98 resultados para Sharpe ratio

em Chinese Academy of Sciences Institutional Repositories Grid Portal


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The Load/Unload Response Ratio (LURR) method is proposed for short-to-intermediate-term earthquake prediction [Yin, X.C., Chen, X.Z., Song, Z.P., Yin, C., 1995. A New Approach to Earthquake Prediction — The Load/Unload Response Ratio (LURR) Theory, Pure Appl. Geophys., 145, 701–715]. This method is based on measuring the ratio between Benioff strains released during the time periods of loading and unloading, corresponding to the Coulomb Failure Stress change induced by Earth tides on optimally oriented faults. According to the method, the LURR time series usually climb to an anomalously high peak prior to occurrence of a large earthquake. Previous studies have indicated that the size of critical seismogenic region selected for LURR measurements has great influence on the evaluation of LURR. In this study, we replace the circular region usually adopted in LURR practice with an area within which the tectonic stress change would mostly affect the Coulomb stress on a potential seismogenic fault of a future event. The Coulomb stress change before a hypothetical earthquake is calculated based on a simple back-slip dislocation model of the event. This new algorithm, by combining the LURR method with our choice of identified area with increased Coulomb stress, is devised to improve the sensitivity of LURR to measure criticality of stress accumulation before a large earthquake. Retrospective tests of this algorithm on four large earthquakes occurred in California over the last two decades show remarkable enhancement of the LURR precursory anomalies. For some strong events of lesser magnitudes occurred in the same neighborhoods and during the same time periods, significant anomalies are found if circular areas are used, and are not found if increased Coulomb stress areas are used for LURR data selection. The unique feature of this algorithm may provide stronger constraints on forecasts of the size and location of future large events.

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The main idea of the Load-Unload Response Ratio (LURR) is that when a system is stable, its response to loading corresponds to its response to unloading, whereas when the system is approaching an unstable state, the response to loading and unloading becomes quite different. High LURR values and observations of Accelerating Moment/Energy Release (AMR/AER) prior to large earthquakes have led different research groups to suggest intermediate-term earthquake prediction is possible and imply that the LURR and AMR/AER observations may have a similar physical origin. To study this possibility, we conducted a retrospective examination of several Australian and Chinese earthquakes with magnitudes ranging from 5.0 to 7.9, including Australia's deadly Newcastle earthquake and the devastating Tangshan earthquake. Both LURR values and best-fit power-law time-to-failure functions were computed using data within a range of distances from the epicenter. Like the best-fit power-law fits in AMR/AER, the LURR value was optimal using data within a certain epicentral distance implying a critical region for LURR. Furthermore, LURR critical region size scales with mainshock magnitude and is similar to the AMR/AER critical region size. These results suggest a common physical origin for both the AMR/AER and LURR observations. Further research may provide clues that yield an understanding of this mechanism and help lead to a solid foundation for intermediate-term earthquake prediction.

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在四辊冷轧试验机和Gleeble-1500试验机上进行了热轧微碳钢板的冷轧和退火试验。用D/max-RC衍射仪测量了试样的,/”层织构,并用Roe软件进行了ODF分析。研究表明,所研究的热轧微碳深冲板压下率约为75%,退火升温速度为20-40℃/h时,试样为{111}织构特征;压下率较大(80%)时,退火织构为较弱的{111}组分。无论{111}织构还是非{111}织构都是在形核阶段开始形成,在晶粒长大优先长大,受到定向形核和选择生长双重机制的作用。

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An experimental investigation of the onset of Benard-Marangoni convection has been performed in a liquid layer of rectangular configuration. The critical temperature difference was measured via the detections of both temperature field pattern (IR-imaging) on the free surface and fluid convection (PIV) in the liquid layer. The critical temperature difference or the critical Marangoni number was given. The experiments were performed for a fixed depth of air layer and a changeable depth of the liquid layer, and then the influence of the thickness ratio of the air layer to liquid layer on the Marangoni instability was studied.

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The Load-Unload Response Ratio (LURR) method is an intermediate-term earthquake prediction approach that has shown considerable promise. It involves calculating the ratio of a specified energy release measure during loading and unloading where loading and unloading periods are determined from the earth tide induced perturbations in the Coulomb Failure Stress on optimally oriented faults. In the lead-up to large earthquakes, high LURR values are frequently observed a few months or years prior to the event. These signals may have a similar origin to the observed accelerating seismic moment release (AMR) prior to many large earthquakes or may be due to critical sensitivity of the crust when a large earthquake is imminent. As a first step towards studying the underlying physical mechanism for the LURR observations, numerical studies are conducted using the particle based lattice solid model (LSM) to determine whether LURR observations can be reproduced. The model is initialized as a heterogeneous 2-D block made up of random-sized particles bonded by elastic-brittle links. The system is subjected to uniaxial compression from rigid driving plates on the upper and lower edges of the model. Experiments are conducted using both strain and stress control to load the plates. A sinusoidal stress perturbation is added to the gradual compressional loading to simulate loading and unloading cycles and LURR is calculated. The results reproduce signals similar to those observed in earthquake prediction practice with a high LURR value followed by a sudden drop prior to macroscopic failure of the sample. The results suggest that LURR provides a good predictor for catastrophic failure in elastic-brittle systems and motivate further research to study the underlying physical mechanisms and statistical properties of high LURR values. The results provide encouragement for earthquake prediction research and the use of advanced simulation models to probe the physics of earthquakes.

