2+n·m). The validity of the robust approach and the designed algorithm were confirmed in the computational tests. Compared with conventional probability approach, the proposed approach is simple and efficient, and also has a good application prospect in navigation system.

BSDEs with stochastic Lipschitz condition:A general result

We prove a general existence and uniqueness result of solutions for a backward stochastic differential equation(BSDE)with a stochastic Lipschitz condition.We also establish a continuous dependence property and a comparison theorem for solutions to this type of BSDEs,thus strengthening existing results.

SOME MULTIVARIATE DMRL AND NBUE DEFINITIONS BASED ON CONDITIONAL STOCHASTIC ORDER

Two classes of multivariate DMRL distributions and a class of multivariate NBUE distributions are introduced in this paper by using conditional stochastic order.That is, a random vector belongs to a multivariate DMRL class of life distributions if its residual life(defined as a conditional random vector)is decreasing in time under convex or linear order.Some conservation properties of these classes are studied.

THE MIMIc QUEUE WITH (e, d) SETUP TIME

The authors present a new queueing model with （e, d） setup time. Using the quasi-birth-and-death process and matrix-geometric method, the authors obtain the stationary distribution of queue length and the LST of waiting time of a customer in the system. Furthermore, the conditional stochastic decomposition results of queue length and waiting time are given.