98 resultados para Stochastic discount factor
em Chinese Academy of Sciences Institutional Repositories Grid Portal
Resumo:
提出了求解某武器系统导弹弹道轨迹的两种方法:计算机仿真和系统辨识方法.详细介绍了导弹系统的计算机仿真模型,并利用控制理论和数值分析的方法对仿真模型求解;根据系统辨识理论,将整个系统看作“黑箱”,建立与输入、输出数据等价的模型,引入折息因子对模型进行辨识.最后分别给出了计算机仿真试验曲线和系统辨识试验曲线,证明了两种求解方法的有效性。
Resumo:
Stochastic characteristics prevail in the process of short fatigue crack progression. This paper presents a method taking into account the balance of crack number density to describe the stochastic behaviour of short crack collective evolution. The results from the simulation illustrate the stochastic development of short cracks. The experiments on two types of steels show the random distribution for collective short cracks with the number of cracks and the maximum crack length as a function of different locations on specimen surface. The experiments also give the variation of total number of short cracks with fatigue cycles. The test results are consistent with numerical simulations.
Resumo:
This paper first presents a stochastic structural model to describe the random geometrical features of rock and soil aggregates. The stochastic structural model uses mixture ratio, rock size and rock shape to construct the microstructures of aggregates,and introduces two types of structural elements (block element and jointed element) and three types of material elements (rock element, soil element, and weaker jointed element)for this microstructure. Then, continuum-based discrete element method is used to study the deformation and failure mechanism of rock and soil aggregate through a series of loading tests. It is found that the stress-strain curve of rock and soil aggregates is nonlinear, and the failure is usually initialized from weaker jointed elements. Finally, some factors such as mixture ratio, rock size and rock shape are studied in detail. The numerical results are in good agreement with in situ test. Therefore, current model is effective for simulating the mechanical behaviors of rock and soil aggregates.
Resumo:
The dynamic response of a finite crack in an unbounded Functionally Graded Material (FGM) subjected to an antiplane shear loading is studied in this paper. The variation of the shear modulus of the functionally graded material is modeled by a quadratic increase along the direction perpendicular to the crack surface. The dynamic stress intensity factor is extracted from the asymptotic expansion of the stresses around the crack tip in the Laplace transform plane and obtained in the time domain by a numerical Laplace inversion technique. The influence of graded material property on the dynamic intensity factor is investigated. It is observed that the magnitude of dynamic stress intensity factor for a finite crack in such a functionally graded material is less than in the homogeneous material with a property identical to that of the FGM crack plane.
Resumo:
A newly developed numerical code, MFPA(2D) (Material Failure Process Analysis), is applied to study the influence of stochastic mesoscopic structure on macroscopic mechanical behavior of rock-like materials. A set of uniaxial compression tests has been numerically studied with numerical specimens containing pre-existing crack-like flaw. The numerical results reveal the influence of random mesoscopic structure on failure process of brittle material, which indicates that the variation of failure mode is strongly sensitive to the local disorder feature of the specimen. And the patterns of the crack evolution in the specimens are very different from each other due to the random mesoscopic structure in material. The results give a good explanation for various kinds of fracture modes and peak strength variation observed in laboratory studies with specimens made from the same rock block being statistically homogenous in macro scale. In addition, the evolution of crack is more complicated in heterogeneous cases than in homogeneous cases.
Resumo:
A brief review is presented of statistical approaches on microdamage evolution. An experimental study of statistical microdamage evolution in two ductile materials under dynamic loading is carried out. The observation indicates that there are large differences in size and distribution of microvoids between these two materials. With this phenomenon in mind, kinetic equations governing the nucleation and growth of microvoids in nonlinear rate-dependent materials are combined with the balance law of void number to establish statistical differential equations that describe the evolution of microvoids' number density. The theoretical solution provides a reasonable explanation of the experimentally observed phenomenon. The effects of stochastic fluctuation which is influenced by the inhomogeneous microscopic structure of materials are subsequently examined (i.e. stochastic growth model). Based on the stochastic differential equation, a Fokker-Planck equation which governs the evolution of the transition probability is derived. The analytical solution for the transition probability is then obtained and the effects of stochastic fluctuation is discussed. The statistical and stochastic analyses may provide effective approaches to reveal the physics of damage evolution and dynamic failure process in ductile materials.
Resumo:
In this paper, the closed form of solution to the stochastic differential equation for a fatigue crack evolution system is derived. and the relationship between metal fatigue damage and crack stochastic behaviour is investigated. It is found that the damage extent of metals is independent of crack stochastic behaviour ii the stochastic deviation of the crack growth rate is directly proportional to its mean value. The evolution of stochastic deviation of metal fatigue damage in the stage close to the transition point between short and long crack regimes is also discussed.
Resumo:
Elastodynamic stress intensity factor histories of an unbounded solid containing a semi-infinite plane crack that propagates at a constant velocity under 3-D time-independent combined mode loading are considered. The fundamental solution, which is the response of point loading, is obtained. Then, stress intensity factor histories of a general loading system are written out in terms of superposition integrals. The methods used here are the Laplace transform methods in conjunction with the Wiener-Hopf technique.
Resumo:
Motivated by the observation of the rate effect on material failure, a model of nonlinear and nonlocal evolution is developed, that includes both stochastic and dynamic effects. In phase space a transitional region prevails, which distinguishes the failure behavior from a globally stable one to that of catastrophic. Several probability functions are found to characterize the distinctive features of evolution due to different degrees of nucleation, growth and coalescence rates. The results may provide a better understanding of material failure.
Resumo:
The dynamic stress intensity factor history for a semi-infinite crack in an otherwise unbounded elastic body is analyzed. The crack is subjected to a pair of suddenly-applied point loadings on its faces at a distance L away from the crack tip. The exact expression for the mode I stress intensity factor as a function of time is obtained. The method of solution is based on the direct application of integral transforms, the Wiener-Hopf technique and the Cagniard-de Hoop method. Due to the existence of the characteristic length in loading this problem was long believed a knotty problem. Some features of the solutions are discussed and graphical result for numerical computation is presented.
Resumo:
The effects of stochastic extension on the statistical evolution of the ideal microcrack system are discussed. First, a general theoretical formulation and an expression for the transition probability of extension process are presented, then the features of evolution in stochastic model are demonstrated by several numerical results and compared with that in deterministic model.
Resumo:
Based on the Mach-Zehnder effect between the core mode and the cladding modes, the interference fringes are formed by a pair of cascaded long-period fiber gratings (CLPFGs). Theoretical analyses show that the spectral spacing and the wavelength of these fringes are functions of the waveguide dispersion factor gamma, which is a characterizing parameter to LPFG and with theoretical and applicational significance. By measuring the characteristics of the transmission spectra of CLPFGs, the absolute value of gamma can be obtained. At the same time, the thermo-optic coefficient of effective refractive index difference between core and cladding modes, p, can also be obtained by measured the temperature sensitivity of these fringes. In the experiments, \gamma\ and mu were measured by this method to be 0.874 and 4.08 x 10(-5) degreesC(-1), respectively, for LPFGs with period of 450 mum and with a HE14 resonant peak at 1554 nm. (C) 2004 Elsevier B.V. All rights reserved.
Resumo:
It is shown that stochastic electromagnetic beams may have different degrees of polarization on propagation, even though they have the same coherence properties in the source plane. This fact is due to a possible difference in the anisotropy of the field in the source plane. The result is illustrated by some examples.