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A depth-integrated two-dimensional numerical model of current, salinity and sediment transport was proposed and calibrated by the observation data in the Yangtze River Estuary. It was then applied to investigate the flow and sediment ratio of the navigati

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A two-dimensional (2-D) vortex-induced vibration (VIV) prediction model for high aspect ratio (LID) riser subjected to uniform and sheared flow is studied in this paper. The nonlinear structure equations are considered. The near wake dynamics describing the fluctuating nature of vortex shedding is modeled using classical van der Pol equation. A new approach was applied to calibrate the empirical parameters in the wake oscillator model. Compared the predicted results with the experimental data and computational fluid dynamic (CFD) results. Good agreements are observed. It can be concluded that the present model can be used as simple computational tool in predicting some aspects of VIV of long flexible structures. (C) 2008 Elsevier Ltd. All rights reserved.

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The effect of a negative Poisson ratio is experimentally revealed in the tension deformation of a natural layered ceramic. This effect can increase the volume strain energy per unit volume by 1100% and, simultaneously, decrease the deformation strain energy per unit volume by about 44%, so that it effectively enhances the deformation capacity by about 1 order of magnitude in the tension of the material. The present study also shows that the physical mechanisms producing the effect are attributed to the climbing on one another of the nanostructures in the natural material, which provides a guide to the design of synthetic toughening composites.

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Arrhenius law implicates that only those molecules which possess the internal energy greater than the activation energy E-a can react. However, the internal energy will not be proportional to the gas temperature if the specific heat ratio gamma and the gas constant R vary during chemical reaction processes. The varying gamma may affect significantly the chemical reaction rate calculated with the Arrhenius law under the constant gamma assumption, which has been widely accepted in detonation and combustion simulations for many years. In this paper, the roles of variable gamma and R in Arrhenius law applications are reconsidered, and their effects on the chemical reaction rate are demonstrated by simulating one-dimensional C-J and two-dimensional cellular detonations. A new overall one-step detonation model with variable gamma and R is proposed to improve the Arrhenius law. Numerical experiments demonstrate that this improved Arrhenius law works well in predicting detonation phenomena with the numerical results being in good agreement with experimental data.

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The Load Unload Response Ratio (LURR) method is an intermediate-term earthquake prediction approach that has shown considerable promise. It is inspiring that its predictions using LURR have been improving. Since 2004 we have made a major breakthrough in intermediate-term earthquake forecasting of the strong earthquakes on the Chinese mainland using LURR and successfully predicted the Pakistan earthquake with magnitude M 7.6 on October 8, 2005. The causes for improving the prediction in terms of LURR have been discussed in the present paper.

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n the authors' previous paper, the Strain Energy Density Ratio (SEDR) criterion was proposed. As an example of applications, it was used to predict cracking direction of mixed-mode fracture in a random short fibre laminated composite.

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加卸载响应比理论的主要思路是 :系统在稳定状态时加载响应与卸载响应的比值与非稳定状态时加载响应与卸载响应的比值是完全不同的。大震前加卸载响应比升高和能量加速释放这两种现象可以用来对地震进行中期预报。同时 ,加卸载响应比理论和能量加速释放可能有相同的物理机制。为了验证这种地震预报方法的可行性 ,我们研究了几例发生在澳大利亚与中国 ,M 5 0~ 7 9之间的地震 ,其中包括破坏严重的澳大利亚纽卡斯尔地震和中国的唐山地震。我们利用以震源中心一定范围内的数据计算了震前的加卸载响应比和能量加速释放的幂律拟合。能量幂律加速释放存在一组最佳的拟合 ,一定范围内加卸载响应比达最大值表明加卸载响应比也有一个临界区尺度。进一步讲 ,加卸载响应比与能量加速释放的临界区尺度是相似的。这些结果表明加卸载响应比与能量加速释放有相同的物理机制。进一步的研究可能会对这种物理机制提供更好的解释 ,同时也能对地震的中期预报提供理论基础

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In this work, we measured 14 horizontal velocity profiles along the vertical direction of a rectangular microchannel with aspect ratio alpha = h/w = 0.35 (h is the height of the channel and w is the width of the channel) using microPIV at Re = 1.8 and 3.6. The experimental velocity profiles are compared with the full 3D theoretical solution, and also with a Poiseuille parabolic profile. It is shown that the experimental velocity profiles in the horizontal and vertical planes are in agreement with the theoretical profiles, except for the planes close to the wall. The discrepancies between the experimental data and 3D theoretical results in the center vertical plane are less than 3.6%. But the deviations between experimental data and Poiseuille's results approaches 5%. It indicates that 2D Poiseuille profile is no longer a perfect theoretical approximation since a = 0.35. The experiments also reveal that, very near the hydrophilic wall (z = 0.5-1 mu m), the measured velocities are significantly larger than the theoretical velocity based on the no-slip assumption. A proper discussion on some physical effects influencing the near wall velocity measurement is given.

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The recent progress of submerged floating tunnel (SFT) investigation and SFT prototype (SFTP) project in Qiandao Lake (Zhejiang Province, P.R. China) is the background of this research. Structural damping effect is brought into present computation model in terms of Rayleigh damping. Based on the FEM computational results of SFTPs as a function of buoyancy-weight ratio (BWR) under hydrodynamic loads, the effect of BWR on the dynamic response of SFT is illustrated. In addition, human comfort index is adopted to discuss the comfort status of the SFTP.