Constraint-force-based approach of modelling compliant mechanisms: principle and application

Numerous works have been conducted on modelling basic compliant elements such as wire beams, and closed-form analytical models of most basic compliant elements have been well developed. However, the modelling of complex compliant mechanisms is still a challenging work. This paper proposes a constraint-force-based (CFB) modelling approach to model compliant mechanisms with a particular emphasis on modelling complex compliant mechanisms. The proposed CFB modelling approach can be regarded as an improved free-body- diagram (FBD) based modelling approach, and can be extended to a development of the screw-theory-based design approach. A compliant mechanism can be decomposed into rigid stages and compliant modules. A compliant module can offer elastic forces due to its deformation. Such elastic forces are regarded as variable constraint forces in the CFB modelling approach. Additionally, the CFB modelling approach defines external forces applied on a compliant mechanism as constant constraint forces. If a compliant mechanism is at static equilibrium, all the rigid stages are also at static equilibrium under the influence of the variable and constant constraint forces. Therefore, the constraint force equilibrium equations for all the rigid stages can be obtained, and the analytical model of the compliant mechanism can be derived based on the constraint force equilibrium equations. The CFB modelling approach can model a compliant mechanism linearly and nonlinearly, can obtain displacements of any points of the rigid stages, and allows external forces to be exerted on any positions of the rigid stages. Compared with the FBD based modelling approach, the CFB modelling approach does not need to identify the possible deformed configuration of a complex compliant mechanism to obtain the geometric compatibility conditions and the force equilibrium equations. Additionally, the mathematical expressions in the CFB approach have an easily understood physical meaning. Using the CFB modelling approach, the variable constraint forces of three compliant modules, a wire beam, a four-beam compliant module and an eight-beam compliant module, have been derived in this paper. Based on these variable constraint forces, the linear and non-linear models of a decoupled XYZ compliant parallel mechanism are derived, and verified by FEA simulations and experimental tests.

Financial modelling with 2-EPT probability density functions

The class of all Exponential-Polynomial-Trigonometric (EPT) functions is classical and equal to the Euler-d’Alembert class of solutions of linear differential equations with constant coefficients. The class of non-negative EPT functions defined on [0;1) was discussed in Hanzon and Holland (2010) of which EPT probability density functions are an important subclass. EPT functions can be represented as ceAxb, where A is a square matrix, b a column vector and c a row vector where the triple (A; b; c) is the minimal realization of the EPT function. The minimal triple is only unique up to a basis transformation. Here the class of 2-EPT probability density functions on R is defined and shown to be closed under a variety of operations. The class is also generalised to include mixtures with the pointmass at zero. This class coincides with the class of probability density functions with rational characteristic functions. It is illustrated that the Variance Gamma density is a 2-EPT density under a parameter restriction. A discrete 2-EPT process is a process which has stochastically independent 2-EPT random variables as increments. It is shown that the distribution of the minimum and maximum of such a process is an EPT density mixed with a pointmass at zero. The Laplace Transform of these distributions correspond to the discrete time Wiener-Hopf factors of the discrete time 2-EPT process. A distribution of daily log-returns, observed over the period 1931-2011 from a prominent US index, is approximated with a 2-EPT density function. Without the non-negativity condition, it is illustrated how this problem is transformed into a discrete time rational approximation problem. The rational approximation software RARL2 is used to carry out this approximation. The non-negativity constraint is then imposed via a convex optimisation procedure after the unconstrained approximation. Sufficient and necessary conditions are derived to characterise infinitely divisible EPT and 2-EPT functions. Infinitely divisible 2-EPT density functions generate 2-EPT Lévy processes. An assets log returns can be modelled as a 2-EPT Lévy process. Closed form pricing formulae are then derived for European Options with specific times to maturity. Formulae for discretely monitored Lookback Options and 2-Period Bermudan Options are also provided. Certain Greeks, including Delta and Gamma, of these options are also computed analytically. MATLAB scripts are provided for calculations involving 2-EPT functions. Numerical option pricing examples illustrate the effectiveness of the 2-EPT approach to financial modelling.